Simplify Risk Parity Treasury ETF (TYA) NPORT-P Simplify Enhanced Income ETF (Sep 2024 report)

Simplify

Enhanced

Income

ETF

Schedule

of

Investments

September

30,

2024

(Unaudited)

1

Principal

Value

U.S.

Treasury

Bills

–

100.0%

U.S.

Treasury

Bill,

5.23%,

10/29/2024(a)(b)

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

$

72,500,000‌

$

72,233,140‌

U.S.

Treasury

Bill,

4.81%,

1/14/2025(a)(b)

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

295,000,000‌

291,167,059‌

Total

U.S.

Treasury

Bills

(Cost

$363,198,792)

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

363,400,199‌

Number

of

Contracts

Notional

Amount

Purchased

Options

–

0.1%

Puts

–

Exchange-Traded

–

0.1%

iShares

iBoxx

High

Yield

Corporate

Bond

ETF,

October

Strike

Price

$77,

Expires

10/18/24(c)

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

597

4,596,900‌

2,985‌

iShares

iBoxx

High

Yield

Corporate

Bond

ETF,

October

Strike

Price

$78,

Expires

10/18/24(c)

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

6,356

49,576,800‌

44,492‌

Nasdaq

100

Index,

October

Strike

Price

$17,300,

Expires

10/03/24(c)

......

33

57,090,000‌

825‌

Nasdaq

100

Index,

October

Strike

Price

$17,700,

Expires

10/04/24(c)

......

31

54,870,000‌

1,550‌

Nasdaq

100

Index,

October

Strike

Price

$18,150,

Expires

10/09/24(c)

......

38

68,970,000‌

19,380‌

Nasdaq

100

Index,

October

Strike

Price

$18,000,

Expires

10/11/24(c)

......

28

50,400,000‌

26,600‌

Russell

2000

Index,

October

Strike

Price

$1,980,

Expires

10/03/24(c)

......

302

59,796,000‌

3,020‌

Russell

2000

Index,

October

Strike

Price

$2,015,

Expires

10/04/24(c)

......

331

66,696,500‌

6,620‌

Russell

2000

Index,

October

Strike

Price

$1,990,

Expires

10/09/24(c)

......

365

72,635,000‌

20,075‌

Russell

2000

Index,

October

Strike

Price

$2,000,

Expires

10/11/24(c)

......

284

56,800,000‌

34,080‌

S&P

500

Index,

October

Strike

Price

$5,125,

Expires

10/03/24(c)

.........

130

66,625,000‌

1,300‌

S&P

500

Index,

October

Strike

Price

$5,250,

Expires

10/04/24(c)

.........

142

74,550,000‌

5,680‌

S&P

500

Index,

October

Strike

Price

$5,500,

Expires

10/07/24(c)

.........

591

325,050,000‌

109,335‌

S&P

500

Index,

October

Strike

Price

$5,300,

Expires

10/09/24(c)

.........

151

80,030,000‌

26,047‌

S&P

500

Index,

October

Strike

Price

$5,290,

Expires

10/11/24(c)

.........

122

64,538,000‌

35,075‌

SPDR

Gold

Shares,

October

Strike

Price

$220,

Expires

10/03/24(c)

.......

6,290

138,380,000‌

12,580‌

SPDR

Gold

Shares,

October

Strike

Price

$225,

Expires

10/04/24(c)

.......

4,916

110,610,000‌

12,290‌

SPDR

Gold

Shares,

October

Strike

Price

$220,

Expires

10/11/24(c)

.......

3,095

68,090,000‌

18,570‌

SPDR

Gold

Shares,

October

Strike

Price

$225,

Expires

10/11/24(c)

.......

4,169

93,802,500‌

41,690‌

422,194‌

Total

Purchased

Options

(Cost

$940,855)

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

422,194‌

Total

Investments

–

100.1%

(Cost

$364,139,647)

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

$

363,822,393‌

Liabilities

in

Excess

of

Other

Assets

–

(0.1)%

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

(297,998‌)

Net

Assets

–

100.0%

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

$

363,524,395‌

Number

of

Contracts

Notional

Amount

Written

Options

–

(0.3)%

Puts

–

Exchange-Traded

–

(0.3)%

iShares

iBoxx

High

Yield

Corporate

Bond

ETF,

October

Strike

Price

$79,

Expires

10/18/24

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

(597)

$

(4,716,300‌)

$

(5,970‌)

iShares

iBoxx

High

Yield

Corporate

Bond

ETF,

October

Strike

Price

$79.5,

Expires

10/18/24

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

(6,356)

(50,530,200‌)

(123,942‌)

Nasdaq

100

Index,

October

Strike

Price

$18,300,

Expires

10/03/24

........

