Swan Global Investments, LLC

Q2 2022 13F-HR Holdings

Location
Durango, CO
Holdings as of
6/30/2022
Date filed
8/9/2022
Form type
13F-HR
Num holdings
28
Total value ($000)
$3,338,468
Net value change ($000)
+140,287 (4.4%)
New positions
0
Sold out positions
0
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: 5/10/2022 Next filing: 11/8/2022 SEC filing

Snapshot: Change Analysis

Compared to Q1 2022
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)
—
Top Reduces (Value $000, Stocks/ETFs)
XLK -69,832 -22.5%
SPY -67,537 -14.0%
XLY -37,465 -28.2%
XLF -25,170 -20.5%
XLC -24,988 -23.9%
XLI -16,971 -19.2%
XLV -13,975 -9.3%
XLB -5,542 -19.1%
XLP -5,265 -7.8%
XLRE -5,119 -17.2%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 1,932,192 (57.9% 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