Simplify Risk Parity Treasury ETF (TYA) NPORT-P/A Simplify Short Term Treasury Futures Strategy ETF (Mar 2023 report)

Simplify

Short

Term

Treasury

Futures

Strategy

ETF

Schedule

of

Investments

March

31,

2023

(Unaudited)

1

Principal

Value

U.S.

Treasury

Bills

–

89.6%

U.S.

Treasury

Bill,

4.61%,

6/8/2023(a)

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

$

49,950,000‌

$

49,532,967‌

U.S.

Treasury

Bill,

4.92%,

8/10/2023(a)

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

50,000,000‌

49,164,636‌

Total

U.S.

Treasury

Bills

(Cost

$98,646,812)

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

98,697,603‌

Total

Investments

–

89.6%

(Cost

$98,646,812)

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

$

98,697,603‌

Other

Assets

in

Excess

of

Liabilities

–

10.4%

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

11,457,757‌

Net

Assets

–

100.0%

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

$

110,155,360‌

(a)

Represents

a

zero

coupon

bond.

Rate

shown

reflects

the

effective

yield.

At

March

31,

2023,

open

futures

contracts

were

as

follows:

Number

of

Contracts

Notional

Value

Expiration

Date

Value/

Unrealized

Appreciation

(Depreciation)

Long

position

contracts:

U.S.

2

Years

Note

(CBT)

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

2,610

$

538,842,659‌

6/30/23

$

6,978,310‌

Summary

of

Investment

Type

Industry

%

of

Net

Assets

U.S.

Treasury

Bills

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

89.6‌%

Total

Investments

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

89.6‌%

Other

Assets

in

Excess

of

Liabilities

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

10.4‌%

Net

Assets

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

100.0‌%