| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| United States Treasury Inflation Indexed Bonds | 3.58 mm | 5.10 mm principal | 22.93 | Debt | Long | USA |
| TYA Simplify Risk Parity Treasury ETF | 2.05 mm | 94.67 k shares | 13.14 | Common equity | Long | USA |
| TYA Simplify Risk Parity Treasury ETF | 1.79 mm | 75.51 k shares | 11.49 | Common equity | Long | USA |
| TYA Simplify Risk Parity Treasury ETF | 1.41 mm | 54.12 k shares | 9.02 | Common equity | Long | USA |
| TYA Simplify Risk Parity Treasury ETF | 1.29 mm | 55.93 k shares | 8.24 | Common equity | Long | USA |
| TYA Simplify Risk Parity Treasury ETF | 1.22 mm | 39.22 k shares | 7.82 | Common equity | Long | USA |
| IAU iShares Gold Trust | 1.10 mm | 22.09 k shares | 7.04 | Common equity | Long | USA |
| Three-Month SOFR | 1.00 mm | 400.00 contracts | 6.41 | Interest rate derivative | N/A | USA |
| United States Treasury Bill | 937.66 k | 950.00 k principal | 6.01 | Debt | Long | USA |
| TYA Simplify Risk Parity Treasury ETF | 898.03 k | 31.52 k shares | 5.76 | Common equity | Long | USA |
| TYA Simplify Risk Parity Treasury ETF | 872.32 k | 31.52 k shares | 5.59 | Common equity | Long | USA |
| TYA Simplify Risk Parity Treasury ETF | 330.25 k | 22.98 k shares | 2.12 | Common equity | Long | USA |
|
FIDELITY INV MMTRSY 1 680
|
269.41 k | 269.41 k shares | 1.73 | Common equity | Long | USA |
|
CURRENCY CONTRACT - ZAR
BNY MELLON CAPITAL MARKETS, LLC
|
38.48 k | 1.00 contracts | 0.25 | DFE | N/A | USA |
|
CURRENCY CONTRACT - AUD
Nomura Securities International, Inc.
|
30.60 k | 1.00 contracts | 0.20 | DFE | N/A | USA |
|
CURRENCY CONTRACT - BRL
BNY MELLON CAPITAL MARKETS, LLC
|
26.47 k | 1.00 contracts | 0.17 | DFE | N/A | USA |
|
CURRENCY CONTRACT - MXN
BNY MELLON CAPITAL MARKETS, LLC
|
16.54 k | 1.00 contracts | 0.11 | DFE | N/A | USA |
|
CURRENCY CONTRACT - JPY
Nomura Securities International, Inc.
|
11.31 k | 1.00 contracts | 0.07 | DFE | N/A | USA |
|
CURRENCY CONTRACT - USD
The Bank of New York Mellon
|
8.54 k | 1.00 contracts | 0.05 | DFE | N/A | USA |
|
CURRENCY CONTRACT - USD
Nomura Securities International, Inc.
|
5.14 k | 1.00 contracts | 0.03 | DFE | N/A | USA |
|
CURRENCY CONTRACT - USD
Nomura Securities International, Inc.
|
5.08 k | 1.00 contracts | 0.03 | DFE | N/A | USA |
|
CURRENCY CONTRACT - USD
Nomura Securities International, Inc.
|
3.60 k | 1.00 contracts | 0.02 | DFE | N/A | USA |
|
CURRENCY CONTRACT - CAD
Nomura Securities International, Inc.
|
3.28 k | 1.00 contracts | 0.02 | DFE | N/A | USA |
|
CURRENCY CONTRACT - NZD
Nomura Securities International, Inc.
|
3.04 k | 1.00 contracts | 0.02 | DFE | N/A | USA |
|
CURRENCY CONTRACT - USD
Nomura Securities International, Inc.
|
2.58 k | 1.00 contracts | 0.02 | DFE | N/A | USA |
|
CURRENCY CONTRACT - NOK
Nomura Securities International, Inc.
