Simplify Asset Management Portfolio holdings
Simplify Asset Management runs ETFs that use options and other derivatives, bringing strategies once limited to hedge funds and institutions to more investors. Paul Kim, its chief executive, and David Berns, its chief investment officer, founded the firm, which has provided investment advisory services since August 2020. Its methods include shifting asset allocation as markets change, managing risk with options, and computer-driven models. Beyond its ETFs, it also offers separate accounts for institutional investors, added in 2024, and model portfolios for other investment advisers.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Simplify Intermediate Term Treasury Futures Strategy ETF
TYA
|
+$19.5M |
| 2 |
iShares Core S&P 500 ETF
IVV
|
+$9.7M |
| 3 |
Simplify High Yield ETF
CDX
|
+$7.51M |
| 4 |
Invesco QQQ Trust
QQQ
|
+$3.33M |
| 5 |
UnitedHealth
UNH
|
+$2.05M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Core MSCI EAFE ETF
IEFA
|
+$15.8M |
| 2 |
Datadog
DDOG
|
+$1.03M |
| 3 |
CrowdStrike
CRWD
|
+$975K |
| 4 |
Intuitive Surgical
ISRG
|
+$954K |
| 5 |
BHP
BHP
|
+$932K |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 98.7% |
| 2 | Healthcare | 1.2% |
| 3 | Technology | 0.07% |
| 4 | Consumer Discretionary | 0.03% |
| 5 | Communication Services | 0.01% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$806B
| $1.7B | 64.81% |
4,499,300
+1,023,500
| +29% | +$419M |
2021 Q2
4 quarters
|
|
|
2
iShares Core S&P 500 ETF
IVV
$881B
| $613M | 23.4% |
1,616,516
+23,543
| +1% | +$9.7M |
2020 Q4
6 quarters
|
|
|
3
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$806B
| $37.5M | 1.43% |
99,300
-8,800
| -8% | -$3.61M |
2021 Q2
4 quarters
|
|
4
Simplify Volatility Premium ETF
SVOL
$495M
| $32M | 1.22% |
1,440,784
+17,381
| +1% | +$400K |
2021 Q3
3 quarters
|
|
|
5
Simplify High Yield ETF
CDX
$301M
| $28.7M | 1.09% |
1,287,467
+321,264
| +33% | +$7.51M |
2022 Q1
1 quarter
|
|
|
6
Invesco QQQ Trust
QQQ
$468B
| $24.2M | 0.92% |
86,424
+10,721
| +14% | +$3.33M |
2020 Q4
6 quarters
|
|
|
7
PUT
Invesco QQQ Trust
QQQ
$468B
| $23.7M | 0.91% |
84,700
-897,300
| -91% | -$278M |
2021 Q2
4 quarters
|
|
8
CALL
NVIDIA
NVDA
$4.2T
| $23.4M | 0.89% |
+1,546,000
| New | +$29.2M |
2022 Q2
0 quarters
|
|
|
9
Simplify Intermediate Term Treasury Futures Strategy ETF
TYA
$42.9M
| $22.6M | 0.86% |
1,241,740
+1,065,511
| +605% | +$19.5M |
2021 Q4
2 quarters
|
|
|
10
iShares Core MSCI EAFE ETF
IEFA
$193B
| $19.3M | 0.74% |
328,326
-246,911
| -43% | -$15.8M |
2022 Q1
1 quarter
|
|
11
Simplify Interest Rate Hedge ETF
PFIX
$242M
| $10M | 0.38% |
177,097
+9,154
| +5% | +$522K |
2022 Q1
1 quarter
|
|
12
PUT
iShares MSCI Emerging Markets ETF
EEM
$28.8B
| $9.01M | 0.34% |
224,800
-293,300
| -57% | -$12.3M |
2022 Q1
1 quarter
|
|
13
PUT
