0001752724-24-183615.txt : 20240820 0001752724-24-183615.hdr.sgml : 20240820 20240820141030 ACCESSION NUMBER: 0001752724-24-183615 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20240630 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: 241224425 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 S000080585 Simplify Opportunistic Income ETF C000243094 Simplify Opportunistic Income ETF CRDT NPORT-P 1 primary_doc.xml NPORT-P false 0001810747 XXXXXXXX S000080585 C000243094 Simplify Exchange Traded Funds 811-23570 0001810747 549300LDDEMEUCZQEO55 222 Broadway 22/F New York 10038 646-741-2438 Simplify Opportunistic Income ETF S000080585 5493000ECJNWMYAROH65 2024-06-30 2024-06-30 N 90608971.00 15911164.33 74697806.67 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 13433515.63000000 0.00000000 3679394.12000000 MXN USD N ICE BofAML US High Yield Index H0A0 CHIMERA INVESTMENT CORP 2JBBQFJOL123LOUBE657 Chimera Investment Corp 16934Q406 24800.00000000 NS USD 611320.00000000 0.818390830002 Long EP CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 CDS CDX.NA.HY.41.V1 000000000 1.00000000 NC USD -1595481.93000000 -2.13591536502 N/A DCR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 IHS MARKIT LTD CDX.NA.HY.42.V1 Y Default Event 2029-06-20 0.00000000 USD -1745785.00000000 USD 25000000.00000000 USD 150303.07000000 N N N FLAGSTAR BANCORP INC 549300Q22V2Y3J4R2715 Flagstar Bancorp Inc 337930AD3 1000000.00000000 PA USD 858235.00000000 1.148942704290 Long DBT CORP US N 2 2030-11-01 Fixed 4.12500000 N N N N N N Diamond Sports Group LLC 5493002K6DHWNZH8YA34 DIAMOND SPORTS 12/02/24 25277BAL2 139993.38000000 PA USD 198615.61000000 0.265892157821 Long LON CORP US N 2 2027-08-02 Fixed 5.00000000 N N Y N N N KKR Static CLO Ltd, KKR Static N/A KKR Static CLO I LTD 48255RAA9 1000000.00000000 PA USD 1001030.51000000 1.340106965151 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 11.54456000 N N N N N N Rithm Capital Corp 549300WNTHGEO5LP2G31 Rithm Capital Corp 64828T201 35800.00000000 NS USD 390578.00000000 0.522877467775 Long EC CORP US N 1 N N N ANNALY CAPITAL MGMT 2DTL0G3FPRYUT58TI025 Annaly Capital Management Inc 035710870 24500.00000000 NS USD 624505.00000000 0.836041950681 Long EP CORP US N 1 N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 Fannie Mae or Freddie Mac 01F060675 3000000.00000000 PA USD 3011763.24000000 4.031929951176 Long ABS-MBS USGSE US N 2 2054-07-15 Fixed 6.00000000 N N N N N N Octane Receivables Trust N/A Octane Receivables Trust 2022-1 67571EAG2 12121.00000000 PA USD 1999965.00000000 2.677407930912 Long ABS-O CORP US N 3 2029-12-20 None 0.00000000 N N N N N N RITHM CAPITAL CORP 549300WNTHGEO5LP2G31 Rithm Capital Corp 64828T508 47696.00000000 NS USD 1128487.36000000 1.510736941695 Long EP CORP US N 1 N N N GLOBAL ATLANTIC FIN CO N/A Global Atlantic Fin Co 37959GAG2 1000000.00000000 PA USD 1008605.29000000 1.350247530634 Long DBT CORP US N 2 2054-10-15 Fixed 7.95000000 N N N N N N QVC INC 549300WBLU5NKPX5X472 QVC Inc 747262AZ6 600000.00000000 PA USD 439680.36000000 0.588612142177 Long DBT CORP US N 2 2028-09-01 Fixed 4.37500000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 Danske Bank A/S 23636ABF7 1000000.00000000 PA USD 1002814.95000000 1.342495843860 Long DBT CORP DK N 2 2026-01-09 Fixed 6.46600000 N N N N N N RITHM CAPITAL CORP 549300WNTHGEO5LP2G31 Rithm Capital Corp 64828TAA0 173000.00000000 PA USD 172408.95000000 0.230808584195 Long DBT CORP US N 2 2025-10-15 Fixed 6.25000000 N N N N N N QURATE RETAIL INC 549300PSXEKU4PHLCR04 Qurate Retail Inc 74915M308 18600.00000000 NS USD 782130.00000000 1.047058856032 Long EP CORP US N 