Simplify Asset Management Inc.

Q4 2023 13F-HR Holdings

Location
New York, NY
Holdings as of
12/31/2023
Date filed
2/12/2024
Form type
13F-HR
Num holdings
115
Total value ($000)
$1,115,358
Net value change ($000)
+240,635 (27.5%)
New positions
19
Sold out positions
24
Turnover %
20.3%
Sector allocation + QoQ delta (equities-only)
Prev filing: 11/14/2023 Next filing: 5/13/2024 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
BUCK 26,708 NEW
LTPZ 11,237 260.8%
IVV 10,487 3.8%
MASI 4,327 NEW
TCRX 3,424 127.8%
MTBA 3,222 NEW
HIGH 2,546 621.0%
Simplify Exchange Traded Funds 2,539 NEW
SRPT 2,287 NEW
ARDX 2,170 NEW
Top Reduces (Value $000, Stocks/ETFs)
LQD -28,373 -73.1%
IEFA -15,337 -100.0%
HYG -4,934 -100.0%
VMBS -4,849 -100.0%
TLT -4,426 -100.0%
IEMG -3,867 -100.0%
AMGN -3,204 -88.0%
SNY -3,184 -100.0%
PFIX -2,861 -70.9%
REPL -2,567 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 470,326 (42.2% 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