(33)

(60,390,000‌)

(2,805‌)

Nasdaq

100

Index,

October

Strike

Price

$18,750,

Expires

10/04/24

........

(31)

(58,125,000‌)

(5,425‌)

Nasdaq

100

Index,

October

Strike

Price

$19,000,

Expires

10/09/24

........

(38)

(72,200,000‌)

(78,660‌)

Simplify

Enhanced

Income

ETF

Schedule

of

Investments

(Continued)

September

30,

2024

(Unaudited)

2

††

The

percentage

shown

for

each

investment

category

is

the

total

value

of

investments

in

that

category

as

a

percentage

of

the

net

assets

of

the

Fund.

The

table

depicts

the

Fund's

investments

but

may

not

represent

the

Fund's

market

exposure

to

certain

derivatives,

if

any,

which

are

included

in

Liabilities

in

Excess

of

Other

Assets.

Number

of

Contracts

Notional

Amount

Value

Nasdaq

100

Index,

October

Strike

Price

$19,000,

Expires

10/11/24

........

(28)

$

(53,200,000‌)

$

(102,900‌)

Russell

2000

Index,

October

Strike

Price

$2,090,

Expires

10/03/24

........

(302)

(63,118,000‌)

(9,060‌)

Russell

2000

Index,

October

Strike

Price

$2,115,

Expires

10/04/24

........

(331)

(70,006,500‌)

(45,513‌)

Russell

2000

Index,

October

Strike

Price

$2,080,

Expires

10/09/24

........

(365)

(75,920,000‌)

(66,613‌)

Russell

2000

Index,

October

Strike

Price

$2,100,

Expires

10/11/24

........

(284)

(59,640,000‌)

(133,480‌)

S&P

500

Index,

October

Strike

Price

$5,375,

Expires

10/03/24

...........

(130)

(69,875,000‌)

(1,950‌)

S&P

500

Index,

October

Strike

Price

$5,480,

Expires

10/04/24

...........

(142)

(77,816,000‌)

(12,425‌)

S&P

500

Index,

October

Strike

Price

$5,300,

Expires

10/07/24

...........

(591)

(313,230,000‌)

(45,802‌)

S&P

500

Index,

October

Strike

Price

$5,515,

Expires

10/09/24

...........

(151)

(83,276,500‌)

(68,705‌)

S&P

500

Index,

October

Strike

Price

$5,520,

Expires

10/11/24

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

(122)

(67,344,000‌)

(103,090‌)

SPDR

Gold

Shares,

October

Strike

Price

$227,

Expires

10/03/24

.........

(6,290)

(142,783,000‌)

(25,160‌)

SPDR

Gold

Shares,

October

Strike

Price

$234,

Expires

10/04/24

.........

(4,916)

(115,034,400‌)

(61,450‌)

SPDR

Gold

Shares,

October

Strike

Price

$234,

Expires

10/11/24

.........

(7,264)

(169,977,600‌)

(297,824‌)

(1,190,774‌)

Total

Written

Options

(Premiums

Received

$2,774,831)

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

$

(1,190,774‌)

(a)

Represents

a

zero

coupon

bond.

Rate

shown

reflects

the

effective

yield.

(b)

Securities

with

an

aggregate

market

value

of

$78,009,530

have

been

pledged

as

collateral

for

options

as

of

September

30,

2024.

(c)

Held

in

connection

with

Written

Options.

Summary

of

Investment

Type††

Investment

Categories

%

of

Net

Assets

U.S.

Treasury

Bills

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

100.0‌%

Purchased

Options

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

0.1‌%

Total

Investments

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

100.1‌%

Liabilities

in

Excess

of

Other

Assets

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

(0.1‌)%

Net

Assets

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

100.0‌%