1 N N N AZUL SECURED FINANCE LLP N/A Azul Secured Finance LLP 05501WAC6 1000000.00000000 PA USD 971592.40000000 1.300697360890 Long DBT CORP US N 2 2028-08-28 Fixed 11.93000000 N N N N N N OFFICE PPTY INCOME TRST N/A Office Properties Income Trust 67623CAG4 850000.00000000 PA USD 779469.47000000 1.043497131640 Long DBT CORP US N 2 2029-03-31 Fixed 9.00000000 N N N N N N Annaly Capital Management Inc 2DTL0G3FPRYUT58TI025 Annaly Capital Management Inc 035710839 93200.00000000 NS USD 1776392.00000000 2.378104631435 Long EC CORP US N 1 N N N Flagship Credit Auto Trust N/A Flagship Credit Auto Trust 2021-4 33845AAA5 167914.01100000 PA USD 166948.64000000 0.223498717623 Long ABS-O CORP US N 2 2026-07-17 Fixed 0.81000000 N N N N N N AZUL INVESTMENTS LLP 549300C6XNC8IDH04C74 Azul Investments LLP 000000000 650000.00000000 PA USD 546815.75000000 0.732037223550 Long DBT CORP US N 2 2026-06-15 Fixed 7.25000000 N N N N N N RITHM CAPITAL CORP 549300WNTHGEO5LP2G31 Rithm Capital Corp 64828T706 45564.00000000 NS USD 1054806.60000000 1.412098489932 Long EP CORP US N 1 N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 Fannie Mae or Freddie Mac 01F032674 11900000.00000000 PA USD 10553869.03000000 14.12875357455 Long ABS-MBS USGSE US N 2 2054-07-15 Fixed 3.50000000 N N N N N N Hertz Vehicle Financing LLC 5493004IHDYOZ9K9WF47 Hertz Vehicle Financing LLC 42806MBG3 1000000.00000000 PA USD 973310.50000000 1.302997428425 Long ABS-O CORP US N 2 2026-09-25 Fixed 6.56000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 Danske Bank A/S 000000000 350000.00000000 PA USD 350000.00000000 0.468554587614 Long DBT CORP DK N 2 N/A Fixed 7.00000000 N N N N N N Lumen Technologies Inc 8M3THTGWLTYZVE6BBY25 Lumen Technologies Inc 550241103 500000.00000000 NS USD 550000.00000000 0.736300066251 Long EC CORP US N 1 N N N FRONTIER COMMUNICATIONS N/A Frontier Communications Holdings LLC 35908MAE0 200000.00000000 PA USD 206916.00000000 0.277004117288 Long DBT CORP US N 2 2031-03-15 Fixed 8.62500000 N N N N N N Frontier Issuer LLC N/A Frontier Issuer LLC 35910EAB0 300000.00000000 PA USD 308605.20000000 0.413138234919 Long ABS-O CORP US N 2 2053-08-20 Fixed 8.30000000 N N N N N N DOMTAR CORP XYSIJOU3HNVROZWNA008 Domtar Corp 70478JAA2 600000.00000000 PA USD 535742.22000000 0.717212785599 Long DBT CORP US N 2 2028-10-01 Fixed 6.75000000 N N N N N N Navient Student Loan Trust N/A Navient Private Education Refi Loan Trust 2021-B 63942LAC6 2222.00000000 PA USD 844360.00000000 1.130367861710 Long ABS-O CORP US N 3 2069-07-15 None 0.00000000 N N N N N N FIRST REPUBLIC BANK YWC0TIKBQM2JV8L4IV08 First Republic Bank/CA 33616CAC4 1500000.00000000 PA USD 63750.00000000 0.085343871315 Long DBT CORP US N 2 2047-02-13 Fixed 4.62500000 N N N N N N GOTO GROUP INC 549300D12V5KRBV00592 GoTo Group Inc 38349YAB1 223300.00000000 PA USD 90436.50000000 0.121069819893 Long DBT CORP US N 2 2028-05-01 Fixed 5.50000000 N N N N N N WEWORK INC N/A WEWORK INC 000000000 20956.00000000 NS USD 419120.00000000 0.561087425031 Long EC CORP US N 1 N N N Avid Automobile Receivables Tr N/A Avid Automobile Receivables Trust 2023-1 05368QAA5 642813.94130000 PA USD 643199.89000000 0.861069312036 Long ABS-O CORP US N 2 2026-07-15 Fixed 6.63000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397XL2 1000000.00000000 PA USD 981608.18000000 1.314105759940 Long DBT CORP US N 2 2025-08-04 Fixed 4.13400000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 TRS MSSIQUA1A INDEX 000000000 1.00000000 NC USD -54591.71000000 -0.07308341761 N/A DE CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Custom Equity Basket MSSIQUA1A_INDEX Custom Equity Basket