Simplify Asset Management Inc. Hedge Fund

CIK: 0001846368 · Show all filings

Period: Q3 2021 (← Previous) (Next →)

Filing Date: Nov 12, 2021

Total Value ($000): $1,445,639 (100.0% shares, 0.0% debt)

Holdings (38)

SPY SPDR S&P 500 ETF Trust 51.4%

Value ($000) $742,584 Shares 1,730,400 Est. Cost — Unrealized —

IVV iShares Core S&P 500 ETF 35.2%

Value ($000) $508,778 Shares 1,180,953 Est. Cost $408.66 Unrealized —

QQQ Invesco QQQ Trust Series 1 6.1%

Value ($000) $88,846 Shares 248,200 Est. Cost $336.50 Unrealized —

SPY SPDR S&P 500 ETF Trust 3.4%

Value ($000) $49,222 Shares 114,700 Est. Cost — Unrealized —

QQQ Invesco QQQ Trust Series 1 1.0%

Value ($000) $14,458 Shares 40,390 Est. Cost $336.50 Unrealized —

SVOL Simplify Volatility Premium ETF 0.8%

Value ($000) $11,772 Shares 443,892 Est. Cost $26.52 Unrealized —

SVXY ProShares Short VIX Short-Term Futures 0.4%

Value ($000) $5,874 Shares 108,000 Est. Cost $55.54 Unrealized —

NET Cloudflare Inc 0.3%

Value ($000) $4,269 Shares 37,900 Est. Cost $82.78 Unrealized +44.3%

QQQ Invesco QQQ Trust Series 1 0.2%

Value ($000) $3,472 Shares 9,700 Est. Cost $336.50 Unrealized —

TSLA Tesla Inc 0.1%

Value ($000) $2,094 Shares 2,700 Est. Cost $194.86 Unrealized +20.8%

Z Zillow Group Inc 0.1%

Value ($000) $1,296 Shares 14,700 Est. Cost — Unrealized —

LMND Lemonade Inc 0.1%

Value ($000) $1,260 Shares 18,800 Est. Cost $84.90 Unrealized -5.0%

NET CloudFlare Inc 0.1%

Value ($000) $985 Shares 8,740 Est. Cost $82.78 Unrealized +44.3%

PLTR Palantir Technologies Inc 0.1%

Value ($000) $790 Shares 32,853 Est. Cost $24.39 Unrealized 0.0%

DDOG Datadog Inc 0.1%

Value ($000) $773 Shares 5,471 Est. Cost $111.99 Unrealized +12.8%

SNAP Snap Inc 0.1%

Value ($000) $724 Shares 9,800 Est. Cost $43.86 Unrealized +64.7%

CRWD Crowdstrike Holdings Inc 0.0%

Value ($000) $706 Shares 2,872 Est. Cost $199.24 Unrealized +29.5%

CRWD Crowdstrike Holdings Inc 0.0%

Value ($000) $541 Shares 2,200 Est. Cost $199.24 Unrealized +29.5%

UPST Upstart Holdings Inc 0.0%

Value ($000) $506 Shares 1,600 Est. Cost $197.24 Unrealized 0.0%

AMZN Amazon Corp 0.0%

Value ($000) $470 Shares 143 Est. Cost $172.49 Unrealized 0.0%

AAPL Apple Inc 0.0%

Value ($000) $450 Shares 3,179 Est. Cost $143.90 Unrealized 0.0%

GOOG Alphabet Inc 0.0%

Value ($000) $437 Shares 164 Est. Cost $136.84 Unrealized 0.0%

UPST Upstart Holdings Inc 0.0%

Value ($000) $428 Shares 1,352 Est. Cost $197.24 Unrealized 0.0%

MSFT Microsoft Corp 0.0%

Value ($000) $404 Shares 1,434 Est. Cost $280.73 Unrealized 0.0%

SNOW Snowflake Inc 0.0%

Value ($000) $378 Shares 1,249 Est. Cost $280.45 Unrealized +1.4%

NVDA NVIDIA Corp 0.0%

Value ($000) $377 Shares 1,820 Est. Cost $20.72 Unrealized 0.0%

ZS Zscaler Inc 0.0%

Value ($000) $375 Shares 1,430 Est. Cost $251.10 Unrealized 0.0%

CRM Salesforce.com Inc 0.0%

Value ($000) $372 Shares 1,372 Est. Cost $250.91 Unrealized 0.0%

TSLA Tesla Inc 0.0%

Value ($000) $370 Shares 477 Est. Cost $194.86 Unrealized +20.8%

CFLT Confluent Inc - Class A 0.0%

Value ($000) $354 Shares 5,931 Est. Cost $51.97 Unrealized 0.0%

— Fireeye Inc 0.0%

Value ($000) $348 Shares 19,538 Est. Cost $17.81 Unrealized —

