Simplify Risk Parity Treasury ETF (TYA) NPORT-P Simplify Volt RoboCar Disruption and Tech ETF (Sep 2024 report)

Simplify

Volt

RoboCar

Disruption

and

Tech

ETF

Schedule

of

Investments

September

30,

2024

(Unaudited)

1

Shares

Value

Common

Stocks

–

88.6%

Communication

Services

–

8.5%

Alphabet,

Inc.,

Class

C

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

1,268

$

211,997‌

Meta

Platforms,

Inc.,

Class

A

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

271

155,131‌

Netflix,

Inc.*

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

83

58,869‌

Walt

Disney

Co.

(The)

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

458

44,055‌

470,052‌

Consumer

Discretionary

–

13.6%

Amazon.com,

Inc.*

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

1,185

220,801‌

BYD

Co.

Ltd.,

ADR

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

344

24,410‌

Lucid

Group,

Inc.*

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

1,245

4,395‌

NIO,

Inc.,

ADR*

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

1,261

8,423‌

Rivian

Automotive,

Inc.,

Class

A*

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

700

7,854‌

Sonder

Holdings,

Inc.*

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

7,667

35,882‌

Tesla,

Inc.*

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

1,720

450,004‌

751,769‌

Consumer

Staples

–

0.8%

Coca-Cola

Co.

(The)

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

107

7,689‌

Costco

Wholesale

Corp.

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

43

38,120‌

45,809‌

Financials

–

8.0%

American

Express

Co.

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

22

5,966‌

Block,

Inc.*

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

2,947

197,832‌

Fiserv,

Inc.*

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

48

8,623‌

Lemonade,

Inc.*

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

13,530

223,110‌

Moody's

Corp

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

16

7,594‌

443,125‌

Industrials

–

0.5%

FANUC

Corp.,

ADR

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

1,007

14,712‌

Paychex,

Inc.

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

86

11,541‌

26,253‌

Information

Technology

–

55.4%

Adobe,

Inc.*

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

8

4,142‌

Advanced

Micro

Devices,

Inc.*

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

3,586

588,391‌

Amkor

Technology,

Inc.

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

753

23,042‌

Analog

Devices

Inc

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

505

116,236‌

ANSYS,

Inc.*

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

28

8,922‌

Apple,

Inc.

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

997

232,301‌

Arbe

Robotics

Ltd*

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

5,678

10,845‌

ASML

Holding

NV

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

250

208,312‌

Aurora

Innovation,

Inc.*

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

9,180

54,346‌

Autodesk

Inc

*

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

83

22,865‌

Camtek

Ltd.

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

585

46,712‌

Crowdstrike

Holdings,

Inc.,

Class

A*

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

83

23,279‌

Datadog

,

Inc.,

Class

A*

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

6

690‌

GLOBALFOUNDRIES,

Inc.*(a)

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

316

12,719‌

HP,

Inc.

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

289

10,366‌

Intel

Corp.

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

1,739

40,797‌

KLA

Corp

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

44

34,074‌

Lam

Research

Corp.

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

40

32,643‌

Marvell

Technology,

Inc.

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

322

23,223‌

Simplify

Volt

RoboCar

Disruption

and

Tech

ETF

Schedule

of

Investments

(Continued)

September

30,

2024

(Unaudited)

2

Shares

Value

Common

Stocks

(continued)

Information

Technology

(continued)

Microchip

Technology

Inc

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

169

$

13,569‌

Micron

Technology,

Inc.

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

391

40,551‌

Microsoft

Corp

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

619

266,356‌

NVIDIA

Corp.

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

9,734

1,182,097‌

NXP

Semiconductors

NV

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

88

21,121‌

Palo

Alto

Networks

Inc

*

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

5

1,709‌

Synopsys,

Inc.*

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

49

24,813‌

Taiwan

Semiconductor

Manufacturing

Co.

Ltd.,

ADR

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

47

8,162‌

Texas

Instruments,

Inc.

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

60

12,394‌

VeriSign,

Inc.*

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

51

9,688‌

3,074,365‌

Materials

–

1.8%

Albemarle

Corp.

