Simplify Risk Parity Treasury ETF NPORTP Simplify Wolfe US Equity 150/50 ETF (Sep 2024 report)

Simplify

Wolfe

Equity

150/50

ETF

Consolidated

Schedule

Investments

September

30,

2024

(Unaudited)

††

The

percentage

shown

for

each

investment

Categories

Net

Assets

U.S.

Treasury

Bills

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

98.2‌%

Money

Market

Funds

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

1.4‌%

Total

Investments

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

99.6‌%

Other

Assets

Excess

Liabilities

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

0.4‌%

Net

Assets

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

100.0‌%

September

30,

2024,

over

the

counter

total

return

swap

contracts

outstanding

were

follows:

Reference

Obligation/Index

Termination

Date(a)

Financing

Rate

Paid

(Received)

the

Fund

Counterparty

Notional

Amount

Unrealized

Appreciation/

(Depreciation)(b)

NMSWULTRS*

12/31/2049

4.83%

(EFFR+0.00)(c)

NOM

3,751,860

14,515‌

NMSWUSTRS*

12/31/2049

4.83%

(EFFR+0.00)(c)

NOM

(1,249,386)

(4,558‌)

9,957‌

The

components

the

basket

shown

below.

(c)

Payments

made

quarterly.

Abbreviations:

EFFR

Effective

Federal

Funds

Rate

NOM

Nomura

International

Simplify

Wolfe

Equity

150/50

ETF

Consolidated

Schedule

Investments

(Continued)

September

30,

2024

(Unaudited)

The

following

table

shows

the

top

positions

and

Unrealized

Appreciation/(Depreciation)

the

securities

within

the

NMSWUSTRS

basket.

Unrealized

Appreciation/

(Depreciation)

basket

Common

Stocks

Communications

Palo

Alto

Networks,

Inc.

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

(75)

(93‌)

2.05%

Zillow

Group,

Inc.,

Class

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

(240)

(56‌)

1.22%

(149‌)

Consumer,

Cyclical

Aramark

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

(378)

(53‌)

1.17%

AutoNation,

Inc.

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

(76)

(49‌)

1.08%

Caesars

Entertainment,

Inc.

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

(334)

(51‌)

1.11%

MGM

Resorts

International

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

(1,054)

(150‌)

3.28%

Norwegian

Cruise

Line

Holdings

Ltd.

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

(535)

(40‌)

0.88%

Penn

Entertainment,

Inc.

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

(814)

(56‌)

1.22%

SharkNinja

Inc.

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

(95)

(37‌)

0.82%

Walgreens

Boots

Alliance,

Inc.

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

(2,037)

(66‌)

1.46%

Whirlpool

Corp.

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

(174)

(68‌)

1.49%

(570‌)

Consumer,

Non-cyclical

elf

Beauty,

Inc.

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

(137)

(54‌)

1.19%

Exact

Sciences

Corp.

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

(289)

(72‌)

1.57%

Incyte

Corp.

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

(434)

(104‌)

2.28%

Smucker

Co.(The)

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

(198)

(87‌)

1.91%

Molson

Coors

Beverage

Co.,

Class

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

(412)

(86‌)

1.89%

Global,

Inc.

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

(153)

(45‌)

0.98%

Roivant

Sciences

Ltd.

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

(1,146)

(48‌)

1.05%

Vertex

Pharmaceuticals,

Inc.

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

(80)

(135‌)

2.97%

Zimmer

Biomet

Holdings,

Inc.

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

(272)

(107‌)

2.34%

(738‌)

Energy

Diamondback

Energy,

Inc.

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

(269)

(168‌)

3.69%

Midstream,

Inc.

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

(133)

(38‌)

0.83%

Williams

Cos.,

Inc.

(The)

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

(727)

(121‌)

2.65%

(327‌)

Financial

Annaly

Capital

Management,

Inc.

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

(494)

(36‌)

0.79%

Arch

Capital

Group

Ltd.

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

(160)

(65‌)

1.42%

Chubb

Ltd.

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

(74)

(78‌)

1.71%

Pinnacle

Financial

Partners,

Inc.

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

(106)

(38‌)

0.83%

RenaissanceRe

Holdings

Ltd.

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

(65)

(64‌)

1.42%

Rexford

Industrial

Realty,

Inc.

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

(330)

(60‌)

1.32%

Vornado

Realty

Trust

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

(437)

(63‌)

1.37%

(404‌)

Industrial

A.O.

Smith

Corp.

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

(202)

(66‌)

1.44%

Berry

Global

Group,

Inc.

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

(159)

(39‌)

0.86%

Boeing

Co.(The)

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

(127)

(71‌)

1.55%

Carrier

Global

Corp.

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

(292)

(85‌)

1.87%

CNH

Industrial

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

(1,005)

(41‌)

0.89%

Dover

Corp.

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

(190)

(132‌)

2.90%

Simplify

Wolfe

Equity

150/50

ETF

Consolidated

Schedule

Investments

(Continued)

September

30,

2024

(Unaudited)

Unrealized

Appreciation/

(Depreciation)

basket

Common

Stocks

(continued)

Industrial

(continued)

Honeywell

International,

Inc.

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

(64)

(48‌)

1.05%

Kirby

Corp.

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

(87)

(38‌)

0.84%

L3Harris

Technologies,

Inc.

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

(174)

(151‌)

3.31%

Regal

Rexnord

Corp.

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

(112)

(67‌)

1.48%

(738‌)

Technology

Akamai

Technologies,

Inc.

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

(142)

(52‌)

1.14%

International

Business

Machine

Corp.

