NPORT-P
    false
    
      
      
        
          0001810747
          XXXXXXXX
        
      
      
      
      
        S000073384
        C000230231
      
      
    
  
  
    
      Simplify Exchange Traded Funds
      811-23570
      0001810747
      549300LDDEMEUCZQEO55
      54W 40th Street
      New York
      
      10018
      646-741-2438
      Simplify Risk Parity Treasury ETF
      S000073384
      5493007SH60KLAWORP05
      2022-06-30
      2022-03-31
      N
    
    
      44545354.24
      6531608.47
      38013745.77
      0.00000000
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      0.00000000
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      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      2985527.08000000
      
        
          USD
          
          
        
      
      
      
      N
      
        
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCR0
        
          
          
        
        22500000.00000000
        PA
        USD
        20613867.30000000
        54.22740348905
        Long
        DBT
        UST
        US
        N
        
        1
        
          2028-07-31
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        CBOT 10 Year US Treasury Note
        000000000
        
          
          
        
        775.00000000
        NC
        USD
        -2832908.75000000
        -7.45232729008
        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
                
                  
                  
                  
                
              
            
            2022-06-21
            98061033.75000000
            USD
            -2832908.75000000
          
        
        
          N
          N
          N
        
      
    
    
      2022-05-20
      Simplify Exchange Traded Funds
      Paul Kim
      Paul Kim
      Trustee, President and Treasurer
    
  
  XXXX
Simplify
Risk
Parity
Treasury
ETF
Schedule
of
Investments
March
31,
2022
(Unaudited)
1
Principal
Value
U.S.
Government
Obligations
–
54
.2
%
U.S.
Treasury
Note,
1.00%,
7/31/2028
(Cost
$
21,724,191
)
..........................................................
$
22,500,000‌
$
20,613,867‌
Total
Investments
–
54.2%
(Cost
$
21,724,191
)
..........................................................................
$
20,613,867‌
Other
Assets
in
Excess
of
Liabilities
–
45
.8
%
........................................................
17,399,879‌
Net
Assets
–
100.0%
..........................................................................
$
38,013,746‌
At
March
31,
2022,
open
futures
contracts
were
as
follows:
Number
of
Contracts
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
Long
position
contracts:
U.S.
Treasury
10
Year
Note
........................
775
$
95,228,125‌
6/21/22
$
(
2,832,909‌
)
Summary
of
Schedule
of
Investments
Industry
%
of
Net
Assets
U.S.
Government
Obligations
.......................................................................
54
.2‌
%
Total
Investments
................................................................................
54
.2‌
%
Other
Assets
in
Excess
of
Liabilities
..................................................................
45
.8‌
%
Net
Assets
.....................................................................................
100
.0‌
%