Simplify Risk Parity Treasury ETF (TYA) NPORT-P Simplify Hedged Equity ETF (Mar 2023 report)

Simplify

Hedged

Equity

ETF

Schedule

of

Investments

March

31,

2023

(Unaudited)

1

Shares

Value

Exchange-Traded

Funds

–

100

.9

%

iShares

Core

S&P

500

ETF(a)(b)

(Cost

$

97,564,497

)

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

239,509

$

98,457,360‌

Number

of

Contracts

Notional

Amount

Purchased

Options

–

0

.7

%

Puts

–

Exchange-Traded

–

0

.7

%

S&P

500

Index

,

April

Strike

Price

$

3,720

,

Expires

4/21/23

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

83

$

30,876,000‌

33,615‌

S&P

500

Index

,

May

Strike

Price

$

3,915

,

Expires

5/19/23

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

81

31,711,500‌

349,110‌

S&P

500

Index

,

June

Strike

Price

$

3,760

,

Expires

6/16/23

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

81

30,456,000‌

331,695‌

714,420‌

Total

Purchased

Options

(Cost

$

2,001,870

)

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

714,420‌

Shares

Money

Market

Funds

–

0.2%

Fidelity

Investments

Money

Market

Treasury

Only

Portfolio

-

Class

I,

4.41%(c)

(Cost

$

179,520

)

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

179,520

179,520‌

Total

Investments

–

101.8%

(Cost

$

99,745,887

)

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

$

99,351,300‌

Liabilities

in

Excess

of

Other

Assets

–

(

1

.8

)

%

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

(

1,794,539‌

)

Net

Assets

–

100.0%

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

$

97,556,761‌

Number

of

Contracts

Notional

Amount

Written

Options

–

(1.8)%

Calls

–

Exchange-Traded

–

(1.7)%

S&P

500

Index

,

April

Strike

Price

$

4,120

,

Expires

4/21/23

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

(83)

$

(

34,196,000‌

)

$

(

500,905‌

)

S&P

500

Index

,

May

Strike

Price

$

4,300

,

Expires

5/19/23

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

(81)

(

34,830,000‌

)

(

230,850‌

)

S&P

500

Index

,

June

Strike

Price

$

4,170

,

Expires

6/16/23

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

(81)

(

33,777,000‌

)

(

915,300‌

)

(

1,647,055‌

)

Puts

–

Exchange-Traded

–

(0.1)%

S&P

500

Index

,

April

Strike

Price

$

3,125

,

Expires

4/21/23

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

(83)

(

25,937,500‌

)

(

3,735‌

)

S&P

500

Index

,

May

Strike

Price

$

3,290

,

Expires

5/19/23

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

(81)

(

26,649,000‌

)

(

34,425‌

)

S&P

500

Index

,

June

Strike

Price

$

3,150

,

Expires

6/16/23

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

(81)

(

25,515,000‌

)

(

60,750‌

)

(

98,910‌

)

Total

Written

Options

(Premiums

Received

$

1,971,465

)

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

$

(

1,745,965‌

)

(a)

A

copy

of

the

security's

annual

report

to

shareholders

may

be

obtained

without

charge

at

www.ishares.com.

(b)

Securities

with

an

aggregate

market

value

of

$34,941,800

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

Hedged

Equity

ETF

Schedule

of

Investments

(Continued)

March

31,

2023

(Unaudited)

2

Summary

of

Investment

Type

Industry

%

of

Net

Assets

Exchange-Traded

Funds

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

100

.9‌

%

Purchased

Options

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

0

.7‌

%

Money

Market

Funds

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

0

.2‌

%

Total

Investments

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

101

.8‌

%

Liabilities

in

Excess

of

Other

Assets

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

(

1

.8‌

)

%

Net

Assets

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

100

.0‌

%