Simplify Risk Parity Treasury ETF NPORTP Simplify US Equity PLUS Downside Convexity ETF (Sep 2024 report)

Simplify

Equity

PLUS

Downside

Convexity

ETF

Schedule

Investments

September

30,

2024

(Unaudited)

Value

Exchange-Traded

Funds

–

99.5%

Equity

Funds

–

99.5%

iShares

Core

S&P

500

ETF(a)(b)

(Cost

$81,909,950)

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

167,118

96,397,005‌

Number

Contracts

Notional

Amount

Purchased

Options

–

1.1%

Puts

–

Exchange-Traded

–

1.1%

S&P

500

Index,

October

Strike

Price

$5,500,

Expires

10/07/24(c)

.........

135

74,250,000‌

24,975‌

S&P

500

Index,

October

Strike

Price

$4,720,

Expires

10/18/24(c)

.........

523

246,856,000‌

105,908‌

S&P

500

Index,

November

Strike

Price

$4,720,

Expires

11/15/24(c)

........

326

153,872,000‌

260,800‌

S&P

500

Index,

December

Strike

Price

$4,850,

Expires

12/20/24(c)

.......

286

138,710,000‌

627,770‌

1,019,453‌

Total

Purchased

Options

(Cost

$2,262,421)

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

1,019,453‌

Money

Market

Funds

–

0.0%†

Fidelity

Investments

Money

Market

Treasury

Only

Portfolio

Class

4.92%(d)

(Cost

$41,267)

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

41,267

41,267‌

Total

Investments

–

100.6%

(Cost

$84,213,638)

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

97,457,725‌

Liabilities

Excess

Other

Assets

–

(0.6)%

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

(598,437‌)

Net

Assets

–

100.0%

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

96,859,288‌

Number

Contracts

Notional

Amount

Written

Options

–

(0.7)%

Puts

–

Exchange-Traded

–

(0.7)%

S&P

500

Index,

October

Strike

Price

$5,300,

Expires

10/07/24

...........

(135)

(71,550,000‌)

(10,463‌)

S&P

500

Index,

October

Strike

Price

$4,440,

Expires

10/18/24

...........

(523)

(232,212,000‌)

(74,528‌)

S&P

500

Index,

November

Strike

Price

$4,450,

Expires

11/15/24

..........

(326)

(145,070,000‌)

(176,040‌)

S&P

500

Index,

December

Strike

Price

$4,575,

Expires

12/20/24

.........

(286)

(130,845,000‌)

(416,130‌)

(677,161‌)

Total

Written

Options

(Premiums

Received

$1,466,396)

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

(677,161‌)

†

Less

than

0.05%

(a)

copy

the

security's

annual

report

shareholders

may

obtained

without

charge

www.ishares.com.

(b)

Securities

with

aggregate

market

value

$34,609,200

have

been

pledged

collateral

for

options

September

30,

2024.

(c)

Held

connection

with

Written

Options.

(d)

Rate

shown

reflects

the

7-day

yield

September

30,

2024.

Simplify

Equity

PLUS

Downside

Convexity

ETF

Schedule

Investments

(Continued)

September

30,

2024

(Unaudited)

††

The

percentage

shown

for

each

investment

Simplify Risk Parity Treasury ETF (TYA) NPORT-PSimplify US Equity PLUS Downside Convexity ETF (Sep 2024 report)