Simplify Risk Parity Treasury ETF (TYA) NPORT-P Simplify Enhanced Income ETF (Sep 2023 report)

Simplify

Enhanced

Income

ETF

Schedule

of

Investments

September

30,

2023

(Unaudited)

1

Principal

Value

U.S.

Treasury

Bills

–

99.6%

U.S.

Treasury

Bill,

5.40%,

10/3/2023(a)

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

$

5,000,000‌

$

4,999,272‌

U.S.

Treasury

Bill,

5.47%,

12/19/2023(a)

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

35,000,000‌

34,598,273‌

U.S.

Treasury

Bill,

5.43%,

12/21/2023(a)

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

50,350,000‌

49,756,569‌

U.S.

Treasury

Bill,

5.54%,

3/28/2024(a)

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

9,250,000‌

9,007,103‌

Total

U.S.

Treasury

Bills

(Cost

$98,347,442)

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

98,361,217‌

Total

Investments

–

99.6%

(Cost

$98,347,442)

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

$

98,361,217‌

Other

Assets

in

Excess

of

Liabilities

–

0.4%

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

431,858‌

Net

Assets

–

100.0%

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

$

98,793,075‌

(a)

Represents

a

zero

coupon

bond.

Rate

shown

reflects

the

effective

yield.

Summary

of

Investment

Type

Industry

%

of

Net

Assets

U.S.

Treasury

Bills

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

99.6‌%

Total

Investments

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

99.6‌%

Other

Assets

in

Excess

of

Liabilities

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

0.4‌%

Net

Assets

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

100.0‌%