Swan Global Investments, LLC Hedge Fund

CIK: 0001591505 · Show all filings

Period: Q1 2016 (← Previous) (Next →)

Filing Date: May 13, 2016

Total Value ($000): $2,316,604 (100.0% shares, 0.0% debt)

Holdings (24)

SPY SPDR S&P 500 ETF TR 17.6%

Value ($000) $408,069 Shares 1,980,726 Est. Cost $188.63 Unrealized —

XLB SELECT SECTOR SPDR TR 9.2%

Value ($000) $213,607 Shares 4,726,076 Est. Cost $10667.39 Unrealized —

XLI SELECT SECTOR SPDR TR 8.9%

Value ($000) $206,097 Shares 3,700,757 Est. Cost $14241.48 Unrealized —

XLK SELECT SECTOR SPDR TR 8.7%

Value ($000) $200,778 Shares 4,516,938 Est. Cost $10650.56 Unrealized —

XLE SELECT SECTOR SPDR TR 8.7%

Value ($000) $200,392 Shares 3,237,108 Est. Cost $15024.66 Unrealized —

XLU SELECT SECTOR SPDR TR 8.6%

Value ($000) $199,496 Shares 4,044,116 Est. Cost $10702.60 Unrealized —

XLY SELECT SECTOR SPDR TR 8.6%

Value ($000) $199,392 Shares 2,517,890 Est. Cost $20276.94 Unrealized —

XLP SELECT SECTOR SPDR TR 8.6%

Value ($000) $198,665 Shares 3,728,747 Est. Cost $12574.94 Unrealized —

XLF SELECT SECTOR SPDR TR 8.6%

Value ($000) $198,591 Shares 8,800,754 Est. Cost $5906.93 Unrealized —

XLV SELECT SECTOR SPDR TR 8.5%

Value ($000) $196,470 Shares 2,890,009 Est. Cost $18239.45 Unrealized —

EEM iShares MSCI Emerging Markets Indx ETF 0.8%

Value ($000) $17,793 Shares 519,061 Est. Cost $32.65 Unrealized —

EFA iShares MSCI EAFE ETF 0.6%

Value ($000) $13,605 Shares 235,700 Est. Cost $58.57 Unrealized —

BOND PIMCO ETF TR-TTL RTN ACTV ETF 0.6%

Value ($000) $13,138 Shares 124,603 Est. Cost $105.44 Unrealized —

IWM IShares ETF-Rus2000 0.6%

Value ($000) $13,019 Shares 118,000 Est. Cost $111.79 Unrealized —

TOTL SSGA ACTIVE ETF TR - SPDR TOTAL RETURN TACTICAL ETF 0.4%

Value ($000) $10,285 Shares 208,620 Est. Cost $49.30 Unrealized —

GLD SPDR Gold Trust 0.3%

Value ($000) $6,897 Shares 58,900 Est. Cost $112.86 Unrealized —

VWO Vanguard Intl Equity 0.2%

Value ($000) $4,317 Shares 124,700 Est. Cost $42.93 Unrealized —

TLT IShares ETF-20yr 0.2%

Value ($000) $3,722 Shares 28,700 Est. Cost $128.26 Unrealized —

— Twitter Inc 0.2%

Value ($000) $3,599 Shares 220,000 Est. Cost $37.72 Unrealized —

IEI ISHARES TR - 3-7 YR TREAS BD ETF 0.1%

Value ($000) $2,379 Shares 18,934 Est. Cost $125.65 Unrealized —

IEF ISHARES TR - 7-10 YR TREAS BD ETF 0.1%

Value ($000) $2,360 Shares 21,468 Est. Cost $109.93 Unrealized —

TLH ISHARES TR - 10-20 YR TRS ETF 0.1%

Value ($000) $2,322 Shares 16,514 Est. Cost $140.61 Unrealized —

— POWERSHARES QQQ TRUST 0.1%

Value ($000) $1,367 Shares 12,500 Est. Cost $106.88 Unrealized —

FV DORSEY WRT 5 ETF 0.0%

Value ($000) $244 Shares 11,325 Est. Cost $21.91 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	1,980,726	$408,069	17.6%	$188.63	—	TR UNIT	78462F103
XLB	SELECT SECTOR SPDR TR	4,726,076	$213,607	9.2%	$10667.39	—	SBI MATERIALS	81369Y100
XLI	SELECT SECTOR SPDR TR	3,700,757	$206,097	8.9%	$14241.48	—	SBI INT-INDS	81369Y704
XLK	SELECT SECTOR SPDR TR	4,516,938	$200,778	8.7%	$10650.56	—	TECHNOLOGY	81369Y803
XLE	SELECT SECTOR SPDR TR	3,237,108	$200,392	8.7%	$15024.66	—	SBI INT-ENERGY	81369Y506
XLU	SELECT SECTOR SPDR TR	4,044,116	$199,496	8.6%	$10702.60	—	SBI INT-UTILS	81369Y886
XLY	SELECT SECTOR SPDR TR	2,517,890	$199,392	8.6%	$20276.94	—	SBI CONS DISCR	81369Y407
XLP	SELECT SECTOR SPDR TR	3,728,747	$198,665	8.6%	$12574.94	—	SBI CONS STPLS	81369Y308
XLF	SELECT SECTOR SPDR TR	8,800,754	$198,591	8.6%	$5906.93	—	SBI INT-FINL	81369Y605
XLV	SELECT SECTOR SPDR TR	2,890,009	$196,470	8.5%	$18239.45	—	SBI HEALTHCARE	81369Y209
EEM	iShares MSCI Emerging Markets Indx ETF	519,061	$17,793	0.8%	$32.65	—	ETF	464287234
EFA	iShares MSCI EAFE ETF	235,700	$13,605	0.6%	$58.57	—	ETF	464287465
BOND	PIMCO ETF TR-TTL RTN ACTV ETF	124,603	$13,138	0.6%	$105.44	—	ETF	72201R775
IWM	IShares ETF-Rus2000	118,000	$13,019	0.6%	$111.79	—	ETF	464287655
TOTL	SSGA ACTIVE ETF TR - SPDR TOTAL RETURN TACTICAL ETF	208,620	$10,285	0.4%	$49.30	—	ETF	78467V848
GLD	SPDR Gold Trust	58,900	$6,897	0.3%	$112.86	—	ETF	78463V107
VWO	Vanguard Intl Equity	124,700	$4,317	0.2%	$42.93	—	ETF	922042858
TLT	IShares ETF-20yr	28,700	$3,722	0.2%	$128.26	—	ETF	464287432
—	Twitter Inc	220,000	$3,599	0.2%	$37.72	—	Company	90184L102
IEI	ISHARES TR - 3-7 YR TREAS BD ETF	18,934	$2,379	0.1%	$125.65	—	ETF	464288661
IEF	ISHARES TR - 7-10 YR TREAS BD ETF	21,468	$2,360	0.1%	$109.93	—	ETF	464287440
TLH	ISHARES TR - 10-20 YR TRS ETF	16,514	$2,322	0.1%	$140.61	—	ETF	464288653
—	POWERSHARES QQQ TRUST	12,500	$1,367	0.1%	$106.88	—	ETF	73935A104
FV	DORSEY WRT 5 ETF	11,325	$244	0.0%	$21.91	—	ETF	33738R605