Swan Global Investments, LLC Hedge Fund

CIK: 0001591505 · Show all filings

Period: Q2 2015 (← Previous) (Next →)

Filing Date: Aug 12, 2015

Total Value ($000): $2,026,534 (100.0% shares, 0.0% debt)

Holdings (21)

SPY SPDR S&P 500 ETF TR 19.4%

Value ($000) $393,496 Shares 1,915,571 Est. Cost $188.44 Unrealized —

XLV SELECT SECTOR SPDR TR 9.0%

Value ($000) $182,597 Shares 2,463,208 Est. Cost $21387.98 Unrealized —

XLY SELECT SECTOR SPDR TR 8.6%

Value ($000) $175,063 Shares 2,299,235 Est. Cost $22436.86 Unrealized —

XLK SELECT SECTOR SPDR TR 8.6%

Value ($000) $174,286 Shares 4,213,898 Est. Cost $11591.63 Unrealized —

XLF SELECT SECTOR SPDR TR 8.5%

Value ($000) $171,583 Shares 7,063,936 Est. Cost $7353.66 Unrealized —

XLP SELECT SECTOR SPDR TR 8.4%

Value ($000) $170,966 Shares 3,585,709 Est. Cost $13309.22 Unrealized —

XLI SELECT SECTOR SPDR TR 8.4%

Value ($000) $170,222 Shares 3,150,521 Est. Cost $16719.69 Unrealized —

XLU SELECT SECTOR SPDR TR 8.3%

Value ($000) $168,895 Shares 4,062,922 Est. Cost $11428.65 Unrealized —

XLB SELECT SECTOR SPDR TR 8.3%

Value ($000) $168,273 Shares 3,488,250 Est. Cost $14437.79 Unrealized —

XLE SELECT SECTOR SPDR TR 8.1%

Value ($000) $164,021 Shares 2,197,498 Est. Cost $22103.80 Unrealized —

SDRIX Swan Defined Risk Fund Class I 2.1%

Value ($000) $42,832 Shares 3,608,437 Est. Cost $11.95 Unrealized —

VWO Vanguard Intl Equity 0.6%

Value ($000) $11,835 Shares 293,400 Est. Cost $42.93 Unrealized —

— Twitter Inc 0.4%

Value ($000) $8,552 Shares 250,000 Est. Cost $37.72 Unrealized —

— Swan Defined Risk Fund Class I 0.4%

Value ($000) $7,834 Shares 781,130 Est. Cost $10.03 Unrealized —

GLD SPDR Gold Trust 0.4%

Value ($000) $7,326 Shares 64,800 Est. Cost $113.48 Unrealized —

EEM iShares MSCI Emerging Markets Indx ETF 0.3%

Value ($000) $6,911 Shares 177,045 Est. Cost $39.04 Unrealized —

IWM IShares ETF-Rus2000 0.0%

Value ($000) $497 Shares 4,000 Est. Cost $122.25 Unrealized —

EFA iShares MSCI EAFE ETF 0.0%

Value ($000) $471 Shares 7,400 Est. Cost $67.43 Unrealized —

TLT IShares ETF-20yr 0.0%

Value ($000) $437 Shares 3,700 Est. Cost $118.65 Unrealized —

— POWERSHARES QQQ TRUST 0.0%

Value ($000) $277 Shares 2,600 Est. Cost $107.69 Unrealized —

SDRAX Swan Defined Risk Fund Class A 0.0%

Value ($000) $160 Shares 13,549 Est. Cost $11.76 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	1,915,571	$393,496	19.4%	$188.44	—	TR UNIT	78462F103
XLV	SELECT SECTOR SPDR TR	2,463,208	$182,597	9.0%	$21387.98	—	SBI HEALTHCARE	81369Y209
XLY	SELECT SECTOR SPDR TR	2,299,235	$175,063	8.6%	$22436.86	—	SBI CONS DISCR	81369Y407
XLK	SELECT SECTOR SPDR TR	4,213,898	$174,286	8.6%	$11591.63	—	TECHNOLOGY	81369Y803
XLF	SELECT SECTOR SPDR TR	7,063,936	$171,583	8.5%	$7353.66	—	SBI INT-FINL	81369Y605
XLP	SELECT SECTOR SPDR TR	3,585,709	$170,966	8.4%	$13309.22	—	SBI CONS STPLS	81369Y308
XLI	SELECT SECTOR SPDR TR	3,150,521	$170,222	8.4%	$16719.69	—	SBI INT-INDS	81369Y704
XLU	SELECT SECTOR SPDR TR	4,062,922	$168,895	8.3%	$11428.65	—	SBI INT-UTILS	81369Y886
XLB	SELECT SECTOR SPDR TR	3,488,250	$168,273	8.3%	$14437.79	—	SBI MATERIALS	81369Y100
XLE	SELECT SECTOR SPDR TR	2,197,498	$164,021	8.1%	$22103.80	—	SBI INT-ENERGY	81369Y506
SDRIX	Swan Defined Risk Fund Class I	3,608,437	$42,832	2.1%	$11.95	—	Mutual Fund	66538E606
VWO	Vanguard Intl Equity	293,400	$11,835	0.6%	$42.93	—	ETF	922042858
—	Twitter Inc	250,000	$8,552	0.4%	$37.72	—	Company	90184L102
—	Swan Defined Risk Fund Class I	781,130	$7,834	0.4%	$10.03	—	Mutual Fund	66538G676
GLD	SPDR Gold Trust	64,800	$7,326	0.4%	$113.48	—	ETF	78463V107
EEM	iShares MSCI Emerging Markets Indx ETF	177,045	$6,911	0.3%	$39.04	—	ETF	464287234
IWM	IShares ETF-Rus2000	4,000	$497	0.0%	$122.25	—	ETF	464287655
EFA	iShares MSCI EAFE ETF	7,400	$471	0.0%	$67.43	—	ETF	464287465
TLT	IShares ETF-20yr	3,700	$437	0.0%	$118.65	—	ETF	464287432
—	POWERSHARES QQQ TRUST	2,600	$277	0.0%	$107.69	—	ETF	73935A104
SDRAX	Swan Defined Risk Fund Class A	13,549	$160	0.0%	$11.76	—	Mutual Fund	66538E408