NPORT-EX 2 865130SIMPLIFY033124.htm
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
March
31,
2024
(Unaudited)
1
††
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.
Principal
Value
U.S.
Treasury
Bills
–
98.7%
U.S.
Treasury
Bill,
5.36%,
4/2/2024(a)
.........................................
$
1,000,000‌
$
999,855‌
U.S.
Treasury
Bill,
5.40%,
4/16/2024(a)
........................................
99,500,000‌
99,281,743‌
U.S.
Treasury
Bill,
5.41%,
6/25/2024(a)
........................................
12,200,000‌
12,051,171‌
Total
U.S.
Treasury
Bills
(Cost
$112,330,567)
.......................................
112,332,769‌
Total
Investments
–
98.7%
(Cost
$112,330,567)
...........................................................
$
112,332,769‌
Other
Assets
in
Excess
of
Liabilities
–
1.3%
...........................................
1,441,295‌
Net
Assets
–
100.0%
............................................................
$
113,774,064‌
(a)
Represents
a
zero
coupon
bond.
Rate
shown
reflects
the
effective
yield.
Summary
of
Investment
Type††
Industry
%
of
Net
Assets
U.S.
Treasury
Bills
................................................................................
98.7‌%
Total
Investments
................................................................................
98.7‌%
Other
Assets
in
Excess
of
Liabilities
..................................................................
1.3‌%
Net
Assets
.....................................................................................
100.0‌%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
2
At
March
31,
2024,
over
the
counter
total
return
swap
contracts
outstanding
were
as
follows:
Reference
Obligation/Index
Termination
Date(a)
Financing
Rate
Paid
(Received)
by
the
Fund
Counterparty
Notional
Amount
Unrealized
Appreciation/
(Depreciation)(b)
AIJPMTRS*
7/15/2024
–%(c)
JP
Morgan
(3,423,166)
$
(7,702‌)
BAEISETRS*
12/31/2049
–%(c)
Bank
of
America
(7,571,092)
(3,767‌)
BASRUFTRS*
12/31/2049
–%(c)
Bank
of
America
(4,726,879)
48,391‌
BNPIDTRS*
7/15/2024
0.61%(c)
BNP
Paribas
(5,127,852)
57,229‌
BNPX0TRS*
12/31/2049
–%(c)
BNP
Paribas
(3,181,002)
(15,313‌)
BNPX2TRS*
12/31/2049
–%(c)
BNP
Paribas
(4,241,011)
(14,948‌)
BNPXDTRS*
7/15/2024
(2.57)%(c)
BNP
Paribas
(6,265,014)
47,648‌
BNPXMTRS*
12/31/2049
–%(c)
BNP
Paribas
(3,180,866)
(5,940‌)
GSISDRTRS*
12/31/2049
–%(c)
Goldman
Sachs
(1,898,980)
1,337‌
GSISSTRS*
7/17/2024
–%(c)
Goldman
Sachs
(8,447,941)
(14,522‌)
GSIVVTRS*
7/17/2024
–%(c)
Goldman
Sachs
(11,368,198)
161,055‌
GSVIKGTRS*
12/31/2049
–%(c)
Goldman
Sachs
(2,872,550)
4,237‌
GSVIKTRS*
7/17/2024
–%(c)
Goldman
Sachs
(12,942,427)
(1,891‌)
GSVLFTRS*
7/17/2024
–%(c)
Goldman
Sachs
(8,753,513)
(288,598‌)
MQIS2TRS*
7/16/2024
–%(c)
Macquarie
Bank
(6,737,276)
(36,539‌)
MQIS6TRS*
7/18/2024
–%(c)
Macquarie
Bank
(11,866,274)
80,906‌
MQISBTRS*
7/18/2024
–%(c)
Macquarie
Bank
(18,426,105)
258,866‌
MSCBL3TRS*
12/31/2049
–%(c)
Morgan
Stanley
Capital
Services
LLC
(1,898,182)
–‌
MSCBUOTRS*
12/31/2049
–%(c)
Morgan
Stanley
Capital
Services
LLC
(9,413,415)
(215,401‌)
MSCFCETRS*
12/31/2049
–%(c)
Morgan
Stanley
Capital
Services
LLC
(2,859,594)
19,156‌
MSCFVATRS*
12/31/2049
–%(c)
Morgan
Stanley
Capital
Services
LLC
(1,903,491)
(5,939‌)
MSVCDDTRS*
12/31/2049
–%(c)
Morgan
Stanley
Capital
Services
LLC
(2,824,974)
5,672‌
MSVCDNTRS*
12/31/2049
–%(c)
Morgan
Stanley
Capital
Services
LLC
(6,602,792)
31,810‌
MSVCDRTRS*
12/31/2049
–%(c)
Morgan
Stanley
Capital
Services
LLC
(9,642,633)
31,924‌
VMACBTRS*
7/16/2024
–%(c)
Macquarie
Bank
(8,674,924)
156,254‌
VMAQDSTRS*
12/31/2049
–%(c)
Macquarie
Bank
(2,847,647)
4,479‌
$
298,404‌
*
The
components
of
the
basket
shown
below.
(a)
The
Fund
pays/receives
annual
coupon
payments
in
accordance
with
the
swap
contract.
On
the
termination
date
of
the
swap
contract(s),
the
Fund
will
either
receive
from
or
pay
to
the
counterparty
an
amount
equal
to
the
net
of
the
accrued
financing
fees
and
the
value
of
the
reference
security
subtracted
from
the
original
notional
cost
(notional
multiplied
by
the
price
change
of
the
reference
security).
(b)
There
are
no
upfront
payments
on
the
swap
contracts,
therefore
the
unrealized
gain
(loss)
on
the
swap
contracts
is
equal
to
their
market
value.
(c)
Payments
made
quarterly.
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
3
*
The
following
table
shows
the
individual
positions
and
related
Unrealized
Appreciation/(Depreciation)
of
the
securities
within
the
AIJPMTRS
basket.
*
The
following
table
shows
the
individual
positions
and
related
Unrealized
Appreciation/(Depreciation)
of
the
securities
within
the
BAEISETRS
basket.
*
The
following
table
shows
the
top
50
positions
and
related
Unrealized
Appreciation/(Depreciation)
of
the
securities
within
the
BASRUFTRS
basket.
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
JPM
2
ED
MM
Fut
IdxUSD
$
31,032
Short
(1,268)
16.5%
JPM
3
ED
MM
Fut
IdxUSD
25,832
Short
(1,056)
13.7%
JPM
4
ED
MM
Fut
IdxUSD
22,656
Short
(926)
12.0%
JPM
2
ER
MM
Fut
IdxUSD
42,304
Short
(1,729)
22.4%
JPM
3
ER
MM
Fut
IdxUSD
26,430
Short
(1,080)
14.0%
JPM
4
ER
MM
Fut
IdxUSD
15,775
Short
(645)
8.4%
JPM
2
L
MM
Fut
IdxUSD
2,636
Long
(108)
1.4%
JPM
3
L
MM
Fut
IdxUSD
1,295
Long
(53)
0.7%
JPM
4
L
MM
Fut
IdxUSD
1,685
Long
(69)
0.9%
JIRAC03U
Index
2,216
Short
(91)
1.2%
JIRAJ03U
Index
9,479
Long
(387)
5.0%
JIRAA03U
Index
1,557
Long
(64)
0.8%
JIRAS03U
Index
104
Long
(4)
0.1%
JIRAW03U
Index
5,444
Long
(223)
2.9%
Total
(7,702)
100.0%
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
SPY
UP
Equity
$
374,367
Short
(3,754)
4.5%
SPY
US
04/01/24
P511
Equity
60
Short
(1)
0.0%
SPY
US
04/01/24
P512
Equity
60
Short
(1)
0.0%
SPY
US
04/01/24
P513
Equity
84
Short
(1)
0.0%
SPY
US
04/01/24
P514
Equity
169
Short
(2)
0.0%
SPY
US
04/01/24
P515
Equity
217
Short
(2)
0.0%
SPY
US
04/01/24
P516
Equity
265
Short
(3)
0.0%
SPY
US
04/02/24
P511
Equity
108
Short
(1)
0.0%
SPY
US
04/02/24
P512
Equity
133
Short
(1)
0.0%
SPY
US
04/02/24
P513
Equity
157
Short
(2)
0.0%
USD
Currency
7,933,958
—
(0)
95.5%
Total
(3,767)
100.0%
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
USK4C
127.0
Comdty
$
14,109,337
Long
9,052
18.7%
USK4C
128.0
Comdty
11,296,989
Long
7,247
15.0%
USK4C
121.0
Comdty
10,098,451
Short
6,478
13.4%
USK4C
129.0
Comdty
8,934,484
Long
5,732
11.8%
USK4C
122.0
Comdty
8,401,972
Short
5,390
11.1%
USK4C
120.0
Comdty
5,993,121
Short
3,845
7.9%
USK4P
119.0
Comdty
4,369,476
Short
2,803
5.8%
USK4P
118.0
Comdty
3,601,856
Short
2,311
4.8%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
4
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
USK4P
120.0
Comdty
2,623,404
Short
1,683
3.5%
USK4P
120.0
Comdty
2,623,317
Short
1,683
3.5%
TYM4
Comdty
394,579
Short
253
0.5%
TYM4
Comdty
363,535
Short
233
0.5%
TYM4
Comdty
322,536
Short
207
0.4%
TYM4
Comdty
282,002
Short
181
0.4%
TYM4
Comdty
242,073
Short
155
0.3%
FVM4
Comdty
163,100
Long
105
0.2%
FVM4
Comdty
120,716
Long
77
0.2%
FVM4
Comdty
88,810
Long
57
0.1%
USM4
Comdty
86,394
Long
55
0.1%
USM4
Comdty
41,346
Long
27
0.1%
USM4
Comdty
29,996
Short
19
0.0%
FVM4
Comdty
28,720
Short
18
0.0%
FVM4
Comdty
24,782
Long
16
0.0%
TYK4C
114.50
Comdty
18,357
Long
12
0.0%
TYK4C
114.50
Comdty
18,356
Long
12
0.0%
TYK4C
114.50
Comdty
18,356
Long
12
0.0%
TYK4C
114.50
Comdty
18,356
Long
12
0.0%
TYK4C
114.50
Comdty
18,355
Long
12
0.0%
FVK4C
109.75
Comdty
16,126
Long
10
0.0%
FVK4C
109.75
Comdty
16,126
Long
10
0.0%
FVK4C
109.75
Comdty
16,125
Long
10
0.0%
FVK4C
109.75
Comdty
16,125
Long
10
0.0%
FVK4C
109.75
Comdty
16,125
Long
10
0.0%
TYK4C
115.00
Comdty
15,107
Long
10
0.0%
TYK4C
115.00
Comdty
15,107
Long
10
0.0%
TYK4C
115.00
Comdty
15,107
Long
10
0.0%
TYK4C
115.00
Comdty
15,106
Long
10
0.0%
TYK4C
115.00
Comdty
15,106
Long
10
0.0%
FVK4C
110.00
Comdty
14,291
Long
9
0.0%
FVK4C
110.00
Comdty
14,291
Long
9
0.0%
FVK4C
110.00
Comdty
14,290
Long
9
0.0%
FVK4C
110.00
Comdty
14,290
Long
9
0.0%
FVK4C
110.00
Comdty
14,290
Long
9
0.0%
USK4C
127.0
Comdty
14,109
Long
9
0.0%
USK4C
127.0
Comdty
14,109
Long
9
0.0%
USK4C
127.0
Comdty
14,109
Long
9
0.0%
USK4C
127.0
Comdty
14,109
Long
9
0.0%
TYK4C
115.50
Comdty
12,594
Long
8
0.0%
TYK4C
115.50
Comdty
12,594
Long
8
0.0%
TYK4C
115.50
Comdty
12,593
Long
8
0.0%
Other
Components
775,958
—
498
1.0%
Total
48,391
100.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
5
*
The
following
table
shows
the
individual
positions
and
related
Unrealized
Appreciation/(Depreciation)
of
the
securities
within
the
BNPIDTRS
basket.
*
The
following
table
shows
the
individual
positions
and
related
Unrealized
Appreciation/(Depreciation)
of
the
securities
within
the
BNPX0TRS
basket.
*
The
following
table
shows
the
individual
positions
and
related
Unrealized
Appreciation/(Depreciation)
of
the
securities
within
the
BNPX2TRS
basket.
*
The
following
table
shows
the
individual
positions
and
related
Unrealized
Appreciation/(Depreciation)
of
the
securities
within
the
BNPXDTRS
basket.
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
USD
Cash
$
5,806,625
Long
0
88.1%
CBOE
VIX
FUTURE
Apr24
787,821
Short
57,229
11.9%
Total
57,229
100.0%
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
USD
20/09/2024
Swap
20/09/2034
$
223,061
Short
(1,279)
3.2%
EUR
20/09/2024
Swap
20/09/2034
115,994
Short
(637)
1.6%
EUR
23/08/2024
Swap
23/08/2034
115,994
Short
(637)
1.6%
EUR
19/04/2024
Swap
19/04/2034
115,994
Short
(637)
1.6%
EUR
21/06/2024
Swap
21/06/2034
115,994
Short
(637)
1.6%
USD
23/08/2024
Swap
23/08/2034
233,061
Short
(1,279)
3.2%
USD
17/05/2024
Swap
17/05/2034
233,061
Short
(1,279)
3.2%
USD
Cash
4,561,363
Long
(0)
62.0%
USD
24/06/2024
Swap
24/06/2034
233,061
Short
(1,279)
3.2%
EUR
19/07/2024
Swap
19/07/2034
115,994
Short
(637)
1.6%
USD
19/07/2024
Swap
19/07/2034
233,061
Short
(1,279)
3.2%
USD
19/04/2024
Swap
19/04/2034
233,061
Short
(1,279)
3.2%
EUR
Cash
695,964
Long
(3,819)
9.5%
EUR
17/05/2024
Swap
17/05/2034
115,994
Short
(637)
1.6%
Total
(15,313)
100.0%
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
EUR
19/04/2024
Swap
19/04/2026
$
1,543,576
Short
(1,986)
6.3%
USD
Cash
12,765,595
Long
(0)
52.4%
USD
19/04/2024
Swap
19/04/2026
8,532,282
Short
(10,976)
35.0%
EUR
Cash
1,543,576
Long
(1,986)
6.3%
Total
(14,948)
100.0%
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
WTI
CRUDE
FUTURE
Mar25
$
656,485
Long
329
0.3%
BRENT
CRUDE
FUTR
Jun25
2,233,365
Short
1,119
1.0%
Low
Su
Gasoil
G
Jul24
24,754
Long
12
0.0%
BRENT
CRUDE
FUTR
Jun24
473,768
Short
237
0.2%
WTI
CRUDE
FUTURE
Jun24
2,513,343
Short
1,259
1.1%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
6
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
NY
Harb
ULSD
Fut
Sep24
259,919
Short
130
0.1%
USD
Cash
66,718,102
Short
0
28.4%
NY
Harb
ULSD
Fut
Dec24
464,093
Long
232
0.2%
GOLD
100
OZ
FUTR
Jun24
3,675,051
Short
1,841
1.6%
USD
Cash
73,036,252
Long
0
31.1%
LME
COPPER
FUTURE
Jun24
2,227,046
Short
1,116
0.9%
NY
Harb
ULSD
Fut
Aug24
458,317
Short
230
0.2%
LME
PRI
ALUM
FUTR
Aug24
272,337
Short
136
0.1%
LME
COPPER
FUTURE
Jul24
2,226,018
Short
1,115
0.9%
BRENT
CRUDE
FUTR
Mar25
590,019
Short
296
0.3%
GASOLINE
RBOB
FUT
May24
542,805
Long
272
0.2%
WTI
CRUDE
FUTURE
Dec24
464,566
Long
233
0.2%
WTI
CRUDE
FUTURE
Dec25
2,503,365
Short
1,254
1.1%
NY
Harb
ULSD
Fut
May24
352,180
Short
176
0.1%
NATURAL
GAS
FUTR
Aug24
1,053,711
Short
528
0.4%
NY
Harb
ULSD
Fut
Jul24
611,387
Long
306
0.3%
BRENT
CRUDE
FUTR
Dec27
2,154,935
Long
1,079
0.9%
GASOLINE
RBOB
FUT
Jul24
839,223
Long
420
0.4%
BRENT
CRUDE
FUTR
Dec26
2,102,440
Short
1,053
0.9%
NY
Harb
ULSD
Fut
Jun24
632,449
Short
317
0.3%
BRENT
CRUDE
FUTR
Dec25
2,227,096
Short
1,116
0.9%
GASOLINE
RBOB
FUT
Jun24
837,168
Long
419
0.4%
NATURAL
GAS
FUTR
Mar25
1,411,876
Short
707
0.6%
LME
COPPER
FUTURE
Dec24
2,225,594
Long
1,115
0.9%
LME
COPPER
FUTURE
Dec25
2,210,307
Long
1,107
0.9%
LME
PRI
ALUM
FUTR
Sep24
543,437
Short
272
0.2%
BRENT
CRUDE
FUTR
Dec24
1,944,335
Long
974
0.8%
NY
Harb
ULSD
Fut
Oct24
639,474
Long
320
0.3%
BRENT
CRUDE
FUTR
Feb25
181,615
Short
91
0.1%
GASOLINE
RBOB
FUT
Dec24
551,445
Short
276
0.2%
LME
COPPER
FUTURE
Aug24
827,358
Short
414
0.4%
LME
PRI
ALUM
FUTR
Jun24
1,369,412
Short
686
0.6%
NATURAL
GAS
FUTR
Dec24
2,123,988
Short
1,064
0.9%
GASOLINE
RBOB
FUT
Sep24
842,482
Short
422
0.4%
LME
COPPER
FUTURE
Sep24
2,225,288
Long
1,115
0.9%
NATURAL
GAS
FUTR
Oct24
1,591,423
Long
797
0.7%
Low
Su
Gasoil
G
Aug24
724,530
Short
363
0.3%
NATURAL
GAS
FUTR
Apr25
1,764,218
Long
884
0.8%
WTI
CRUDE
FUTURE
Aug24
1,411,309
Long
707
0.6%
LME
COPPER
FUTURE
May24
2,226,998
Short
1,116
0.9%
WTI
CRUDE
FUTURE
Dec26
491,965
Short
246
0.2%
BRENT
CRUDE
FUTR
Sep24
1,520,653
Long
762
0.6%
Low
Su
Gasoil
G
Dec25
731,473
Short
366
0.3%
Low
Su
Gasoil
G
Dec24
729,440
Long
365
0.3%
Low
Su
Gasoil
G
Oct24
727,975
Short
365
0.3%
WTI
CRUDE
FUTURE
Oct24
2,522,725
Long
1,264
1.1%
LME
PRI
ALUM
FUTR
Dec25
777,379
Long
389
0.3%
WTI
CRUDE
FUTURE
Jan25
2,508,167
Long
1,256
1.1%
LME
PRI
ALUM
FUTR
Dec24
1,345,387
Long
674
0.6%
BRENT
CRUDE
FUTR
Sep25
1,113,075
Short
558
0.5%
Low
Su
Gasoil
G
Sep24
726,135
Short
364
0.3%
WTI
CRUDE
FUTURE
Sep25
895,784
Short
449
0.4%
WTI
CRUDE
FUTURE
Sep24
2,524,017
Long
1,264
1.1%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
7
*
The
following
table
shows
the
individual
positions
and
related
Unrealized
Appreciation/(Depreciation)
of
the
securities
within
the
BNPXMTRS
basket.
*
The
following
table
shows
the
individual
positions
and
related
Unrealized
Appreciation/(Depreciation)
of
the
securities
within
the
GSISDRTRS
basket.
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
BRENT
CRUDE
FUTR
Nov24
304,602
Long
153
0.1%
GOLD
100
OZ
FUTR
Dec24
3,679,103
Long
1,843
1.6%
NATURAL
GAS
FUTR
Jul24
2,112,401
Short
1,058
0.9%
BRENT
CRUDE
FUTR
Jan25
780,420
Long
391
0.3%
NATURAL
GAS
FUTR
Sep24
2,120,831
Long
1,062
0.9%
NATURAL
GAS
FUTR
Jun24
1,704,707
Short
854
0.7%
LME
COPPER
FUTURE
Oct24
827,661
Long
415
0.4%
NATURAL
GAS
FUTR
May24
1,085,931
Long
544
0.5%
GASOLINE
RBOB
FUT
Aug24
840,097
Short
421
0.4%
WTI
CRUDE
FUTURE
May24
1,143,531
Short
573
0.5%
WTI
CRUDE
FUTURE
Jun25
2,503,844
Short
1,254
1.1%
NATURAL
GAS
FUTR
Nov24
1,250,531
Long
626
0.5%
BRENT
CRUDE
FUTR
Oct24
2,247,632
Long
1,126
1.0%
NATURAL
GAS
FUTR
Jan25
563,087
Long
282
0.2%
Low
Su
Gasoil
G
May24
707,462
Long
354
0.3%
Low
Su
Gasoil
G
Jun24
715,918
Long
359
0.3%
Low
Su
Gasoil
G
Jun25
706,441
Long
354
0.3%
Total
47,648
100.0%
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
USD
Cash
$
13,012,231
Long
(0)
37.6%
3
Month
SOFR
Fut
Jun24
2,445,326
Short
(672)
7.1%
3
Months
Euribor
Future
Jun24
1,467,942
Short
(404)
4.2%
3
Month
SOFR
Fut
Mar25
2,459,650
Short
(676)
7.1%
3
Month
SOFR
Fut
Dec24
2,454,618
Short
(675)
7.1%
3
Month
SOFR
Fut
Sep24
2,449,843
Short
(674)
7.1%
EUR
Cash
5,903,377
Long
(1,623)
17.1%
3
Months
Euribor
Future
Sep24
1,471,981
Short
(405)
4.3%
3
Months
Euribor
Future
Mar25
1,478,385
Short
(406)
4.3%
3
Months
Euribor
Future
Dec24
1,475,488
Short
(406)
4.3%
Total
(5,940)
100.0%
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
UXJ4
Index
$
6,918
Long
821
61.4%
UXK4
Index
963
Long
114
8.5%
VIX_17Apr24_C_15.5
118
Short
14
1.1%
VIX_17Apr24_C_16
405
Short
48
3.6%
VIX_17Apr24_C_17
359
Short
43
3.2%
VIX_17Apr24_C_18
520
Short
62
4.6%
VIX_17Apr24_C_19
288
Short
34
2.6%
VIX_17Apr24_C_20
218
Short
26
1.9%
VIX_17Apr24_C_21
136
Short
16
1.2%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
8
*
The
following
table
shows
the
individual
positions
and
related
Unrealized
Appreciation/(Depreciation)
of
the
securities
within
the
GSISSTRS
basket.
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
VIX_17Apr24_C_22
48
Long
6
0.4%
VIX_17Apr24_C_23
100
Long
12
0.9%
VIX_17Apr24_C_24
57
Long
7
0.5%
VIX_17Apr24_C_25
58
Long
7
0.5%
VIX_17Apr24_C_26
57
Long
7
0.5%
VIX_17Apr24_C_27
56
Long
7
0.5%
VIX_17Apr24_C_29
40
Long
5
0.4%
VIX_17Apr24_C_30
123
Long
15
1.1%
VIX_17Apr24_C_31
86
Long
10
0.8%
VIX_17Apr24_C_32
143
Long
17
1.3%
VIX_17Apr24_C_34
8
Long
1
0.1%
VIX_17Apr24_C_36
12
Long
1
0.1%
VIX_17Apr24_C_37
5
Long
1
0.0%
VIX_22May24_C_18
87
Short
10
0.8%
VIX_22May24_C_19
111
Short
13
1.0%
VIX_22May24_C_20
93
Short
11
0.8%
VIX_22May24_C_21
83
Short
10
0.7%
VIX_22May24_C_22
30
Short
4
0.3%
VIX_22May24_C_32
42
Long
5
0.4%
VIX_22May24_C_33
59
Long
7
0.5%
VIX_22May24_C_34
32
Long
4
0.3%
VIX_22May24_C_35
6
Long
1
0.1%
Total
1,337
100.0%
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
SPX_19Apr24_Fwd_5250
$
29,218
Short
(386)
2.7%
SPX_19Apr24_C_4700
536
Long
(7)
0.0%
SPX_19Apr24_C_4725
8,427
Long
(111)
0.8%
SPX_19Apr24_C_4730
10,441
Long
(138)
1.0%
SPX_19Apr24_C_4740
11,416
Long
(151)
1.0%
SPX_19Apr24_C_4750
9,736
Long
(129)
0.9%
SPX_19Apr24_C_4760
7,281
Long
(96)
0.7%
SPX_19Apr24_C_4775
4,570
Long
(60)
0.4%
SPX_19Apr24_C_4780
7,275
Long
(96)
0.7%
SPX_19Apr24_C_4790
7,552
Long
(100)
0.7%
SPX_19Apr24_C_4810
7,379
Long
(98)
0.7%
SPX_19Apr24_C_4835
10,821
Long
(143)
1.0%
SPX_19Apr24_C_4840
8,549
Long
(113)
0.8%
SPX_19Apr24_C_4855
9,583
Long
(127)
0.9%
SPX_19Apr24_C_4870
20,527
Long
(271)
1.9%
SPX_19Apr24_C_4875
6,537
Long
(86)
0.6%
SPX_19Apr24_C_4880
11,949
Long
(158)
1.1%
SPX_19Apr24_C_4890
7,067
Long
(93)
0.6%
SPX_19Apr24_C_4900
21,738
Long
(287)
2.0%
SPX_19Apr24_C_4910
27,585
Long
(365)
2.5%
SPX_19Apr24_C_4920
19,701
Long
(260)
1.8%
SPX_19Apr24_C_4925
6,150
Long
(81)
0.6%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
9
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
SPX_19Apr24_C_4940
22,887
Long
(303)
2.1%
SPX_19Apr24_C_4965
12,902
Long
(171)
1.2%
SPX_19Apr24_C_4970
6,791
Long
(90)
0.6%
SPX_19Apr24_C_4975
6,793
Long
(90)
0.6%
SPX_19Apr24_C_4990
13,137
Long
(174)
1.2%
SPX_19Apr24_C_5010
6,598
Long
(87)
0.6%
SPX_19Apr24_C_5015
6,335
Long
(84)
0.6%
SPX_19Apr24_C_5020
7,155
Long
(95)
0.7%
SPX_19Apr24_C_5040
6,272
Long
(83)
0.6%
SPX_19Apr24_C_5050
5,821
Long
(77)
0.5%
SPX_19Apr24_C_5055
6,351
Long
(84)
0.6%
SPX_19Apr24_C_5060
10,763
Long
(142)
1.0%
SPX_19Apr24_C_5065
6,107
Long
(81)
0.6%
SPX_19Apr24_C_5075
5,756
Long
(76)
0.5%
SPX_19Apr24_C_5080
6,569
Long
(87)
0.6%
SPX_19Apr24_C_5085
5,971
Long
(79)
0.5%
SPX_19Apr24_C_5105
16,021
Long
(212)
1.5%
SPX_19Apr24_C_5110
5,771
Long
(76)
0.5%
SPX_19Apr24_C_5130
4,866
Long
(64)
0.4%
SPX_19Apr24_C_5135
9,689
Long
(128)
0.9%
SPX_19Apr24_C_5160
5,568
Long
(74)
0.5%
SPX_19Apr24_C_5165
2,353
Long
(31)
0.2%
SPX_19Apr24_C_5170
2,572
Long
(34)
0.2%
SPX_19Apr24_C_5185
7,682
Long
(102)
0.7%
SPX_19Apr24_C_5190
1,186
Long
(16)
0.1%
SPX_19Apr24_C_5200
566
Long
(7)
0.1%
SPX_19Apr24_C_5210
689
Long
(9)
0.1%
SPX_19Apr24_C_5220
1,180
Long
(16)
0.1%
SPX_19Apr24_C_5225
1,255
Long
(17)
0.1%
SPX_19Apr24_C_5240
126
Long
(2)
0.0%
SPX_19Apr24_C_5245
617
Long
(8)
0.1%
SPX_19Apr24_C_5255
220
Long
(3)
0.0%
SPX_19Apr24_P_2600
1
Long
(0)
0.0%
SPX_19Apr24_P_2650
1
Long
(0)
0.0%
SPX_19Apr24_P_2700
2
Long
(0)
0.0%
SPX_19Apr24_P_2725
3
Long
(0)
0.0%
SPX_19Apr24_P_2750
2
Long
(0)
0.0%
SPX_19Apr24_P_2775
5
Long
(0)
0.0%
SPX_19Apr24_P_2800
6
Long
(0)
0.0%
SPX_19Apr24_P_2825
3
Long
(0)
0.0%
SPX_19Apr24_P_2875
8
Long
(0)
0.0%
SPX_19Apr24_P_2900
5
Long
(0)
0.0%
SPX_19Apr24_P_2950
11
Long
(0)
0.0%
SPX_19Apr24_P_2975
12
Long
(0)
0.0%
SPX_19Apr24_P_3000
17
Long
(0)
0.0%
SPX_19Apr24_P_3025
6
Long
(0)
0.0%
SPX_19Apr24_P_3050
8
Long
(0)
0.0%
SPX_19Apr24_P_3100
18
Long
(0)
0.0%
SPX_19Apr24_P_3125
48
Long
(1)
0.0%
SPX_19Apr24_P_3150
10
Long
(0)
0.0%
SPX_19Apr24_P_3175
14
Long
(0)
0.0%
SPX_19Apr24_P_3200
15
Long
(0)
0.0%
SPX_19Apr24_P_3250
57
Long
(1)
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
10
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
SPX_19Apr24_P_3275
25
Long
(0)
0.0%
SPX_19Apr24_P_3300
57
Long
(1)
0.0%
SPX_19Apr24_P_3350
100
Long
(1)
0.0%
SPX_19Apr24_P_3375
52
Long
(1)
0.0%
SPX_19Apr24_P_3400
31
Long
(0)
0.0%
SPX_19Apr24_P_3425
86
Long
(1)
0.0%
SPX_19Apr24_P_3500
35
Long
(0)
0.0%
SPX_19Apr24_P_3570
85
Long
(1)
0.0%
SPX_19Apr24_P_3600
37
Long
(0)
0.0%
SPX_19Apr24_P_3610
121
Long
(2)
0.0%
SPX_19Apr24_P_3620
101
Long
(1)
0.0%
SPX_19Apr24_P_3625
41
Long
(1)
0.0%
SPX_19Apr24_P_3630
41
Long
(1)
0.0%
SPX_19Apr24_P_3750
68
Long
(1)
0.0%
SPX_19Apr24_P_3810
73
Long
(1)
0.0%
SPX_19Apr24_P_3820
70
Long
(1)
0.0%
SPX_19Apr24_P_3830
57
Long
(1)
0.0%
SPX_19Apr24_P_3840
67
Long
(1)
0.0%
SPX_19Apr24_P_3870
20
Long
(0)
0.0%
SPX_19Apr24_P_3880
63
Long
(1)
0.0%
SPX_19Apr24_P_3930
34
Long
(0)
0.0%
SPX_19Apr24_P_3940
66
Long
(1)
0.0%
SPX_19Apr24_P_3950
27
Long
(0)
0.0%
SPX_19Apr24_P_3970
63
Long
(1)
0.0%
SPX_19Apr24_P_3980
34
Long
(0)
0.0%
SPX_19Apr24_P_4000
55
Long
(1)
0.0%
SPX_19Apr24_P_4030
56
Long
(1)
0.0%
SPX_19Apr24_P_4070
1
Long
(0)
0.0%
SPX_19Apr24_P_4090
2
Short
(0)
0.0%
SPX_19Apr24_P_4100
177
Long
(2)
0.0%
SPX_19Apr24_P_4125
6
Short
(0)
0.0%
SPX_19Apr24_P_4130
4
Short
(0)
0.0%
SPX_19Apr24_P_4140
70
Short
(1)
0.0%
SPX_19Apr24_P_4150
43
Long
(1)
0.0%
SPX_19Apr24_P_4160
74
Short
(1)
0.0%
SPX_19Apr24_P_4180
36
Short
(0)
0.0%
SPX_19Apr24_P_4190
23
Short
(0)
0.0%
SPX_19Apr24_P_4210
69
Long
(1)
0.0%
SPX_19Apr24_P_4240
43
Short
(1)
0.0%
SPX_19Apr24_P_4270
46
Short
(1)
0.0%
SPX_19Apr24_P_4290
55
Short
(1)
0.0%
SPX_19Apr24_P_4300
131
Long
(2)
0.0%
SPX_19Apr24_P_4310
57
Long
(1)
0.0%
SPX_19Apr24_P_4320
157
Long
(2)
0.0%
SPX_19Apr24_P_4325
63
Short
(1)
0.0%
SPX_19Apr24_P_4330
71
Short
(1)
0.0%
SPX_19Apr24_P_4340
161
Short
(2)
0.0%
SPX_19Apr24_P_4350
49
Short
(1)
0.0%
SPX_19Apr24_P_4360
38
Short
(0)
0.0%
SPX_19Apr24_P_4375
76
Short
(1)
0.0%
SPX_19Apr24_P_4380
132
Short
(2)
0.0%
SPX_19Apr24_P_4390
72
Short
(1)
0.0%
SPX_19Apr24_P_4400
77
Short
(1)
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
11
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
SPX_19Apr24_P_4410
63
Short
(1)
0.0%
SPX_19Apr24_P_4420
360
Short
(5)
0.0%
SPX_19Apr24_P_4440
120
Short
(2)
0.0%
SPX_19Apr24_P_4450
401
Short
(5)
0.0%
SPX_19Apr24_P_4510
188
Short
(2)
0.0%
SPX_19Apr24_P_4520
123
Short
(2)
0.0%
SPX_19Apr24_P_4535
198
Short
(3)
0.0%
SPX_19Apr24_P_4560
390
Short
(5)
0.0%
SPX_19Apr24_P_4580
352
Short
(5)
0.0%
SPX_19Apr24_P_4595
190
Short
(3)
0.0%
SPX_19Apr24_P_4620
194
Short
(3)
0.0%
SPX_19Apr24_P_4625
195
Short
(3)
0.0%
SPX_19Apr24_P_4640
181
Short
(2)
0.0%
SPX_19Apr24_P_4650
446
Short
(6)
0.0%
SPX_19Apr24_P_4670
259
Short
(3)
0.0%
SPX_19Apr24_P_4690
216
Short
(3)
0.0%
SPX_19Apr24_P_4700
233
Short
(3)
0.0%
SPX_19Apr24_P_4710
260
Short
(3)
0.0%
SPX_19Apr24_P_4715
257
Short
(3)
0.0%
SPX_19Apr24_P_4720
533
Short
(7)
0.0%
SPX_19Apr24_P_4735
226
Short
(3)
0.0%
SPX_19Apr24_P_4745
593
Short
(8)
0.1%
SPX_19Apr24_P_4820
408
Short
(5)
0.0%
SPX_19Apr24_P_4825
374
Short
(5)
0.0%
SPX_19Apr24_P_4835
813
Short
(11)
0.1%
SPX_19Apr24_P_4845
371
Short
(5)
0.0%
SPX_19Apr24_P_4865
517
Short
(7)
0.0%
SPX_19Apr24_P_4885
311
Short
(4)
0.0%
SPX_19Apr24_P_4900
5
Short
(0)
0.0%
SPX_19Apr24_P_4905
343
Short
(5)
0.0%
SPX_19Apr24_P_4910
385
Short
(5)
0.0%
SPX_19Apr24_P_4925
308
Short
(4)
0.0%
SPX_19Apr24_P_4940
319
Short
(4)
0.0%
SPX_19Apr24_P_4945
338
Short
(4)
0.0%
SPX_19Apr24_P_4965
1,011
Short
(13)
0.1%
SPX_19Apr24_P_4985
577
Short
(8)
0.1%
SPX_19Apr24_P_5045
284
Short
(4)
0.0%
SPX_19Apr24_P_5050
1,035
Short
(14)
0.1%
SPX_19Apr24_P_5060
513
Short
(7)
0.0%
SPX_19Apr24_P_5065
657
Short
(9)
0.1%
SPX_19Apr24_P_5070
917
Short
(12)
0.1%
SPX_19Apr24_P_5105
789
Short
(10)
0.1%
SPX_17May24_Fwd_5250
42,904
Short
(567)
3.9%
SPX_17May24_C_4870
8,656
Long
(114)
0.8%
SPX_17May24_C_4880
3,771
Long
(50)
0.3%
SPX_17May24_C_4900
7,443
Long
(98)
0.7%
SPX_17May24_C_4910
267
Long
(4)
0.0%
SPX_17May24_C_4920
3,006
Long
(40)
0.3%
SPX_17May24_C_4925
9,485
Long
(125)
0.9%
SPX_17May24_C_4930
4,431
Long
(59)
0.4%
SPX_17May24_C_4940
16,646
Long
(220)
1.5%
SPX_17May24_C_4950
8,100
Long
(107)
0.7%
SPX_17May24_C_4960
728
Long
(10)
0.1%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
12
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
SPX_17May24_C_4970
5,646
Long
(75)
0.5%
SPX_17May24_C_5000
12,724
Long
(168)
1.2%
SPX_17May24_C_5010
4,974
Long
(66)
0.5%
SPX_17May24_C_5020
9,691
Long
(128)
0.9%
SPX_17May24_C_5040
4,816
Long
(64)
0.4%
SPX_17May24_C_5050
9,708
Long
(128)
0.9%
SPX_17May24_C_5075
4,497
Long
(59)
0.4%
SPX_17May24_C_5080
4,300
Long
(57)
0.4%
SPX_17May24_C_5085
4,567
Long
(60)
0.4%
SPX_17May24_C_5095
11,623
Long
(154)
1.1%
SPX_17May24_C_5110
9,577
Long
(127)
0.9%
SPX_17May24_C_5115
5,404
Long
(71)
0.5%
SPX_17May24_C_5140
11,482
Long
(152)
1.0%
SPX_17May24_C_5145
4,426
Long
(59)
0.4%
SPX_17May24_C_5165
3,562
Long
(47)
0.3%
SPX_17May24_C_5170
7,100
Long
(94)
0.6%
SPX_17May24_C_5195
7,854
Long
(104)
0.7%
SPX_17May24_C_5200
4,923
Long
(65)
0.4%
SPX_17May24_C_5205
3,689
Long
(49)
0.3%
SPX_17May24_C_5220
10,187
Long
(135)
0.9%
SPX_17May24_C_5230
7,274
Long
(96)
0.7%
SPX_17May24_C_5240
4,021
Long
(53)
0.4%
SPX_17May24_C_5245
3,797
Long
(50)
0.3%
SPX_17May24_C_5255
3,088
Long
(41)
0.3%
SPX_17May24_C_5260
5,587
Long
(74)
0.5%
SPX_17May24_C_5265
2,812
Long
(37)
0.3%
SPX_17May24_C_5280
6,071
Long
(80)
0.6%
SPX_17May24_C_5285
2,145
Long
(28)
0.2%
SPX_17May24_C_5290
2,892
Long
(38)
0.3%
SPX_17May24_C_5300
1,439
Long
(19)
0.1%
SPX_17May24_C_5315
1,392
Long
(18)
0.1%
SPX_17May24_C_5330
1,462
Long
(19)
0.1%
SPX_17May24_C_5335
1,256
Long
(17)
0.1%
