NPORT-EX 2 865130SIMPLIFY093023.htm
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
September
30,
2023
(Unaudited)
1
Principal
Value
U.S.
Treasury
Bills
–
99
.3
%
U.S.
Treasury
Bill
,
5
.47
%
,
12/19/2023
(a)
.......................................
$
112,000,000‌
$
110,714,473‌
U.S.
Treasury
Bill
,
5
.46
%
,
12/21/2023
(a)
.......................................
6,500,000‌
6,423,390‌
U.S.
Treasury
Bill
,
5
.54
%
,
3/28/2024
(a)
........................................
1,900,000‌
1,850,108‌
Total
U.S.
Treasury
Bills
(Cost
$
118,962,224
)
.......................................
118,987,971‌
Total
Investments
–
99.3%
(Cost
$
118,962,224
)
...........................................................
$
118,987,971‌
Other
Assets
in
Excess
of
Liabilities
–
0
.7
%
...........................................
882,503‌
Net
Assets
–
100.0%
............................................................
$
119,870,474‌
(a)
Represents
a
zero
coupon
bond.
Rate
shown
reflects
the
effective
yield.
At
September
30,
2023,
over
the
counter
total
return
swap
contracts
outstanding
were
as
follows:
Reference
Obligation/Index
Termination
Date(a)
Financing
Rate
Paid
(Received)
by
the
Fund
Counterparty
Notional
Amount
Unrealized
Appreciation/
(Depreciation)(b)
AIJPMTRS*
7/15/2024
–%(c)
JP
Morgan
(3,496,231)
$
7,041‌
BNPIDTRS*
7/15/2024
(0.66)%(c)
BNP
Paribas
(4,759,976)
(
34,129‌
)
BNPXDTRS*
7/15/2024
0.99%(c)
BNP
Paribas
(6,182,891)
70,422‌
BPMMMTRS*
7/15/2024
0.14%(c)
BNP
Paribas
(17,702,536)
21,003‌
GSISSTRS*
7/15/2024
–%(c)
Goldman
Sachs
(8,281,332)
25,660‌
GSIVVTRS*
7/15/2024
–%(c)
Goldman
Sachs
(11,584,332)
(
80,346‌
)
GSVIKTRS*
7/17/2024
–%(c)
Goldman
Sachs
(12,986,804)
(
101,922‌
)
GSVLFTRS*
7/15/2024
–%(c)
Goldman
Sachs
(8,432,662)
383,060‌
MQIS2TRS*
7/16/2024
–%(c)
Macquarie
Bank
(7,012,566)
–‌
MQIS6TRS*
7/16/2024
–%(c)
Macquarie
Bank
(11,706,409)
(
5,886‌
)
MQISBTRS*
7/16/2024
–%(c)
Macquarie
Bank
(17,891,457)
(
39,503‌
)
VMACBTRS*
7/16/2024
–%(c)
Macquarie
Bank
(8,431,752)
(
21,054‌
)
$
224,346‌
*
The
components
of
the
basket
shown
below.
(a)
The
Fund
pays/receives
annual
coupon
payments
in
accordance
with
the
swap
contract.
On
the
termination
date
of
the
swap
contract(s),
the
Fund
will
either
receive
from
or
pay
to
the
counterparty
an
amount
equal
to
the
net
of
the
accrued
financing
fees
and
the
value
of
the
reference
security
subtracted
from
the
original
notional
cost
(notional
multiplied
by
the
price
change
of
the
reference
security).
(b)
There
are
no
upfront
payments
on
the
swap
contracts,
therefore
the
unrealized
gain
(loss)
on
the
swap
contracts
is
equal
to
their
market
value.
(c)
Payments
made
quarterly.
*
The
following
table
shows
the
individual
positions
and
related
values
of
the
securities
within
the
AIJPMTRS
basket
-
Long.
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
JPM
2
L
MM
Fut
IdxUSD
.................
$
509‌
—
—
100
.0
%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
2
*
The
following
table
shows
the
individual
positions
and
related
values
of
the
securities
within
the
AIJPMTRS
basket
-
Short.
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
AUD
IRS
3y
............................
$
(
3,283‌
)
—
—
1
.8
%
CAD
IRS
3y
............................
(
7,618‌
)
—
—
4
.2
CHF
IRS
3y
............................
(
1,989‌
)
—
—
1
.1
JPM
2
ED
MM
Fut
IdxUSD
................
(
26,528‌
)
—
—
14
.8
JPM
2
ER
MM
Fut
IdxUSD
................
(
31,343‌
)
—
—
17
.4
JPM
3
ED
MM
Fut
IdxUSD
................
(
22,715‌
)
—
—
12
.6
JPM
3
ER
MM
Fut
IdxUSD
................
(
25,269‌
)
—
—
14
.1
JPM
3
L
MM
Fut
IdxUSD
.................
(
2,440‌
)
—
—
1
.4
JPM
4
ED
MM
Fut
IdxUSD
................
(
21,376‌
)
—
—
11
.9
JPM
4
ER
MM
Fut
IdxUSD
................
(
21,559‌
)
—
—
12
.0
JPM
4
L
MM
Fut
IdxUSD
.................
(
2,434‌
)
—
—
1
.4
JPY
IRS
3y
............................
(
7,153‌
)
—
—
4
.0
SEK
IRS
3y
............................
(
6,047‌
)
—
—
3
.4
Total
(
179,754‌
)
—
100.0%
*
The
following
table
shows
the
individual
positions
and
related
values
of
the
securities
within
the
BNPIDTRS
basket
-
Long.
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
USD
Cash
.............................
$
5,564,380‌
—
—
100
.0
%
*
The
following
table
shows
the
individual
positions
and
related
values
of
the
securities
within
the
BNPIDTRS
basket
-
Short.
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
CBOE
VIX
FUTURE  
Oct23
...............
$
(
49,511‌
)
10/15/2023
—
100
.0
%
*
The
following
table
shows
the
individual
positions
and
related
values
of
the
securities
within
the
BNPXDTRS
basket
-
Long.
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
BRENT
CRUDE
FUTR  Dec23
.............
$
16,063‌
12/1/2023
—
0
.0
%
BRENT
CRUDE
FUTR  Dec26
.............
23,656‌
12/1/2026
—
0
.0
BRENT
CRUDE
FUTR  Feb24
.............
24,217‌
2/1/2024
—
0
.0
BRENT
CRUDE
FUTR  Jan24
.............
23,813‌
1/1/2024
—
0
.0
BRENT
CRUDE
FUTR  Mar24
.............
12,321‌
3/1/2024
—
0
.0
GASOLINE
RBOB
FUT
Mar24
.............
333,333‌
3/1/2024
—
0
.4
GOLD
100
OZ
FUTR  Dec23
..............
1,820‌
12/1/2023
—
0
.0
LME
COPPER
FUTURE
Dec24
............
96‌
12/1/2024
—
0
.0
LME
COPPER
FUTURE
Dec25
............
238‌
12/1/2025
—
0
.0
LME
PRI
ALUM
FUTR
Dec24
..............
495‌
12/1/2024
—
0
.0
LME
PRI
ALUM
FUTR
Jan24
..............
516‌
1/1/2024
—
0
.0
LME
ZINC
FUTURE  
Dec23
..............
73‌
12/1/2023
—
0
.0
Low
Su
Gasoil
G  
Apr24
..................
853‌
4/1/2024
—
0
.0
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
3
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
Low
Su
Gasoil
G  
Dec23
.................
$
795‌
12/1/2023
—
0
.0
%
Low
Su
Gasoil
G  
Dec25
.................
805‌
12/1/2025
—
0
.0
Low
Su
Gasoil
G  
Nov23
.................
710‌
11/1/2023
—
0
.0
NATURAL
GAS
FUTR  Apr24
..............
370,943‌
4/1/2024
—
0
.5
NATURAL
GAS
FUTR  Dec24
.............
59,390‌
12/1/2024
—
0
.1
NATURAL
GAS
FUTR  Feb24
.............
576,630‌
2/1/2024
—
0
.8
NATURAL
GAS
FUTR  Nov23
.............
231,256‌
11/1/2023
—
0
.3
NATURAL
GAS
FUTR  Oct24
..............
148,225‌
10/1/2024
—
0
.2
NY
Harb
ULSD
Fut  Dec23
................
201,694‌
12/1/2023
—
0
.3
NY
Harb
ULSD
Fut  Jan24
................
206,146‌
1/1/2024
—
0
.3
NY
Harb
ULSD
Fut  Mar24
................
214,162‌
3/1/2024
—
0
.3
USD
Cash
.............................
72,707,556‌
—
—
96
.6
WTI
CRUDE
FUTURE  Dec23
.............
3,683‌
12/1/2023
—
0
.0
WTI
CRUDE
FUTURE  Dec25
.............
2,969‌
12/1/2025
—
0
.0
WTI
CRUDE
FUTURE  Dec26
.............
35,070‌
12/1/2026
—
0
.1
WTI
CRUDE
FUTURE  Feb24
.............
28,202‌
2/1/2024
—
0
.0
WTI
CRUDE
FUTURE  Jan24
.............
21,423‌
1/1/2024
—
0
.0
WTI
CRUDE
FUTURE  Mar24
.............
28,715‌
3/1/2024
—
0
.0
Total
75,275,868‌
—
100.0%
*
The
following
table
shows
the
individual
positions
and
related
values
of
the
securities
within
the
BNPXDTRS
basket
-
Short.
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
BRENT
CRUDE
FUTR  Aug24
.............
$
(
25,680‌
)
8/1/2024
—
0
.0
%
BRENT
CRUDE
FUTR  Jan25
.............
(
4,294‌
)
1/1/2025
—
0
.0
BRENT
CRUDE
FUTR  Jun24
.............
(
25,314‌
)
6/1/2024
—
0
.0
BRENT
CRUDE
FUTR  Nov24
.............
(
26,174‌
)
11/1/2024
—
0
.0
BRENT
CRUDE
FUTR  Sep24
.............
(
21,676‌
)
9/1/2024
—
0
.0
GASOLINE
RBOB
FUT
Apr24
.............
(
106,945‌
)
4/1/2024
—
0
.2
GASOLINE
RBOB
FUT
Dec23
.............
(
2,615‌
)
12/1/2023
—
0
.0
GASOLINE
RBOB
FUT
Jan24
.............
(
213,500‌
)
1/1/2024
—
0
.3
GASOLINE
RBOB
FUT
Nov23
.............
(
1,532‌
)
11/1/2023
—
0
.0
GOLD
100
OZ
FUTR  Feb24
..............
(
1,801‌
)
2/1/2024
—
0
.0
LME
COPPER
FUTURE
Feb24
............
(
49‌
)
2/1/2024
—
0
.0
LME
COPPER
FUTURE
Jan24
............
(
172‌
)
1/1/2024
—
0
.0
LME
COPPER
FUTURE
Jun24
............
(
120‌
)
6/1/2024
—
0
.0
LME
COPPER
FUTURE
Mar24
............
(
1‌
)
3/1/2024
—
0
.0
LME
PRI
ALUM
FUTR
Dec23
..............
(
525‌
)
12/1/2023
—
0
.0
LME
PRI
ALUM
FUTR
Feb24
..............
(
204‌
)
2/1/2024
—
0
.0
LME
PRI
ALUM
FUTR
Nov23
..............
(
314‌
)
11/1/2023
—
0
.0
LME
ZINC
FUTURE  
Nov23
..............
(
73‌
)
11/1/2023
—
0
.0
Low
Su
Gasoil
G  
Dec24
.................
(
346‌
)
12/1/2024
—
0
.0
Low
Su
Gasoil
G  
Feb24
.................
(
824‌
)
2/1/2024
—
0
.0
Low
Su
Gasoil
G  
Jan24
.................
(
810‌
)
1/1/2024
—
0
.0
Low
Su
Gasoil
G  
Jun24
.................
(
869‌
)
6/1/2024
—
0
.0
Low
Su
Gasoil
G  
Mar24
.................
(
319‌
)
3/1/2024
—
0
.0
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
4
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
NATURAL
GAS
FUTR  Dec23
.............
$
(
474,035‌
)
12/1/2023
—
0
.7
%
NATURAL
GAS
FUTR  Jan24
..............
