Swan Global Investments, LLC

Q2 2020 13F-HR Holdings

Location
Durango, CO
Holdings as of
6/30/2020
Date filed
8/12/2020
Form type
13F-HR
Num holdings
34
Total value ($000)
$2,975,552
Net value change ($000)
-288,657 (-8.8%)
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: 5/11/2020 Next filing: 11/10/2020 SEC filing

Snapshot: Change Analysis

Compared to Q1 2020
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)
SPY 57,037 15.6%
XLK 48,081 22.0%
XLY 17,214 11.5%
XLE 9,678 9.3%
XLC 8,673 5.4%
XLF 6,391 5.2%
XLV 5,487 2.8%
IEMG 3,332 14.7%
IWM 3,304 7.9%
XLRE 2,731 8.8%
Top Reduces (Value $000, Stocks/ETFs)
XLU -29,609 -27.1%
XLP -26,480 -18.0%
XLI -10,377 -7.3%
XLB -7,915 -7.1%
TLT -315 -9.9%
IYR -202 -100.0%
EFA -41 -0.1%
SHY -1 -0.2%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 900,000 (30.2% 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