{"ticker":"HIGH","name":"Simplify Enhanced Income ETF","page_url":null,"cite_as":"TickerInside, Simplify Enhanced Income ETF (HIGH), 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/high.json, CC BY 4.0","cite_html":"<a href=\"https://tickerinside.com/api/v1/etf/high.json\">TickerInside</a> (https://tickerinside.com/api/v1/etf/high.json)","identifiers":{"asset_type":"etf","exchange":"NYSE Arca","composite_figi":"BBG01B861FF1","share_class_figi":"BBG01B861GC2","cik":"0001810747","series_id":"S000077868","class_id":"C000238456"},"source_layer":"sec_nport_derivatives","category":{"id":"single-stock-option-income","label":"Single-Stock Option Income","group":"options","group_label":"Option strategies","asset_class":"equity","rule":"In its filing for 2026-06-30, its contracts are on S&P 500 Index and its name says it writes options for income.","basis":"contracts","as_of":"2026-06-30","facets":{"underlying":"S&P 500 Index"},"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/1810747/000094040026033612/","net_assets":70967822,"multi_class":false,"stock_pct":89.51,"unmapped_pct":0.0,"abroad":[],"expense_ratio":0.5,"expense_ratio_gross":0.5,"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":10,"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":89.5113},"summary":"On 2026-06-30, HIGH held stocks and ETFs held outright (89.5%), US Treasury notes and bonds (9.2%) and money market funds (0.2%), as percent of net assets. It carried swaps and options on S&P 500 Index (286.9% in purchased calls) and SBAR (direction not stated), as notional exposure in percent of net assets.","composition":[{"kind":"stocks","label":"Stocks and ETFs held outright","pct":89.51},{"kind":"treasury_notes_and_bonds","label":"US Treasury notes and bonds","pct":9.2},{"kind":"money_market_funds","label":"Money market funds","pct":0.16}],"derivatives":[{"instrument":"option","description":"call option, purchased","underlying":"S&P 500 Index","underlying_ticker":null,"underlying_kind":"index","direction":"long","notional_pct":286.8483,"value_pct":0.6158,"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":51.9764,"value_pct":0.0034,"positions":2,"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":286.85},"instruments":["option"],"complete":true,"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":89.51,"swaps_futures_long_pct":0,"swaps_futures_short_pct":0,"options_notional_pct":286.85,"complete":false,"long_exposure_pct":null},"exposure_notes":["2 of 10 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"}