(
546,798‌
)
1/1/2024
—
0
.8
NATURAL
GAS
FUTR  Mar24
.............
(
197,591‌
)
3/1/2024
—
0
.3
NATURAL
GAS
FUTR  May24
.............
(
129,445‌
)
5/1/2024
—
0
.2
NY
Harb
ULSD
Fut  Apr24
................
(
219,826‌
)
4/1/2024
—
0
.3
NY
Harb
ULSD
Fut  Dec24
................
(
149,547‌
)
12/1/2024
—
0
.2
NY
Harb
ULSD
Fut  Feb24
................
(
26,587‌
)
2/1/2024
—
0
.0
NY
Harb
ULSD
Fut  Jun24
................
(
54,760‌
)
6/1/2024
—
0
.1
NY
Harb
ULSD
Fut  Nov23
................
(
192,245‌
)
11/1/2023
—
0
.3
USD
Cash
.............................
(
66,451,150‌
)
—
—
96
.3
WTI
CRUDE
FUTURE  Aug24
.............
(
254‌
)
8/1/2024
—
0
.0
WTI
CRUDE
FUTURE  Dec24
.............
(
31,174‌
)
12/1/2024
—
0
.1
WTI
CRUDE
FUTURE  Jun24
.............
(
29,812‌
)
6/1/2024
—
0
.0
WTI
CRUDE
FUTURE  Nov24
.............
(
31,002‌
)
11/1/2024
—
0
.0
WTI
CRUDE
FUTURE  Sep24
.............
(
30,322‌
)
9/1/2024
—
0
.0
Total
(
68,998,705‌
)
—
100.0%
*
The
following
table
shows
the
individual
positions
and
related
values
of
the
securities
within
the
BPMMMTRS
basket
-
Long.
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
EUR
Cash
.............................
$
63,422,532‌
—
—
43
.2
%
USD
Cash
.............................
83,416,627‌
—
—
56
.8
Total
146,839,159‌
—
100.0%
*
The
following
table
shows
the
individual
positions
and
related
values
of
the
securities
within
the
BPMMMTRS
basket
-
Short.
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
3
MONTH
SOFR
FUT  Dec23
..............
$
(
173,091‌
)
12/1/2023
—
12
.8
%
3
MONTH
SOFR
FUT  Jun24
..............
(
173,091‌
)
6/1/2024
—
12
.8
3
MONTH
SOFR
FUT  Mar24
..............
(
173,091‌
)
3/1/2024
—
12
.8
3
MONTH
SOFR
FUT  Sep24
..............
(
173,092‌
)
9/1/2024
—
12
.8
3MO
EURO
EURIBOR  Dec23
.............
(
164,888‌
)
12/1/2023
—
12
.2
3MO
EURO
EURIBOR  Jun24
.............
(
164,888‌
)
6/1/2024
—
12
.2
3MO
EURO
EURIBOR  Mar24
.............
(
164,889‌
)
3/1/2024
—
12
.2
3MO
EURO
EURIBOR  Sep24
.............
(
164,888‌
)
9/1/2024
—
12
.2
Total
(
1,351,918‌
)
—
100.0%
*
The
following
table
shows
the
individual
positions
and
related
values
of
the
securities
within
the
GSISSTRS
basket
-
Long.
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
SPX_15Dec23_C_4400
..................
$
1,652,170‌
12/15/2023
—
2
.2
%
SPX_15Dec23_C_4415
..................
129,809‌
12/15/2023
—
0
.2
SPX_15Dec23_C_4445
..................
825,844‌
12/15/2023
—
1
.1
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
5
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
SPX_15Dec23_C_4455
..................
$
112,839‌
12/15/2023
—
0
.2
%
SPX_15Dec23_C_4460
..................
118,234‌
12/15/2023
—
0
.2
SPX_15Dec23_C_4525
..................
100,014‌
12/15/2023
—
0
.1
SPX_15Dec23_C_4530
..................
120,986‌
12/15/2023
—
0
.2
SPX_15Dec23_C_4540
..................
205,531‌
12/15/2023
—
0
.3
SPX_15Dec23_C_4550
..................
110,417‌
12/15/2023
—
0
.2
SPX_15Dec23_C_4560
..................
222,638‌
12/15/2023
—
0
.3
SPX_15Dec23_C_4565
..................
93,515‌
12/15/2023
—
0
.1
SPX_15Dec23_C_4570
..................
87,744‌
12/15/2023
—
0
.1
SPX_15Dec23_C_4575
..................
245,889‌
12/15/2023
—
0
.3
SPX_15Dec23_C_4580
..................
117,896‌
12/15/2023
—
0
.2
SPX_15Dec23_C_4585
..................
140,888‌
12/15/2023
—
0
.2
SPX_15Dec23_C_4590
..................
397,317‌
12/15/2023
—
0
.5
SPX_15Dec23_C_4595
..................
147,846‌
12/15/2023
—
0
.2
SPX_15Dec23_C_4600
..................
79,641‌
12/15/2023
—
0
.1
SPX_15Dec23_C_4605
..................
134,305‌
12/15/2023
—
0
.2
SPX_15Dec23_C_4615
..................
140,821‌
12/15/2023
—
0
.2
SPX_15Dec23_C_4625
..................
112,345‌
12/15/2023
—
0
.2
SPX_15Dec23_C_4630
..................
193,089‌
12/15/2023
—
0
.3
SPX_15Dec23_C_4640
..................
238,704‌
12/15/2023
—
0
.3
SPX_15Dec23_C_4650
..................
354,087‌
12/15/2023
—
0
.5
SPX_15Dec23_C_4660
..................
115,149‌
12/15/2023
—
0
.2
SPX_15Dec23_C_4670
..................
53,801‌
12/15/2023
—
0
.1
SPX_15Dec23_C_4680
..................
41,600‌
12/15/2023
—
0
.1
SPX_15Dec23_C_4690
..................
85,351‌
12/15/2023
—
0
.1
SPX_15Dec23_C_4710
..................
18,627‌
12/15/2023
—
0
.0
SPX_15Dec23_C_4720
..................
3,603‌
12/15/2023
—
0
.0
SPX_15Dec23_C_4730
..................
7,203‌
12/15/2023
—
0
.0
SPX_15Dec23_C_4740
..................
13,969‌
12/15/2023
—
0
.0
SPX_15Dec23_C_4750
..................
40,511‌
12/15/2023
—
0
.1
SPX_15Dec23_C_4760
..................
46,611‌
12/15/2023
—
0
.1
SPX_15Dec23_P_2500
..................
261,634‌
12/15/2023
—
0
.3
SPX_15Dec23_P_2550
..................
388,762‌
12/15/2023
—
0
.5
SPX_15Dec23_P_2575
..................
431,033‌
12/15/2023
—
0
.6
SPX_15Dec23_P_2600
..................
852,819‌
12/15/2023
—
1
.1
SPX_15Dec23_P_2625
..................
876,432‌
12/15/2023
—
1
.2
SPX_15Dec23_P_2650
..................
200,769‌
12/15/2023
—
0
.3
SPX_15Dec23_P_2675
..................
413,806‌
12/15/2023
—
0
.5
SPX_15Dec23_P_2700
..................
234,234‌
12/15/2023
—
0
.3
SPX_15Dec23_P_2725
..................
767,200‌
12/15/2023
—
1
.0
SPX_15Dec23_P_2800
..................
619,429‌
12/15/2023
—
0
.8
SPX_15Dec23_P_2850
..................
559,842‌
12/15/2023
—
0
.7
SPX_15Dec23_P_2875
..................
1,049,804‌
12/15/2023
—
1
.4
SPX_15Dec23_P_2900
..................
1,037,184‌
12/15/2023
—
1
.4
SPX_15Dec23_P_2925
..................
976,904‌
12/15/2023
—
1
.3
SPX_15Dec23_P_2950
..................
958,000‌
12/15/2023
—
1
.3
SPX_15Dec23_P_2975
..................
912,554‌
12/15/2023
—
1
.2
SPX_15Dec23_P_3000
..................
1,022,199‌
12/15/2023
—
1
.3
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
6
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
SPX_15Dec23_P_3025
..................
$
230,280‌
12/15/2023
—
0
.3
%
SPX_15Dec23_P_3050
..................
518,431‌
12/15/2023
—
0
.7
SPX_16Feb24_C_4470
..................
58,300‌
2/16/2024
—
0
.1
SPX_16Feb24_C_4490
..................
32,452‌
2/16/2024
—
0
.0
SPX_16Feb24_C_4510
..................
18,846‌
2/16/2024
—
0
.0
SPX_16Feb24_C_4525
..................
15,387‌
2/16/2024
—
0
.0
SPX_16Feb24_C_4530
..................
21,780‌
2/16/2024
—
0
.0
SPX_16Feb24_C_4590
..................
11,113‌
2/16/2024
—
0
.0
SPX_16Feb24_C_4600
..................
15,680‌
2/16/2024
—
0
.0
SPX_16Feb24_C_4620
..................
7,704‌
2/16/2024
—
0
.0
SPX_16Feb24_C_4630
..................
27,683‌
2/16/2024
—
0
.0
SPX_16Feb24_C_4640
..................
35,646‌
2/16/2024
—
0
.1
SPX_16Feb24_C_4650
..................
55,393‌
2/16/2024
—
0
.1
SPX_16Feb24_C_4660
..................
152,422‌
2/16/2024
—
0
.2
SPX_16Feb24_C_4675
..................
29,262‌
2/16/2024
—
0
.0
SPX_16Feb24_C_4690
..................
34,842‌
2/16/2024
—
0
.1
SPX_16Feb24_C_4700
..................
30,640‌
2/16/2024
—
0
.0
SPX_16Feb24_C_4710
..................
26,168‌
2/16/2024
—
0
.0
SPX_16Feb24_C_4720
..................
39,561‌
2/16/2024
—
0
.1
SPX_16Feb24_C_4725
..................
23,337‌
2/16/2024
—
0
.0
SPX_16Feb24_C_4730
..................
19,554‌
2/16/2024
—
0
.0
SPX_16Feb24_P_2200
..................
26,143‌
2/16/2024
—
0
.0
SPX_16Feb24_P_2300
..................
70,953‌
2/16/2024
—
0
.1
SPX_16Feb24_P_2350
..................
105,697‌
2/16/2024
—
0
.1
SPX_16Feb24_P_2400
..................
115,627‌
2/16/2024
—
0
.2
SPX_16Feb24_P_2500
..................
308,068‌
2/16/2024
—
0
.4
SPX_16Feb24_P_2550
..................
412,066‌
2/16/2024
—
0
.5
SPX_16Feb24_P_2600
..................
508,165‌
2/16/2024
—
0
.7
SPX_16Feb24_P_2650
..................
75,749‌
2/16/2024
—
0
.1
SPX_17Nov23_C_4365
..................
1,150,042‌
11/17/2023
—
1
.5
SPX_17Nov23_C_4370
..................
1,452,967‌
11/17/2023
—
1
.9
SPX_17Nov23_C_4385
..................
97,357‌
11/17/2023
—
0
.1
SPX_17Nov23_C_4415
..................
1,296,106‌
11/17/2023
—
1
.7
SPX_17Nov23_C_4425
..................
123,097‌
11/17/2023
—
0
.2
SPX_17Nov23_C_4430
..................
112,011‌
11/17/2023
—
0
.2
SPX_17Nov23_C_4495
..................
116,683‌
11/17/2023
—
0
.2
SPX_17Nov23_C_4525
..................
14,702‌
11/17/2023
—
0
.0
SPX_17Nov23_C_4530
..................
279,302‌
11/17/2023
—
0
.4
SPX_17Nov23_C_4535
..................
116,453‌
11/17/2023
—
0
.2
SPX_17Nov23_C_4540
..................
699,515‌
11/17/2023
—
0
.9
SPX_17Nov23_C_4545
..................
120,251‌
11/17/2023
—
0
.2
SPX_17Nov23_C_4550
..................
171,265‌
11/17/2023
—
0
.2
SPX_17Nov23_C_4555
..................
159,264‌
11/17/2023
—
0
.2
SPX_17Nov23_C_4560
..................
698,663‌
11/17/2023
—
0
.9
SPX_17Nov23_C_4570
..................
