Swan Global Investments, LLC Hedge Fund

CIK: 0001591505 · Show all filings

Period: Q1 2017 (← Previous) (Next →)

Filing Date: May 12, 2017

Total Value ($000): $3,620,904 (100.0% shares, 0.0% debt)

Holdings (21)

SPY SPDR S&P 500 ETF TR 16.5%

Value ($000) $595,856 Shares 2,521,715 Est. Cost $195.75 Unrealized —

XLK SELECT SECTOR SPDR TR 9.3%

Value ($000) $336,863 Shares 6,307,121 Est. Cost $7641.00 Unrealized —

XLV SELECT SECTOR SPDR TR 9.2%

Value ($000) $333,396 Shares 4,470,912 Est. Cost $11815.45 Unrealized —

XLU SELECT SECTOR SPDR TR 9.2%

Value ($000) $332,533 Shares 6,506,226 Est. Cost $6671.55 Unrealized —

XLY SELECT SECTOR SPDR TR 9.1%

Value ($000) $330,209 Shares 3,754,935 Est. Cost $13623.83 Unrealized —

XLP SELECT SECTOR SPDR TR 9.1%

Value ($000) $328,966 Shares 6,009,602 Est. Cost $7822.63 Unrealized —

XLI SELECT SECTOR SPDR TR 9.1%

Value ($000) $328,338 Shares 5,025,831 Est. Cost $10545.96 Unrealized —

XLB SELECT SECTOR SPDR TR 8.9%

Value ($000) $321,603 Shares 6,135,127 Est. Cost $8228.81 Unrealized —

XLE SELECT SECTOR SPDR TR 8.5%

Value ($000) $308,254 Shares 4,394,837 Est. Cost $10825.28 Unrealized —

XLF SELECT SECTOR SPDR TR 7.3%

Value ($000) $265,965 Shares 11,114,301 Est. Cost $4309.34 Unrealized —

EFA iShares MSCI EAFE ETF 1.1%

Value ($000) $40,428 Shares 648,100 Est. Cost $58.55 Unrealized —

IWM IShares ETF-Rus2000 1.0%

Value ($000) $37,884 Shares 276,000 Est. Cost $121.67 Unrealized —

EEM iShares MSCI Emerging Markets Indx ETF 0.9%

Value ($000) $33,666 Shares 848,661 Est. Cost $34.43 Unrealized —

GLD SPDR Gold Trust 0.2%

Value ($000) $7,132 Shares 60,200 Est. Cost $117.35 Unrealized —

IEI ISHARES TR - 3-7 YR TREAS BD ETF 0.2%

Value ($000) $5,459 Shares 44,436 Est. Cost $124.66 Unrealized —

VWO Vanguard Intl Equity 0.1%

Value ($000) $4,990 Shares 124,700 Est. Cost $40.02 Unrealized —

— POWERSHARES QQQ TRUST 0.1%

Value ($000) $3,590 Shares 27,100 Est. Cost $109.73 Unrealized —

TLT IShares ETF-20yr 0.1%

Value ($000) $3,515 Shares 29,200 Est. Cost $120.38 Unrealized —

— Twitter Inc 0.0%

Value ($000) $1,492 Shares 100,000 Est. Cost $37.72 Unrealized —

— iShares MSCI EAFE ETF 0.0%

Value ($000) $500 Shares 2,662 Est. Cost — Unrealized —

FV DORSEY WRT 5 ETF 0.0%

Value ($000) $265 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	2,521,715	$595,856	16.5%	$195.75	—	TR UNIT	78462F103
XLK	SELECT SECTOR SPDR TR	6,307,121	$336,863	9.3%	$7641.00	—	TECHNOLOGY	81369Y803
XLV	SELECT SECTOR SPDR TR	4,470,912	$333,396	9.2%	$11815.45	—	SBI HEALTHCARE	81369Y209
XLU	SELECT SECTOR SPDR TR	6,506,226	$332,533	9.2%	$6671.55	—	SBI INT-UTILS	81369Y886
XLY	SELECT SECTOR SPDR TR	3,754,935	$330,209	9.1%	$13623.83	—	SBI CONS DISCR	81369Y407
XLP	SELECT SECTOR SPDR TR	6,009,602	$328,966	9.1%	$7822.63	—	SBI CONS STPLS	81369Y308
XLI	SELECT SECTOR SPDR TR	5,025,831	$328,338	9.1%	$10545.96	—	SBI INT-INDS	81369Y704
XLB	SELECT SECTOR SPDR TR	6,135,127	$321,603	8.9%	$8228.81	—	SBI MATERIALS	81369Y100
XLE	SELECT SECTOR SPDR TR	4,394,837	$308,254	8.5%	$10825.28	—	SBI INT-ENERGY	81369Y506
XLF	SELECT SECTOR SPDR TR	11,114,301	$265,965	7.3%	$4309.34	—	SBI INT-FINL	81369Y605
EFA	iShares MSCI EAFE ETF	648,100	$40,428	1.1%	$58.55	—	ETF	464287465
IWM	IShares ETF-Rus2000	276,000	$37,884	1.0%	$121.67	—	ETF	464287655
EEM	iShares MSCI Emerging Markets Indx ETF	848,661	$33,666	0.9%	$34.43	—	ETF	464287234
GLD	SPDR Gold Trust	60,200	$7,132	0.2%	$117.35	—	ETF	78463V107
IEI	ISHARES TR - 3-7 YR TREAS BD ETF	44,436	$5,459	0.2%	$124.66	—	ETF	464288661
VWO	Vanguard Intl Equity	124,700	$4,990	0.1%	$40.02	—	ETF	922042858
—	POWERSHARES QQQ TRUST	27,100	$3,590	0.1%	$109.73	—	ETF	73935A104
TLT	IShares ETF-20yr	29,200	$3,515	0.1%	$120.38	—	ETF	464287432
—	Twitter Inc	100,000	$1,492	0.0%	$37.72	—	Company	90184L102
—	iShares MSCI EAFE ETF	2,662	$500	0.0%	—	—	Put	464287955
FV	DORSEY WRT 5 ETF	10,975	$265	0.0%	$21.91	—	ETF	33738R605