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Form NPORT-P Simplify Exchange Traded For: Mar 31

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May 25, 2022 2:26 PM EDT 

  
    NPORT-P
    false
    
      
      
        
          0001810747
          XXXXXXXX
        
      
      
      
      
        S000073861
        C000231092
      
      
    
  
  
    
      Simplify Exchange Traded Funds
      811-23570
      0001810747
      549300LDDEMEUCZQEO55
      54W 40th Street
      New York
      
      10018
      646-741-2438
      Simplify Developed Ex-US Plus Downside Convexity ETF
      S000073861
      549300WWAZTCWNYBIH04
      2022-06-30
      2022-03-31
      N
    
    
      40484849.16
      35124.51
      40449724.65
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      13098.29000000
      N
      
        
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        NEW YORK STOCK EXCHANGE
        549300HIIRNTNKXV3M12
        ISHARES MSCI EAFE ETF
        000000000
        
          
          
        
        3323.00000000
        NC
        USD
        139566.00000000
        0.345035723253
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              NEW YORK STOCK EXCHANGE
              549300HIIRNTNKXV3M12
            
            Put
            Purchased
            
              
                iShares MSCI EAFE ETF
                iShares MSCI EAFE ETF
                
                  
                  
                  
                
              
            
            100.00000000
            40.00000000
            USD
            2022-12-16
            XXXX
            -77821.65000000
          
        
        
          N
          N
          N
        
      
      
        NEW YORK STOCK EXCHANGE
        549300HIIRNTNKXV3M12
        ISHARES MSCI EAFE ETF
        000000000
        
          
          
        
        -9330.00000000
        NC
        USD
        -27990.00000000
        -0.06919700997
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              NEW YORK STOCK EXCHANGE
              549300HIIRNTNKXV3M12
            
            Put
            Written
            
              
                iShares MSCI EAFE ETF
                iShares MSCI EAFE ETF
                
                  
                  
                  
                
              
            
            100.00000000
            60.00000000
            USD
            2022-04-14
            XXXX
            311743.16000000
          
        
        
          N
          N
          N
        
      
      
        NEW YORK STOCK EXCHANGE
        549300HIIRNTNKXV3M12
        ISHARES MSCI EAFE ETF
        000000000
        
          
          
        
        2461.00000000
        NC
        USD
        68908.00000000
        0.170354682500
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              NEW YORK STOCK EXCHANGE
              549300HIIRNTNKXV3M12
            
            Put
            Purchased
            
              
                iShares MSCI EAFE ETF
                iShares MSCI EAFE ETF
                
                  
                  
                  
                
              
            
            100.00000000
            40.00000000
            USD
            2022-09-16
            XXXX
            -56483.61000000
          
        
        
          N
          N
          N
        
      
      
        NEW YORK STOCK EXCHANGE
        549300HIIRNTNKXV3M12
        ISHARES MSCI EAFE ETF
        000000000
        
          
          
        
        1845.00000000
        NC
        USD
        22140.00000000
        0.054734612390
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              NEW YORK STOCK EXCHANGE
              549300HIIRNTNKXV3M12
            
            Put
            Purchased
            
              
                iShares MSCI EAFE ETF
                iShares MSCI EAFE ETF
                
                  
                  
                  
                
              
            
            100.00000000
            40.00000000
            USD
            2022-06-17
            XXXX
            -30652.86000000
          
        
        
          N
          N
          N
        
      
      
        NEW YORK STOCK EXCHANGE
        549300HIIRNTNKXV3M12
        ISHARES MSCI EAFE ETF
        000000000
        
          
          
        
        4179.00000000
        NC
        USD
        196413.00000000
        0.485573144686
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              NEW YORK STOCK EXCHANGE
              549300HIIRNTNKXV3M12
            
            Put
            Purchased
            
              
                iShares MSCI EAFE ETF
                iShares MSCI EAFE ETF
                
                  
                  
                  
                
              
            
            100.00000000
            40.00000000
            USD
            2023-01-20
            XXXX
            -81735.56000000
          
        
        
