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Form NPORT-P Simplify Exchange Traded For: Mar 31

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StreetInsider.com Top Tickers, 4/25/2024

1. TSLA
2. META
3. ENPH
4. TXN
5. BA
6. SPOT
7. IBM
8. V
9. HCP
10. KMB


May 25, 2022 2:29 PM EDT 

  
    NPORT-P
    false
    
      
      
        
          0001810747
          XXXXXXXX
        
      
      
      
      
        S000073925
        C000231201
      
      
    
  
  
    
      Simplify Exchange Traded Funds
      811-23570
      0001810747
      549300LDDEMEUCZQEO55
      54W 40th Street
      New York
      
      10018
      646-741-2438
      Simplify Hedged Equity ETF
      S000073925
      549300GQLKCUCWQDC723
      2022-06-30
      2022-03-31
      N
    
    
      24401425.33
      553242.33
      23848183.00
      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
      170731.27000000
      N
      
        
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        CBOE GLOBAL MARKETS, INC.
        529900RLNSGA90UPEH54
        S&P 500 INDEX
        000000000
        
          
          
        
        -18.00000000
        NC
        USD
        -41760.00000000
        -0.17510768011
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              CBOE GLOBAL MARKETS, INC.
              529900RLNSGA90UPEH54
            
            Call
            Written
            
              
                STANDARD & POOR'S FINANCIAL SERVICES LLC
                STANDARD & POORS'S 500
                
                  
                  
                  
                
              
            
            100.00000000
            4620.00000000
            USD
            2022-04-14
            XXXX
            100995.89000000
          
        
        
          N
          N
          N
        
      
      
        CBOE GLOBAL MARKETS, INC.
        529900RLNSGA90UPEH54
        S&P 500 INDEX
        000000000
        
          
          
        
        -18.00000000
        NC
        USD
        -202500.00000000
        -0.84912129364
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              CBOE GLOBAL MARKETS, INC.
              529900RLNSGA90UPEH54
            
            Call
            Written
            
              
                STANDARD & POOR'S FINANCIAL SERVICES LLC
                STANDARD & POORS'S 500
                
                  
                  
                  
                
              
            
            100.00000000
            4555.00000000
            USD
            2022-05-20
            XXXX
            -42233.17000000
          
        
        
          N
          N
          N
        
      
      
        CBOE GLOBAL MARKETS, INC.
        529900RLNSGA90UPEH54
        S&P 500 INDEX
        000000000
        
          
          
        
        -18.00000000
        NC
        USD
        -259380.00000000
        -1.08763003034
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              CBOE GLOBAL MARKETS, INC.
              529900RLNSGA90UPEH54
            
            Call
            Written
            
              
                STANDARD & POOR'S FINANCIAL SERVICES LLC
                STANDARD & POORS'S 500
                
                  
                  
                  
                
              
            
            100.00000000
            4560.00000000
            USD
            2022-06-17
            XXXX
            -74702.59000000
          
        
        
          N
          N
          N
        
      
      
        CBOE GLOBAL MARKETS, INC.
        529900RLNSGA90UPEH54
        S&P 500 INDEX
        000000000
        
          
          
        
        -18.00000000
        NC
        USD
        -27720.00000000
        -0.11623527041
        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
            3520.00000000
            USD
            2022-06-17
            XXXX
            30088.05000000
          
        
        
          N
          N
          N
        
      
      
        CBOE GLOBAL MARKETS, INC.
        529900RLNSGA90UPEH54
        S&P 500 INDEX
        000000000
        
          
          
        
        18.00000000
        NC
        USD
        121500.00000000
        0.509472776185
        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
            4180.00000000
            USD
            2022-06-17
            XXXX
            -99281.65000000
          
        
        
          N
          N
          N
        
      
      
        CBOE GLOBAL MARKETS, INC.
        529900RLNSGA90UPEH54
        S&P 500 INDEX
        000000000
        
          
          
        
        18.00000000
        NC
        USD
        10800.00000000
        0.045286468994
        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
            4235.00000000
            USD
            2022-04-14
            XXXX
            -180063.39000000
          
        
        
          N
          N
          N
        
      
      
        CBOE GLOBAL MARKETS, INC.
        529900RLNSGA90UPEH54
        S&P 500 INDEX
        000000000
        
          
          