Rockwell Automation Inc 288.50574810 USD 79419.86234000 USD Bentley Systems Inc 1462.18180700 USD 72173.29401000 USD Crocs Inc 467.12364050 USD 68172.02409000 USD Allegion plc 643.55885560 USD 76036.47879000 USD AbbVie Inc 441.21634600 USD 75677.42766000 USD Crown Holdings Inc 957.41395730 USD 71222.02428000 USD Agilent Technologies Inc 568.97086460 USD 73755.69318000 USD Yum! Brands Inc 545.81389150 USD 72298.50807000 USD Kenvue Inc 3985.72471900 USD 72460.47539000 USD Lululemon Athletica Inc 239.57005020 USD 71559.57400000 USD CACI International Inc 173.69724050 USD 74712.39406000 USD Realty Income Corp 1408.04589800 USD 74372.98435000 USD Verisk Analytics Inc 279.71578040 USD 75397.38862000 USD AutoZone Inc 25.52869867 USD 75669.61573000 USD Agree Realty Corp 1216.11420800 USD 75326.11406000 USD HF Sinclair Corp 1425.66619300 USD 76045.03471000 USD LKQ Corp 1837.56843600 USD 76424.47125000 USD Stryker Corp 217.18610640 USD 73897.57269000 USD Digital Realty Trust Inc 500.69544710 USD 76130.74273000 USD Philip Morris International In 733.66116090 USD 74341.88544000 USD SS&C Technologies Holdings Inc 1223.16545000 USD 76655.77874000 USD First Industrial Realty Trust 1574.07103800 USD 74784.11501000 USD Trimble Inc 1348.72319700 USD 75420.60120000 USD IDEX Corp 374.13688330 USD 75276.34092000 USD Sempra 996.43248290 USD 75788.65465000 USD Aon PLC 249.57883230 USD 73271.35360000 USD Kraft Heinz Co/The 2274.44176000 USD 73282.51350000 USD ResMed Inc 355.25423480 USD 68002.76563000 USD Cheniere Energy Inc 481.99508870 USD 84267.20135000 USD Amphenol Corp 1083.11917400 USD 72969.73875000 USD Broadcom Inc 40.91492349 USD 65690.13711000 USD Accenture PLC 261.66953290 USD 79393.15299000 USD Booz Allen Hamilton Holding Co 490.34615730 USD 75464.27361000 USD Alliant Energy Corp 1502.11061200 USD 76457.43015000 USD Element Solutions Inc 2765.61372400 USD 75003.44421000 USD Fiserv Inc 499.81378470 USD 74492.24647000 USD Nasdaq Inc 1273.01610100 USD 76711.95023000 USD Intuit Inc 124.20252490 USD 81627.14142000 USD Core & Main Inc 1475.32152300 USD 72202.23534000 USD Grand Canyon Education Inc 545.28252500 USD 76290.47807000 USD Texas Pacific Land Corp 98.45936140 USD 72295.75529000 USD Adobe Inc 144.23777780 USD 80129.85507000 USD Cognizant Technology Solutions 1144.17622800 USD 77803.98347000 USD Ecolab Inc 308.43676790 USD 73407.95075000 USD Edison International 1042.01114400 USD 74826.82022000 USD Oracle Corp 531.94830050 USD 75111.10003000 USD Church & Dwight Co Inc 684.71917420 USD 70991.68398000 USD Cisco Systems Inc 1641.44227800 USD 77984.92262000 USD Sherwin-Williams Co/The 247.60018480 USD 73891.32315000 USD Omnicom Group Inc 831.70976860 USD 74604.36624000 USD Domino's Pizza Inc 140.50308950 USD 72545.96021000 USD AMETEK Inc 444.24039840 USD 74059.31681000 USD Interpublic Group of Cos Inc/T 2530.22911500 USD 73604.36496000 USD Procter & Gamble Co/The 445.22300860 USD 73426.17859000 USD Essential Utilities Inc 2017.70442300 USD 75320.90611000 USD Intercontinental Exchange Inc 550.00604860 USD 75290.32799000 USD Manhattan Associates Inc 321.94536060 USD 79417.48156000 USD Gaming and Leisure Properties 1714.59580800 USD 77516.87649000 USD Rollins Inc 1519.03469400 USD 74113.70272000 USD S&P Global Inc 172.63228260 USD 76993.99806000 USD Microsoft Corp 166.75868460 USD 74532.79410000 USD Match Group Inc 2441.16468300 USD 74162.58307000 USD IDEXX Laboratories Inc 148.66441310 USD 72429.30207000 USD Arthur J Gallagher & Co 286.29780560 USD 74239.88397000 USD STAG Industrial Inc 2105.46779300 USD 75923.16862000 USD Mettler-Toledo International I 51.77263113 USD 72356.91153000 USD