0001752724-24-183612.txt : 20240820 0001752724-24-183612.hdr.sgml : 20240820 20240820141030 ACCESSION NUMBER: 0001752724-24-183612 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20240628 FILED AS OF DATE: 20240820 DATE AS OF CHANGE: 20240820 PERIOD START: 20240630 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Simplify Exchange Traded Funds CENTRAL INDEX KEY: 0001810747 ORGANIZATION NAME: IRS NUMBER: 851887571 FISCAL YEAR END: 0630 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-23570 FILM NUMBER: 241224424 BUSINESS ADDRESS: STREET 1: 222 BROADWAY STREET 2: 22ND FLOOR CITY: NEW YORK STATE: NY ZIP: 10038 BUSINESS PHONE: 646-741-2438 MAIL ADDRESS: STREET 1: 222 BROADWAY STREET 2: 22ND FLOOR CITY: NEW YORK STATE: NY ZIP: 10038 0001810747 S000075091 Simplify Macro Strategy ETF C000233896 Simplify Macro Strategy ETF FIG NPORT-P 1 primary_doc.xml NPORT-P false 0001810747 XXXXXXXX S000075091 C000233896 Simplify Exchange Traded Funds 811-23570 0001810747 549300LDDEMEUCZQEO55 222 Broadway 22/F New York 10038 646-741-2438 Simplify Macro Strategy ETF S000075091 5493003FBV4UZCPQQO49 2024-06-30 2024-06-28 N 19273623.34 1502309.72 17771313.62 0.00000000 1223969.77000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 200000.18000000 USD N S&P 500 (Price) 500 Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD -1036.72000000 -0.00583367117 N/A DFE CORP US N 2 Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 -2900000.00000000 CAD 2122880.68000000 USD 2024-09-18 -1036.72000000 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD 3244.36000000 0.018256163102 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -2667075.60000000 BRL 476000.00000000 USD 2024-09-18 3244.36000000 N N N Simplify Intermediate Term Treasury Futures Strategy ETF 5493007SH60KLAWORP05 82889N798 26945.00000000 NS USD 348937.75000000 1.963488785698 Long EC RF US N 1 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD -184.62000000 -0.00103886524 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -416000.00000000 USD 561683.20000000 SGD 2024-09-18 -184.62000000 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD 136.35000000 0.000767247728 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -802644200.00000000 KRW 586000.00000000 USD 2024-09-19 136.35000000 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD 174.78000000 0.000983495107 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -386092.56000000 SGD 286000.00000000 USD 2024-09-18 174.78000000 N N N Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD -4105.90000000 -0.02310408835 N/A DFE CORP US N 2 Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 -2141731.93000000 USD 1690000.00000000 GBP 2024-09-18 -4105.90000000 N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912810TE8 5100000.00000000 PA USD 3297211.95000000 18.55356345908 Long DBT UST US N 1 2052-02-15 Fixed 0.12500000 N N N N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 -1250.00000000 NC USD -30000.00000000 -0.16881138131 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Written Carvana Co Carvana Co 100.00000000 50.00000000 USD 2024-08-16 XXXX 470054.82000000 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD 14384.10000000 0.080939992999 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -810990.66000000 USD 15109940.00000000 ZAR 2024-09-18 14384.10000000 N N N BNY MELLON CAPITAL MARKETS, LLC VJW2DOOHGDT6PR0ZRO63 000000000 1.00000000 NC USD 577.50000000 0.003249619090 N/A DFE CORP US N 2 BNY MELLON CAPITAL MARKETS, LLC VJW2DOOHGDT6PR0ZRO63 -217000.00000000 USD 6996080.00000000 TWD 2024-09-18 577.50000000 N N N BNY MELLON CAPITAL MARKETS, LLC VJW2DOOHGDT6PR0ZRO63 000000000 1.00000000 NC USD -7628.31000000 -0.04292485160 N/A DFE CORP US N 2 BNY MELLON CAPITAL MARKETS, LLC VJW2DOOHGDT6PR0ZRO63 -290000.00000000 USD 1593014.66000000 BRL 2024-09-18 -7628.31000000 N N N Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD 6019.81000000 0.033873748045 N/A DFE CORP US N 2 Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 -1743000.00000000 NZD 1067665.94000000 USD 2024-09-18 6019.81000000 N N N BNY MELLON CAPITAL MARKETS, LLC VJW2DOOHGDT6PR0ZRO63 000000000 1.00000000 NC USD -11606.02000000 -0.06530760892 N/A DFE CORP US N 2 BNY MELLON CAPITAL MARKETS, LLC VJW2DOOHGDT6PR0ZRO63 -28355081756.00000000 IDR 1717657.00000000 USD 2024-09-18 -11606.02000000 N N N Simplify Next Intangible Value Index ETF 5299007PUY5R3XSPQS15 82889N467 36956.00000000 NS USD 960246.23000000 5.403349749673 Long EC RF US N 1 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 -100.00000000 NC USD -336500.00000000 -1.89350099376 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Written Carvana Co Carvana Co 100.00000000 100.00000000 USD 2024-08-16 XXXX -21021.49000000 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD 3001.22000000 0.016888003127 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -25885593.44000000 TWD 808041.00000000 USD 2024-09-18 3001.22000000 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD -189.44000000 -0.00106598760 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -156892720.00000000 HUF 424000.00000000 USD 2024-09-18 -189.44000000 N N N Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD -687.44000000 -0.00386825653 N/A DFE CORP US N 2 Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 -840000.00000000 GBP 1061801.24000000 USD 2024-09-18 -687.44000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 