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.