Simplify Risk Parity Treasury ETF (TYA) NPORT-P Simplify Nasdaq 100 PLUS Downside Convexity ETF (Sep 2022 report)

Simplify

Nasdaq

100

PLUS

Downside

Convexity

ETF

Schedule

of

Investments

September

30,

2022

(Unaudited)

1

Shares

Value

Exchange-Traded

Funds

–

88.8%

Invesco

QQQ

Trust

Series

1(a)(b)

(Cost

$21,996,669)

..........................................................

60,743

$

16,234,174‌

Number

of

Contracts

Notional

Amount

Purchased

Options

–

21.9%

Calls

–

Exchange-Traded

–

0.0%†

S&P

500

Index,

October

Strike

Price

$4,080,

Expires

10/03/22

...........

65

$

26,520,000‌

325‌

Puts

–

Exchange-Traded

–

21.9%

S&P

500

Index,

October

Strike

Price

$3,620,

Expires

10/07/22

...........

282

$

102,084,000‌

1,993,740‌

S&P

500

Index,

October

Strike

Price

$3,300,

Expires

10/21/22

...........

955

315,150,000‌

2,010,275‌

4,004,015‌

Total

Purchased

Options

(Cost

$3,239,224)

.........................................................

4,004,340‌

Shares

Money

Market

Funds

–

2.8%

Fidelity

Investments

Money

Market

Treasury

Only

Portfolio

-

Class

I,

2.48%(c)

(Cost

$512,631)

.............................................................

512,631

512,631‌

Total

Investments

–

113.5%

(Cost

$25,748,524)

..........................................................................

$

20,751,145‌

Liabilities

in

Excess

of

Other

Assets

–

(13.5)%

......................................................

(2,460,498‌)

Net

Assets

–

100.0%

..........................................................................

$

18,290,647‌

Number

of

Contracts

Notional

Amount

Written

Options

–

(13.6)%

Puts

–

Exchange-Traded

–

(13.6)%

S&P

500

Index,

October

Strike

Price

$3,600,

Expires

10/07/22

...........

(282)

$

(101,520,000‌)

$

(1,701,870‌)

S&P

500

Index,

October

Strike

Price

$3,100,

Expires

10/21/22

...........

(955)

(296,050,000‌)

(792,650‌)

(2,494,520‌)

Total

Written

Options

(Premiums

Received

$2,004,281)

...............................................

$

(2,494,520‌)

†

Less

than

0.05%

(a)

A

copy

of

the

security's

annual

report

to

shareholders

may

be

obtained

without

charge

at

www.invesco.com.

(b)

Securities

with

an

aggregate

market

value

of

$9,354,100

have

been

pledged

as

collateral

for

options

as

of

September

30,

2022.

(c)

Rate

shown

reflects

the

7-day

yield

as

of

September

30,

2022.

Simplify

Nasdaq

100

PLUS

Downside

Convexity

ETF

Schedule

of

Investments

(Continued)

September

30,

2022

(Unaudited)

2

Summary

of

Investment

Type

Industry

%

of

Net

Assets

Exchange-Traded

Funds

...........................................................................

88.8‌%

Purchased

Options

...............................................................................

21.9‌%

Money

Market

Funds

.............................................................................

2.8‌%

Total

Investments

................................................................................

113.5‌%

Liabilities

in

Excess

of

Other

Assets

..................................................................

(13.5‌)%

Net

Assets

.....................................................................................

100.0‌%