Simplify Volatility Premium ETF

Fund Profile

Fund profile

Tickers

SVOL

Fund manager

Simplify Risk Parity Treasury ETF

Total assets

$2.82 bn

Liabilities

$1.56 bn

Net assets

$1.26 bn

Number of holdings

43.00

SVOL stock data

1M 3M 6M 1Y

43 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
United States Treasury Bill	596.73 mm	600.00 mm principal	47.36	Debt	Long	USA
United States Treasury Bill- When Issued	510.51 mm	512.40 mm principal	40.52	Debt	Long	USA
United States Treasury Bill	303.94 mm	304.50 mm principal	24.12	Debt	Long	USA
United States Treasury Bill	179.14 mm	180.00 mm principal	14.22	Debt	Long	USA
TYA Simplify Risk Parity Treasury ETF	112.75 mm	5.19 mm shares	8.95	Common equity	Long	USA
TYA Simplify Risk Parity Treasury ETF	109.35 mm	4.45 mm shares	8.68	Common equity	Long	USA
TYA Simplify Risk Parity Treasury ETF	78.84 mm	3.13 mm shares	6.26	Common equity	Long	USA
TYA Simplify Risk Parity Treasury ETF	55.35 mm	1.08 mm shares	4.39	Common equity	Long	USA
TYA Simplify Risk Parity Treasury ETF	55.23 mm	3.84 mm shares	4.38	Common equity	Long	USA
TYA Simplify Risk Parity Treasury ETF	30.84 mm	1.30 mm shares	2.45	Common equity	Long	USA
CBOE VIX	3.37 mm	-12.50 k contracts	0.27	Equity derivative	N/A	USA
THE CBOE VOLATILITY INDEX	2.87 mm	43.50 k contracts	0.23	Equity derivative	N/A	USA
THE CBOE VOLATILITY INDEX	409.71 k	26.43 k contracts	0.03	Equity derivative	N/A	USA
THE CBOE VOLATILITY INDEX	382.50 k	5.00 k contracts	0.03	Equity derivative	N/A	USA
CBOE VIX	334.08 k	-579.00 contracts	0.03	Equity derivative	N/A	USA
THE CBOE VOLATILITY INDEX	209.69 k	2.74 k contracts	0.02	Equity derivative	N/A	USA
United States Treasury Note/Bond	99.10 k	100.00 k principal	0.01	Debt	Long	USA
THE CBOE VOLATILITY INDEX	56.61 k	740.00 contracts	0.00	Equity derivative	N/A	USA
S&P 500 INDEX	33.75 k	450.00 contracts	0.00	Equity derivative	N/A	USA
THE CBOE VOLATILITY INDEX	17.81 k	239.00 contracts	0.00	Equity derivative	N/A	USA
S&P 500 INDEX	15.00 k	300.00 contracts	0.00	Equity derivative	N/A	USA
S&P 500 INDEX	10.00 k	400.00 contracts	0.00	Equity derivative	N/A	USA
S&P 500 INDEX	7.50 k	150.00 contracts	0.00	Equity derivative	N/A	USA
S&P 500 INDEX	4.50 k	150.00 contracts	0.00	Equity derivative	N/A	USA
S&P 500 INDEX	2.25 k	150.00 contracts	0.00	Equity derivative	N/A	USA
S&P 500 INDEX	2.25 k	150.00 contracts	0.00	Equity derivative	N/A	USA
S&P 500 INDEX	1.50 k	300.00 contracts	0.00	Equity derivative	N/A	USA
S&P 500 INDEX	1.50 k	150.00 contracts	0.00	Equity derivative	N/A	USA
S&P 500 INDEX	1.50 k	150.00 contracts	0.00	Equity derivative	N/A	USA
S&P 500 INDEX	1.13 k	150.00 contracts	0.00	Equity derivative	N/A	USA
S&P 500 INDEX	1.13 k	150.00 contracts	0.00	Equity derivative	N/A	USA
S&P 500 INDEX	750.00	150.00 contracts	0.00	Equity derivative	N/A	USA
S&P 500 INDEX	0	150.00 contracts	0.00	Equity derivative	N/A	USA
S&P 500 INDEX	-750.00	-150.00 contracts	-0.00	Equity derivative	N/A	USA
S&P 500 INDEX	-750.00	-150.00 contracts	-0.00	Equity derivative	N/A	USA
S&P 500 INDEX	-1.50 k	-150.00 contracts	-0.00	Equity derivative	N/A	USA
S&P 500 INDEX	-3.00 k	-150.00 contracts	-0.00	Equity derivative	N/A	USA
U.S. TREASURY BOND	-31.25 k	-1.00 k contracts	-0.00	Interest rate derivative	N/A	USA
U.S. TREASURY BOND	-468.75 k	-3.00 k contracts	-0.04	Interest rate derivative	N/A	USA
CBOE VIX	-802.62 k	-1.42 k contracts	-0.06	Equity derivative	N/A	USA
U.S. TREASURY BOND	-2.42 mm	-2.01 k contracts	-0.19	Interest rate derivative	N/A	USA
Morgan Stanley	-760.29 mm	-760.29 mm principal	-60.35	Repurchase agreement	Short	USA
Morgan Stanley	-760.37 mm	-760.37 mm principal	-60.35	Repurchase agreement	Short	USA