153,062‌
11/17/2023
—
0
.2
SPX_17Nov23_C_4575
..................
347,501‌
11/17/2023
—
0
.5
SPX_17Nov23_C_4580
..................
39,169‌
11/17/2023
—
0
.1
SPX_17Nov23_C_4585
..................
156,790‌
11/17/2023
—
0
.2
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
7
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
SPX_17Nov23_C_4595
..................
$
122,558‌
11/17/2023
—
0
.2
%
SPX_17Nov23_C_4600
..................
155,001‌
11/17/2023
—
0
.2
SPX_17Nov23_C_4605
..................
274,076‌
11/17/2023
—
0
.4
SPX_17Nov23_C_4610
..................
182,647‌
11/17/2023
—
0
.2
SPX_17Nov23_C_4615
..................
137,782‌
11/17/2023
—
0
.2
SPX_17Nov23_C_4620
..................
300,027‌
11/17/2023
—
0
.4
SPX_17Nov23_C_4625
..................
302,761‌
11/17/2023
—
0
.4
SPX_17Nov23_C_4630
..................
182,438‌
11/17/2023
—
0
.2
SPX_17Nov23_C_4640
..................
100,704‌
11/17/2023
—
0
.1
SPX_17Nov23_C_4650
..................
133,384‌
11/17/2023
—
0
.2
SPX_17Nov23_C_4660
..................
147,723‌
11/17/2023
—
0
.2
SPX_17Nov23_C_4665
..................
129,847‌
11/17/2023
—
0
.2
SPX_17Nov23_C_4670
..................
48,075‌
11/17/2023
—
0
.1
SPX_17Nov23_C_4675
..................
54,738‌
11/17/2023
—
0
.1
SPX_17Nov23_C_4680
..................
80,754‌
11/17/2023
—
0
.1
SPX_17Nov23_C_4690
..................
147,246‌
11/17/2023
—
0
.2
SPX_17Nov23_C_4700
..................
74,435‌
11/17/2023
—
0
.1
SPX_17Nov23_C_4710
..................
131,706‌
11/17/2023
—
0
.2
SPX_17Nov23_C_4720
..................
220,817‌
11/17/2023
—
0
.3
SPX_17Nov23_C_4725
..................
78,138‌
11/17/2023
—
0
.1
SPX_17Nov23_C_4730
..................
80,722‌
11/17/2023
—
0
.1
SPX_17Nov23_P_2450
..................
133,754‌
11/17/2023
—
0
.2
SPX_17Nov23_P_2500
..................
30,293‌
11/17/2023
—
0
.0
SPX_17Nov23_P_2550
..................
267,798‌
11/17/2023
—
0
.4
SPX_17Nov23_P_2600
..................
241,229‌
11/17/2023
—
0
.3
SPX_17Nov23_P_2625
..................
192,111‌
11/17/2023
—
0
.3
SPX_17Nov23_P_2650
..................
167,388‌
11/17/2023
—
0
.2
SPX_17Nov23_P_2700
..................
739,074‌
11/17/2023
—
1
.0
SPX_17Nov23_P_2725
..................
793,738‌
11/17/2023
—
1
.0
SPX_17Nov23_P_2750
..................
1,304,124‌
11/17/2023
—
1
.7
SPX_17Nov23_P_2775
..................
1,499,868‌
11/17/2023
—
2
.0
SPX_17Nov23_P_2800
..................
1,448,381‌
11/17/2023
—
1
.9
SPX_17Nov23_P_2825
..................
670,873‌
11/17/2023
—
0
.9
SPX_17Nov23_P_2850
..................
217,332‌
11/17/2023
—
0
.3
SPX_17Nov23_P_2875
..................
558,755‌
11/17/2023
—
0
.7
SPX_17Nov23_P_2900
..................
872,931‌
11/17/2023
—
1
.1
SPX_17Nov23_P_2925
..................
362,148‌
11/17/2023
—
0
.5
SPX_17Nov23_P_2975
..................
291,803‌
11/17/2023
—
0
.4
SPX_17Nov23_P_3025
..................
358,908‌
11/17/2023
—
0
.5
SPX_17Nov23_P_3050
..................
262,237‌
11/17/2023
—
0
.3
SPX_17Nov23_P_3075
..................
301,710‌
11/17/2023
—
0
.4
SPX_17Nov23_P_3100
..................
1,915,334‌
11/17/2023
—
2
.5
SPX_17Nov23_P_3150
..................
1,288,624‌
11/17/2023
—
1
.7
SPX_17Nov23_P_3200
..................
391,928‌
11/17/2023
—
0
.5
SPX_17Nov23_P_3225
..................
1,000,578‌
11/17/2023
—
1
.3
SPX_17Nov23_P_3275
..................
585,104‌
11/17/2023
—
0
.8
SPX_19Jan24_C_4440
...................
590,570‌
1/19/2024
—
0
.8
SPX_19Jan24_C_4455
...................
91,948‌
1/19/2024
—
0
.1
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
8
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
SPX_19Jan24_C_4480
...................
$
236,647‌
1/19/2024
—
0
.3
%
SPX_19Jan24_C_4495
...................
82,065‌
1/19/2024
—
0
.1
SPX_19Jan24_C_4500
...................
85,046‌
1/19/2024
—
0
.1
SPX_19Jan24_C_4565
...................
73,159‌
1/19/2024
—
0
.1
SPX_19Jan24_C_4600
...................
68,813‌
1/19/2024
—
0
.1
SPX_19Jan24_P_2500
...................
237,447‌
1/19/2024
—
0
.3
SPX_19Jan24_P_2550
...................
229,457‌
1/19/2024
—
0
.3
SPX_19Jan24_P_2650
...................
835,714‌
1/19/2024
—
1
.1
SPX_19Jan24_P_2750
...................
179,039‌
1/19/2024
—
0
.2
SPX_19Jan24_P_2800
...................
169,451‌
1/19/2024
—
0
.2
SPX_20Oct23_C_4330
...................
980,329‌
10/20/2023
—
1
.3
SPX_20Oct23_C_4335
...................
1,375,264‌
10/20/2023
—
1
.8
SPX_20Oct23_C_4380
...................
1,442,462‌
10/20/2023
—
1
.9
SPX_20Oct23_C_4510
...................
849,747‌
10/20/2023
—
1
.1
SPX_20Oct23_C_4515
...................
71,892‌
10/20/2023
—
0
.1
SPX_20Oct23_C_4520
...................
257,447‌
10/20/2023
—
0
.3
SPX_20Oct23_C_4525
...................
81,672‌
10/20/2023
—
0
.1
SPX_20Oct23_C_4530
...................
393,902‌
10/20/2023
—
0
.5
SPX_20Oct23_C_4535
...................
155,643‌
10/20/2023
—
0
.2
SPX_20Oct23_C_4540
...................
54,022‌
10/20/2023
—
0
.1
SPX_20Oct23_C_4545
...................
619,505‌
10/20/2023
—
0
.8
SPX_20Oct23_C_4550
...................
86,167‌
10/20/2023
—
0
.1
SPX_20Oct23_C_4555
...................
26,132‌
10/20/2023
—
0
.0
SPX_20Oct23_C_4570
...................
284,967‌
10/20/2023
—
0
.4
SPX_20Oct23_C_4575
...................
279,428‌
10/20/2023
—
0
.4
SPX_20Oct23_C_4580
...................
335,501‌
10/20/2023
—
0
.4
SPX_20Oct23_C_4585
...................
155,200‌
10/20/2023
—
0
.2
SPX_20Oct23_C_4590
...................
435,061‌
10/20/2023
—
0
.6
SPX_20Oct23_C_4595
...................
377,798‌
10/20/2023
—
0
.5
SPX_20Oct23_C_4600
...................
78,054‌
10/20/2023
—
0
.1
SPX_20Oct23_C_4610
...................
146,228‌
10/20/2023
—
0
.2
SPX_20Oct23_C_4615
...................
229,458‌
10/20/2023
—
0
.3
SPX_20Oct23_C_4630
...................
448,459‌
10/20/2023
—
0
.6
SPX_20Oct23_C_4640
...................
77,454‌
10/20/2023
—
0
.1
SPX_20Oct23_C_4650
...................
81,194‌
10/20/2023
—
0
.1
SPX_20Oct23_C_4655
...................
111,921‌
10/20/2023
—
0
.2
SPX_20Oct23_C_4660
...................
197,128‌
10/20/2023
—
0
.3
SPX_20Oct23_C_4675
...................
100,847‌
10/20/2023
—
0
.1
SPX_20Oct23_C_4680
...................
81,718‌
10/20/2023
—
0
.1
SPX_20Oct23_C_4685
...................
206,114‌
10/20/2023
—
0
.3
SPX_20Oct23_C_4690
...................
202,518‌
10/20/2023
—
0
.3
SPX_20Oct23_C_4695
...................
108,919‌
10/20/2023
—
0
.1
SPX_20Oct23_C_4705
...................
113,251‌
10/20/2023
—
0
.2
SPX_20Oct23_P_2100
...................
227,394‌
10/20/2023
—
0
.3
SPX_20Oct23_P_2200
...................
298,609‌
10/20/2023
—
0
.4
SPX_20Oct23_P_2300
...................
117,277‌
10/20/2023
—
0
.2
SPX_20Oct23_P_2400
...................
256,456‌
10/20/2023
—
0
.3
SPX_20Oct23_P_2450
...................
292,100‌
10/20/2023
—
0
.4
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
9
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
SPX_20Oct23_P_2500
...................
$
512,715‌
10/20/2023
—
0
.7
%
SPX_20Oct23_P_2550
...................
390,825‌
10/20/2023
—
0
.5
SPX_20Oct23_P_2600
...................
349,615‌
10/20/2023
—
0
.5
SPX_20Oct23_P_2650
...................
813,538‌
10/20/2023
—
1
.1
SPX_20Oct23_P_2700
...................
454,964‌
10/20/2023
—
0
.6
SPX_20Oct23_P_2750
...................
721,710‌
10/20/2023
—
1
.0
SPX_20Oct23_P_2775
...................
540,938‌
10/20/2023
—
0
.7
SPX_20Oct23_P_2800
...................
287,380‌
10/20/2023
—
0
.4
SPX_20Oct23_P_2825
...................
475,277‌
10/20/2023
—
0
.6
SPX_20Oct23_P_2850
...................
244,700‌
10/20/2023
—
0
.3
SPX_20Oct23_P_2875
...................
313,178‌
10/20/2023
—
0
.4
SPX_20Oct23_P_2900
...................
693,451‌
10/20/2023
—
0
.9
SPX_20Oct23_P_2925
...................
801,026‌
10/20/2023
—
1
.1
SPX_20Oct23_P_2950
...................
661,157‌
10/20/2023
—
0
.9
SPX_20Oct23_P_2975
...................
839,975‌
10/20/2023
—
1
.1
SPX_20Oct23_P_3000
...................
1,714,794‌
10/20/2023
—
2
.3
SPX_20Oct23_P_3025
...................
442,014‌
10/20/2023
—
0
.6
SPX_20Oct23_P_3050
...................
434,771‌
10/20/2023
—
0
.6
SPX_20Oct23_P_3075
...................
858,047‌
10/20/2023
—
1
.1
SPX_20Oct23_P_3100
...................
370,436‌
10/20/2023
—
0
.5
SPX_20Oct23_P_3125
...................
626,819‌
10/20/2023
—
0
.8
SPX_20Oct23_P_3175
...................
1,235,102‌
10/20/2023
—
1
.6
SPX_20Oct23_P_3225
...................
320,995‌
10/20/2023
—
0
.4
SPX_20Oct23_P_3325
...................
287,126‌
10/20/2023
—
0
.4
Total
76,291,497‌
—
100.0%
*
The
following
table
shows
the
individual
positions
and
related
values
of
the
securities
within
the
GSISSTRS
basket
-
Short.
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
SPX_15Dec23_Fwd_4300
................
$
(
4,266,855‌
)
12/15/2023
—
6
.9
%
SPX_15Dec23_P_3890
..................
(
331,854‌
)
12/15/2023
—
0
.5
SPX_15Dec23_P_3910
..................
(
583,967‌
)
12/15/2023
—
1
.0
SPX_15Dec23_P_3920
..................