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

97

9,187‌

BHP

Group

Ltd.,

ADR

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

314

19,503‌

Glencore

PLC,

ADR*

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

1,714

19,625‌

Rio

Tinto

PLC,

ADR

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

291

20,711‌

Sociedad

Quimica

y

Minera

de

Chile

SA,

ADR

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

296

12,337‌

Talon

Metals

Corp.*

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

56,046

3,923‌

Vale

SA,

ADR

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

1,344

15,698‌

100,984‌

Total

Common

Stocks

(Cost

$3,032,379)

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

4,912,357‌

Number

of

Contracts

Notional

Amount

Purchased

Options

–

5.9%

Puts

–

Exchange-Traded

–

1.1%

S&P

500

Index,

October

Strike

Price

$5,500,

Expires

10/07/24(b)

.........

9

$

4,950,000‌

$

1,665‌

S&P

500

Index,

October

Strike

Price

$4,720,

Expires

10/18/24(b)

.........

24

11,328,000‌

4,860‌

S&P

500

Index,

November

Strike

Price

$4,720,

Expires

11/15/24(b)

.......

19

8,968,000‌

15,200‌

S&P

500

Index,

December

Strike

Price

$4,850,

Expires

12/20/24(b)

.......

17

8,245,000‌

37,315‌

59,040‌

Calls

–

Exchange-Traded

–

4.8%

Tesla,

Inc.,

March

Strike

Price

$435,

Expires

3/21/25

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

100

$

4,350,000‌

$

77,000‌

Tesla,

Inc.,

June

Strike

Price

$440,

Expires

6/18/26

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

50

2,200,000‌

191,875‌

268,875‌

Total

Purchased

Options

(Cost

$236,977)

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

327,915‌

Shares

Money

Market

Funds

–

6.3%

Fidelity

Investments

Money

Market

Treasury

Only

Portfolio

-

Class

I,

4.92%(c)

(Cost

$350,888)

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

350,888

350,888‌

Total

Investments

–

100.8%

(Cost

$3,620,244)

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

$

5,591,160‌

Liabilities

in

Excess

of

Other

Assets

–

(0.8)%

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

(42,524‌)

Net

Assets

–

100.0%

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

$

5,548,636‌

Simplify

Volt

RoboCar

Disruption

and

Tech

ETF

Schedule

of

Investments

(Continued)

September

30,

2024

(Unaudited)

3

††

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

Written

Options

–

(0.7)%

Puts

–

Exchange-Traded

–

(0.7)%

S&P

500

Index,

October

Strike

Price

$5,300,

Expires

10/07/24

...........

(9)

$

(4,770,000‌)

$

(698‌)

S&P

500

Index,

October

Strike

Price

$4,440,

Expires

10/18/24

...........

(24)

(10,656,000‌)

(3,420‌)

S&P

500

Index,

November

Strike

Price

$4,450,

Expires

11/15/24

..........

(19)

(8,455,000‌)

(10,260‌)

S&P

500

Index,

December

Strike

Price

$4,575,

Expires

12/20/24

.........

(17)

(7,777,500‌)

(24,735‌)

(39,113‌)

Total

Written

Options

(Premiums

Received

$79,528)

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

$

(39,113‌)

*

Non

Income

Producing

(a)

Securities

with

an

aggregate

market

value

of

$1,578,744

have

been

pledged

as

collateral

for

options

as

of

September

30,

2024.

(b)

Held

in

connection

with

Written

Options.

(c)

Rate

shown

reflects

the

7-day

yield

as

of

September

30,

2024.

ADR

:

American

Depositary

Receipt

Summary

of

Investment

Type††

Investment

Categories

%

of

Net

Assets

Common

Stocks

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

88.6‌%

Purchased

Options

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

5.9‌%

Money

Market

Funds

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

6.3‌%

Total

Investments

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

100.8‌%

Liabilities

in

Excess

of

Other

Assets

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

(0.8‌)%

Net

Assets

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

100.0‌%