Motorola Solutions Inc 196.02587970 USD 75675.79088000 USD Veralto Corp 742.07303350 USD 70845.71251000 USD Crane NXT Co 1207.98600400 USD 74194.50038000 USD Nordson Corp 322.62373800 USD 74829.34979000 USD Masco Corp 1076.86294700 USD 71794.45266000 USD Mastercard Inc 167.13032870 USD 73731.21581000 USD Broadridge Financial Solutions 379.94222950 USD 74848.61922000 USD EastGroup Properties Inc 448.66508770 USD 76317.93142000 USD Cigna Group/The 224.55802530 USD 74232.14644000 USD Pool Corp 218.70587580 USD 67214.87681000 USD Cboe Global Markets Inc 442.05779270 USD 75176.34823000 USD Home Depot Inc/The 213.88313720 USD 73627.13115000 USD O'Reilly Automotive Inc 71.71046037 USD 75730.54878000 USD Paychex Inc 600.98913630 USD 71253.27200000 USD Elevance Health Inc 140.42202620 USD 76089.07911000 USD Avantor Inc 3462.85326000 USD 73412.48911000 USD TopBuild Corp 179.87557250 USD 69300.66180000 USD NetApp Inc 591.70970490 USD 76212.20999000 USD Antero Midstream Corp 5203.49058000 USD 76699.45114000 USD Avery Dennison Corp 327.80412600 USD 71674.37216000 USD Pentair PLC 960.72648580 USD 73658.89966000 USD Chemed Corp 139.01393560 USD 75426.18115000 USD NRG Energy Inc 952.83878300 USD 74188.02764000 USD Molina Healthcare Inc 243.33708330 USD 72344.11485000 USD Sirius XM Holdings Inc 28358.65538000 USD 80254.99473000 USD Cintas Corp 105.80532110 USD 74091.23412000 USD Brown & Brown Inc 814.84773280 USD 72855.53579000 USD Birkenstock Holding Plc 1236.00505200 USD 67251.03488000 USD Amcor PLC 7519.05562200 USD 73536.36398000 USD UnitedHealth Group Inc 152.76711370 USD 77798.18033000 USD Deckers Outdoor Corp 72.93570078 USD 70598.11157000 USD Keurig Dr Pepper Inc 2158.66067900 USD 72099.26668000 USD nVent Electric PLC 950.56034580 USD 72822.42809000 USD Hershey Co/The 408.09907880 USD 75020.85365000 USD Y 2049-12-31 0.00000000 USD 0.00000000 USD -7482717.90000000 USD -54591.71000000 N N N GRUBHUB HOLDINGS INC N/A GrubHub Holdings Inc 40010PAA6 700000.00000000 PA USD 635083.05000000 0.850203075982 Long DBT CORP US N 2 2027-07-01 Fixed 5.50000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 Mexican Bonos 000000000 32400000.00000000 PA 1758856.57000000 2.354629470943 Long DBT NUSS MX N 2 2024-09-05 Fixed 8.00000000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 Egypt Government International Bond 000000000 750000.00000000 PA USD 528553.88000000 0.707589557930 Long DBT NUSS EG N 2 2048-02-21 Fixed 7.90300000 N N N N N N ISRAEL ELECTRIC CORP LTD 254900JW7GE35YNJGJ55 Israel Electric Corp Ltd 465077AK1 1000000.00000000 PA USD 993402.64000000 1.329895326630 Long DBT CORP IL N 2 2024-11-12 Fixed 5.00000000 N N N N N N VALARIS LTD N/A Valaris Ltd 91889FAC5 750000.00000000 PA USD 777075.65000000 1.040292459232 Long DBT CORP BM N 2 2030-04-30 Fixed 8.37500000 N N N N N N ARMOUR Residential REIT Inc 549300K0WA0EJUX74V72 ARMOUR Residential REIT Inc 042315705 15000.00000000 NS USD 290700.00000000 0.389168053199 Long EC CORP US N 1 N N N ALTICE FRANCE HOLDING SA 5299000JVHXKJPOE6H40 Altice France Holding SA 02156TAB0 2000000.00000000 PA USD 800559.60000000 1.071731066397 Long DBT CORP LU N 2 2027-05-15 Fixed 10.50000000 N N N N N N STARWOOD PROPERTY TRUST BUGSFQZERKRBFWIG5267 Starwood Property Trust Inc 85571BBB0 1000000.00000000 PA USD 1010612.00000000 1.352933968281 Long DBT CORP US N 2 2029-04-01 Fixed 7.25000000 N N N N N N Frontier Issuer LLC N/A Frontier Issuer LLC 35910EAC8 300000.00000000 PA USD 303896.40000000 0.406834435370 Long ABS-O CORP US N 2 2053-08-20 Fixed 11.50000000 N N N N N N SIGNATURE BANK NEW YORK VLP5AP0XK2GM6GKD1007 Signature Bank/New York NY 82669GCK8 