{"ticker":"SVOL","name":"Simplify Volatility Premium ETF","page_url":null,"cite_as":"TickerInside, Simplify Volatility Premium ETF (SVOL), holdings by issuer from SEC Form N-PORT for the period ended 2026-06-30, filed 2026-08-24, https://tickerinside.com/api/v1/etf/svol.json, CC BY 4.0","cite_html":"<a href=\"https://tickerinside.com/api/v1/etf/svol.json\">TickerInside</a> (https://tickerinside.com/api/v1/etf/svol.json)","identifiers":{"asset_type":"etf","exchange":"NYSE Arca","composite_figi":"BBG010ZN9QS2","share_class_figi":"BBG010ZN9RM6","cik":"0001810747","series_id":"S000071794","class_id":"C000227300"},"source_layer":"sec_nport_bonds","category":{"id":"allocation-conservative","label":"Conservative Allocation","group":"multi-asset","group_label":"Multi-asset","asset_class":"multi_asset","rule":"In its file of 2026-06-30, 16% of what it holds is stocks and 80% bonds, directly or through funds.","basis":"holdings","as_of":"2026-06-30","facets":{},"measured":{"equity_share":0.159},"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/1810747/000094040026033610/","net_assets":542501622,"multi_class":false,"stock_pct":52.83,"unmapped_pct":0.0,"abroad":[],"expense_ratio":0.66,"expense_ratio_gross":0.66,"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,"filing_lines":16,"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":{"SPUC":14.823,"AGGH":7.8417,"BUCK":7.339,"NMB":7.13,"QIS":6.9796,"NXTI":5.2808,"XV":2.8521,"LITL":0.5805},"summary":"On 2026-06-30, SVOL held US Treasury notes and bonds (123.5%), stocks and ETFs held outright (52.8%) and money market funds (2.0%), as percent of net assets. Its debt averages a 0.00% coupon and 0.2 years to maturity. Its filing gives a duration of 0.29 years.","composition":[{"kind":"treasury_notes_and_bonds","label":"US Treasury notes and bonds","pct":123.51},{"kind":"repurchase_agreements","label":"Repurchase agreements","pct":-80.34},{"kind":"stocks","label":"Stocks and ETFs held outright","pct":52.83},{"kind":"money_market_funds","label":"Money market funds","pct":2.05}],"fixed_income":{"average_coupon_pct":0.0,"average_maturity_years":0.2,"duration_years":0.29,"debt_pct":123.51,"by_maturity":[{"bucket":"under 1 year","pct":123.51}],"by_country":[{"country":"US","name":"United States","pct":123.51}],"issuers_total":1,"issuers_shown_pct":123.51,"issuers":[{"issuer":"United States Treasury","key":"us treasury","pct":123.509,"lines":6}]},"lines":[{"issuer":"United States Treasury","kind":"treasury_notes_and_bonds","coupon_pct":0.0,"maturity":"2026-10-20","pct":81.986,"count":1},{"issuer":"Simplify Exchange Traded Funds","kind":"stocks","coupon_pct":null,"maturity":null,"pct":52.827,"count":8},{"issuer":"United States Treasury","kind":"treasury_notes_and_bonds","coupon_pct":0.0,"maturity":"2026-07-16","pct":15.645,"count":1},{"issuer":"United States Treasury","kind":"treasury_notes_and_bonds","coupon_pct":0.0,"maturity":"2026-08-18","pct":14.675,"count":1},{"issuer":"United States Treasury","kind":"treasury_notes_and_bonds","coupon_pct":0.0,"maturity":"2026-08-04","pct":6.797,"count":1},{"issuer":"United States Treasury","kind":"treasury_notes_and_bonds","coupon_pct":0.0,"maturity":"2026-07-28","pct":3.309,"count":1},{"issuer":"Dreyfus Trsy Oblig Cash M","kind":"money_market_funds","coupon_pct":null,"maturity":null,"pct":2.05,"count":1},{"issuer":"United States Treasury","kind":"treasury_notes_and_bonds","coupon_pct":0.0,"maturity":"2026-09-22","pct":1.097,"count":1},{"issuer":"Morgan Stanley & Co. LLC","kind":"repurchase_agreements","coupon_pct":null,"maturity":null,"pct":-80.339,"count":1}],"notes":[],"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/#fixed-income-funds"}