Swan Global Investments, LLC Hedge Fund

CIK: 0001591505 · Show all filings

Period: Q4 2015 (← Previous) (Next →)

Filing Date: Feb 11, 2016

Total Value ($000): $2,231,410 (100.0% shares, 0.0% debt)

Holdings (25)

SPY SPDR S&P 500 ETF TR 18.5%

Value ($000) $413,283 Shares 2,006,910 Est. Cost $188.63 Unrealized —

XLV SELECT SECTOR SPDR TR 8.7%

Value ($000) $193,479 Shares 2,661,841 Est. Cost $19797.07 Unrealized —

XLK SELECT SECTOR SPDR TR 8.6%

Value ($000) $192,220 Shares 4,424,330 Est. Cost $10872.56 Unrealized —

XLP SELECT SECTOR SPDR TR 8.6%

Value ($000) $192,087 Shares 3,761,773 Est. Cost $12574.94 Unrealized —

XLY SELECT SECTOR SPDR TR 8.6%

Value ($000) $191,979 Shares 2,431,288 Est. Cost $20996.38 Unrealized —

XLF SELECT SECTOR SPDR TR 8.5%

Value ($000) $190,771 Shares 7,924,700 Est. Cost $6557.43 Unrealized —

XLI SELECT SECTOR SPDR TR 8.5%

Value ($000) $189,858 Shares 3,553,890 Est. Cost $14827.72 Unrealized —

XLU SELECT SECTOR SPDR TR 8.5%

Value ($000) $189,841 Shares 4,339,172 Est. Cost $10702.60 Unrealized —

XLB SELECT SECTOR SPDR TR 8.4%

Value ($000) $188,154 Shares 4,295,167 Est. Cost $11733.06 Unrealized —

XLE SELECT SECTOR SPDR TR 8.1%

Value ($000) $181,124 Shares 3,015,758 Est. Cost $16122.90 Unrealized —

SDRIX Swan Defined Risk Fund Class I 2.0%

Value ($000) $44,712 Shares 3,953,274 Est. Cost $11.88 Unrealized —

EEM iShares MSCI Emerging Markets Indx ETF 0.7%

Value ($000) $15,944 Shares 493,561 Est. Cost $32.57 Unrealized —

IWM IShares ETF-Rus2000 0.5%

Value ($000) $10,378 Shares 91,000 Est. Cost $112.22 Unrealized —

EFA iShares MSCI EAFE ETF 0.5%

Value ($000) $10,172 Shares 170,900 Est. Cost $58.89 Unrealized —

— Swan Defined Risk Fund Class I 0.3%

Value ($000) $6,999 Shares 795,370 Est. Cost $10.03 Unrealized —

GLD SPDR Gold Trust 0.3%

Value ($000) $6,991 Shares 68,500 Est. Cost $112.86 Unrealized —

— Twitter Inc 0.2%

Value ($000) $5,558 Shares 250,000 Est. Cost $37.72 Unrealized —

VWO Vanguard Intl Equity 0.2%

Value ($000) $4,135 Shares 124,700 Est. Cost $42.93 Unrealized —

— POWERSHARES QQQ TRUST 0.1%

Value ($000) $1,540 Shares 13,600 Est. Cost $106.88 Unrealized —

— SPDR Gold Trust 0.0%

Value ($000) $589 Shares 37 Est. Cost — Unrealized —

TLT IShares ETF-20yr 0.0%

Value ($000) $444 Shares 3,700 Est. Cost $118.65 Unrealized —

IYR i-shares U.S. REAL ES ETF 0.0%

Value ($000) $431 Shares 5,700 Est. Cost $70.98 Unrealized —

FV DORSEY WRT 5 ETF 0.0%

Value ($000) $268 Shares 11,325 Est. Cost $21.91 Unrealized —

— iShares MSCI Emerging Markets Indx ETF 0.0%

Value ($000) $238 Shares 3,028 Est. Cost — Unrealized —

— SPDR S&P 500 ETF TR 0.0%

Value ($000) $215 Shares 18,507 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	2,006,910	$413,283	18.5%	$188.63	—	TR UNIT	78462F103
XLV	SELECT SECTOR SPDR TR	2,661,841	$193,479	8.7%	$19797.07	—	SBI HEALTHCARE	81369Y209
XLK	SELECT SECTOR SPDR TR	4,424,330	$192,220	8.6%	$10872.56	—	TECHNOLOGY	81369Y803
XLP	SELECT SECTOR SPDR TR	3,761,773	$192,087	8.6%	$12574.94	—	SBI CONS STPLS	81369Y308
XLY	SELECT SECTOR SPDR TR	2,431,288	$191,979	8.6%	$20996.38	—	SBI CONS DISCR	81369Y407
XLF	SELECT SECTOR SPDR TR	7,924,700	$190,771	8.5%	$6557.43	—	SBI INT-FINL	81369Y605
XLI	SELECT SECTOR SPDR TR	3,553,890	$189,858	8.5%	$14827.72	—	SBI INT-INDS	81369Y704
XLU	SELECT SECTOR SPDR TR	4,339,172	$189,841	8.5%	$10702.60	—	SBI INT-UTILS	81369Y886
XLB	SELECT SECTOR SPDR TR	4,295,167	$188,154	8.4%	$11733.06	—	SBI MATERIALS	81369Y100
XLE	SELECT SECTOR SPDR TR	3,015,758	$181,124	8.1%	$16122.90	—	SBI INT-ENERGY	81369Y506
SDRIX	Swan Defined Risk Fund Class I	3,953,274	$44,712	2.0%	$11.88	—	Mutual Fund	66538E606
EEM	iShares MSCI Emerging Markets Indx ETF	493,561	$15,944	0.7%	$32.57	—	ETF	464287234
IWM	IShares ETF-Rus2000	91,000	$10,378	0.5%	$112.22	—	ETF	464287655
EFA	iShares MSCI EAFE ETF	170,900	$10,172	0.5%	$58.89	—	ETF	464287465
—	Swan Defined Risk Fund Class I	795,370	$6,999	0.3%	$10.03	—	Mutual Fund	66538G676
GLD	SPDR Gold Trust	68,500	$6,991	0.3%	$112.86	—	ETF	78463V107
—	Twitter Inc	250,000	$5,558	0.2%	$37.72	—	Company	90184L102
VWO	Vanguard Intl Equity	124,700	$4,135	0.2%	$42.93	—	ETF	922042858
—	POWERSHARES QQQ TRUST	13,600	$1,540	0.1%	$106.88	—	ETF	73935A104
—	SPDR Gold Trust	37	$589	0.0%	—	—	Put	78463V957
TLT	IShares ETF-20yr	3,700	$444	0.0%	$118.65	—	ETF	464287432
IYR	i-shares U.S. REAL ES ETF	5,700	$431	0.0%	$70.98	—	ETF	464287739
FV	DORSEY WRT 5 ETF	11,325	$268	0.0%	$21.91	—	ETF	33738R605
—	iShares MSCI Emerging Markets Indx ETF	3,028	$238	0.0%	—	—	Put	464287954
—	SPDR S&P 500 ETF TR	18,507	$215	0.0%	—	—	Put	78462F953