750000.00000000 PA USD 402774.38000000 0.539205095779 Long DBT CORP US N 2 2030-10-15 Fixed 4.00000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 TRS MSSIJNK1A INDEX 000000000 1.00000000 NC USD -43368.06000000 -0.05805800991 N/A DE CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Custom Equity Basket MSSIJNK1A_INDEX Custom Equity Basket Sotera Health Co -4580.98746200 USD -54376.32118000 USD Spirit AeroSystems Holdings In -1724.98117400 USD -56700.13118000 USD Silgan Holdings Inc -542.84401390 USD -22978.58711000 USD MP Materials Corp -3920.84216500 USD -49912.32076000 USD Alaska Air Group Inc -1270.41532100 USD -51324.77898000 USD Carnival Corp -3467.87863200 USD -64918.68799000 USD Seaboard Corp -7.65870088 USD -24207.16224000 USD Maravai LifeSciences Holdings -7220.46098700 USD -51698.50067000 USD Darling Ingredients Inc -1482.67097600 USD -54488.15836000 USD Advance Auto Parts Inc -809.31707970 USD -51254.05066000 USD Petco Health & Wellness Co Inc -14955.75247000 USD -56532.74434000 USD Sylvamo Corp -749.64279420 USD -51425.49568000 USD Peloton Interactive Inc -13221.93059000 USD -44690.12541000 USD Sabre Corp -12360.31222000 USD -33002.03363000 USD Hanesbrands Inc -9647.93504700 USD -47564.31978000 USD Nordstrom Inc -2399.49951200 USD -50917.37965000 USD Gap Inc/The -1996.62176100 USD -47699.29387000 USD Cable One Inc -144.36963090 USD -51106.84932000 USD Graphic Packaging Holding Co -1885.78579400 USD -49426.44567000 USD Walgreens Boots Alliance Inc -3528.67922200 USD -42679.37518000 USD Leggett & Platt Inc -3865.84141900 USD -44302.54266000 USD Xerox Holdings Corp -2880.52742600 USD -33471.72869000 USD Baxter International Inc -1563.96274500 USD -52314.55381000 USD AT&T Inc -3771.97730800 USD -72082.48635000 USD JetBlue Airways Corp -6622.32367900 USD -40329.95121000 USD Air Lease Corp -1146.21212400 USD -54479.46225000 USD Driven Brands Holdings Inc -4559.12784700 USD -58037.69749000 USD MKS Instruments Inc -382.84381360 USD -49991.74518000 USD Fortrea Holdings Inc -2159.04153900 USD -50392.02952000 USD WESCO International Inc -314.38274760 USD -49835.95315000 USD Newell Brands Inc -7648.09933000 USD -49024.31671000 USD PBF Energy Inc -886.17857100 USD -40781.93784000 USD Southwest Airlines Co -1884.47931800 USD -53914.95330000 USD Ryder System Inc -436.50061940 USD -54073.69674000 USD MGM Resorts International -1205.38523700 USD -53567.31992000 USD MasTec Inc -481.12352610 USD -51475.40605000 USD O-I Glass Inc -2282.13972200 USD -25400.21511000 USD Frontier Communications Parent -2107.60909400 USD -55177.20607000 USD Lithia Motors Inc -203.66391340 USD -51414.95495000 USD Hertz Global Holdings Inc -16030.17056000 USD -56586.50207000 USD Viatris Inc -5299.60389200 USD -56334.78937000 USD Victoria's Secret & Co -2722.50967200 USD -48106.74590000 USD Coherent Corp -707.52888210 USD -51267.54280000 USD Sunrun Inc -4083.35198000 USD -48428.55448000 USD Dun & Bradstreet Holdings Inc -4156.82798200 USD -38492.22711000 USD Penn Entertainment Inc -2836.13247900 USD -54893.34413000 USD United Airlines Holdings Inc -1077.38486900 USD -52425.54772000 USD Nexstar Media Group Inc -343.91704980 USD -57093.66944000 USD Scotts Miracle-Gro Co/The -809.09441620 USD -52639.68272000 USD VF Corp -3780.57833500 USD -51037.80752000 USD Berry Global Group Inc -872.14759140 USD -51325.88576000 USD Viasat Inc -3775.67395800 USD -47951.05927000 USD Paramount Global -5328.81734600 USD -55366.41223000 USD Lumentum Holdings Inc -1054.71501700 USD -53706.08867000 USD Kohl's Corp -2399.45412900 USD -55163.45042000 USD Travel + Leisure Co -1179.80048200 USD -53067.42566000 USD FedEx Corp -71.75829677 USD -21516.00770000 USD BILL Holdings Inc -960.97350710 USD -50566.42594000 USD GXO Logistics Inc -1090.31881000 USD -55061.09990000 USD Avis Budget Group Inc -495.00248270 USD -51737.65949000 USD NCR Voyix Corp -4320.59951100 USD -53359.40396000 USD RingCentral Inc -1847.83908600 USD -52109.06222000 USD Caesars Entertainment Inc -1470.58211400 USD -58440.93323000 USD Elanco Animal Health Inc -2872.81359100 USD -41454.70012000 USD Teladoc Health Inc -5178.38836200 USD -50644.63818000 USD Sealed Air Corp -1430.77497900 USD -49776.66152000 USD Macy's Inc -2830.45856200 USD -54344.80439000 USD ICU Medical Inc -439.90584120 USD -52238.81864000 USD CVS Health Corp -996.70251330 USD -58865.25044000 USD RH -96.52743940 USD -23595.16729000 USD Jazz Pharmaceuticals PLC -456.19705750 USD -48689.91195000 USD Wynn Resorts Ltd -410.04864630 USD -36699.35384000 USD ADT Inc -7258.23084900 USD -55162.55445000 USD ZoomInfo Technologies Inc -4342.46007600 USD -55453.21517000 USD Perrigo Co PLC -1987.34889500 USD -51035.11964000 USD Delta Air Lines Inc -1128.03729400 USD -53514.08922000 USD Vestis Corp -4406.77191300 USD -53894.82050000 USD Kosmos Energy Ltd -6442.67105000 USD -35692.39762000 USD Alnylam Pharmaceuticals Inc -331.22149620 USD -80486.82358000 USD Wendy's Co/The -2978.90996300 USD -50522.31298000 USD Concentrix Corp -889.86823490 USD -56310.86191000 USD Clarivate PLC -6081.41013600 USD -34603.22368000 USD Organon & Co -2553.65297000 USD -52860.61648000 USD Wayfair Inc -491.58836250 USD -25921.45435000 USD Charter Communications Inc -195.27434180 USD -58379.21724000 USD International Paper Co -1189.21697700 USD -51314.71258000 USD Envista Holdings Corp -3032.72036900 USD -50434.13974000 USD Integra LifeSciences Holdings -1790.75080400 USD -52182.47842000 USD Marriott Vacations Worldwide C -551.79928440 USD -48183.11351000 USD Novocure Ltd -2692.80961400 USD -46127.82869000 USD Warner Bros Discovery Inc -7546.87438600 USD -56148.74543000 USD DaVita Inc -374.25155080 USD -51860.03740000 USD Mosaic Co/The -1913.32175700 USD -55294.99876000 USD Whirlpool Corp -566.78459860 USD -57925.38598000 USD DXC Technology Co -2895.04627400 USD -55266.43338000 USD Norwegian Cruise Line Holdings -3177.57941200 USD -59706.71715000 USD Solventum Corp -971.46767980 USD -51371.21091000 USD Kyndryl Holdings Inc -2054.77387200 USD -54061.10056000 USD Alcoa Corp -1390.94749400 USD -55331.89133000 USD Chemours Co/The -2140.71452100 USD -48315.92675000 USD QuidelOrtho Corp -1446.18571100 USD -48042.28932000 USD Pediatrix Medical Group Inc -2333.43906000 USD -17617.46490000 USD FMC Corp -949.03686400 USD -54617.07152000 USD American Airlines Group Inc -4648.55163200 USD -52668.08999000 USD Wolfspeed Inc -1937.59374100 USD -44099.63355000 USD APA Corp -1902.29080900 USD -56003.44143000 USD Y 2049-12-31 0.00000000 USD 0.00000000 USD 5219632.86000000 USD -43368.06000000 N N N Central and Eastern Europe Fund Inc 549300TSXFIOF89ZI608 Central and Eastern Europe Fund Inc 153436100 40423.00000000 NS USD 430909.18000000 0.576869923241 Long EC RF US N 1 N N N URBAN ONE INC 549300PLGIGPBRQUP240 Urban One Inc 91705JAC9 350000.00000000 PA USD 272691.85000000 0.365060049493 Long DBT CORP US N 2 2028-02-01 Fixed 7.37500000 N N N N N N CROWDSTRIKE HOLDINGS INC 549300YBY08K9KM4HX32 Crowdstrike Holdings Inc 22788CAA3 500000.00000000 PA USD 451282.65000000 0.604144445624 Long DBT CORP US N 2 2029-02-15 Fixed 3.00000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 Sabine Pass Liquefaction LLC 785592AM8 600000.00000000 PA USD 598870.26000000 0.801724022026 Long DBT CORP US N 2 2025-03-01 Fixed 