0001752724-24-124983.txt : 20240529 0001752724-24-124983.hdr.sgml : 20240529 20240529105614 ACCESSION NUMBER: 0001752724-24-124983 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20240331 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: 24995209 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 S000082967 Simplify US Equity PLUS QIS ETF C000246390 Simplify US Equity PLUS QIS ETF SPQ NPORT-P 1 primary_doc.xml NPORT-P false 0001810747 XXXXXXXX S000082967 C000246390 Simplify Exchange Traded Funds 811-23570 0001810747 549300LDDEMEUCZQEO55 222 Broadway 22/F New York 10038 646-741-2438 Simplify US Equity PLUS QIS ETF S000082967 529900RP3K0NER6DIE75 2024-06-30 2024-03-31 N 3885998.15 245262.49 3640735.66 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 275008.85000000 N S&P 500 (Price) 500 Simplify Multi-Qis Alternative ETF 5493000ECD76VI8L4769 Simplify Multi-Qis Alternative ETF 82889N533 71600.00000000 NS USD 1817208.00000000 49.91320902435 Long EC RF US N 1 N N N iShares Core S&P 500 ETF 5493007M4YMN8XL48C14 iShares Core S&P 500 ETF 464287200 2770.00000000 NS USD 1456272.10000000 39.99939122193 Long EC RF US N 1 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 S&P500 EMINI 000000000 8.00000000 NC USD 33020.00000000 0.906959556629 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Long STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 2024-06-21 2090380.00000000 USD 33020.00000000 N N N TREASURY BILL 254900HROIFWPRGM1V77 United States Treasury Bill 912796ZW2 200000.00000000 PA USD 197683.78000000 5.429775695387 Long DBT UST US N 1 2024-06-20 None 0.00000000 N N N N N N 2024-05-24 Simplify Exchange Traded Funds Paul Kim Paul Kim Trustee, President and Treasurer XXXX NPORT-EX 2 888320SIMPLIFY033124.htm
Simplify
US
Equity
PLUS
QIS
ETF
Schedule
of
Investments
March
31,
2024
(Unaudited)
1
Shares
Value
Exchange-Traded
Funds
–
89.9%
Alternative
Funds
–
49.9%
Simplify
Multi-QIS
Alternative
ETF(a)(b)
........................................
71,600
$
1,817,208‌
Equity
Funds
–
40.0%
iShares
Core
S&P
500
ETF(c)
...............................................
2,770
1,456,272‌
Total
Exchange-Traded
Funds
(Cost
$3,066,079)
....................................
3,273,480‌
Principal
U.S.
Treasury
Bills
–
5.4%
U.S.
Treasury
Bill,
5.35%,
6/20/2024(d)
(Cost
$197,690)
.........................................................
$
200,000‌
197,684‌
Total
Investments
–
95.3%
(Cost
$3,263,769)
.............................................................
$
3,471,164‌
Other
Assets
in
Excess
of
Liabilities
–
4.7%
...........................................
169,572‌
Net
Assets
–
100.0%
............................................................
$
3,640,736‌
(a)
Affiliated
fund
managed
by
Simplify
Asset
Management
Inc.
(b)
A
copy
of
the
security's
annual
report
to
shareholders
may
be
obtained
without
charge
at
www.simplify.us.
(c)
A
copy
of
the
security's
annual
report
to
shareholders
may
be
obtained
without
charge
at
www.ishares.com.
(d)
Represents
a
zero
coupon
bond.
Rate
shown
reflects
the
effective
yield.
At
March
31,
2024,
open
futures
contracts
were
as
follows:
Number
of
Contracts
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
Long
position
contracts:
S&P
500
E-Mini
Future
............................
8
$
2,123,400‌
6/21/24
$
33,020‌
Affiliates
Fiscal
period
to
date
transactions
with
companies
which
are
or
were
affiliates
are
as
follows:
Affiliate
Value
at
beginning
of
the
period
Purchases
Cost
Sales
Proceeds
Net
Realized
Gain/(Loss)
Net
Change
in
Unrealized
Value
at
the
end
of
the
period
Number
of
Shares
at
the
end
of
the
period
Dividend
Income
Capital
Gain
Distributions
Simplify
Multi-QIS
Alternative
ETF
$
—
$
1,835,604
$
—
$
—
$
(18,396)
$
1,817,208
71,600
$
50,327
$
—
Simplify
US
Equity
PLUS
QIS
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
Other
Assets
in
Excess
of
Liabilities.
Summary
of
Investment
Type††
Industry
%
of
Net
Assets
Exchange-Traded
Funds
...........................................................................
89.9‌%
U.S.
Treasury
Bills
................................................................................
5.4‌%
Total
Investments
................................................................................
95.3‌%
Other
Assets
in
Excess
of
Liabilities
..................................................................
4.7‌%
Net
Assets
.....................................................................................
100.0‌%