Simplify Asset Management Inc. Q1 2022 Filing

Filed May 13, 2022

Portfolio Value

$3.1T

Holdings

85

Report Date

Q1 2022

Filing Type

13F-HR

All Holdings (85 positions)

#StockSharesValue% PortfolioType
1
SPYSPDR S&P 500 ETF Trust
3,583,900$1.6T51.81%Put
2
IVVISHARES SP 500 INDEX FUND
1,592,973$722.7B23.13%
3
NDQInvesco QQQ Trust Series 1
1,072,603$388.9B12.45%Put
4
EFAiShares MSCI EAFE ETF
2,180,800$160.5B5.14%Put
5
AQLTISHARES TR CORE MSCI EAFE ETF
575,237$40.0B1.28%
6
SVOLSIMPLIFY VOLATILITY PREMIUM
1,423,403$34.7B1.11%
7
CDXSIMPLIFY HIGH YIELD PL CR HD
966,203$23.8B0.76%
8
EEMiShares MSCI Emerging Markets
518,100$23.4B0.75%Put
9
IWMiShares Russell 2000 ETF
53,800$11.0B0.35%Put
10
TSLATESLA INC
9,723$10.5B0.34%Call
11
PFIXSimplify Interest Rate Hedge ETF
167,943$8.4B0.27%
12
IEMGiShares Core MSCI Emerging Markets ETF
133,063$7.4B0.24%
13
CRWDCrowdstrike Holdings Inc
29,848$6.8B0.22%Call
14
HYGiShares iBoxx High Yield Corpo
75,000$6.2B0.20%Put
15
NETCloudFlare Inc
49,404$5.9B0.19%Call
16
DDOGDatadog Inc
32,668$4.9B0.16%Call
17
TYASIMPLIFY RISK PARITY TREASUR
176,229$3.6B0.11%
18
IJRISHARES S&P SMALL CAP 600 INDEX FUND
32,783$3.5B0.11%
19
ISRGIntuitive Surgical Inc.
8,414$2.5B0.08%
20
LNTHLANTHEUS HLDGS INC USD 0.01
36,904$2.0B0.07%
21
UNHUnited Health Group Inc.
2,925$1.5B0.05%
22
JNJJohnson & Johnson
8,004$1.4B0.05%
23
NVDANVIDIA Corp.
4,671$1.3B0.04%
24
SYKStryker Corp.
4,752$1.3B0.04%
25
AGGISHARES BARCLAYS AGGREGATE
10,763$1.2B0.04%
26
HZNPHORIZON THERAPEUTICS PLC
10,531$1.1B0.04%
27
ELVANTHEM INC USD 0.01
2,244$1.1B0.04%
28
SWAVUSDShockwave Medical Inc
5,171$1.1B0.03%
29
AAPLAPPLE INC USD 0.00001
6,069$1.1B0.03%
30
LLYLilly (Eli) & Co.
3,652$1.0B0.03%
31
CVSCVS/Caremark Corp.
10,120$1.0B0.03%
32
MDTMEDTRONIC PLC
8,816$978.0M0.03%
33
BHPBHP BILLITON LTD
12,064$932.0M0.03%
34
GOOGAlphabet Inc
325$908.0M0.03%
35
AMZNAmazon Corp.
269$877.0M0.03%
36
HUMHumana Inc.
2,012$876.0M0.03%
37
THCTenet Healthcare Corp.
10,086$867.0M0.03%
38
BSXBoston Scientific Corp.
19,282$854.0M0.03%
39
MSFTMicrosoft Corp.
2,560$789.0M0.03%
40
UTHUnited Therapeutics Corp
4,350$780.0M0.02%
41
SSentinelOne Inc
18,268$708.0M0.02%
42
INTCIntel Corp.
14,141$701.0M0.02%
43
ATRCAtriCure Inc
10,654$700.0M0.02%
44
ABTAbbott Labs
5,519$653.0M0.02%
45
UPSTUPSTART HOLDINGS INC
5,750$628.0M0.02%Call
46
DC4DEXCOM INC USD 0.001
1,189$608.0M0.02%
47
SNOWSnowflake Inc
2,564$587.0M0.02%
48
TMOThermo Fisher Scientific Inc
968$572.0M0.02%
49
HCAHCA HLDGS INC USD 0.01
2,244$562.0M0.02%
50
LIVNLIVANOVA PLC GBP 1.0
6,746$552.0M0.02%
51
VRAYQViewRay Inc
138,958$545.0M0.02%
52
ILMNIllumina Inc
1,431$500.0M0.02%
53
CICigna Corp
2,068$496.0M0.02%
54
AMDAdvanced Micro Devices Inc
4,450$487.0M0.02%
55
ABBVABBVIE INC USD 0.01
2,915$473.0M0.02%
56
Laboratory Corp. of America Holding
1,739$459.0M0.01%
57
ANGLVanEck Vectors Fallen Angel High Yield Bond ETF
14,909$453.0M0.01%
58
BDXBecton, Dickinson
1,716$445.0M0.01%
59
VALEVALE SA-SP ADR
21,690$434.0M0.01%
60
PFEPfizer, Inc.
8,261$428.0M0.01%
61
XYZBlock Inc
3,000$407.0M0.01%Call
62
METAMeta Platforms Inc
1,811$403.0M0.01%
63
ASMLASML HOLDING NV (EX ASM LITHOGRAPH
572$382.0M0.01%
64
TDOCTELADOC INC USD 0.001
5,251$379.0M0.01%
65
LMNDLEMONADE INC
13,900$367.0M0.01%Call
66
GFSGLOBALFOUNDRIES INC
5,861$366.0M0.01%
67
ALBAlbemarle Corp.
1,600$354.0M0.01%
68
IQVIQVIA Holdings Inc
1,452$336.0M0.01%
69
MCKMcKesson Corp. (New)
1,012$310.0M0.01%
70
AMGNAmgen
1,226$296.0M0.01%
71
ZTSZOETIS INC USD 0.01
1,469$277.0M0.01%
72
AVGOBROADCOM INC NPV
424$267.0M0.01%
73
BAXBaxter International Inc.
3,432$266.0M0.01%
74
TECHBIO-TECHNE CORP
572$248.0M0.01%
75
WATWaters Corporation
792$246.0M0.01%
76
SNAPSnap Inc
6,800$245.0M0.01%Call
77
AG8Agilent Technologies
1,804$239.0M0.01%
78
NFLXNetflix Inc.
617$231.0M0.01%
79
DISWalt Disney Co.
1,681$231.0M0.01%
80
UserTesting Inc
21,096$226.0M0.01%
81
QDELUSDQuidel Corp
1,938$218.0M0.01%
82
QCOMQUALCOMM Inc.
1,423$217.0M0.01%
83
ESTCELASTIC NV EUR 0.01
2,428$216.0M0.01%
84
SONDQSONDER HOLDINGS INC
18,862$90.0M0.00%
85
SONWQGORES METROPOULOS II -CW28
37,969$27.0M0.00%