5.62500000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 NRG Energy Inc 629377CU4 767000.00000000 PA USD 839535.19000000 1.123908756396 Long DBT CORP US N 2 N/A Fixed 10.25000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 CDS ITALY 000000000 1.00000000 NC USD -208489.69000000 -0.27911085919 N/A DCR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 ITALY GOV'T INT BOND Republic of Italy Government International Bond Y Default Event 2029-06-20 0.00000000 USD -362428.34000000 USD 22500000.00000000 USD 153938.65000000 N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 Santander UK Group Holdings PLC 80281LAS4 1000000.00000000 PA USD 1013662.72000000 1.357018050714 Long DBT CORP GB N 2 2026-11-21 Fixed 6.83300000 N N N N N N Jack in the Box Funding, LLC N/A Jack in the Box Funding LLC 466365AD5 955000.00000000 PA USD 890743.40000000 1.192462589879 Long ABS-O CORP US N 2 2052-02-26 Fixed 3.44500000 N N N N N N ARES CLO Ltd N/A Ares LIV CLO Ltd 04017XAA8 1000000.00000000 PA USD 1002882.00000000 1.342585605532 Long ABS-CBDO CORP KY N 2 2032-10-15 Floating 12.93017000 N N N N N N RITHM CAPITAL CORP 549300WNTHGEO5LP2G31 Rithm Capital Corp 64828TAB8 1000000.00000000 PA USD 971641.20000000 1.300762690787 Long DBT CORP US N 2 2029-04-01 Fixed 8.00000000 N N N N N N APOLLO CMMRL REAL EST FI 549300E0AN7M2AQHSY29 Apollo Commercial Real Estate Finance Inc 03762UAD7 400000.00000000 PA USD 335835.32000000 0.449591942483 Long DBT CORP US N 2 2029-06-15 Fixed 4.62500000 N N N N N N FRANKLIN BSP REALTY TRST 549300LH3QNZK9Y1KC93 Franklin BSP Realty Trust Inc 35243J200 11300.00000000 NS USD 244984.00000000 0.327966791692 Long EP CORP US N 1 N N N Anchorage Capital CLO LTD 549300ZNOS7Q8W8H3S38 Anchorage Capital CLO 19 Ltd 03328KAA2 1000000.00000000 PA USD 989097.00000000 1.324131248417 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 13.04017000 N N N N N N PENNYMAC CORP EWN0I878407TKQNXZ933 PennyMac Corp 70932AAG8 1000000.00000000 PA USD 970966.00000000 1.299858782051 Long DBT CORP US N 2 2029-06-01 Fixed 8.50000000 N N N N N PennyMac Mortgage Investment T PennyMac Mortgage Investment Trust USD XXXX N N N UNITI GROUP/CSL CAPITAL N/A Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC 91327TAA9 650000.00000000 PA USD 637217.51000000 0.853060536054 Long DBT CORP US N 2 2028-02-15 Fixed 10.50000000 N N N N N N TENNECO INC 549300U0EXXFAQFAD785 Tenneco Inc 880349AU9 1000000.00000000 PA USD 910998.20000000 1.219578245482 Long DBT CORP US N 2 2028-11-17 Fixed 8.00000000 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 Liberty Mutual Group Inc 53079EBM5 1500000.00000000 PA USD 1400337.26000000 1.874669849660 Long DBT CORP US N 2 2051-12-15 Fixed 4.12500000 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Deutsche Bank AG 251525AN1 400000.00000000 PA USD 394660.44000000 0.528342742034 Long DBT CORP DE N 2 N/A Fixed 7.50000000 N N N N N N MC BRAZIL DWNSTRM 213800T2A7R9TYNXZI63 MC Brazil Downstream Trading SARL 55292WAA8 404069.36590000 PA USD 358343.42000000 0.479724152521 Long DBT CORP LU N 2 2031-06-30 Fixed 7.25000000 N N N N N N Qurate Retail Inc 549300PSXEKU4PHLCR04 Qurate Retail Inc 74915M100 350000.00000000 NS USD 220500.00000000 0.295189390197 Long EC CORP US N 1 N N N TREASURY BILL 254900HROIFWPRGM1V77 United States Treasury Bill 912797KL0 15200000.00000000 PA USD 15024085.38000000 20.11315465576 Long DBT UST US N 1 2024-09-19 None 0.00000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 US 5YR NOTE (CBT) 000000000 110.00000000 NC USD 67804.66000000 0.090771955727 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2024-09-30 11655789.09000000 USD 