|
1.78 k | 1.00 contracts | 0.01 | DFE | N/A | USA |
|
CURRENCY CONTRACT - USD
BNY MELLON CAPITAL MARKETS, LLC
|
1.75 k | 1.00 contracts | 0.01 | DFE | N/A | USA |
| S&P 500 INDEX | 375.00 | 50.00 contracts | 0.00 | Equity derivative | N/A | USA |
| S&P 500 INDEX | -250.00 | -50.00 contracts | -0.00 | Equity derivative | N/A | USA |
|
CURRENCY CONTRACT - BRL
BNY MELLON CAPITAL MARKETS, LLC
|
-539.34 | 1.00 contracts | -0.00 | DFE | N/A | USA |
|
CURRENCY CONTRACT - USD
BNY MELLON CAPITAL MARKETS, LLC
|
-1.52 k | 1.00 contracts | -0.01 | DFE | N/A | USA |
|
CURRENCY CONTRACT - USD
BNY MELLON CAPITAL MARKETS, LLC
|
-2.32 k | 1.00 contracts | -0.01 | DFE | N/A | USA |
|
CURRENCY CONTRACT - SEK
Nomura Securities International, Inc.
|
-2.37 k | 1.00 contracts | -0.02 | DFE | N/A | USA |
|
CURRENCY CONTRACT - GBP
Nomura Securities International, Inc.
|
-2.48 k | 1.00 contracts | -0.02 | DFE | N/A | USA |
|
CURRENCY CONTRACT - USD
Nomura Securities International, Inc.
|
-2.84 k | 1.00 contracts | -0.02 | DFE | N/A | USA |
|
CURRENCY CONTRACT - USD
BNY MELLON CAPITAL MARKETS, LLC
|
-3.05 k | 1.00 contracts | -0.02 | DFE | N/A | USA |
|
CURRENCY CONTRACT - USD
Nomura Securities International, Inc.
|
-3.20 k | 1.00 contracts | -0.02 | DFE | N/A | USA |
|
CURRENCY CONTRACT - USD
Nomura Securities International, Inc.
|
-3.34 k | 1.00 contracts | -0.02 | DFE | N/A | USA |
|
CURRENCY CONTRACT - USD
Nomura Securities International, Inc.
|
-3.46 k | 1.00 contracts | -0.02 | DFE | N/A | USA |
|
CURRENCY CONTRACT - COP
BNY MELLON CAPITAL MARKETS, LLC
|
-3.48 k | 1.00 contracts | -0.02 | DFE | N/A | USA |
|
CURRENCY CONTRACT - USD
Nomura Securities International, Inc.
|
-4.26 k | 1.00 contracts | -0.03 | DFE | N/A | USA |
|
CURRENCY CONTRACT - GBP
Nomura Securities International, Inc.
|
-4.53 k | 1.00 contracts | -0.03 | DFE | N/A | USA |
|
CURRENCY CONTRACT - CAD
Nomura Securities International, Inc.
|
-4.76 k | 1.00 contracts | -0.03 | DFE | N/A | USA |
|
CURRENCY CONTRACT - COP
BNY MELLON CAPITAL MARKETS, LLC
|
-7.49 k | 1.00 contracts | -0.05 | DFE | N/A | USA |
|
CURRENCY CONTRACT - USD
Nomura Securities International, Inc.
|
-9.20 k | 1.00 contracts | -0.06 | DFE | N/A | USA |
|
CURRENCY CONTRACT - JPY
Nomura Securities International, Inc.
|
-9.48 k | 1.00 contracts | -0.06 | DFE | N/A | USA |
|
CURRENCY CONTRACT - USD
BNY MELLON CAPITAL MARKETS, LLC
|
-9.55 k | 1.00 contracts | -0.06 | DFE | N/A | USA |
|
CURRENCY CONTRACT - USD
Nomura Securities International, Inc.
|
-22.26 k | 1.00 contracts | -0.14 | DFE | N/A | USA |
|
CURRENCY CONTRACT - USD
BNY MELLON CAPITAL MARKETS, LLC
|
-22.69 k | 1.00 contracts | -0.15 | DFE | N/A | USA |
| THREE-MONTH SOFR | -467.50 k | -400.00 contracts | -3.00 | Interest rate derivative | N/A | USA |
