Swan Global Investments, LLC

Q2 2021 13F-HR Holdings

Location
Durango, CO
Holdings as of
6/30/2021
Date filed
8/12/2021
Form type
13F-HR
Num holdings
31
Total value ($000)
$4,004,796
Net value change ($000)
+215,184 (5.7%)
New positions
1
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: 5/11/2021 Next filing: 11/12/2021 SEC filing

Snapshot: Change Analysis

Compared to Q1 2021
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 39,871 9.8%
XLK 18,335 5.8%
IWM 10,226 28.5%
XLC 7,013 5.4%
XLV 4,957 3.2%
XLF 3,867 2.9%
EFA 2,331 7.2%
XLY 2,087 1.4%
XLRE 1,995 6.8%
XLE 1,901 5.7%
Top Reduces (Value $000, Stocks/ETFs)
XLU -1,857 -5.9%
XLP -1,797 -2.4%
XLI -783 -0.7%
XLB -141 -0.4%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 2,200,093 (54.9% 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