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

(147)

(118‌)

2.59%

Lumentum

Holdings,

Inc.

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

(252)

(58‌)

1.27%

Tyler

Technologies,

Inc.

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

(42)

(89‌)

1.95%

Unity

Software,

Inc.

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

(917)

(75‌)

1.65%

Wolfspeed

Inc.

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

(1,712)

(60‌)

1.32%

(452‌)

Utilities

Essential

Utilities,

Inc.

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

(322)

(45‌)

0.99%

PG&E

Corp.

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

(848)

(61‌)

1.34%

Pinnacle

West

Capital

Corp.

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

(188)

(60‌)

1.32%

Sempra

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

(586)

(178‌)

3.91%

(344‌)

Other

Components

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

(8,376)

(836‌)

18.34%

Total

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

(4,558‌)

100.00%

The

following

table

shows

the

top

positions

and

Unrealized

Appreciation/(Depreciation)

the

securities

within

the

NMSWULTRS

basket.

Unrealized

Appreciation/

(Depreciation)

basket

Common

Stocks

Basic

Materials

Nucor

Corp.

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

256

148‌

1.02%

Communications

Alphabet,

Inc

Class

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

463

296‌

2.04%

Alphabet,

Inc.,

Class

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

393

253‌

1.74%

Arista

Networks,

Inc.

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

141

209‌

1.44%

Interpublic

Group

Cos.,

Inc.

(The)

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

876

106‌

0.74%

Motorola

Solutions,

Inc.

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

159‌

1.10%

Uber

Technologies,

Inc.

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

618

179‌

1.23%

Walt

Disney

Co.

(The)

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

299

111‌

0.76%

1,313‌

Consumer,

Cyclical

Bath

Body

Works

Inc

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

971

119‌

0.82%

Best

Buy

Co.,

Inc.

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

402

160‌

1.10%

Costco

Wholesale

Corp.

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

130‌

0.89%

NIKE,

Inc.,

Class

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

350

119‌

0.82%

Ralph

Lauren

Corp.

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

151

113‌

0.78%

TJX

Cos.,

Inc.

(The)

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

410

186‌

1.28%

Simplify

Wolfe

Equity

150/50

ETF

Consolidated

Schedule

Investments

(Continued)

September

30,

2024

(Unaudited)

Unrealized

Appreciation/

(Depreciation)

basket

Common

Stocks

(continued)

Consumer,

Cyclical

(continued)

Under

Armour

Inc.,

Class

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

3,208

110‌

0.76%

937‌

Consumer,

Non-cyclical

Agilent

Technologies,

Inc.

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

198

113‌

0.78%

Automatic

Data

Processing,

Inc.

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

197

210‌

1.45%

Cencora

Inc.

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

165

143‌

0.99%

Conagra

Brands,

Inc.

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

1,043

131‌

0.90%

Eli

Lilly

Co.

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

284‌

1.96%

Estee

Lauder

Cos.,

Inc.

(The),

Class

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

377

145‌

1.00%

Illumina,

Inc.

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

305

153‌

1.05%

Intuitive

Surgical,

Inc.

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

162‌

1.11%

Philip

Morris

International,

Inc.

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

220

103‌

0.71%

Sysco

Corp.

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

456

137‌

0.94%

UnitedHealth

Group,

Inc.

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

133‌

0.92%

Universal

Health

Services,

Inc.,

Class

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

150

132‌

0.91%

1,846‌

Energy

Halliburton

Co.

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

1,415

158‌

1.09%

Oneok

Inc.

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

315

111‌

0.76%

Targa

Resources

Corp.

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

202

115‌

0.80%

384‌

Financial

Allstate

Corp.

(The)

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

254

185‌

1.28%

Berkshire

Hathaway,

Inc.,

Class

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

115‌

0.79%

CBRE

Group,

Inc.,

Class

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

389

186‌

1.28%

Everest

Group

Ltd.

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

118‌

0.81%

Interactive

Brokers

Group

Inc.,

Class

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

196

105‌

0.72%

Mastercard

Inc.,

Class

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

115‌

0.79%

824‌

Industrial

Amphenol

Corp.,

Class

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

454

114‌

0.79%

Carlisle

Cos.,

Inc.

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

122‌

0.84%

Norfolk

Southern

Corp.

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

213

204‌

1.41%

Waste

Management,

Inc.

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

259

207‌

1.42%

647‌

Technology

Apple,

Inc.

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

516

463‌

3.19%

Applied

Materials,

Inc.

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

134

104‌

0.72%

Broadcom,

Inc.

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

311

206‌

1.42%

Lam

Research

Corp.

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

138‌

0.95%

Microsoft

Corp.

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

252

418‌

2.88%

Monolithic

Power

Systems,

Inc.

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

203‌

1.40%

NVIDIA

Corp.

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

1,432

670‌

4.61%

2,202‌

Simplify

Wolfe

Equity

150/50

ETF

Consolidated

Schedule

Investments

(Continued)

September

30,

2024

(Unaudited)

Unrealized

Appreciation/

(Depreciation)

basket

Common

Stocks

(continued)

Utilities

DTE

Energy

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

231

114‌

0.79%

Southern

Co.

(The)

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

474

165‌

1.13%

Wec

Energy

Group,

Inc.

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

477

176‌

1.22%

455‌

Other

Components

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

20,241

5,759‌

39.67%

Total

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

14,515‌

100.00%

Simplify Risk Parity Treasury ETF (TYA) NPORT-PSimplify Wolfe US Equity 150/50 ETF (Sep 2024 report)