Swan Global Investments, LLC Hedge Fund

CIK: 0001591505 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Feb 2, 2017

Total Value ($000): $3,105,942 (100.0% shares, 0.0% debt)

Holdings (23)

SPY SPDR S&P 500 ETF TR 16.9%

Value ($000) $525,449 Shares 2,342,096 Est. Cost $192.65 Unrealized —

XLK SELECT SECTOR SPDR TR 9.0%

Value ($000) $280,535 Shares 5,755,743 Est. Cost $8367.86 Unrealized —

XLE SELECT SECTOR SPDR TR 9.0%

Value ($000) $278,933 Shares 3,692,520 Est. Cost $12870.90 Unrealized —

XLI SELECT SECTOR SPDR TR 9.0%

Value ($000) $278,277 Shares 4,456,713 Est. Cost $11884.32 Unrealized —

XLU SELECT SECTOR SPDR TR 8.9%

Value ($000) $277,045 Shares 5,672,495 Est. Cost $7644.61 Unrealized —

XLB SELECT SECTOR SPDR TR 8.9%

Value ($000) $277,022 Shares 5,537,117 Est. Cost $9111.86 Unrealized —

XLY SELECT SECTOR SPDR TR 8.9%

Value ($000) $275,768 Shares 3,359,337 Est. Cost $15217.82 Unrealized —

XLP SELECT SECTOR SPDR TR 8.8%

Value ($000) $274,393 Shares 5,279,838 Est. Cost $8896.29 Unrealized —

XLV SELECT SECTOR SPDR TR 8.8%

Value ($000) $273,515 Shares 3,953,099 Est. Cost $13353.37 Unrealized —

XLF SELECT SECTOR SPDR TR 7.4%

Value ($000) $228,987 Shares 9,870,148 Est. Cost $4849.52 Unrealized —

EFA iShares MSCI EAFE ETF 1.0%

Value ($000) $30,514 Shares 530,400 Est. Cost $57.70 Unrealized —

IWM IShares ETF-Rus2000 0.9%

Value ($000) $28,080 Shares 207,428 Est. Cost $116.51 Unrealized —

EEM iShares MSCI Emerging Markets Indx ETF 0.8%

Value ($000) $24,804 Shares 703,461 Est. Cost $33.35 Unrealized —

BOND PIMCO ETF TR-TTL RTN ACTV ETF 0.6%

Value ($000) $18,716 Shares 180,412 Est. Cost $105.83 Unrealized —

TOTL SSGA ACTIVE ETF TR - SPDR TOTAL RETURN TACTICAL ETF 0.5%

Value ($000) $14,784 Shares 305,400 Est. Cost $49.43 Unrealized —

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

Value ($000) $3,481 Shares 28,454 Est. Cost $125.68 Unrealized —

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

Value ($000) $3,423 Shares 32,756 Est. Cost $109.97 Unrealized —

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

Value ($000) $3,421 Shares 25,796 Est. Cost $140.89 Unrealized —

— POWERSHARES QQQ TRUST 0.1%

Value ($000) $2,873 Shares 24,000 Est. Cost $106.79 Unrealized —

— iShares MSCI Emerging Markets Indx ETF 0.1%

Value ($000) $2,715 Shares 2,550 Est. Cost — Unrealized —

— Twitter Inc 0.1%

Value ($000) $1,639 Shares 100,000 Est. Cost $37.72 Unrealized —

GLD SPDR Gold Trust 0.0%

Value ($000) $1,312 Shares 11,900 Est. Cost $112.78 Unrealized —

FV DORSEY WRT 5 ETF 0.0%

Value ($000) $256 Shares 10,975 Est. Cost $21.91 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	2,342,096	$525,449	16.9%	$192.65	—	TR UNIT	78462F103
XLK	SELECT SECTOR SPDR TR	5,755,743	$280,535	9.0%	$8367.86	—	TECHNOLOGY	81369Y803
XLE	SELECT SECTOR SPDR TR	3,692,520	$278,933	9.0%	$12870.90	—	SBI INT-ENERGY	81369Y506
XLI	SELECT SECTOR SPDR TR	4,456,713	$278,277	9.0%	$11884.32	—	SBI INT-INDS	81369Y704
XLU	SELECT SECTOR SPDR TR	5,672,495	$277,045	8.9%	$7644.61	—	SBI INT-UTILS	81369Y886
XLB	SELECT SECTOR SPDR TR	5,537,117	$277,022	8.9%	$9111.86	—	SBI MATERIALS	81369Y100
XLY	SELECT SECTOR SPDR TR	3,359,337	$275,768	8.9%	$15217.82	—	SBI CONS DISCR	81369Y407
XLP	SELECT SECTOR SPDR TR	5,279,838	$274,393	8.8%	$8896.29	—	SBI CONS STPLS	81369Y308
XLV	SELECT SECTOR SPDR TR	3,953,099	$273,515	8.8%	$13353.37	—	SBI HEALTHCARE	81369Y209
XLF	SELECT SECTOR SPDR TR	9,870,148	$228,987	7.4%	$4849.52	—	SBI INT-FINL	81369Y605
EFA	iShares MSCI EAFE ETF	530,400	$30,514	1.0%	$57.70	—	ETF	464287465
IWM	IShares ETF-Rus2000	207,428	$28,080	0.9%	$116.51	—	ETF	464287655
EEM	iShares MSCI Emerging Markets Indx ETF	703,461	$24,804	0.8%	$33.35	—	ETF	464287234
BOND	PIMCO ETF TR-TTL RTN ACTV ETF	180,412	$18,716	0.6%	$105.83	—	ETF	72201R775
TOTL	SSGA ACTIVE ETF TR - SPDR TOTAL RETURN TACTICAL ETF	305,400	$14,784	0.5%	$49.43	—	ETF	78467V848
IEI	ISHARES TR - 3-7 YR TREAS BD ETF	28,454	$3,481	0.1%	$125.68	—	ETF	464288661
IEF	ISHARES TR - 7-10 YR TREAS BD ETF	32,756	$3,423	0.1%	$109.97	—	ETF	464287440
TLH	ISHARES TR - 10-20 YR TRS ETF	25,796	$3,421	0.1%	$140.89	—	ETF	464288653
—	POWERSHARES QQQ TRUST	24,000	$2,873	0.1%	$106.79	—	ETF	73935A104
—	iShares MSCI Emerging Markets Indx ETF	2,550	$2,715	0.1%	—	—	Put	464287954
—	Twitter Inc	100,000	$1,639	0.1%	$37.72	—	Company	90184L102
GLD	SPDR Gold Trust	11,900	$1,312	0.0%	$112.78	—	ETF	78463V107
FV	DORSEY WRT 5 ETF	10,975	$256	0.0%	$21.91	—	ETF	33738R605