Simplify Risk Parity Treasury ETF (TYA) NPORT-P Simplify Nasdaq 100 PLUS Convexity ETF (Mar 2023 report)

Simplify

Nasdaq

100

PLUS

Convexity

ETF

Schedule

of

Investments

March

31,

2023

(Unaudited)

1

Shares

Value

Exchange-Traded

Funds

–

99.4%

Invesco

QQQ

Trust

Series

1(a)(b)

(Cost

$4,484,810)

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

11,346

$

3,641,272‌

Number

of

Contracts

Notional

Amount

Purchased

Options

–

0.6%

Calls

–

Exchange-Traded

–

0.5%

S&P

500

Index,

April

Strike

Price

$4,200,

Expires

4/21/23

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

1

$

420,000‌

2,600‌

S&P

500

Index,

June

Strike

Price

$4,120,

Expires

6/16/23

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

1

412,000‌

14,320‌

S&P

500

Mini

Index,

May

Strike

Price

$427,

Expires

5/19/23

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

8

341,600‌

3,000‌

19,920‌

Puts

–

Exchange-Traded

–

0.1%

S&P

500

Mini

Index,

April

Strike

Price

$396,

Expires

4/21/23

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

6

237,600‌

1,245‌

S&P

500

Mini

Index,

May

Strike

Price

$363,

Expires

5/19/23

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

19

689,700‌

2,565‌

3,810‌

Total

Purchased

Options

(Cost

$35,177)

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

23,730‌

Shares

Money

Market

Funds

–

0.0%†

Fidelity

Investments

Money

Market

Treasury

Only

Portfolio

-

Class

I,

4.41%(c)

(Cost

$608)

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

608

608‌

Total

Investments

–

100.0%

(Cost

$4,520,595)

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

$

3,665,610‌

Liabilities

in

Excess

of

Other

Assets

–

(0.0)%†

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

(1,799‌)

Net

Assets

–

100.0%

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

$

3,663,811‌

Number

of

Contracts

Notional

Amount

Written

Options

–

(0.2)%

Calls

–

Exchange-Traded

–

(0.2)%

S&P

500

Index,

June

Strike

Price

$4,310,

Expires

6/16/23

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

(1)

$

(431,000‌)

$

(5,100‌)

Puts

–

Exchange-Traded

–

(0.0)%†

S&P

500

Mini

Index,

May

Strike

Price

$345,

Expires

5/19/23

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

(19)

(655,500‌)

(1,330‌)

Total

Written

Options

(Premiums

Received

$8,497)

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

$

(6,430‌)

†

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

$2,406,975

have

been

pledged

as

collateral

for

options

as

of

March

31,

2023.

(c)

Rate

shown

reflects

the

7-day

yield

as

of

March

31,

2023.

Simplify

Nasdaq

100

PLUS

Convexity

ETF

Schedule

of

Investments

(Continued)

March

31,

2023

(Unaudited)

2

Summary

of

Investment

Type

Industry

%

of

Net

Assets

Exchange-Traded

Funds

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

99.4‌%

Purchased

Options

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

0.6‌%

Money

Market

Funds

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

0.0‌%†

Total

Investments

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

100.0‌%

Liabilities

in

Excess

of

Other

Assets

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

(0.0‌)%†

Net

Assets

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

100.0‌%