1250.00000000 NC USD 55625.00000000 0.313004436190 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased Carvana Co Carvana Co 100.00000000 65.00000000 USD 2024-08-16 XXXX -1125858.56000000 N N N Simplify US Equity PLUS QIS ETF 529900RP3K0NER6DIE75 82889N517 45978.00000000 NS USD 1383960.79000000 7.787611088256 Long EC RF US N 1 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD -4217.29000000 -0.02373088501 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -323249.86000000 USD 117998903.00000000 HUF 2024-09-18 -4217.29000000 N N N Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD -20637.98000000 -0.11613086371 N/A DFE CORP US N 2 Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 -1053418.81000000 USD 164110000.00000000 JPY 2024-09-18 -20637.98000000 N N N Simplify Market Neutral Equity Long/Short ETF 5493000ECHVMIUDVM719 82889N541 121722.00000000 NS USD 2871421.98000000 16.15762369287 Long EC RF US N 1 N N N BNY MELLON CAPITAL MARKETS, LLC VJW2DOOHGDT6PR0ZRO63 000000000 1.00000000 NC USD 13535.71000000 0.076166063406 N/A DFE CORP US N 2 BNY MELLON CAPITAL MARKETS, LLC VJW2DOOHGDT6PR0ZRO63 -1710000.00000000 USD 28261170000.00000000 IDR 2024-09-18 13535.71000000 N N N Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD -75.47000000 -0.00042467316 N/A DFE CORP US N 2 Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 -57480000.00000000 JPY 361658.99000000 USD 2024-09-18 -75.47000000 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD 7626.64000000 0.042915454440 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -1512602615.00000000 KRW 1111701.00000000 USD 2024-09-19 7626.64000000 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD -343.96000000 -0.00193547875 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -2947641.20000000 CNY 406000.00000000 USD 2024-09-19 -343.96000000 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD 7537.49000000 0.042413803285 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -1275242.00000000 SGD 951602.12000000 USD 2024-09-18 7537.49000000 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD 8782.58000000 0.049419982044 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -642000.00000000 USD 11913722.40000000 ZAR 2024-09-18 8782.58000000 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD -1213.92000000 -0.00683078373 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -6154988.50000000 ZAR 335000.00000000 USD 2024-09-18 -1213.92000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -400.00000000 NC USD -95000.00000000 -0.53456937416 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Call Written CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US Long THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2025-03-18 0.00000000 USD 2500.00000000 95.50000000 USD 2024-12-13 XXXX 29296.00000000 N N N Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD 10430.33000000 0.058691947162 N/A DFE CORP US N 2 Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 -11240000.00000000 NOK 1065286.74000000 USD 2024-09-18 10430.33000000 N N N BNY MELLON CAPITAL MARKETS, LLC VJW2DOOHGDT6PR0ZRO63 000000000 1.00000000 NC USD 9883.66000000 0.055615809902 N/A DFE CORP US N 2 BNY MELLON CAPITAL MARKETS, LLC VJW2DOOHGDT6PR0ZRO63 -1286930.26000000 BRL 238000.00000000 USD 2024-09-18 9883.66000000 N N N iShares Gold Trust 5493006UOY7GXQW0IP42 464285204 25892.00000000 NS USD 1137435.56000000 6.400402268068 Long EC RF US N 1 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD 33035.38000000 0.185891604337 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -838136.15000000 USD 16141530.00000000 MXN 2024-09-18 33035.38000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 2.00000000 NC USD 8026.00000000 0.045162671548 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Purchased STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 5535.00000000 USD 2024-07-26 XXXX -1136.28000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 2.00000000 NC USD 3380.00000000 0.019019415628 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Purchased STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 5540.00000000 USD 2024-07-12 XXXX -4642.48000000 N N N Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD 996.11000000 0.005605156834 N/A DFE CORP US N 2 Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 -4190000.00000000 NOK 394221.05000000 USD 2024-09-18 996.11000000 N N N Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD 8693.21000000 0.048917092939 N/A DFE CORP US N 2 Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 -1727000.00000000 NZD 1060593.88000000 USD 2024-09-18 8693.21000000 N N N Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD -13010.64000000 -0.07321147034 N/A DFE CORP US N 2 Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 -1401005.87000000 USD 14650000.00000000 SEK 2024-09-18 -13010.64000000 N N N Simplify Short Term Treasury Futures Strategy ETF 549300YIMTGOZR5X9280 82889N657 101484.00000000 NS USD 2163638.88000000 12.17489560009 Long EC RF US N 1 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 400.00000000 NC USD 185000.00000000 1.041003518118 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Long THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2025-03-18 94960000.00000000 USD 185000.00000000 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD -6014.61000000 -0.03384448740 