Swan Global Investments, LLC Hedge Fund

CIK: 0001591505 · Show all filings

Period: Q4 2014 (← Previous) (Next →)

Filing Date: Feb 11, 2015

Total Value ($000): $1,642,401 (100.0% shares, 0.0% debt)

Holdings (13)

SPY SPDR S&P 500 ETF TR 22.7%

Value ($000) $373,061 Shares 1,787,379 Est. Cost $187.14 Unrealized —

XLV SELECT SECTOR SPDR TR 9.1%

Value ($000) $148,772 Shares 2,149,883 Est. Cost $24565.68 Unrealized —

XLF SELECT SECTOR SPDR TR 8.5%

Value ($000) $139,798 Shares 5,597,737 Est. Cost $9273.36 Unrealized —

XLU SELECT SECTOR SPDR TR 8.4%

Value ($000) $138,232 Shares 2,839,520 Est. Cost $16334.40 Unrealized —

XLK SELECT SECTOR SPDR TR 8.4%

Value ($000) $138,072 Shares 3,267,407 Est. Cost $14937.23 Unrealized —

XLI SELECT SECTOR SPDR TR 8.4%

Value ($000) $137,936 Shares 2,402,161 Est. Cost $21911.20 Unrealized —

XLY SELECT SECTOR SPDR TR 8.4%

Value ($000) $137,574 Shares 1,900,864 Est. Cost $27123.16 Unrealized —

XLP SELECT SECTOR SPDR TR 8.2%

Value ($000) $134,436 Shares 2,720,610 Est. Cost $17525.92 Unrealized —

XLB SELECT SECTOR SPDR TR 7.8%

Value ($000) $127,394 Shares 2,587,965 Est. Cost $19443.06 Unrealized —

XLE SELECT SECTOR SPDR TR 6.5%

Value ($000) $107,254 Shares 1,337,486 Est. Cost $36266.95 Unrealized —

— SPDR S&P 500 ETF TR 1.5%

Value ($000) $24,609 Shares 1,822 Est. Cost — Unrealized —

SDRIX Swan Defined Risk Fund Class I 1.2%

Value ($000) $20,462 Shares 1,706,660 Est. Cost $11.80 Unrealized —

SDRAX Swan Defined Risk Fund Class A 0.9%

Value ($000) $14,801 Shares 1,236,524 Est. Cost $11.76 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	1,787,379	$373,061	22.7%	$187.14	—	TR UNIT	78462F103
XLV	SELECT SECTOR SPDR TR	2,149,883	$148,772	9.1%	$24565.68	—	SBI HEALTHCARE	81369Y209
XLF	SELECT SECTOR SPDR TR	5,597,737	$139,798	8.5%	$9273.36	—	SBI INT-FINL	81369Y605
XLU	SELECT SECTOR SPDR TR	2,839,520	$138,232	8.4%	$16334.40	—	SBI INT-UTILS	81369Y886
XLK	SELECT SECTOR SPDR TR	3,267,407	$138,072	8.4%	$14937.23	—	TECHNOLOGY	81369Y803
XLI	SELECT SECTOR SPDR TR	2,402,161	$137,936	8.4%	$21911.20	—	SBI INT-INDS	81369Y704
XLY	SELECT SECTOR SPDR TR	1,900,864	$137,574	8.4%	$27123.16	—	SBI CONS DISCR	81369Y407
XLP	SELECT SECTOR SPDR TR	2,720,610	$134,436	8.2%	$17525.92	—	SBI CONS STPLS	81369Y308
XLB	SELECT SECTOR SPDR TR	2,587,965	$127,394	7.8%	$19443.06	—	SBI MATERIALS	81369Y100
XLE	SELECT SECTOR SPDR TR	1,337,486	$107,254	6.5%	$36266.95	—	SBI INT-ENERGY	81369Y506
—	SPDR S&P 500 ETF TR	1,822	$24,609	1.5%	—	—	Put	78462F953
SDRIX	Swan Defined Risk Fund Class I	1,706,660	$20,462	1.2%	$11.80	—	Mutual Fund	66538E606
SDRAX	Swan Defined Risk Fund Class A	1,236,524	$14,801	0.9%	$11.76	—	Mutual Fund	66538E408