(
263,625‌
)
12/15/2023
—
0
.4
SPX_15Dec23_P_3940
..................
(
306,492‌
)
12/15/2023
—
0
.5
SPX_15Dec23_P_3950
..................
(
820,761‌
)
12/15/2023
—
1
.3
SPX_15Dec23_P_3960
..................
(
268,734‌
)
12/15/2023
—
0
.4
SPX_15Dec23_P_3970
..................
(
283,274‌
)
12/15/2023
—
0
.5
SPX_15Dec23_P_3975
..................
(
276,568‌
)
12/15/2023
—
0
.5
SPX_15Dec23_P_3990
..................
(
788,862‌
)
12/15/2023
—
1
.3
SPX_15Dec23_P_4010
..................
(
658,652‌
)
12/15/2023
—
1
.1
SPX_15Dec23_P_4020
..................
(
166,246‌
)
12/15/2023
—
0
.3
SPX_15Dec23_P_4025
..................
(
172,705‌
)
12/15/2023
—
0
.3
SPX_15Dec23_P_4030
..................
(
297,096‌
)
12/15/2023
—
0
.5
SPX_15Dec23_P_4040
..................
(
251,139‌
)
12/15/2023
—
0
.4
SPX_15Dec23_P_4050
..................
(
96,700‌
)
12/15/2023
—
0
.2
SPX_15Dec23_P_4060
..................
(
179,760‌
)
12/15/2023
—
0
.3
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
10
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
SPX_15Dec23_P_4070
..................
$
(
371,623‌
)
12/15/2023
—
0
.6
%
SPX_15Dec23_P_4090
..................
(
400,234‌
)
12/15/2023
—
0
.7
SPX_15Dec23_P_4100
..................
(
345,993‌
)
12/15/2023
—
0
.6
SPX_15Dec23_P_4105
..................
(
349,407‌
)
12/15/2023
—
0
.6
SPX_15Dec23_P_4110
..................
(
734,394‌
)
12/15/2023
—
1
.2
SPX_15Dec23_P_4120
..................
(
898,072‌
)
12/15/2023
—
1
.5
SPX_15Dec23_P_4125
..................
(
326,607‌
)
12/15/2023
—
0
.5
SPX_15Dec23_P_4130
..................
(
28,064‌
)
12/15/2023
—
0
.1
SPX_15Dec23_P_4135
..................
(
366,405‌
)
12/15/2023
—
0
.6
SPX_15Dec23_P_4140
..................
(
350,687‌
)
12/15/2023
—
0
.6
SPX_15Dec23_P_4145
..................
(
1,387,443‌
)
12/15/2023
—
2
.3
SPX_15Dec23_P_4150
..................
(
75,210‌
)
12/15/2023
—
0
.1
SPX_15Dec23_P_4160
..................
(
348,478‌
)
12/15/2023
—
0
.6
SPX_15Dec23_P_4170
..................
(
63,833‌
)
12/15/2023
—
0
.1
SPX_15Dec23_P_4185
..................
(
518,431‌
)
12/15/2023
—
0
.8
SPX_16Feb24_Fwd_4300
................
(
480,236‌
)
2/16/2024
—
0
.8
SPX_16Feb24_P_3790
..................
(
68,659‌
)
2/16/2024
—
0
.1
SPX_16Feb24_P_3810
..................
(
73,754‌
)
2/16/2024
—
0
.1
SPX_16Feb24_P_3825
..................
(
6,646‌
)
2/16/2024
—
0
.0
SPX_16Feb24_P_3840
..................
(
78,853‌
)
2/16/2024
—
0
.1
SPX_16Feb24_P_3860
..................
(
33,075‌
)
2/16/2024
—
0
.1
SPX_16Feb24_P_3870
..................
(
65,023‌
)
2/16/2024
—
0
.1
SPX_16Feb24_P_3875
..................
(
50,717‌
)
2/16/2024
—
0
.1
SPX_16Feb24_P_3890
..................
(
52,830‌
)
2/16/2024
—
0
.1
SPX_16Feb24_P_3900
..................
(
37,038‌
)
2/16/2024
—
0
.1
SPX_16Feb24_P_3925
..................
(
24,875‌
)
2/16/2024
—
0
.0
SPX_16Feb24_P_3940
..................
(
41,873‌
)
2/16/2024
—
0
.1
SPX_16Feb24_P_3970
..................
(
27,196‌
)
2/16/2024
—
0
.0
SPX_16Feb24_P_3990
..................
(
80,103‌
)
2/16/2024
—
0
.1
SPX_16Feb24_P_4010
..................
(
156,540‌
)
2/16/2024
—
0
.3
SPX_16Feb24_P_4020
..................
(
246,669‌
)
2/16/2024
—
0
.4
SPX_16Feb24_P_4025
..................
(
96,204‌
)
2/16/2024
—
0
.2
SPX_16Feb24_P_4030
..................
(
96,989‌
)
2/16/2024
—
0
.2
SPX_16Feb24_P_4040
..................
(
65,088‌
)
2/16/2024
—
0
.1
SPX_16Feb24_P_4050
..................
(
187,178‌
)
2/16/2024
—
0
.3
SPX_16Feb24_P_4060
..................
(
57,409‌
)
2/16/2024
—
0
.1
SPX_16Feb24_P_4080
..................
(
75,750‌
)
2/16/2024
—
0
.1
SPX_17Nov23_Fwd_4300
................
(
5,446,261‌
)
11/17/2023
—
8
.9
SPX_17Nov23_P_3880
..................
(
48,251‌
)
11/17/2023
—
0
.1
SPX_17Nov23_P_3890
..................
(
39,039‌
)
11/17/2023
—
0
.1
SPX_17Nov23_P_3910
..................
(
23,329‌
)
11/17/2023
—
0
.0
SPX_17Nov23_P_3925
..................
(
15,705‌
)
11/17/2023
—
0
.0
SPX_17Nov23_P_3930
..................
(
30,293‌
)
11/17/2023
—
0
.1
SPX_17Nov23_P_3940
..................
(
52,511‌
)
11/17/2023
—
0
.1
SPX_17Nov23_P_3950
..................
(
7,431‌
)
11/17/2023
—
0
.0
SPX_17Nov23_P_3960
..................
(
810,274‌
)
11/17/2023
—
1
.3
SPX_17Nov23_P_3970
..................
(
103,770‌
)
11/17/2023
—
0
.2
SPX_17Nov23_P_3975
..................
(
410,884‌
)
11/17/2023
—
0
.7
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
11
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
SPX_17Nov23_P_3980
..................
$
(
380,065‌
)
11/17/2023
—
0
.6
%
SPX_17Nov23_P_4000
..................
(
379,256‌
)
11/17/2023
—
0
.6
SPX_17Nov23_P_4010
..................
(
668,360‌
)
11/17/2023
—
1
.1
SPX_17Nov23_P_4020
..................
(
794,107‌
)
11/17/2023
—
1
.3
SPX_17Nov23_P_4030
..................
(
358,669‌
)
11/17/2023
—
0
.6
SPX_17Nov23_P_4035
..................
(
301,710‌
)
11/17/2023
—
0
.5
SPX_17Nov23_P_4040
..................
(
375,584‌
)
11/17/2023
—
0
.6
SPX_17Nov23_P_4050
..................
(
631,383‌
)
11/17/2023
—
1
.0
SPX_17Nov23_P_4055
..................
(
271,699‌
)
11/17/2023
—
0
.4
SPX_17Nov23_P_4060
..................
(
274,515‌
)
11/17/2023
—
0
.5
SPX_17Nov23_P_4070
..................
(
1,271,001‌
)
11/17/2023
—
2
.1
SPX_17Nov23_P_4075
..................
(
291,617‌
)
11/17/2023
—
0
.5
SPX_17Nov23_P_4090
..................
(
545,776‌
)
11/17/2023
—
0
.9
SPX_17Nov23_P_4095
..................
(
358,908‌
)
11/17/2023
—
0
.6
SPX_17Nov23_P_4100
..................
(
247,121‌
)
11/17/2023
—
0
.4
SPX_17Nov23_P_4110
..................
(
816,225‌
)
11/17/2023
—
1
.3
SPX_17Nov23_P_4120
..................
(
332,849‌
)
11/17/2023
—
0
.5
SPX_17Nov23_P_4125
..................
(
140,684‌
)
11/17/2023
—
0
.2
SPX_17Nov23_P_4130
..................
(
190,676‌
)
11/17/2023
—
0
.3
SPX_17Nov23_P_4135
..................
(
285,556‌
)
11/17/2023
—
0
.5
SPX_17Nov23_P_4140
..................
(
408,754‌
)
11/17/2023
—
0
.7
SPX_17Nov23_P_4145
..................
(
396,700‌
)
11/17/2023
—
0
.6
SPX_17Nov23_P_4160
..................
(
683,434‌
)
11/17/2023
—
1
.1
SPX_17Nov23_P_4165
..................
(
391,928‌
)
11/17/2023
—
0
.6
SPX_17Nov23_P_4170
..................
(
1,830,169‌
)
11/17/2023
—
3
.0
SPX_17Nov23_P_4180
..................
(
925,354‌
)
11/17/2023
—
1
.5
SPX_17Nov23_P_4185
..................
(
286,764‌
)
11/17/2023
—
0
.5
SPX_17Nov23_P_4190
..................
(
515,673‌
)
11/17/2023
—
0
.8
SPX_19Jan24_Fwd_4300
................
(
717,408‌
)
1/19/2024
—
1
.2
SPX_19Jan24_P_3830
...................
(
237,447‌
)
1/19/2024
—
0
.4
SPX_19Jan24_P_3850
...................
(
229,457‌
)
1/19/2024
—
0
.4
SPX_19Jan24_P_3890
...................
(
223,416‌
)
1/19/2024
—
0
.4
SPX_19Jan24_P_3910
...................
(
204,868‌
)
1/19/2024
—
0
.3
SPX_19Jan24_P_3920
...................
(
201,140‌
)
1/19/2024
—
0
.3
SPX_19Jan24_P_3930
...................
(
206,290‌
)
1/19/2024
—
0
.3
SPX_19Jan24_P_4010
...................
(
179,039‌
)
1/19/2024
—
0
.3
SPX_19Jan24_P_4060
...................
(
169,451‌
)
1/19/2024
—
0
.3
SPX_20Oct23_Fwd_4300
................
(
3,556,175‌
)
10/20/2023
—
5
.8
SPX_20Oct23_P_3580
...................
(
63,543‌
)
10/20/2023
—
0
.1
SPX_20Oct23_P_3620
...................
(
45,225‌
)
10/20/2023
—
0
.1
SPX_20Oct23_P_3625
...................
(
76,101‌
)
10/20/2023
—
0
.1
SPX_20Oct23_P_3670
...................
(
28,529‌
)
10/20/2023
—
0
.1
SPX_20Oct23_P_3675
...................
(
13,996‌
)
10/20/2023
—
0
.0
SPX_20Oct23_P_3690
...................
(
200,171‌
)
10/20/2023
—
0
.3
SPX_20Oct23_P_3700
...................
(
98,439‌
)
10/20/2023
—
0
.2
SPX_20Oct23_P_3750
...................
(
117,277‌
)
10/20/2023
—
0
.2
SPX_20Oct23_P_3820
...................
(
135,132‌
)
10/20/2023
—
0
.2
SPX_20Oct23_P_3825
...................
(
121,324‌
)
10/20/2023
—
0
.2
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
12
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
SPX_20Oct23_P_3840
...................
$
(
152,250‌
)
10/20/2023
—
0
.3
%
SPX_20Oct23_P_3850
...................
(
139,850‌
)
10/20/2023
—
0
.2
SPX_20Oct23_P_3875
...................
(
159,378‌
)
10/20/2023
—
0
.3
SPX_20Oct23_P_3880
...................
(
170,339‌
)
10/20/2023
—
0
.3
SPX_20Oct23_P_3920
...................
(
182,998‌
)
10/20/2023
—
0
.3
SPX_20Oct23_P_3925
...................
(
210,750‌
)
10/20/2023
—
0
.3
SPX_20Oct23_P_3940
...................
(
208,728‌
)
10/20/2023
—
0
.3
SPX_20Oct23_P_3950
...................