iShares MSCI EAFE ETF
EFA
$77.7B
| $8.04M | 0.31% |
128,600
-2,052,200
| -94% | -$140M |
2022 Q1
1 quarter
|
|
14
CALL
Apple
AAPL
$5.17T
| $7.51M | 0.29% |
+54,900
| New | +$8.31M |
2022 Q2
0 quarters
|
|
15
iShares Core MSCI Emerging Markets ETF
IEMG
$148B
| $7.38M | 0.28% |
150,382
+17,319
| +13% | +$895K |
2022 Q1
1 quarter
|
|
|
16
CALL
Invesco QQQ Trust
QQQ
$468B
| $4.18M | 0.16% |
14,900
| – | – |
2021 Q3
3 quarters
|
|
|
17
UnitedHealth
UNH
$361B
| $3.6M | 0.14% |
7,017
+4,092
| +140% | +$2.05M |
2021 Q4
2 quarters
|
|
18
iShares Core S&P Small-Cap ETF
IJR
$107B
| $2.98M | 0.11% |
32,274
-509
| -2% | -$50.6K |
2022 Q1
1 quarter
|
|
19
CALL
Tesla
TSLA
$1.54T
| $2.49M | 0.1% |
11,100
-15,900
| -59% | -$4.34M |
2021 Q2
4 quarters
|
|
20
CALL
Alphabet (Google) Class A
GOOGL
$3.61T
| $2.4M | 0.09% |
+22,000
| New | +$2.59M |
2022 Q2
0 quarters
|
|
21
Johnson & Johnson
JNJ
$675B
| $2.11M | 0.08% |
11,910
+3,906
| +49% | +$696K |
2021 Q4
2 quarters
|
|
|
22
CALL
Datadog
DDOG
$66.6B
| $2.1M | 0.08% |
22,100
-1,200
| -5% | -$132K |
2022 Q1
1 quarter
|
|
23
Simplify Managed Futures Strategy ETF
CTA
$1.16B
| $1.68M | 0.06% |
+61,160
| New | +$1.59M |
2022 Q2
0 quarters
|
|
24
Eli Lilly
LLY
$1.28T
| $1.62M | 0.06% |
5,013
+1,361
| +37% | +$409K |
2021 Q4
2 quarters
|
|
25
Centene
CNC
$34.9B
| $1.61M | 0.06% |
+18,991
| New | +$1.58M |
2022 Q2
0 quarters
|
|
Similar funds
Simplify Asset Management's Q2 2022 Portfolio in Review
As of Q2 2022, Simplify Asset Management held 104 positions worth $2.62B, down 16% from $3.12B the previous quarter. Its ten largest holdings account for 96% of the portfolio.
Simplify Asset Management's Q2 2022 filing shows 11 new, 31 increased, 30 reduced and 30 closed positions. Its largest new stake was Regeneron Pharmaceuticals: 2,495 shares worth $1.48M. The largest sale was iShares Core MSCI EAFE ETF, an estimated $15.8M.
By sector, the portfolio is most concentrated in Miscellaneous at 99% of assets, up from 99% a quarter earlier, followed by Healthcare and Technology.
- Simplify Asset Management's largest Q2 2022 buy was Regeneron Pharmaceuticals: 2,495 shares worth $1.48M.
- Simplify Asset Management added most to Simplify Intermediate Term Treasury Futures Strategy ETF in Q2 2022, an estimated $19.5M increase.
- Simplify Asset Management's biggest Q2 2022 reduction was iShares Core MSCI EAFE ETF, cutting an estimated $15.8M.
- Simplify Asset Management fully exited Datadog in Q2 2022, selling an estimated $1.03M.
- Simplify Asset Management's ten largest holdings make up 96% of its $2.62B portfolio in Q2 2022.
- Simplify Asset Management opened 11 new positions and closed 30 in Q2 2022.
- Simplify Asset Management's portfolio value fell 16% quarter-over-quarter to $2.62B.
Based on Simplify Asset Management's 13F filing for Q2 2022, filed 11 Aug 2022.