Simplify Asset Management Inc.

Q2 2023 13F-HR Holdings

Location
New York, NY
Holdings as of
6/30/2023
Date filed
8/14/2023
Form type
13F-HR
Num holdings
113
Total value ($000)
$759,523
Net value change ($000)
+62,521 (9.0%)
New positions
21
Sold out positions
21
Turnover %
10.4%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/10/2023 Next filing: 11/14/2023 SEC filing

Snapshot: Change Analysis

Compared to Q1 2023
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)
PAA 9,165 NEW
VMBS 3,148 NEW
VRTX 2,636 NEW
LQD 2,561 411.7%
MBB 2,536 409.7%
Simplify Exchange Traded Funds 2,462 NEW
MDT 2,193 110.0%
CTA 2,134 43.0%
ICSH 2,104 NEW
SLQD 2,101 NEW
Top Reduces (Value $000, Stocks/ETFs)
iSHARES TRUST -18,048 -89.6%
IBDP -17,568 -89.3%
IVV -14,186 -4.3%
QQQ -8,838 -100.0%
SVOL -8,006 -74.5%
IEFA -4,426 -20.9%
IJR -3,333 -100.0%
IEMG -1,796 -30.7%
PFIX -1,535 -31.6%
IQV -1,151 -72.1%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 207,733 (27.4% 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