FSLY Fastly Inc 0.0%

Value ($000) $326 Shares 8,070 Est. Cost $46.14 Unrealized 0.0%

DBX Dropbox Inc 0.0%

Value ($000) $297 Shares 10,181 Est. Cost $28.59 Unrealized +8.6%

SNAP Snap Inc 0.0%

Value ($000) $296 Shares 4,002 Est. Cost $43.86 Unrealized +64.7%

XYZ Square Inc 0.0%

Value ($000) $289 Shares 1,207 Est. Cost $203.56 Unrealized +26.2%

PD Pagerduty Inc 0.0%

Value ($000) $262 Shares 6,314 Est. Cost $42.37 Unrealized 0.0%

OKTA Okta Inc 0.0%

Value ($000) $256 Shares 1,077 Est. Cost $248.28 Unrealized 0.0%

TOST Toast Inc 0.0%

Value ($000) $200 Shares 3,999 Est. Cost $54.68 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF Trust	1,730,400	$742,584	51.4%	—	—	Put	78462F103
IVV	iShares Core S&P 500 ETF	1,180,953	$508,778	35.2%	$408.66	—	CORE S&P500 ETF	464287200
QQQ	Invesco QQQ Trust Series 1	248,200	$88,846	6.1%	$336.50	—	Put	46090E103
SPY	SPDR S&P 500 ETF Trust	114,700	$49,222	3.4%	—	—	Call	78462F103
QQQ	Invesco QQQ Trust Series 1	40,390	$14,458	1.0%	$336.50	—	UNIT SER 1	46090E103
SVOL	Simplify Volatility Premium ETF	443,892	$11,772	0.8%	$26.52	—	VOLATILITY PREM	82889N863
SVXY	ProShares Short VIX Short-Term Futures	108,000	$5,874	0.4%	$55.54	—	SHT VIX ST TRM	74347W130
NET	Cloudflare Inc	37,900	$4,269	0.3%	$82.78	+44.3%	Call	18915M107
QQQ	Invesco QQQ Trust Series 1	9,700	$3,472	0.2%	$336.50	—	Call	46090E103
TSLA	Tesla Inc	2,700	$2,094	0.1%	$194.86	+20.8%	Call	88160R101
Z	Zillow Group Inc	14,700	$1,296	0.1%	—	—	Call	98954M200
LMND	Lemonade Inc	18,800	$1,260	0.1%	$84.90	-5.0%	Call	52567D107
NET	CloudFlare Inc	8,740	$985	0.1%	$82.78	+44.3%	CL A COM	18915M107
PLTR	Palantir Technologies Inc	32,853	$790	0.1%	$24.39	0.0%	CL A	69608A108
DDOG	Datadog Inc	5,471	$773	0.1%	$111.99	+12.8%	CL A COM	23804L103
SNAP	Snap Inc	9,800	$724	0.1%	$43.86	+64.7%	Call	83304A106
CRWD	Crowdstrike Holdings Inc	2,872	$706	0.0%	$199.24	+29.5%	CL A	22788C105
CRWD	Crowdstrike Holdings Inc	2,200	$541	0.0%	$199.24	+29.5%	Call	22788C105
UPST	Upstart Holdings Inc	1,600	$506	0.0%	$197.24	0.0%	Call	91680M107
AMZN	Amazon Corp	143	$470	0.0%	$172.49	0.0%	COM	023135106
AAPL	Apple Inc	3,179	$450	0.0%	$143.90	0.0%	COM	037833100
GOOG	Alphabet Inc	164	$437	0.0%	$136.84	0.0%	CAP STK CL C	02079K107
UPST	Upstart Holdings Inc	1,352	$428	0.0%	$197.24	0.0%	COM	91680M107
MSFT	Microsoft Corp	1,434	$404	0.0%	$280.73	0.0%	COM	594918104
SNOW	Snowflake Inc	1,249	$378	0.0%	$280.45	+1.4%	CL A	833445109
NVDA	NVIDIA Corp	1,820	$377	0.0%	$20.72	0.0%	COM	67066G104
ZS	Zscaler Inc	1,430	$375	0.0%	$251.10	0.0%	COM	98980G102
CRM	Salesforce.com Inc	1,372	$372	0.0%	$250.91	0.0%	COM	79466L302
TSLA	Tesla Inc	477	$370	0.0%	$194.86	+20.8%	COM	88160R101
CFLT	Confluent Inc - Class A	5,931	$354	0.0%	$51.97	0.0%	CLASS A COM	20717M103
—	Fireeye Inc	19,538	$348	0.0%	$17.81	—	COM	31816Q101
FSLY	Fastly Inc	8,070	$326	0.0%	$46.14	0.0%	CL A	31188V100
DBX	Dropbox Inc	10,181	$297	0.0%	$28.59	+8.6%	CL A	26210C104
SNAP	Snap Inc	4,002	$296	0.0%	$43.86	+64.7%	CL A	83304A106
XYZ	Square Inc	1,207	$289	0.0%	$203.56	+26.2%	CL A	852234103
PD	Pagerduty Inc	6,314	$262	0.0%	$42.37	0.0%	COM	69553P100
OKTA	Okta Inc	1,077	$256	0.0%	$248.28	0.0%	CL A	679295105
TOST	Toast Inc	3,999	$200	0.0%	$54.68	0.0%	CL A	888787108