(
192,327‌
)
10/20/2023
—
0
.3
SPX_20Oct23_P_3960
...................
(
400,013‌
)
10/20/2023
—
0
.7
SPX_20Oct23_P_3975
...................
(
192,544‌
)
10/20/2023
—
0
.3
SPX_20Oct23_P_3980
...................
(
213,048‌
)
10/20/2023
—
0
.4
SPX_20Oct23_P_3990
...................
(
241,916‌
)
10/20/2023
—
0
.4
SPX_20Oct23_P_4000
...................
(
175,989‌
)
10/20/2023
—
0
.3
SPX_20Oct23_P_4010
...................
(
677,154‌
)
10/20/2023
—
1
.1
SPX_20Oct23_P_4020
...................
(
218,183‌
)
10/20/2023
—
0
.4
SPX_20Oct23_P_4025
...................
(
775,024‌
)
10/20/2023
—
1
.3
SPX_20Oct23_P_4030
...................
(
289,180‌
)
10/20/2023
—
0
.5
SPX_20Oct23_P_4045
...................
(
478,512‌
)
10/20/2023
—
0
.8
SPX_20Oct23_P_4070
...................
(
1,364,325‌
)
10/20/2023
—
2
.2
SPX_20Oct23_P_4080
...................
(
652,344‌
)
10/20/2023
—
1
.1
SPX_20Oct23_P_4085
...................
(
442,112‌
)
10/20/2023
—
0
.7
SPX_20Oct23_P_4090
...................
(
244,700‌
)
10/20/2023
—
0
.4
SPX_20Oct23_P_4110
...................
(
442,014‌
)
10/20/2023
—
0
.7
SPX_20Oct23_P_4115
...................
(
386,789‌
)
10/20/2023
—
0
.6
SPX_20Oct23_P_4120
...................
(
634,172‌
)
10/20/2023
—
1
.0
SPX_20Oct23_P_4125
...................
(
400,644‌
)
10/20/2023
—
0
.7
SPX_20Oct23_P_4130
...................
(
406,378‌
)
10/20/2023
—
0
.7
SPX_20Oct23_P_4140
...................
(
1,669,873‌
)
10/20/2023
—
2
.7
SPX_20Oct23_P_4145
...................
(
361,463‌
)
10/20/2023
—
0
.6
SPX_20Oct23_P_4155
...................
(
440,132‌
)
10/20/2023
—
0
.7
SPX_20Oct23_P_4160
...................
(
935,405‌
)
10/20/2023
—
1
.5
SPX_20Oct23_P_4165
...................
(
287,126‌
)
10/20/2023
—
0
.5
SPX_20Oct23_P_4175
...................
(
310,173‌
)
10/20/2023
—
0
.5
SPX_20Oct23_P_4180
...................
(
626,819‌
)
10/20/2023
—
1
.0
Total
(
61,530,241‌
)
—
100.0%
*
The
following
table
shows
the
individual
positions
and
related
values
of
the
securities
within
the
GSIVVTRS
basket
-
Long.
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
VIX_15Nov23_C_47.5
...................
$
27,175‌
11/15/2023
—
0
.8
%
VIX_15Nov23_C_50
.....................
44,069‌
11/15/2023
—
1
.2
VIX_15Nov23_C_55
.....................
40,700‌
11/15/2023
—
1
.1
VIX_15Nov23_C_60
.....................
94,864‌
11/15/2023
—
2
.7
VIX_15Nov23_C_65
.....................
60,907‌
11/15/2023
—
1
.7
VIX_15Nov23_C_70
.....................
16,877‌
11/15/2023
—
0
.5
VIX_18Oct23_C_33
.....................
68,302‌
10/18/2023
—
1
.9
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
13
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
VIX_18Oct23_C_34
.....................
$
104,144‌
10/18/2023
—
2
.9
%
VIX_18Oct23_C_35
.....................
51,979‌
10/18/2023
—
1
.5
VIX_18Oct23_C_36
.....................
234,874‌
10/18/2023
—
6
.6
VIX_18Oct23_C_37
.....................
205,727‌
10/18/2023
—
5
.8
VIX_18Oct23_C_38
.....................
161,667‌
10/18/2023
—
4
.5
VIX_18Oct23_C_39
.....................
219,245‌
10/18/2023
—
6
.1
VIX_18Oct23_C_40
.....................
257,817‌
10/18/2023
—
7
.2
VIX_18Oct23_C_42.5
....................
646,690‌
10/18/2023
—
18
.1
VIX_18Oct23_C_45
.....................
416,439‌
10/18/2023
—
11
.6
VIX_18Oct23_C_47.5
....................
327,787‌
10/18/2023
—
9
.2
VIX_18Oct23_C_50
.....................
254,825‌
10/18/2023
—
7
.1
VIX_18Oct23_C_55
.....................
159,219‌
10/18/2023
—
4
.5
VIX_18Oct23_C_60
.....................
69,921‌
10/18/2023
—
2
.0
VIX_18Oct23_C_65
.....................
34,880‌
10/18/2023
—
1
.0
VIX_18Oct23_C_70
.....................
48,892‌
10/18/2023
—
1
.4
VIX_18Oct23_C_75
.....................
16,265‌
10/18/2023
—
0
.5
VIX_18Oct23_C_80
.....................
6,969‌
10/18/2023
—
0
.2
VIX_18Oct23_C_85
.....................
6,960‌
10/18/2023
—
0
.2
Total
3,577,194‌
—
100.0%
*
The
following
table
shows
the
individual
positions
and
related
values
of
the
securities
within
the
GSIVVTRS
basket
-
Short.
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
CBOE
VIX
FUTURE  
Oct23
...............
$
(
4,889‌
)
10/15/2023
—
0
.1
%
EqSp
-VX-X23
..........................
(
66,531‌
)
11/15/2023
—
0
.9
VIX
10/18/23
C16
Index
..................
(
117,970‌
)
10/18/2023
—
1
.6
VIX_15Nov23_C_18
.....................
(
3,411‌
)
11/15/2023
—
0
.1
VIX_15Nov23_C_19
.....................
(
3,411‌
)
11/15/2023
—
0
.1
VIX_15Nov23_C_20
.....................
(
54,254‌
)
11/15/2023
—
0
.8
VIX_15Nov23_C_21
.....................
(
94,864‌
)
11/15/2023
—
1
.3
VIX_15Nov23_C_22
.....................
(
74,575‌
)
11/15/2023
—
1
.0
VIX_15Nov23_C_23
.....................
(
37,198‌
)
11/15/2023
—
0
.5
VIX_15Nov23_C_24
.....................
(
16,877‌
)
11/15/2023
—
0
.2
VIX_15Nov23_P_16
.....................
(
6,823‌
)
11/15/2023
—
0
.1
VIX_15Nov23_P_17
.....................
(
88,211‌
)
11/15/2023
—
1
.2
VIX_15Nov23_P_18
.....................
(
135,482‌
)
11/15/2023
—
1
.9
VIX_15Nov23_P_19
.....................
(
37,198‌
)
11/15/2023
—
0
.5
VIX_15Nov23_P_20
.....................
(
16,877‌
)
11/15/2023
—
0
.2
VIX_18Oct23_C_17
.....................
(
617,607‌
)
10/18/2023
—
8
.6
VIX_18Oct23_C_18
.....................
(
826,193‌
)
10/18/2023
—
11
.4
VIX_18Oct23_C_19
.....................
(
799,599‌
)
10/18/2023
—
11
.1
VIX_18Oct23_C_20
.....................
(
468,498‌
)
10/18/2023
—
6
.5
VIX_18Oct23_C_21
.....................
(
272,450‌
)
10/18/2023
—
3
.8
VIX_18Oct23_C_22
.....................
(
113,524‌
)
10/18/2023
—
1
.6
VIX_18Oct23_C_23
.....................
(
51,186‌
)
10/18/2023
—
0
.7
VIX_18Oct23_C_24
.....................
(
20,940‌
)
10/18/2023
—
0
.3
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
14
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
VIX_18Oct23_C_25
.....................
$
(
4,635‌
)
10/18/2023
—
0
.1
%
VIX_18Oct23_P_14.5
....................
(
117,970‌
)
10/18/2023
—
1
.6
VIX_18Oct23_P_15
.....................
(
883,715‌
)
10/18/2023
—
12
.2
VIX_18Oct23_P_16
.....................
(
1,069,007‌
)
10/18/2023
—
14
.8
VIX_18Oct23_P_17
.....................
(
697,457‌
)
10/18/2023
—
9
.7
VIX_18Oct23_P_18
.....................
(
367,387‌
)
10/18/2023
—
5
.1
VIX_18Oct23_P_19
.....................
(
152,432‌
)
10/18/2023
—
2
.1
VIX_18Oct23_P_20
.....................
(
4,635‌
)
10/18/2023
—
0
.1
Total
(
7,225,806‌
)
—
100.0%
*
The
following
table
shows
the
individual
positions
and
related
values
of
the
securities
within
the
GSVIKTRS
basket
-
Short.
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
HYG.P_
2Oct23_Fwd_74
.................
$
(
19,255,870‌
)
10/2/2023
—
21
.2
%
HYG.P_15Dec23_C_73
..................
(
106,430‌
)
12/15/2023
—
0
.1
HYG.P_15Dec23_C_74
..................
(
505,425‌
)
12/15/2023
—
0
.6
HYG.P_15Dec23_C_75
..................
(
74,412‌
)
12/15/2023
—
0
.1
HYG.P_15Dec23_P_71
..................
(
168,790‌
)
12/15/2023
—
0
.2
HYG.P_15Dec23_P_72
..................
(
405,663‌
)
12/15/2023
—
0
.5
HYG.P_15Dec23_P_73
..................
(
392,919‌
)
12/15/2023
—
0
.4
HYG.P_15Dec23_P_74
..................
(
62,028‌
)
12/15/2023
—
0
.1
HYG.P_17Nov23_C_74
..................
(
2,152,310‌
)
11/17/2023
—
2
.4
HYG.P_17Nov23_C_75
..................
(
4,777,732‌
)
11/17/2023
—
5
.3
HYG.P_17Nov23_C_76
..................
(
794,762‌
)
11/17/2023
—
0
.9
HYG.P_17Nov23_P_72
..................
(
1,334,497‌
)
11/17/2023
—
1
.5
HYG.P_17Nov23_P_73
..................
(
4,818,300‌
)
11/17/2023
—
5
.3
HYG.P_17Nov23_P_74
..................
(
4,690,702‌
)
11/17/2023
—
5
.2
HYG.P_17Nov23_P_75
..................
(
743,707‌
)
11/17/2023
—
0
.8
HYG.P_20Oct23_C_73.5
.................
(
413,195‌
)
10/20/2023
—
0
.5
HYG.P_20Oct23_C_74
...................
(
2,367,325‌
)
10/20/2023
—
2
.6
HYG.P_20Oct23_C_74.5
.................
(
1,245,139‌
)
10/20/2023
—
1
.4
HYG.P_20Oct23_C_75
...................
(
13,172,876‌
)
10/20/2023
—
14
.5
HYG.P_20Oct23_C_76
...................
(
3,093,533‌
)
10/20/2023
—
3
.4
HYG.P_20Oct23_P_72
...................
(
963,228‌
)
10/20/2023
—
1
.1
HYG.P_20Oct23_P_72.5
.................
(
413,195‌
)
10/20/2023
—
0
.5
HYG.P_20Oct23_P_73
...................
(
7,280,949‌
)
10/20/2023
—
8
.0
HYG.P_20Oct23_P_73.5
.................
(
1,845,414‌
)
10/20/2023
—
2
.0
HYG.P_20Oct23_P_74
...................
(
14,785,231‌
)
10/20/2023
—
16
.2
HYG.P_20Oct23_P_74.5
.................
(
818,648‌
)
10/20/2023
—
0
.9
HYG.P_20Oct23_P_75
...................
(
4,331,437‌
)
10/20/2023
—
4
.8
Total
(
91,013,717‌
)
—
100.0%
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
15
*
The
following
table
shows
the
individual
positions
and
related
values
of
the
securities
within
the
GSVLFTRS
basket
-
Long.
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
SWO
Call
USD  1Nov23
459  2Aug23
2y
.....
