0001752724-24-124956.txt : 20240529 0001752724-24-124956.hdr.sgml : 20240529 20240529104929 ACCESSION NUMBER: 0001752724-24-124956 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20240328 FILED AS OF DATE: 20240529 DATE AS OF CHANGE: 20240529 PERIOD START: 20240630 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Simplify Exchange Traded Funds CENTRAL INDEX KEY: 0001810747 ORGANIZATION NAME: IRS NUMBER: 851887571 FISCAL YEAR END: 0630 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-23570 FILM NUMBER: 24995115 BUSINESS ADDRESS: STREET 1: 222 BROADWAY STREET 2: 22ND FLOOR CITY: NEW YORK STATE: NY ZIP: 10038 BUSINESS PHONE: 646-741-2438 MAIL ADDRESS: STREET 1: 222 BROADWAY STREET 2: 22ND FLOOR CITY: NEW YORK STATE: NY ZIP: 10038 0001810747 S000073925 Simplify Hedged Equity ETF C000231201 Simplify Hedged Equity ETF HEQT NPORT-P 1 primary_doc.xml NPORT-P false 0001810747 XXXXXXXX S000073925 C000231201 Simplify Exchange Traded Funds 811-23570 0001810747 549300LDDEMEUCZQEO55 222 Broadway 22/F New York 10038 646-741-2438 Simplify Hedged Equity ETF S000073925 549300GQLKCUCWQDC723 2024-06-30 2024-03-28 N 338973626.80 8702258.65 330271368.15 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.01000000 N Carve Out - YN_470245 CO_YN_470245 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 S&P 500 INDEX 000000000 -3.00000000 NC USD -180.00000000 -0.00005450063 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Written STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 3820.00000000 USD 2024-04-19 XXXX 1290.92000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 S&P 500 INDEX 000000000 210.00000000 NC USD 37800.00000000 0.011445133803 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 4540.00000000 USD 2024-04-19 XXXX -502384.06000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 S&P 500 INDEX 000000000 -3.00000000 NC USD -75975.00000000 -0.02300381060 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Written STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 5020.00000000 USD 2024-04-19 XXXX -51461.08000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 S&P 500 INDEX 000000000 214.00000000 NC USD 595990.00000000 0.180454637451 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 4875.00000000 USD 2024-06-21 XXXX -406947.54000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 S&P 500 INDEX 000000000 -214.00000000 NC USD -126260.00000000 -0.03822916915 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Written STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 4110.00000000 USD 2024-06-21 XXXX 89523.46000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 S&P 500 INDEX 000000000 -210.00000000 NC USD -5318250.00000000 -1.61026674210 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Written STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 5020.00000000 USD 2024-04-19 XXXX -3463628.06000000 N N N iShares Core S&P 500 ETF 5493007M4YMN8XL48C14 iShares Core S&P 500 ETF 464287200 640989.00000000 NS USD 336987146.97000000 102.0334123595 Long EC RF US N 1 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 S&P 500 INDEX 000000000 -213.00000000 NC USD -1574070.00000000 -0.47659898852 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Written STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 5310.00000000 USD 2024-05-17 XXXX -790719.43000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 S&P 500 INDEX 000000000 3.00000000 NC USD 540.00000000 0.000163501911 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 4540.00000000 USD 2024-04-19 XXXX -6176.08000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 S&P 500 INDEX 000000000 213.00000000 NC USD 199155.00000000 0.060300413298 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 4775.00000000 USD 2024-05-17 XXXX -666756.21000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 S&P 500 INDEX 000000000 -213.00000000 NC USD -47392.50000000 -0.01434956359 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Written STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 4020.00000000 USD 2024-05-17 XXXX 124994.17000000 N N N FIDELITY INV MMTRSY 1 680 N/A FIDELITY INV MMTRSY 1 680 000000000 918535.24000000 NS USD 918535.24000000 0.278115310190 Long EC CORP US N 1 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 S&P 500 INDEX 000000000 -214.00000000 NC USD -1392070.00000000 -0.42149278873 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Written STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 5425.00000000 USD 2024-06-21 XXXX -353008.53000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 S&P 500 INDEX 000000000 -210.00000000 NC USD -12600.00000000 -0.00381504460 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Written STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 3820.00000000 USD 2024-04-19 XXXX 100969.37000000 N N N 2024-05-24 Simplify Exchange Traded Funds Paul Kim Paul Kim Trustee, President and Treasurer XXXX NPORT-EX 2 470245SIMPLIFY033124.htm
Simplify
Hedged
Equity
ETF
Schedule
of
Investments
March
31,
2024
(Unaudited)
1
Shares
Value
Exchange-Traded
Funds
–
102.0%
Equity
Funds
–
102.0%
iShares
Core
S&P
500
ETF(a)(b)
(Cost
$302,502,442)
.....................................................
