{"ticker":"CAS","name":"Simplify China A Shares PLUS Income ETF","page_url":null,"cite_as":"TickerInside, Simplify China A Shares PLUS Income ETF (CAS), holdings and contracts from SEC Form N-PORT for the period ended 2026-06-30, filed 2026-08-24, https://tickerinside.com/api/v1/etf/cas.json, CC BY 4.0","cite_html":"<a href=\"https://tickerinside.com/api/v1/etf/cas.json\">TickerInside</a> (https://tickerinside.com/api/v1/etf/cas.json)","identifiers":{"asset_type":"etf","exchange":"NYSE Arca","composite_figi":"BBG01RQWJHF6","share_class_figi":"BBG01RQWJJK6","cik":null,"series_id":"S000088953","class_id":null},"source_layer":"sec_nport_derivatives","category":{"id":"treasury-intermediate","label":"Intermediate Treasury","group":"bond","group_label":"Bonds","asset_class":"bond","rule":"In its file of 2026-06-30, 100% of its debt is US Treasury debt; its filing gives no duration.","basis":"holdings","as_of":"2026-06-30","facets":{},"measured":{},"method":"https://tickerinside.com/etf/category/"},"as_of":null,"holdings_as_of":"2026-06-30","report_date":"2026-06-30","filed":"2026-08-24","filing_url":"https://www.sec.gov/Archives/edgar/data/1810747/000094040026033629/","net_assets":13665557,"multi_class":false,"stock_pct":41.44,"unmapped_pct":0.0,"abroad":[],"expense_ratio":0.88,"expense_ratio_gross":0.88,"expense_ratio_source":"sec_filing","expense_ratio_as_of":"2025-10-31","expense_ratio_filing_url":"https://www.sec.gov/Archives/edgar/data/1810747/000182912625008617/","yield":null,"aum_b":null,"aum_source":null,"aum_date":null,"etf_class_net_assets_b":null,"etf_class_net_assets_as_of":null,"derivative_positions":24,"vol":null,"beta":null,"mdd3":null,"r1":null,"r3":null,"r5":null,"last_close":null,"last_close_date":null,"day_change_pct":null,"high_52w":null,"low_52w":null,"currency":null,"held_outright":{"SBIL":41.4428},"summary":"On 2026-06-30, CAS held US Treasury notes and bonds (54.1%), stocks and ETFs held outright (41.4%) and money market funds (0.1%), as percent of net assets. It carried swaps and options on S&P 500 Index (219.9% in purchased calls), TRS Csin0300 Index (direction not stated) and TRS Csin0905 Index (direction not stated), and 3 more underlyings, as notional exposure in percent of net assets.","composition":[{"kind":"treasury_notes_and_bonds","label":"US Treasury notes and bonds","pct":54.14},{"kind":"stocks","label":"Stocks and ETFs held outright","pct":41.44},{"kind":"money_market_funds","label":"Money market funds","pct":0.13}],"derivatives":[{"instrument":"option","description":"call option, purchased","underlying":"S&P 500 Index","underlying_ticker":null,"underlying_kind":"index","direction":"long","notional_pct":219.8593,"value_pct":0.5473,"positions":8,"option_type":"call","option_side":"purchased","expires_first":"2026-07-17","expires_last":"2026-09-18"},{"instrument":"swap","description":"total return swap","underlying":null,"underlying_ticker":"SBAR","underlying_kind":"etf","direction":null,"notional_pct":46.3684,"value_pct":0.0032,"positions":2,"option_type":null,"option_side":null,"expires_first":"2049-12-31","expires_last":"2049-12-31"},{"instrument":"swap","description":"total return swap","underlying":"TRS Csin0300 Index","underlying_ticker":null,"underlying_kind":"index","direction":null,"notional_pct":35.0981,"value_pct":0.5567,"positions":4,"option_type":null,"option_side":null,"expires_first":"2049-12-31","expires_last":"2049-12-31"},{"instrument":"swap","description":"total return swap","underlying":"TRS Csin0905 Index","underlying_ticker":null,"underlying_kind":"index","direction":null,"notional_pct":28.9531,"value_pct":2.0663,"positions":3,"option_type":null,"option_side":null,"expires_first":"2049-12-31","expires_last":"2049-12-31"},{"instrument":"swap","description":"total return swap","underlying":null,"underlying_ticker":"TRS","underlying_kind":"stock","direction":null,"notional_pct":20.1445,"value_pct":0.1449,"positions":4,"option_type":null,"option_side":null,"expires_first":"2049-12-31","expires_last":"2049-12-31"},{"instrument":"swap","description":"total return swap","underlying":"TRS Csin0852 Index","underlying_ticker":null,"underlying_kind":"index","direction":null,"notional_pct":14.8417,"value_pct":0.4933,"positions":3,"option_type":null,"option_side":null,"expires_first":"2049-12-31","expires_last":"2049-12-31"}],"underlyings":[{"underlying":"S&P 500 Index","underlying_ticker":null,"underlying_kind":"index","long_pct":0.0,"short_pct":0.0,"options":{"purchased_calls_pct":219.86},"instruments":["option"],"complete":true,"net_pct":0.0},{"underlying":"TRS Csin0300 Index","underlying_ticker":null,"underlying_kind":"index","long_pct":0.0,"short_pct":0.0,"options":{},"instruments":["swap"],"complete":false,"net_pct":0.0},{"underlying":"TRS Csin0905 Index","underlying_ticker":null,"underlying_kind":"index","long_pct":0.0,"short_pct":0.0,"options":{},"instruments":["swap"],"complete":false,"net_pct":0.0},{"underlying":"TRS Csin0852 Index","underlying_ticker":null,"underlying_kind":"index","long_pct":0.0,"short_pct":0.0,"options":{},"instruments":["swap"],"complete":false,"net_pct":0.0},{"underlying":null,"underlying_ticker":"TRS","underlying_kind":"stock","long_pct":0.0,"short_pct":0.0,"options":{},"instruments":["swap"],"complete":false,"net_pct":0.0},{"underlying":null,"underlying_ticker":"SBAR","underlying_kind":"etf","long_pct":0.0,"short_pct":0.0,"options":{},"instruments":["swap"],"complete":false,"net_pct":0.0}],"exposure":{"stocks_pct":41.44,"swaps_futures_long_pct":0,"swaps_futures_short_pct":0,"options_notional_pct":219.86,"complete":false,"long_exposure_pct":null},"exposure_notes":["16 of 24 derivative positions state a negative notional while their legs read long, so their direction is not stated."],"weekly":null,"weeks_end":null,"license":"CC BY 4.0","attribution":"Credit TickerInside with a link to the page the figure comes from (cite_as gives it) wherever the medium allows a link, and by name where it does not. How you mark the link is up to you.","source":"https://tickerinside.com/api/#derivative-funds"}