        
        18.00000000
        NC
        USD
        64620.00000000
        0.270964039482
        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
            4160.00000000
            USD
            2022-05-20
            XXXX
            -169302.35000000
          
        
        
          N
          N
          N
        
      
      
        CBOE GLOBAL MARKETS, INC.
        529900RLNSGA90UPEH54
        S&P 500 INDEX
        000000000
        
          
          
        
        -18.00000000
        NC
        USD
        -1800.00000000
        -0.00754774483
        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
            3570.00000000
            USD
            2022-04-14
            XXXX
            44506.37000000
          
        
        
          N
          N
          N
        
      
      
        CBOE GLOBAL MARKETS, INC.
        529900RLNSGA90UPEH54
        S&P 500 INDEX
        000000000
        
          
          
        
        -18.00000000
        NC
        USD
        -11160.00000000
        -0.04679601796
        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
            3500.00000000
            USD
            2022-05-20
            XXXX
            53107.32000000
          
        
        
          N
          N
          N
        
      
      
        iShares Core S&P 500 ETF
        5493007M4YMN8XL48C14
        iShares Core S&P 500 ETF
        464287200
        
          
          
        
        52974.00000000
        NS
        USD
        24033774.06000000
        100.7782188689
        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
Hedged
Equity
ETF
Schedule
of
Investments
March
31,
2022
(Unaudited)
1
Shares
Value
Exchange-Traded
Funds
–
100.8%
iShares
Core
S&P
500
ETF(a)(b)
(Cost
$24,346,497)
..........................................................
52,974
$
24,033,774‌
Number
of
Contracts
Notional
Amount
Purchased
Options
–
0.8%
Puts
–
Exchange-Traded
–
0.8%
S&P
500
Index,
April
Strike
Price
$4,235,
Expires
4/14/22
...............
18
$
7,623,000‌
10,800‌
S&P
500
Index,
May
Strike
Price
$4,160,
Expires
5/20/22
...............
18
7,488,000‌
64,620‌
S&P
500
Index,
June
Strike
Price
$4,180,
Expires
6/17/22
...............
18
7,524,000‌
121,500‌
196,920‌
Total
Purchased
Options
(Cost
$645,568)
..........................................................
196,920‌
Total
Investments
–
101.6%
(Cost
$24,992,065)
..........................................................................
$
24,230,694‌
Liabilities
in
Excess
of
Other
Assets
–
(1.6)%
.......................................................
(382,511‌)
Net
Assets
–
100.0%
..........................................................................
$
23,848,183‌
Number
of
Contracts
Notional
Amount
Written
Options
–
(2.3)%
Calls
–
Exchange-Traded
–
(2.2)%
S&P
500
Index,
April
Strike
Price
$4,620,
Expires
4/14/22
...............
(18)
$
(8,316,000‌)
$
(41,760‌)
S&P
500
Index,
May
Strike
Price
$4,555,
Expires
5/20/22
...............
(18)
(8,199,000‌)
(202,500‌)
S&P
500
Index,
June
Strike
Price
$4,560,
Expires
6/17/22
...............
(18)
(8,208,000‌)
(259,380‌)
(503,640‌)
Puts
–
Exchange-Traded
–
(0.1)%
S&P
500
Index,
April
Strike
Price
$3,570,
Expires
4/14/22
...............
(18)
(6,426,000‌)
(1,800‌)
S&P
500
Index,
May
Strike
Price
$3,500,
Expires
5/20/22
...............
(18)
(6,300,000‌)
(11,160‌)
S&P
500
Index,
June
Strike
Price
$3,520,
Expires
6/17/22
...............
(18)
(6,336,000‌)
(27,720‌)
(40,680‌)
Total
Written
Options
(Premiums
Received
$656,082)
.................................................
$
(544,320‌)
(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
$7,259,040
have
been
pledged
as
collateral
for
options
as
of
March
31,
2022.
Simplify
Hedged
Equity
ETF
Schedule
of
Investments
(Continued)
March
31,
2022
(Unaudited)
2
Summary
of
Schedule
of
Investments
Industry
%
of
Net
Assets
Exchange-Traded
Funds
...........................................................................
100.8‌%
Purchased
Options
...............................................................................
0.8‌%
Total
Investments
................................................................................
101.6‌%
Liabilities
in
Excess
of
Other
Assets
..................................................................
(1.6‌)%
Net
Assets
.....................................................................................
100.0‌%

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