Swan Global Investments, LLC

Q4 2020 13F-HR Holdings

Location
Durango, CO
Holdings as of
12/31/2020
Date filed
2/9/2021
Form type
13F-HR
Num holdings
29
Total value ($000)
$2,610,312
Net value change ($000)
-820,983 (-23.9%)
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: 11/10/2020 Next filing: 5/11/2021 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
XLK 77,062 29.7%
XLF 18,491 15.6%
XLRE 1,912 6.4%
IEMG 547 2.1%
IWM 259 0.7%
GLD 66 0.7%
Top Reduces (Value $000, Stocks/ETFs)
XLB -51,650 -51.9%
XLE -37,961 -48.5%
XLU -28,646 -39.7%
XLP -26,885 -23.6%
SPY -23,513 -5.6%
XLC -19,524 -12.0%
XLI -16,092 -12.6%
XLV -8,217 -4.5%
XLY -5,077 -3.0%
EFA -3,629 -10.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 780,819 (29.9% 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