Simplify Asset Management Inc.

Q3 2022 13F-HR Holdings

Location
New York, NY
Holdings as of
9/30/2022
Date filed
11/14/2022
Form type
13F-HR
Num holdings
74
Total value ($000)
$941,281
Net value change ($000)
-1,677,596 (-64.1%)
New positions
7
Sold out positions
5
Turnover %
1.0%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/11/2022 Next filing: 2/10/2023 SEC filing

Snapshot: Change Analysis

Compared to Q2 2022
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)
CTA 3,600 214.5%
CUTERA INC 2,549 NEW
IEFA 1,598 8.3%
AGG 1,578 138.8%
BAX 1,236 447.8%
REGN 1,019 69.1%
TMO 913 139.0%
JNJ 718 34.0%
CI 668 42.0%
RMD 659 51.4%
Top Reduces (Value $000, Stocks/ETFs)
IVV -69,283 -11.3%
SVOL -9,003 -28.2%
TYA -7,717 -34.1%
CDX -6,235 -21.8%
PFIX -4,409 -44.1%
QQQ -3,257 -13.4%
LNTH -1,466 -100.0%
IEMG -559 -7.6%
HUM -450 -38.2%
ANGL -403 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 221,725 (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