SPX_17May24_C_5345
2,202
Long
(29)
0.2%
SPX_17May24_P_2700
2
Long
(0)
0.0%
SPX_17May24_P_2750
3
Long
(0)
0.0%
SPX_17May24_P_2800
7
Long
(0)
0.0%
SPX_17May24_P_2850
5
Long
(0)
0.0%
SPX_17May24_P_2875
19
Long
(0)
0.0%
SPX_17May24_P_2925
40
Long
(1)
0.0%
SPX_17May24_P_2950
18
Long
(0)
0.0%
SPX_17May24_P_3000
39
Long
(1)
0.0%
SPX_17May24_P_3025
13
Long
(0)
0.0%
SPX_17May24_P_3050
32
Long
(0)
0.0%
SPX_17May24_P_3075
40
Long
(1)
0.0%
SPX_17May24_P_3100
45
Long
(1)
0.0%
SPX_17May24_P_3150
65
Long
(1)
0.0%
SPX_17May24_P_3175
136
Long
(2)
0.0%
SPX_17May24_P_3200
68
Long
(1)
0.0%
SPX_17May24_P_3225
80
Long
(1)
0.0%
SPX_17May24_P_3275
50
Long
(1)
0.0%
SPX_17May24_P_3325
174
Long
(2)
0.0%
SPX_17May24_P_3350
258
Long
(3)
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
13
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
SPX_17May24_P_3375
172
Long
(2)
0.0%
SPX_17May24_P_3475
103
Long
(1)
0.0%
SPX_17May24_P_3500
104
Long
(1)
0.0%
SPX_17May24_P_3525
109
Long
(1)
0.0%
SPX_17May24_P_3550
189
Long
(2)
0.0%
SPX_17May24_P_3575
114
Long
(2)
0.0%
SPX_17May24_P_3600
329
Long
(4)
0.0%
SPX_17May24_P_3625
241
Long
(3)
0.0%
SPX_17May24_P_3650
209
Long
(3)
0.0%
SPX_17May24_P_3675
268
Long
(4)
0.0%
SPX_17May24_P_3750
521
Long
(7)
0.0%
SPX_17May24_P_3825
198
Long
(3)
0.0%
SPX_17May24_P_3930
261
Long
(3)
0.0%
SPX_17May24_P_3940
202
Long
(3)
0.0%
SPX_17May24_P_3950
387
Long
(5)
0.0%
SPX_17May24_P_3975
195
Long
(3)
0.0%
SPX_17May24_P_4050
243
Long
(3)
0.0%
SPX_17May24_P_4240
23
Short
(0)
0.0%
SPX_17May24_P_4260
76
Short
(1)
0.0%
SPX_17May24_P_4275
70
Short
(1)
0.0%
SPX_17May24_P_4280
81
Short
(1)
0.0%
SPX_17May24_P_4290
35
Short
(0)
0.0%
SPX_17May24_P_4300
36
Short
(0)
0.0%
SPX_17May24_P_4310
11
Short
(0)
0.0%
SPX_17May24_P_4320
66
Short
(1)
0.0%
SPX_17May24_P_4330
196
Short
(3)
0.0%
SPX_17May24_P_4350
61
Short
(1)
0.0%
SPX_17May24_P_4360
295
Short
(4)
0.0%
SPX_17May24_P_4370
131
Short
(2)
0.0%
SPX_17May24_P_4380
162
Short
(2)
0.0%
SPX_17May24_P_4400
343
Short
(5)
0.0%
SPX_17May24_P_4460
402
Short
(5)
0.0%
SPX_17May24_P_4480
206
Short
(3)
0.0%
SPX_17May24_P_4500
230
Short
(3)
0.0%
SPX_17May24_P_4510
225
Short
(3)
0.0%
SPX_17May24_P_4525
492
Short
(7)
0.0%
SPX_17May24_P_4540
295
Short
(4)
0.0%
SPX_17May24_P_4565
571
Short
(8)
0.1%
SPX_17May24_P_4580
312
Short
(4)
0.0%
SPX_17May24_P_4590
699
Short
(9)
0.1%
SPX_17May24_P_4610
409
Short
(5)
0.0%
SPX_17May24_P_4625
429
Short
(6)
0.0%
SPX_17May24_P_4640
489
Short
(6)
0.0%
SPX_17May24_P_4645
450
Short
(6)
0.0%
SPX_17May24_P_4655
426
Short
(6)
0.0%
SPX_17May24_P_4660
950
Short
(13)
0.1%
SPX_17May24_P_4670
397
Short
(5)
0.0%
SPX_17May24_P_4680
604
Short
(8)
0.1%
SPX_17May24_P_4685
442
Short
(6)
0.0%
SPX_17May24_P_4755
857
Short
(11)
0.1%
SPX_17May24_P_4760
856
Short
(11)
0.1%
SPX_17May24_P_4765
655
Short
(9)
0.1%
SPX_17May24_P_4770
1,697
Short
(22)
0.2%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
14
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
SPX_17May24_P_4780
890
Short
(12)
0.1%
SPX_17May24_P_4795
832
Short
(11)
0.1%
SPX_17May24_P_4800
935
Short
(12)
0.1%
SPX_17May24_P_4810
1,883
Short
(25)
0.2%
SPX_17May24_P_4820
690
Short
(9)
0.1%
SPX_17May24_P_4835
1,039
Short
(14)
0.1%
SPX_17May24_P_4840
1,062
Short
(14)
0.1%
SPX_17May24_P_4850
1,146
Short
(15)
0.1%
SPX_17May24_P_4860
1,189
Short
(16)
0.1%
SPX_17May24_P_4865
1,244
Short
(16)
0.1%
SPX_17May24_P_4885
1,635
Short
(22)
0.1%
SPX_17May24_P_4890
1,596
Short
(21)
0.1%
SPX_17May24_P_4905
1,674
Short
(22)
0.2%
SPX_17May24_P_4955
1,295
Short
(17)
0.1%
SPX_17May24_P_4965
2,408
Short
(32)
0.2%
SPX_17May24_P_4970
1,723
Short
(23)
0.2%
SPX_17May24_P_4980
1,959
Short
(26)
0.2%
SPX_17May24_P_4985
2,312
Short
(31)
0.2%
SPX_17May24_P_5015
2,343
Short
(31)
0.2%
SPX_21Jun24_Fwd_5250
36,021
Short
(476)
3.3%
SPX_21Jun24_C_5030
2,785
Long
(37)
0.3%
SPX_21Jun24_C_5040
505
Long
(7)
0.0%
SPX_21Jun24_C_5050
715
Long
(9)
0.1%
SPX_21Jun24_C_5060
950
Long
(13)
0.1%
SPX_21Jun24_C_5080
2,483
Long
(33)
0.2%
SPX_21Jun24_C_5090
2,269
Long
(30)
0.2%
SPX_21Jun24_C_5110
1,685
Long
(22)
0.2%
SPX_21Jun24_C_5120
1,411
Long
(19)
0.1%
SPX_21Jun24_C_5125
2,398
Long
(32)
0.2%
SPX_21Jun24_C_5130
6,320
Long
(84)
0.6%
SPX_21Jun24_C_5140
2,111
Long
(28)
0.2%
SPX_21Jun24_C_5150
4,260
Long
(56)
0.4%
SPX_21Jun24_C_5155
4,214
Long
(56)
0.4%
SPX_21Jun24_C_5175
4,756
Long
(63)
0.4%
SPX_21Jun24_C_5180
6,831
Long
(90)
0.6%
SPX_21Jun24_C_5200
5,053
Long
(67)
0.5%
SPX_21Jun24_C_5210
3,140
Long
(42)
0.3%
SPX_21Jun24_C_5235
3,192
Long
(42)
0.3%
SPX_21Jun24_C_5240
9,869
Long
(130)
0.9%
SPX_21Jun24_C_5260
8,451
Long
(112)
0.8%
SPX_21Jun24_C_5270
3,132
Long
(41)
0.3%
SPX_21Jun24_C_5275
2,752
Long
(36)
0.3%
SPX_21Jun24_C_5280
3,221
Long
(43)
0.3%
SPX_21Jun24_C_5290
3,005
Long
(40)
0.3%
SPX_21Jun24_C_5300
4,984
Long
(66)
0.5%
SPX_21Jun24_C_5305
2,417
Long
(32)
0.2%
SPX_21Jun24_C_5310
2,241
Long
(30)
0.2%
SPX_21Jun24_C_5325
5,007
Long
(66)
0.5%
SPX_21Jun24_C_5335
4,491
Long
(59)
0.4%
SPX_21Jun24_C_5345
2,110
Long
(28)
0.2%
SPX_21Jun24_C_5365
1,885
Long
(25)
0.2%
SPX_21Jun24_C_5375
1,673
Long
(22)
0.2%
SPX_21Jun24_C_5380
1,674
Long
(22)
0.2%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
15
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
SPX_21Jun24_C_5390
3,220
Long
(43)
0.3%
SPX_21Jun24_P_2875
2
Long
(0)
0.0%
SPX_21Jun24_P_2900
22
Long
(0)
0.0%
SPX_21Jun24_P_2925
50
Long
(1)
0.0%
SPX_21Jun24_P_2950
21
Long
(0)
0.0%
SPX_21Jun24_P_2975
47
Long
(1)
0.0%
SPX_21Jun24_P_3000
66
Long
(1)
0.0%
SPX_21Jun24_P_3050
33
Long
(0)
0.0%
SPX_21Jun24_P_3075
123
Long
(2)
0.0%
SPX_21Jun24_P_3100
237
Long
(3)
0.0%
SPX_21Jun24_P_3125
134
Long
(2)
0.0%
SPX_21Jun24_P_3150
48
Long
(1)
0.0%
SPX_21Jun24_P_3225
90
Long
(1)
0.0%
SPX_21Jun24_P_3250
95
Long
(1)
0.0%
SPX_21Jun24_P_3275
204
Long
(3)
0.0%
SPX_21Jun24_P_3300
414
Long
(5)
0.0%
SPX_21Jun24_P_3325
493
Long
(7)
0.0%
SPX_21Jun24_P_3350
120
Long
(2)
0.0%
SPX_21Jun24_P_3375
422
Long
(6)
0.0%
SPX_21Jun24_P_3425
371
Long
(5)
0.0%
SPX_21Jun24_P_3450
203
Long
(3)
0.0%
SPX_21Jun24_P_3550
262
Long
(3)
0.0%
SPX_21Jun24_P_3575
666
Long
(9)
0.1%
SPX_21Jun24_P_3600
225
Long
(3)
0.0%
SPX_21Jun24_P_3675
278
Long
(4)
0.0%
SPX_21Jun24_P_4400
19
Short
(0)
0.0%
SPX_21Jun24_P_4410
183
Short
(2)
0.0%
SPX_21Jun24_P_4425
38
Short
(1)
0.0%
SPX_21Jun24_P_4450
138
Short
(2)
0.0%
SPX_21Jun24_P_4470
227
Short
(3)
0.0%
SPX_21Jun24_P_4475
216
Short
(3)
0.0%
SPX_21Jun24_P_4510
333
Short
(4)
0.0%
SPX_21Jun24_P_4520
459
Short
(6)
0.0%
SPX_21Jun24_P_4530
536
Short
(7)
0.0%
SPX_21Jun24_P_4550
306
Short
(4)
0.0%
SPX_21Jun24_P_4560
592
Short
(8)
0.1%
SPX_21Jun24_P_4575
630
Short
(8)
0.1%
SPX_21Jun24_P_4580
509
Short
(7)
0.0%
SPX_21Jun24_P_4590
945
Short
(12)
0.1%
SPX_21Jun24_P_4600
383
Short
(5)
0.0%
SPX_21Jun24_P_4610
469
Short
(6)
0.0%
SPX_21Jun24_P_4620
1,026
Short
(14)
0.1%
SPX_21Jun24_P_4690
2,640
Short
(35)
0.2%
SPX_21Jun24_P_4700
1,839
Short
(24)
0.2%
SPX_21Jun24_P_4710
960
Short
(13)
0.1%
SPX_21Jun24_P_4720
1,035
Short
(14)
0.1%
SPX_21Jun24_P_4730
1,053
Short
(14)
0.1%
SPX_21Jun24_P_4735
2,320
Short
(31)
0.2%
SPX_21Jun24_P_4745
902
Short
(12)
0.1%
SPX_21Jun24_P_4760
1,176
Short
(16)
0.1%
SPX_21Jun24_P_4770
1,183
Short
(16)
0.1%
SPX_21Jun24_P_4780
1,347
Short
(18)
0.1%
SPX_21Jun24_P_4785
2,962
Short
(39)
0.3%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
16
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
SPX_21Jun24_P_4805
1,853
Short
(24)
0.2%
SPX_21Jun24_P_4815
1,805
Short
(24)
0.2%
SPX_21Jun24_P_4825
2,013
Short
(27)
0.2%
SPX_21Jun24_P_4870
1,834
Short
(24)
0.2%
SPX_21Jun24_P_4885
4,853
Short
(64)
0.4%
SPX_21Jun24_P_4895
2,305
Short
(30)
0.2%
SPX_21Jun24_P_4905
2,608
Short
(34)
0.2%
SPX_21Jun24_P_4930
2,764
Short
(37)
0.3%
SPX_19Jul24_Fwd_5250
17,595
Short
(233)
1.6%
SPX_19Jul24_C_5180
456
Long
(6)
0.0%
SPX_19Jul24_C_5190
657
Long
(9)
0.1%
SPX_19Jul24_C_5210
200
Long
(3)
0.0%
SPX_19Jul24_C_5270
2,216
Long
(29)
0.2%
SPX_19Jul24_C_5275
1,075
Long
(14)
0.1%
SPX_19Jul24_C_5280
1,939
Long
(26)
0.2%
SPX_19Jul24_C_5290
2,652
Long
(35)
0.2%
SPX_19Jul24_C_5300
1,935
Long
(26)
0.2%
SPX_19Jul24_C_5310
2,235
Long
(30)
0.2%
SPX_19Jul24_C_5320
2,273
Long
(30)
0.2%
SPX_19Jul24_C_5325
2,066
Long
(27)
0.2%
SPX_19Jul24_C_5330
1,384
Long
(18)
0.1%
SPX_19Jul24_C_5340
5,086
Long
(67)
0.5%
SPX_19Jul24_C_5360
3,695
Long
(49)
0.3%
SPX_19Jul24_C_5370
3,610
Long
(48)
0.3%
SPX_19Jul24_C_5380
1,716
Long
(23)
0.2%
SPX_19Jul24_C_5400
1,564
Long
(21)
0.1%
SPX_19Jul24_C_5410
1,425
Long
(19)
0.1%
SPX_19Jul24_C_5420
1,382
Long
(18)
0.1%
SPX_19Jul24_C_5425
2,726
Long
(36)
0.2%
SPX_19Jul24_P_2900
14
Long
(0)
0.0%
SPX_19Jul24_P_2950
15
Long
(0)
0.0%
SPX_19Jul24_P_3050
46
Long
(1)
0.0%
SPX_19Jul24_P_3075
32
Long
(0)
0.0%
SPX_19Jul24_P_3100
384
Long
(5)
0.0%
SPX_19Jul24_P_3125
253
Long
(3)
0.0%
SPX_19Jul24_P_3150
101
Long
(1)
0.0%
SPX_19Jul24_P_3175
208
Long
(3)
0.0%
SPX_19Jul24_P_3200
219
Long
(3)
0.0%
SPX_19Jul24_P_3225
116
Long
(2)
0.0%
SPX_19Jul24_P_3300
135
Long
(2)
0.0%
SPX_19Jul24_P_3325
567
Long
(7)
0.1%
SPX_19Jul24_P_3425
181
Long
(2)
0.0%
SPX_19Jul24_P_4520
86
Short
(1)
0.0%
SPX_19Jul24_P_4530
129
Short
(2)
0.0%
SPX_19Jul24_P_4550
43
Short
(1)
0.0%
SPX_19Jul24_P_4640
198
Short
(3)
0.0%
SPX_19Jul24_P_4650
1,311
Short
(17)
0.1%
SPX_19Jul24_P_4660
250
Short
(3)
0.0%
SPX_19Jul24_P_4670
347
Short
(5)
0.0%
SPX_19Jul24_P_4675
706
Short
(9)
0.1%
SPX_19Jul24_P_4680
456
Short
(6)
0.0%
SPX_19Jul24_P_4690
2,654
Short
(35)
0.2%
SPX_19Jul24_P_4710
598
Short
(8)
0.1%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
17
*
The
following
table
shows
the
individual
positions
and
related
Unrealized
Appreciation/(Depreciation)
of
the
securities
within
the
GSIVVTRS
basket.
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
SPX_19Jul24_P_4720
545
Short
(7)
0.0%
SPX_19Jul24_P_4730
2,743
Short
(36)
0.2%
SPX_19Jul24_P_4760
2,165
Short
(29)
0.2%
SPX_19Jul24_P_4775
1,159
Short
(15)
0.1%
SPX_19Jul24_P_4815
1,349
Short
(18)
0.1%
SPX_19Jul24_P_4830
1,433
Short
(19)
0.1%
SPX_19Jul24_P_4835
1,403
Short
(19)
0.1%
SPX_19Jul24_P_4845
1,449
Short
(19)
0.1%
SPX_19Jul24_P_4850
1,466
Short
(19)
0.1%
SPX_19Jul24_P_4875
1,765
Short
(23)
0.2%
SPX_16Aug24_Fwd_5250
1,695
Short
(22)
0.2%
SPX_16Aug24_C_5340
101
Long
(1)
0.0%
SPX_16Aug24_C_5375
177
Long
(2)
0.0%
SPX_16Aug24_C_5400
236
Long
(3)
0.0%
SPX_16Aug24_C_5420
566
Long
(7)
0.1%
SPX_16Aug24_C_5430
480
Long
(6)
0.0%
SPX_16Aug24_C_5450
624
Long
(8)
0.1%
SPX_16Aug24_C_5460
830
Long
(11)
0.1%
SPX_16Aug24_P_2900
4
Long
(0)
0.0%
SPX_16Aug24_P_2950
9
Long
(0)
0.0%
SPX_16Aug24_P_3050
15
Long
(0)
0.0%
SPX_16Aug24_P_3100
20
Long
(0)
0.0%
SPX_16Aug24_P_3125
135
Long
(2)
0.0%
SPX_16Aug24_P_3200
49
Long
(1)
0.0%
SPX_16Aug24_P_4640
45
Short
(1)
0.0%
SPX_16Aug24_P_4690
96
Short
(1)
0.0%
SPX_16Aug24_P_4725
148
Short
(2)
0.0%
SPX_16Aug24_P_4770
420
Short
(6)
0.0%
SPX_16Aug24_P_4775
366
Short
(5)
0.0%
SPX_16Aug24_P_4780
209
Short
(3)
0.0%
SPX_16Aug24_P_4790
317
Short
(4)
0.0%
SPX_16Aug24_P_4800
269
Short
(4)
0.0%
SPX_16Aug24_P_4820
495
Short
(7)
0.0%
Total
(14,522)
100.0%
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
EqSp
-VX-J24
$
1,352,076
Short
122,332
76.0%
EqSp
-VX-K24
103,645
Short
9,378
5.8%
VIX_17Apr24_C_14.5
2,204
Short
199
0.1%
VIX_17Apr24_C_15
15,158
Short
1,371
0.9%
VIX_17Apr24_C_15.5
13,378
Short
1,210
0.8%
VIX_17Apr24_C_16
17,970
Short
1,626
1.0%
VIX_17Apr24_C_17
18,448
Short
1,669
1.0%
VIX_17Apr24_C_18
10,982
Short
994
0.6%
VIX_17Apr24_C_19
1,626
Short
147
0.1%
VIX_17Apr24_C_20
353
Short
32
0.0%
VIX_17Apr24_C_28
347
Long
31
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
18
*
The
following
table
shows
the
top
50
positions
and
related
Unrealized
Appreciation/(Depreciation)
of
the
securities
within
the
GSVIKGTRS
basket.
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
VIX_17Apr24_C_29
357
Long
32
0.0%
VIX_17Apr24_C_30
357
Long
32
0.0%
VIX_17Apr24_C_31
648
Long
59
0.0%
VIX_17Apr24_C_32
947
Long
86
0.1%
VIX_17Apr24_C_34
663
Long
60
0.0%
VIX_17Apr24_C_35
574
Long
52
0.0%
VIX_17Apr24_C_36
595
Long
54
0.0%
VIX_17Apr24_C_37
781
Long
71
0.0%
VIX_17Apr24_C_38
228
Long
21
0.0%
VIX_17Apr24_C_39
773
Long
70
0.0%
VIX_17Apr24_C_40
1,128
Long
102
0.1%
VIX_17Apr24_C_42.5
1,866
Long
169
0.1%
VIX_17Apr24_C_45
1,369
Long
124
0.1%
VIX_17Apr24_C_47.5
757
Long
69
0.0%
VIX_17Apr24_C_50
1,367
Long
124
0.1%
VIX_17Apr24_C_55
297
Long
27
0.0%
VIX_17Apr24_C_60
53
Long
5
0.0%
VIX_17Apr24_P_13.5
3,075
Short
278
0.2%
VIX_17Apr24_P_14
29,013
Short
2,625
1.6%
VIX_17Apr24_P_14.5
47,874
Short
4,332
2.7%
VIX_17Apr24_P_15
56,851
Short
5,144
3.2%
VIX_17Apr24_P_15.5
43,640
Short
3,948
2.5%
VIX_17Apr24_P_16
17,006
Short
1,539
1.0%
VIX_22May24_C_16
1,789
Short
162
0.1%
VIX_22May24_C_17
6,576
Short
595
0.4%
VIX_22May24_C_18
4,556
Short
412
0.3%
VIX_22May24_C_19
1,899
Short
172
0.1%
VIX_22May24_C_42.5
670
Long
61
0.0%
VIX_22May24_C_45
102
Long
9
0.0%
VIX_22May24_C_47.5
538
Long
49
0.0%
VIX_22May24_C_50
83
Long
7
0.0%
VIX_22May24_C_55
469
Long
42
0.0%
VIX_22May24_P_14.5
4,345
Short
393
0.2%
VIX_22May24_P_15
7,414
Short
671
0.4%
VIX_22May24_P_15.5
5,218
Short
472
0.3%
Total
161,055
100.0%
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
CDX.NA.IG.41-V1.5Y
$
1,739,859
Short
234
5.5%
iTraxx
Europe.40-V1.5Y
1,387,391
Short
187
4.4%
CDX.NA.IG.41-V1.5Y_17Apr24_55_
Payer
1,258,076
Short
170
4.0%
CDX.NA.IG.41-V1.5Y_17Apr24_47.5_
Receiver
1,198,585
Short
162
3.8%
iTraxx
Europe.40-V1.5Y_17Apr24_50_
Receiver
1,084,915
Short
146
3.5%
iTraxx
Europe.40-V1.5Y_17Apr24_57.5_
Payer
1,084,915
Short
146
3.5%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
19
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
iTraxx
Europe.40-V1.5Y_17Apr24_52.5_
Receiver
985,378
Short
133
3.1%
CDX.NA.IG.41-V1.5Y_17Apr24_50_
Receiver
968,898
Short
131
3.1%
CDX.NA.IG.41-V1.5Y_17Apr24_57.5_
Payer
968,898
Short
131
3.1%
iTraxx
Europe.40-V1.5Y_17Apr24_60_
Payer
966,644
Short
130
3.1%
CDX.NA.IG.41-V1.5Y_17Apr24_52.5_
Payer
732,022
Short
99
2.3%
CDX.NA.HY.41-V2.5Y
716,984
Short
97
2.3%
iTraxx
Europe.40-V1.5Y_17Apr24_55_
Payer
636,852
Short
86
2.0%
CDX.NA.IG.41-V1.5Y_17Apr24_52.5_
Receiver
583,642
Short
79
1.9%
iTraxx
Europe.40-V1.5Y_17Apr24_55_
Receiver
568,928
Short
77
1.8%
CDX.NA.IG.41-V1.5Y_17Apr24_60_
Payer
523,238
Short
71
1.7%
iTraxx
Europe.40-V1.5Y_17Apr24_62.5_
Payer
443,853
Short
60
1.4%
iTraxx
Europe.41-V1.5Y_15May24_50_
Receiver
414,143
Short
56
1.3%
iTraxx
Europe.41-V1.5Y_15May24_52.5_
Receiver
414,143
Short
56
1.3%
iTraxx
Europe.41-V1.5Y_15May24_57.5_
Payer
414,143
Short
56
1.3%
CDX.NA.IG.42-V1.5Y_15May24_50_
Receiver
369,199
Short
50
1.2%
CDX.NA.IG.42-V1.5Y_15May24_55_
Payer
369,199
Short
50
1.2%
CDX.NA.IG.42-V1.5Y_15May24_57.5_
Payer
369,199
Short
50
1.2%
iTraxx
Europe.41-V1.5Y_15May24_55_
Receiver
364,088
Short
49
1.2%
iTraxx
Europe.41-V1.5Y_15May24_60_
Payer
364,088
Short
49
1.2%
CDX.NA.IG.41-V1.5Y_17Apr24_50_
Payer
338,550
Short
46
1.1%
iTraxx
Europe.41-V1.5Y_15May24_62.5_
Payer
314,014
Short
42
1.0%
CDX.NA.IG.42-V1.5Y_15May24_47.5_
Receiver
300,258
Short
40
1.0%
iTraxx
Europe
XOver.40-
V1.5Y_17Apr24_287.5_Receiver
284,441
Short
38
0.9%
iTraxx
Europe
XOver.40-
V1.5Y_17Apr24_325_Payer
284,441
Short
38
0.9%
CDX.NA.IG.42-V1.5Y_15May24_52.5_
Receiver
241,204
Short
33
0.8%
CDX.NA.IG.42-V1.5Y_15May24_60_
Payer
241,204
Short
33
0.8%
iTraxx
Europe
XOver.40-
V1.5Y_17Apr24_300_Receiver
239,468
Short
32
0.8%
iTraxx
Europe.40-V1.5Y_17Apr24_47.5_
Receiver
232,105
Short
31
0.7%
CDX.NA.HY.41-V2.5Y_17Apr24_106.5_
Receiver
218,684
Short
29
0.7%
iTraxx
Europe
XOver.40-
V1.5Y_17Apr24_312.5_Payer
217,927
Short
29
0.7%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
20
*
The
following
table
shows
the
individual
positions
and
related
Unrealized
Appreciation/(Depreciation)
of
the
securities
within
the
GSVIKTRS
basket.
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
iTraxx
Europe
XOver.40-
V1.5Y_17Apr24_337.5_Payer
213,798
Short
29
0.7%
iTraxx
Europe.40-V1.5Y_17Apr24_65_
Payer
213,174
Short
29
0.7%
iTraxx
Europe.40-V1.5Y_17Apr24_52.5_
Payer
206,386
Short
28
0.7%
iTraxx
Europe
XOver.40-
V1.5Y_17Apr24_275_Receiver
184,781
Short
25
0.6%
CDX.NA.IG.41-V1.5Y_15May24_45_
Receiver
179,225
Short
24
0.6%
CDX.NA.IG.41-V1.5Y_15May24_47.5_
Receiver
179,225
Short
24
0.6%
CDX.NA.IG.41-V1.5Y_15May24_52.5_
Payer
179,225
Short
24
0.6%
CDX.NA.IG.41-V1.5Y_15May24_55_
Payer
179,225
Short
24
0.6%
CDX.NA.HY.41-V2.5Y_17Apr24_106.75_
Receiver
172,283
Short
23
0.5%
iTraxx
Europe.40-V1.5Y_15May24_50_
Receiver
165,767
Short
22
0.5%
CDX.NA.IG.42-V1.5Y_17Apr24_50_
Receiver
162,447
Short
22
0.5%
CDX.NA.IG.42-V1.5Y_17Apr24_55_
Payer
162,447
Short
22
0.5%
CDX.NA.IG.42-V1.5Y_17Apr24_57.5_
Payer
162,447
Short
22
0.5%
iTraxx
Europe.41-V1.5Y_17Apr24_52.5_
Receiver
159,265
Short
21
0.5%
Other
Components
7,082,728
—
954
22.5%
Total
4,237
100.0%
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
HYG.P_
1Apr24_Fwd_78
$
13,947
Short
(101)
5.4%
HYG.P_19Apr24_C_77
30,539
Short
(222)
11.7%
HYG.P_19Apr24_C_77.5
5,121
Short
(37)
2.0%
HYG.P_19Apr24_C_78
32,751
Short
(238)
12.6%
HYG.P_19Apr24_C_79
39
Short
(0)
0.0%
HYG.P_19Apr24_P_75
156
Short
(1)
0.1%
HYG.P_19Apr24_P_76
8,716
Short
(63)
3.4%
HYG.P_19Apr24_P_76.5
495
Short
(4)
0.2%
HYG.P_19Apr24_P_77
48,903
Short
(356)
18.8%
HYG.P_19Apr24_P_77.5
12,114
Short
(88)
4.7%
HYG.P_19Apr24_P_78
7,592
Short
(55)
2.9%
HYG.P_17May24_C_77
8,837
Short
(64)
3.4%
HYG.P_17May24_C_78
22,982
Short
(167)
8.8%
HYG.P_17May24_C_79
480
Short
(3)
0.2%
HYG.P_17May24_P_75
587
Short
(4)
0.2%
HYG.P_17May24_P_76
10,031
Short
(73)
3.9%
HYG.P_17May24_P_77
35,619
Short
(259)
13.7%
HYG.P_17May24_P_78
11,202
Short
(81)
4.3%
HYG.P_21Jun24_C_77
87
Short
(1)
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
21
*
The
following
table
shows
the
individual
positions
and
related
Unrealized
Appreciation/(Depreciation)
of
the
securities
within
the
GSVLFTRS
basket.
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
HYG.P_21Jun24_C_78
2,777
Short
(20)
1.1%
HYG.P_21Jun24_C_79
382
Short
(3)
0.1%
HYG.P_21Jun24_P_75
20
Short
(0)
0.0%
HYG.P_21Jun24_P_76
1,156
Short
(8)
0.4%
HYG.P_21Jun24_P_77
3,957
Short
(29)
1.5%
HYG.P_21Jun24_P_78
1,625
Short
(12)
0.6%
Total
(1,891)
100.0%
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
SWO
Call
USD
1May24
358
31Jan24
30y
$
1,059,435
Short
(583)
0.2%
SWO
Call
USD
1May24
367
31Jan24
5y
1,165,379
Long
(641)
0.2%
SWO
Call
USD
1May24
374
31Jan24
20y
2,472,015
Short
(1,360)
0.5%
SWO
Call
USD
1May24
398
31Jan24
2y
2,366,072
Long
(1,301)
0.5%
SWO
Call
USD
3Apr24
346
3Jan24
7y
6,569,870
Short
(3,614)
1.3%
SWO
Call
USD
3Apr24
348
3Jan24
10y
3,235,906
Short
(1,780)
0.6%
SWO
Call
USD
3Apr24
349
3Jan24
5y
3,235,906
Long
(1,780)
0.6%
SWO
Call
USD
3Apr24
386
3Jan24
2y
6,569,870
Long
(3,614)
1.3%
SWO
Call
USD
4Jun31
372
13Mar24
5y
6,795,449
Long
(3,738)
1.3%
SWO
Call
USD
5Jun24
351
6Mar24
30y
1,815,942
Short
(999)
0.3%
SWO
Call
USD
5Jun24
369
6Mar24
20y
778,261
Short
(428)
0.1%
SWO
Call
USD
5Jun24
373
6Mar24
7y
2,594,203
Long
(1,427)
0.5%
SWO
Call
USD
5May27
364
7Feb24
20y
3,473,367
Long
(1,910)
0.7%
SWO
Call
USD
7Apr27
346
10Jan24
5y
9,771,862
Long
(5,375)
1.9%
SWO
Call
USD
7May31
389
14Feb24
5y
6,964,818
Long
(3,831)
1.3%
SWO
Call
USD
8May24
356
7Feb24
30y
1,042,010
Short
(573)
0.2%
SWO
Call
USD
8May24
370
7Feb24
5y
1,146,211
Long
(630)
0.2%
SWO
Call
USD
8May24
372
7Feb24
20y
2,431,357
Short
(1,337)
0.5%
SWO
Call
USD
8May24
402
7Feb24
2y
2,327,156
Long
(1,280)
0.4%
SWO
Call
USD
10Apr24
357
10Jan24
7y
6,547,148
Short
(3,601)
1.2%
SWO
Call
USD
10Apr24
359
10Jan24
10y
3,224,715
Short
(1,774)
0.6%
SWO
Call
USD
10Apr24
359
10Jan24
5y
3,224,715
Long
(1,774)
0.6%
SWO
Call
USD
10Apr24
394
10Jan24
2y
6,547,148
Long
(3,601)
1.2%
SWO
Call
USD
11Jun31
363
20Mar24
20y
2,680,211
Long
(1,474)
0.5%
SWO
Call
USD
12Jun24
373
13Mar24
10y
4,077,269
Short
(2,243)
0.8%
SWO
Call
USD
12Jun24
374
13Mar24
7y
6,795,449
Long
(3,738)
1.3%
SWO
Call
USD
12Jun24
375
13Mar24
15y
2,718,180
Short
(1,495)
0.5%
SWO
Call
USD
14Jun34
351
27Mar24
20y
2,407,951
Long
(1,324)
0.5%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
22
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
SWO
Call
USD
14May31
366
21Feb24
20y
2,739,307
Long
(1,507)
0.5%
SWO
Call
USD
15Apr26
341
17Jan24
5y
11,512,013
Long
(6,332)
2.2%
SWO
Call
USD
15May24
387
14Feb24
10y
4,178,891
Short
(2,298)
0.8%
SWO
Call
USD
15May24
388
14Feb24
7y
6,964,818
Long
(3,831)
1.3%
SWO
Call
USD
15May24
390
14Feb24
15y
2,785,927
Short
(1,532)
0.5%
SWO
Call
USD
16Apr31
389
24Jan24
5y
6,713,518
Long
(3,693)
1.3%
SWO
Call
USD
17Apr24
351
17Jan24
7y
11,512,013
Short
(6,332)
2.2%
SWO
Call
USD
17Apr24
374
17Jan24
2y
11,512,013
Long
(6,332)
2.2%
SWO
Call
USD
20Jun24
367
20Mar24
30y
1,876,148
Short
(1,032)
0.4%
SWO
Call
USD
20Jun24
386
20Mar24
20y
804,063
Short
(442)
0.2%
SWO
Call
USD
20Jun24
391
20Mar24
7y
2,680,211
Long
(1,474)
0.5%
SWO
Call
USD
22May24
367
21Feb24
30y
1,917,515
Short
(1,055)
0.4%
SWO
Call
USD
22May24
384
21Feb24
7y
2,739,307
Long
(1,507)
0.5%
SWO
Call
USD
22May24
385
21Feb24
20y
821,792
Short
(452)
0.2%
SWO
Call
USD
24Apr24
370
24Jan24
7y
6,713,518
Long
(3,693)
1.3%
SWO
Call
USD
24Apr24
374
24Jan24
10y
4,028,111
Short
(2,216)
0.8%
SWO
Call
USD
24Apr24
381
24Jan24
15y
2,685,407
Short
(1,477)
0.5%
SWO
Call
USD
26Jun24
367
27Mar24
30y
2,407,951
Short
(1,324)
0.5%
SWO
Call
USD
26Jun24
386
27Mar24
10y
2,407,951
Long
(1,324)
0.5%
SWO
Call
USD
26May27
368
28Feb24
5y
10,060,042
Long
(5,533)
1.9%
SWO
Call
USD
28Apr27
367
31Jan24
20y
3,531,450
Long
(1,942)
0.7%
SWO
Call
USD
28May31
347
6Mar24
20y
2,594,203
Long
(1,427)
0.5%
SWO
Call
USD
29May24
385
28Feb24
10y
3,319,814
Short
(1,826)
0.6%
SWO
Call
USD
29May24
388
28Feb24
7y
6,740,228
Short
(3,707)
1.3%
SWO
Call
USD
29May24
393
28Feb24
5y
3,319,814
Long
(1,826)
0.6%
SWO
Call
USD
29May24
435
28Feb24
2y
6,740,228
Long
(3,707)
1.3%
SWO
Call
USD
31Mar27
335
3Jan24
5y
9,805,776
Long
(5,393)
1.9%
SWO
Put
USD
1May24
358
31Jan24
30y
1,059,435
Short
(583)
0.2%
SWO
Put
USD
1May24
367
31Jan24
5y
1,165,379
Long
(641)
0.2%
SWO
Put
USD
1May24
374
31Jan24
20y
2,472,015
Short
(1,360)
0.5%
SWO
Put
USD
1May24
398
31Jan24
2y
2,366,072
Long
(1,301)
0.5%
SWO
Put
USD
3Apr24
346
3Jan24
7y
6,569,870
Short
(3,614)
1.3%
SWO
Put
USD
3Apr24
348
3Jan24
10y
3,235,906
Short
(1,780)
0.6%
SWO
Put
USD
3Apr24
349
3Jan24
5y
3,235,906
Long
(1,780)
0.6%
SWO
Put
USD
3Apr24
386
3Jan24
2y
6,569,870
Long
(3,614)
1.3%
SWO
Put
USD
4Jun31
372
13Mar24
5y
6,795,449
Long
(3,738)
1.3%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
23
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
SWO
Put
USD
5Jun24
351
6Mar24
30y
1,815,942
Short
(999)
0.3%
SWO
Put
USD
5Jun24
369
6Mar24
20y
778,261
Short
(428)
0.1%
SWO
Put
USD
5Jun24
373
6Mar24
7y
2,594,203
Long
(1,427)
0.5%
SWO
Put
USD
5May27
364
7Feb24
20y
3,473,367
Long
(1,910)
0.7%
SWO
Put
USD
7Apr27
346
10Jan24
5y
9,771,862
Long
(5,375)
1.9%
SWO
Put
USD
7May31
389
14Feb24
5y
6,964,818
Long
(3,831)
1.3%
SWO
Put
USD
8May24
356
7Feb24
30y
1,042,010
Short
(573)
0.2%
SWO
Put
USD
8May24
370
7Feb24
5y
1,146,211
Long
(630)
0.2%
SWO
Put
USD
8May24
372
7Feb24
20y
2,431,357
Short
(1,337)
0.5%
SWO
Put
USD
8May24
402
7Feb24
2y
2,327,156
Long
(1,280)
0.4%
SWO
Put
USD
10Apr24
357
10Jan24
7y
6,547,148
Short
(3,601)
1.2%
SWO
Put
USD
10Apr24
359
10Jan24
10y
3,224,715
Short
(1,774)
0.6%
SWO
Put
USD
10Apr24
359
10Jan24
5y
3,224,715
Long
(1,774)
0.6%
SWO
Put
USD
10Apr24
394
10Jan24
2y
6,547,148
Long
(3,601)
1.2%
SWO
Put
USD
11Jun31
363
20Mar24
20y
2,680,211
Long
(1,474)
0.5%
SWO
Put
USD
12Jun24
373
13Mar24
10y
4,077,269
Short
(2,243)
0.8%
SWO
Put
USD
12Jun24
374
13Mar24
7y
6,795,449
Long
(3,738)
1.3%
SWO
Put
USD
12Jun24
375
13Mar24
15y
2,718,180
Short
(1,495)
0.5%
SWO
Put
USD
14Jun34
351
27Mar24
20y
2,407,951
Long
(1,324)
0.5%
SWO
Put
USD
14May31
366
21Feb24
20y
2,739,307
Long
(1,507)
0.5%
SWO
Put
USD
15Apr26
341
17Jan24
5y
11,512,013
Long
(6,332)
2.2%
SWO
Put
USD
15May24
387
14Feb24
10y
4,178,891
Short
(2,298)
0.8%
SWO
Put
USD
15May24
388
14Feb24
7y
6,964,818
Long
(3,831)
1.3%
SWO
Put
USD
15May24
390
14Feb24
15y
2,785,927
Short
(1,532)
0.5%
SWO
Put
USD
16Apr31
389
24Jan24
5y
6,713,518
Long
(3,693)
1.3%
SWO
Put
USD
17Apr24
351
17Jan24
7y
11,512,013
Short
(6,332)
2.2%
SWO
Put
USD
17Apr24
374
17Jan24
2y
11,512,013
Long
(6,332)
2.2%
SWO
Put
USD
20Jun24
367
20Mar24
30y
1,876,148
Short
(1,032)
0.4%
SWO
Put
USD
20Jun24
386
20Mar24
20y
804,063
Short
(442)
0.2%
SWO
Put
USD
20Jun24
391
20Mar24
7y
2,680,211
Long
(1,474)
0.5%
SWO
Put
USD
22May24
367
21Feb24
30y
1,917,515
Short
(1,055)
0.4%
SWO
Put
USD
22May24
384
21Feb24
7y
2,739,307
Long
(1,507)
0.5%
SWO
Put
USD
22May24
385
21Feb24
20y
821,792
Short
(452)
0.2%
SWO
Put
USD
24Apr24
370
24Jan24
7y
6,713,518
Long
(3,693)
1.3%
SWO
Put
USD
24Apr24
374
24Jan24
10y
4,028,111
Short
(2,216)
0.8%
SWO
Put
USD
24Apr24
381
24Jan24
15y
2,685,407
Short
(1,477)
0.5%
SWO
Put
USD
26Jun24
367
27Mar24
30y
2,407,951
Short
(1,324)
0.5%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
24
*
The
following
table
shows
the
individual
positions
and
related
Unrealized
Appreciation/(Depreciation)
of
the
securities
within
the
MQIS2TRS
basket.
