Swan Global Investments, LLC Hedge Fund

CIK: 0001591505 · Show all filings

Period: Q3 2017 (← Previous) (Next →)

Filing Date: Nov 7, 2017

Total Value ($000): $4,319,649 (100.0% shares, 0.0% debt)

Holdings (23)

SPY SPDR S&P 500 ETF TR 13.8%

Value ($000) $595,073 Shares 2,376,964 Est. Cost $197.71 Unrealized —

XLV SELECT SECTOR SPDR TR 9.4%

Value ($000) $404,128 Shares 4,973,887 Est. Cost $10628.76 Unrealized —

XLB SELECT SECTOR SPDR TR 9.3%

Value ($000) $402,839 Shares 7,092,240 Est. Cost $7125.75 Unrealized —

XLI SELECT SECTOR SPDR TR 9.3%

Value ($000) $402,148 Shares 5,680,853 Est. Cost $9337.98 Unrealized —

XLK SELECT SECTOR SPDR TR 9.3%

Value ($000) $401,510 Shares 6,840,040 Est. Cost $7050.16 Unrealized —

XLU SELECT SECTOR SPDR TR 8.9%

Value ($000) $385,543 Shares 7,262,061 Est. Cost $5982.65 Unrealized —

XLE SELECT SECTOR SPDR TR 8.9%

Value ($000) $385,394 Shares 5,627,017 Est. Cost $8469.25 Unrealized —

XLY SELECT SECTOR SPDR TR 8.7%

Value ($000) $376,019 Shares 4,190,097 Est. Cost $12218.24 Unrealized —

XLP SELECT SECTOR SPDR TR 8.6%

Value ($000) $373,131 Shares 6,907,279 Est. Cost $6813.08 Unrealized —

XLF SELECT SECTOR SPDR TR 7.8%

Value ($000) $335,812 Shares 13,046,310 Est. Cost $3674.89 Unrealized —

XLRE SELECT SECTOR SPDR TR 1.6%

Value ($000) $70,965 Shares 2,202,506 Est. Cost $32.20 Unrealized —

EFA iShares MSCI EAFE ETF 1.3%

Value ($000) $55,390 Shares 813,600 Est. Cost $60.13 Unrealized —

IWM IShares ETF-Rus2000 1.2%

Value ($000) $50,854 Shares 344,000 Est. Cost $125.96 Unrealized —

EEM iShares MSCI Emerging Markets Indx ETF 1.0%

Value ($000) $45,013 Shares 1,016,092 Est. Cost $35.81 Unrealized —

GLD SPDR Gold Trust 0.2%

Value ($000) $8,640 Shares 70,700 Est. Cost $117.46 Unrealized —

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

Value ($000) $6,004 Shares 48,539 Est. Cost $124.55 Unrealized —

SHY iShares Trust - iShares 1-3 Year Treasury Bond ETF 0.1%

Value ($000) $5,863 Shares 69,406 Est. Cost $84.49 Unrealized —

VWO Vanguard Intl Equity 0.1%

Value ($000) $5,378 Shares 124,700 Est. Cost $40.02 Unrealized —

TLT IShares ETF-20yr 0.1%

Value ($000) $4,593 Shares 36,900 Est. Cost $121.37 Unrealized —

— POWERSHARES QQQ TRUST 0.1%

Value ($000) $3,914 Shares 27,100 Est. Cost $110.63 Unrealized —

— iShares MSCI EAFE ETF 0.0%

Value ($000) $714 Shares 3,324 Est. Cost — Unrealized —

— Twitter Inc 0.0%

Value ($000) $438 Shares 26,000 Est. Cost $37.72 Unrealized —

FV DORSEY WRT 5 ETF 0.0%

Value ($000) $286 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	2,376,964	$595,073	13.8%	$197.71	—	TR UNIT	78462F103
XLV	SELECT SECTOR SPDR TR	4,973,887	$404,128	9.4%	$10628.76	—	SBI HEALTHCARE	81369Y209
XLB	SELECT SECTOR SPDR TR	7,092,240	$402,839	9.3%	$7125.75	—	SBI MATERIALS	81369Y100
XLI	SELECT SECTOR SPDR TR	5,680,853	$402,148	9.3%	$9337.98	—	SBI INT-INDS	81369Y704
XLK	SELECT SECTOR SPDR TR	6,840,040	$401,510	9.3%	$7050.16	—	TECHNOLOGY	81369Y803
XLU	SELECT SECTOR SPDR TR	7,262,061	$385,543	8.9%	$5982.65	—	SBI INT-UTILS	81369Y886
XLE	SELECT SECTOR SPDR TR	5,627,017	$385,394	8.9%	$8469.25	—	SBI INT-ENERGY	81369Y506
XLY	SELECT SECTOR SPDR TR	4,190,097	$376,019	8.7%	$12218.24	—	SBI CONS DISCR	81369Y407
XLP	SELECT SECTOR SPDR TR	6,907,279	$373,131	8.6%	$6813.08	—	SBI CONS STPLS	81369Y308
XLF	SELECT SECTOR SPDR TR	13,046,310	$335,812	7.8%	$3674.89	—	SBI INT-FINL	81369Y605
XLRE	SELECT SECTOR SPDR TR	2,202,506	$70,965	1.6%	$32.20	—	SBI INT-REALESTATE	81369Y860
EFA	iShares MSCI EAFE ETF	813,600	$55,390	1.3%	$60.13	—	ETF	464287465
IWM	IShares ETF-Rus2000	344,000	$50,854	1.2%	$125.96	—	ETF	464287655
EEM	iShares MSCI Emerging Markets Indx ETF	1,016,092	$45,013	1.0%	$35.81	—	ETF	464287234
GLD	SPDR Gold Trust	70,700	$8,640	0.2%	$117.46	—	ETF	78463V107
IEI	ISHARES TR - 3-7 YR TREAS BD ETF	48,539	$6,004	0.1%	$124.55	—	ETF	464288661
SHY	iShares Trust - iShares 1-3 Year Treasury Bond ETF	69,406	$5,863	0.1%	$84.49	—	ETF	464287457
VWO	Vanguard Intl Equity	124,700	$5,378	0.1%	$40.02	—	ETF	922042858
TLT	IShares ETF-20yr	36,900	$4,593	0.1%	$121.37	—	ETF	464287432
—	POWERSHARES QQQ TRUST	27,100	$3,914	0.1%	$110.63	—	ETF	73935A104
—	iShares MSCI EAFE ETF	3,324	$714	0.0%	—	—	Put	464287955
—	Twitter Inc	26,000	$438	0.0%	$37.72	—	Company	90184L102
FV	DORSEY WRT 5 ETF	10,975	$286	0.0%	$21.91	—	ETF	33738R605