Fund profile
Tickers
SVOL
Fund manager
Total assets
$2.20 bn
Liabilities
$1.20 bn
Net assets
$1.00 bn
Number of holdings
23.00
SVOL stock data
23 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
United States Treasury Bill | 639.73 mm | 640.11 mm principal | 63.97 | Debt | Long | USA |
United States Treasury Bill | 598.08 mm | 600.00 mm principal | 59.81 | Debt | Long | USA |
TYA Simplify Risk Parity Treasury ETF | 101.66 mm | 4.90 mm shares | 10.17 | Common equity | Long | USA |
TYA Simplify Risk Parity Treasury ETF | 90.71 mm | 3.95 mm shares | 9.07 | Common equity | Long | USA |
TYA Simplify Risk Parity Treasury ETF | 79.18 mm | 3.22 mm shares | 7.92 | Common equity | Long | USA |
TYA Simplify Risk Parity Treasury ETF | 44.54 mm | 884.45 k shares | 4.45 | Common equity | Long | USA |
United States Treasury Bill | 26.69 mm | 27.00 mm principal | 2.67 | Debt | Long | USA |
CBOE VIX | 1.03 mm | -8.92 k contracts | 0.10 | Equity derivative | N/A | USA |
THE CBOE VOLATILITY INDEX | 699.38 k | 33.30 k contracts | 0.07 | Equity derivative | N/A | USA |
THE CBOE VOLATILITY INDEX | 542.84 k | 37.44 k contracts | 0.05 | Equity derivative | N/A | USA |
S&P 500 INDEX | 100.00 k | 1.00 k contracts | 0.01 | Equity derivative | N/A | USA |
United States Treasury Note/Bond | 97.89 k | 100.00 k principal | 0.01 | Debt | Long | USA |
THE CBOE VOLATILITY INDEX | 64.26 k | 3.06 k contracts | 0.01 | Equity derivative | N/A | USA |
THE CBOE VOLATILITY INDEX | 52.38 k | 14.97 k contracts | 0.01 | Equity derivative | N/A | USA |
S&P 500 INDEX | 28.80 k | 2.30 k contracts | 0.00 | Equity derivative | N/A | USA |
THE CBOE VOLATILITY INDEX | 1.58 k | 452.00 contracts | 0.00 | Equity derivative | N/A | USA |
S&P 500 INDEX | -17.28 k | -2.30 k contracts | -0.00 | Equity derivative | N/A | USA |
S&P 500 INDEX | -45.00 k | -1.00 k contracts | -0.00 | Equity derivative | N/A | USA |
US TREASURY LONG BOND | -56.11 k | -1.20 k contracts | -0.01 | Interest rate derivative | N/A | USA |
US TREASURY LONG BOND | -154.83 k | -3.30 k contracts | -0.02 | Interest rate derivative | N/A | USA |
US TREASURY LONG BOND | -984.38 k | -9.00 k contracts | -0.10 | Interest rate derivative | N/A | USA |
Morgan Stanley | -585.86 mm | -585.86 mm principal | -58.58 | Repurchase agreement | Short | USA |
Morgan Stanley | -586.11 mm | -586.11 mm principal | -58.61 | Repurchase agreement | Short | USA |