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
SWO
Put
USD
26Jun24
386
27Mar24
10y
2,407,951
Long
(1,324)
0.5%
SWO
Put
USD
26May27
368
28Feb24
5y
10,060,042
Long
(5,533)
1.9%
SWO
Put
USD
28Apr27
367
31Jan24
20y
3,531,450
Long
(1,942)
0.7%
SWO
Put
USD
28May31
347
6Mar24
20y
2,594,203
Long
(1,427)
0.5%
SWO
Put
USD
29May24
385
28Feb24
10y
3,319,814
Short
(1,826)
0.6%
SWO
Put
USD
29May24
388
28Feb24
7y
6,740,228
Short
(3,707)
1.3%
SWO
Put
USD
29May24
393
28Feb24
5y
3,319,814
Long
(1,826)
0.6%
SWO
Put
USD
29May24
435
28Feb24
2y
6,740,228
Long
(3,707)
1.3%
SWO
Put
USD
31Mar27
335
3Jan24
5y
9,805,776
Long
(5,393)
1.9%
SWP
USD20y
060324280531
0.0347
2,395,238
Long
(1,317)
0.5%
SWP
USD20y
070224050527
0.0364
2,373,915
Long
(1,306)
0.5%
SWP
USD20y
200324110631
0.0363
418,481
Long
(230)
0.1%
SWP
USD20y
210224140531
0.0366
386,670
Long
(213)
0.1%
SWP
USD20y
270324140634
0.0351
479,030
Long
(263)
0.1%
SWP
USD20y
310124280427
0.0367
2,296,026
Long
(1,263)
0.4%
SWP
USD5y
030124310327
0.0335
9,112,711
Long
(5,012)
1.7%
SWP
USD5y
100124070427
0.0346
9,804,652
Long
(5,393)
1.9%
SWP
USD5y
130324040631
0.0372
6,017,551
Long
(3,310)
1.1%
SWP
USD5y
140224070531
0.0389
169,164
Short
(93)
0.0%
SWP
USD5y
170124150426
0.0341
10,515,177
Long
(5,784)
2.0%
SWP
USD5y
240124160431
0.0389
5,503,849
Long
(3,027)
1.0%
SWP
USD5y
280224260527
0.0368
927,029
Long
(510)
0.2%
Total
(288,598)
100.0%
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
AUD
Currency
$
695
Long
(2)
0.0%
CAD
Currency
5,218
Short
(13)
0.0%
EUR
Currency
47,042
Short
(116)
0.3%
GBP
Currency
39,918
Long
(99)
0.3%
JPY
Currency
2,520
Short
(6)
0.0%
EURO-BOBL
FUTURE
Jun24
629,509
Short
(1,553)
4.3%
EURO-BUND
FUTURE
Jun24
627,207
Short
(1,548)
4.2%
COCOA
FUTURE
May24
32,720
Long
(81)
0.2%
ECX
EMISSION
Dec24
9,188
Long
(23)
0.1%
CAN
10YR
BOND
FUT
Jun24
218,070
Short
(538)
1.5%
CORN
FUTURE
May24
34,250
Short
(85)
0.2%
WTI
CRUDE
FUTURE
May24
139,088
Long
(343)
0.9%
RAPESEED
EURO
May24
54,473
Long
(134)
0.4%
RAPESEED
EURO
Aug24
37,081
Long
(91)
0.3%
COTTON
NO.2
FUTR
May24
36,472
Long
(90)
0.2%
MILL
WHEAT
EURO
May24
44,799
Short
(111)
0.3%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
25
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
MILL
WHEAT
EURO
Sep24
31,791
Short
(78)
0.2%
GOLD
100
OZ
FUTR
Jun24
488,466
Long
(1,205)
3.3%
LONG
GILT
FUTURE
Jun24
93,606
Long
(231)
0.6%
NY
Harb
ULSD
Fut
May24
17,338
Long
(43)
0.1%
JPN
10Y
BOND(OSE)
Jun24
1,441,427
Short
(3,557)
9.7%
COFFEE
'C'
FUTURE
May24
12,344
Long
(30)
0.1%
LIVE
CATTLE
FUTR
Jun24
32,285
Long
(80)
0.2%
BRENT
CRUDE
FUTR
Jul24
156,299
Long
(386)
1.1%
LEAN
HOGS
FUTURE
Jun24
37,214
Long
(92)
0.3%
COFF
ROBUSTA
10tn
May24
91,199
Long
(225)
0.6%
COFF
ROBUSTA
10tn
Jul24
59,245
Long
(146)
0.4%
WHITE
SUGAR
(ICE)
Aug24
33,721
Long
(83)
0.2%
MILK
FUTURE
Apr24
56,713
Short
(140)
0.4%
MILK
FUTURE
May24
44,025
Short
(109)
0.3%
LME
PRI
ALUM
FUTR
May24
87,448
Long
(216)
0.6%
LME
COPPER
FUTURE
May24
111,443
Long
(275)
0.8%
LME
NICKEL
FUTURE
May24
12,943
Long
(32)
0.1%
LME
LEAD
FUTURE
May24
231,368
Short
(571)
1.6%
LME
LEAD
FUTURE
Jun24
67,338
Short
(166)
0.5%
LME
TIN
FUTURE
May24
68,369
Long
(169)
0.5%
LME
TIN
FUTURE
Jun24
45,238
Long
(112)
0.3%
RED
WHEAT
FUT
MGE
May24
71,257
Short
(176)
0.5%
RED
WHEAT
FUT
MGE
Jul24
47,915
Short
(118)
0.3%
NATURAL
GAS
FUTR
May24
58,691
Short
(145)
0.4%
UK
Natural
Gas
FutMay24
6,495
Long
(16)
0.0%
UK
Natural
Gas
FutJun24
4,280
Long
(11)
0.0%
FCOJ-A
FUTURE
May24
50,285
Long
(124)
0.3%
FCOJ-A
FUTURE
Jul24
33,682
Long
(83)
0.2%
OAT
FUTURE
May24
13,592
Short
(34)
0.1%
OAT
FUTURE
Jul24
8,741
Short
(22)
0.1%
PALLADIUM
FUTURE
Jun24
27,983
Long
(69)
0.2%
PLATINUM
FUTURE
Jul24
29,238
Short
(72)
0.2%
COCOA
FUTURE
-
IC
May24
61,692
Long
(152)
0.4%
COCOA
FUTURE
-
IC
Jul24
39,640
Long
(98)
0.3%
GASOLINE
RBOB
FUT
May24
72,354
Long
(179)
0.5%
ROUGH
RICE
(CBOT)
May24
35,526
Short
(88)
0.2%
ROUGH
RICE
(CBOT)
Jul24
23,937
Short
(59)
0.2%
SGX
Iron
Ore
62%
May24
116,162
Short
(287)
0.8%
EURO-SCHATZ
FUT
Jun24
2,113,696
Short
(5,216)
14.3%
SILVER
FUTURE
May24
113,992
Long
(281)
0.8%
SOYBEAN
FUTURE
May24
9,323
Short
(23)
0.1%
SOYBEAN
MEAL
FUTR
May24
19,080
Short
(47)
0.1%
US
5YR
NOTE
(CBT)
Jun24
393,820
Short
(972)
2.7%
US
2YR
NOTE
(CBT)
Jun24
1,243,661
Short
(3,069)
8.4%
US
10YR
NOTE
(CBT)Jun24
604,885
Short
(1,493)
4.1%
TTF
NAT
GAS
F
May24
1,799
Long
(4)
0.0%
TTF
NAT
GAS
F
Jun24
1,202
Long
(3)
0.0%
WHEAT
FUTURE(CBT)
May24
35,206
Short
(87)
0.2%
AUST
10Y
BOND
FUT
Jun24
340,478
Long
(840)
2.3%
BRLUSD
04/18/2024
57,913
Short
(143)
0.4%
CNHUSD
04/17/2024
850,286
Short
(2,098)
5.7%
IDRUSD
04/19/2024
403,498
Short
(996)
2.7%
INRUSD
04/19/2024
294,887
Short
(728)
2.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
26
*
The
following
table
shows
the
individual
positions
and
related
Unrealized
Appreciation/(Depreciation)
of
the
securities
within
the
MQIS6TRS
basket.
*
The
following
table
shows
the
individual
positions
and
related
Unrealized
Appreciation/(Depreciation)
of
the
securities
within
the
MQISBTRS
basket.
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
KRWUSD
04/18/2024
328,821
Short
(811)
2.2%
MXNUSD
04/17/2024
416,544
Long
(1,028)
2.8%
SGDUSD
04/17/2024
620,938
Short
(1,532)
4.2%
TWDUSD
04/18/2024
1,021,254
Short
(2,520)
6.9%
ZARUSD
04/17/2024
56,756
Long
(140)
0.4%
Total
(36,539)
100.0%
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
AUDUSD
04/17/2024
$
1,145,395
Short
3,151
3.9%
BRLUSD
04/18/2024
1,881,205
Long
5,175
6.4%
CHFUSD
04/17/2024
3,170,295
Short
8,722
10.8%
CLPUSD
04/18/2024
1,245,969
Long
3,428
4.2%
CNHUSD
04/17/2024
2,609,219
Short
7,178
8.9%
CZKUSD
04/17/2024
536,622
Long
1,476
1.8%
EURUSD
04/17/2024
1,529,601
Short
4,208
5.2%
HUFUSD
04/17/2024
2,752,570
Long
7,573
9.4%
IDRUSD
04/19/2024
1,203,392
Long
3,311
4.1%
INRUSD
04/19/2024
2,231,194
Long
6,138
7.6%
JPYUSD
04/17/2024
2,626,038
Short
7,225
8.9%
KRWUSD
04/18/2024
2,300,025
Short
6,328
7.8%
MXNUSD
04/17/2024
1,628,032
Long
4,479
5.5%
NZDUSD
04/17/2024
790,329
Long
2,174
2.7%
PLNUSD
04/17/2024
436,577
Long
1,201
1.5%
SEKUSD
04/17/2024
1,303,769
Short
3,587
4.4%
ZARUSD
04/17/2024
2,017,770
Long
5,551
6.9%
Total
80,906
100.0%
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
AUD
Currency
$
1,508
Long
5
0.0%
CAD
Currency
415
Short
1
0.0%
EUR
Currency
5,899
Short
18
0.0%
GBP
Currency
26,676
Long
80
0.0%
JPY
Currency
4,269
Long
13
0.0%
EURO-BOBL
FUTURE
Jun24
27,154
Short
81
0.0%
SOYBEAN
OIL
FUTR
Jan25
41,071
Long
123
0.0%
SOYBEAN
OIL
FUTR
May24
906,016
Short
2,712
1.0%
SOYBEAN
OIL
FUTR
Jul24
572,849
Long
1,715
0.7%
SOYBEAN
OIL
FUTR
Dec24
284,956
Long
853
0.3%
EURO-BUND
FUTURE
Jun24
9,652
Long
29
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
27
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
COCOA
FUTURE
May24
230,971
Short
691
0.3%
COCOA
FUTURE
Jul24
475,790
Long
1,424
0.6%
COCOA
FUTURE
Sep24
18,176
Long
54
0.0%
ECX
EMISSION
Dec24
45,598
Short
136
0.1%
CAN
10YR
BOND
FUT
Jun24
9,895
Short
30
0.0%
CORN
FUTURE
May24
2,620,254
Short
7,843
3.0%
WTI
CRUDE
FUTURE
Jan25
343,770
Long
1,029
0.4%
WTI
CRUDE
FUTURE
May24
2,291,452
Short
6,859
2.6%
WTI
CRUDE
FUTURE
Jun24
108,399
Long
324
0.1%
WTI
CRUDE
FUTURE
Jul24
260,487
Long
780
0.3%
WTI
CRUDE
FUTURE
Aug24
522,419
Short
1,564
0.6%
WTI
CRUDE
FUTURE
Sep24
1,656,547
Long
4,958
1.9%
WTI
CRUDE
FUTURE
Nov24
599,301
Long
1,794
0.7%
CORN
FUTURE
Jul24
950,479
Long
2,845
1.1%
RAPESEED
EURO
May24
544
Long
2
0.0%
RAPESEED
EURO
Aug24
370
Long
1
0.0%
COTTON
NO.2
FUTR
Mar25
20,320
Long
61
0.0%
COTTON
NO.2
FUTR
May24
476,848
Long
1,427
0.6%
COTTON
NO.2
FUTR
Jul24
76,182
Long
228
0.1%
COTTON
NO.2
FUTR
Dec24
267,765
Long
801
0.3%
CORN
FUTURE
Sep24
667,949
Long
1,999
0.8%
CORN
FUTURE
Dec24
132,481
Long
397
0.2%
MILL
WHEAT
EURO
May24
46,445
Short
139
0.1%
MILL
WHEAT
EURO
Sep24
32,959
Short
99
0.0%
EURO
STOXX
50
Jun24
346,740
Long
1,038
0.4%
S&P500
EMINI
FUT
Jun24
293,085
Long
877
0.3%
CATTLE
FEEDER
FUT
May24
68,417
Short
205
0.1%
CATTLE
FEEDER
FUT
Aug24
180,281
Short
540
0.2%
CATTLE
FEEDER
FUT
Oct24
201,373
Long
603
0.2%
FTSE
100
IDX
FUT
Jun24
35,396
Long
106
0.0%
GOLD
100
OZ
FUTR
Jun24
3,075,046
Long
9,204
3.6%
GOLD
100
OZ
FUTR
Aug24
2,133,015
Long
6,384
2.5%
GOLD
100
OZ
FUTR
Oct24
1,939,225
Long
5,804
2.2%
GOLD
100
OZ
FUTR
Dec24
399,010
Long
1,194
0.5%
LONG
GILT
FUTURE
Jun24
57,134
Long
171
0.1%
COPPER
FUTURE
May24
1,920,276
Short
5,748
2.2%
COPPER
FUTURE
Jul24
974,993
Long
2,918
1.1%
COPPER
FUTURE
Sep24
182,976
Short
548
0.2%
COPPER
FUTURE
Dec24
1,158,807
Long
3,468
1.3%
NY
Harb
ULSD
Fut
May24
838,691
Short
2,510
1.0%
NY
Harb
ULSD
Fut
Jun24
234,923
Long
703
0.3%
NY
Harb
ULSD
Fut
Jul24
436,476
Long
1,306
0.5%
NY
Harb
ULSD
Fut
Aug24
10,793
Long
32
0.0%
NY
Harb
ULSD
Fut
Sep24
194,951
Long
584
0.2%
NY
Harb
ULSD
Fut
Oct24
112,859
Short
338
0.1%
NY
Harb
ULSD
Fut
Nov24
113,020
Long
338
0.1%
JPN
10Y
BOND(OSE)
Jun24
207,396
Long
621
0.2%
COFFEE
'C'
FUTURE
May24
246,376
Short
737
0.3%
COFFEE
'C'
FUTURE
Jul24
91,575
Long
274
0.1%
COFFEE
'C'
FUTURE
Sep24
106,827
Long
320
0.1%
COFFEE
'C'
FUTURE
Dec24
458,301
Long
1,372
0.5%
KC
HRW
WHEAT
FUT
May24
923,977
Short
2,766
1.1%
KC
HRW
WHEAT
FUT
Jul24
788,975
Long
2,361
0.9%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
28
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
KC
HRW
WHEAT
FUT
Sep24
135,291
Short
405
0.2%
KC
HRW
WHEAT
FUT
Dec24
114,568
Long
343
0.1%
LIVE
CATTLE
FUTR
Apr24
343,737
Long
1,029
0.4%
LIVE
CATTLE
FUTR
Jun24
1,006,840
Short
3,014
1.2%
BRENT
CRUDE
FUTR
Jan25
228,718
Long
685
0.3%
BRENT
CRUDE
FUTR
Jun24
1,863,030
Long
5,576
2.2%
BRENT
CRUDE
FUTR
Jul24
111,269
Long
333
0.1%
BRENT
CRUDE
FUTR
Aug24
145,984
Long
437
0.2%
BRENT
CRUDE
FUTR
Sep24
95,913
Short
287
0.1%
BRENT
CRUDE
FUTR
Nov24
40,920
Short
122
0.0%
LIVE
CATTLE
FUTR
Aug24
254,970
Long
763
0.3%
LIVE
CATTLE
FUTR
Oct24
231,265
Short
692
0.3%
LIVE
CATTLE
FUTR
Dec24
813,209
Long
2,434
0.9%
Low
Su
Gasoil
G
Apr24
596,834
Long
1,786
0.7%
Low
Su
Gasoil
G
May24
1,155,708
Short
3,459
1.3%
Low
Su
Gasoil
G
Jun24
209,385
Long
627
0.2%
Low
Su
Gasoil
G
Jul24
275,331
Long
824
0.3%
Low
Su
Gasoil
G
Aug24
10,521
Long
31
0.0%
Low
Su
Gasoil
G
Sep24
249,130
Long
746
0.3%
Low
Su
Gasoil
G
Oct24
192,412
Short
576
0.2%
Low
Su
Gasoil
G
Nov24
192,675
Long
577
0.2%
LEAN
HOGS
FUTURE
Apr24
169,999
Long
509
0.2%
LEAN
HOGS
FUTURE
Jun24
856,127
Short
2,562
1.0%
LEAN
HOGS
FUTURE
Jul24
228,454
Long
684
0.3%
LEAN
HOGS
FUTURE
Aug24
58,931
Short
176
0.1%
LEAN
HOGS
FUTURE
Oct24
462,003
Long
1,383
0.5%
LEAN
HOGS
FUTURE
Dec24
230,787
Long
691
0.3%
COFF
ROBUSTA
10tn
May24
49,421
Long
148
0.1%
COFF
ROBUSTA
10tn
Jul24
32,105
Long
96
0.0%
WHITE
SUGAR
(ICE)
Aug24
15,512
Short
46
0.0%
MILK
FUTURE
Apr24
35,807
Short
107
0.0%
MILK
FUTURE
May24
27,796
Short
83
0.0%
LME
PRI
ALUM
FUTR
Jan25
164,478
Long
492
0.2%
LME
PRI
ALUM
FUTR
Apr24
1,121,196
Long
3,356
1.3%
LME
PRI
ALUM
FUTR
May24
2,566,399
Short
7,681
3.0%
LME
PRI
ALUM
FUTR
Jun24
549,081
Long
1,643
0.6%
LME
PRI
ALUM
FUTR
Jul24
318,742
Long
954
0.4%
LME
PRI
ALUM
FUTR
Aug24
18,459
Short
55
0.0%
LME
PRI
ALUM
FUTR
Sep24
322,610
Long
966
0.4%
LME
PRI
ALUM
FUTR
Nov24
413,622
Long
1,238
0.5%
LME
COPPER
FUTURE
Apr24
2,967,063
Long
8,881
3.4%
LME
COPPER
FUTURE
May24
178,163
Short
533
0.2%
LME
COPPER
FUTURE
Jun24
235,219
Long
704
0.3%
LME
COPPER
FUTURE
Aug24
4,927
Long
15
0.0%
LME
COPPER
FUTURE
Dec25
341,531
Long
1,022
0.4%
LME
NICKEL
FUTURE
Jan25
273,979
Long
820
0.3%
LME
NICKEL
FUTURE
Apr24
470,966
Long
1,410
0.5%
LME
NICKEL
FUTURE
May24
1,779,932
Short
5,327
2.1%
LME
NICKEL
FUTURE
Jun24
250,020
Long
748
0.3%
LME
NICKEL
FUTURE
Jul24
79,424
Long
238
0.1%
LME
NICKEL
FUTURE
Aug24
162,529
Long
486
0.2%
LME
NICKEL
FUTURE
Sep24
141,682
Long
424
0.2%
LME
NICKEL
FUTURE
Oct24
39,481
Short
118
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
29
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
LME
NICKEL
FUTURE
Nov24
235,898
Long
706
0.3%
LME
LEAD
FUTURE
Jan25
11,533
Long
35
0.0%
LME
LEAD
FUTURE
Apr24
44,152
Long
132
0.1%
LME
LEAD
FUTURE
May24
285,797
Short
855
0.3%
LME
LEAD
FUTURE
Jun24
2,512
Short
8
0.0%
LME
LEAD
FUTURE
Jul24
508
Short
2
0.0%
LME
LEAD
FUTURE
Aug24
16,452
Short
49
0.0%
LME
LEAD
FUTURE
Sep24
85,867
Long
257
0.1%
LME
LEAD
FUTURE
Oct24
26,706
Short
80
0.0%
LME
LEAD
FUTURE
Nov24
68,790
Long
206
0.1%
LME
TIN
FUTURE
May24
15,982
Short
48
0.0%
LME
TIN
FUTURE
Jun24
14,731
Long
44
0.0%
RED
WHEAT
FUT
MGE
May24
49,116
Short
147
0.1%
RED
WHEAT
FUT
MGE
Jul24
46,003
Short
138
0.1%
LME
ZINC
FUTURE
Jan25
196,464
Long
588
0.2%
LME
ZINC
FUTURE
Apr24
54,105
Long
162
0.1%
LME
ZINC
FUTURE
May24
2,392,700
Short
7,162
2.8%
LME
ZINC
FUTURE
Jun24
386,621
Long
1,157
0.4%
LME
ZINC
FUTURE
Jul24
454,847
Long
1,361
0.5%
LME
ZINC
FUTURE
Aug24
21,452
Long
64
0.0%
LME
ZINC
FUTURE
Sep24
834,046
Long
2,496
1.0%
LME
ZINC
FUTURE
Nov24
163,595
Long
490
0.2%
NASDAQ
100
E-MINI
Jun24
42,304
Long
127
0.0%
NATURAL
GAS
FUTR
Jan25
82,939
Long
248
0.1%
NATURAL
GAS
FUTR
May24
1,355,277
Short
4,056
1.6%
UK
Natural
Gas
FutMay24
7,204
Short
22
0.0%
UK
Natural
Gas
FutJun24
4,748
Short
14
0.0%
NATURAL
GAS
FUTR
Jul24
383,586
Short
1,148
0.4%
NATURAL
GAS
FUTR
Aug24
358,389
Long
1,073
0.4%
NATURAL
GAS
FUTR
Sep24
787,425
Long
2,357
0.9%
NATURAL
GAS
FUTR
Nov24
236,481
Long
708
0.3%
NATURAL
GAS
FUTR
Dec24
484,786
Long
1,451
0.6%
NIKKEI
225
(OSE)
Jun24
122,453
Long
367
0.1%
FCOJ-A
FUTURE
May24
4,279
Short
13
0.0%
FCOJ-A
FUTURE
Jul24
19,949
Long
60
0.0%
OAT
FUTURE
May24
8,738
Short
26
0.0%
OAT
FUTURE
Jul24
5,619
Short
17
0.0%
PALLADIUM
FUTURE
Jun24
21,053
Short
63
0.0%
PLATINUM
FUTURE
Jul24
35,462
Short
106
0.0%
COCOA
FUTURE
-
IC
May24
33,431
Long
100
0.0%
COCOA
FUTURE
-
IC
Jul24
21,481
Long
64
0.0%
GASOLINE
RBOB
FUT
Jan25
500
Long
1
0.0%
GASOLINE
RBOB
FUT
May24
1,145,799
Short
3,429
1.3%
GASOLINE
RBOB
FUT
Jun24
107,731
Long
322
0.1%
GASOLINE
RBOB
FUT
Jul24
544,575
Long
1,630
0.6%
GASOLINE
RBOB
FUT
Aug24
10,357
Long
31
0.0%
GASOLINE
RBOB
FUT
Sep24
30,429
Long
91
0.0%
GASOLINE
RBOB
FUT
Oct24
330,137
Long
988
0.4%
GASOLINE
RBOB
FUT
Nov24
187,813
Long
562
0.2%
ROUGH
RICE
(CBOT)
May24
7,777
Long
23
0.0%
ROUGH
RICE
(CBOT)
Jul24
5,240
Long
16
0.0%
SUGAR
#11
(WORLD)
Mar25
341,209
Long
1,021
0.4%
SUGAR
#11
(WORLD)
May24
758,887
Short
2,271
0.9%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
30
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
SUGAR
#11
(WORLD)
May25
161,375
Long
483
0.2%
SUGAR
#11
(WORLD)
Jul24
253,394
Long
758
0.3%
SUGAR
#11
(WORLD)
Oct24
329,163
Long
985
0.4%
SOYBEAN
FUTURE
Jan25
406,507
Long
1,217
0.5%
SGX
Iron
Ore
62%
May24
13,650
Short
41
0.0%
EURO-SCHATZ
FUT
Jun24
286,697
Short
858
0.3%
SILVER
FUTURE
May24
253,456
Short
759
0.3%
SILVER
FUTURE
Jul24
241,192
Long
722
0.3%
SILVER
FUTURE
Sep24
5,950
Long
18
0.0%
SOYBEAN
FUTURE
May24
2,162,209
Short
6,472
2.5%
SOYBEAN
MEAL
FUTR
Jan25
202,808
Long
607
0.2%
SOYBEAN
MEAL
FUTR
May24
797,506
Short
2,387
0.9%
SOYBEAN
MEAL
FUTR
Jul24
406,255
Long
1,216
0.5%
SOYBEAN
MEAL
FUTR
Dec24
245,230
Long
734
0.3%
SOYBEAN
FUTURE
Jul24
1,069,903
Long
3,202
1.2%
SPI
200
FUTURES
Jun24
62,943
Long
188
0.1%
SOYBEAN
FUTURE
Nov24
104,635
Long
313
0.1%
US
5YR
NOTE
(CBT)
Jun24
32,843
Short
98
0.0%
US
2YR
NOTE
(CBT)
Jun24
110,901
Short
332
0.1%
US
10YR
NOTE
(CBT)Jun24
57,277
Short
171
0.1%
TTF
NAT
GAS
F
May24
7,854
Short
24
0.0%
TTF
NAT
GAS
F
Jun24
5,247
Short
16
0.0%
CBOE
VIX
FUTURE
Jul24
222,237
Short
665
0.3%
CBOE
VIX
FUTURE
Aug24
127,919
Short
383
0.1%
WHEAT
FUTURE(CBT)
May24
512,124
Short
1,533
0.6%
WHEAT
FUTURE(CBT)
Jul24
474,216
Long
1,419
0.5%
WHEAT
FUTURE(CBT)
Sep24
190,794
Short
571
0.2%
WHEAT
FUTURE(CBT)
Dec24
170,988
Long
512
0.2%
AUST
10Y
BOND
FUT
Jun24
27,588
Long
83
0.0%
AUDUSD
04/17/2024
168,190
Short
503
0.2%
BRLUSD
04/18/2024
485,724
Long
1,454
0.6%
CADUSD
04/16/2024
273,967
Short
820
0.3%
CHFUSD
04/17/2024
1,132,129
Short
3,389
1.3%
CLPUSD
04/18/2024
271,426
Long
812
0.3%
CNHUSD
04/17/2024
976,276
Short
2,922
1.1%
CZKUSD
04/17/2024
62,623
Long
187
0.1%
EURUSD
04/03/2024
(853)
Short
(3)
0.0%
EURUSD
04/04/2024
(458)
Short
(1)
0.0%
EURUSD
04/05/2024
(304)
Short
(1)
0.0%
EURUSD
04/17/2024
497,842
Short
1,490
0.6%
GBPUSD
04/17/2024
165,751
Short
496
0.2%
HUFUSD
04/17/2024
769,699
Long
2,304
0.9%
IDRUSD
04/19/2024
235,693
Long
705
0.3%
INRUSD
04/19/2024
1,070,116
Long
3,203
1.2%
JPYUSD
04/03/2024
(19)
Long
(0)
0.0%
JPYUSD
04/04/2024
(28)
Long
(0)
0.0%
JPYUSD
04/05/2024
(21)
Long
(0)
0.0%
JPYUSD
04/17/2024
758,962
Short
2,272
0.9%
KRWUSD
04/18/2024
501,106
Short
1,500
0.6%
MXNUSD
04/17/2024
457,023
Long
1,368
0.5%
NZDUSD
04/17/2024
115,893
Long
347
0.1%
PLNUSD
04/17/2024
266,311
Long
797
0.3%
SEKUSD
04/17/2024
152,149
Short
455
0.2%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
31
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
SGDUSD
04/17/2024
71,783
Short
215
0.1%
TWDUSD
04/18/2024
120,621
Short
361
0.1%
ZARUSD
04/17/2024
574,031
Long
1,718
0.7%
EURUSD
1.0749
Put
04/01/2024
258
Short
1
0.0%
EURUSD
1.0817
Call
04/01/2024
553
Short
2
0.0%
EURUSD
1.0817
Put
04/01/2024
91
Short
0
0.0%
EURUSD
1.0841
Call
04/01/2024
77
Long
0
0.0%
EURUSD
1.0841
Put
04/01/2024
697
Short
2
0.0%
EURUSD
1.0862
Call
04/01/2024
35
Short
0
0.0%
EURUSD
1.0862
Put
04/01/2024
1,174
Short
4
0.0%
EURUSD
1.0882
Call
04/01/2024
43
Short
0
0.0%
EURUSD
1.08
Put
04/01/2024
867
Short
3
0.0%
EURUSD
1.0922
Call
04/01/2024
3
Short
0
0.0%
EURUSD
1.0791
Put
04/02/2024
973
Short
3
0.0%
EURUSD
1.083
Call
04/02/2024
114
Short
0
0.0%
EURUSD
1.083
Put
04/02/2024
447
Long
1
0.0%
EURUSD
1.0842
Call
04/02/2024
138
Short
0
0.0%
EURUSD
1.0842
Put
04/02/2024
1,080
Short
3
0.0%
EURUSD
1.089
Call
04/02/2024
48
Short
0
0.0%
EURUSD
1.0784
Put
04/03/2024
925
Short
3
0.0%
EURUSD
1.0821
Call
04/03/2024
156
Short
0
0.0%
EURUSD
1.0821
Put
04/03/2024
347
Long
1
0.0%
EURUSD
1.0831
Call
04/03/2024
240
Short
1
0.0%
EURUSD
1.0831
Put
04/03/2024
919
Short
3
0.0%
EURUSD
1.0875
Call
04/03/2024
137
Short
0
0.0%
EURUSD
1.0772
Put
04/04/2024
780
Short
2
0.0%
EURUSD
1.0805
Call
04/04/2024
442
Short
1
0.0%
EURUSD
1.0805
Put
04/04/2024
449
Long
1
0.0%
EURUSD
1.0823
Call
04/04/2024
347
Short
1
0.0%
EURUSD
1.0823
Put
04/04/2024
822
Short
2
0.0%
EURUSD
1.087
Call
04/04/2024
220
Short
1
0.0%
JPYUSD
0.006549
Put
04/01/2024
157
Short
0
0.0%
JPYUSD
0.006556
Put
04/01/2024
294
Short
1
0.0%
JPYUSD
0.006606
Call
04/01/2024
675
Short
2
0.0%
JPYUSD
0.006606
Put
04/01/2024
476
Short
1
0.0%
JPYUSD
0.006612
Call
04/01/2024
36
Short
0
0.0%
JPYUSD
0.006612
Put
04/01/2024
38
Long
0
0.0%
JPYUSD
0.006615
Call
04/01/2024
536
Short
2
0.0%
JPYUSD
0.006615
Put
04/01/2024
1,123
Short
3
0.0%
JPYUSD
0.006668
Call
04/01/2024
489
Short
1
0.0%
JPYUSD
0.006677
Call
04/01/2024
544
Short
2
0.0%
JPYUSD
0.006572
Put
04/02/2024
644
Short
2
0.0%
JPYUSD
0.006605
Call
04/02/2024
264
Short
1
0.0%
JPYUSD
0.006605
Put
04/02/2024
186
Long
1
0.0%
JPYUSD
0.006613
Call
04/02/2024
801
Short
2
0.0%
JPYUSD
0.006613
Put
04/02/2024
810
Short
2
0.0%
JPYUSD
0.006656
Call
04/02/2024
1,032
Short
3
0.0%
JPYUSD
0.006569
Put
04/03/2024
693
Short
2
0.0%
JPYUSD
0.006606
Call
04/03/2024
1,026
Short
3
0.0%
JPYUSD
0.006606
Put
04/03/2024
713
Short
2
0.0%
JPYUSD
0.006615
Call
04/03/2024
447
Long
1
0.0%
JPYUSD
0.006615
Put
04/03/2024
489
Short
1
0.0%
JPYUSD
0.006645
Call
04/03/2024
1,529
Short
5
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
32
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
JPYUSD
0.006573
Put
04/04/2024
788
Short
2
0.0%
JPYUSD
0.006616
Call
04/04/2024
203
Long
1
0.0%
JPYUSD
0.006616
Put
04/04/2024
203
Short
1
0.0%
JPYUSD
0.006618
Call
04/04/2024
968
Short
3
0.0%
JPYUSD
0.006618
Put
04/04/2024
935
Short
3
0.0%
JPYUSD
0.006669
Call
04/04/2024
1,281
Short
4
0.0%
COCOA
FUTR
OPTION
Jul24C
10000
1,195
Short
4
0.0%
COCOA
FUTR
OPTION
Jul24C
10500
1,113
Short
3
0.0%
COCOA
FUTR
OPTION
Jul24C
11500
979
Short
3
0.0%
COCOA
FUTR
OPTION
Jul24P
5300
126
Short
0
0.0%
COCOA
FUTR
OPTION
Jul24P
5550
56
Short
0
0.0%
COCOA
FUTR
OPTION
Jul24P
5700
132
Short
0
0.0%
COCOA
FUTR
OPTION
Jul24P
5800
65
Short
0
0.0%
COCOA
FUTR
OPTION
Jul24P
5850
68
Short
0
0.0%
COCOA
FUTR
OPTION
Jul24P
5900
155
Short
0
0.0%
COCOA
FUTR
OPTION
Jul24P
6100
85
Short
0
0.0%
COCOA
FUTR
OPTION
Jul24P
6250
117
Short
0
0.0%
COCOA
FUTR
OPTION
Jul24P
6300
210
Short
1
0.0%
COCOA
FUTR
OPTION
Jul24P
6400
135
Short
0
0.0%
COCOA
FUTR
OPTION
Jul24C
6500
4,587
Short
14
0.0%
COCOA
FUTR
OPTION
Jul24P
6500
150
Short
0
0.0%
COCOA
FUTR
OPTION
Jul24P
6550
133
Short
0
0.0%
COCOA
FUTR
OPTION
Jul24C
6600
4,488
Short
13
0.0%
COCOA
FUTR
OPTION
Jul24C
6700
4,348
Short
13
0.0%
COCOA
FUTR
OPTION
Jul24P
6750
184
Short
1
0.0%
COCOA
FUTR
OPTION
Jul24C
6850
3,992
Short
12
0.0%
COCOA
FUTR
OPTION
Jul24P
6950
224
Short
1
0.0%
COCOA
FUTR
OPTION
Jul24C
7000
6,958
Short
21
0.0%
COCOA
FUTR
OPTION
Jul24P
7000
205
Short
1
0.0%
COCOA
FUTR
OPTION
Jul24C
7100
3,557
Short
11
0.0%
COCOA
FUTR
OPTION
Jul24P
7150
228
Short
1
0.0%
COCOA
FUTR
OPTION
Jul24P
7250
291
Short
1
0.0%
COCOA
FUTR
OPTION
Jul24C
7300
3,543
Short
11
0.0%
COCOA
FUTR
OPTION
Jul24P
7300
256
Short
1
0.0%
COCOA
FUTR
OPTION
Jul24C
7500
9,265
Short
28
0.0%
COCOA
FUTR
OPTION
Jul24P
7500
313
Short
1
0.0%
COCOA
FUTR
OPTION
Jul24P
7750
381
Short
1
0.0%
COCOA
FUTR
OPTION
Jul24P
7850
467
Short
1
0.0%
COCOA
FUTR
OPTION
Jul24C
7900
5,355
Short
16
0.0%
COCOA
FUTR
OPTION
Jul24P
7900
485
Short
1
0.0%
COCOA
FUTR
OPTION
Jul24C
8000
2,078
Short
6
0.0%
COCOA
FUTR
OPTION
Jul24P
8050
538
Short
2
0.0%
COCOA
FUTR
OPTION
Jul24P
8100
486
Short
1
0.0%
COCOA
FUTR
OPTION
Jul24C
8150
1,947
Short
6
0.0%
COCOA
FUTR
OPTION
Jul24C
8300
1,864
Short
6
0.0%
COCOA
FUTR
OPTION
Jul24C
8400
1,677
Short
5
0.0%
COCOA
FUTR
OPTION
Jul24C
8600
1,518
Short
5
0.0%
COCOA
FUTR
OPTION
Jul24C
8800
1,255
Short
4
0.0%
COCOA
FUTR
OPTION
Jul24P
8800
722
Short
2
0.0%
COCOA
FUTR
OPTION
Jul24P
8900
746
Short
2
0.0%
COCOA
FUTR
OPTION
Jul24C
9000
1,372
Short
4
0.0%
COCOA
FUTR
OPTION
Jul24P
9050
802
Short
2
0.0%
COCOA
FUTR
OPTION
Jul24C
9100
1,236
Short
4
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
33
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
COCOA
FUTR
OPTION
Jul24C
9300
1,057
Short
3
0.0%
COCOA
FUTR
OPTION
Jul24C
9400
1,035
Short
3
0.0%
COCOA
FUTR
OPTION
Jul24C
9600
923
Short
3
0.0%
COCOA
FUTR
OPTION
Jul24C
9800
860
Short
3
0.0%
COTTON
OPTION
May24C
101
0
Short
0
0.0%
COTTON
OPTION
May24C
102
0
Short
0
0.0%
COTTON
OPTION
May24P
73
0
Short
0
0.0%
COTTON
OPTION
May24P
74
0
Short
0
0.0%
COTTON
OPTION
May24P
75
0
Short
0
0.0%
COTTON
OPTION
May24P
76
0
Short
0
0.0%
COTTON
OPTION
May24P
77
0
Short
0
0.0%
COTTON
OPTION
May24P
78
0
Short
0
0.0%
COTTON
OPTION
May24P
79
0
Short
0
0.0%
COTTON
OPTION
May24P
80
0
Short
0
0.0%
COTTON
OPTION
May24P
81
0
Short
0
0.0%
COTTON
OPTION
May24P
82
0
Short
0
0.0%
COTTON
OPTION
May24C
83
73
Short
0
0.0%
COTTON
OPTION
May24P
83
0
Short
0
0.0%
COTTON
OPTION
May24C
84
95
Short
0
0.0%
COTTON
OPTION
May24P
84
1
Short
0
0.0%
COTTON
OPTION
May24C
85
116
Short
0
0.0%
COTTON
OPTION
May24P
85
1
Short
0
0.0%
COTTON
OPTION
May24C
86
11
Short
0
0.0%
COTTON
OPTION
May24P
86
1
Short
0
0.0%
COTTON
OPTION
May24C
87
31
Short
0
0.0%
COTTON
OPTION
May24P
87
2
Short
0
0.0%
COTTON
OPTION
May24C
88
79
Short
0
0.0%
COTTON
OPTION
May24C
89
48
Short
0
0.0%
COTTON
OPTION
May24C
90
30
Short
0
0.0%
COTTON
OPTION
May24P
90
4
Short
0
0.0%
COTTON
OPTION
May24C
91
9
Short
0
0.0%
COTTON
OPTION
May24P
91
3
Short
0
0.0%
COTTON
OPTION
May24C
92
9
Short
0
0.0%
COTTON
OPTION
May24C
93
2
Short
0
0.0%
COTTON
OPTION
May24P
93
5
Short
0
0.0%
COTTON
OPTION
May24C
94
4
Short
0
0.0%
COTTON
OPTION
May24C
95
1
Short
0
0.0%
COTTON
OPTION
May24C
96
0
Short
0
0.0%
COTTON
OPTION
May24C
97
0
Short
0
0.0%
COTTON
OPTION
May24C
98
1
Short
0
0.0%
COTTON
OPTION
May24C
99
0
Short
0
0.0%
CORN
FUTURE
OPTN
May24P
405
0
Short
0
0.0%
CORN
FUTURE
OPTN
May24P
410
0
Short
0
0.0%
CORN
FUTURE
OPTN
May24P
415
1
Short
0
0.0%
CORN
FUTURE
OPTN
May24P
420
4
Short
0
0.0%
CORN
FUTURE
OPTN
May24P
425
4
Short
0
0.0%
CORN
FUTURE
OPTN
May24P
430
19
Short
0
0.0%
CORN
FUTURE
OPTN
May24P
435
14
Short
0
0.0%
CORN
FUTURE
OPTN
May24C
440
4
Short
0
0.0%
CORN
FUTURE
OPTN
May24P
440
31
Short
0
0.0%
CORN
FUTURE
OPTN
May24C
445
5
Short
0
0.0%
CORN
FUTURE
OPTN
May24P
445
6
Short
0
0.0%
CORN
FUTURE
OPTN
May24C
450
5
Short
0
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
34
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
CORN
FUTURE
OPTN
May24P
450
103
Short
0
0.0%
CORN
FUTURE
OPTN
May24C
455
5
Short
0
0.0%
CORN
FUTURE
OPTN
May24P
460
188
Short
1
0.0%
CORN
FUTURE
OPTN
May24C
465
4
Short
0
0.0%
CORN
FUTURE
OPTN
May24C
470
9
Short
0
0.0%
CORN
FUTURE
OPTN
May24P
470
88
Short
0
0.0%
CORN
FUTURE
OPTN
May24C
475
3
Short
0
0.0%
CORN
FUTURE
OPTN
May24C
480
2
Short
0
0.0%
CORN
FUTURE
OPTN
May24P
480
169
Short
1
0.0%
CORN
FUTURE
OPTN
May24C
485
1
Short
0
0.0%
CORN
FUTURE
OPTN
May24C
490
6
Short
0
0.0%
CORN
FUTURE
OPTN
May24P
490
122
Short
0
0.0%
CORN
FUTURE
OPTN
May24C
500
2
Short
0
0.0%
CORN
FUTURE
OPTN
May24C
510
2
Short
0
0.0%
CORN
FUTURE
OPTN
May24C
520
2
Short
0
0.0%
CORN
FUTURE
OPTN
May24C
530
1
Short
0
0.0%
CORN
FUTURE
OPTN
May24C
540
1
Short
0
0.0%
CORN
FUTURE
OPTN
May24C
550
0
Short
0
0.0%
CORN
FUTURE
OPTN
Jul24P
390
1
Short
0
0.0%
CORN
FUTURE
OPTN
Jul24P
400
7
Short
0
0.0%
CORN
FUTURE
OPTN
Jul24P
410
12
Short
0
0.0%
CORN
FUTURE
OPTN
Jul24P
415
2
Short
0
0.0%
CORN
FUTURE
OPTN
Jul24P
420
32
Short
0
0.0%
CORN
FUTURE
OPTN
Jul24P
430
27
Short
0
0.0%
CORN
FUTURE
OPTN
Jul24P
435
3
Short
0
0.0%
CORN
FUTURE
OPTN
Jul24P
440
57
Short
0
0.0%
CORN
FUTURE
OPTN
Jul24C
450
32
Short
0
0.0%
CORN
FUTURE
OPTN
Jul24C
455
6
Short
0
0.0%
CORN
FUTURE
OPTN
Jul24C
460
56
Short
0
0.0%
CORN
FUTURE
OPTN
Jul24C
470
57
Short
0
0.0%
CORN
FUTURE
OPTN
Jul24C
480
30
Short
0
0.0%
CORN
FUTURE
OPTN
Jul24C
485
3
Short
0
0.0%
CORN
FUTURE
OPTN
Jul24C
490
24
Short
0
0.0%
CORN
FUTURE
OPTN
Jul24C
495
2
Short
0
0.0%
CORN
FUTURE
OPTN
Jul24C
500
17
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1770
2
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1775
2
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1780
2
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1785
2
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1790
5
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1800
5
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1805
5
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1810
5
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1820
9
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1825
5
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1830
5
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1850
20
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1860
13
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1865
12
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1870
45
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1875
1
Long
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1880
15
Long
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1885
35
Long
0
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
35
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
GOLD
FUT
OPT(CMX)
Jun24P
1890
4
Long
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1895
9
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1900
21
Long