67804.66000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 US ULTRA BOND CBT 000000000 -6.00000000 NC USD 4312.50000000 0.005773261883 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2024-09-19 -756375.00000000 USD 4312.50000000 N N N UNITI GROUP/CSL CAPITAL N/A Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC 91327BAB6 800000.00000000 PA USD 655114.40000000 0.877019592950 Long DBT CORP US N 2 2028-04-15 Fixed 4.75000000 N N N N N N AGNC Investment Corp 5TRACI5HRMELWV32OF39 AGNC Investment Corp 00123Q104 180000.00000000 NS USD 1717200.00000000 2.298862679578 Long EC CORP US N 1 N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 313586752 50000.00000000 NS USD 256500.00000000 0.343383576352 Long EP USGSE US N 1 N N N CLEAR CHANNEL OUTDOOR HO N/A Clear Channel Outdoor Holdings Inc 18453HAC0 500000.00000000 PA USD 438219.85000000 0.586656917432 Long DBT CORP US N 2 2028-04-15 Fixed 7.75000000 N N N N N N CARVANA CO 5493003WEAK2PJ5WS063 Carvana Co 146869AB8 1500000.00000000 PA USD 1473350.25000000 1.972414339431 Long DBT CORP US N 2 2025-10-01 Fixed 5.62500000 N N N N N N LUMEN TECHNOLOGIES INC 8M3THTGWLTYZVE6BBY25 Lumen Technologies Inc 156700AM8 1550000.00000000 PA USD 428075.59000000 0.573076518687 Long DBT CORP US N 2 2039-09-15 Fixed 7.60000000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 United States Treasury Bill 912796Y52 5500000.00000000 PA USD 5496800.82000000 7.358717832618 Long DBT UST US N 1 2024-07-05 None 0.00000000 N N N N N N FIGRE Trust N/A FIGRE Trust 2024-HE2 316927AA0 975442.95000000 PA USD 984528.23000000 1.318014910865 Long ABS-O CORP US N 2 2054-05-25 Variable 6.38000000 N N N N N N ADAMS OUTDOOR ADVERTISING 549300BTFXNHDCUHER30 Adams Outdoor Advertising LP 006346AX8 500000.00000000 PA USD 514593.90000000 0.688900950296 Long ABS-O CORP US N 2 2053-07-15 Fixed 8.81000000 N N N N N N VERITONE INC 549300XTAS2FCSL4EL89 Veritone Inc 92347MAB6 1444000.00000000 PA USD 518403.15000000 0.694000497618 Long DBT CORP US N 2 2026-11-15 Fixed 1.75000000 N N N N Y Veritone Inc Veritone Inc USD XXXX N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 US 2YR NOTE (CBT) 000000000 700.00000000 NC USD 23913.98000000 0.032014300106 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2024-09-30 142929211.02000000 USD 23913.98000000 N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 Mexican Bonos 000000000 14000000.00000000 PA 760518.71000000 1.018127230107 Long DBT NUSS MX N 2 2024-12-05 Fixed 10.00000000 N N N N N N SIERRACOL ENRGY ANDINA N/A SierraCol Energy Andina LLC 82653LAA9 1000000.00000000 PA USD 894621.40000000 1.197654174709 Long DBT CORP US N 2 2028-06-15 Fixed 6.00000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 US LONG BOND(CBT) 000000000 -179.00000000 NC USD 182250.00000000 0.243983067408 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2024-09-19 -21360187.50000000 USD 182250.00000000 N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 Enterprise Products Operating LLC 29379VBR3 550000.00000000 PA USD 514391.74000000 0.688630313166 Long DBT CORP US N 2 2078-02-15 Fixed 5.37500000 N N N N N N AGNC INVESTMENT CORP 5TRACI5HRMELWV32OF39 AGNC Investment Corp 00123Q500 23400.00000000 NS USD 608166.00000000 0.814168483804 Long EP CORP US N 1 N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp 313400665 37500.00000000 NS USD 151875.00000000 0.203319222840 Long EP USGSE US N 1 N N N SILVERGATE CAP CORP BPE6FTXDZEBNAGIT2T19 Silvergate Capital Corp 82837P507 10000.00000000 NS USD 132500.00000000 0.177381379597 Long EP CORP US N 1 N N N 2024-08-20 Simplify Exchange Traded Funds Paul Kim Paul Kim Trustee, President and Treasurer