Simplify Asset Management Inc.

Q2 2024 13F-HR Holdings

Location
New York, NY
Holdings as of
6/30/2024
Date filed
8/12/2024
Form type
13F-HR
Num holdings
109
Total value ($000)
$1,491,392
Net value change ($000)
-188,777 (-11.2%)
New positions
23
Sold out positions
19
Turnover %
13.5%
Sector allocation + QoQ delta (equities-only)

Snapshot: Change Analysis

Compared to Q1 2024
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)
AGG 106,416 183.8%
CDX 89,483 2605.0%
MTBA 44,541 NEW
SCHP 31,502 NEW
UNH 5,986 636.8%
NVO 5,628 NEW
SRPT 4,798 40.9%
LLY 4,076 65.2%
REGN 3,749 127.7%
NBIX 3,144 NEW
Top Reduces (Value $000, Stocks/ETFs)
IVV -135,844 -26.1%
CI -7,205 -81.7%
ALGN -6,313 -100.0%
ISRG -6,087 -47.1%
APLT -6,001 -31.3%
Shockwave Medical, Inc. -4,867 -100.0%
COO -4,555 -71.9%
LTPZ -4,008 -100.0%
Simplify Exchange Traded Funds -3,830 -57.2%
EXAS -3,684 -83.3%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 352,076 (23.6% 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