$
10,961,355‌
11/1/2023
—
2
.1
%
SWO
Call
USD  1Oct25
319  5Jul23
5y
......
10,719,155‌
10/1/2025
—
2
.0
SWO
Call
USD  3Dec25
374  6Sep23
10y
....
6,673,069‌
12/3/2025
—
1
.3
SWO
Call
USD  4Oct23
461  5Jul23
2y
......
10,719,155‌
10/4/2023
—
2
.0
SWO
Call
USD  5Nov25
336  9Aug23
5y
.....
10,917,528‌
11/5/2025
—
2
.1
SWO
Call
USD  6Dec23
462  6Sep23
2y
.....
6,673,069‌
12/6/2023
—
1
.3
SWO
Call
USD  8Nov23
442  9Aug23
2y
.....
10,917,528‌
11/8/2023
—
2
.1
SWO
Call
USD  8Oct25
339
12Jul23
5y
.....
11,179,134‌
10/8/2025
—
2
.1
SWO
Call
USD
10Dec25
375
13Sep23
10y
...
6,818,597‌
12/10/2025
—
1
.3
SWO
Call
USD
11Dec30
385
20Sep23
5y
....
6,738,842‌
12/11/2030
—
1
.3
SWO
Call
USD
11Oct23
460
12Jul23
2y
.....
11,179,134‌
10/11/2023
—
2
.1
SWO
Call
USD
12Nov25
358
16Aug23
5y
....
11,599,166‌
11/12/2025
—
2
.2
SWO
Call
USD
13Dec23
469
13Sep23
2y
....
6,818,597‌
12/13/2023
—
1
.3
SWO
Call
USD
15Nov23
457
16Aug23
2y
....
11,599,166‌
11/15/2023
—
2
.2
SWO
Call
USD
15Oct25
311
19Jul23
5y
.....
10,208,345‌
10/15/2025
—
1
.9
SWO
Call
USD
18Oct23
434
19Jul23
2y
.....
10,208,345‌
10/18/2023
—
1
.9
SWO
Call
USD
19Nov25
379
23Aug23
20y
...
4,372,109‌
11/19/2025
—
0
.8
SWO
Call
USD
20Dec23
405
20Sep23
7y
....
6,738,842‌
12/20/2023
—
1
.3
SWO
Call
USD
22Nov23
471
23Aug23
2y
....
4,372,109‌
11/22/2023
—
0
.8
SWO
Call
USD
22Oct25
329
26Jul23
5y
.....
10,695,508‌
10/22/2025
—
2
.0
SWO
Call
USD
24Dec25
401
27Sep23
20y
...
4,439,359‌
12/24/2025
—
0
.8
SWO
Call
USD
25Oct23
460
26Jul23
2y
.....
10,695,508‌
10/25/2023
—
2
.0
SWO
Call
USD
26Nov25
364
30Aug23
10y
...
6,480,962‌
11/26/2025
—
1
.2
SWO
Call
USD
27Dec23
484
27Sep23
2y
....
4,439,359‌
12/27/2023
—
0
.8
SWO
Call
USD
29Nov23
458
30Aug23
2y
....
6,480,962‌
11/29/2023
—
1
.2
SWO
Call
USD
29Oct25
343  2Aug23
5y
.....
10,961,355‌
10/29/2025
—
2
.1
SWO
Put
USD  1Nov23
459  2Aug23
2y
.....
10,961,355‌
11/1/2023
—
2
.1
SWO
Put
USD  1Oct25
319  5Jul23
5y
......
10,719,155‌
10/1/2025
—
2
.0
SWO
Put
USD  3Dec25
374  6Sep23
10y
....
6,673,069‌
12/3/2025
—
1
.3
SWO
Put
USD  4Oct23
461  5Jul23
2y
......
10,719,155‌
10/4/2023
—
2
.0
SWO
Put
USD  5Nov25
336  9Aug23
5y
.....
10,917,528‌
11/5/2025
—
2
.1
SWO
Put
USD  6Dec23
462  6Sep23
2y
.....
6,673,069‌
12/6/2023
—
1
.3
SWO
Put
USD  8Nov23
442  9Aug23
2y
.....
10,917,528‌
11/8/2023
—
2
.1
SWO
Put
USD  8Oct25
339
12Jul23
5y
......
11,179,134‌
10/8/2025
—
2
.1
SWO
Put
USD
10Dec25
375
13Sep23
10y
...
6,818,597‌
12/10/2025
—
1
.3
SWO
Put
USD
11Dec30
385
20Sep23
5y
....
6,738,842‌
12/11/2030
—
1
.3
SWO
Put
USD
11Oct23
460
12Jul23
2y
......
11,179,134‌
10/11/2023
—
2
.1
SWO
Put
USD
12Nov25
358
16Aug23
5y
....
11,599,166‌
11/12/2025
—
2
.2
SWO
Put
USD
13Dec23
469
13Sep23
2y
....
6,818,597‌
12/13/2023
—
1
.3
SWO
Put
USD
15Nov23
457
16Aug23
2y
....
11,599,166‌
11/15/2023
—
2
.2
SWO
Put
USD
15Oct25
311
19Jul23
5y
......
10,208,345‌
10/15/2025
—
1
.9
SWO
Put
USD
18Oct23
434
19Jul23
2y
.....
10,208,345‌
10/18/2023
—
1
.9
SWO
Put
USD
19Nov25
379
23Aug23
20y
...
4,372,109‌
11/19/2025
—
0
.8
SWO
Put
USD
20Dec23
405
20Sep23
7y
....
6,738,842‌
12/20/2023
—
1
.3
SWO
Put
USD
22Nov23
471
23Aug23
2y
....
4,372,108‌
11/22/2023
—
0
.8
SWO
Put
USD
22Oct25
329
26Jul23
5y
.....
10,695,508‌
10/22/2025
—
2
.0
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
16
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
SWO
Put
USD
24Dec25
401
27Sep23
20y
...
$
4,439,359‌
12/24/2025
—
0
.8
%
SWO
Put
USD
25Oct23
460
26Jul23
2y
.....
10,695,508‌
10/25/2023
—
2
.0
SWO
Put
USD
26Nov25
364
30Aug23
10y
...
6,480,962‌
11/26/2025
—
1
.2
SWO
Put
USD
27Dec23
484
27Sep23
2y
....
4,439,359‌
12/27/2023
—
0
.8
SWO
Put
USD
29Nov23
458
30Aug23
2y
....
6,480,962‌
11/29/2023
—
1
.2
SWO
Put
USD
29Oct25
343  2Aug23
5y
.....
10,961,355‌
10/29/2025
—
2
.1
SWP
USD10y
060923031225
0.0374
.......
3,675,247‌
12/3/2025
—
0
.7
SWP
USD10y
130923101225
0.0375
.......
3,328,510‌
12/10/2025
—
0
.6
SWP
USD10y
300823261125
0.0364
........
4,583,484‌
11/26/2025
—
0
.9
SWP
USD20y
230823191125
0.0379
........
1,901,504‌
11/19/2025
—
0
.4
SWP
USD5y
020823291025
0.0343
........
10,377,219‌
10/29/2025
—
2
.0
SWP
USD5y
050723011025
0.0319
.........
8,411,304‌
10/1/2025
—
1
.6
SWP
USD5y
090823051125
0.0336
.........
9,825,947‌
11/5/2025
—
1
.9
SWP
USD5y
120723081025
0.0339
........
10,069,986‌
10/8/2025
—
1
.9
SWP
USD5y
160823121125
0.0358
.........
9,394,408‌
11/12/2025
—
1
.8
SWP
USD5y
190723151025
0.0311
.........
7,628,782‌
10/15/2025
—
1
.4
SWP
USD5y
200923111230
0.0385
.........
5,320,804‌
12/11/2030
—
1
.0
SWP
USD5y
260723221025
0.0329
........
9,966,242‌
10/22/2025
—
1
.9
Total
531,695,952‌
—
100.0%
*
The
following
table
shows
the
individual
positions
and
related
values
of
the
securities
within
the
GSVLFTRS
basket
-
Short.
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
SWO
Call
USD  1Nov23
379  2Aug23
7y
.....
$
(
10,961,355‌
)
11/1/2023
—
4
.9
%
SWO
Call
USD  4Oct23
363  5Jul23
7y
......
(
10,719,155‌
)
10/4/2023
—
4
.8
SWO
Call
USD  6Dec23
391  6Sep23
10y
....
(
4,003,841‌
)
12/6/2023
—
1
.8
SWO
Call
USD  6Dec23
392  6Sep23
15y
....
(
2,669,227‌
)
12/6/2023
—
1
.2
SWO
Call
USD  8Nov23
369  9Aug23
7y
.....
(
10,917,528‌
)
11/8/2023
—
4
.9
SWO
Call
USD
11Oct23
377
12Jul23
7y
.....
(
11,179,134‌
)
10/11/2023
—
5
.0
SWO
Call
USD
13Dec23
394
13Sep23
10y
...
(
4,091,158‌
)
12/13/2023
—
1
.8
SWO
Call
USD
13Dec23
394
13Sep23
15y
...
(
2,727,439‌
)
12/13/2023
—
1
.2
SWO
Call
USD
15Nov23
389
16Aug23
7y
....
(
11,599,166‌
)
11/15/2023
—
5
.2
SWO
Call
USD
18Oct23
349
19Jul23
7y
.....
(
10,208,345‌
)
10/18/2023
—
4
.6
SWO
Call
USD
20Dec23
397
20Sep23
15y
...
(
2,695,537‌
)
12/20/2023
—
1
.2
SWO
Call
USD
20Dec23
399
20Sep23
10y
...
(
4,043,305‌
)
12/20/2023
—
1
.8
SWO
Call
USD
22Nov23
372
23Aug23
30y
...
(
874,422‌
)
11/22/2023
—
0
.4
SWO
Call
USD
22Nov23
395
23Aug23
20y
...
(
3,497,687‌
)
11/22/2023
—
1
.6
SWO
Call
USD
25Oct23
369
26Jul23
7y
.....
(
10,695,508‌
)
10/25/2023
—
4
.8
SWO
Call
USD
27Dec23
395
27Sep23
30y
...
(
887,872‌
)
12/27/2023
—
0
.4
SWO
Call
USD
27Dec23
416
27Sep23
20y
...
(
3,551,487‌
)
12/27/2023
—
1
.6
SWO
Call
USD
29Nov23
382
30Aug23
10y
...
(
3,888,577‌
)
11/29/2023
—
1
.7
SWO
Call
USD
29Nov23
383
30Aug23
15y
...
(
2,592,385‌
)
11/29/2023
—
1
.2
SWO
Put
USD  1Nov23
379  2Aug23
7y
.....
(
10,961,355‌
)
11/1/2023
—
4
.9
SWO
Put
USD  4Oct23
363  5Jul23
7y
......
(
10,719,155‌
)
10/4/2023
—
4
.8
SWO
Put
USD  6Dec23
391  6Sep23
10y
....
(
4,003,841‌
)
12/6/2023
—
1
.8
SWO
Put
USD  6Dec23
392  6Sep23
15y
....
(
2,669,228‌
)
12/6/2023
—
1
.2
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
17
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
SWO
Put
USD  8Nov23
369  9Aug23
7y
.....
$
(
10,917,528‌
)
11/8/2023
—
4
.9
%
SWO
Put
USD
11Oct23
377
12Jul23
7y
......
(
11,179,134‌
)
10/11/2023
—
5
.0
SWO
Put
USD
13Dec23
394
13Sep23
10y
...
(
4,091,158‌
)
12/13/2023
—
1
.8
SWO
Put
USD
13Dec23
394
13Sep23
15y
...
(
2,727,439‌
)
12/13/2023
—
1
.2
SWO
Put
USD
15Nov23
389
16Aug23
7y
....
(
11,599,166‌
)
11/15/2023
—
5
.2
SWO
Put
USD
18Oct23
349
19Jul23
7y
.....
(
10,208,345‌
)
10/18/2023
—
4
.6
SWO
Put
USD
20Dec23
397
20Sep23
15y
...
(
2,695,537‌
)
12/20/2023
—
1
.2
SWO
Put
USD
20Dec23
399
20Sep23
10y
...
(
4,043,305‌
)
12/20/2023
—
1
.8
SWO
Put
USD
22Nov23
372
23Aug23
30y
...
