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
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New York
10038
646-741-2438
Simplify Opportunistic Income ETF
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2024-06-30
2024-06-30
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0.00000000
0.00000000
0.00000000
0.00000000
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0.00000000
0.00000000
13433515.63000000
0.00000000
3679394.12000000
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USD
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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
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000000000
1.00000000
NC
USD
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DCR
CORP
US
N
2
MORGAN STANLEY & CO. LLC
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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
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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