Swan Global Investments, LLC

Q4 2021 13F-HR Holdings

Location
Durango, CO
Holdings as of
12/31/2021
Date filed
2/11/2022
Form type
13F-HR
Num holdings
30
Total value ($000)
$4,061,563
Net value change ($000)
-624,780 (-13.3%)
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: 11/12/2021 Next filing: 5/10/2022 SEC filing

Snapshot: Change Analysis

Compared to Q3 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 49,440 11.5%
XLK 26,747 8.4%
XLY 8,215 5.8%
XLV 5,441 3.6%
XLRE 3,100 10.5%
XLP 2,986 4.5%
XLB 1,612 5.6%
XLU 1,233 4.4%
XLI 759 0.8%
Top Reduces (Value $000, Stocks/ETFs)
XLC -7,892 -6.1%
XLF -5,725 -4.3%
IWM -4,814 -10.6%
EFA -1,424 -4.1%
GLD -1,304 -15.1%
EEM -1,112 -16.2%
TLT -980 -36.5%
IEMG -475 -1.7%
XLE -40 -0.1%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 2,277,444 (56.1% 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