          N
          N
          N
        
      
      
        NEW YORK STOCK EXCHANGE
        549300HIIRNTNKXV3M12
        ISHARES MSCI EAFE ETF
        000000000
        
          
          
        
        10000.00000000
        NC
        USD
        60000.00000000
        0.148332282899
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              NEW YORK STOCK EXCHANGE
              549300HIIRNTNKXV3M12
            
            Put
            Purchased
            
              
                iShares MSCI EAFE ETF
                iShares MSCI EAFE ETF
                
                  
                  
                  
                
              
            
            100.00000000
            65.00000000
            USD
            2022-04-14
            XXXX
            -778944.33000000
          
        
        
          N
          N
          N
        
      
      
        iShares Core MSCI EAFE ETF
        5493009FT582MI7Y3I36
        iShares Core MSCI EAFE ETF
        46432F842
        
          
          
        
        575237.00000000
        NS
        USD
        39984723.87000000
        98.85042287920
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
    
    
      
    
    
      2022-05-20
      Simplify Exchange Traded Funds
      Paul Kim
      Paul Kim
      Trustee, President and Treasurer
    
  
  XXXX
Simplify
Developed
Ex-US
PLUS
Downside
Convexity
ETF
Schedule
of
Investments
March
31,
2022
(Unaudited)
1
Shares
Value
Exchange-Traded
Funds
–
98
.9
%
iShares
Core
MSCI
EAFE
ETF(a)(b)
(Cost
$
39,929,662
)
..........................................................
575,237
$
39,984,724‌
Number
of
Contracts
Notional
Amount
Purchased
Options
–
1
.2
%
Puts
–
Exchange-Traded
–
1
.2
%
iShares
MSCI
EAFE
ETF
,
April
Strike
Price
$
65
,
Expires
4/14/22
..........
10,000
$
65,000,000‌
60,000‌
iShares
MSCI
EAFE
ETF
,
June
Strike
Price
$
40
,
Expires
6/17/22
.........
1,845
7,380,000‌
22,140‌
iShares
MSCI
EAFE
ETF
,
September
Strike
Price
$
40
,
Expires
9/16/22
....
2,461
9,844,000‌
68,908‌
iShares
MSCI
EAFE
ETF
,
December
Strike
Price
$
40
,
Expires
12/16/22
....
3,323
13,292,000‌
139,566‌
iShares
MSCI
EAFE
ETF
,
January
Strike
Price
$
40
,
Expires
1/20/23
.......
4,179
16,716,000‌
196,413‌
487,027‌
Total
Purchased
Options
(Cost
$
1,512,665
)
.........................................................
487,027‌
Total
Investments
–
100.1%
(Cost
$
41,442,327
)
..........................................................................
$
40,471,751‌
Liabilities
in
Excess
of
Other
Assets
–
(
0
.1
)
%
.......................................................
(
22,026‌
)
Net
Assets
–
100.0%
..........................................................................
$
40,449,725‌
Number
of
Contracts
Notional
Amount
Written
Option
–
(0.1)%
Puts
–
Exchange-Traded
–
(0.1)%
iShares
MSCI
EAFE
ETF,
April
Strike
Price
$60,
Expires
4/14/22
(Premiums
Received
$
339,733
)
..................................
(9,330)
$
(
55,980,000‌
)
$
(
27,990‌
)
(a)
A
copy
of
the
security's
annual
report
to
shareholders
may
be
obtained
without
charge
at
www.ishares.com.
(b)
Securities
with
an
aggregate
market
value
of
$9,731,400
have
been
pledged
as
collateral
for
options
as
of
March
31,
2022.
Summary
of
Schedule
of
Investments
Industry
%
of
Net
Assets
Exchange-Traded
Funds
...........................................................................
98
.9‌
%
Purchased
Options
...............................................................................
1
.2‌
%
Total
Investments
................................................................................
100
.1‌
%
Liabilities
in
Excess
of
Other
Assets
..................................................................
(
0
.1‌
)
%
Net
Assets
.....................................................................................
100
.0‌
%

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