Simplify Asset Management Inc.

Q3 2023 13F-HR Holdings

Location
New York, NY
Holdings as of
9/30/2023
Date filed
11/14/2023
Form type
13F-HR
Num holdings
122
Total value ($000)
$874,723
Net value change ($000)
+115,200 (15.2%)
New positions
13
Sold out positions
13
Turnover %
8.7%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/14/2023 Next filing: 2/12/2024 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
LQD 35,643 1119.8%
PAGP 6,623 42.7%
AGG 5,535 586.3%
TLT 4,426 NEW
LTPZ 4,309 NEW
HYG 3,867 362.4%
OCSL 3,776 NEW
MBB 3,713 117.7%
CRNX 3,420 NEW
AMGN 3,335 1097.0%
Top Reduces (Value $000, Stocks/ETFs)
IVV -34,602 -11.1%
PAA -9,165 -100.0%
CDX -3,916 -39.9%
BUCK -2,808 -100.0%
SVOL -2,740 -100.0%
HIGH -2,377 -85.3%
FLRN -2,019 -87.6%
DXCM -1,976 -90.1%
CTA -1,956 -27.6%
ABT -1,930 -82.4%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 267,985 (30.6% 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