(
874,422‌
)
11/22/2023
—
0
.4
SWO
Put
USD
22Nov23
395
23Aug23
20y
...
(
3,497,687‌
)
11/22/2023
—
1
.6
SWO
Put
USD
25Oct23
369
26Jul23
7y
.....
(
10,695,508‌
)
10/25/2023
—
4
.8
SWO
Put
USD
27Dec23
395
27Sep23
30y
...
(
887,872‌
)
12/27/2023
—
0
.4
SWO
Put
USD
27Dec23
416
27Sep23
20y
...
(
3,551,487‌
)
12/27/2023
—
1
.6
SWO
Put
USD
29Nov23
382
30Aug23
10y
...
(
3,888,577‌
)
11/29/2023
—
1
.7
SWO
Put
USD
29Nov23
383
30Aug23
15y
...
(
2,592,385‌
)
11/29/2023
—
1
.2
SWP
USD20y
270923241225
0.0401
.......
(
410,554‌
)
12/24/2025
—
0
.2
Total
(
224,016,811‌
)
—
100.0%
*
The
following
table
shows
the
individual
positions
and
related
values
of
the
securities
within
the
MQIS2TRS
basket
-
Long.
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
AUD
Currency
..........................
$
13,502‌
—
—
0
.1
%
BRENT
CRUDE
FUTR  Jan24
.............
271,818‌
1/1/2024
—
2
.0
CAD
Currency
..........................
20,106‌
—
—
0
.1
COCOA
FUTURE
-
IC
Dec23
..............
154,518‌
12/1/2023
—
1
.1
COFF
ROBUSTA
10tn
Jan24
..............
2,603‌
1/1/2024
—
0
.0
COFF
ROBUSTA
10tn
Nov23
..............
5,411‌
11/1/2023
—
0
.0
COTTON
NO.2
FUTR  Dec23
..............
32,937‌
12/1/2023
—
0
.2
EUR
Currency
..........................
36,204‌
—
—
0
.3
FCOJ-A
FUTURE    
Jan24
................
30,234‌
1/1/2024
—
0
.2
FCOJ-A
FUTURE    
Nov23
...............
86,779‌
11/1/2023
—
0
.6
GASOLINE
RBOB
FUT
Nov23
.............
43,667‌
11/1/2023
—
0
.3
JPY
Currency
..........................
14,632‌
12/11/2013
—
0
.1
LIVE
CATTLE
FUTR  Dec23
...............
84,172‌
12/1/2023
—
0
.6
LME
LEAD
FUTURE  
Dec23
..............
18,508‌
12/1/2023
—
0
.1
LME
LEAD
FUTURE  
Nov23
..............
158,831‌
11/1/2023
—
1
.1
LME
PRI
ALUM
FUTR
Nov23
..............
59,275‌
11/1/2023
—
0
.4
LONG
GILT
FUTURE  Dec23
..............
12,280,470‌
12/1/2023
—
88
.1
NY
Harb
ULSD
Fut  Nov23
................
86,970‌
11/1/2023
—
0
.6
ROUGH
RICE
(CBOT)
Jan24
..............
15,870‌
1/1/2024
—
0
.1
ROUGH
RICE
(CBOT)
Nov23
.............
31,123‌
11/1/2023
—
0
.2
SGX
Iron
Ore
62%  Nov23
................
81,009‌
11/1/2023
—
0
.6
UK
Natural
Gas
FutDec23
................
84‌
12/1/2023
—
0
.0
UK
Natural
Gas
FutNov23
................
150‌
11/1/2023
—
0
.0
WHITE
SUGAR
(ICE)
Dec23
..............
91,548‌
12/1/2023
—
0
.7
WHITE
SUGAR
(ICE)
Mar24
..............
45,638‌
3/1/2024
—
0
.3
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
18
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
WTI
CRUDE
FUTURE  Nov23
.............
$
281,287‌
11/1/2023
—
2
.0
%
Total
13,947,346‌
—
100.0%
*
The
following
table
shows
the
individual
positions
and
related
values
of
the
securities
within
the
MQIS2TRS
basket
-
Short.
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
AUST
10Y
BOND
FUT
Dec23
.............
$
(
83,221,098,649‌
)
12/1/2023
—
64
.6
%
BRLUSD
Currency
Forward
...............
(
102,362‌
)
10/19/2023
—
0
.0
CAN
10YR
BOND
FUT
Dec23
.............
(
98,556,717‌
)
12/1/2023
—
0
.1
CNHUSD
Currency
Forward
...............
(
649,558‌
)
10/18/2023
—
0
.0
COCOA
FUTURE      Dec23
...............
(
7,496‌
)
12/1/2023
—
0
.0
COFFEE
'C'
FUTURE
Dec23
..............
(
15,499‌
)
12/1/2023
—
0
.0
CORN
FUTURE      
Dec23
...............
(
21,767‌
)
12/1/2023
—
0
.0
ECX
EMISSION      Dec23
................
(
66,878‌
)
12/1/2023
—
0
.0
EURO
STOXX
50    
Dec23
...............
(
724,859‌
)
12/1/2023
—
0
.0
EURO-BOBL
FUTURE  Dec23
.............
(
56,753,414‌
)
12/1/2023
—
0
.1
EURO-BUND
FUTURE  Dec23
............
(
120,950,372‌
)
12/1/2023
—
0
.1
EURO-SCHATZ
FUT  
Dec23
..............
(
162,018,397‌
)
12/1/2023
—
0
.1
GBP
Currency
..........................
(
11,985‌
)
—
—
0
.0
GOLD
100
OZ
FUTR  Dec23
..............
(
273,785‌
)
12/1/2023
—
0
.0
IDRUSD
Currency
Forward
...............
(
598,008‌
)
10/19/2023
—
0
.0
INRUSD
Currency
Forward
...............
(
696,254‌
)
10/19/2023
—
0
.0
JPN
10Y
BOND(OSE)
Dec23
..............
(
44,830,807,819‌
)
12/1/2023
—
34
.8
KRWUSD
Currency
Forward
..............
(
549,479‌
)
10/19/2023
—
0
.0
LEAN
HOGS
FUTURE  Dec23
.............
(
12,996‌
)
12/1/2023
—
0
.0
LME
COPPER
FUTURE
Nov23
............
(
91,557‌
)
11/1/2023
—
0
.0
LME
NICKEL
FUTURE
Nov23
.............
(
75,039‌
)
11/1/2023
—
0
.0
LME
TIN
FUTURE    Dec23
...............
(
19,438‌
)
12/1/2023
—
0
.0
LME
TIN
FUTURE    Nov23
...............
(
38,706‌
)
11/1/2023
—
0
.0
MILK
FUTURE      
Nov23
.................
(
5,186‌
)
11/1/2023
—
0
.0
MILK
FUTURE      
Oct23
.................
(
10,196‌
)
10/1/2023
—
0
.0
MILL
WHEAT
EURO  
Dec23
..............
(
12,317‌
)
12/1/2023
—
0
.0
MXNUSD
Currency
Forward
...............
(
186,995‌
)
10/18/2023
—
0
.0
NASDAQ
100
E-MINI
Dec23
..............
(
237,326‌
)
12/1/2023
—
0
.0
NATURAL
GAS
FUTR  Nov23
.............
(
40,435‌
)
11/1/2023
—
0
.0
OAT
FUTURE        Dec23
.................
(
17,211‌
)
12/1/2023
—
0
.0
PALLADIUM
FUTURE  Dec23
.............
(
25,119‌
)
12/1/2023
—
0
.0
PLATINUM
FUTURE  
Jan24
..............
(
133,789‌
)
1/1/2024
—
0
.0
RAPESEED  EURO    Feb24
..............
(
9,640‌
)
2/1/2024
—
0
.0
RAPESEED  EURO    Nov23
..............
(
18,597‌
)
11/1/2023
—
0
.0
RED
WHEAT
FUT
MGE
Dec23
............
(
124,651‌
)
12/1/2023
—
0
.0
S&P500
EMINI
FUT  Dec23
...............
(
1,303,403‌
)
12/1/2023
—
0
.0
SGDUSD
Currency
Forward
...............
(
1,320,081‌
)
10/18/2023
—
0
.0
SILVER
FUTURE    
Dec23
................
(
51,709‌
)
12/1/2023
—
0
.0
SOYBEAN
FUTURE    Nov23
..............
(
26,931‌
)
11/1/2023
—
0
.0
SOYBEAN
MEAL
FUTR
Dec23
............
(
7,273‌
)
12/1/2023
—
0
.0
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
19
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
SPI
200
FUTURES  
Dec23
...............
$
(
220,262‌
)
12/1/2023
—
0
.0
%
TTF
NAT
GAS
F    
Dec23
................
(
468‌
)
12/1/2023
—
0
.0
TTF
NAT
GAS
F    
Nov23
................
(
861‌
)
11/1/2023
—
0
.0
TWDUSD
Currency
Forward
..............
(
1,260,428‌
)
10/19/2023
—
0
.0
US
10YR
NOTE
(CBT)Dec23
..............
(
158,622,166‌
)
12/1/2023
—
0
.1
US
2YR
NOTE
(CBT)
Dec23
..............
(
158,758,241‌
)
12/1/2023
—
0
.1
US
5YR
NOTE
(CBT)
Dec23
..............
(
75,219,701‌
)
12/1/2023
—
0
.1
WHEAT
FUTURE(CBT)
Dec23
.............
(
27,986‌
)
12/1/2023
—
0
.0
ZARUSD
Currency
Forward
...............
(
147,238‌
)
10/18/2023
—
0
.0
Total
(
128,891,929,244‌
)
—
100.0%
*
The
following
table
shows
the
individual
positions
and
related
values
of
the
securities
within
the
MQIS6TRS
basket
-
Long.
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
BRLUSD
Currency
Forward
...............
$
1,314,789‌
10/19/2023
—
12
.8
%
CLPUSD
Currency
Forward
...............
1,078,975‌
10/19/2023
—
10
.5
HUFUSD
Currency
Forward
...............
2,185,580‌
10/18/2023
—
21
.3
INRUSD
Currency
Forward
...............
1,333,388‌
10/19/2023
—
13
.0
MXNUSD
Currency
Forward
...............
2,060,587‌
10/18/2023
—
20
.1
NZDUSD
Currency
Forward
...............
793,699‌
10/18/2023
—
7
.7
PLNUSD
Currency
Forward
...............
342,357‌
10/18/2023
—
3
.3
ZARUSD
Currency
Forward
...............
1,157,757‌
10/18/2023
—
11
.3
Total
10,267,132‌
—
100.0%
*
The
following
table
shows
the
individual
positions
and
related
values
of
the
securities
within
the
MQIS6TRS
basket
-
Short.
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
AUDUSD
Currency
Forward
...............
$
(
1,584,111‌
)
10/18/2023
—
15
.4
%
CADUSD
Currency
Forward
...............
(
1,176,712‌
)
10/17/2023
—
11
.5
CHFUSD
Currency
Forward
...............
(
1,962,764‌
)
10/18/2023
—
19
.1
CNHUSD
Currency
Forward
...............
(
1,198,919‌
)
10/18/2023
—
11
.7
EURUSD
Currency
Forward
...............
(
1,440,005‌
)
10/5/2023
—
14
.0
JPYUSD
Currency
Forward
...............
(
867,754‌
)
10/5/2023
—
8
.5
KRWUSD
Currency
Forward
..............
(
470,361‌
)
10/19/2023
—
4
.6
NOKUSD
Currency
Forward
...............
(
1,567,217‌
)
10/18/2023
—
15
.3
Total
(
10,267,843‌
)
—
100.0%
*
The
following
table
shows
the
individual
positions
and
related
values
of
the
securities
within
the
MQISBTRS
basket
-
Long.
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
AUD
Currency
..........................
$
2,260‌
—
—
0
.0
%
BRENT
CRUDE
FUTR  Dec23
.............
2,194,083‌
12/1/2023
—
4
.4
BRENT
CRUDE
FUTR  Feb24
.............
82,933‌
2/1/2024
—
0
.2
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
20
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
BRENT
CRUDE
FUTR  Jan24
.............
$
84,229‌
1/1/2024
—
0
.2
%
BRENT
CRUDE
FUTR  Mar24
.............