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1905
3
Long
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1910
15
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1915
46
Long
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1920
28
Long
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1925
12
Long
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1930
12
Long
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1935
12
Long
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1940
29
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
1950
16,006
Short
48
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1950
22
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
1955
5,267
Short
16
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1955
32
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1960
74
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1965
31
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
1970
5,648
Short
17
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1970
37
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
1980
4,870
Short
15
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1980
25
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
1985
4,921
Short
15
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1985
27
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1990
26
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
1995
9,308
Short
28
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1995
15
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2000
4,397
Short
13
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
2000
40
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2005
4,179
Short
13
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
2005
17
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2010
4,354
Short
13
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2035
8,413
Short
25
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2040
3,862
Short
12
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2045
13,958
Short
42
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2050
3,657
Short
11
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2055
9,309
Short
28
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2060
6,107
Short
18
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2065
9,467
Short
28
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2070
14,293
Short
43
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2075
8,152
Short
24
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2080
8,131
Short
24
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2085
6,398
Short
19
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2090
5,491
Short
16
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
2090
76
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2095
16,233
Short
49
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2100
3,166
Short
9
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2105
4,570
Short
14
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2115
2,055
Short
6
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2120
1,966
Short
6
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2125
2,445
Short
7
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2130
1,793
Short
5
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2145
5,637
Short
17
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2150
5,636
Short
17
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
36
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
GOLD
FUT
OPT(CMX)
Jun24C
2155
3,708
Short
11
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2160
3,346
Short
10
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2165
6,381
Short
19
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2170
3,066
Short
9
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2175
1,448
Short
4
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2180
5,122
Short
15
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2185
1,327
Short
4
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2195
3,824
Short
11
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2200
1,175
Short
4
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2205
2,150
Short
6
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2220
940
Short
3
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2225
906
Short
3
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2230
0
Long
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2240
777
Short
2
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2245
6
Long
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2250
23
Long
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2255
129
Long
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2265
240
Long
1
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2280
553
Long
2
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2290
1,896
Long
6
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2295
25
Long
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2300
605
Long
2
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2305
577
Long
2
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2310
1,103
Long
3
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2315
1,577
Long
5
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2320
503
Long
2
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2325
959
Long
3
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2330
456
Long
1
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2340
417
Long
1
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2345
399
Long
1
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2350
380
Long
1
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2355
728
Long
2
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2360
0
Long
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2370
326
Long
1
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2375
312
Long
1
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2380
2
Long
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2390
198
Long
1
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2395
19
Long
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2400
78
Long
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2405
44
Long
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2410
441
Long
1
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2420
202
Long
1
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2425
559
Long
2
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2430
447
Long
1
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2460
743
Long
2
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2475
383
Long
1
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2500
105
Long
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2525
86
Long
0
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
1880
19
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
1890
21
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
1900
21
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
1905
94
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
1910
47
Short
0
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
37
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
GOLD
FUT
OPT(CMX)
Aug24P
1915
47
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
1920
80
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
1925
79
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
1930
88
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
1935
62
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
1940
30
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
1945
33
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
1950
76
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
1955
35
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
1960
81
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
1965
124
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
1970
77
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
1975
93
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
1980
104
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
1985
91
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
1990
15
Long
0
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
1995
48
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
2000
32
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
2005
97
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
2010
17
Long
0
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
2015
62
Long
0
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
2020
150
Long
0
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
2025
303
Short
1
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
2030
47
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
2035
234
Short
1
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
2040
109
Long
0
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
2045
48
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
2050
94
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
2055
66
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
2060
320
Short
1
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
2065
222
Short
1
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
2070
256
Short
1
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
2080
277
Short
1
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2085
2,926
Short
9
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2100
2,726
Short
8
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2105
2,630
Short
8
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2110
2,534
Short
8
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2115
2,504
Short
7
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2120
10,256
Short
31
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2125
4,840
Short
14
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2130
2,258
Short
7
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2135
2,230
Short
7
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2140
4,406
Short
13
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2145
4,374
Short
13
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2150
8,577
Short
26
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2155
3,925
Short
12
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2160
5,948
Short
18
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2165
3,795
Short
11
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2170
7,577
Short
23
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2175
3,633
Short
11
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2180
5,561
Short
17
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2185
3,628
Short
11
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2190
3,549
Short
11
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
38
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
GOLD
FUT
OPT(CMX)
Aug24C
2200
4,810
Short
14
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2210
3,162
Short
9
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2215
3,188
Short
10
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2220
4,427
Short
13
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2225
2,801
Short
8
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2230
1,367
Short
4
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2235
2,577
Short
8
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2245
3,874
Short
12
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2250
1,152
Short
3
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2255
2,389
Short
7
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2260
2,153
Short
6
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2265
3,168
Short
9
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2270
2,189
Short
7
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2275
984
Short
3
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2280
2,914
Short
9
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2285
2,826
Short
8
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2290
4,600
Short
14
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2295
962
Short
3
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2300
833
Short
2
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2305
877
Short
3
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2320
571
Long
2
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2340
837
Long
3
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2420
521
Long
2
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2460
406
Long
1
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2475
371
Long
1
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2480
719
Long
2
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2490
339
Long
1
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2500
1,281
Long
4
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2510
916
Long
3
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2520
290
Long
1
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2550
729
Long
2
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2575
487
Long
1
0.0%
GOLD
FUT
OPT(CMX)
Oct24P
1945
153
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Oct24P
1950
171
Short
1
0.0%
GOLD
FUT
OPT(CMX)
Oct24P
1955
165
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Oct24P
1960
432
Short
1
0.0%
GOLD
FUT
OPT(CMX)
Oct24P
1965
534
Short
2
0.0%
GOLD
FUT
OPT(CMX)
Oct24P
1970
183
Short
1
0.0%
GOLD
FUT
OPT(CMX)
Oct24P
1975
296
Short
1
0.0%
GOLD
FUT
OPT(CMX)
Oct24P
1980
110
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Oct24P
1985
541
Short
2
0.0%
GOLD
FUT
OPT(CMX)
Oct24P
1990
475
Short
1
0.0%
GOLD
FUT
OPT(CMX)
Oct24P
1995
577
Short
2
0.0%
GOLD
FUT
OPT(CMX)
Oct24P
2000
450
Short
1
0.0%
GOLD
FUT
OPT(CMX)
Oct24P
2020
141
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Oct24P
2025
145
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Oct24P
2030
155
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Oct24P
2035
144
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Oct24P
2040
791
Short
2
0.0%
GOLD
FUT
OPT(CMX)
Oct24P
2045
707
Short
2
0.0%
GOLD
FUT
OPT(CMX)
Oct24P
2050
712
Short
2
0.0%
GOLD
FUT
OPT(CMX)
Oct24P
2055
922
Short
3
0.0%
GOLD
FUT
OPT(CMX)
Oct24P
2060
760
Short
2
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
39
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
GOLD
FUT
OPT(CMX)
Oct24P
2065
842
Short
3
0.0%
GOLD
FUT
OPT(CMX)
Oct24P
2070
417
Short
1
0.0%
GOLD
FUT
OPT(CMX)
Oct24P
2075
885
Short
3
0.0%
GOLD
FUT
OPT(CMX)
Oct24P
2080
249
Short
1
0.0%
GOLD
FUT
OPT(CMX)
Oct24P
2090
249
Short
1
0.0%
GOLD
FUT
OPT(CMX)
Oct24P
2095
516
Short
2
0.0%
GOLD
FUT
OPT(CMX)
Oct24P
2105
284
Short
1
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2115
3,267
Short
10
0.0%
GOLD
FUT
OPT(CMX)
Oct24P
2115
308
Short
1
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2120
3,288
Short
10
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2125
3,038
Short
9
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2140
5,845
Short
17
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2145
8,207
Short
25
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2150
10,657
Short
32
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2155
5,247
Short
16
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2160
15,018
Short
45
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2165
7,475
Short
22
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2170
9,554
Short
29
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2175
2,262
Short
7
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2180
4,299
Short
13
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2185
2,287
Short
7
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2190
2,213
Short
7
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2195
3,917
Short
12
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2200
6,689
Short
20
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2205
1,892
Short
6
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2210
2,311
Short
7
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2220
4,219
Short
13
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2225
4,159
Short
12
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2230
7,039
Short
21
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2235
4,025
Short
12
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2245
12,416
Short
37
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2250
3,688
Short
11
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2255
4,801
Short
14
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2260
8,127
Short
24
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2265
1,479
Short
4
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2270
1,478
Short
4
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2275
1,406
Short
4
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2280
1,552
Short
5
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2285
2,854
Short
9
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2290
1,332
Short
4
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2300
1,245
Short
4
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2310
1,172
Short
4
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2315
2,266
Short
7
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2350
2,791
Short
8
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2365
843
Short
3
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2380
782
Short
2
0.0%
GOLD
FUT
OPT(CMX)
Dec24P
1985
190
Short
1
0.0%
GOLD
FUT
OPT(CMX)
Dec24P
1990
197
Short
1
0.0%
GOLD
FUT
OPT(CMX)
Dec24P
1995
202
Short
1
0.0%
GOLD
FUT
OPT(CMX)
Dec24P
2000
210
Short
1
0.0%
GOLD
FUT
OPT(CMX)
Dec24P
2035
275
Short
1
0.0%
GOLD
FUT
OPT(CMX)
Dec24P
2060
328
Short
1
0.0%
GOLD
FUT
OPT(CMX)
Dec24P
2070
324
Short
1
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
40
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
GOLD
FUT
OPT(CMX)
Dec24P
2075
1,042
Short
3
0.0%
GOLD
FUT
OPT(CMX)
Dec24P
2085
764
Short
2
0.0%
GOLD
FUT
OPT(CMX)
Dec24P
2090
421
Short
1
0.0%
GOLD
FUT
OPT(CMX)
Dec24P
2100
1,336
Short
4
0.0%
GOLD
FUT
OPT(CMX)
Dec24P
2105
1,855
Short
6
0.0%
GOLD
FUT
OPT(CMX)
Dec24P
2110
488
Short
1
0.0%
GOLD
FUT
OPT(CMX)
Dec24P
2115
980
Short
3
0.0%
GOLD
FUT
OPT(CMX)
Dec24P
2125
2,241
Short
7
0.0%
GOLD
FUT
OPT(CMX)
Dec24P
2135
648
Short
2
0.0%
GOLD
FUT
OPT(CMX)
Dec24P
2155
585
Short
2
0.0%
GOLD
FUT
OPT(CMX)
Dec24P
2170
656
Short
2
0.0%
GOLD
FUT
OPT(CMX)
Dec24C
2175
2,791
Short
8
0.0%
GOLD
FUT
OPT(CMX)
Dec24C
2180
5,547
Short
17
0.0%
GOLD
FUT
OPT(CMX)
Dec24P
2185
733
Short
2
0.0%
GOLD
FUT
OPT(CMX)
Dec24C
2195
2,639
Short
8
0.0%
GOLD
FUT
OPT(CMX)
Dec24P
2195
4,624
Short
14
0.0%
GOLD
FUT
OPT(CMX)
Dec24P
2200
1,575
Short
5
0.0%
GOLD
FUT
OPT(CMX)
Dec24P
2210
1,861
Short
6
0.0%
GOLD
FUT
OPT(CMX)
Dec24P
2215
2,732
Short
8
0.0%
GOLD
FUT
OPT(CMX)
Dec24P
2220
891
Short
3
0.0%
GOLD
FUT
OPT(CMX)
Dec24P
2225
1,074
Short
3
0.0%
GOLD
FUT
OPT(CMX)
Dec24C
2240
2,021
Short
6
0.0%
GOLD
FUT
OPT(CMX)
Dec24C
2270
4,127
Short
12
0.0%
GOLD
FUT
OPT(CMX)
Dec24C
2275
2,048
Short
6
0.0%
GOLD
FUT
OPT(CMX)
Dec24C
2280
1,679
Short
5
0.0%
GOLD
FUT
OPT(CMX)
Dec24C
2285
1,862
Short
6
0.0%
GOLD
FUT
OPT(CMX)
Dec24C
2295
1,523
Short
5
0.0%
GOLD
FUT
OPT(CMX)
Dec24C
2305
1,409
Short
4
0.0%
GOLD
FUT
OPT(CMX)
Dec24C
2310
2,812
Short
8
0.0%
GOLD
FUT
OPT(CMX)
Dec24C
2315
4,140
Short
12
0.0%
GOLD
FUT
OPT(CMX)
Dec24C
2320
4,020
Short
12
0.0%
GOLD
FUT
OPT(CMX)
Dec24C
2325
3,014
Short
9
0.0%
GOLD
FUT
OPT(CMX)
Dec24C
2335
2,470
Short
7
0.0%
GOLD
FUT
OPT(CMX)
Dec24C
2340
4,000
Short
12
0.0%
GOLD
FUT
OPT(CMX)
Dec24C
2350
1,168
Short
3
0.0%
GOLD
FUT
OPT(CMX)
Dec24C
2385
1,111
Short
3
0.0%
GOLD
FUT
OPT(CMX)
Dec24C
2400
1,045
Short
3
0.0%
GOLD
FUT
OPT(CMX)
Dec24C
2405
1,033
Short
3
0.0%
GOLD
FUT
OPT(CMX)
Dec24C
2410
1,985
Short
6
0.0%
GOLD
FUT
OPT(CMX)
Dec24C
2415
955
Short
3
0.0%
GOLD
FUT
OPT(CMX)
Dec24C
2420
3,076
Short
9
0.0%
GOLD
FUT
OPT(CMX)
Dec24C
2425
1,847
Short
6
0.0%
GOLD
FUT
OPT(CMX)
Dec24C
2430
912
Short
3
0.0%
GOLD
FUT
OPT(CMX)
Dec24C
2435
897
Short
3
0.0%
GOLD
FUT
OPT(CMX)
Dec24C
2440
1,849
Short
6
0.0%
GOLD
FUT
OPT(CMX)
Dec24C
2445
856
Short
3
0.0%
GOLD
FUT
OPT(CMX)
Dec24C
2460
1,581
Short
5
0.0%
NY
Harb
ULSD
Opt
May24P
238
1
Short
0
0.0%
NY
Harb
ULSD
Opt
May24P
240
4
Short
0
0.0%
NY
Harb
ULSD
Opt
May24P
245
8
Short
0
0.0%
NY
Harb
ULSD
Opt
May24P
250
6
Short
0
0.0%
NY
Harb
ULSD
Opt
May24P
251
2
Short
0
0.0%
NY
Harb
ULSD
Opt
May24P
252
9
Short
0
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
41
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
NY
Harb
ULSD
Opt
May24P
255
8
Short
0
0.0%
NY
Harb
ULSD
Opt
May24P
257
13
Short
0
0.0%
NY
Harb
ULSD
Opt
May24P
260
10
Short
0
0.0%
NY
Harb
ULSD
Opt
May24P
263
10
Short
0
0.0%
NY
Harb
ULSD
Opt
May24C
265
3
Short
0
0.0%
NY
Harb
ULSD
Opt
May24C
267
2
Short
0
0.0%
NY
Harb
ULSD
Opt
May24C
268
5
Short
0
0.0%
NY
Harb
ULSD
Opt
May24C
270
7
Short
0
0.0%
NY
Harb
ULSD
Opt
May24P
270
9
Short
0
0.0%
NY
Harb
ULSD
Opt
May24C
271
4
Short
0
0.0%
NY
Harb
ULSD
Opt
May24C
273
7
Short
0
0.0%
NY
Harb
ULSD
Opt
May24C
275
3
Short
0
0.0%
NY
Harb
ULSD
Opt
May24C
276
1
Short
0
0.0%
NY
Harb
ULSD
Opt
May24C
278
4
Short
0
0.0%
NY
Harb
ULSD
Opt
May24C
280
4
Short
0
0.0%
NY
Harb
ULSD
Opt
May24C
285
6
Short
0
0.0%
NY
Harb
ULSD
Opt
May24C
287
2
Short
0
0.0%
NY
Harb
ULSD
Opt
May24C
288
2
Short
0
0.0%
NY
Harb
ULSD
Opt
May24C
290
1
Short
0
0.0%
NY
Harb
ULSD
Opt
May24C
292
1
Short
0
0.0%
NY
Harb
ULSD
Opt
May24C
300
0
Short
0
0.0%
NY
Harb
ULSD
Opt
Jun24P
240
5
Short
0
0.0%
NY
Harb
ULSD
Opt
Jun24P
245
3
Short
0
0.0%
NY
Harb
ULSD
Opt
Jun24P
255
8
Short
0
0.0%
NY
Harb
ULSD
Opt
Jun24P
260
4
Short
0
0.0%
NY
Harb
ULSD
Opt
Jun24C
270
4
Short
0
0.0%
NY
Harb
ULSD
Opt
Jun24C
271
4
Short
0
0.0%
NY
Harb
ULSD
Opt
Jun24C
275
3
Short
0
0.0%
NY
Harb
ULSD
Opt
Jun24C
285
4
Short
0
0.0%
NY
Harb
ULSD
Opt
Jun24C
290
2
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24P
150
0
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24P
152.5
0
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24P
155
0
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24P
157.5
0
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24P
160
0
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24P
162.5
1
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24P
165
1
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24P
167.5
1
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24P
170
2
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24P
172.5
2
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24P
175
2
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24C
177.5
33
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24P
177.5
3
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24C
180
10
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24P
180
3
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24C
182.5
18
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24P
182.5
6
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24C
185
13
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24P
185
6
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24C
187.5
12
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24P
187.5
1
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24C
190
12
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24P
190
4
Short
0
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
42
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
COFFEE
'C'
FUT
OP
May24C
192.5
15
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24P
192.5
3
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24C
195
7
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24C
197.5
6
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24C
200
7
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24C
202.5
2
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24C
205
2
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24C
207.5
1
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24C
210
1
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24C
212.5
0
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24C
215
0
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24C
217.5
0
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24C
220
0
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24C
222.5
0
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24C
227.5
0
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24C
230
0
Short
0
0.0%
COFFEE
'C'
FUT
OP
Jul24P
162.5
3
Short
0
0.0%
COFFEE
'C'
FUT
OP
Jul24P
165
16
Short
0
0.0%
COFFEE
'C'
FUT
OP
Jul24P
167.5
19
Short
0
0.0%
COFFEE
'C'
FUT
OP
Jul24P
170
10
Short
0
0.0%
COFFEE
'C'
FUT
OP
Jul24P
172.5
7
Short
0
0.0%
COFFEE
'C'
FUT
OP
Jul24P
175
10
Short
0
0.0%
COFFEE
'C'
FUT
OP
Jul24P
177.5
36
Short
0
0.0%
COFFEE
'C'
FUT
OP
Jul24P
180
28
Short
0
0.0%
COFFEE
'C'
FUT
OP
Jul24P
182.5
11
Short
0
0.0%
COFFEE
'C'
FUT
OP
Jul24P
185
17
Short
0
0.0%
COFFEE
'C'
FUT
OP
Jul24C
190
36
Short
0
0.0%
COFFEE
'C'
FUT
OP
Jul24C
192.5
33
Short
0
0.0%
COFFEE
'C'
FUT
OP
Jul24C
195
31
Short
0
0.0%
COFFEE
'C'
FUT
OP
Jul24C
197.5
14
Short
0
0.0%
COFFEE
'C'
FUT
OP
Jul24C
200
9
Short
0
0.0%
COFFEE
'C'
FUT
OP
Jul24C
202.5
22
Short
0
0.0%
COFFEE
'C'
FUT
OP
Jul24C
205
22
Short
0
0.0%
COFFEE
'C'
FUT
OP
Jul24C
207.5
15
Short
0
0.0%
COFFEE
'C'
FUT
OP
Jul24C
210
4
Short
0
0.0%
COFFEE
'C'
FUT
OP
Jul24C
212.5
9
Short
0
0.0%
COFFEE
'C'
FUT
OP
Jul24C
215
3
Short
0
0.0%
COFFEE
'C'
FUT
OP
Jul24C
217.5
1
Short
0
0.0%
COFFEE
'C'
FUT
OP
Jul24C
220
1
Short
0
0.0%
CRUDE
OIL
OPT
IPE
Jun24C
100
251
Long
1
0.0%
CRUDE
OIL
OPT
IPE
Jun24C
101
235
Long
1
0.0%
CRUDE
OIL
OPT
IPE
Jun24C
102.5
50
Long
0
0.0%
CRUDE
OIL
OPT
IPE
Jun24C
102
50
Long
0
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
35
235
Long
1
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
37
369
Long
1
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
40
101
Long
0
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
42
34
Long
0
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
74.75
236
Short
1
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
75.75
262
Short
1
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
76.25
283
Short
1
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
76.5
289
Short
1
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
76.75
625
Short
2
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
76
283
Short
1
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
43
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
CRUDE
OIL
OPT
IPE
Jun24P
77.25
677
Short
2
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
77.5
1,079
Short
3
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
77
308
Short
1
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
78.5
419
Short
1
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
79.25
492
Short
1
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
79.5
498
Short
1
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