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -6577899.65000000 MXN 349000.00000000 USD 2024-09-18 -6014.61000000 N N N Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD 1032.95000000 0.005812457211 N/A DFE CORP US N 2 Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 -1060925.75000000 USD 1450000.00000000 CAD 2024-09-18 1032.95000000 N N N Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD -1047.25000000 -0.00589292396 N/A DFE CORP US N 2 Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 -1338828.32000000 USD 14120000.00000000 SEK 2024-09-18 -1047.25000000 N N N Simplify High Yield PLUS Credit Hedge ETF 5493008E96H37SFV0515 82889N830 96041.00000000 NS USD 2205629.59000000 12.41117925867 Long EC RF US N 1 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD -2793.28000000 -0.01571791517 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -887000.00000000 USD 327036900.00000000 HUF 2024-09-18 -2793.28000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 100.00000000 NC USD 123250.00000000 0.693533424908 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Purchased Carvana Co Carvana Co 100.00000000 140.00000000 USD 2024-08-16 XXXX -10785.32000000 N N N Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD -8403.92000000 -0.04728924478 N/A DFE CORP US N 2 Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 -1550000.00000000 AUD 1027775.55000000 USD 2024-09-18 -8403.92000000 N N N Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD -8889.32000000 -0.05002061293 N/A DFE CORP US N 2 Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 -1063745.73000000 USD 11240000.00000000 NOK 2024-09-18 -8889.32000000 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD 505.52000000 0.002844584316 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -438000.00000000 USD 600760800.00000000 KRW 2024-09-19 505.52000000 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD -13405.94000000 -0.07543584164 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -449165953.00000000 HUF 1201000.00000000 USD 2024-09-18 -13405.94000000 N N N Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD -14677.07000000 -0.08258854867 N/A DFE CORP US N 2 Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 -2128223.87000000 USD 3470000.00000000 NZD 2024-09-18 -14677.07000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 84.00000000 NC USD 40740.00000000 0.229245855827 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 4500.00000000 USD 2024-08-30 XXXX -60126.31000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 50.00000000 NC USD 39750.00000000 0.223675080244 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 4750.00000000 USD 2024-08-30 XXXX -57029.97000000 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD -5.96000000 -0.00003353719 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -2765911.50000000 HKD 355000.00000000 USD 2024-09-19 -5.96000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 2.00000000 NC USD 6010.00000000 0.033818546723 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Purchased STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 5530.00000000 USD 2024-07-19 XXXX -2992.48000000 N N N NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD -3746.14000000 -0.02107970226 N/A DFE CORP US N 2 NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 -1051094.67000000 USD 11160000.00000000 NOK 2024-09-18 -3746.14000000 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD 858.76000000 0.004832282060 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -1190689.50000000 CNY 165000.00000000 USD 2024-09-19 858.76000000 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD -1107.84000000 -0.00623386668 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -20646610.00000000 TWD 641000.00000000 USD 2024-09-18 -1107.84000000 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD -4.84000000 -0.00002723490 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -2927597.80000000 MXN 158000.00000000 USD 2024-09-18 -4.84000000 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD -3000.79000000 -0.01688558349 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -4338717.32000000 ZAR 234000.00000000 USD 2024-09-18 -3000.79000000 N N N NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD 8608.41000000 0.048439919434 N/A DFE CORP US N 2 NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 -7330000.00000000 SEK 703079.75000000 USD 2024-09-18 8608.41000000 N N N Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD -818.38000000 -0.00460506194 N/A DFE CORP US N 2 Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 -2656456.44000000 USD 4360000.00000000 NZD 2024-09-18 -818.38000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 500.00000000 NC USD 33500.00000000 0.188506042470 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased Carvana Co Carvana Co 100.00000000 70.00000000 USD 2024-08-16 XXXX -526593.43000000 N N N Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD -190.63000000 -0.00107268378 N/A DFE CORP US N 2 Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 -340000.00000000 CHF 381979.55000000 USD 2024-09-18 -190.63000000 N N N Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD 1984.20000000 0.011165184760 N/A DFE CORP US N 2 Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 -11160000.00000000 NOK 1049332.73000000 USD 2024-09-18 1984.20000000 N N N NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD 