Swan Global Investments, LLC Hedge Fund

CIK: 0001591505 · Show all filings

Period: Q2 2017 (← Previous) (Next →)

Filing Date: Aug 14, 2017

Total Value ($000): $3,947,956 (100.0% shares, 0.0% debt)

Holdings (22)

SPY SPDR S&P 500 ETF TR 14.0%

Value ($000) $554,207 Shares 2,292,006 Est. Cost $195.75 Unrealized —

XLV SELECT SECTOR SPDR TR 9.4%

Value ($000) $371,915 Shares 4,693,530 Est. Cost $11258.79 Unrealized —

XLI SELECT SECTOR SPDR TR 9.2%

Value ($000) $364,498 Shares 5,351,601 Est. Cost $9908.14 Unrealized —

XLB SELECT SECTOR SPDR TR 9.1%

Value ($000) $359,517 Shares 6,681,226 Est. Cost $7560.61 Unrealized —

XLP SELECT SECTOR SPDR TR 9.0%

Value ($000) $356,703 Shares 6,492,598 Est. Cost $7244.78 Unrealized —

XLU SELECT SECTOR SPDR TR 9.0%

Value ($000) $355,455 Shares 6,840,934 Est. Cost $6347.67 Unrealized —

XLY SELECT SECTOR SPDR TR 8.9%

Value ($000) $352,917 Shares 3,937,482 Est. Cost $12996.36 Unrealized —

XLK SELECT SECTOR SPDR TR 8.9%

Value ($000) $352,872 Shares 6,448,683 Est. Cost $7474.46 Unrealized —

XLE SELECT SECTOR SPDR TR 8.7%

Value ($000) $341,988 Shares 5,267,840 Est. Cost $9042.04 Unrealized —

XLF SELECT SECTOR SPDR TR 7.7%

Value ($000) $303,349 Shares 12,296,290 Est. Cost $3897.47 Unrealized —

XLRE SELECT SECTOR SPDR TR 1.7%

Value ($000) $66,871 Shares 2,076,738 Est. Cost $32.20 Unrealized —

EFA iShares MSCI EAFE ETF 1.2%

Value ($000) $48,978 Shares 751,200 Est. Cost $59.46 Unrealized —

IWM IShares ETF-Rus2000 1.1%

Value ($000) $45,094 Shares 320,000 Est. Cost $124.32 Unrealized —

EEM iShares MSCI Emerging Markets Indx ETF 1.0%

Value ($000) $38,662 Shares 934,092 Est. Cost $35.06 Unrealized —

GLD SPDR Gold Trust 0.2%

Value ($000) $8,509 Shares 72,100 Est. Cost $117.46 Unrealized —

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

Value ($000) $6,127 Shares 49,586 Est. Cost $124.55 Unrealized —

SHY iShares Trust - iShares 1-3 Year Treasury Bond ETF 0.2%

Value ($000) $5,993 Shares 70,934 Est. Cost $84.49 Unrealized —

VWO Vanguard Intl Equity 0.1%

Value ($000) $5,092 Shares 124,700 Est. Cost $40.02 Unrealized —

TLT IShares ETF-20yr 0.1%

Value ($000) $4,617 Shares 36,900 Est. Cost $121.37 Unrealized —

— POWERSHARES QQQ TRUST 0.1%

Value ($000) $3,854 Shares 28,000 Est. Cost $110.63 Unrealized —

— Twitter Inc 0.0%

Value ($000) $465 Shares 26,000 Est. Cost $37.72 Unrealized —

FV DORSEY WRT 5 ETF 0.0%

Value ($000) $273 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	2,292,006	$554,207	14.0%	$195.75	—	TR UNIT	78462F103
XLV	SELECT SECTOR SPDR TR	4,693,530	$371,915	9.4%	$11258.79	—	SBI HEALTHCARE	81369Y209
XLI	SELECT SECTOR SPDR TR	5,351,601	$364,498	9.2%	$9908.14	—	SBI INT-INDS	81369Y704
XLB	SELECT SECTOR SPDR TR	6,681,226	$359,517	9.1%	$7560.61	—	SBI MATERIALS	81369Y100
XLP	SELECT SECTOR SPDR TR	6,492,598	$356,703	9.0%	$7244.78	—	SBI CONS STPLS	81369Y308
XLU	SELECT SECTOR SPDR TR	6,840,934	$355,455	9.0%	$6347.67	—	SBI INT-UTILS	81369Y886
XLY	SELECT SECTOR SPDR TR	3,937,482	$352,917	8.9%	$12996.36	—	SBI CONS DISCR	81369Y407
XLK	SELECT SECTOR SPDR TR	6,448,683	$352,872	8.9%	$7474.46	—	TECHNOLOGY	81369Y803
XLE	SELECT SECTOR SPDR TR	5,267,840	$341,988	8.7%	$9042.04	—	SBI INT-ENERGY	81369Y506
XLF	SELECT SECTOR SPDR TR	12,296,290	$303,349	7.7%	$3897.47	—	SBI INT-FINL	81369Y605
XLRE	SELECT SECTOR SPDR TR	2,076,738	$66,871	1.7%	$32.20	—	SBI INT-REALESTATE	81369Y860
EFA	iShares MSCI EAFE ETF	751,200	$48,978	1.2%	$59.46	—	ETF	464287465
IWM	IShares ETF-Rus2000	320,000	$45,094	1.1%	$124.32	—	ETF	464287655
EEM	iShares MSCI Emerging Markets Indx ETF	934,092	$38,662	1.0%	$35.06	—	ETF	464287234
GLD	SPDR Gold Trust	72,100	$8,509	0.2%	$117.46	—	ETF	78463V107
IEI	ISHARES TR - 3-7 YR TREAS BD ETF	49,586	$6,127	0.2%	$124.55	—	ETF	464288661
SHY	iShares Trust - iShares 1-3 Year Treasury Bond ETF	70,934	$5,993	0.2%	$84.49	—	ETF	464287457
VWO	Vanguard Intl Equity	124,700	$5,092	0.1%	$40.02	—	ETF	922042858
TLT	IShares ETF-20yr	36,900	$4,617	0.1%	$121.37	—	ETF	464287432
—	POWERSHARES QQQ TRUST	28,000	$3,854	0.1%	$110.63	—	ETF	73935A104
—	Twitter Inc	26,000	$465	0.0%	$37.72	—	Company	90184L102
FV	DORSEY WRT 5 ETF	10,975	$273	0.0%	$21.91	—	ETF	33738R605