79.75
1,043
Short
3
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
79
475
Short
1
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
80.25
2,337
Short
7
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
80.5
1,220
Short
4
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
80.75
627
Short
2
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
80
1,012
Short
3
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
81.25
1,423
Short
4
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
81.5
782
Short
2
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
81.75
844
Short
3
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
81
705
Short
2
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
82.25
953
Short
3
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
82
792
Short
2
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
83.25
2,138
Short
6
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
83.5
1,101
Short
3
0.0%
CRUDE
OIL
OPT
IPE
Jun24C
83.75
31,155
Short
93
0.0%
CRUDE
OIL
OPT
IPE
Jun24C
83
7,639
Short
23
0.0%
CRUDE
OIL
OPT
IPE
Jun24C
84.5
15,559
Short
47
0.0%
CRUDE
OIL
OPT
IPE
Jun24C
84.75
5,455
Short
16
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
84.75
1,507
Short
5
0.0%
CRUDE
OIL
OPT
IPE
Jun24C
84
11,719
Short
35
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
84
2,384
Short
7
0.0%
CRUDE
OIL
OPT
IPE
Jun24C
85.25
4,566
Short
14
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
85.25
1,671
Short
5
0.0%
CRUDE
OIL
OPT
IPE
Jun24C
85.75
3,966
Short
12
0.0%
CRUDE
OIL
OPT
IPE
Jun24C
86.5
2,864
Short
9
0.0%
CRUDE
OIL
OPT
IPE
Jun24C
87.25
15,348
Short
46
0.0%
CRUDE
OIL
OPT
IPE
Jun24C
87.5
3,152
Short
9
0.0%
CRUDE
OIL
OPT
IPE
Jun24C
87
11,248
Short
34
0.0%
CRUDE
OIL
OPT
IPE
Jun24C
88.25
1,911
Short
6
0.0%
CRUDE
OIL
OPT
IPE
Jun24C
88.5
2,397
Short
7
0.0%
CRUDE
OIL
OPT
IPE
Jun24C
88.75
1,669
Short
5
0.0%
CRUDE
OIL
OPT
IPE
Jun24C
88
13,651
Short
41
0.0%
CRUDE
OIL
OPT
IPE
Jun24C
89.75
1,421
Short
4
0.0%
CRUDE
OIL
OPT
IPE
Jun24C
89
5,614
Short
17
0.0%
CRUDE
OIL
OPT
IPE
Jun24C
90.25
2,541
Short
8
0.0%
CRUDE
OIL
OPT
IPE
Jun24C
90
1,339
Short
4
0.0%
CRUDE
OIL
OPT
IPE
Jun24C
91.5
1,780
Short
5
0.0%
CRUDE
OIL
OPT
IPE
Jun24C
98
251
Long
1
0.0%
CRUDE
OIL
OPT
IPE
Jun24C
99
641
Long
2
0.0%
CRUDE
OIL
OPT
IPE
Jul24C
100
1,054
Long
3
0.0%
CRUDE
OIL
OPT
IPE
Jul24C
101
134
Long
0
0.0%
CRUDE
OIL
OPT
IPE
Jul24C
102
121
Long
0
0.0%
CRUDE
OIL
OPT
IPE
Jul24C
105
277
Long
1
0.0%
CRUDE
OIL
OPT
IPE
Jul24P
35
268
Long
1
0.0%
CRUDE
OIL
OPT
IPE
Jul24P
40
34
Long
0
0.0%
CRUDE
OIL
OPT
IPE
Jul24P
41
67
Long
0
0.0%
CRUDE
OIL
OPT
IPE
Jul24P
42
268
Long
1
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
44
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
CRUDE
OIL
OPT
IPE
Jul24P
43
134
Long
0
0.0%
CRUDE
OIL
OPT
IPE
Jul24P
44
67
Long
0
0.0%
CRUDE
OIL
OPT
IPE
Jul24P
45
134
Long
0
0.0%
CRUDE
OIL
OPT
IPE
Jul24P
46
134
Long
0
0.0%
CRUDE
OIL
OPT
IPE
Jul24P
47
100
Long
0
0.0%
CRUDE
OIL
OPT
IPE
Jul24P
48
100
Long
0
0.0%
CRUDE
OIL
OPT
IPE
Jul24P
80.25
2,244
Short
7
0.0%
CRUDE
OIL
OPT
IPE
Jul24P
80
4,109
Short
12
0.0%
CRUDE
OIL
OPT
IPE
Jul24P
83.25
3,067
Short
9
0.0%
CRUDE
OIL
OPT
IPE
Jul24P
83.75
3,272
Short
10
0.0%
CRUDE
OIL
OPT
IPE
Jul24P
83
3,033
Short
9
0.0%
CRUDE
OIL
OPT
IPE
Jul24C
87.5
3,946
Short
12
0.0%
CRUDE
OIL
OPT
IPE
Jul24C
87
4,068
Short
12
0.0%
CRUDE
OIL
OPT
IPE
Jul24C
88
3,561
Short
11
0.0%
CRUDE
OIL
OPT
IPE
Jul24C
90.5
2,504
Short
7
0.0%
CRUDE
OIL
OPT
IPE
Jul24C
91.5
2,024
Short
6
0.0%
CRUDE
OIL
OPT
IPE
Jul24C
91
2,196
Short
7
0.0%
CRUDE
OIL
OPT
IPE
Jul24C
97
652
Long
2
0.0%
CRUDE
OIL
OPT
IPE
Jul24C
98
962
Long
3
0.0%
CRUDE
OIL
OPT
IPE
Jul24C
99
502
Long
2
0.0%
CRUDE
OIL
OPT
IPE
Aug24C
100
468
Long
1
0.0%
CRUDE
OIL
OPT
IPE
Aug24C
101
1,066
Long
3
0.0%
CRUDE
OIL
OPT
IPE
Aug24C
102.5
368
Long
1
0.0%
CRUDE
OIL
OPT
IPE
Aug24C
102
192
Long
1
0.0%
CRUDE
OIL
OPT
IPE
Aug24C
104
318
Long
1
0.0%
CRUDE
OIL
OPT
IPE
Aug24P
44
201
Long
1
0.0%
CRUDE
OIL
OPT
IPE
Aug24P
45
268
Long
1
0.0%
CRUDE
OIL
OPT
IPE
Aug24P
46
401
Long
1
0.0%
CRUDE
OIL
OPT
IPE
Aug24P
47
502
Long
2
0.0%
CRUDE
OIL
OPT
IPE
Aug24P
48
502
Long
2
0.0%
CRUDE
OIL
OPT
IPE
Aug24P
50
602
Long
2
0.0%
CRUDE
OIL
OPT
IPE
Aug24P
51
936
Long
3
0.0%
CRUDE
OIL
OPT
IPE
Aug24C
98
297
Long
1
0.0%
CRUDE
OIL
OPT
IPE
Aug24C
99
1,843
Long
6
0.0%
CRUDE
OIL
OPT
IPE
Sep24C
102
263
Long
1
0.0%
CRUDE
OIL
OPT
IPE
Sep24P
47
234
Long
1
0.0%
PRIMARY
ALUMNM
OP
Apr24P
2075
0
Short
0
0.0%
PRIMARY
ALUMNM
OP
Apr24P
2100
0
Short
0
0.0%
PRIMARY
ALUMNM
OP
Apr24P
2125
1
Short
0
0.0%
PRIMARY
ALUMNM
OP
Apr24P
2150
2
Short
0
0.0%
PRIMARY
ALUMNM
OP
Apr24P
2175
7
Short
0
0.0%
PRIMARY
ALUMNM
OP
Apr24C
2200
1,865
Short
6
0.0%
PRIMARY
ALUMNM
OP
Apr24P
2200
5
Short
0
0.0%
PRIMARY
ALUMNM
OP
Apr24C
2225
1,541
Short
5
0.0%
PRIMARY
ALUMNM
OP
Apr24C
2250
3,779
Short
11
0.0%
PRIMARY
ALUMNM
OP
Apr24C
2275
1,317
Short
4
0.0%
PRIMARY
ALUMNM
OP
Apr24C
2300
202
Short
1
0.0%
PRIMARY
ALUMNM
OP
Apr24C
2325
551
Short
2
0.0%
PRIMARY
ALUMNM
OP
Apr24C
2350
72
Short
0
0.0%
PRIMARY
ALUMNM
OP
May24P
2125
19
Short
0
0.0%
PRIMARY
ALUMNM
OP
May24P
2150
117
Short
0
0.0%
PRIMARY
ALUMNM
OP
May24P
2175
230
Short
1
0.0%
PRIMARY
ALUMNM
OP
May24P
2200
391
Short
1
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
45
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
PRIMARY
ALUMNM
OP
May24P
2225
560
Short
2
0.0%
PRIMARY
ALUMNM
OP
May24C
2250
429
Short
1
0.0%
PRIMARY
ALUMNM
OP
May24P
2250
280
Short
1
0.0%
PRIMARY
ALUMNM
OP
May24C
2275
3,355
Short
10
0.0%
PRIMARY
ALUMNM
OP
May24P
2275
224
Short
1
0.0%
PRIMARY
ALUMNM
OP
May24C
2300
1,062
Short
3
0.0%
PRIMARY
ALUMNM
OP
May24C
2325
1,757
Short
5
0.0%
PRIMARY
ALUMNM
OP
May24C
2350
1,897
Short
6
0.0%
PRIMARY
ALUMNM
OP
May24C
2375
376
Short
1
0.0%
PRIMARY
ALUMNM
OP
May24C
2400
90
Short
0
0.0%
COPPER
LME
OPT
Apr24P
7850
0
Short
0
0.0%
COPPER
LME
OPT
Apr24P
7875
0
Short
0
0.0%
COPPER
LME
OPT
Apr24P
7900
0
Short
0
0.0%
COPPER
LME
OPT
Apr24P
7925
0
Short
0
0.0%
COPPER
LME
OPT
Apr24P
7975
0
Short
0
0.0%
COPPER
LME
OPT
Apr24P
8000
0
Short
0
0.0%
COPPER
LME
OPT
Apr24P
8050
0
Short
0
0.0%
COPPER
LME
OPT
Apr24P
8075
0
Short
0
0.0%
COPPER
LME
OPT
Apr24P
8100
0
Short
0
0.0%
COPPER
LME
OPT
Apr24P
8125
0
Short
0
0.0%
COPPER
LME
OPT
Apr24P
8175
1
Short
0
0.0%
COPPER
LME
OPT
Apr24P
8200
0
Short
0
0.0%
COPPER
LME
OPT
Apr24P
8225
1
Short
0
0.0%
COPPER
LME
OPT
Apr24P
8250
0
Short
0
0.0%
COPPER
LME
OPT
Apr24C
8275
5,296
Short
16
0.0%
COPPER
LME
OPT
Apr24P
8275
2
Short
0
0.0%
COPPER
LME
OPT
Apr24C
8300
9,909
Short
30
0.0%
COPPER
LME
OPT
Apr24P
8300
1
Short
0
0.0%
COPPER
LME
OPT
Apr24P
8325
1
Short
0
0.0%
COPPER
LME
OPT
Apr24C
8350
4,560
Short
14
0.0%
COPPER
LME
OPT
Apr24P
8350
5
Short
0
0.0%
COPPER
LME
OPT
Apr24C
8375
4,121
Short
12
0.0%
COPPER
LME
OPT
Apr24P
8375
7
Short
0
0.0%
COPPER
LME
OPT
Apr24P
8400
3
Short
0
0.0%
COPPER
LME
OPT
Apr24C
8425
7,434
Short
22
0.0%
COPPER
LME
OPT
Apr24P
8425
5
Short
0
0.0%
COPPER
LME
OPT
Apr24P
8450
16
Short
0
0.0%
COPPER
LME
OPT
Apr24C
8500
6,859
Short
21
0.0%
COPPER
LME
OPT
Apr24C
8525
11,645
Short
35
0.0%
COPPER
LME
OPT
Apr24C
8550
8,575
Short
26
0.0%
COPPER
LME
OPT
Apr24C
8575
4,501
Short
13
0.0%
COPPER
LME
OPT
Apr24C
8600
5,812
Short
17
0.0%
COPPER
LME
OPT
Apr24C
8650
6,725
Short
20
0.0%
COPPER
LME
OPT
Apr24C
8675
1,216
Short
4
0.0%
COPPER
LME
OPT
Apr24C
8700
2,137
Short
6
0.0%
COPPER
LME
OPT
Apr24C
8725
4,824
Short
14
0.0%
COPPER
LME
OPT
Apr24C
8750
831
Short
2
0.0%
COPPER
LME
OPT
Apr24C
8775
847
Short
3
0.0%
COPPER
LME
OPT
Apr24C
8800
608
Short
2
0.0%
COPPER
LME
OPT
Apr24C
8825
524
Short
2
0.0%
COPPER
LME
OPT
Apr24C
8850
372
Short
1
0.0%
COPPER
LME
OPT
Apr24C
8875
346
Short
1
0.0%
COPPER
LME
OPT
Apr24C
8900
594
Short
2
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
46
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
COPPER
LME
OPT
May24P
8175
136
Short
0
0.0%
COPPER
LME
OPT
May24P
8200
156
Short
0
0.0%
COPPER
LME
OPT
May24P
8225
166
Short
0
0.0%
COPPER
LME
OPT
May24P
8250
187
Short
1
0.0%
COPPER
LME
OPT
May24P
8300
690
Short
2
0.0%
COPPER
LME
OPT
May24P
8375
289
Short
1
0.0%
COPPER
LME
OPT
May24P
8425
375
Short
1
0.0%
COPPER
LME
OPT
May24P
8450
840
Short
3
0.0%
COPPER
LME
OPT
May24P
8500
1,542
Short
5
0.0%
COPPER
LME
OPT
May24P
8525
3,335
Short
10
0.0%
COPPER
LME
OPT
May24P
8550
1,303
Short
4
0.0%
COPPER
LME
OPT
May24P
8575
742
Short
2
0.0%
COPPER
LME
OPT
May24C
8625
3,167
Short
9
0.0%
COPPER
LME
OPT
May24P
8625
909
Short
3
0.0%
COPPER
LME
OPT
May24P
8650
1,004
Short
3
0.0%
COPPER
LME
OPT
May24C
8675
2,754
Short
8
0.0%
COPPER
LME
OPT
May24C
8700
2,499
Short
7
0.0%
COPPER
LME
OPT
May24P
8700
2,029
Short
6
0.0%
COPPER
LME
OPT
May24C
8725
2,420
Short
7
0.0%
COPPER
LME
OPT
May24P
8725
3,275
Short
10
0.0%
COPPER
LME
OPT
May24C
8775
2,028
Short
6
0.0%
COPPER
LME
OPT
May24P
8775
2,716
Short
8
0.0%
COPPER
LME
OPT
May24C
8800
3,970
Short
12
0.0%
COPPER
LME
OPT
May24P
8800
1,373
Short
4
0.0%
COPPER
LME
OPT
May24C
8825
2,071
Short
6
0.0%
COPPER
LME
OPT
May24P
8825
1,512
Short
5
0.0%
COPPER
LME
OPT
May24C
8900
1,751
Short
5
0.0%
COPPER
LME
OPT
May24P
8900
2,102
Short
6
0.0%
COPPER
LME
OPT
May24C
8925
2,736
Short
8
0.0%
COPPER
LME
OPT
May24P
8925
2,092
Short
6
0.0%
COPPER
LME
OPT
May24C
8950
2,481
Short
7
0.0%
COPPER
LME
OPT
May24C
8975
1,981
Short
6
0.0%
COPPER
LME
OPT
May24C
9025
4,395
Short
13
0.0%
COPPER
LME
OPT
May24C
9050
821
Short
2
0.0%
COPPER
LME
OPT
May24C
9075
1,597
Short
5
0.0%
COPPER
LME
OPT
May24C
9100
783
Short
2
0.0%
COPPER
LME
OPT
May24C
9125
730
Short
2
0.0%
COPPER
LME
OPT
May24C
9150
692
Short
2
0.0%
COPPER
LME
OPT
May24C
9175
636
Short
2
0.0%
COPPER
LME
OPT
May24C
9225
608
Short
2
0.0%
COPPER
LME
OPT
May24C
9250
1,028
Short
3
0.0%
COPPER
LME
OPT
May24C
9275
563
Short
2
0.0%
COPPER
LME
OPT
May24C
9300
499
Short
1
0.0%
COPPER
LME
OPT
May24C
9325
451
Short
1
0.0%
COPPER
LME
OPT
May24C
9350
469
Short
1
0.0%
COPPER
LME
OPT
May24C
9375
384
Short
1
0.0%
COPPER
LME
OPT
May24C
9525
513
Short
2
0.0%
LEAD
LME
SPOT
OPT
Apr24P
2000
4
Short
0
0.0%
LEAD
LME
SPOT
OPT
Apr24P
2025
17
Short
0
0.0%
LEAD
LME
SPOT
OPT
Apr24P
2050
18
Short
0
0.0%
LEAD
LME
SPOT
OPT
Apr24P
2075
63
Short
0
0.0%
LEAD
LME
SPOT
OPT
Apr24P
2100
82
Short
0
0.0%
LEAD
LME
SPOT
OPT
Apr24P
2125
168
Short
1
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
47
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
LEAD
LME
SPOT
OPT
Apr24P
2150
64
Short
0
0.0%
LEAD
LME
SPOT
OPT
Apr24P
2175
141
Short
0
0.0%
LEAD
LME
SPOT
OPT
Apr24C
2225
0
Short
0
0.0%
LEAD
LME
SPOT
OPT
Apr24P
2225
190
Short
1
0.0%
LEAD
LME
SPOT
OPT
Apr24C
2250
0
Short
0
0.0%
LEAD
LME
SPOT
OPT
Apr24C
2275
0
Short
0
0.0%
LEAD
LME
SPOT
OPT
Apr24C
2300
0
Short
0
0.0%
LEAD
LME
SPOT
OPT
Apr24C
2325
0
Short
0
0.0%
LEAD
LME
SPOT
OPT
Apr24C
2350
0
Short
0
0.0%
LEAD
LME
SPOT
OPT
Apr24C
2375
0
Short
0
0.0%
LEAD
LME
SPOT
OPT
Apr24C
2400
0
Short
0
0.0%
LEAD
LME
SPOT
OPT
Apr24C
2475
0
Short
0
0.0%
LEAD
LME
SPOT
OPT
Jun24P
1875
42
Short
0
0.0%
LEAD
LME
SPOT
OPT
Jun24P
1900
52
Short
0
0.0%
LEAD
LME
SPOT
OPT
Jun24P
1925
68
Short
0
0.0%
LEAD
LME
SPOT
OPT
Jun24P
1950
68
Short
0
0.0%
LEAD
LME
SPOT
OPT
Jun24P
1975
100
Short
0
0.0%
LEAD
LME
SPOT
OPT
Jun24P
2000
114
Short
0
0.0%
LEAD
LME
SPOT
OPT
Jun24P
2025
126
Short
0
0.0%
LEAD
LME
SPOT
OPT
Jun24P
2050
187
Short
1
0.0%
LEAD
LME
SPOT
OPT
Jun24P
2075
141
Short
0
0.0%
LEAD
LME
SPOT
OPT
Jun24C
2100
32
Short
0
0.0%
LEAD
LME
SPOT
OPT
Jun24C
2125
91
Short
0
0.0%
LEAD
LME
SPOT
OPT
Jun24C
2150
89
Short
0
0.0%
LEAD
LME
SPOT
OPT
Jun24C
2175
62
Short
0
0.0%
LEAD
LME
SPOT
OPT
Jun24C
2200
34
Short
0
0.0%
LEAD
LME
SPOT
OPT
Jun24C
2225
39
Short
0
0.0%
LEAD
LME
SPOT
OPT
Jun24C
2250
31
Short
0
0.0%
LEAD
LME
SPOT
OPT
Jun24C
2275
25
Short
0
0.0%
LEAD
LME
SPOT
OPT
Jun24C
2300
18
Short
0
0.0%
LEAD
LME
SPOT
OPT
Jun24C
2325
3
Short
0
0.0%
LEAD
LME
SPOT
OPT
Jun24C
2350
4
Short
0
0.0%
LEAD
LME
SPOT
OPT
Jul24P
1900
106
Short
0
0.0%
LEAD
LME
SPOT
OPT
Jul24P
1925
133
Short
0
0.0%
LEAD
LME
SPOT
OPT
Jul24P
1950
128
Short
0
0.0%
LEAD
LME
SPOT
OPT
Jul24P
1975
163
Short
0
0.0%
LEAD
LME
SPOT
OPT
Jul24P
2000
180
Short
1
0.0%
LEAD
LME
SPOT
OPT
Jul24P
2025
232
Short
1
0.0%
LEAD
LME
SPOT
OPT
Jul24P
2050
230
Short
1
0.0%
LEAD
LME
SPOT
OPT
Jul24C
2075
38
Short
0
0.0%
LEAD
LME
SPOT
OPT
Jul24P
2075
229
Short
1
0.0%
LEAD
LME
SPOT
OPT
Jul24C
2100
90
Short
0
0.0%
LEAD
LME
SPOT
OPT
Jul24P
2100
66
Short
0
0.0%
LEAD
LME
SPOT
OPT
Jul24C
2125
49
Short
0
0.0%
LEAD
LME
SPOT
OPT
Jul24P
2125
382
Short
1
0.0%
LEAD
LME
SPOT
OPT
Jul24C
2150
67
Short
0
0.0%
LEAD
LME
SPOT
OPT
Jul24P
2150
54
Short
0
0.0%
LEAD
LME
SPOT
OPT
Jul24C
2175
121
Short
0
0.0%
LEAD
LME
SPOT
OPT
Jul24C
2200
101
Short
0
0.0%
LEAD
LME
SPOT
OPT
Jul24C
2225
56
Short
0
0.0%
LEAD
LME
SPOT
OPT
Jul24C
2250
75
Short
0
0.0%
LEAD
LME
SPOT
OPT
Jul24C
2275
46
Short
0
0.0%
LEAD
LME
SPOT
OPT
Jul24C
2300
32
Short
0
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
48
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
LEAD
LME
SPOT
OPT
Jul24C
2325
46
Short
0
0.0%
LEAD
LME
SPOT
OPT
Jul24C
2350
13
Short
0
0.0%
LEAD
LME
SPOT
OPT
Jul24C
2375
21
Short
0
0.0%
LEAD
LME
SPOT
OPT
Jul24C
2400
9
Short
0
0.0%
LEAD
LME
SPOT
OPT
Aug24P
1900
17
Short
0
0.0%
LEAD
LME
SPOT
OPT
Aug24P
1950
25
Short
0
0.0%
LEAD
LME
SPOT
OPT
Aug24P
2000
31
Short
0
0.0%
LEAD
LME
SPOT
OPT
Aug24P
2050
45
Short
0
0.0%
LEAD
LME
SPOT
OPT
Aug24C
2150
26
Short
0
0.0%
LEAD
LME
SPOT
OPT
Aug24C
2200
22
Short
0
0.0%
LEAD
LME
SPOT
OPT
Aug24C
2275
15
Short
0
0.0%
LEAD
LME
SPOT
OPT
Aug24C
2300
12
Short
0
0.0%
LEAD
LME
SPOT
OPT
Sep24P
1900
20
Short
0
0.0%
LEAD
LME
SPOT
OPT
Sep24P
1925
23
Short
0
0.0%
LEAD
LME
SPOT
OPT
Sep24P
1950
27
Short
0
0.0%
LEAD
LME
SPOT
OPT
Sep24P
2000
33
Short
0
0.0%
LEAD
LME
SPOT
OPT
Sep24P
2025
38
Short
0
0.0%
LEAD
LME
SPOT
OPT
Sep24P
2050
41
Short
0
0.0%
LEAD
LME
SPOT
OPT
Sep24C
2150
34
Short
0
0.0%
LEAD
LME
SPOT
OPT
Sep24C
2175
29
Short
0
0.0%
LEAD
LME
SPOT
OPT
Sep24C
2200
25
Short
0
0.0%
LEAD
LME
SPOT
OPT
Sep24C
2275
17
Short
0
0.0%
LEAD
LME
SPOT
OPT
Sep24C
2300
15
Short
0
0.0%
LEAD
LME
SPOT
OPT
Sep24C
2325
13
Short
0
0.0%
LEAD
LME
SPOT
OPT
Oct24P
1875
19
Short
0
0.0%
LEAD
LME
SPOT
OPT
Oct24P
1900
125
Short
0
0.0%
LEAD
LME
SPOT
OPT
Oct24P
1925
89
Short
0
0.0%
LEAD
LME
SPOT
OPT
Oct24P
1950
130
Short
0
0.0%
LEAD
LME
SPOT
OPT
Oct24P
1975
110
Short
0
0.0%
LEAD
LME
SPOT
OPT
Oct24P
2000
159
Short
0
0.0%
LEAD
LME
SPOT
OPT
Oct24P
2025
202
Short
1
0.0%
LEAD
LME
SPOT
OPT
Oct24P
2050
132
Short
0
0.0%
LEAD
LME
SPOT
OPT
Oct24P
2075
152
Short
0
0.0%
LEAD
LME
SPOT
OPT
Oct24P
2100
111
Short
0
0.0%
LEAD
LME
SPOT
OPT
Oct24C
2125
43
Short
0
0.0%
LEAD
LME
SPOT
OPT
Oct24P
2125
186
Short
1
0.0%
LEAD
LME
SPOT
OPT
Oct24C
2150
115
Short
0
0.0%
LEAD
LME
SPOT
OPT
Oct24C
2175
138
Short
0
0.0%
LEAD
LME
SPOT
OPT
Oct24C
2200
63
Short
0
0.0%
LEAD
LME
SPOT
OPT
Oct24C
2225
84
Short
0
0.0%
LEAD
LME
SPOT
OPT
Oct24C
2250
96
Short
0
0.0%
LEAD
LME
SPOT
OPT
Oct24C
2275
90
Short
0
0.0%
LEAD
LME
SPOT
OPT
Oct24C
2300
81
Short
0
0.0%
LEAD
LME
SPOT
OPT
Oct24C
2325
36
Short
0
0.0%
LEAD
LME
SPOT
OPT
Oct24C
2350
31
Short
0
0.0%
LEAD
LME
SPOT
OPT
Oct24C
2375
56
Short
0
0.0%
LEAD
LME
SPOT
OPT
Oct24C
2400
11
Short
0
0.0%
LEAD
LME
SPOT
OPT
Oct24C
2425
21
Short
0
0.0%
ZINC
SPT
OP
(LME)
Apr24P
2175
0
Short
0
0.0%
ZINC
SPT
OP
(LME)
Apr24P
2200
1
Short
0
0.0%
ZINC
SPT
OP
(LME)
Apr24P
2225
1
Short
0
0.0%
ZINC
SPT
OP
(LME)
Apr24P
2250
6
Short
0
0.0%
ZINC
SPT
OP
(LME)
Apr24P
2275
32
Short
0
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
49
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
ZINC
SPT
OP
(LME)
Apr24P
2300
65
Short
0
0.0%
ZINC
SPT
OP
(LME)
Apr24P
2325
51
Short
0
0.0%
ZINC
SPT
OP
(LME)
Apr24C
2350
335
Short
1
0.0%
ZINC
SPT
OP
(LME)
Apr24P
2350
124
Short
0
0.0%
ZINC
SPT
OP
(LME)
Apr24C
2375
951
Short
3
0.0%
ZINC
SPT
OP
(LME)
Apr24P
2375
400
Short
1
0.0%
ZINC
SPT
OP
(LME)
Apr24C
2400
122
Short
0
0.0%
ZINC
SPT
OP
(LME)
Apr24P
2400
131
Short
0
0.0%
ZINC
SPT
OP
(LME)
Apr24C
2425
136
Short
0
0.0%
ZINC
SPT
OP
(LME)
Apr24C
2450
584
Short
2
0.0%
ZINC
SPT
OP
(LME)
Apr24C
2475
83
Short
0
0.0%
ZINC
SPT
OP
(LME)
Apr24C
2500
74
Short
0
0.0%
ZINC
SPT
OP
(LME)
Apr24C
2525
62
Short
0
0.0%
ZINC
SPT
OP
(LME)
Apr24C
2550
9
Short
0
0.0%
ZINC
SPT
OP
(LME)
Apr24C
2575
3
Short
0
0.0%
ZINC
SPT
OP
(LME)
Apr24C
2600
1
Short
0
0.0%
ZINC
SPT
OP
(LME)
Apr24C
2625
1
Short
0
0.0%
ZINC
SPT
OP
(LME)
May24P
2325
564
Short
2
0.0%
ZINC
SPT
OP
(LME)
May24P
2350
218
Short
1
0.0%
ZINC
SPT
OP
(LME)
May24P
2375
1,081
Short
3
0.0%
ZINC
SPT
OP
(LME)
May24P
2400
2,053
Short
6
0.0%
ZINC
SPT
OP
(LME)
May24P
2425
1,503
Short
4
0.0%
ZINC
SPT
OP
(LME)
May24C
2450
178
Short
1
0.0%
ZINC
SPT
OP
(LME)
May24P
2450
2,626
Short
8
0.0%
ZINC
SPT
OP
(LME)
May24C
2475
199
Short
1
0.0%
ZINC
SPT
OP
(LME)
May24P
2475
1,563
Short
5
0.0%
ZINC
SPT
OP
(LME)
May24C
2500
166
Short
0
0.0%
ZINC
SPT
OP
(LME)
May24P
2500
1,829
Short
5
0.0%
ZINC
SPT
OP
(LME)
May24C
2525
657
Short
2
0.0%
ZINC
SPT
OP
(LME)
May24P
2525
2,005
Short
6
0.0%
ZINC
SPT
OP
(LME)
May24C
2550
308
Short
1
0.0%
ZINC
SPT
OP
(LME)
May24C
2575
239
Short
1
0.0%
ZINC
SPT
OP
(LME)
May24C
2600
481
Short
1
0.0%
ZINC
SPT
OP
(LME)
May24C
2625
269
Short
1
0.0%
ZINC
SPT
OP
(LME)
May24C
2650
131
Short
0
0.0%
ZINC
SPT
OP
(LME)
May24C
2675
75
Short
0
0.0%
ZINC
SPT
OP
(LME)
May24C
2700
83
Short
0
0.0%
ZINC
SPT
OP
(LME)
May24C
2725
45
Short
0
0.0%
GASOLINE
RBOB
OPT
May24P
225
0
Short
0
0.0%
GASOLINE
RBOB
OPT
May24P
240
0
Short
0
0.0%
GASOLINE
RBOB
OPT
May24P
250
4
Short
0
0.0%
GASOLINE
RBOB
OPT
May24C
258
7
Short
0
0.0%
GASOLINE
RBOB
OPT
May24P
262
3
Short
0
0.0%
GASOLINE
RBOB
OPT
May24C
266
5
Short
0
0.0%
GASOLINE
RBOB
OPT
May24C
275
6
Short
0
0.0%
GASOLINE
RBOB
OPT
May24C
278
4
Short
0
0.0%
GASOLINE
RBOB
OPT
May24C
280
2
Short
0
0.0%
GASOLINE
RBOB
OPT
May24C
284
1
Short
0
0.0%
GASOLINE
RBOB
OPT
May24C
290
2
Short
0
0.0%
April
24
Puts
on
SPX
82
Short
0
0.0%
April
24
Puts
on
SPX
50
Short
0
0.0%
April
24
Puts
on
SPX
96
Short
0
0.0%
April
24
Puts
on
SPX
59
Short
0
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
50
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
April
24
Puts
on
SPX
198
Short
1
0.0%
April
24
Puts
on
SPX
789
Short
2
0.0%
April
24
Calls
on
SPX
384
Long
1
0.0%
April
24
Puts
on
SPX
414
Short
1
0.0%
April
24
Calls
on
SPX
1,294
Short
4
0.0%
April
24
Puts
on
SPX
131
Short
0
0.0%
April
24
Puts
on
SPX
83
Short
0
0.0%
April
24
Puts
on
SPX
185
Short
1
0.0%
April
24
Puts
on
SPX
190
Short
1
0.0%
April
24
Puts
on
SPX
2,477
Short
7
0.0%
April
24
Calls
on
SPX
1,158
Short
3
0.0%
April
24
Puts
on
SPX
1,182
Long
4
0.0%
April
24
Calls
on
SPX
1,053
Short
3
0.0%
April
24
Calls
on
SPX
37
Short
0
0.0%
SX5E
04/05/24
P4600
Index
1,022
Short
3
0.0%
SX5E
04/05/24
P4700
Index
621
Short
2
0.0%
SX5E
04/05/24
P4800
Index
1,315
Short
4
0.0%
SX5E
04/05/24
P4900
Index
828
Short
2
0.0%
SX5E
04/05/24
P5000
Index
3,200
Short
10
0.0%
SX5E
04/05/24
C5075
Index
1,137
Long
3
0.0%
SX5E
04/05/24
P5075
Index
584
Short
2
0.0%
SX5E
04/05/24
C5100
Index
5,886
Short
18
0.0%
SX5E
04/05/24
C5200
Index
741
Short
2
0.0%
SX5E
04/05/24
C5300
Index
97
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24P
1110
0
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24P
1120
1
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24P
1130
1
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24P
1140
4
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24P
1150
3
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24P
1160
12
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24P
1170
5
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24P
1180
32
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24C
1190
2
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24P
1190
5
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24C
1200
4
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24P
1200
26
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24C
1210
2
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24P
1210
8
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24C
1220
4
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24P
1220
50
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24C
1230
3
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24C
1240
4
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24P
1240
68
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24C
1260
3
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24P
1260
51
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24C
1270
1
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24C
1280
1
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24P
1280
29
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24C
1290
0
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24C
1300
1
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24P
1300
79
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24C
1310
0
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24C
1320
1
Short
0
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
51
*
The
following
table
shows
the
individual
positions
and
related
Unrealized
Appreciation/(Depreciation)
of
the
securities
within
the
MSCBL3TRS
basket.
*
The
following
table
shows
the
individual
positions
and
related
Unrealized
Appreciation/(Depreciation)
of
the
securities
within
the
MSCBUOTRS
basket.
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
SOYBEAN
FUT
OPTN
May24C
1340
0
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24C
1360
0
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24C
1380
0
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24C
1400
0
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24C
1420
0
Short
0
0.0%
SOYBEAN
FUT
OPTN
Jul24P
1080
8
Short
0
0.0%
SOYBEAN
FUT
OPTN
Jul24P
1100
4
Short
0
0.0%
SOYBEAN
FUT
OPTN
Jul24P
1120
9
Short
0
0.0%
SOYBEAN
FUT
OPTN
Jul24P
1140
37
Short
0
0.0%
SOYBEAN
FUT
OPTN
Jul24P
1150
6
Short
0
0.0%
SOYBEAN
FUT
OPTN
Jul24P
1160
14
Short
0
0.0%
SOYBEAN
FUT
OPTN
Jul24C
1180
7
Short
0
0.0%
SOYBEAN
FUT
OPTN
Jul24P
1180
39
Short
0
0.0%
SOYBEAN
FUT
OPTN
Jul24P
1190
4
Short
0
0.0%
SOYBEAN
FUT
OPTN
Jul24C
1200
67
Short
0
0.0%
SOYBEAN
FUT
OPTN
Jul24P
1200
16
Short
0
0.0%
SOYBEAN
FUT
OPTN
Jul24C
1220
17
Short
0
0.0%
SOYBEAN
FUT
OPTN
Jul24C
1240
59
Short
0
0.0%
SOYBEAN
FUT
OPTN
Jul24C
1250
3
Short
0
0.0%
SOYBEAN
FUT
OPTN
Jul24C
1260
24
Short
0
0.0%
SOYBEAN
FUT
OPTN
Jul24C
1280
11
Short
0
0.0%
SOYBEAN
FUT
OPTN
Jul24C
1290
4
Short
0
0.0%
SOYBEAN
FUT
OPTN
Jul24C
1300
11
Short
0
0.0%
SOYBEAN
FUT
OPTN
Jul24C
1320
1
Short
0
0.0%
Total
258,866
100.0%
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
USD
Curncy
$
1,898,172
Long
0
100.0%
Total
0
100.0%
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
LAK24
Comdty
$
238,604
Short
(3,798)
1.8%
COM4
Comdty
835,095
Long
(13,293)
6.2%
CCK4
Comdty
394,806
Short
(6,285)
2.9%
KCK4
Comdty
507,425
Short
(8,077)
3.7%
HGK4
Comdty
203,431
Short
(3,238)
1.5%
LPK24
Comdty
268,660
Long
(4,277)
2.0%
C
K4
Comdty
751,309
Long
(11,959)
5.6%
CTK4
Comdty
481,318
Long
(7,662)
3.6%
CLK4
Comdty
344,222
Short
(5,479)
2.5%
FCK4
Comdty
244,342
Long
(3,889)
1.8%
QSK4
Comdty
800,909
Short
(12,749)
5.9%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
52
*
The
following
table
shows
the
individual
positions
and
related
Unrealized
Appreciation/(Depreciation)
of
the
securities
within
the
MSCFCETRS
basket.
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
GCM4
Comdty
1,228,075
Short
(19,548)
9.1%
HOK4
Comdty
22,038
Short
(351)
0.2%
KWK4
Comdty
380,165
Short
(6,051)
2.8%
LLK4
Comdty
586,014
Short
(9,328)
4.3%
LHM4
Comdty
706,858
Short
(11,252)
5.2%
LCM4
Comdty
411,272
Long
(6,547)
3.0%
NGK24
Comdty
191,604
Long
(3,050)
1.4%
LNK4
Comdty
622,431
Long
(9,908)
4.6%
PAM4
Comdty
185,156
Long
(2,947)
1.4%
PLN4
Comdty
779,481
Long
(12,408)
5.8%
XBK4
Comdty
184,087
Short
(2,930)
1.4%
SIK4
Comdty
232,292
Long
(3,698)
1.7%
SMK4
Comdty
1,042,247
Long
(16,590)
7.7%
BOK4
Comdty
359,188
Short
(5,718)
2.7%
S
K4
Comdty
568,263
Short
(9,046)
4.2%
SBK4
Comdty
52,053
Long
(829)
0.4%
W
K4
Comdty
271,242
Short
(4,318)
2.0%
LXK4
Comdty
639,361
Long
(10,177)
4.7%
Total
(215,401)
100.0%
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
MSCF1SGD
$
75,012
Short
251
0.9%
MSCF1CZK
304,897
Short
1,022
3.6%
MSCF1RON
101,553
Long
340
1.2%
MSCF1HUF
307,030
Long
1,029
3.6%
MSCF1PLN
101,686
Short
341
1.2%
MSCF1ZAR
509,630
Long
1,708
5.9%
MSCF1ILS
505,217
Short
1,693
5.9%
MSCF1MXN
249,667
Long
837
2.9%
MSCF1THB
523,406
Short
1,754
6.1%
MSCF1CNH
225,304
Short
755
2.6%
MSCF1COP
503,751
Long
1,688
5.9%
MSCF1CLP
247,564
Short
830
2.9%
MSCF1PEN
492,020
Short
1,649
5.7%
MSCF1IDR
372,785
Long
1,249
4.3%
MSCF1INR
525,411
Long
1,760
6.1%
MSCF1KRW
372,142
Short
1,247
4.3%
MSCF1PHP
74,944
Long
251
0.9%
MSCF1TWD
225,050
Long
754
2.6%
USD
Curncy
2,856,201
Long
0
33.3%
Total
19,156
100.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
53
*
The
following
table
shows
the
individual
positions
and
related
Unrealized
Appreciation/(Depreciation)
of
the
securities
within
the
MSCFVATRS
basket.
*
The
following
table
shows
the
top
50
positions
and
related
Unrealized
Appreciation/(Depreciation)
of
the
securities
within
the
MSVCDDTRS
basket.
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
MSCF1NZD
$
380,056
Short
(592)
6.6%
MSCF1AUD
571,810
Short
(891)
10.0%
MSCF1CAD
191,384
Short
(298)
3.3%
MSCF1CHF
766,578
Short
(1,195)
13.4%
MSCF1EUR
570,726
Long
(889)
10.0%
MSCF1JPY
762,191
Long
(1,188)
13.3%
MSCF1NOK
379,138
Long
(591)
6.6%
MSCF1SEK
189,148
Long
(295)
3.3%
USD
Curncy
1,906,174
Long
0
33.3%
Total
(5,939)
100.0%
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
USD
Curncy
$
3,601,392
Long
0
98.3%
NDX
UL
12/20/24
P15400
Index
629
Long
59
0.0%
NDX
UL
12/20/24
P15300
Index
611
Long
57
0.0%
NDX
UL
12/20/24
P15500
Index
604
Long
56
0.0%
NDX
UL
12/20/24
P15200
Index
594
Long
55
0.0%
NDXP
UL
04/05/24
P18310
Index
587
Short
55
0.0%
NDX
UL
12/20/24
P14900
Index
583
Long
54
0.0%
NDX
UL
12/20/24
P15100
Index
577
Long
54
0.0%
NDXP
UL
04/05/24
P18300
Index
568
Short
53
0.0%
NDX
UL
12/20/24
P14800
Index
567
Long
53
0.0%
NDX
UL
12/20/24
P15000
Index
561
Long
52
0.0%
NDX
UL
12/20/24
P14700
Index
551
Long
51
0.0%
NDXP
UL
04/05/24
P18290
Index
550
Short
51
0.0%
NDX
UL
12/20/24
P14600
Index
535
Long
50
0.0%
NDX
UL
12/20/24
P16000
Index
526
Long
49
0.0%
NDX
UL
12/20/24
P15600
Index
523
Long
49
0.0%
NDX
UL
12/20/24
P14500
Index
520
Long
49
0.0%
NDX
UL
12/20/24
P15900
Index
512
Long
48
0.0%
NDX
UL
12/20/24
P14400
Index
506
Long
47
0.0%
NDXP
UL
04/05/24
P18260
Index
499
Short
47
0.0%
NDX
UL
12/20/24
P15800
Index
497
Long
46
0.0%
NDX
UL
12/20/24
P14300
Index
492
Long
46
0.0%
NDX
UL
12/20/24
P16200
Index
491
Long
46
0.0%
NDX
UL
12/20/24
P15700
Index
483
Long
45
0.0%
NDXP
UL
04/05/24
P18250
Index
483
Short
45
0.0%
NDX
UL
12/20/24
P14200
Index
478
Long
45
0.0%
NDX
UL
12/20/24
P16100
Index
478
Long
45
0.0%
NDXP
UL
04/05/24
P18240
Index
467
Short
44
0.0%
NDX
UL
12/20/24
P14100
Index
465
Long
43
0.0%
NDX
UL
12/20/24
P16500
Index
465
Long
43
0.0%
NDX
UL
12/20/24
P14000
Index
452
Long
42
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
54
*
The
following
table
shows
the
individual
positions
and
related
Unrealized
Appreciation/(Depreciation)
of
the
securities
within
the
MSVCDNTRS
basket.