4196.07000000 0.023611479093 N/A DFE CORP US N 2 NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 -620000.00000000 CHF 701094.64000000 USD 2024-09-18 4196.07000000 N N N Simplify Managed Futures Strategy ETF 549300WB4VYZON2V0562 82889N699 79883.00000000 NS USD 2150450.36000000 12.10068319080 Long EC RF US N 1 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD 2171.57000000 0.012219524377 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -2298618.00000000 CNY 319045.12000000 USD 2024-09-19 2171.57000000 N N N Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD 32408.82000000 0.182365922367 N/A DFE CORP US N 2 Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 -391000000.00000000 JPY 2493059.01000000 USD 2024-09-18 32408.82000000 N N N Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD 8938.06000000 0.050294875162 N/A DFE CORP US N 2 Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 -14720000.00000000 NOK 1390387.02000000 USD 2024-09-18 8938.06000000 N N N Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD 23638.02000000 0.133012226926 N/A DFE CORP US N 2 Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 -2088831.10000000 USD 3160000.00000000 AUD 2024-09-18 23638.02000000 N N N NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD 2005.14000000 0.011283015104 N/A DFE CORP US N 2 NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 -630000.00000000 CHF 710144.01000000 USD 2024-09-18 2005.14000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 -200.00000000 NC USD -64000.00000000 -0.36013094680 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Written STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 4250.00000000 USD 2024-08-30 XXXX 96842.13000000 N N N Simplify Next Intangible Core Index ETF 529900FEHCU1E5QFD534 82889N475 36956.00000000 NS USD 968287.85000000 5.448600315681 Long EC RF US N 1 N N N Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD -272.35000000 -0.00153252599 N/A DFE CORP US N 2 Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 -254303.45000000 USD 380000.00000000 AUD 2024-09-18 -272.35000000 N N N Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD 382.48000000 0.002152232570 N/A DFE CORP US N 2 Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 -1405797.31000000 USD 1920000.00000000 CAD 2024-09-18 382.48000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 13.00000000 NC USD 936.00000000 0.005266915097 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 4940.00000000 USD 2024-07-12 XXXX 0.91000000 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD -31549.87000000 -0.17753257116 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -1034513.00000000 USD 5658268.85000000 BRL 2024-09-18 -31549.87000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 -13.00000000 NC USD -780.00000000 -0.00438909591 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Written STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 5250.00000000 USD 2024-07-05 XXXX 3889.74000000 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD -21622.53000000 -0.12167097189 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -656000.00000000 USD 3578873.60000000 BRL 2024-09-18 -21622.53000000 N N N FIDELITY INV MMTRSY 1 680 N/A 000000000 57421.54000000 NS USD 57421.54000000 0.323113649490 Long EC CORP US N 1 N N N NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD 8256.72000000 0.046460943611 N/A DFE CORP US N 2 NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 -7320000.00000000 SEK 701780.62000000 USD 2024-09-18 8256.72000000 N N N Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD -2158.40000000 -0.01214541618 N/A DFE CORP US N 2 Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 -1064117.10000000 USD 1450000.00000000 CAD 2024-09-18 -2158.40000000 N N N Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD -6832.24000000 -0.03844532906 N/A DFE CORP US N 2 Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 -1920000.00000000 CAD 1399347.55000000 USD 2024-09-18 -6832.24000000 N N N Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD 4143.35000000 0.023314821225 N/A DFE CORP US N 2 Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 -850000.00000000 GBP 1079280.70000000 USD 2024-09-18 4143.35000000 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD 9550.59000000 0.053741609676 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -1496000.00000000 USD 556850096.00000000 HUF 2024-09-18 9550.59000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 -13.00000000 NC USD -5538.00000000 -0.03116258099 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Written STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 5260.00000000 USD 2024-07-12 XXXX -917.26000000 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD 1295.29000000 0.007288656470 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -341353.39000000 SGD 254000.00000000 USD 2024-09-18 1295.29000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 13.00000000 NC USD 325.00000000 0.001828789964 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 4920.00000000 USD 2024-07-05 XXXX -1050.26000000 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD 7452.75000000 0.041936967403 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -1225321.00000000 USD 39639134.35000000 TWD 2024-09-18 7452.75000000 N N N 2024-08-20 Simplify Exchange Traded Funds Paul Kim Paul Kim Trustee, President and Treasurer