640,989
$
336,987,147‌
Number
of
Contracts
Notional
Amount
Purchased
Options
–
0.3%
Puts
–
Exchange-Traded
–
0.3%
S&P
500
Index,
April
Strike
Price
$4,540,
Expires
4/19/24
...............
213
$
96,702,000‌
38,340‌
S&P
500
Index,
May
Strike
Price
$4,775,
Expires
5/17/24
...............
213
101,707,500‌
199,155‌
S&P
500
Index,
June
Strike
Price
$4,875,
Expires
6/21/24
...............
214
104,325,000‌
595,990‌
833,485‌
Total
Purchased
Options
(Cost
$2,415,749)
...........................................
833,485‌
Shares
Money
Market
Funds
–
0.3%
Fidelity
Investments
Money
Market
Treasury
Only
Portfolio
-
Class
I,
5.20%(c)
(Cost
$918,535)
.........................................................
918,535
918,535‌
Total
Investments
–
102.6%
(Cost
$305,836,726)
...........................................................
$
338,739,167‌
Liabilities
in
Excess
of
Other
Assets
–
(2.6)%
.........................................
(8,467,799‌)
Net
Assets
–
100.0%
............................................................
$
330,271,368‌
Number
of
Contracts
Notional
Amount
Written
Options
–
(2.6)%
Calls
–
Exchange-Traded
–
(2.5)%
S&P
500
Index,
April
Strike
Price
$5,020,
Expires
4/19/24
...............
(213)
$
(106,926,000‌)
$
(5,394,225‌)
S&P
500
Index,
May
Strike
Price
$5,310,
Expires
5/17/24
...............
(213)
(113,103,000‌)
(1,574,070‌)
S&P
500
Index,
June
Strike
Price
$5,425,
Expires
6/21/24
...............
(214)
(116,095,000‌)
(1,392,070‌)
(8,360,365‌)
Puts
–
Exchange-Traded
–
(0.1)%
S&P
500
Index,
April
Strike
Price
$3,820,
Expires
4/19/24
...............
(213)
$
(81,366,000‌)
$
(12,780‌)
S&P
500
Index,
May
Strike
Price
$4,020,
Expires
5/17/24
...............
(213)
(85,626,000‌)
(47,393‌)
S&P
500
Index,
June
Strike
Price
$4,110,
Expires
6/21/24
...............
(214)
(87,954,000‌)
(126,260‌)
(186,433‌)
Total
Written
Options
(Premiums
Received
$4,204,759)
.................................
$
(8,546,798‌)
(a)
A
copy
of
the
security's
annual
report
to
shareholders
may
be
obtained
without
charge
at
www.ishares.com.
(b)
Securities
with
an
aggregate
market
value
of
$228,177,335
have
been
pledged
as
collateral
for
options
as
of
March
31,
2024.
(c)
Rate
shown
reflects
the
7-day
yield
as
of
March
31,
2024.
Simplify
Hedged
Equity
ETF
Schedule
of
Investments
(Continued)
March
31,
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.
Summary
of
Investment
Type††
Industry
%
of
Net
Assets
Exchange-Traded
Funds
...........................................................................
102.0‌%
Purchased
Options
...............................................................................
0.3‌%
Money
Market
Funds
.............................................................................
0.3‌%
Total
Investments
................................................................................
102.6‌%
Liabilities
in
Excess
of
Other
Assets
..................................................................
(2.6‌)%
Net
Assets
.....................................................................................
100.0‌%