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
NDX
UL
12/20/24
P16400
Index
452
Long
42
0.0%
NDX
UL
12/20/24
P13900
Index
439
Long
41
0.0%
NDX
UL
12/20/24
P16300
Index
439
Long
41
0.0%
NDX
UL
12/20/24
P13800
Index
427
Long
40
0.0%
NDXP
UL
04/05/24
P18210
Index
421
Short
39
0.0%
NDX
UL
12/20/24
P13700
Index
416
Long
39
0.0%
NDXP
UL
04/05/24
P18200
Index
407
Short
38
0.0%
NDX
UL
12/20/24
P13600
Index
404
Long
38
0.0%
NDXP
UL
04/05/24
P18280
Index
400
Short
37
0.0%
NDX
UL
12/20/24
P13500
Index
393
Long
37
0.0%
NDXP
UL
04/05/24
P18190
Index
393
Short
37
0.0%
NDXP
UL
04/05/24
P18270
Index
387
Short
36
0.0%
NDX
UL
12/20/24
P13400
Index
383
Long
36
0.0%
NDX
UL
12/20/24
P13300
Index
372
Long
35
0.0%
NDX
UL
12/20/24
P13200
Index
362
Long
34
0.0%
NDXP
UL
04/05/24
P18160
Index
354
Short
33
0.0%
NDX
UL
12/20/24
P13100
Index
353
Long
33
0.0%
NDX
UL
12/20/24
P13000
Index
343
Long
32
0.0%
NDXP
UL
04/05/24
P18150
Index
342
Short
32
0.0%
Other
Components
37,376
—
3,492
1.0%
Total
5,672
100.0%
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
NDX
UL
12/20/24
P10000
Index
$
196
Long
84
0.0%
NDX
UL
12/20/24
P12700
Index
247
Long
105
0.0%
NDX
UL
12/20/24
P14800
Index
441
Long
188
0.0%
NDX
UL
12/20/24
P11300
Index
175
Long
75
0.0%
NDX
UL
12/20/24
P12600
Index
241
Long
103
0.0%
NDX
UL
12/20/24
P14300
Index
383
Long
163
0.0%
NDX
UL
12/20/24
P13600
Index
315
Long
134
0.0%
NDX
UL
12/20/24
P10700
Index
152
Long
65
0.0%
NDX
UL
12/20/24
P10900
Index
159
Long
68
0.0%
NDX
UL
12/20/24
P13900
Index
342
Long
146
0.0%
NDX
UL
12/20/24
P10500
Index
146
Long
62
0.0%
NDX
UL
12/20/24
P13500
Index
306
Long
131
0.0%
NDX
UL
12/20/24
P14100
Index
362
Long
154
0.0%
NDX
UL
12/20/24
P14200
Index
372
Long
159
0.0%
NDX
UL
12/20/24
P10600
Index
149
Long
64
0.0%
NDX
UL
12/20/24
P11400
Index
179
Long
76
0.0%
NDX
UL
12/20/24
P10800
Index
156
Long
67
0.0%
NDX
UL
12/20/24
P11500
Index
183
Long
78
0.0%
NDX
UL
12/20/24
P13700
Index
323
Long
138
0.0%
NDX
UL
12/20/24
P13200
Index
282
Long
120
0.0%
NDX
UL
12/20/24
P11200
Index
171
Long
73
0.0%
NDX
UL
12/20/24
P14400
Index
394
Long
168
0.0%
NDX
UL
12/20/24
P12000
Index
207
Long
88
0.0%
NDX
UL
12/20/24
P13300
Index
290
Long
124
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
55
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
NDX
UL
12/20/24
P12300
Index
223
Long
95
0.0%
NDX
UL
12/20/24
P12400
Index
229
Long
98
0.0%
NDX
UL
12/20/24
P13400
Index
298
Long
127
0.0%
NDX
UL
12/20/24
P11700
Index
192
Long
82
0.0%
NDX
UL
12/20/24
P12800
Index
253
Long
108
0.0%
NDX
UL
12/20/24
P10200
Index
136
Long
58
0.0%
NDX
UL
12/20/24
P10300
Index
139
Long
60
0.0%
NDX
UL
12/20/24
P10100
Index
133
Long
57
0.0%
NDX
UL
12/20/24
P13100
Index
275
Long
117
0.0%
NDX
UL
12/20/24
P11600
Index
188
Long
80
0.0%
NDX
UL
12/20/24
P10400
Index
143
Long
61
0.0%
NDX
UL
12/20/24
P13000
Index
267
Long
114
0.0%
NDX
UL
12/20/24
P11000
Index
163
Long
70
0.0%
NDX
UL
12/20/24
P14500
Index
405
Long
173
0.0%
NDX
UL
12/20/24
P14000
Index
352
Long
150
0.0%
NDX
UL
12/20/24
P13800
Index
333
Long
142
0.0%
NDX
UL
12/20/24
P12500
Index
234
Long
100
0.0%
NDX
UL
12/20/24
P14600
Index
417
Long
178
0.0%
NDX
UL
12/20/24
P14700
Index
429
Long
183
0.0%
NDX
UL
12/20/24
P11100
Index
167
Long
71
0.0%
NDX
UL
12/20/24
P11800
Index
197
Long
84
0.0%
NDX
UL
12/20/24
P12200
Index
217
Long
93
0.0%
NDX
UL
12/20/24
P12900
Index
260
Long
111
0.0%
NDX
UL
12/20/24
P11900
Index
202
Long
86
0.0%
NDX
UL
12/20/24
P12100
Index
212
Long
90
0.0%
NDX
UL
12/20/24
P7000
Index
122
Long
52
0.0%
NDX
UL
06/21/24
P13200
Index
31
Long
13
0.0%
NDX
UL
06/21/24
P12100
Index
21
Long
9
0.0%
NDX
UL
06/21/24
P12400
Index
23
Long
10
0.0%
NDX
UL
06/21/24
P14000
Index
24
Long
10
0.0%
NDX
UL
06/21/24
P11500
Index
16
Long
7
0.0%
NDX
UL
06/21/24
P12000
Index
20
Long
8
0.0%
NDX
UL
06/21/24
P13900
Index
29
Long
12
0.0%
NDX
UL
06/21/24
P12200
Index
21
Long
9
0.0%
NDX
UL
06/21/24
P12600
Index
25
Long
11
0.0%
NDX
UL
06/21/24
P11800
Index
18
Long
8
0.0%
NDX
UL
06/21/24
P12900
Index
28
Long
12
0.0%
NDX
UL
06/21/24
P11700
Index
18
Long
7
0.0%
NDX
UL
06/21/24
P12500
Index
24
Long
10
0.0%
NDX
UL
06/21/24
P11600
Index
17
Long
7
0.0%
NDX
UL
06/21/24
P11400
Index
15
Long
7
0.0%
NDX
UL
06/21/24
P13000
Index
29
Long
12
0.0%
NDX
UL
06/21/24
P13400
Index
34
Long
14
0.0%
NDX
UL
06/21/24
P11900
Index
19
Long
8
0.0%
NDX
UL
06/21/24
P13800
Index
33
Long
14
0.0%
NDX
UL
06/21/24
P13300
Index
33
Long
14
0.0%
NDX
UL
06/21/24
P12300
Index
22
Long
10
0.0%
NDX
UL
06/21/24
P13500
Index
35
Long
15
0.0%
NDX
UL
06/21/24
P13700
Index
32
Long
14
0.0%
NDX
UL
06/21/24
P12700
Index
26
Long
11
0.0%
NDX
UL
06/21/24
P13100
Index
30
Long
13
0.0%
NDX
UL
06/21/24
P13600
Index
34
Long
14
0.0%
NDX
UL
06/21/24
P12800
Index
27
Long
12
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
56
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
NDX
UL
06/21/24
P11200
Index
14
Long
6
0.0%
NDX
UL
06/21/24
P14100
Index
25
Long
11
0.0%
NDX
UL
06/21/24
P14400
Index
4
Long
2
0.0%
NDX
UL
06/21/24
P9300
Index
6
Long
2
0.0%
NDX
UL
06/21/24
P9900
Index
8
Long
3
0.0%
NDX
UL
06/21/24
P10300
Index
9
Long
4
0.0%
NDX
UL
06/21/24
P9500
Index
6
Long
3
0.0%
NDX
UL
06/21/24
P9200
Index
5
Long
2
0.0%
NDX
UL
06/21/24
P10400
Index
10
Long
4
0.0%
NDX
UL
06/21/24
P10500
Index
10
Long
4
0.0%
NDX
UL
06/21/24
P10600
Index
11
Long
5
0.0%
NDX
UL
06/21/24
P9800
Index
7
Long
3
0.0%
NDX
UL
06/21/24
P9600
Index
7
Long
3
0.0%
NDX
UL
06/21/24
P10200
Index
9
Long
4
0.0%
NDX
UL
06/21/24
P10700
Index
11
Long
5
0.0%
NDX
UL
06/21/24
P9000
Index
5
Long
2
0.0%
NDX
UL
06/21/24
P9100
Index
5
Long
2
0.0%
NDX
UL
06/21/24
P11000
Index
13
Long
6
0.0%
NDX
UL
06/21/24
P10100
Index
9
Long
4
0.0%
NDX
UL
06/21/24
P14300
Index
19
Long
8
0.0%
NDX
UL
06/21/24
P9700
Index
7
Long
3
0.0%
NDX
UL
06/21/24
P10000
Index
8
Long
3
0.0%
NDX
UL
06/21/24
P10900
Index
12
Long
5
0.0%
NDX
UL
06/21/24
P11300
Index
15
Long
6
0.0%
NDX
UL
06/21/24
P10800
Index
12
Long
5
0.0%
NDX
UL
06/21/24
P9400
Index
6
Long
3
0.0%
NDX
UL
06/21/24
P14200
Index
19
Long
8
0.0%
NDX
UL
06/21/24
P11100
Index
14
Long
6
0.0%
NDXP
UL
03/28/24
P18000
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17650
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P18275
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P18150
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17625
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17575
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P18075
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17825
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17750
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P18325
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17550
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P18050
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17675
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17925
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P18025
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P18125
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17525
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17975
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17850
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P18250
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P18175
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17775
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17950
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17875
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P18225
Index
0
Long
0
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
57
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
NDXP
UL
03/28/24
P17725
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P17200
Index
42
Short
18
0.0%
NDXP
UL
04/05/24
P17100
Index
65
Short
28
0.0%
NDXP
UL
04/05/24
P16900
Index
75
Short
32
0.0%
NDXP
UL
04/05/24
P18000
Index
460
Short
196
0.0%
NDXP
UL
04/05/24
P17800
Index
213
Short
91
0.0%
NDXP
UL
04/05/24
P17500
Index
77
Short
33
0.0%
NDXP
UL
04/05/24
P16600
Index
57
Short
24
0.0%
NDXP
UL
04/05/24
P16800
Index
68
Short
29
0.0%
NDXP
UL
04/05/24
P17900
Index
313
Short
134
0.0%
NDXP
UL
04/05/24
P17700
Index
147
Short
63
0.0%
NDXP
UL
04/05/24
P17300
Index
49
Short
21
0.0%
NDXP
UL
04/05/24
P17400
Index
60
Short
25
0.0%
NDXP
UL
04/05/24
P16700
Index
62
Short
27
0.0%
NDXP
UL
04/05/24
P18200
Index
954
Short
407
0.0%
NDXP
UL
04/05/24
P17600
Index
104
Short
44
0.0%
NDXP
UL
04/05/24
P17000
Index
83
Short
36
0.0%
NDXP
UL
04/05/24
P18300
Index
1,332
Short
569
0.0%
NDXP
UL
04/05/24
P18100
Index
668
Short
285
0.0%
NDXP
UL
04/05/24
P18125
Index
366
Short
156
0.0%
NDXP
UL
04/05/24
P17650
Index
123
Short
52
0.0%
NDXP
UL
04/05/24
P18225
Index
520
Short
222
0.0%
NDXP
UL
04/05/24
P17125
Index
19
Short
8
0.0%
NDXP
UL
04/05/24
P17275
Index
23
Short
10
0.0%
NDXP
UL
04/05/24
P17725
Index
80
Short
34
0.0%
NDXP
UL
04/05/24
P17450
Index
67
Short
29
0.0%
NDXP
UL
04/05/24
P17525
Index
41
Short
18
0.0%
NDXP
UL
04/05/24
P18050
Index
555
Short
237
0.0%
NDXP
UL
04/05/24
P16875
Index
73
Short
31
0.0%
NDXP
UL
04/05/24
P17325
Index
26
Short
11
0.0%
NDXP
UL
04/05/24
P16975
Index
81
Short
35
0.0%
NDXP
UL
04/05/24
P17925
Index
172
Short
74
0.0%
NDXP
UL
04/05/24
P18150
Index
800
Short
342
0.0%
NDXP
UL
04/05/24
P17575
Index
48
Short
20
0.0%
NDXP
UL
04/05/24
P17175
Index
20
Short
9
0.0%
NDXP
UL
04/05/24
P17750
Index
176
Short
75
0.0%
NDXP
UL
04/05/24
P16750
Index
65
Short
28
0.0%
NDXP
UL
04/05/24
P17025
Index
86
Short
37
0.0%
NDXP
UL
04/05/24
P16925
Index
77
Short
33
0.0%
NDXP
UL
04/05/24
P17425
Index
32
Short
13
0.0%
NDXP
UL
04/05/24
P17375
Index
28
Short
12
0.0%
NDXP
UL
04/05/24
P17675
Index
67
Short
29
0.0%
NDXP
UL
04/05/24
P17825
Index
117
Short
50
0.0%
NDXP
UL
04/05/24
P18075
Index
305
Short
130
0.0%
NDXP
UL
04/05/24
P17150
Index
39
Short
17
0.0%
NDXP
UL
04/05/24
P16825
Index
70
Short
30
0.0%
NDXP
UL
04/05/24
P17625
Index
56
Short
24
0.0%
NDXP
UL
04/05/24
P16850
Index
72
Short
31
0.0%
NDXP
UL
04/05/24
P16625
Index
58
Short
25
0.0%
NDXP
UL
04/05/24
P17975
Index
209
Short
89
0.0%
NDXP
UL
04/05/24
P17475
Index
36
Short
15
0.0%
NDXP
UL
04/05/24
P18025
Index
253
Short
108
0.0%
NDXP
UL
04/05/24
P17950
Index
380
Short
162
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
58
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
NDXP
UL
04/05/24
P16725
Index
64
Short
27
0.0%
NDXP
UL
04/05/24
P16650
Index
60
Short
25
0.0%
NDXP
UL
04/05/24
P18275
Index
614
Short
262
0.0%
NDXP
UL
04/05/24
P16775
Index
67
Short
28
0.0%
NDXP
UL
04/05/24
P18175
Index
437
Short
187
0.0%
NDXP
UL
04/05/24
P17075
Index
90
Short
39
0.0%
NDXP
UL
04/05/24
P16950
Index
79
Short
34
0.0%
NDXP
UL
04/05/24
P17350
Index
54
Short
23
0.0%
NDXP
UL
04/05/24
P17250
Index
45
Short
19
0.0%
NDXP
UL
04/05/24
P16675
Index
61
Short
26
0.0%
NDXP
UL
04/05/24
P17550
Index
89
Short
38
0.0%
NDXP
UL
04/05/24
P17875
Index
142
Short
61
0.0%
NDXP
UL
04/05/24
P18250
Index
1,131
Short
483
0.0%
NDXP
UL
04/05/24
P17850
Index
258
Short
110
0.0%
NDXP
UL
04/05/24
P17225
Index
22
Short
9
0.0%
NDXP
UL
04/05/24
P17775
Index
97
Short
41
0.0%
NDXP
UL
04/05/24
P17050
Index
88
Short
38
0.0%
NDX
UL
12/20/24
P16900
Index
70
Long
30
0.0%
NDX
UL
12/20/24
P15200
Index
462
Long
197
0.0%
NDX
UL
12/20/24
P15000
Index
436
Long
186
0.0%
NDX
UL
12/20/24
P15800
Index
387
Long
165
0.0%
NDX
UL
12/20/24
P16700
Index
259
Long
111
0.0%
NDX
UL
12/20/24
P15500
Index
470
Long
201
0.0%
NDX
UL
12/20/24
P15400
Index
489
Long
209
0.0%
NDX
UL
12/20/24
P15600
Index
407
Long
174
0.0%
NDX
UL
12/20/24
P16100
Index
372
Long
159
0.0%
NDX
UL
12/20/24
P15300
Index
475
Long
203
0.0%
NDX
UL
12/20/24
P15700
Index
377
Long
161
0.0%
NDX
UL
12/20/24
P16600
Index
252
Long
108
0.0%
NDX
UL
12/20/24
P16200
Index
383
Long
163
0.0%
NDX
UL
12/20/24
P16500
Index
362
Long
155
0.0%
NDX
UL
12/20/24
P16000
Index
410
Long
175
0.0%
NDX
UL
12/20/24
P16400
Index
352
Long
150
0.0%
NDX
UL
12/20/24
P15100
Index
449
Long
192
0.0%
NDX
UL
12/20/24
P15900
Index
399
Long
170
0.0%
NDX
UL
12/20/24
P16800
Index
68
Long
29
0.0%
NDX
UL
12/20/24
P16300
Index
342
Long
146
0.0%
NDX
UL
12/20/24
P14900
Index
454
Long
194
0.0%
NDX
UL
12/20/24
P9200
Index
219
Long
93
0.0%
NDX
UL
12/20/24
P8800
Index
183
Long
78
0.0%
NDX
UL
12/20/24
P9400
Index
229
Long
98
0.0%
NDX
UL
12/20/24
P8600
Index
141
Long
60
0.0%
NDX
UL
12/20/24
P8200
Index
86
Long
37
0.0%
NDX
UL
12/20/24
P9800
Index
250
Long
107
0.0%
NDX
UL
12/20/24
P8400
Index
90
Long
38
0.0%
NDX
UL
12/20/24
P9600
Index
239
Long
102
0.0%
NDX
UL
12/20/24
P8000
Index
120
Long
51
0.0%
NDX
UL
12/20/24
P9000
Index
209
Long
89
0.0%
NDX
UL
06/21/24
P8500
Index
4
Long
2
0.0%
NDX
UL
06/21/24
P8900
Index
5
Long
2
0.0%
NDX
UL
06/21/24
P8700
Index
4
Long
2
0.0%
NDX
UL
06/21/24
P8200
Index
3
Long
1
0.0%
NDX
UL
06/21/24
P8000
Index
3
Long
1
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
59
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
NDX
UL
06/21/24
P8400
Index
3
Long
1
0.0%
NDX
UL
06/21/24
P8600
Index
4
Long
2
0.0%
NDX
UL
06/21/24
P8300
Index
3
Long
1
0.0%
NDX
UL
06/21/24
P8800
Index
4
Long
2
0.0%
NDX
UL
06/21/24
P8100
Index
3
Long
1
0.0%
NDX
UL
09/20/24
P10600
Index
69
Long
30
0.0%
NDX
UL
09/20/24
P12100
Index
107
Long
46
0.0%
NDX
UL
09/20/24
P13000
Index
129
Long
55
0.0%
NDX
UL
09/20/24
P13500
Index
139
Long
59
0.0%
NDX
UL
09/20/24
P11300
Index
85
Long
36
0.0%
NDX
UL
09/20/24
P12700
Index
128
Long
55
0.0%
NDX
UL
09/20/24
P11500
Index
90
Long
39
0.0%
NDX
UL
09/20/24
P10700
Index
71
Long
31
0.0%
NDX
UL
09/20/24
P10800
Index
74
Long
31
0.0%
NDX
UL
09/20/24
P13900
Index
104
Long
44
0.0%
NDX
UL
09/20/24
P11700
Index
96
Long
41
0.0%
NDX
UL
09/20/24
P12800
Index
132
Long
56
0.0%
NDX
UL
09/20/24
P10900
Index
76
Long
32
0.0%
NDX
UL
09/20/24
P10500
Index
67
Long
29
0.0%
NDX
UL
09/20/24
P12300
Index
114
Long
49
0.0%
NDX
UL
09/20/24
P13700
Index
111
Long
47
0.0%
NDX
UL
09/20/24
P11900
Index
101
Long
43
0.0%
NDX
UL
09/20/24
P12400
Index
117
Long
50
0.0%
NDX
UL
09/20/24
P13400
Index
146
Long
62
0.0%
NDX
UL
09/20/24
P13100
Index
133
Long
57
0.0%
NDX
UL
09/20/24
P13800
Index
100
Long
43
0.0%
NDX
UL
09/20/24
P12000
Index
104
Long
45
0.0%
NDX
UL
09/20/24
P12900
Index
125
Long
53
0.0%
NDX
UL
09/20/24
P14000
Index
94
Long
40
0.0%
NDX
UL
09/20/24
P11600
Index
93
Long
40
0.0%
NDX
UL
09/20/24
P11000
Index
78
Long
33
0.0%
NDX
UL
09/20/24
P12200
Index
110
Long
47
0.0%
NDX
UL
09/20/24
P11800
Index
98
Long
42
0.0%
NDX
UL
09/20/24
P13200
Index
137
Long
58
0.0%
NDX
UL
09/20/24
P11200
Index
83
Long
35
0.0%
NDX
UL
09/20/24
P11400
Index
88
Long
37
0.0%
NDX
UL
09/20/24
P13300
Index
141
Long
60
0.0%
NDX
UL
09/20/24
P12500
Index
120
Long
51
0.0%
NDX
UL
09/20/24
P11100
Index
80
Long
34
0.0%
NDX
UL
09/20/24
P12600
Index
124
Long
53
0.0%
NDX
UL
09/20/24
P13600
Index
107
Long
46
0.0%
NDXP
UL
03/28/24
P16800
Index
0
Long
0
0.0%
NDX
UL
09/20/24
P9200
Index
44
Long
19
0.0%
NDX
UL
09/20/24
P9800
Index
54
Long
23
0.0%
NDX
UL
09/20/24
P9700
Index
52
Long
22
0.0%
NDX
UL
09/20/24
P10000
Index
58
Long
25
0.0%
NDX
UL
09/20/24
P14200
Index
84
Long
36
0.0%
NDX
UL
09/20/24
P10100
Index
59
Long
25
0.0%
NDX
UL
09/20/24
P9600
Index
51
Long
22
0.0%
NDX
UL
09/20/24
P9400
Index
47
Long
20
0.0%
NDX
UL
09/20/24
P9000
Index
41
Long
18
0.0%
NDX
UL
09/20/24
P10200
Index
61
Long
26
0.0%
NDX
UL
09/20/24
P14800
Index
85
Long
36
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
60
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
NDX
UL
09/20/24
P10300
Index
63
Long
27
0.0%
NDX
UL
09/20/24
P15300
Index
27
Long
11
0.0%
NDX
UL
09/20/24
P15400
Index
28
Long
12
0.0%
NDX
UL
09/20/24
P9500
Index
49
Long
21
0.0%
NDX
UL
09/20/24
P15200
Index
26
Long
11
0.0%
NDX
UL
09/20/24
P14100
Index
81
Long
35
0.0%
NDX
UL
09/20/24
P9100
Index
43
Long
18
0.0%
NDX
UL
09/20/24
P14500
Index
93
Long
40
0.0%
NDX
UL
09/20/24
P15000
Index
24
Long
10
0.0%
NDX
UL
09/20/24
P14900
Index
23
Long
10
0.0%
NDX
UL
09/20/24
P9300
Index
46
Long
20
0.0%
NDX
UL
09/20/24
P14700
Index
101
Long
43
0.0%
NDX
UL
09/20/24
P15100
Index
25
Long
10
0.0%
NDX
UL
09/20/24
P14300
Index
87
Long
37
0.0%
NDX
UL
09/20/24
P14600
Index
97
Long
41
0.0%
NDX
UL
09/20/24
P9900
Index
56
Long
24
0.0%
NDX
UL
09/20/24
P14400
Index
90
Long
38
0.0%
NDX
UL
09/20/24
P10400
Index
65
Long
28
0.0%
NDXP
UL
03/28/24
P17000
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17500
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17800
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P18200
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P18100
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17600
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17900
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P16900
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17400
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17300
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17700
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17200
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P18300
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17100
Index
0
Long
0
0.0%
NDX
UL
03/21/25
P10800
Index
77
Long
33
0.0%
NDX
UL
03/21/25
P11200
Index
84
Long
36
0.0%
NDX
UL
03/21/25
P10000
Index
66
Long
28
0.0%
NDX
UL
03/21/25
P10200
Index
68
Long
29
0.0%
NDX
UL
03/21/25
P12000
Index
100
Long
43
0.0%
NDX
UL
03/21/25
P10400
Index
71
Long
30
0.0%
NDX
UL
03/21/25
P11800
Index
95
Long
41
0.0%
NDX
UL
03/21/25
P11400
Index
88
Long
37
0.0%
NDX
UL
03/21/25
P11000
Index
81
Long
34
0.0%
NDX
UL
03/21/25
P10600
Index
74
Long
32
0.0%
NDX
UL
03/21/25
P11600
Index
91
Long
39
0.0%
NDXP
UL
04/05/24
P17940
Index
365
Short
156
0.0%
NDX
UL
03/21/25
P13400
Index
136
Long
58
0.0%
NDXP
UL
03/28/24
P17040
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P18160
Index
829
Short
354
0.0%
NDXP
UL
03/28/24
P16940
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P16870
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P17960
Index
394
Short
168
0.0%
NDXP
UL
04/05/24
P18140
Index
772
Short
330
0.0%
NDXP
UL
04/05/24
P18270
Index
906
Short
387
0.0%
NDXP
UL
03/28/24
P17510
Index
0
Long
0
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
61
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
NDXP
UL
03/28/24
P17070
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P18260
Index
1,169
Short
499
0.0%
NDXP
UL
03/28/24
P17220
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P16990
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P17110
Index
38
Short
16
0.0%
NDXP
UL
03/28/24
P16860
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P17360
Index
55
Short
23
0.0%
NDXP
UL
03/28/24
P17740
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P18020
Index
372
Short
159
0.0%
NDXP
UL
03/28/24
P18090
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P18120
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P18180
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P16810
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P17460
Index
69
Short
29
0.0%
NDXP
UL
03/28/24
P17520
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P18160
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P17720
Index
118
Short
50
0.0%
NDXP
UL
03/28/24
P17290
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P18120
Index
539
Short
230
0.0%
NDXP
UL
03/28/24
P17340
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P17560
Index
91
Short
39
0.0%
NDXP
UL
04/05/24
P17760
Index
183
Short
78
0.0%
NDXP
UL
04/05/24
P17790
Index
205
Short
87
0.0%
NDXP
UL
03/28/24
P17820
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17910
Index
0
Long
0
0.0%
NDX
UL
03/21/25
P14800
Index
188
Long
80
0.0%
NDXP
UL
04/05/24
P17320
Index
38
Short
16
0.0%
NDXP
UL
04/05/24
P18080
Index
466
Short
199
0.0%
NDXP
UL
03/28/24
P17760
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P18340
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17620
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17930
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P18220
Index
766
Short
327
0.0%
NDXP
UL
03/28/24
P17160
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P17830
Index
179
Short
76
0.0%
NDXP
UL
03/28/24
P16880
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17180
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P17580
Index
73
Short
31
0.0%
NDXP
UL
04/05/24
P18310
Index
1,375
Short
587
0.0%
NDXP
UL
04/05/24
P17880
Index
217
Short
93
0.0%
NDXP
UL
03/28/24
P18210
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P17340
Index
53
Short
22
0.0%
NDXP
UL
04/05/24
P18180
Index
668
Short
285
0.0%
NDXP
UL
03/28/24
P18030
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17530
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17020
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P17210
Index
43
Short
18
0.0%
NDXP
UL
03/28/24
P17670
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P17770
Index
142
Short
61
0.0%
NDXP
UL
03/28/24
P18110
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P17330
Index
39
Short
17
0.0%
NDXP
UL
03/28/24
P17280
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P16910
Index
0
Long
0
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
62
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
NDXP
UL
03/28/24
P16970
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P18260
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P17130
Index
29
Short
12
0.0%
NDXP
UL
03/28/24
P18320
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P17990
Index
442
Short
189
0.0%
NDXP
UL
03/28/24
P17730
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P18240
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17130
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17170
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17780
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P17820
Index
172
Short
74
0.0%
NDXP
UL
03/28/24
P17420
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17640
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P18290
Index
1,290
Short
551
0.0%
NDXP
UL
04/05/24
P17780
Index
148
Short
63
0.0%
NDXP
UL
04/05/24
P17980
Index
319
Short
136
0.0%
NDX
UL
03/21/25
P12600
Index
114
Long
49
0.0%
NDXP
UL
03/28/24
P17010
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17390
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17240
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P17540
Index
86
Short
37
0.0%
NDXP
UL
03/28/24
P18080
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P17610
Index
107
Short
46
0.0%
NDXP
UL
03/28/24
P17370
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P17520
Index
61
Short
26
0.0%
NDXP
UL
03/28/24
P17440
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17190
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17460
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P17140
Index
39
Short
17
0.0%
NDXP
UL
03/28/24
P17830
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17920
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17320
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17430
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17210
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17970
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P17910
Index
325
Short
139
0.0%
NDXP
UL
03/28/24
P17660
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P18110
Index
693
Short
296
0.0%
NDXP
UL
03/28/24
P16890
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P17190
Index
41
Short
18
0.0%
NDXP
UL
04/05/24
P18280
Index
936
Short
400
0.0%
NDXP
UL
03/28/24
P17120
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P18060
Index
576
Short
246
0.0%
NDXP
UL
03/28/24
P17490
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P16820
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P17230
Index
33
Short
14
0.0%
NDXP
UL
03/28/24
P17230
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P17510
Index
79
Short
34
0.0%
NDXP
UL
04/05/24
P17590
Index
100
Short
43
0.0%
NDXP
UL
03/28/24
P18070
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P17380
Index
43
Short
18
0.0%
NDXP
UL
04/05/24
P17310
Index
50
Short
21
0.0%
NDXP
UL
03/28/24
P17890
Index
0
Long
0
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
63
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
NDXP
UL
03/28/24
P17470
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P16920
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P17290
Index
48
Short
21
0.0%
NDXP
UL
04/05/24
P18040
Index
535
Short
228
0.0%
NDXP
UL
03/28/24
P16930
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P17970
Index
307
Short
131
0.0%
NDX
UL
03/21/25
P14400
Index
171
Long
73
0.0%
NDXP
UL
03/28/24
P17770
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P17670
Index
99
Short
42
0.0%
NDX
UL
03/21/25
P15000
Index
148
Long
63
0.0%
NDXP
UL
03/28/24
P18220
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17110
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P18140
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P17660
Index
127
Short
54
0.0%
NDXP
UL
03/28/24
P17360
Index
0
Long
0
0.0%
NDX
UL
03/21/25
P12400
Index
109
Long
46
0.0%
NDXP
UL
03/28/24
P17880
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P17690
Index
141
Short
60
0.0%
NDXP
UL
03/28/24
P17980
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P17640
Index
119
Short
51
0.0%
NDX
UL
03/21/25
P12800
Index
119
Long
51
0.0%
NDXP
UL
04/05/24
P17930
Index
264
Short
113
0.0%
NDXP
UL
03/28/24
P17030
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P18020
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17140
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P17810
Index
221
Short
94
0.0%
NDXP
UL
04/05/24
P18030
Index
386
Short
165
0.0%
NDXP
UL
04/05/24
P17680
Index
102
Short
44
0.0%
NDX
UL
03/21/25
P12200
Index
104
Long
44
0.0%
NDXP
UL
03/28/24
P17560
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P17220
Index
32
Short
14
0.0%
NDXP
UL
03/28/24
P17870
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P18190
Index
922
Short
393
0.0%
NDXP
UL
04/05/24
P18010
Index
477
Short
204
0.0%
NDXP
UL
04/05/24
P17570
Index
71
Short
30
0.0%
NDXP
UL
03/28/24
P17840
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P18130
Index
559
Short
239
0.0%
NDXP
UL
03/28/24
P17330
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P18090
Index
644
Short
275
0.0%
NDXP
UL
04/05/24
P17180
Index
31
Short
13
0.0%
NDXP
UL
03/28/24
P17410
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17810
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17720
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P17440
Index
66
Short
28
0.0%
NDXP
UL
04/05/24
P18070
Index
449
Short
192
0.0%
NDXP
UL
03/28/24
P18060
Index
0
Long
0
0.0%
NDX
UL
03/21/25
P14200
Index
164
Long
70
0.0%
NDXP
UL
03/28/24
P17860
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P18240
Index
1,094
Short
467
0.0%
NDXP
UL
03/28/24
P17260
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P16960
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P16980
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P18210
Index
988
Short
422
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
64
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
NDXP
UL
03/28/24
P18130
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P17890
Index
301
Short
129
0.0%
NDXP
UL
04/05/24
P17270
Index
35
Short
15
0.0%
NDXP
UL
04/05/24
P17490
Index
75
Short
32
0.0%
NDXP
UL
03/28/24
P18170
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17990
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P17840
Index
248
Short
106
0.0%
NDXP
UL
03/28/24
P18010
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P17240
Index
44
Short
19
0.0%
NDXP
UL
04/05/24
P17530
Index
63
Short
27
0.0%
NDX
UL
03/21/25
P14600
Index
180
Long
77
0.0%
NDXP
UL
03/28/24
P17310
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17380
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P17630
Index
86
Short
37
0.0%
NDXP
UL
03/28/24
P18040
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17270
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P17480
Index
54
Short
23
0.0%
NDXP
UL
04/05/24
P17870
Index
209
Short
89
0.0%
NDXP
UL
04/05/24
P17620
Index
83
Short
35
0.0%
NDXP
UL
04/05/24
P17920
Index
254
Short
108
0.0%
NDXP
UL
03/28/24
P17080
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P18170
Index
644
Short
275
0.0%
NDXP
UL
04/05/24
P17740
Index
170
Short
72
0.0%
NDXP
UL
04/05/24
P17120
Index
29
Short
12
0.0%
NDXP
UL
03/28/24
P18310
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17590
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17960
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P17280
Index
35
Short
15
0.0%
NDXP
UL
04/05/24
P17730
Index
123
Short
52
0.0%
NDXP
UL
04/05/24
P18230
Index
793
Short
339
0.0%
NDXP
UL
03/28/24
P17680
Index
0
Long
0
0.0%
NDX
UL
03/21/25
P13000
Index
124
Long
53
0.0%
NDXP
UL
03/28/24
P17790
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P16830
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P17170
Index
30
Short
13
0.0%
NDXP
UL
03/28/24
P17610
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P17430
Index
48
Short
20
0.0%
NDXP
UL
04/05/24
P17410
Index
61
Short
26
0.0%
NDXP
UL
03/28/24
P18290
Index
0
Long
0
0.0%
NDX
UL
03/21/25
P13800
Index
149
Long
64
0.0%
NDXP
UL
04/05/24
P17710
Index
152
Short
65
0.0%
NDXP
UL
03/28/24
P17690
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P18330
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17630
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P17390
Index
58
Short
25
0.0%
NDXP
UL
03/28/24
P16840
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P18280
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17480
Index
0
Long
0
0.0%
NDX
UL
03/21/25
P14000
Index
156
Long
67
0.0%
NDXP
UL
04/05/24
P17470
Index
53
Short
23
0.0%
NDXP
UL
03/28/24
P17580
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P17370
Index
42
Short
18
0.0%
NDXP
UL
04/05/24
P17420
Index
47
Short
20
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
65
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
NDXP
UL
03/28/24
P17940
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17540
Index
0
Long
0
0.0%
NDX
UL
03/21/25
P13600
Index
142
Long
61
0.0%
NDXP
UL
03/28/24
P17060
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P18230
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17710
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P18190
Index
0
Long
0
0.0%
NDX
UL
03/21/25
P13200
Index
130
Long
56
0.0%
NDXP
UL
04/05/24
P17160
Index
40
Short
17
0.0%
NDXP
UL
03/28/24
P17570
Index
0
Long
0
0.0%
NDXP
UL
04/05/24
P17860
Index
268
Short
114
0.0%
NDXP
UL
04/05/24
P17260
Index
46
Short
20
0.0%
NDXP
UL
03/28/24
P16790
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P18270
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17090
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17225
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17275
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17250
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17350
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P16950
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17025
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17375
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P16875
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17050
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17475
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17175
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17125
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17325
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P16850
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17150
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17425
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P16975
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P16825
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17450
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P17075
Index
0
Long
0
0.0%
NDXP
UL
03/28/24
P16925
Index
0
Long
0
0.0%
NDX
UL
03/21/25
P15100
Index
101
Long
43
0.0%
NDX
UL
03/21/25
P15800
Index
118
Long
51
0.0%
NDX
UL
03/21/25
P16400
Index
136
Long
58
0.0%
NDX
UL
03/21/25
P16100
Index
127
Long
54
0.0%
NDX
UL
03/21/25
P16600
Index
142
Long
61
0.0%
NDX
UL
03/21/25
P15600
Index
113
Long
48
0.0%
NDX
UL
03/21/25
P15500
Index
111
Long
47
0.0%
NDX
UL
03/21/25
P16200
Index
130
Long
55
0.0%
NDX
UL
03/21/25
P16300
Index
133
Long
57
0.0%
NDX
UL
03/21/25
P15700
Index
116
Long
49
0.0%
NDX
UL
03/21/25
P15200
Index
103
Long
44
0.0%
NDX
UL
03/21/25
P16900
Index
152
Long
65
0.0%
NDX
UL
03/21/25
P16800
Index
149
Long
64
0.0%
NDX
UL
03/21/25
P16700
Index
146
Long
62
0.0%
NDX
UL
03/21/25
P16000
Index
124
Long
53
0.0%
NDX
UL
03/21/25
P15900
Index
121
Long
52
0.0%
NDX
UL
03/21/25
P16500
Index
139
Long
59
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
66
*
The
following
table
shows
the
individual
positions
and
related
Unrealized
Appreciation/(Depreciation)
of
the
securities
within
the
MSVCDRTRS
basket.
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
NDX
UL
03/21/25
P15300
Index
106
Long
45
0.0%
NDX
UL
03/21/25
P15400
Index
108
Long
46
0.0%
NQM4
Index
0
Short
0
0.0%
USD
Curncy
8,832,389
Long
0
99.2%
Total
31,810
100.0%
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
RUT
UO
12/20/24
P1350
Index
$
1,139
Long
365
0.0%
RUT
UO
12/20/24
P1750
Index
2,316
Long
743
0.0%
RUT
UO
12/20/24
P1200
Index
938
Long
301
0.0%
RUT
UO
12/20/24
P1600
Index
1,671
Long
536
0.0%
RUT
UO
12/20/24
P1550
Index
1,527
Long
490
0.0%
RUT
UO
12/20/24
P1700
Index
2,058
Long
660
0.0%
RUT
UO
12/20/24
P1250
Index
1,001
Long
321
0.0%
RUT
UO
12/20/24
P1300
Index
1,068
Long
343
0.0%
RUT
UO
12/20/24
P1800
Index
2,416
Long
775
0.0%
RUT
UO
12/20/24
P1400
Index
1,218
Long
391
0.0%
RUT
UO
12/20/24
P1100
Index
819
Long
263
0.0%
RUT
UO
12/20/24
P1450
Index
1,306
Long
419
0.0%
RUT
UO
12/20/24
P1850
Index
1,676
Long
538
0.0%
RUT
UO
12/20/24
P1650
Index
1,846
Long
592
0.0%
RUT
UO
12/20/24
P1900
Index
836
Long
268
0.0%
RUT
UO
12/20/24
P1150
Index
878
Long
281
0.0%
RUT
UO
12/20/24
P1500
Index
1,407
Long
451
0.0%
RUT
UO
06/21/24
P1700
Index
417
Long
134
0.0%
RUT
UO
06/21/24
P1750
Index
303
Long
97
0.0%
RUT
UO
06/21/24
P1650
Index
359
Long
115
0.0%
RUT
UO
06/21/24
P1050
Index
40
Long
13
0.0%
RUT
UO
06/21/24
P1800
Index
171
Long
55
0.0%
RUT
UO
06/21/24
P1150
Index
62
Long
20
0.0%
RUT
UO
06/21/24
P1350
Index
137
Long
44
0.0%
RUT
UO
06/21/24
P1300
Index
114
Long
36
0.0%
RUT
UO
06/21/24
P950
Index
25
Long
8
0.0%
RUT
UO
06/21/24
P1600
Index
310
Long
100
0.0%
RUT
UO
06/21/24
P1550
Index
267
Long
86
0.0%
RUT
UO
06/21/24
P1400
Index
164
Long
53
0.0%
RUT
UO
06/21/24
P1100
Index
50
Long
16
0.0%
RUT
UO
06/21/24
P900
Index
27
Long
9
0.0%
RUT
UO
06/21/24
P1250
Index
94
Long
30
0.0%
RUT
UO
06/21/24
P1450
Index
194
Long
62
0.0%
RUT
UO
06/21/24
P1500
Index
229
Long
73
0.0%
RUT
UO
06/21/24
P1000
Index
32
Long
10
0.0%
RUT
UO
06/21/24
P1200
Index
77
Long
25
0.0%
RUT
UO
12/20/24
P950
Index
669
Long
214
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
67
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
RUT
UO
12/20/24
P750
Index
53
Long
17
0.0%
RUT
UO
12/20/24
P650
Index
43
Long
14
0.0%
RUT
UO
12/20/24
P850
Index
412
Long
132
0.0%
RUT
UO
12/20/24
P1050
Index
762
Long
244
0.0%
RUTW
UO
03/28/24
P2050
Index
0
Long
0
0.0%
RUTW
UO
03/28/24
P1960
Index
0
Long
0
0.0%
RUTW
UO
03/28/24
P2100
Index
0
Long
0
0.0%
RUTW
UO
03/28/24
P2010
Index
0
Long
0
0.0%
RUTW
UO
03/28/24
P1980
Index
0
Long
0
0.0%
RUTW
UO
03/28/24
P2060
Index
0
Long
0
0.0%
RUTW
UO
03/28/24
P2000
Index
0
Long
0
0.0%
RUTW
UO
03/28/24
P2090
Index
0
Long
0
0.0%
RUTW
UO
03/28/24
P1910
Index
0
Long
0
0.0%
RUTW
UO
03/28/24
P2070
Index
0
Long
0
0.0%
RUTW
UO
03/28/24
P1920
Index
0
Long
0
0.0%
RUTW
UO
03/28/24
P2030
Index
0
Long
0
0.0%
RUTW
UO
03/28/24
P2020
Index
0
Long
0
0.0%
RUTW
UO
03/28/24
P2080
Index
0
Long
0
0.0%
RUTW
UO
03/28/24
P1940
Index
0
Long
0
0.0%
RUTW
UO
03/28/24
P1970
Index
0
Long
0
0.0%
RUTW
UO
03/28/24
P1930
Index
0
Long
0
0.0%
RUTW
UO
03/28/24
P2040
Index
0
Long
0
0.0%
RUTW
UO
03/28/24
P1950
Index
0
Long
0
0.0%
RUTW
UO
03/28/24
P1990
Index
0
Long
0
0.0%
RUTW
UO
04/05/24
P2020
Index
339
Short
109
0.0%
RUTW
UO
04/05/24
P2035
Index
500
Short
160
0.0%
RUTW
UO
04/05/24
P1895
Index
75
Short
24
0.0%
RUTW
UO
04/05/24
P2090
Index
2,947
Short
945
0.0%
RUTW
UO
04/05/24
P2050
Index
793
Short
254
0.0%
RUTW
UO
04/05/24
P1955
Index
129
Short
41
0.0%
RUTW
UO
04/05/24
P1985
Index
182
Short
58
0.0%
RUTW
UO
04/05/24
P2070
Index
1,549
Short
497
0.0%
RUTW
UO
04/05/24
P1965
Index
143
Short
46
0.0%
RUTW
UO
04/05/24
P2065
Index
1,310
Short
420
0.0%
RUTW
UO
04/05/24
P2095
Index
3,426
Short
1099
0.0%
RUTW
UO
04/05/24
P1980
Index
171
Short
55
0.0%
RUTW
UO
04/05/24
P2025
Index
382
Short
123
0.0%
RUTW
UO
04/05/24
P1910
Index
86
Short
28
0.0%
RUTW
UO
04/05/24
P1925
Index
98
Short
31
0.0%
RUTW
UO
04/05/24
P1930
Index
102
Short
33
0.0%
RUTW
UO
04/05/24
P2040
Index
579
Short
186
0.0%
RUTW
UO
04/05/24
P1995
Index
210
Short
67
0.0%
RUTW
UO
04/05/24
P1950
Index
123
Short
39
0.0%
RUTW
UO
04/05/24
P2075
Index
1,829
Short
587
0.0%
RUTW
UO
04/05/24
P2005
Index
249
Short
80
0.0%
RUTW
UO
04/05/24
P1970
Index
151
Short
49
0.0%
RUTW
UO
04/05/24
P2015
Index
303
Short
97
0.0%
RUTW
UO
04/05/24
P2120
Index
6,796
Short
2180
0.1%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
68
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
RUTW
UO
04/05/24
P2115
Index
5,980
Short
1918
0.0%
RUTW
UO
04/05/24
P2000
Index
228
Short
73
0.0%
RUTW
UO
04/05/24
P2080
Index
2,153
Short
690
0.0%
RUTW
UO
04/05/24
P1900
Index
79
Short
25
0.0%
RUTW
UO
04/05/24
P2055
Index
936
Short
300
0.0%
RUTW
UO
04/05/24
P1940
Index
112
Short
36
0.0%
RUTW
UO
04/05/24
P2105
Index
4,567
Short
1465
0.0%
RUTW
UO
04/05/24
P2060
Index
1,106
Short
355
0.0%
RUTW
UO
04/05/24
P1915
Index
90
Short
29
0.0%
RUTW
UO
04/05/24
P1905
Index
82
Short
26
0.0%
RUTW
UO
04/05/24
P1975
Index
161
Short
51
0.0%
RUTW
UO
04/05/24
P2100
Index
3,965
Short
1272
0.0%
RUTW
UO
04/05/24
P1990
Index
195
Short
63
0.0%
RUTW
UO
04/05/24
P2045
Index
675
Short
217
0.0%
RUTW
UO
04/05/24
P2030
Index
435
Short
140
0.0%
RUTW
UO
04/05/24
P1920
Index
94
Short
30
0.0%
RUTW
UO
04/05/24
P2010
Index
274
Short
88
0.0%
RUTW
UO
04/05/24
P1960
Index
136
Short
44
0.0%
RUTW
UO
04/05/24
P1935
Index
107
Short
34
0.0%
RUTW
UO
04/05/24
P2110
Index
5,238
Short
1680
0.0%
RUTW
UO
04/05/24
P2085
Index
2,524
Short
810
0.0%
RUTW
UO
04/05/24
P1945
Index
117
Short
38
0.0%
RUT
UO
12/20/24
P900
Index
571
Long
183
0.0%
RUT
UO
12/20/24
P700
Index
48
Long
15
0.0%
RUT
UO
12/20/24
P600
Index
16
Long
5
0.0%
RUT
UO
12/20/24
P1000
Index
707
Long
227
0.0%
RUT
UO
06/21/24
P800
Index
18
Long
6
0.0%
RUT
UO
12/20/24
P800
Index
239
Long
77
0.0%
RUTW
UO
03/28/24
P2055
Index
0
Long
0
0.0%
RUTW
UO
03/28/24
P1965
Index
0
Long
0
0.0%
RUTW
UO
03/28/24
P1995
Index
0
Long
0
0.0%
RUTW
UO
03/28/24
P1955
Index
0
Long
0
0.0%
RUTW
UO
03/28/24
P1925
Index
0
Long
0
0.0%
RUTW
UO
03/28/24
P1945
Index
0
Long
0
0.0%
RUTW
UO
03/28/24
P2075
Index
0
Long
0
0.0%
RUTW
UO
03/28/24
P2025
Index
0
Long
0
0.0%
RUTW
UO
03/28/24
P2035
Index
0
Long
0
0.0%
RUTW
UO
03/28/24
P1975
Index
0
Long
0
0.0%
RUTW
UO
03/28/24
P2085
Index
0
Long
0
0.0%
RUTW
UO
03/28/24
P2065
Index
0
Long
0
0.0%
RUTW
UO
03/28/24
P1935
Index
0
Long
0
0.0%
RUTW
UO
03/28/24
P1985
Index
0
Long
0
0.0%
RUTW
UO
03/28/24
P1915
Index
0
Long
0
0.0%
RUTW
UO
03/28/24
P2015
Index
0
Long
0
0.0%
RUTW
UO
03/28/24
P2095
Index
0
Long
0
0.0%
RUTW
UO
03/28/24
P2045
Index
0
Long
0
0.0%
RUTW
UO
03/28/24
P1905
Index
0
Long
0
0.0%
RUTW
UO
03/28/24
P2005
Index
0
Long
0
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
69
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
RUT
UO
03/21/25
P1770
Index
115
Long
37
0.0%
RUT
UO
03/21/25
P1350
Index
272
Long
87
0.0%
RUT
UO
03/21/25
P1880
Index
147
Long
47
0.0%
RUT
UO
03/21/25
P1790
Index
120
Long
38
0.0%
RUT
UO
03/21/25
P1780
Index
117
Long
38
0.0%
RUT
UO
03/21/25
P1600
Index
402
Long
129
0.0%
RUT
UO
03/21/25
P1830
Index
131
Long
42
0.0%
RUT
UO
03/21/25
P1950
Index
86
Long
28
0.0%
RUT
UO
03/21/25
P1250
Index
242
Long
78
0.0%
RUT
UO
03/21/25
P1820
Index
128
Long
41
0.0%
RUT
UO
03/21/25
P1810
Index
125
Long
40
0.0%
RUT
UO
03/21/25
P1800
Index
123
Long
39
0.0%
RUT
UO
03/21/25
P1710
Index
101
Long
32
0.0%
RUT
UO
03/21/25
P1050
Index
197
Long
63
0.0%
RUT
UO
03/21/25
P1930
Index
164
Long
53
0.0%
RUT
UO
03/21/25
P1400
Index
290
Long
93
0.0%
RUT
UO
03/21/25
P1300
Index
256
Long
82
0.0%
RUT
UO
03/21/25
P1910
Index
157
Long
50
0.0%
RUT
UO
03/21/25
P1500
Index
337
Long
108
0.0%
RUT
UO
03/21/25
P1750
Index
110
Long
35
0.0%
RUT
UO
03/21/25
P1650
Index
311
Long
100
0.0%
RUT
UO
03/21/25
P1920
Index
160
Long
51
0.0%
RUT
UO
03/21/25
P1690
Index
96
Long
31
0.0%
RUT
UO
03/21/25
P1850
Index
137
Long
44
0.0%
RUT
UO
03/21/25
P1730
Index
105
Long
34
0.0%
RUT
UO
03/21/25
P1890
Index
150
Long
48
0.0%
RUT
UO
03/21/25
P1940
Index
84
Long
27
0.0%
RUT
UO
03/21/25
P1200
Index
230
Long
74
0.0%
RUT
UO
03/21/25
P1870
Index
144
Long
46
0.0%
RUT
UO
03/21/25
P1860
Index
140
Long
45
0.0%
RUT
UO
03/21/25
P1670
Index
139
Long
44
0.0%
RUT
UO
03/21/25
P1150
Index
218
Long
70
0.0%
RUT
UO
03/21/25
P1450
Index
312
Long
100
0.0%
RUT
UO
03/21/25
P1760
Index
112
Long
36
0.0%
RUT
UO
03/21/25
P1100
Index
207
Long
66
0.0%
RUT
UO
03/21/25
P1840
Index
134
Long
43
0.0%
RUT
UO
03/21/25
P1720
Index
103
Long
33
0.0%
RUT
UO
03/21/25
P1700
Index
99
Long
32
0.0%
RUT
UO
03/21/25
P1680
Index
94
Long
30
0.0%
RUT
UO
03/21/25
P1740
Index
107
Long
34
0.0%
RUT
UO
03/21/25
P1550
Index
367
Long
118
0.0%
RUT
UO
03/21/25
P1900
Index
154
Long
49
0.0%
RUT
UO
09/20/24
P1850
Index
37
Long
12
0.0%
RUT
UO
09/20/24
P1490
Index
183
Long
59
0.0%
RUT
UO
09/20/24
P1780
Index
30
Long
9
0.0%
RUT
UO
09/20/24
P1530
Index
181
Long
58
0.0%
RUT
UO
09/20/24
P1610
Index
125
Long
40
0.0%
RUT
UO
09/20/24
P1710
Index
48
Long
15
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
70
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
RUT
UO
09/20/24
P1700
Index
47
Long
15
0.0%
RUT
UO
09/20/24
P1550
Index
187
Long
60
0.0%
RUT
UO
09/20/24
P1580
Index
148
Long
47
0.0%
RUT
UO
09/20/24
P1540
Index
184
Long
59
0.0%
RUT
UO
09/20/24
P1770
Index
29
Long
9
0.0%
RUT
UO
09/20/24
P1300
Index
670
Long
215
0.0%
RUT
UO
09/20/24
P1840
Index
36
Long
12
0.0%
RUT
UO
09/20/24
P1480
Index
360
Long
115
0.0%
RUT
UO
09/20/24
P1510
Index
189
Long
61
0.0%
RUT
UO
09/20/24
P1720
Index
49
Long
16
0.0%
RUT
UO
09/20/24
P1520
Index
178
Long
57
0.0%
RUT
UO
09/20/24
P1820
Index
34
Long
11
0.0%
RUT
UO
09/20/24
P1590
Index
135
Long
43
0.0%
RUT
UO
09/20/24
P1650
Index
82
Long
26
0.0%
RUT
UO
09/20/24
P1620
Index
127
Long
41
0.0%
RUT
UO
09/20/24
P1810
Index
33
Long
10
0.0%
RUT
UO
09/20/24
P1750
Index
27
Long
9
0.0%
RUT
UO
09/20/24
P1790
Index
31
Long
10
0.0%
RUT
UO
09/20/24
P1000
Index
367
Long
118
0.0%
RUT
UO
09/20/24
P1560
Index
159
Long
51
0.0%
RUT
UO
09/20/24
P1450
Index
685
Long
220
0.0%
RUT
UO
09/20/24
P950
Index
326
Long
105
0.0%
RUT
UO
09/20/24
P1660
Index
84
Long
27
0.0%
RUT
UO
09/20/24
P1150
Index
507
Long
163
0.0%
RUT
UO
09/20/24
P1100
Index
458
Long
147
0.0%
RUT
UO
09/20/24
P1740
Index
26
Long
8
0.0%
RUT
UO
09/20/24
P1500
Index
186
Long
60
0.0%
RUT
UO
09/20/24
P1400
Index
791
Long
254
0.0%
RUT
UO
09/20/24
P1680
Index
45
Long
14
0.0%
RUT
UO
09/20/24
P1690
Index
46
Long
15
0.0%
RUT
UO
09/20/24
P1640
Index
116
Long
37
0.0%
RUT
UO
09/20/24
P1760
Index
28
Long
9
0.0%
RUT
UO
09/20/24
P1050
Index
411
Long
132
0.0%
RUT
UO
09/20/24
P1600
Index
122
Long
39
0.0%
RUT
UO
09/20/24
P1250
Index
613
Long
197
0.0%
RUT
UO
09/20/24
P1200
Index
559
Long
179
0.0%
RUT
UO
09/20/24
P1670
Index
65
Long
21
0.0%
RUT
UO
09/20/24
P1830
Index
35
Long
11
0.0%
RUT
UO
09/20/24
P1630
Index
130
Long
42
0.0%
RUT
UO
09/20/24
P1570
Index
162
Long
52
0.0%
RUT
UO
09/20/24
P1350
Index
729
Long
234
0.0%
RUT
UO
09/20/24
P1730
Index
26
Long
8
0.0%
RUT
UO
09/20/24
P1800
Index
32
Long
10
0.0%
RTYM4
Index
0
Short
0
0.0%
USD
Curncy
12,289,111
Long
0
99.2%
Total
31,924
100.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
71
*
The
following
table
shows
the
individual
positions
and
related
Unrealized
Appreciation/(Depreciation)
of
the
securities
within
the
VMACBTRS
basket.
