0001752724-24-183616.txt : 20240820 0001752724-24-183616.hdr.sgml : 20240820 20240820141031 ACCESSION NUMBER: 0001752724-24-183616 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: 241224426 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 S000075089 Simplify Aggregate Bond ETF C000233894 Simplify Aggregate Bond ETF AGGH NPORT-P 1 primary_doc.xml NPORT-P false 0001810747 XXXXXXXX S000075089 C000233894 Simplify Exchange Traded Funds 811-23570 0001810747 549300LDDEMEUCZQEO55 222 Broadway 22/F New York 10038 646-741-2438 Simplify Aggregate Bond ETF S000075089 549300B8RWCP96ER9S22 2024-06-30 2024-06-28 N 228150188.79 20812805.22 207337383.57 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 20035156.20000000 0.00000000 1486406.65000000 USD N N/A N/A BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -3000.00000000 NC USD -328125.00000000 -0.15825655477 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Put Written BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US Short US TREASURY N/B United States Treasury Note/Bond 2024-09-19 0.00000000 USD 100000.00000000 112.00000000 USD 2024-07-26 XXXX 87246.00000000 N N N Schwab US TIPS ETF 5493001H0ESLTZTZWE77 808524870 605686.00000000 NS USD 31501728.86000000 15.19346309748 Long EC RF US N 1 N N N iShares Core U.S. Aggregate Bond ETF 549300F7VSXTKBGHJE47 464287226 1692591.00000000 NS USD 164299808.37000000 79.24273256517 Long EC RF US N 1 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -688.00000000 NC USD -32250.00000000 -0.01555435852 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Call Written BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US Long US TREASURY N/B United States Treasury Note/Bond 2024-09-19 0.00000000 USD 100000.00000000 127.00000000 USD 2024-07-26 XXXX 20316.64000000 N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F062671 10000000.00000000 PA USD 10186602.20000000 4.913056210416 Long ABS-MBS USGSE US N 2 2054-07-15 Fixed 6.50000000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 912796Y52 10350000.00000000 PA USD 10343979.72000000 4.988960283907 Long DBT UST US N 1 2024-07-05 None 0.00000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -37.00000000 NC USD -98281.25000000 -0.04740160616 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 -4279281.25000000 USD -98281.25000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 281.00000000 NC USD 397824.05000000 0.191872803230 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 2024-09-19 30507785.33000000 USD 397824.05000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -812.00000000 NC USD -38062.50000000 -0.01835776035 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Call Written BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US Long US TREASURY N/B United States Treasury Note/Bond 2024-09-19 0.00000000 USD 1000.00000000 127.00000000 USD 2024-07-26 XXXX 23978.36000000 N N N 2024-08-20 Simplify Exchange Traded Funds Paul Kim Paul Kim Trustee, President and Treasurer