Swan Global Investments, LLC

Q3 2020 13F-HR Holdings

Location
Durango, CO
Holdings as of
9/30/2020
Date filed
11/10/2020
Form type
13F-HR
Num holdings
31
Total value ($000)
$3,431,295
Net value change ($000)
+455,743 (15.3%)
New positions
0
Sold out positions
2
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: 8/12/2020 Next filing: 2/9/2021 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
GLD 922 10.8%
XLY 666 0.4%
IEMG 465 1.8%
EEM 97 0.9%
Top Reduces (Value $000, Stocks/ETFs)
XLE -35,294 -31.1%
XLV -15,708 -7.9%
XLF -11,638 -8.9%
IWM -8,405 -18.7%
XLC -8,200 -4.8%
XLU -7,365 -9.3%
XLP -7,265 -6.0%
XLK -6,438 -2.4%
EFA -5,732 -13.7%
XLI -4,553 -3.5%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 1,476,333 (43.0% 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