Swan Global Investments, LLC Hedge Fund

Location: Durango, CO

CIK: 0001591505 · Show all filings

Period: Q3 2017 (← Previous) (Next →)

Filing Date: Nov 7, 2017

Total Value: $4.32B (100.0% shares, 0.0% debt)

Holdings (23)

SPY SPDR S&P 500 ETF TR 13.8%

Value $595M Shares 2,376,964 Est. Cost $197.71 Unrealized —

XLV SELECT SECTOR SPDR TR 9.4%

Value $404M Shares 4,973,887 Est. Cost $10628.76 Unrealized —

XLB SELECT SECTOR SPDR TR 9.3%

Value $403M Shares 7,092,240 Est. Cost $7125.75 Unrealized —

XLI SELECT SECTOR SPDR TR 9.3%

Value $402M Shares 5,680,853 Est. Cost $9337.98 Unrealized —

XLK SELECT SECTOR SPDR TR 9.3%

Value $402M Shares 6,840,040 Est. Cost $7050.16 Unrealized —

XLU SELECT SECTOR SPDR TR 8.9%

Value $386M Shares 7,262,061 Est. Cost $5982.65 Unrealized —

XLE SELECT SECTOR SPDR TR 8.9%

Value $385M Shares 5,627,017 Est. Cost $8469.25 Unrealized —

XLY SELECT SECTOR SPDR TR 8.7%

Value $376M Shares 4,190,097 Est. Cost $12218.24 Unrealized —

XLP SELECT SECTOR SPDR TR 8.6%

Value $373M Shares 6,907,279 Est. Cost $6813.08 Unrealized —

XLF SELECT SECTOR SPDR TR 7.8%

Value $336M Shares 13,046,310 Est. Cost $3674.89 Unrealized —

XLRE SELECT SECTOR SPDR TR 1.6%

Value $70.97M Shares 2,202,506 Est. Cost $32.20 Unrealized —

EFA iShares MSCI EAFE ETF 1.3%

Value $55.39M Shares 813,600 Est. Cost $60.13 Unrealized —

IWM IShares ETF-Rus2000 1.2%

Value $50.85M Shares 344,000 Est. Cost $125.96 Unrealized —

EEM iShares MSCI Emerging Markets Indx ETF 1.0%

Value $45.01M Shares 1,016,092 Est. Cost $35.81 Unrealized —

GLD SPDR Gold Trust 0.2%

Value $8.64M Shares 70,700 Est. Cost $117.46 Unrealized —

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

Value $6.004M Shares 48,539 Est. Cost $124.55 Unrealized —

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

Value $5.863M Shares 69,406 Est. Cost $84.49 Unrealized —

VWO Vanguard Intl Equity 0.1%

Value $5.378M Shares 124,700 Est. Cost $40.02 Unrealized —

TLT IShares ETF-20yr 0.1%

Value $4.593M Shares 36,900 Est. Cost $121.37 Unrealized —

— POWERSHARES QQQ TRUST 0.1%

Value $3.914M Shares 27,100 Est. Cost $110.63 Unrealized —

— iShares MSCI EAFE ETF 0.0%

Value $714K Shares 3,324 Est. Cost — Unrealized —

— Twitter Inc 0.0%

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

FV DORSEY WRT 5 ETF 0.0%

Value $286K Shares 10,975 Est. Cost $21.91 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	2,376,964	$595M	13.8%	$197.71	—	TR UNIT	78462F103
XLV	SELECT SECTOR SPDR TR	4,973,887	$404M	9.4%	$10628.76	—	SBI HEALTHCARE	81369Y209
XLB	SELECT SECTOR SPDR TR	7,092,240	$403M	9.3%	$7125.75	—	SBI MATERIALS	81369Y100
XLI	SELECT SECTOR SPDR TR	5,680,853	$402M	9.3%	$9337.98	—	SBI INT-INDS	81369Y704
XLK	SELECT SECTOR SPDR TR	6,840,040	$402M	9.3%	$7050.16	—	TECHNOLOGY	81369Y803
XLU	SELECT SECTOR SPDR TR	7,262,061	$386M	8.9%	$5982.65	—	SBI INT-UTILS	81369Y886
XLE	SELECT SECTOR SPDR TR	5,627,017	$385M	8.9%	$8469.25	—	SBI INT-ENERGY	81369Y506
XLY	SELECT SECTOR SPDR TR	4,190,097	$376M	8.7%	$12218.24	—	SBI CONS DISCR	81369Y407
XLP	SELECT SECTOR SPDR TR	6,907,279	$373M	8.6%	$6813.08	—	SBI CONS STPLS	81369Y308
XLF	SELECT SECTOR SPDR TR	13,046,310	$336M	7.8%	$3674.89	—	SBI INT-FINL	81369Y605
XLRE	SELECT SECTOR SPDR TR	2,202,506	$70.97M	1.6%	$32.20	—	SBI INT-REALESTATE	81369Y860
EFA	iShares MSCI EAFE ETF	813,600	$55.39M	1.3%	$60.13	—	ETF	464287465
IWM	IShares ETF-Rus2000	344,000	$50.85M	1.2%	$125.96	—	ETF	464287655
EEM	iShares MSCI Emerging Markets Indx ETF	1,016,092	$45.01M	1.0%	$35.81	—	ETF	464287234
GLD	SPDR Gold Trust	70,700	$8.64M	0.2%	$117.46	—	ETF	78463V107
IEI	ISHARES TR - 3-7 YR TREAS BD ETF	48,539	$6.004M	0.1%	$124.55	—	ETF	464288661
SHY	iShares Trust - iShares 1-3 Year Treasury Bond ETF	69,406	$5.863M	0.1%	$84.49	—	ETF	464287457
VWO	Vanguard Intl Equity	124,700	$5.378M	0.1%	$40.02	—	ETF	922042858
TLT	IShares ETF-20yr	36,900	$4.593M	0.1%	$121.37	—	ETF	464287432
—	POWERSHARES QQQ TRUST	27,100	$3.914M	0.1%	$110.63	—	ETF	73935A104
—	iShares MSCI EAFE ETF	3,324	$714K	0.0%	—	—	Put	464287955
—	Twitter Inc	26,000	$438K	0.0%	$37.72	—	Company	90184L102
FV	DORSEY WRT 5 ETF	10,975	$286K	0.0%	$21.91	—	ETF	33738R605