Swan Global Investments, LLC

Q1 2020 13F-HR Holdings

Location
Durango, CO
Holdings as of
3/31/2020
Date filed
5/11/2020
Form type
13F-HR
Num holdings
34
Total value ($000)
$3,264,209
Net value change ($000)
-1,394,849 (-29.9%)
New positions
0
Sold out positions
1
Turnover %
0.0%
Sector allocation + QoQ delta (equities-only)

Holdings aggregated across other managers listed in the original SEC filing. View detailed breakdown

Prev filing: 2/12/2020 Next filing: 8/12/2020 SEC filing

Snapshot: Change Analysis

Compared to Q4 2019
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
TLT 404 14.6%
GLD 244 3.3%
Top Reduces (Value $000, Stocks/ETFs)
SPY -104,930 -22.3%
XLB -101,736 -47.8%
XLE -95,433 -47.9%
XLU -90,219 -45.3%
XLI -69,294 -32.8%
XLY -60,417 -28.7%
XLP -53,582 -26.7%
XLC -50,752 -23.9%
XLF -49,927 -28.7%
XLV -20,664 -9.7%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 1,276,744 (39.1% of total reported value)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type