Simplify Asset Management Inc. Q2 2022 Filing

Filed August 11, 2022

Portfolio Value

$2.6T

Holdings

66

Report Date

Q2 2022

Filing Type

13F-HR

All Holdings (66 positions)

#StockSharesValue% PortfolioType
1
SPYSPDR S&P 500 ETF Trust
4,598,600$1.7T66.24%Put
2
IVVISHARES SP 500 INDEX FUND
1,616,516$612.9B23.40%
3
NDQInvesco QQQ Trust Series 1
186,024$52.1B1.99%Put
4
SVOLSIMPLIFY VOLATILITY PREMIUM
1,440,784$32.0B1.22%
5
CDXSIMPLIFY HIGH YIELD PL CR HD
1,287,467$28.7B1.09%
6
NVDANVIDIA Corp
154,600$23.4B0.89%Call
7
TYASIMPLIFY RISK PARITY TREASUR
1,241,740$22.6B0.86%
8
AQLTISHARES TR CORE MSCI EAFE ETF
328,326$19.3B0.74%
9
PFIXSimplify Interest Rate Hedge ETF
177,097$10.0B0.38%
10
EEMiShares MSCI Emerging Markets
224,800$9.0B0.34%Put
11
EFAiShares MSCI EAFE ETF
128,600$8.0B0.31%Put
12
AAPLApple Inc
54,900$7.5B0.29%Call
13
IEMGiShares Core MSCI Emerging Markets ETF
150,382$7.4B0.28%
14
UNHUnited Health Group Inc.
7,017$3.6B0.14%
15
IJRISHARES S&P SMALL CAP 600 INDEX FUND
32,274$3.0B0.11%
16
TSLATESLA INC
4,058$2.7B0.10%Call
17
GOOGLAlphabet Inc
1,100$2.4B0.09%Call
18
JNJJohnson & Johnson
11,910$2.1B0.08%
19
DDOGDatadog Inc
22,100$2.1B0.08%Call
20
NETCloudFlare Inc
42,936$1.9B0.07%Call
21
CTASIMPLIFY MANAGED FUTURES ST
61,160$1.7B0.06%
22
LLYLilly (Eli) & Co.
5,013$1.6B0.06%
23
CNCCENTENE CORP DEL
18,991$1.6B0.06%
24
CICigna Corp
6,034$1.6B0.06%
25
REGNRegeneron Pharmaceuticals
2,495$1.5B0.06%
26
LNTHLANTHEUS HLDGS INC USD 0.01
22,195$1.5B0.06%
27
ELVANTHEM INC USD 0.01
2,805$1.4B0.05%
28
RMEResMed Inc.
6,117$1.3B0.05%
29
UTHUnited Therapeutics Corp
5,439$1.3B0.05%
30
MCKMcKesson Corp. (New)
3,874$1.3B0.05%
31
CRWDCrowdstrike Holdings Inc
7,463$1.3B0.05%Call
32
IWMiShares Russell 2000 ETF
7,000$1.2B0.05%Put
33
HUMHumana Inc.
2,518$1.2B0.05%
34
AGGISHARES BARCLAYS AGGREGATE
11,182$1.1B0.04%
35
SNYSANOFI-AVENTIS
22,443$1.1B0.04%
36
HZNPHORIZON THERAPEUTICS PLC
13,160$1.1B0.04%
37
ISRGIntuitive Surgical Inc.
4,348$873.0M0.03%
38
ABTAbbott Labs
6,894$749.0M0.03%
39
TMOThermo Fisher Scientific Inc
1,210$657.0M0.03%
40
ABBVABBVIE INC USD 0.01
3,641$558.0M0.02%
41
CVSCVS/Caremark Corp.
5,714$529.0M0.02%
42
BDXBecton, Dickinson
2,145$529.0M0.02%
43
Laboratory Corp. of America Holding
2,179$511.0M0.02%
44
VRAYQViewRay Inc
173,696$460.0M0.02%
45
MDTMEDTRONIC PLC
4,644$417.0M0.02%
46
ANGLVanEck Vectors Fallen Angel High Yield Bond ETF
14,909$403.0M0.02%
47
IQVIQVIA Holdings Inc
1,815$394.0M0.02%
48
THCTenet Healthcare Corp.
6,571$345.0M0.01%
49
AAPLAPPLE INC USD 0.00001
2,463$337.0M0.01%
50
COOThe Cooper Companies
1,068$334.0M0.01%
51
SYKStryker Corp.
1,662$331.0M0.01%
52
IAU*ISHARES GOLD TRUST
9,625$330.0M0.01%
53
WATWaters Corporation
990$328.0M0.01%
54
MSFTMicrosoft Corp.
1,274$327.0M0.01%
55
ATRCAtriCure Inc
7,196$294.0M0.01%
56
BAXBaxter International Inc.
4,290$276.0M0.01%
57
BSXBoston Scientific Corp.
7,290$272.0M0.01%
58
AG8Agilent Technologies
2,255$267.0M0.01%
59
SONDQSONDER HOLDINGS INC
249,958$260.0M0.01%
60
GOOGAlphabet Inc
119$260.0M0.01%
61
NVDANVIDIA Corp.
1,715$260.0M0.01%
62
SWAVUSDShockwave Medical Inc
1,307$250.0M0.01%
63
TECHBIO-TECHNE CORP
715$248.0M0.01%
64
QDELQuidelOrtho Corp
2,422$235.0M0.01%
65
DC4DEXCOM INC USD 0.001
3,139$234.0M0.01%
66
AMZNAmazon Corp.
2,171$231.0M0.01%
67
AMGNAmgen
829$202.0M0.01%
68
AURAurora Innovation Inc
12,375$24.0M0.00%