0001752724-24-124984.txt : 20240529 0001752724-24-124984.hdr.sgml : 20240529 20240529105615 ACCESSION NUMBER: 0001752724-24-124984 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: 24995210 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 S000069154 Simplify US Equity PLUS Upside Convexity ETF C000220988 Simplify US Equity PLUS Upside Convexity ETF SPUC NPORT-P 1 primary_doc.xml NPORT-P false 0001810747 XXXXXXXX S000069154 C000220988 Simplify Exchange Traded Funds 811-23570 0001810747 549300LDDEMEUCZQEO55 222 Broadway 22/F New York 10038 646-741-2438 Simplify US Equity PLUS Upside Convexity ETF S000069154 549300CV9WBB54HLYP95 2024-06-30 2024-03-28 N 6078588.20 218735.68 5859852.52 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 S&P 500 (Price) 500 iShares Core S&P 500 ETF 5493007M4YMN8XL48C14 iShares Core S&P 500 ETF 464287200 10473.00000000 NS USD 5505970.29000000 93.96090210816 Long EC RF US N 1 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 S&P 500 INDEX 000000000 -5.00000000 NC USD -6100.00000000 -0.10409818300 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 5525.00000000 USD 2024-05-17 XXXX -2403.95000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 S&P 500 INDEX 000000000 -20.00000000 NC USD -32500.00000000 -0.55462146682 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 5750.00000000 USD 2024-07-19 XXXX -4015.79000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 S&P 500 INDEX 000000000 27.00000000 NC USD 263520.00000000 4.497041505747 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Purchased STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 5350.00000000 USD 2024-06-21 XXXX 24953.69000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 S&P 500 INDEX 000000000 20.00000000 NC USD 143800.00000000 2.453986674736 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Purchased STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 5480.00000000 USD 2024-07-19 XXXX 17474.21000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 S&P 500 INDEX 000000000 5.00000000 NC USD 45225.00000000 0.771777102676 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Purchased STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 5280.00000000 USD 2024-05-17 XXXX 24146.05000000 N N N FIDELITY INV MMTRSY 1 680 N/A FIDELITY INV MMTRSY 1 680 000000000 119874.86000000 NS USD 119874.86000000 2.045697559637 Long EC CORP US N 1 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 S&P 500 INDEX 000000000 -27.00000000 NC USD -80865.00000000 -1.37998353583 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 5550.00000000 USD 2024-06-21 XXXX 3839.69000000 N N N 2024-05-24 Simplify Exchange Traded Funds Paul Kim Paul Kim Trustee, President and Treasurer XXXX NPORT-EX 2 918499SIMPLIFY033124.htm
Simplify
US
Equity
PLUS
Upside
Convexity
ETF
Schedule
of
Investments
March
31,
2024
(Unaudited)
1
Shares
Value
Exchange-Traded
Funds
–
94.0%
Equity
Funds
–
94.0%
iShares
Core
S&P
500
ETF(a)(b)
(Cost
$4,994,552)
.......................................................
10,473
$
5,505,970‌
Number
of
Contracts
Notional
Amount
Purchased
Options
–
7.7%
Calls
–
Exchange-Traded
–
7.7%
S&P
500
Index,
May
Strike
Price
$5,280,
Expires
5/17/24
...............
5
$
2,640,000‌
45,225‌
S&P
500
Index,
June
Strike
Price
$5,350,
Expires
6/21/24
...............
27
14,445,000‌
263,520‌
S&P
500
Index,
July
Strike
Price
$5,480,
Expires
7/19/24
................
20
10,960,000‌
143,800‌
452,545‌
Total
Purchased
Options
(Cost
$385,971)
............................................
452,545‌
Shares
Money
Market
Funds
–
2.0%
Fidelity
Investments
Money
Market
Treasury
Only
Portfolio
-
Class
I,
5.20%(c)
(Cost
$119,875)
.........................................................
119,875
119,875‌
Total
Investments
–
103.7%
(Cost
$5,500,398)
.............................................................
$
6,078,390‌
Liabilities
in
Excess
of
Other
Assets
–
(3.7)%
.........................................
(218,537‌)
Net
Assets
–
100.0%
............................................................
$
5,859,853‌
Number
of
Contracts
Notional
Amount
Written
Options
–
(2.0)%
Calls
–
Exchange-Traded
–
(2.0)%
S&P
500
Index,
May
Strike
Price
$5,525,
Expires
5/17/24
...............
(5)
$
(2,762,500‌)
$
(6,100‌)
S&P
500
Index,
June
Strike
Price
$5,550,
Expires
6/21/24
...............
(27)
(14,985,000‌)
(80,865‌)
S&P
500
Index,
July
Strike
Price
$5,750,
Expires
7/19/24
................
(20)
(11,500,000‌)
(32,500‌)
(119,465‌)
Total
Written
Options
(Premiums
Received
$116,885)
...................................
$
(119,465‌)
(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
$3,417,245
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.
Summary
of
Investment
Type††
Industry
%
of
Net
Assets
Exchange-Traded
Funds
...........................................................................
94.0‌%
Purchased
Options
...............................................................................
7.7‌%
Money
Market
Funds
.............................................................................
2.0‌%
Total
Investments
................................................................................
103.7‌%
Liabilities
in
Excess
of
Other
Assets
..................................................................
(3.7‌)%
Net
Assets
.....................................................................................
100.0‌%
Simplify
US
Equity
PLUS
Upside
Convexity
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.