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
COCOA
FUTURE
Jul24
$
149,341
Long
1,427
0.9%
CORN
FUTURE
May24
656,001
Short
6,267
4.0%
CORN
FUTURE
Jul24
56,984
Long
544
0.3%
COTTON
NO.2
FUTR
May24
405,603
Long
3,875
2.5%
GOLD
100
OZ
FUTR
Jun24
3,029,728
Long
28,945
18.5%
GOLD
100
OZ
FUTR
Aug24
1,969,977
Long
18,821
12.0%
GOLD
100
OZ
FUTR
Oct24
1,831,159
Long
17,494
11.2%
GOLD
100
OZ
FUTR
Dec24
376,774
Long
3,600
2.3%
NY
Harb
ULSD
Fut
May24
39,345
Short
376
0.2%
NY
Harb
ULSD
Fut
Jun24
2,696
Short
26
0.0%
COFFEE
'C'
FUTURE
May24
141,726
Long
1,354
0.9%
COFFEE
'C'
FUTURE
Jul24
21,269
Long
203
0.1%
BRENT
CRUDE
FUTR
Jun24
1,993,928
Long
19,049
12.2%
BRENT
CRUDE
FUTR
Jul24
42,245
Long
404
0.3%
LME
PRI
ALUM
FUTR
Apr24
290,073
Long
2,771
1.8%
LME
PRI
ALUM
FUTR
May24
119,817
Long
1,145
0.7%
LME
COPPER
FUTURE
Apr24
2,801,719
Long
26,767
17.1%
LME
COPPER
FUTURE
May24
81,316
Long
777
0.5%
LME
LEAD
FUTURE
Apr24
15,482
Short
148
0.1%
LME
LEAD
FUTURE
Jun24
6,540
Short
62
0.0%
LME
LEAD
FUTURE
Jul24
12,722
Short
122
0.1%
LME
LEAD
FUTURE
Aug24
376
Short
4
0.0%
LME
LEAD
FUTURE
Sep24
319
Short
3
0.0%
LME
LEAD
FUTURE
Oct24
3,667
Short
35
0.0%
LME
ZINC
FUTURE
Apr24
51,090
Long
488
0.3%
LME
ZINC
FUTURE
May24
213,093
Short
2,036
1.3%
NATURAL
GAS
FUTR
May24
342,096
Short
3,268
2.1%
GASOLINE
RBOB
FUT
May24
20,444
Long
195
0.1%
SOYBEAN
FUTURE
May24
461,456
Short
4,409
2.8%
SOYBEAN
FUTURE
Jul24
72,384
Long
692
0.4%
COCOA
FUTR
OPTION
Jul24C
10000
752
Short
7
0.0%
COCOA
FUTR
OPTION
Jul24C
10500
701
Short
7
0.0%
COCOA
FUTR
OPTION
Jul24C
11500
616
Short
6
0.0%
COCOA
FUTR
OPTION
Jul24P
5300
79
Short
1
0.0%
COCOA
FUTR
OPTION
Jul24P
5550
35
Short
0
0.0%
COCOA
FUTR
OPTION
Jul24P
5700
83
Short
1
0.0%
COCOA
FUTR
OPTION
Jul24P
5800
41
Short
0
0.0%
COCOA
FUTR
OPTION
Jul24P
5850
43
Short
0
0.0%
COCOA
FUTR
OPTION
Jul24P
5900
97
Short
1
0.0%
COCOA
FUTR
OPTION
Jul24P
6100
53
Short
1
0.0%
COCOA
FUTR
OPTION
Jul24P
6250
74
Short
1
0.0%
COCOA
FUTR
OPTION
Jul24P
6300
132
Short
1
0.0%
COCOA
FUTR
OPTION
Jul24P
6400
85
Short
1
0.0%
COCOA
FUTR
OPTION
Jul24C
6500
2,888
Short
28
0.0%
COCOA
FUTR
OPTION
Jul24P
6500
94
Short
1
0.0%
COCOA
FUTR
OPTION
Jul24P
6550
84
Short
1
0.0%
COCOA
FUTR
OPTION
Jul24C
6600
2,825
Short
27
0.0%
COCOA
FUTR
OPTION
Jul24C
6700
2,737
Short
26
0.0%
COCOA
FUTR
OPTION
Jul24P
6750
116
Short
1
0.0%
COCOA
FUTR
OPTION
Jul24C
6850
2,513
Short
24
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
72
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
COCOA
FUTR
OPTION
Jul24P
6950
141
Short
1
0.0%
COCOA
FUTR
OPTION
Jul24C
7000
4,380
Short
42
0.0%
COCOA
FUTR
OPTION
Jul24P
7000
129
Short
1
0.0%
COCOA
FUTR
OPTION
Jul24C
7100
2,239
Short
21
0.0%
COCOA
FUTR
OPTION
Jul24P
7150
143
Short
1
0.0%
COCOA
FUTR
OPTION
Jul24P
7250
183
Short
2
0.0%
COCOA
FUTR
OPTION
Jul24C
7300
2,230
Short
21
0.0%
COCOA
FUTR
OPTION
Jul24P
7300
161
Short
2
0.0%
COCOA
FUTR
OPTION
Jul24C
7500
5,833
Short
56
0.0%
COCOA
FUTR
OPTION
Jul24P
7500
197
Short
2
0.0%
COCOA
FUTR
OPTION
Jul24P
7750
240
Short
2
0.0%
COCOA
FUTR
OPTION
Jul24P
7850
294
Short
3
0.0%
COCOA
FUTR
OPTION
Jul24C
7900
3,371
Short
32
0.0%
COCOA
FUTR
OPTION
Jul24P
7900
306
Short
3
0.0%
COCOA
FUTR
OPTION
Jul24C
8000
1,308
Short
12
0.0%
COCOA
FUTR
OPTION
Jul24P
8050
339
Short
3
0.0%
COCOA
FUTR
OPTION
Jul24P
8100
306
Short
3
0.0%
COCOA
FUTR
OPTION
Jul24C
8150
1,226
Short
12
0.0%
COCOA
FUTR
OPTION
Jul24C
8300
1,173
Short
11
0.0%
COCOA
FUTR
OPTION
Jul24C
8400
1,056
Short
10
0.0%
COCOA
FUTR
OPTION
Jul24C
8600
956
Short
9
0.0%
COCOA
FUTR
OPTION
Jul24C
8800
790
Short
8
0.0%
COCOA
FUTR
OPTION
Jul24P
8800
454
Short
4
0.0%
COCOA
FUTR
OPTION
Jul24P
8900
470
Short
4
0.0%
COCOA
FUTR
OPTION
Jul24C
9000
864
Short
8
0.0%
COCOA
FUTR
OPTION
Jul24P
9050
505
Short
5
0.0%
COCOA
FUTR
OPTION
Jul24C
9100
778
Short
7
0.0%
COCOA
FUTR
OPTION
Jul24C
9300
665
Short
6
0.0%
COCOA
FUTR
OPTION
Jul24C
9400
652
Short
6
0.0%
COCOA
FUTR
OPTION
Jul24C
9600
581
Short
6
0.0%
COCOA
FUTR
OPTION
Jul24C
9800
541
Short
5
0.0%
COTTON
OPTION
May24C
101
0
Short
0
0.0%
COTTON
OPTION
May24C
102
0
Short
0
0.0%
COTTON
OPTION
May24P
73
0
Short
0
0.0%
COTTON
OPTION
May24P
74
0
Short
0
0.0%
COTTON
OPTION
May24P
75
0
Short
0
0.0%
COTTON
OPTION
May24P
76
0
Short
0
0.0%
COTTON
OPTION
May24P
77
0
Short
0
0.0%
COTTON
OPTION
May24P
78
0
Short
0
0.0%
COTTON
OPTION
May24P
79
0
Short
0
0.0%
COTTON
OPTION
May24P
80
0
Short
0
0.0%
COTTON
OPTION
May24P
81
0
Short
0
0.0%
COTTON
OPTION
May24P
82
0
Short
0
0.0%
COTTON
OPTION
May24C
83
46
Short
0
0.0%
COTTON
OPTION
May24P
83
0
Short
0
0.0%
COTTON
OPTION
May24C
84
60
Short
1
0.0%
COTTON
OPTION
May24P
84
0
Short
0
0.0%
COTTON
OPTION
May24C
85
73
Short
1
0.0%
COTTON
OPTION
May24P
85
0
Short
0
0.0%
COTTON
OPTION
May24C
86
7
Short
0
0.0%
COTTON
OPTION
May24P
86
1
Short
0
0.0%
COTTON
OPTION
May24C
87
19
Short
0
0.0%
COTTON
OPTION
May24P
87
1
Short
0
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
73
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
COTTON
OPTION
May24C
88
49
Short
0
0.0%
COTTON
OPTION
May24C
89
30
Short
0
0.0%
COTTON
OPTION
May24C
90
19
Short
0
0.0%
COTTON
OPTION
May24P
90
2
Short
0
0.0%
COTTON
OPTION
May24C
91
6
Short
0
0.0%
COTTON
OPTION
May24P
91
2
Short
0
0.0%
COTTON
OPTION
May24C
92
6
Short
0
0.0%
COTTON
OPTION
May24C
93
1
Short
0
0.0%
COTTON
OPTION
May24P
93
3
Short
0
0.0%
COTTON
OPTION
May24C
94
2
Short
0
0.0%
COTTON
OPTION
May24C
95
1
Short
0
0.0%
COTTON
OPTION
May24C
96
0
Short
0
0.0%
COTTON
OPTION
May24C
97
0
Short
0
0.0%
COTTON
OPTION
May24C
98
0
Short
0
0.0%
COTTON
OPTION
May24C
99
0
Short
0
0.0%
CORN
FUTURE
OPTN
May24P
405
0
Short
0
0.0%
CORN
FUTURE
OPTN
May24P
410
0
Short
0
0.0%
CORN
FUTURE
OPTN
May24P
415
1
Short
0
0.0%
CORN
FUTURE
OPTN
May24P
420
3
Short
0
0.0%
CORN
FUTURE
OPTN
May24P
425
3
Short
0
0.0%
CORN
FUTURE
OPTN
May24P
430
15
Short
0
0.0%
CORN
FUTURE
OPTN
May24P
435
10
Short
0
0.0%
CORN
FUTURE
OPTN
May24C
440
3
Short
0
0.0%
CORN
FUTURE
OPTN
May24P
440
23
Short
0
0.0%
CORN
FUTURE
OPTN
May24C
445
3
Short
0
0.0%
CORN
FUTURE
OPTN
May24P
445
5
Short
0
0.0%
CORN
FUTURE
OPTN
May24C
450
4
Short
0
0.0%
CORN
FUTURE
OPTN
May24P
450
78
Short
1
0.0%
CORN
FUTURE
OPTN
May24C
455
4
Short
0
0.0%
CORN
FUTURE
OPTN
May24P
460
142
Short
1
0.0%
CORN
FUTURE
OPTN
May24C
465
3
Short
0
0.0%
CORN
FUTURE
OPTN
May24C
470
7
Short
0
0.0%
CORN
FUTURE
OPTN
May24P
470
67
Short
1
0.0%
CORN
FUTURE
OPTN
May24C
475
2
Short
0
0.0%
CORN
FUTURE
OPTN
May24C
480
2
Short
0
0.0%
CORN
FUTURE
OPTN
May24P
480
127
Short
1
0.0%
CORN
FUTURE
OPTN
May24C
485
1
Short
0
0.0%
CORN
FUTURE
OPTN
May24C
490
4
Short
0
0.0%
CORN
FUTURE
OPTN
May24P
490
92
Short
1
0.0%
CORN
FUTURE
OPTN
May24C
500
1
Short
0
0.0%
CORN
FUTURE
OPTN
May24C
510
2
Short
0
0.0%
CORN
FUTURE
OPTN
May24C
520
1
Short
0
0.0%
CORN
FUTURE
OPTN
May24C
530
1
Short
0
0.0%
CORN
FUTURE
OPTN
May24C
540
1
Short
0
0.0%
CORN
FUTURE
OPTN
May24C
550
0
Short
0
0.0%
CORN
FUTURE
OPTN
Jul24P
390
1
Short
0
0.0%
CORN
FUTURE
OPTN
Jul24P
400
6
Short
0
0.0%
CORN
FUTURE
OPTN
Jul24P
410
9
Short
0
0.0%
CORN
FUTURE
OPTN
Jul24P
415
1
Short
0
0.0%
CORN
FUTURE
OPTN
Jul24P
420
24
Short
0
0.0%
CORN
FUTURE
OPTN
Jul24P
430
20
Short
0
0.0%
CORN
FUTURE
OPTN
Jul24P
435
3
Short
0
0.0%
CORN
FUTURE
OPTN
Jul24P
440
43
Short
0
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
74
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
CORN
FUTURE
OPTN
Jul24C
450
24
Short
0
0.0%
CORN
FUTURE
OPTN
Jul24C
455
4
Short
0
0.0%
CORN
FUTURE
OPTN
Jul24C
460
42
Short
0
0.0%
CORN
FUTURE
OPTN
Jul24C
470
43
Short
0
0.0%
CORN
FUTURE
OPTN
Jul24C
480
23
Short
0
0.0%
CORN
FUTURE
OPTN
Jul24C
485
3
Short
0
0.0%
CORN
FUTURE
OPTN
Jul24C
490
18
Short
0
0.0%
CORN
FUTURE
OPTN
Jul24C
495
2
Short
0
0.0%
CORN
FUTURE
OPTN
Jul24C
500
13
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1770
2
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1775
2
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1780
2
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1785
2
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1790
5
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1800
5
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1805
5
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1810
5
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1820
9
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1825
4
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1830
5
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1850
19
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1860
12
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1865
11
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1870
42
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1875
1
Long
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1880
15
Long
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1885
33
Long
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1890
4
Long
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1895
8
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1900
20
Long
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1905
3
Long
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1910
14
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1915
44
Long
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1920
26
Long
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1925
11
Long
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1930
11
Long
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1935
11
Long
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1940
28
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
1950
15,114
Short
144
0.1%
GOLD
FUT
OPT(CMX)
Jun24P
1950
20
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
1955
4,974
Short
48
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1955
30
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1960
70
Short
1
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1965
29
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
1970
5,333
Short
51
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1970
35
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
1980
4,599
Short
44
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1980
23
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
1985
4,647
Short
44
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1985
26
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
1990
24
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
1995
8,789
Short
84
0.1%
GOLD
FUT
OPT(CMX)
Jun24P
1995
14
Short
0
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
75
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
GOLD
FUT
OPT(CMX)
Jun24C
2000
4,152
Short
40
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
2000
37
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2005
3,946
Short
38
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
2005
16
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2010
4,112
Short
39
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2035
7,944
Short
76
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2040
3,646
Short
35
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2045
13,180
Short
126
0.1%
GOLD
FUT
OPT(CMX)
Jun24C
2050
3,453
Short
33
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2055
8,790
Short
84
0.1%
GOLD
FUT
OPT(CMX)
Jun24C
2060
5,766
Short
55
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2065
8,939
Short
85
0.1%
GOLD
FUT
OPT(CMX)
Jun24C
2070
13,497
Short
129
0.1%
GOLD
FUT
OPT(CMX)
Jun24C
2075
7,697
Short
74
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2080
7,678
Short
73
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2085
6,042
Short
58
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2090
5,185
Short
50
0.0%
GOLD
FUT
OPT(CMX)
Jun24P
2090
72
Short
1
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2095
15,329
Short
146
0.1%
GOLD
FUT
OPT(CMX)
Jun24C
2100
2,990
Short
29
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2105
4,315
Short
41
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2115
1,941
Short
19
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2120
1,856
Short
18
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2125
2,309
Short
22
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2130
1,693
Short
16
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2145
5,323
Short
51
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2150
5,322
Short
51
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2155
3,501
Short
33
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2160
3,160
Short
30
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2165
6,026
Short
58
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2170
2,896
Short
28
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2175
1,368
Short
13
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2180
4,836
Short
46
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2185
1,253
Short
12
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2195
3,611
Short
35
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2200
1,109
Short
11
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2205
2,030
Short
19
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2220
888
Short
8
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2225
856
Short
8
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2230
0
Long
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2240
734
Short
7
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2245
6
Long
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2250
22
Long
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2255
122
Long
1
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2265
227
Long
2
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2280
522
Long
5
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2290
1,790
Long
17
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2295
24
Long
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2300
571
Long
5
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2305
545
Long
5
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2310
1,041
Long
10
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2315
1,490
Long
14
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2320
475
Long
5
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
76
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
GOLD
FUT
OPT(CMX)
Jun24C
2325
906
Long
9
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2330
431
Long
4
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2340
394
Long
4
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2345
376
Long
4
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2350
359
Long
3
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2355
687
Long
7
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2360
0
Long
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2370
308
Long
3
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2375
295
Long
3
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2380
2
Long
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2390
187
Long
2
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2395
18
Long
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2400
73
Long
1
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2405
42
Long
0
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2410
416
Long
4
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2420
191
Long
2
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2425
528
Long
5
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2430
422
Long
4
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2460
702
Long
7
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2475
362
Long
3
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2500
99
Long
1
0.0%
GOLD
FUT
OPT(CMX)
Jun24C
2525
81
Long
1
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
1880
18
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
1890
20
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
1900
20
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
1905
89
Short
1
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
1910
45
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
1915
45
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
1920
76
Short
1
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
1925
75
Short
1
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
1930
83
Short
1
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
1935
59
Short
1
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
1940
29
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
1945
31
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
1950
72
Short
1
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
1955
33
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
1960
77
Short
1
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
1965
118
Short
1
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
1970
73
Short
1
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
1975
88
Short
1
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
1980
98
Short
1
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
1985
86
Short
1
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
1990
14
Long
0
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
1995
45
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
2000
31
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
2005
92
Short
1
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
2010
16
Long
0
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
2015
58
Long
1
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
2020
142
Long
1
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
2025
286
Short
3
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
2030
44
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
2035
221
Short
2
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
2040
103
Long
1
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
77
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
GOLD
FUT
OPT(CMX)
Aug24P
2045
45
Short
0
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
2050
89
Short
1
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
2055
62
Short
1
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
2060
303
Short
3
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
2065
210
Short
2
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
2070
242
Short
2
0.0%
GOLD
FUT
OPT(CMX)
Aug24P
2080
261
Short
2
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2085
2,763
Short
26
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2100
2,574
Short
25
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2105
2,484
Short
24
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2110
2,392
Short
23
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2115
2,364
Short
23
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2120
9,685
Short
93
0.1%
GOLD
FUT
OPT(CMX)
Aug24C
2125
4,570
Short
44
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2130
2,132
Short
20
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2135
2,106
Short
20
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2140
4,160
Short
40
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2145
4,130
Short
39
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2150
8,099
Short
77
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2155
3,707
Short
35
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2160
5,616
Short
54
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2165
3,584
Short
34
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2170
7,154
Short
68
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2175
3,431
Short
33
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2180
5,251
Short
50
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2185
3,426
Short
33
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2190
3,351
Short
32
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2200
4,542
Short
43
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2210
2,985
Short
29
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2215
3,010
Short
29
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2220
4,181
Short
40
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2225
2,645
Short
25
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2230
1,291
Short
12
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2235
2,433
Short
23
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2245
3,658
Short
35
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2250
1,088
Short
10
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2255
2,256
Short
22
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2260
2,033
Short
19
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2265
2,991
Short
29
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2270
2,067
Short
20
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2275
929
Short
9
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2280
2,752
Short
26
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2285
2,669
Short
25
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2290
4,343
Short
41
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2295
908
Short
9
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2300
787
Short
8
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2305
829
Short
8
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2320
539
Long
5
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2340
791
Long
8
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2420
492
Long
5
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2460
383
Long
4
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2475
350
Long
3
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2480
679
Long
6
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
78
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
GOLD
FUT
OPT(CMX)
Aug24C
2490
320
Long
3
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2500
1,209
Long
12
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2510
865
Long
8
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2520
274
Long
3
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2550
688
Long
7
0.0%
GOLD
FUT
OPT(CMX)
Aug24C
2575
460
Long
4
0.0%
GOLD
FUT
OPT(CMX)
Oct24P
1945
144
Short
1
0.0%
GOLD
FUT
OPT(CMX)
Oct24P
1950
162
Short
2
0.0%
GOLD
FUT
OPT(CMX)
Oct24P
1955
156
Short
1
0.0%
GOLD
FUT
OPT(CMX)
Oct24P
1960
408
Short
4
0.0%
GOLD
FUT
OPT(CMX)
Oct24P
1965
504
Short
5
0.0%
GOLD
FUT
OPT(CMX)
Oct24P
1970
173
Short
2
0.0%
GOLD
FUT
OPT(CMX)
Oct24P
1975
280
Short
3
0.0%
GOLD
FUT
OPT(CMX)
Oct24P
1980
104
Short
1
0.0%
GOLD
FUT
OPT(CMX)
Oct24P
1985
511
Short
5
0.0%
GOLD
FUT
OPT(CMX)
Oct24P
1990
449
Short
4
0.0%
GOLD
FUT
OPT(CMX)
Oct24P
1995
545
Short
5
0.0%
GOLD
FUT
OPT(CMX)
Oct24P
2000
425
Short
4
0.0%
GOLD
FUT
OPT(CMX)
Oct24P
2020
133
Short
1
0.0%
GOLD
FUT
OPT(CMX)
Oct24P
2025
137
Short
1
0.0%
GOLD
FUT
OPT(CMX)
Oct24P
2030
146
Short
1
0.0%
GOLD
FUT
OPT(CMX)
Oct24P
2035
136
Short
1
0.0%
GOLD
FUT
OPT(CMX)
Oct24P
2040
746
Short
7
0.0%
GOLD
FUT
OPT(CMX)
Oct24P
2045
667
Short
6
0.0%
GOLD
FUT
OPT(CMX)
Oct24P
2050
672
Short
6
0.0%
GOLD
FUT
OPT(CMX)
Oct24P
2055
871
Short
8
0.0%
GOLD
FUT
OPT(CMX)
Oct24P
2060
718
Short
7
0.0%
GOLD
FUT
OPT(CMX)
Oct24P
2065
795
Short
8
0.0%
GOLD
FUT
OPT(CMX)
Oct24P
2070
393
Short
4
0.0%
GOLD
FUT
OPT(CMX)
Oct24P
2075
836
Short
8
0.0%
GOLD
FUT
OPT(CMX)
Oct24P
2080
235
Short
2
0.0%
GOLD
FUT
OPT(CMX)
Oct24P
2090
235
Short
2
0.0%
GOLD
FUT
OPT(CMX)
Oct24P
2095
487
Short
5
0.0%
GOLD
FUT
OPT(CMX)
Oct24P
2105
268
Short
3
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2115
3,085
Short
29
0.0%
GOLD
FUT
OPT(CMX)
Oct24P
2115
291
Short
3
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2120
3,105
Short
30
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2125
2,869
Short
27
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2140
5,519
Short
53
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2145
7,750
Short
74
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2150
10,063
Short
96
0.1%
GOLD
FUT
OPT(CMX)
Oct24C
2155
4,955
Short
47
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2160
14,181
Short
135
0.1%
GOLD
FUT
OPT(CMX)
Oct24C
2165
7,059
Short
67
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2170
9,021
Short
86
0.1%
GOLD
FUT
OPT(CMX)
Oct24C
2175
2,136
Short
20
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2180
4,060
Short
39
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2185
2,159
Short
21
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2190
2,090
Short
20
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2195
3,699
Short
35
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2200
6,316
Short
60
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2205
1,787
Short
17
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2210
2,182
Short
21
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
79
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
GOLD
FUT
OPT(CMX)
Oct24C
2220
3,984
Short
38
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2225
3,927
Short
38
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2230
6,647
Short
64
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2235
3,801
Short
36
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2245
11,724
Short
112
0.1%
GOLD
FUT
OPT(CMX)
Oct24C
2250
3,482
Short
33
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2255
4,534
Short
43
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2260
7,675
Short
73
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2265
1,397
Short
13
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2270
1,396
Short
13
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2275
1,327
Short
13
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2280
1,466
Short
14
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2285
2,695
Short
26
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2290
1,258
Short
12
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2300
1,176
Short
11
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2310
1,107
Short
11
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2315
2,139
Short
20
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2350
2,635
Short
25
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2365
796
Short
8
0.0%
GOLD
FUT
OPT(CMX)
Oct24C
2380
739
Short
7
0.0%
GOLD
FUT
OPT(CMX)
Dec24P
1985
179
Short
2
0.0%
GOLD
FUT
OPT(CMX)
Dec24P
1990
186
Short
2
0.0%
GOLD
FUT
OPT(CMX)
Dec24P
1995
191
Short
2
0.0%
GOLD
FUT
OPT(CMX)
Dec24P
2000
198
Short
2
0.0%
GOLD
FUT
OPT(CMX)
Dec24P
2035
259
Short
2
0.0%
GOLD
FUT
OPT(CMX)
Dec24P
2060
309
Short
3
0.0%
GOLD
FUT
OPT(CMX)
Dec24P
2070
306
Short
3
0.0%
GOLD
FUT
OPT(CMX)
Dec24P
2075
984
Short
9
0.0%
GOLD
FUT
OPT(CMX)
Dec24P
2085
721
Short
7
0.0%
GOLD
FUT
OPT(CMX)
Dec24P
2090
398
Short
4
0.0%
GOLD
FUT
OPT(CMX)
Dec24P
2100
1,262
Short
12
0.0%
GOLD
FUT
OPT(CMX)
Dec24P
2105
1,751
Short
17
0.0%
GOLD
FUT
OPT(CMX)
Dec24P
2110
461
Short
4
0.0%
GOLD
FUT
OPT(CMX)
Dec24P
2115
925
Short
9
0.0%
GOLD
FUT
OPT(CMX)
Dec24P
2125
2,116
Short
20
0.0%
GOLD
FUT
OPT(CMX)
Dec24P
2135
612
Short
6
0.0%
GOLD
FUT
OPT(CMX)
Dec24P
2155
552
Short
5
0.0%
GOLD
FUT
OPT(CMX)
Dec24P
2170
620
Short
6
0.0%
GOLD
FUT
OPT(CMX)
Dec24C
2175
2,636
Short
25
0.0%
GOLD
FUT
OPT(CMX)
Dec24C
2180
5,238
Short
50
0.0%
GOLD
FUT
OPT(CMX)
Dec24P
2185
692
Short
7
0.0%
GOLD
FUT
OPT(CMX)
Dec24C
2195
2,492
Short
24
0.0%
GOLD
FUT
OPT(CMX)
Dec24P
2195
4,366
Short
42
0.0%
GOLD
FUT
OPT(CMX)
Dec24P
2200
1,487
Short
14
0.0%
GOLD
FUT
OPT(CMX)
Dec24P
2210
1,758
Short
17
0.0%
GOLD
FUT
OPT(CMX)
Dec24P
2215
2,580
Short
25
0.0%
GOLD
FUT
OPT(CMX)
Dec24P
2220
841
Short
8
0.0%
GOLD
FUT
OPT(CMX)
Dec24P
2225
1,014
Short
10
0.0%
GOLD
FUT
OPT(CMX)
Dec24C
2240
1,909
Short
18
0.0%
GOLD
FUT
OPT(CMX)
Dec24C
2270
3,897
Short
37
0.0%
GOLD
FUT
OPT(CMX)
Dec24C
2275
1,934
Short
18
0.0%
GOLD
FUT
OPT(CMX)
Dec24C
2280
1,585
Short
15
0.0%
GOLD
FUT
OPT(CMX)
Dec24C
2285
1,758
Short
17
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
80
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
GOLD
FUT
OPT(CMX)
Dec24C
2295
1,438
Short
14
0.0%
GOLD
FUT
OPT(CMX)
Dec24C
2305
1,330
Short
13
0.0%
GOLD
FUT
OPT(CMX)
Dec24C
2310
2,655
Short
25
0.0%
GOLD
FUT
OPT(CMX)
Dec24C
2315
3,909
Short
37
0.0%
GOLD
FUT
OPT(CMX)
Dec24C
2320
3,796
Short
36
0.0%
GOLD
FUT
OPT(CMX)
Dec24C
2325
2,846
Short
27
0.0%
GOLD
FUT
OPT(CMX)
Dec24C
2335
2,332
Short
22
0.0%
GOLD
FUT
OPT(CMX)
Dec24C
2340
3,777
Short
36
0.0%
GOLD
FUT
OPT(CMX)
Dec24C
2350
1,103
Short
11
0.0%
GOLD
FUT
OPT(CMX)
Dec24C
2385
1,049
Short
10
0.0%
GOLD
FUT
OPT(CMX)
Dec24C
2400
987
Short
9
0.0%
GOLD
FUT
OPT(CMX)
Dec24C
2405
976
Short
9
0.0%
GOLD
FUT
OPT(CMX)
Dec24C
2410
1,875
Short
18
0.0%
GOLD
FUT
OPT(CMX)
Dec24C
2415
902
Short
9
0.0%
GOLD
FUT
OPT(CMX)
Dec24C
2420
2,905
Short
28
0.0%
GOLD
FUT
OPT(CMX)
Dec24C
2425
1,744
Short
17
0.0%
GOLD
FUT
OPT(CMX)
Dec24C
2430
861
Short
8
0.0%
GOLD
FUT
OPT(CMX)
Dec24C
2435
847
Short
8
0.0%
GOLD
FUT
OPT(CMX)
Dec24C
2440
1,745
Short
17
0.0%
GOLD
FUT
OPT(CMX)
Dec24C
2445
808
Short
8
0.0%
GOLD
FUT
OPT(CMX)
Dec24C
2460
1,493
Short
14
0.0%
NY
Harb
ULSD
Opt
May24P
238
1
Short
0
0.0%
NY
Harb
ULSD
Opt
May24P
240
4
Short
0
0.0%
NY
Harb
ULSD
Opt
May24P
245
7
Short
0
0.0%
NY
Harb
ULSD
Opt
May24P
250
6
Short
0
0.0%
NY
Harb
ULSD
Opt
May24P
251
2
Short
0
0.0%
NY
Harb
ULSD
Opt
May24P
252
9
Short
0
0.0%
NY
Harb
ULSD
Opt
May24P
255
8
Short
0
0.0%
NY
