{"ticker":"PCR","name":"Simplify VettaFi Private Credit Strategy ETF","page_url":null,"cite_as":"TickerInside, Simplify VettaFi Private Credit Strategy ETF (PCR), 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/pcr.json, CC BY 4.0","cite_html":"<a href=\"https://tickerinside.com/api/v1/etf/pcr.json\">TickerInside</a> (https://tickerinside.com/api/v1/etf/pcr.json)","identifiers":{"asset_type":"etf","exchange":"NYSE Arca","composite_figi":"BBG01XB0G4C4","share_class_figi":"BBG01XB0G595","cik":null,"series_id":"S000094559","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/1810747/000094040026033623/","net_assets":2421231,"multi_class":false,"stock_pct":20.03,"unmapped_pct":0.0,"abroad":[],"expense_ratio":0.76,"expense_ratio_gross":0.76,"expense_ratio_source":"sec_filing","expense_ratio_as_of":"2025-09-11","expense_ratio_filing_url":"https://www.sec.gov/Archives/edgar/data/1810747/000182912625007319/","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":3,"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":{"TUA":20.0266},"summary":"On 2026-06-30, PCR held US Treasury notes and bonds (79.3%), stocks and ETFs held outright (20.0%) and money market funds (0.7%), as percent of net assets. It carried swaps on TRS Ubsmpdlt Index (25.8% short), TRS Ubsmqtht Index (direction not stated) and TRS Vettafi Private Credit Index (direction not stated), as notional exposure in percent of net assets.","composition":[{"kind":"treasury_notes_and_bonds","label":"US Treasury notes and bonds","pct":79.28},{"kind":"stocks","label":"Stocks and ETFs held outright","pct":20.03},{"kind":"money_market_funds","label":"Money market funds","pct":0.68}],"derivatives":[{"instrument":"swap","description":"total return swap","underlying":"TRS Vettafi Private Credit Index","underlying_ticker":null,"underlying_kind":"index","direction":null,"notional_pct":102.7328,"value_pct":-0.6217,"positions":1,"option_type":null,"option_side":null,"expires_first":"2049-12-31","expires_last":"2049-12-31"},{"instrument":"swap","description":"total return swap","underlying":"TRS Ubsmqtht Index","underlying_ticker":null,"underlying_kind":"index","direction":null,"notional_pct":30.6178,"value_pct":0.3679,"positions":1,"option_type":null,"option_side":null,"expires_first":"2049-12-31","expires_last":"2049-12-31"},{"instrument":"swap","description":"total return swap","underlying":"TRS Ubsmpdlt Index","underlying_ticker":null,"underlying_kind":"index","direction":"short","notional_pct":25.7578,"value_pct":-0.9429,"positions":1,"option_type":null,"option_side":null,"expires_first":"2049-12-31","expires_last":"2049-12-31"}],"underlyings":[{"underlying":"TRS Ubsmpdlt Index","underlying_ticker":null,"underlying_kind":"index","long_pct":0.0,"short_pct":25.76,"options":{},"instruments":["swap"],"complete":true,"net_pct":-25.76},{"underlying":"TRS Ubsmqtht 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 Vettafi Private Credit Index","underlying_ticker":null,"underlying_kind":"index","long_pct":0.0,"short_pct":0.0,"options":{},"instruments":["swap"],"complete":false,"net_pct":0.0}],"exposure":{"stocks_pct":20.03,"swaps_futures_long_pct":0,"swaps_futures_short_pct":25.76,"options_notional_pct":0,"complete":false,"long_exposure_pct":null},"exposure_notes":["2 of 3 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"}