Harb
ULSD
Opt
May24P
257
12
Short
0
0.0%
NY
Harb
ULSD
Opt
May24P
260
10
Short
0
0.0%
NY
Harb
ULSD
Opt
May24P
263
9
Short
0
0.0%
NY
Harb
ULSD
Opt
May24C
265
3
Short
0
0.0%
NY
Harb
ULSD
Opt
May24C
267
2
Short
0
0.0%
NY
Harb
ULSD
Opt
May24C
268
5
Short
0
0.0%
NY
Harb
ULSD
Opt
May24C
270
6
Short
0
0.0%
NY
Harb
ULSD
Opt
May24P
270
8
Short
0
0.0%
NY
Harb
ULSD
Opt
May24C
271
4
Short
0
0.0%
NY
Harb
ULSD
Opt
May24C
273
7
Short
0
0.0%
NY
Harb
ULSD
Opt
May24C
275
3
Short
0
0.0%
NY
Harb
ULSD
Opt
May24C
276
1
Short
0
0.0%
NY
Harb
ULSD
Opt
May24C
278
4
Short
0
0.0%
NY
Harb
ULSD
Opt
May24C
280
4
Short
0
0.0%
NY
Harb
ULSD
Opt
May24C
285
6
Short
0
0.0%
NY
Harb
ULSD
Opt
May24C
287
2
Short
0
0.0%
NY
Harb
ULSD
Opt
May24C
288
2
Short
0
0.0%
NY
Harb
ULSD
Opt
May24C
290
1
Short
0
0.0%
NY
Harb
ULSD
Opt
May24C
292
1
Short
0
0.0%
NY
Harb
ULSD
Opt
May24C
300
0
Short
0
0.0%
NY
Harb
ULSD
Opt
Jun24P
240
5
Short
0
0.0%
NY
Harb
ULSD
Opt
Jun24P
245
3
Short
0
0.0%
NY
Harb
ULSD
Opt
Jun24P
255
7
Short
0
0.0%
NY
Harb
ULSD
Opt
Jun24P
260
4
Short
0
0.0%
NY
Harb
ULSD
Opt
Jun24C
270
4
Short
0
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
81
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
NY
Harb
ULSD
Opt
Jun24C
271
3
Short
0
0.0%
NY
Harb
ULSD
Opt
Jun24C
275
3
Short
0
0.0%
NY
Harb
ULSD
Opt
Jun24C
285
4
Short
0
0.0%
NY
Harb
ULSD
Opt
Jun24C
290
1
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24P
150
0
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24P
152.5
0
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24P
155
0
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24P
157.5
0
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24P
160
0
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24P
162.5
0
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24P
165
0
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24P
167.5
1
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24P
170
1
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24P
172.5
1
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24P
175
1
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24C
177.5
21
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24P
177.5
2
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24C
180
6
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24P
180
2
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24C
182.5
11
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24P
182.5
4
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24C
185
8
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24P
185
4
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24C
187.5
7
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24P
187.5
1
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24C
190
8
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24P
190
2
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24C
192.5
10
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24P
192.5
2
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24C
195
4
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24C
197.5
4
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24C
200
4
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24C
202.5
1
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24C
205
1
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24C
207.5
1
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24C
210
1
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24C
212.5
0
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24C
215
0
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24C
217.5
0
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24C
220
0
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24C
222.5
0
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24C
227.5
0
Short
0
0.0%
COFFEE
'C'
FUT
OP
May24C
230
0
Short
0
0.0%
COFFEE
'C'
FUT
OP
Jul24P
162.5
2
Short
0
0.0%
COFFEE
'C'
FUT
OP
Jul24P
165
10
Short
0
0.0%
COFFEE
'C'
FUT
OP
Jul24P
167.5
12
Short
0
0.0%
COFFEE
'C'
FUT
OP
Jul24P
170
6
Short
0
0.0%
COFFEE
'C'
FUT
OP
Jul24P
172.5
4
Short
0
0.0%
COFFEE
'C'
FUT
OP
Jul24P
175
6
Short
0
0.0%
COFFEE
'C'
FUT
OP
Jul24P
177.5
23
Short
0
0.0%
COFFEE
'C'
FUT
OP
Jul24P
180
18
Short
0
0.0%
COFFEE
'C'
FUT
OP
Jul24P
182.5
7
Short
0
0.0%
COFFEE
'C'
FUT
OP
Jul24P
185
11
Short
0
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
82
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
COFFEE
'C'
FUT
OP
Jul24C
190
22
Short
0
0.0%
COFFEE
'C'
FUT
OP
Jul24C
192.5
21
Short
0
0.0%
COFFEE
'C'
FUT
OP
Jul24C
195
20
Short
0
0.0%
COFFEE
'C'
FUT
OP
Jul24C
197.5
9
Short
0
0.0%
COFFEE
'C'
FUT
OP
Jul24C
200
6
Short
0
0.0%
COFFEE
'C'
FUT
OP
Jul24C
202.5
14
Short
0
0.0%
COFFEE
'C'
FUT
OP
Jul24C
205
14
Short
0
0.0%
COFFEE
'C'
FUT
OP
Jul24C
207.5
10
Short
0
0.0%
COFFEE
'C'
FUT
OP
Jul24C
210
2
Short
0
0.0%
COFFEE
'C'
FUT
OP
Jul24C
212.5
6
Short
0
0.0%
COFFEE
'C'
FUT
OP
Jul24C
215
2
Short
0
0.0%
COFFEE
'C'
FUT
OP
Jul24C
217.5
1
Short
0
0.0%
COFFEE
'C'
FUT
OP
Jul24C
220
1
Short
0
0.0%
CRUDE
OIL
OPT
IPE
Jun24C
100
237
Long
2
0.0%
CRUDE
OIL
OPT
IPE
Jun24C
101
222
Long
2
0.0%
CRUDE
OIL
OPT
IPE
Jun24C
102.5
48
Long
0
0.0%
CRUDE
OIL
OPT
IPE
Jun24C
102
48
Long
0
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
35
222
Long
2
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
37
349
Long
3
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
40
95
Long
1
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
42
32
Long
0
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
74.75
223
Short
2
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
75.75
248
Short
2
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
76.25
267
Short
3
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
76.5
273
Short
3
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
76.75
590
Short
6
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
76
268
Short
3
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
77.25
639
Short
6
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
77.5
1,018
Short
10
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
77
291
Short
3
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
78.5
396
Short
4
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
79.25
464
Short
4
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
79.5
470
Short
4
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
79.75
985
Short
9
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
79
448
Short
4
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
80.25
2,206
Short
21
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
80.5
1,152
Short
11
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
80.75
592
Short
6
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
80
956
Short
9
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
81.25
1,343
Short
13
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
81.5
738
Short
7
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
81.75
797
Short
8
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
81
666
Short
6
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
82.25
900
Short
9
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
82
748
Short
7
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
83.25
2,018
Short
19
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
83.5
1,040
Short
10
0.0%
CRUDE
OIL
OPT
IPE
Jun24C
83.75
29,419
Short
281
0.2%
CRUDE
OIL
OPT
IPE
Jun24C
83
7,213
Short
69
0.0%
CRUDE
OIL
OPT
IPE
Jun24C
84.5
14,692
Short
140
0.1%
CRUDE
OIL
OPT
IPE
Jun24C
84.75
5,151
Short
49
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
84.75
1,423
Short
14
0.0%
CRUDE
OIL
OPT
IPE
Jun24C
84
11,066
Short
106
0.1%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
83
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
CRUDE
OIL
OPT
IPE
Jun24P
84
2,251
Short
22
0.0%
CRUDE
OIL
OPT
IPE
Jun24C
85.25
4,311
Short
41
0.0%
CRUDE
OIL
OPT
IPE
Jun24P
85.25
1,578
Short
15
0.0%
CRUDE
OIL
OPT
IPE
Jun24C
85.75
3,745
Short
36
0.0%
CRUDE
OIL
OPT
IPE
Jun24C
86.5
2,705
Short
26
0.0%
CRUDE
OIL
OPT
IPE
Jun24C
87.25
14,493
Short
138
0.1%
CRUDE
OIL
OPT
IPE
Jun24C
87.5
2,977
Short
28
0.0%
CRUDE
OIL
OPT
IPE
Jun24C
87
10,621
Short
101
0.1%
CRUDE
OIL
OPT
IPE
Jun24C
88.25
1,804
Short
17
0.0%
CRUDE
OIL
OPT
IPE
Jun24C
88.5
2,263
Short
22
0.0%
CRUDE
OIL
OPT
IPE
Jun24C
88.75
1,576
Short
15
0.0%
CRUDE
OIL
OPT
IPE
Jun24C
88
12,891
Short
123
0.1%
CRUDE
OIL
OPT
IPE
Jun24C
89.75
1,342
Short
13
0.0%
CRUDE
OIL
OPT
IPE
Jun24C
89
5,301
Short
51
0.0%
CRUDE
OIL
OPT
IPE
Jun24C
90.25
2,400
Short
23
0.0%
CRUDE
OIL
OPT
IPE
Jun24C
90
1,264
Short
12
0.0%
CRUDE
OIL
OPT
IPE
Jun24C
91.5
1,681
Short
16
0.0%
CRUDE
OIL
OPT
IPE
Jun24C
98
237
Long
2
0.0%
CRUDE
OIL
OPT
IPE
Jun24C
99
605
Long
6
0.0%
CRUDE
OIL
OPT
IPE
Jul24C
100
996
Long
10
0.0%
CRUDE
OIL
OPT
IPE
Jul24C
101
126
Long
1
0.0%
CRUDE
OIL
OPT
IPE
Jul24C
102
115
Long
1
0.0%
CRUDE
OIL
OPT
IPE
Jul24C
105
261
Long
2
0.0%
CRUDE
OIL
OPT
IPE
Jul24P
35
253
Long
2
0.0%
CRUDE
OIL
OPT
IPE
Jul24P
40
32
Long
0
0.0%
CRUDE
OIL
OPT
IPE
Jul24P
41
63
Long
1
0.0%
CRUDE
OIL
OPT
IPE
Jul24P
42
253
Long
2
0.0%
CRUDE
OIL
OPT
IPE
Jul24P
43
127
Long
1
0.0%
CRUDE
OIL
OPT
IPE
Jul24P
44
63
Long
1
0.0%
CRUDE
OIL
OPT
IPE
Jul24P
45
126
Long
1
0.0%
CRUDE
OIL
OPT
IPE
Jul24P
46
126
Long
1
0.0%
CRUDE
OIL
OPT
IPE
Jul24P
47
95
Long
1
0.0%
CRUDE
OIL
OPT
IPE
Jul24P
48
95
Long
1
0.0%
CRUDE
OIL
OPT
IPE
Jul24P
80.25
2,119
Short
20
0.0%
CRUDE
OIL
OPT
IPE
Jul24P
80
3,880
Short
37
0.0%
CRUDE
OIL
OPT
IPE
Jul24P
83.25
2,896
Short
28
0.0%
CRUDE
OIL
OPT
IPE
Jul24P
83.75
3,090
Short
30
0.0%
CRUDE
OIL
OPT
IPE
Jul24P
83
2,864
Short
27
0.0%
CRUDE
OIL
OPT
IPE
Jul24C
87.5
3,726
Short
36
0.0%
CRUDE
OIL
OPT
IPE
Jul24C
87
3,842
Short
37
0.0%
CRUDE
OIL
OPT
IPE
Jul24C
88
3,362
Short
32
0.0%
CRUDE
OIL
OPT
IPE
Jul24C
90.5
2,364
Short
23
0.0%
CRUDE
OIL
OPT
IPE
Jul24C
91.5
1,911
Short
18
0.0%
CRUDE
OIL
OPT
IPE
Jul24C
91
2,074
Short
20
0.0%
CRUDE
OIL
OPT
IPE
Jul24C
97
616
Long
6
0.0%
CRUDE
OIL
OPT
IPE
Jul24C
98
908
Long
9
0.0%
CRUDE
OIL
OPT
IPE
Jul24C
99
474
Long
5
0.0%
CRUDE
OIL
OPT
IPE
Aug24C
100
442
Long
4
0.0%
CRUDE
OIL
OPT
IPE
Aug24C
101
1,006
Long
10
0.0%
CRUDE
OIL
OPT
IPE
Aug24C
102.5
348
Long
3
0.0%
CRUDE
OIL
OPT
IPE
Aug24C
102
182
Long
2
0.0%
CRUDE
OIL
OPT
IPE
Aug24C
104
300
Long
3
0.0%
CRUDE
OIL
OPT
IPE
Aug24P
44
190
Long
2
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
84
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
CRUDE
OIL
OPT
IPE
Aug24P
45
253
Long
2
0.0%
CRUDE
OIL
OPT
IPE
Aug24P
46
379
Long
4
0.0%
CRUDE
OIL
OPT
IPE
Aug24P
47
474
Long
5
0.0%
CRUDE
OIL
OPT
IPE
Aug24P
48
474
Long
5
0.0%
CRUDE
OIL
OPT
IPE
Aug24P
50
568
Long
5
0.0%
CRUDE
OIL
OPT
IPE
Aug24P
51
884
Long
8
0.0%
CRUDE
OIL
OPT
IPE
Aug24C
98
280
Long
3
0.0%
CRUDE
OIL
OPT
IPE
Aug24C
99
1,740
Long
17
0.0%
CRUDE
OIL
OPT
IPE
Sep24C
102
248
Long
2
0.0%
CRUDE
OIL
OPT
IPE
Sep24P
47
221
Long
2
0.0%
PRIMARY
ALUMNM
OP
Apr24P
2075
0
Short
0
0.0%
PRIMARY
ALUMNM
OP
Apr24P
2100
0
Short
0
0.0%
PRIMARY
ALUMNM
OP
Apr24P
2125
1
Short
0
0.0%
PRIMARY
ALUMNM
OP
Apr24P
2150
2
Short
0
0.0%
PRIMARY
ALUMNM
OP
Apr24P
2175
7
Short
0
0.0%
PRIMARY
ALUMNM
OP
Apr24C
2200
1,761
Short
17
0.0%
PRIMARY
ALUMNM
OP
Apr24P
2200
4
Short
0
0.0%
PRIMARY
ALUMNM
OP
Apr24C
2225
1,455
Short
14
0.0%
PRIMARY
ALUMNM
OP
Apr24C
2250
3,569
Short
34
0.0%
PRIMARY
ALUMNM
OP
Apr24C
2275
1,244
Short
12
0.0%
PRIMARY
ALUMNM
OP
Apr24C
2300
191
Short
2
0.0%
PRIMARY
ALUMNM
OP
Apr24C
2325
521
Short
5
0.0%
PRIMARY
ALUMNM
OP
Apr24C
2350
68
Short
1
0.0%
PRIMARY
ALUMNM
OP
May24P
2125
18
Short
0
0.0%
PRIMARY
ALUMNM
OP
May24P
2150
111
Short
1
0.0%
PRIMARY
ALUMNM
OP
May24P
2175
218
Short
2
0.0%
PRIMARY
ALUMNM
OP
May24P
2200
369
Short
4
0.0%
PRIMARY
ALUMNM
OP
May24P
2225
529
Short
5
0.0%
PRIMARY
ALUMNM
OP
May24C
2250
405
Short
4
0.0%
PRIMARY
ALUMNM
OP
May24P
2250
264
Short
3
0.0%
PRIMARY
ALUMNM
OP
May24C
2275
3,168
Short
30
0.0%
PRIMARY
ALUMNM
OP
May24P
2275
212
Short
2
0.0%
PRIMARY
ALUMNM
OP
May24C
2300
1,003
Short
10
0.0%
PRIMARY
ALUMNM
OP
May24C
2325
1,659
Short
16
0.0%
PRIMARY
ALUMNM
OP
May24C
2350
1,792
Short
17
0.0%
PRIMARY
ALUMNM
OP
May24C
2375
355
Short
3
0.0%
PRIMARY
ALUMNM
OP
May24C
2400
85
Short
1
0.0%
COPPER
LME
OPT
Apr24P
7850
0
Short
0
0.0%
COPPER
LME
OPT
Apr24P
7875
0
Short
0
0.0%
COPPER
LME
OPT
Apr24P
7900
0
Short
0
0.0%
COPPER
LME
OPT
Apr24P
7925
0
Short
0
0.0%
COPPER
LME
OPT
Apr24P
7975
0
Short
0
0.0%
COPPER
LME
OPT
Apr24P
8000
0
Short
0
0.0%
COPPER
LME
OPT
Apr24P
8050
0
Short
0
0.0%
COPPER
LME
OPT
Apr24P
8075
0
Short
0
0.0%
COPPER
LME
OPT
Apr24P
8100
0
Short
0
0.0%
COPPER
LME
OPT
Apr24P
8125
0
Short
0
0.0%
COPPER
LME
OPT
Apr24P
8175
1
Short
0
0.0%
COPPER
LME
OPT
Apr24P
8200
0
Short
0
0.0%
COPPER
LME
OPT
Apr24P
8225
1
Short
0
0.0%
COPPER
LME
OPT
Apr24P
8250
0
Short
0
0.0%
COPPER
LME
OPT
Apr24C
8275
5,001
Short
48
0.0%
COPPER
LME
OPT
Apr24P
8275
2
Short
0
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
85
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
COPPER
LME
OPT
Apr24C
8300
9,357
Short
89
0.1%
COPPER
LME
OPT
Apr24P
8300
1
Short
0
0.0%
COPPER
LME
OPT
Apr24P
8325
1
Short
0
0.0%
COPPER
LME
OPT
Apr24C
8350
4,305
Short
41
0.0%
COPPER
LME
OPT
Apr24P
8350
5
Short
0
0.0%
COPPER
LME
OPT
Apr24C
8375
3,891
Short
37
0.0%
COPPER
LME
OPT
Apr24P
8375
7
Short
0
0.0%
COPPER
LME
OPT
Apr24P
8400
3
Short
0
0.0%
COPPER
LME
OPT
Apr24C
8425
7,020
Short
67
0.0%
COPPER
LME
OPT
Apr24P
8425
5
Short
0
0.0%
COPPER
LME
OPT
Apr24P
8450
15
Short
0
0.0%
COPPER
LME
OPT
Apr24C
8500
6,477
Short
62
0.0%
COPPER
LME
OPT
Apr24C
8525
10,997
Short
105
0.1%
COPPER
LME
OPT
Apr24C
8550
8,097
Short
77
0.0%
COPPER
LME
OPT
Apr24C
8575
4,250
Short
41
0.0%
COPPER
LME
OPT
Apr24C
8600
5,488
Short
52
0.0%
COPPER
LME
OPT
Apr24C
8650
6,350
Short
61
0.0%
COPPER
LME
OPT
Apr24C
8675
1,149
Short
11
0.0%
COPPER
LME
OPT
Apr24C
8700
2,018
Short
19
0.0%
COPPER
LME
OPT
Apr24C
8725
4,555
Short
44
0.0%
COPPER
LME
OPT
Apr24C
8750
784
Short
7
0.0%
COPPER
LME
OPT
Apr24C
8775
800
Short
8
0.0%
COPPER
LME
OPT
Apr24C
8800
574
Short
5
0.0%
COPPER
LME
OPT
Apr24C
8825
495
Short
5
0.0%
COPPER
LME
OPT
Apr24C
8850
352
Short
3
0.0%
COPPER
LME
OPT
Apr24C
8875
327
Short
3
0.0%
COPPER
LME
OPT
Apr24C
8900
561
Short
5
0.0%
COPPER
LME
OPT
May24P
8175
128
Short
1
0.0%
COPPER
LME
OPT
May24P
8200
148
Short
1
0.0%
COPPER
LME
OPT
May24P
8225
157
Short
1
0.0%
COPPER
LME
OPT
May24P
8250
177
Short
2
0.0%
COPPER
LME
OPT
May24P
8300
651
Short
6
0.0%
COPPER
LME
OPT
May24P
8375
273
Short
3
0.0%
COPPER
LME
OPT
May24P
8425
354
Short
3
0.0%
COPPER
LME
OPT
May24P
8450
793
Short
8
0.0%
COPPER
LME
OPT
May24P
8500
1,456
Short
14
0.0%
COPPER
LME
OPT
May24P
8525
3,149
Short
30
0.0%
COPPER
LME
OPT
May24P
8550
1,231
Short
12
0.0%
COPPER
LME
OPT
May24P
8575
700
Short
7
0.0%
COPPER
LME
OPT
May24C
8625
2,990
Short
29
0.0%
COPPER
LME
OPT
May24P
8625
859
Short
8
0.0%
COPPER
LME
OPT
May24P
8650
948
Short
9
0.0%
COPPER
LME
OPT
May24C
8675
2,601
Short
25
0.0%
COPPER
LME
OPT
May24C
8700
2,360
Short
23
0.0%
COPPER
LME
OPT
May24P
8700
1,916
Short
18
0.0%
COPPER
LME
OPT
May24C
8725
2,285
Short
22
0.0%
COPPER
LME
OPT
May24P
8725
3,093
Short
30
0.0%
COPPER
LME
OPT
May24C
8775
1,915
Short
18
0.0%
COPPER
LME
OPT
May24P
8775
2,564
Short
24
0.0%
COPPER
LME
OPT
May24C
8800
3,749
Short
36
0.0%
COPPER
LME
OPT
May24P
8800
1,297
Short
12
0.0%
COPPER
LME
OPT
May24C
8825
1,955
Short
19
0.0%
COPPER
LME
OPT
May24P
8825
1,428
Short
14
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
86
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
COPPER
LME
OPT
May24C
8900
1,654
Short
16
0.0%
COPPER
LME
OPT
May24P
8900
1,985
Short
19
0.0%
COPPER
LME
OPT
May24C
8925
2,584
Short
25
0.0%
COPPER
LME
OPT
May24P
8925
1,976
Short
19
0.0%
COPPER
LME
OPT
May24C
8950
2,343
Short
22
0.0%
COPPER
LME
OPT
May24C
8975
1,871
Short
18
0.0%
COPPER
LME
OPT
May24C
9025
4,150
Short
40
0.0%
COPPER
LME
OPT
May24C
9050
775
Short
7
0.0%
COPPER
LME
OPT
May24C
9075
1,508
Short
14
0.0%
COPPER
LME
OPT
May24C
9100
739
Short
7
0.0%
COPPER
LME
OPT
May24C
9125
689
Short
7
0.0%
COPPER
LME
OPT
May24C
9150
653
Short
6
0.0%
COPPER
LME
OPT
May24C
9175
601
Short
6
0.0%
COPPER
LME
OPT
May24C
9225
574
Short
5
0.0%
COPPER
LME
OPT
May24C
9250
971
Short
9
0.0%
COPPER
LME
OPT
May24C
9275
532
Short
5
0.0%
COPPER
LME
OPT
May24C
9300
471
Short
5
0.0%
COPPER
LME
OPT
May24C
9325
426
Short
4
0.0%
COPPER
LME
OPT
May24C
9350
443
Short
4
0.0%
COPPER
LME
OPT
May24C
9375
362
Short
3
0.0%
COPPER
LME
OPT
May24C
9525
485
Short
5
0.0%
LEAD
LME
SPOT
OPT
Apr24P
2000
4
Short
0
0.0%
LEAD
LME
SPOT
OPT
Apr24P
2025
16
Short
0
0.0%
LEAD
LME
SPOT
OPT
Apr24P
2050
17
Short
0
0.0%
LEAD
LME
SPOT
OPT
Apr24P
2075
59
Short
1
0.0%
LEAD
LME
SPOT
OPT
Apr24P
2100
77
Short
1
0.0%
LEAD
LME
SPOT
OPT
Apr24P
2125
159
Short
2
0.0%
LEAD
LME
SPOT
OPT
Apr24P
2150
60
Short
1
0.0%
LEAD
LME
SPOT
OPT
Apr24P
2175
133
Short
1
0.0%
LEAD
LME
SPOT
OPT
Apr24C
2225
0
Short
0
0.0%
LEAD
LME
SPOT
OPT
Apr24P
2225
180
Short
2
0.0%
LEAD
LME
SPOT
OPT
Apr24C
2250
0
Short
0
0.0%
LEAD
LME
SPOT
OPT
Apr24C
2275
0
Short
0
0.0%
LEAD
LME
SPOT
OPT
Apr24C
2300
0
Short
0
0.0%
LEAD
LME
SPOT
OPT
Apr24C
2325
0
Short
0
0.0%
LEAD
LME
SPOT
OPT
Apr24C
2350
0
Short
0
0.0%
LEAD
LME
SPOT
OPT
Apr24C
2375
0
Short
0
0.0%
LEAD
LME
SPOT
OPT
Apr24C
2400
0
Short
0
0.0%
LEAD
LME
SPOT
OPT
Apr24C
2475
0
Short
0
0.0%
LEAD
LME
SPOT
OPT
Jun24P
1875
40
Short
0
0.0%
LEAD
LME
SPOT
OPT
Jun24P
1900
49
Short
0
0.0%
LEAD
LME
SPOT
OPT
Jun24P
1925
65
Short
1
0.0%
LEAD
LME
SPOT
OPT
Jun24P
1950
64
Short
1
0.0%
LEAD
LME
SPOT
OPT
Jun24P
1975
94
Short
1
0.0%
LEAD
LME
SPOT
OPT
Jun24P
2000
108
Short
1
0.0%
LEAD
LME
SPOT
OPT
Jun24P
2025
119
Short
1
0.0%
LEAD
LME
SPOT
OPT
Jun24P
2050
176
Short
2
0.0%
LEAD
LME
SPOT
OPT
Jun24P
2075
133
Short
1
0.0%
LEAD
LME
SPOT
OPT
Jun24C
2100
30
Short
0
0.0%
LEAD
LME
SPOT
OPT
Jun24C
2125
86
Short
1
0.0%
LEAD
LME
SPOT
OPT
Jun24C
2150
84
Short
1
0.0%
LEAD
LME
SPOT
OPT
Jun24C
2175
58
Short
1
0.0%
LEAD
LME
SPOT
OPT
Jun24C
2200
32
Short
0
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
87
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
LEAD
LME
SPOT
OPT
Jun24C
2225
36
Short
0
0.0%
LEAD
LME
SPOT
OPT
Jun24C
2250
29
Short
0
0.0%
LEAD
LME
SPOT
OPT
Jun24C
2275
23
Short
0
0.0%
LEAD
LME
SPOT
OPT
Jun24C
2300
17
Short
0
0.0%
LEAD
LME
SPOT
OPT
Jun24C
2325
3
Short
0
0.0%
LEAD
LME
SPOT
OPT
Jun24C
2350
4
Short
0
0.0%
LEAD
LME
SPOT
OPT
Jul24P
1900
100
Short
1
0.0%
LEAD
LME
SPOT
OPT
Jul24P
1925
126
Short
1
0.0%
LEAD
LME
SPOT
OPT
Jul24P
1950
121
Short
1
0.0%
LEAD
LME
SPOT
OPT
Jul24P
1975
154
Short
1
0.0%
LEAD
LME
SPOT
OPT
Jul24P
2000
170
Short
2
0.0%
LEAD
LME
SPOT
OPT
Jul24P
2025
219
Short
2
0.0%
LEAD
LME
SPOT
OPT
Jul24P
2050
217
Short
2
0.0%
LEAD
LME
SPOT
OPT
Jul24C
2075
36
Short
0
0.0%
LEAD
LME
SPOT
OPT
Jul24P
2075
216
Short
2
0.0%
LEAD
LME
SPOT
OPT
Jul24C
2100
85
Short
1
0.0%
LEAD
LME
SPOT
OPT
Jul24P
2100
62
Short
1
0.0%
LEAD
LME
SPOT
OPT
Jul24C
2125
47
Short
0
0.0%
LEAD
LME
SPOT
OPT
Jul24P
2125
361
Short
3
0.0%
LEAD
LME
SPOT
OPT
Jul24C
2150
63
Short
1
0.0%
LEAD
LME
SPOT
OPT
Jul24P
2150
51
Short
0
0.0%
LEAD
LME
SPOT
OPT
Jul24C
2175
115
Short
1
0.0%
LEAD
LME
SPOT
OPT
Jul24C
2200
96
Short
1
0.0%
LEAD
LME
SPOT
OPT
Jul24C
2225
52
Short
1
0.0%
LEAD
LME
SPOT
OPT
Jul24C
2250
71
Short
1
0.0%
LEAD
LME
SPOT
OPT
Jul24C
2275
43
Short
0
0.0%
LEAD
LME
SPOT
OPT
Jul24C
2300
30
Short
0
0.0%
LEAD
LME
SPOT
OPT
Jul24C
2325
43
Short
0
0.0%
LEAD
LME
SPOT
OPT
Jul24C
2350
12
Short
0
0.0%
LEAD
LME
SPOT
OPT
Jul24C
2375
20
Short
0
0.0%
LEAD
LME
SPOT
OPT
Jul24C
2400
8
Short
0
0.0%
LEAD
LME
SPOT
OPT
Aug24P
1900
16
Short
0
0.0%
LEAD
LME
SPOT
OPT
Aug24P
1950
23
Short
0
0.0%
LEAD
LME
SPOT
OPT
Aug24P
2000
29
Short
0
0.0%
LEAD
LME
SPOT
OPT
Aug24P
2050
42
Short
0
0.0%
LEAD
LME
SPOT
OPT
Aug24C
2150
24
Short
0
0.0%
LEAD
LME
SPOT
OPT
Aug24C
2200
21
Short
0
0.0%
LEAD
LME
SPOT
OPT
Aug24C
2275
14
Short
0
0.0%
LEAD
LME
SPOT
OPT
Aug24C
2300
11
Short
0
0.0%
LEAD
LME
SPOT
OPT
Sep24P
1900
19
Short
0
0.0%
LEAD
LME
SPOT
OPT
Sep24P
1925
22
Short
0
0.0%
LEAD
LME
SPOT
OPT
Sep24P
1950
26
Short
0
0.0%
LEAD
LME
SPOT
OPT
Sep24P
2000
31
Short
0
0.0%
LEAD
LME
SPOT
OPT
Sep24P
2025
36
Short
0
0.0%
LEAD
LME
SPOT
OPT
Sep24P
2050
39
Short
0
0.0%
LEAD
LME
SPOT
OPT
Sep24C
2150
32
Short
0
0.0%
LEAD
LME
SPOT
OPT
Sep24C
2175
27
Short
0
0.0%
LEAD
LME
SPOT
OPT
Sep24C
2200
24
Short
0
0.0%
LEAD
LME
SPOT
OPT
Sep24C
2275
16
Short
0
0.0%
LEAD
LME
SPOT
OPT
Sep24C
2300
15
Short
0
0.0%
LEAD
LME
SPOT
OPT
Sep24C
2325
13
Short
0
0.0%
LEAD
LME
SPOT
OPT
Oct24P
1875
18
Short
0
0.0%
LEAD
LME
SPOT
OPT
Oct24P
1900
118
Short
1
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
88
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
LEAD
LME
SPOT
OPT
Oct24P
1925
84
Short
1
0.0%
LEAD
LME
SPOT
OPT
Oct24P
1950
122
Short
1
0.0%
LEAD
LME
SPOT
OPT
Oct24P
1975
104
Short
1
0.0%
LEAD
LME
SPOT
OPT
Oct24P
2000
150
Short
1
0.0%
LEAD
LME
SPOT
OPT
Oct24P
2025
191
Short
2
0.0%
LEAD
LME
SPOT
OPT
Oct24P
2050
125
Short
1
0.0%
LEAD
LME
SPOT
OPT
Oct24P
2075
143
Short
1
0.0%
LEAD
LME
SPOT
OPT
Oct24P
2100
105
Short
1
0.0%
LEAD
LME
SPOT
OPT
Oct24C
2125
41
Short
0
0.0%
LEAD
LME
SPOT
OPT
Oct24P
2125
176
Short
2
0.0%
LEAD
LME
SPOT
OPT
Oct24C
2150
109
Short
1
0.0%
LEAD
LME
SPOT
OPT
Oct24C
2175
130
Short
1
0.0%
LEAD
LME
SPOT
OPT
Oct24C
2200
60
Short
1
0.0%
LEAD
LME
SPOT
OPT
Oct24C
2225
79
Short
1
0.0%
LEAD
LME
SPOT
OPT
Oct24C
2250
91
Short
1
0.0%
LEAD
LME
SPOT
OPT
Oct24C
2275
85
Short
1
0.0%
LEAD
LME
SPOT
OPT
Oct24C
2300
77
Short
1
0.0%
LEAD
LME
SPOT
OPT
Oct24C
2325
34
Short
0
0.0%
LEAD
LME
SPOT
OPT
Oct24C
2350
29
Short
0
0.0%
LEAD
LME
SPOT
OPT
Oct24C
2375
53
Short
1
0.0%
LEAD
LME
SPOT
OPT
Oct24C
2400
11
Short
0
0.0%
LEAD
LME
SPOT
OPT
Oct24C
2425
20
Short
0
0.0%
ZINC
SPT
OP
(LME)
Apr24P
2175
0
Short
0
0.0%
ZINC
SPT
OP
(LME)
Apr24P
2200
1
Short
0
0.0%
ZINC
SPT
OP
(LME)
Apr24P
2225
1
Short
0
0.0%
ZINC
SPT
OP
(LME)
Apr24P
2250
5
Short
0
0.0%
ZINC
SPT
OP
(LME)
Apr24P
2275
30
Short
0
0.0%
ZINC
SPT
OP
(LME)
Apr24P
2300
62
Short
1
0.0%
ZINC
SPT
OP
(LME)
Apr24P
2325
48
Short
0
0.0%
ZINC
SPT
OP
(LME)
Apr24C
2350
316
Short
3
0.0%
ZINC
SPT
OP
(LME)
Apr24P
2350
117
Short
1
0.0%
ZINC
SPT
OP
(LME)
Apr24C
2375
898
Short
9
0.0%
ZINC
SPT
OP
(LME)
Apr24P
2375
378
Short
4
0.0%
ZINC
SPT
OP
(LME)
Apr24C
2400
116
Short
1
0.0%
ZINC
SPT
OP
(LME)
Apr24P
2400
124
Short
1
0.0%
ZINC
SPT
OP
(LME)
Apr24C
2425
128
Short
1
0.0%
ZINC
SPT
OP
(LME)
Apr24C
2450
552
Short
5
0.0%
ZINC
SPT
OP
(LME)
Apr24C
2475
79
Short
1
0.0%
ZINC
SPT
OP
(LME)
Apr24C
2500
70
Short
1
0.0%
ZINC
SPT
OP
(LME)
Apr24C
2525
58
Short
1
0.0%
ZINC
SPT
OP
(LME)
Apr24C
2550
8
Short
0
0.0%
ZINC
SPT
OP
(LME)
Apr24C
2575
3
Short
0
0.0%
ZINC
SPT
OP
(LME)
Apr24C
2600
1
Short
0
0.0%
ZINC
SPT
OP
(LME)
Apr24C
2625
1
Short
0
0.0%
ZINC
SPT
OP
(LME)
May24P
2325
532
Short
5
0.0%
ZINC
SPT
OP
(LME)
May24P
2350
206
Short
2
0.0%
ZINC
SPT
OP
(LME)
May24P
2375
1,020
Short
10
0.0%
ZINC
SPT
OP
(LME)
May24P
2400
1,938
Short
19
0.0%
ZINC
SPT
OP
(LME)
May24P
2425
1,420
Short
14
0.0%
ZINC
SPT
OP
(LME)
May24C
2450
168
Short
2
0.0%
ZINC
SPT
OP
(LME)
May24P
2450
2,480
Short
24
0.0%
ZINC
SPT
OP
(LME)
May24C
2475
187
Short
2
0.0%
ZINC
SPT
OP
(LME)
May24P
2475
1,476
Short
14
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
89
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
ZINC
SPT
OP
(LME)
May24C
2500
157
Short
1
0.0%
ZINC
SPT
OP
(LME)
May24P
2500
1,727
Short
16
0.0%
ZINC
SPT
OP
(LME)
May24C
2525
620
Short
6
0.0%
ZINC
SPT
OP
(LME)
May24P
2525
1,893
Short
18
0.0%
ZINC
SPT
OP
(LME)
May24C
2550
290
Short
3
0.0%
ZINC
SPT
OP
(LME)
May24C
2575
226
Short
2
0.0%
ZINC
SPT
OP
(LME)
May24C
2600
455
Short
4
0.0%
ZINC
SPT
OP
(LME)
May24C
2625
254
Short
2
0.0%
ZINC
SPT
OP
(LME)
May24C
2650
124
Short
1
0.0%
ZINC
SPT
OP
(LME)
May24C
2675
71
Short
1
0.0%
ZINC
SPT
OP
(LME)
May24C
2700
78
Short
1
0.0%
ZINC
SPT
OP
(LME)
May24C
2725
42
Short
0
0.0%
NATURAL
GAS
OPTN
May24P
1.65
5,643
Short
54
0.0%
NATURAL
GAS
OPTN
May24P
1.6
1,878
Short
18
0.0%
NATURAL
GAS
OPTN
May24P
1.75
8,307
Short
79
0.1%
NATURAL
GAS
OPTN
May24P
1.7
2,936
Short
28
0.0%
NATURAL
GAS
OPTN
May24P
1.85
9,556
Short
91
0.1%
NATURAL
GAS
OPTN
May24P
1.8
9,428
Short
90
0.1%
NATURAL
GAS
OPTN
May24C
1.95
1,551
Short
15
0.0%
NATURAL
GAS
OPTN
May24P
1.95
2,475
Short
24
0.0%
NATURAL
GAS
OPTN
May24C
1.9
1,389
Short
13
0.0%
NATURAL
GAS
OPTN
May24P
1.9
6,302
Short
60
0.0%
NATURAL
GAS
OPTN
May24C
2.05
510
Short
5
0.0%
NATURAL
GAS
OPTN
May24P
2.05
2,847
Short
27
0.0%
NATURAL
GAS
OPTN
May24C
2.15
812
Short
8
0.0%
NATURAL
GAS
OPTN
May24C
2.1
1,471
Short
14
0.0%
NATURAL
GAS
OPTN
May24C
2.25
379
Short
4
0.0%
NATURAL
GAS
OPTN
May24C
2.2
359
Short
3
0.0%
NATURAL
GAS
OPTN
May24C
2.35
66
Short
1
0.0%
NATURAL
GAS
OPTN
May24C
2.3
145
Short
1
0.0%
NATURAL
GAS
OPTN
May24C
2.45
106
Short
1
0.0%
NATURAL
GAS
OPTN
May24C
2.4
143
Short
1
0.0%
NATURAL
GAS
OPTN
May24C
2
950
Short
9
0.0%
NATURAL
GAS
OPTN
May24P
2
8,297
Short
79
0.1%
GASOLINE
RBOB
OPT
May24P
225
0
Short
0
0.0%
GASOLINE
RBOB
OPT
May24P
240
0
Short
0
0.0%
GASOLINE
RBOB
OPT
May24P
250
4
Short
0
0.0%
GASOLINE
RBOB
OPT
May24C
258
6
Short
0
0.0%
GASOLINE
RBOB
OPT
May24P
262
3
Short
0
0.0%
GASOLINE
RBOB
OPT
May24C
266
5
Short
0
0.0%
GASOLINE
RBOB
OPT
May24C
275
6
Short
0
0.0%
GASOLINE
RBOB
OPT
May24C
278
4
Short
0
0.0%
GASOLINE
RBOB
OPT
May24C
280
2
Short
0
0.0%
GASOLINE
RBOB
OPT
May24C
284
1
Short
0
0.0%
GASOLINE
RBOB
OPT
May24C
290
2
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24P
1110
0
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24P
1120
0
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24P
1130
1
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24P
1140
3
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24P
1150
3
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24P
1160
10
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24P
1170
4
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24P
1180
25
Short
0
0.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
90
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
SOYBEAN
FUT
OPTN
May24C
1190
2
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24P
1190
4
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24C
1200
3
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24P
1200
20
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24C
1210
1
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24P
1210
6
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24C
1220
3
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24P
1220
39
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24C
1230
3
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24C
1240
3
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24P
1240
54
Short
1
0.0%
SOYBEAN
FUT
OPTN
May24C
1260
3
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24P
1260
40
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24C
1270
1
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24C
1280
1
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24P
1280
23
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24C
1290
0
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24C
1300
1
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24P
1300
62
Short
1
0.0%
SOYBEAN
FUT
OPTN
May24C
1310
0
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24C
1320
0
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24C
1340
0
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24C
1360
0
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24C
1380
0
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24C
1400
0
Short
0
0.0%
SOYBEAN
FUT
OPTN
May24C
1420
0
Short
0
0.0%
SOYBEAN
FUT
OPTN
Jul24P
1080
6
Short
0
0.0%
SOYBEAN
FUT
OPTN
Jul24P
1100
3
Short
0
0.0%
SOYBEAN
FUT
OPTN
Jul24P
1120
7
Short
0
0.0%
SOYBEAN
FUT
OPTN
Jul24P
1140
29
Short
0
0.0%
SOYBEAN
FUT
OPTN
Jul24P
1150
5
Short
0
0.0%
SOYBEAN
FUT
OPTN
Jul24P
1160
11
Short
0
0.0%
SOYBEAN
FUT
OPTN
Jul24C
1180
5
Short
0
0.0%
SOYBEAN
FUT
OPTN
Jul24P
1180
31
Short
0
0.0%
SOYBEAN
FUT
OPTN
Jul24P
1190
4
Short
0
0.0%
SOYBEAN
FUT
OPTN
Jul24C
1200
52
Short
1
0.0%
SOYBEAN
FUT
OPTN
Jul24P
1200
13
Short
0
0.0%
SOYBEAN
FUT
OPTN
Jul24C
1220
13
Short
0
0.0%
SOYBEAN
FUT
OPTN
Jul24C
1240
47
Short
0
0.0%
SOYBEAN
FUT
OPTN
Jul24C
1250
2
Short
0
0.0%
SOYBEAN
FUT
OPTN
Jul24C
1260
19
Short
0
0.0%
SOYBEAN
FUT
OPTN
Jul24C
1280
8
Short
0
0.0%
SOYBEAN
FUT
OPTN
Jul24C
1290
3
Short
0
0.0%
SOYBEAN
FUT
OPTN
Jul24C
1300
9
Short
0
0.0%
SOYBEAN
FUT
OPTN
Jul24C
1320
1
Short
0
0.0%
Total
156,254
100.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
March
31,
2024
(Unaudited)
91
*
The
following
table
shows
the
individual
positions
and
related
Unrealized
Appreciation/(Depreciation)
of
the
securities
within
the
VMAQDSTRS
basket.
Security
description
Notional
Value
Long
Short
Unrealized
Appreciation/
(Depreciation)
%
of
basket
S&P500
EMINI
FUT
Jun24
$
64,141
Long
4,095
91.4%
April
24
Puts
on
SPX
50
Short
3
0.1%
April
24
Puts
on
SPX
30
Short
2
0.0%
April
24
Puts
on
SPX
58
Short
4
0.1%
April
24
Puts
on
SPX
36
Short
2
0.1%
April
24
Puts
on
SPX
121
Short
8
0.2%
April
24
Puts
on
SPX
481
Short
31
0.7%
April
24
Puts
on
SPX
252
Short
16
0.4%
April
24
Calls
on
SPX
234
Long
15
0.3%
April
24
Calls
on
SPX
789
Short
50
1.1%
April
24
Puts
on
SPX
80
Short
5
0.1%
April
24
Puts
on
SPX
50
Short
3
0.1%
April
24
Puts
on
SPX
113
Short
7
0.2%
April
24
Puts
on
SPX
116
Short
7
0.2%
April
24
Puts
on
SPX
1,510
Short
96
2.2%
April
24
Puts
on
SPX
721
Long
46
1.0%
April
24
Calls
on
SPX
706
Short
45
1.0%
April
24
Calls
on
SPX
642
Short
41
0.9%
April
24
Calls
on
SPX
22
Short
1
0.0%
Total
4,479
100.0%