10,133‌
3/1/2024
—
0
.0
BRLUSD
Currency
Forward
...............
400,327‌
10/19/2023
—
0
.8
CAD
Currency
..........................
3,204‌
—
—
0
.0
CATTLE
FEEDER
FUT
Aug24
.............
73,639‌
8/1/2024
—
0
.2
CATTLE
FEEDER
FUT
Jan24
.............
187,269‌
1/1/2024
—
0
.4
CATTLE
FEEDER
FUT
Mar24
.............
8,708‌
3/1/2024
—
0
.0
CATTLE
FEEDER
FUT
May24
.............
50,733‌
5/1/2024
—
0
.1
CLPUSD
Currency
Forward
...............
343,388‌
10/19/2023
—
0
.7
COCOA
FUTURE      Jul24
................
202,380‌
7/1/2024
—
0
.4
COCOA
FUTURE      Mar24
...............
220,344‌
3/1/2024
—
0
.4
COCOA
FUTURE
-
IC
Dec23
..............
81,640‌
12/1/2023
—
0
.2
COFF
ROBUSTA
10tn
Jan24
..............
26,548‌
1/1/2024
—
0
.1
COFF
ROBUSTA
10tn
Nov23
..............
55,181‌
11/1/2023
—
0
.1
COFFEE
'C'
FUTURE
Jul24
...............
63,889‌
7/1/2024
—
0
.1
COFFEE
'C'
FUTURE
Mar24
..............
167,932‌
3/1/2024
—
0
.3
COFFEE
'C'
FUTURE
May24
..............
281,481‌
5/1/2024
—
0
.6
COPPER
FUTURE    
Jul24
...............
445,840‌
7/1/2024
—
0
.9
COPPER
FUTURE    
Mar24
..............
891,103‌
3/1/2024
—
1
.8
COPPER
FUTURE    
May24
..............
229,649‌
5/1/2024
—
0
.5
CORN
FUTURE      
Jul24
................
330,950‌
7/1/2024
—
0
.7
CORN
FUTURE      
May24
...............
511,812‌
5/1/2024
—
1
.0
COTTON
NO.2
FUTR  Dec24
..............
1‌
—
—
0
.0
COTTON
NO.2
FUTR  Jul24
..............
69,587‌
7/1/2024
—
0
.1
COTTON
NO.2
FUTR  Mar24
..............
178,491‌
3/1/2024
—
0
.4
COTTON
NO.2
FUTR  May24
.............
70,335‌
5/1/2024
—
0
.1
CRUDE
OIL
OPT
IPE
Dec23C    98
.........
1,563‌
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C  
100
........
544‌
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C  
101
........
452‌
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C  99.5
........
295‌
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C
98.75
........
341‌
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P    35
.........
123‌
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P    38
.........
61‌
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P    39
.........
31‌
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P    40
.........
61‌
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P    41
.........
31‌
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P    42
.........
31‌
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P    43
.........
184‌
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P    44
.........
31‌
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P    46
.........
31‌
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P    47
.........
61‌
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P    49
.........
31‌
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Feb24C  
103
.........
741‌
12/21/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Feb24C  
104
.........
333‌
12/21/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Feb24C  
110
.........
2,394‌
12/21/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Feb24C  
111
.........
339‌
12/21/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Feb24P    43
.........
183‌
12/21/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Feb24P    44
.........
183‌
12/21/2023
—
0
.0
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
21
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
CRUDE
OIL
OPT
IPE
Feb24P    45
.........
$
183‌
12/21/2023
—
0
.0
%
CRUDE
OIL
OPT
IPE
Feb24P    46
.........
214‌
12/21/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Feb24P    47
.........
641‌
12/21/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Feb24P    48
.........
641‌
12/21/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Feb24P    49
.........
244‌
12/21/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Feb24P    50
.........
488‌
12/21/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Feb24P    51
.........
549‌
12/21/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Feb24P    52
.........
823‌
12/21/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Jan24C    99
.........
508‌
11/27/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Jan24C  
100
.........
887‌
11/27/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Jan24C  
102
.........
1,010‌
11/27/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Jan24C  
103
.........
598‌
11/27/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Jan24C  
105
.........
1,839‌
11/27/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Jan24C  
110
.........
130‌
11/27/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Jan24P    43
.........
122‌
11/27/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Jan24P    44
.........
367‌
11/27/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Jan24P    45
.........
856‌
11/27/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Jan24P    46
.........
856‌
11/27/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Jan24P    47
.........
458‌
11/27/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Jan24P    48
.........
153‌
11/27/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Mar24C  
111
.........
245‌
1/26/2024
—
0
.0
CRUDE
OIL
OPT
IPE
Mar24C  
112
.........
453‌
1/26/2024
—
0
.0
CRUDE
OIL
OPT
IPE
Mar24C  
114
.........
196‌
1/26/2024
—
0
.0
CRUDE
OIL
OPT
IPE
Mar24P    45
.........
823‌
1/26/2024
—
0
.0
CRUDE
OIL
OPT
IPE
Mar24P    46
.........
305‌
1/26/2024
—
0
.0
CZKUSD
Currency
Forward
...............
34,686‌
10/18/2023
—
0
.1
EUR
Currency
..........................
1,583‌
—
—
0
.0
EURO
STOXX
50    
Dec23
...............
661‌
12/1/2023
—
0
.0
EURUSD
Currency
Forward
...............
4,024‌
10/5/2023
—
0
.0
FCOJ-A
FUTURE    
Jan24
................
15,974‌
1/1/2024
—
0
.0
FCOJ-A
FUTURE    
Nov23
...............
12,506‌
11/1/2023
—
0
.0
FTSE
100
IDX
FUT  Dec23
................
6,995‌
12/1/2023
—
0
.0
GASOLINE
RBOB
FUT
Dec23
.............
17,548‌
12/1/2023
—
0
.0
GASOLINE
RBOB
FUT
Feb24
.............
11,596‌
2/1/2024
—
0
.0
GASOLINE
RBOB
FUT
Jan24
.............
320,280‌
1/1/2024
—
0
.6
GASOLINE
RBOB
FUT
Jul24
..............
226,573‌
7/1/2024
—
0
.5
GASOLINE
RBOB
FUT
Mar24
.............
161,065‌
3/1/2024
—
0
.3
GBP
Currency
..........................
2,520‌
—
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2115
.......
9‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2120
.......
38‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2125
.......
5‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2155
.......
4‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2165
.......
4‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2175
.......
4‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2180
.......
13‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2195
.......
13‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2210
.......
21‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2215
.......
21‌
11/27/2023
—
0
.0
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
22
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
GOLD
FUT
OPT(CMX)
Dec23C  2225
.......
$
8‌
11/27/2023
—
0
.0
%
GOLD
FUT
OPT(CMX)
Dec23C  2235
.......
9‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2240
.......
3‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2245
.......
13‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2250
.......
4‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2255
.......
28‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2260
.......
12‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2270
.......
5‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2285
.......
13‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2300
.......
4‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1760
.......
200‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1765
.......
221‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1775
.......
402‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1780
.......
438‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1785
.......
161‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1790
.......
353‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1795
.......
395‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1800
.......
850‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1805
.......
701‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1810
.......
1,285‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1815
.......
565‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1820
.......
19‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1825
.......
1,056‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1830
.......
773‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1835
.......
406‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2120
.......
32‌
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2150
.......
81‌
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2175
.......
204‌
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2185
.......
18‌
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2200
.......
88‌
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2225
.......
8‌
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2250
.......
40‌
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2255
.......
8‌
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2265
.......
10‌
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2275
.......
34‌
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1740
.......
162‌
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1780
.......
278‌
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1790
.......
1,581‌
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1795
.......
1,012‌
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1800
.......
1,443‌
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1805
.......
1,158‌
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1810
.......
1,234‌
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1825
.......
498‌
1/25/2024
—
0
.0
HUFUSD
Currency
Forward
...............
617,852‌
10/18/2023
—
1
.2
IDRUSD
Currency
Forward
...............
189,769‌
10/19/2023
—
0
.4
INRUSD
Currency
Forward
...............
382,151‌
10/19/2023
—
0
.8
JPYUSD
Currency
Forward
...............
3,053‌
10/5/2023
—
0
.0
KC
HRW
WHEAT
FUT  Jul24
..............
108,769‌
7/1/2024
—
0
.2
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
23
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
KC
HRW
WHEAT
FUT  May24
.............
$
228,674‌
5/1/2024
—
0
.5
%
LEAN
HOGS
FUTURE  Jun24
.............
505,092‌
6/1/2024
—
1
.0
LEAN
HOGS
FUTURE  Oct23
.............
190,349‌
10/1/2023
—
0
.4
LIVE
CATTLE
FUTR  Feb24
...............
268,125‌
2/1/2024
—
0
.5
LIVE
CATTLE
FUTR  Jun24
...............
624,015‌
6/1/2024
—
1
.3
LIVE
CATTLE
FUTR  Oct23
...............
337,945‌
10/1/2023
—
0
.7
LME
LEAD
FUTURE  
Apr24
..............
23,382‌
4/1/2024
—
0
.1
LME
LEAD
FUTURE  
Dec23
..............
219,708‌
12/1/2023
—
0
.4
LME
LEAD
FUTURE  
Feb24
..............
51,865‌
2/1/2024
—
0
.1
LME
LEAD
FUTURE  
Jan24
..............
12,520‌
1/1/2024
—
0
.0
LME
LEAD
FUTURE  
Mar24
..............
65,476‌
3/1/2024
—
0
.1
LME
LEAD
FUTURE  
May24
..............
57,665‌
5/1/2024
—
0
.1
LME
LEAD
FUTURE  
Oct23
..............
110,681‌
10/1/2023
—
0
.2
LME
NICKEL
FUTURE
Dec23
.............
23,516‌
12/1/2023
—
0
.1
LME
NICKEL
FUTURE
Feb24
.............
87,132‌
2/1/2024
—
0
.2
LME
NICKEL
FUTURE
Jan24
.............
41,857‌
1/1/2024
—
0
.1
LME
NICKEL
FUTURE
Jul24
..............
32,958‌
7/1/2024
—
0
.1
LME
NICKEL
FUTURE
Mar24
.............
144,936‌
3/1/2024
—
0
.3
LME
NICKEL
FUTURE
May24
.............
102,898‌
5/1/2024
—
0
.2
LME
NICKEL
FUTURE
Oct23
..............
403,520‌
10/1/2023
—
0
.8
LME
PRI
ALUM
FUTR
Dec23
..............
481,575‌
12/1/2023
—
1
.0
LME
PRI
ALUM
FUTR
Feb24
..............
4,245‌
2/1/2024
—
0
.0
LME
PRI
ALUM
FUTR
Jan24
..............
195,045‌
1/1/2024
—
0
.4
LME
PRI
ALUM
FUTR
Jul24
...............
56,682‌
7/1/2024
—
0
.1
LME
PRI
ALUM
FUTR
Mar24
..............
288,033‌
3/1/2024
—
0
.6
LME
PRI
ALUM
FUTR
May24
.............
310,381‌
5/1/2024
—
0
.6
LME
PRI
ALUM
FUTR
Oct23
..............
266,147‌
10/1/2023
—
0
.5
LME
TIN
FUTURE    Dec23
...............
3,468‌
12/1/2023
—
0
.0
LME
TIN
FUTURE    Nov23
...............
18,534‌
11/1/2023
—
0
.0
LME
ZINC
FUTURE  
Dec23
..............
349,710‌
12/1/2023
—
0
.7
LME
ZINC
FUTURE  
Feb24
..............
34,983‌
2/1/2024
—
0
.1
LME
ZINC
FUTURE  
Jan24
...............
324,773‌
1/1/2024
—
0
.7
LME
ZINC
FUTURE  
Mar24
..............
593,363‌
3/1/2024
—
1
.2
LME
ZINC
FUTURE  
May24
..............
157,135‌
5/1/2024
—
0
.3
LME
ZINC
FUTURE  
Oct23
...............
367,203‌
10/1/2023
—
0
.7
Low
Su
Gasoil
G  
Apr24
..................
78,540‌
4/1/2024
—
0
.2
Low
Su
Gasoil
G  
Dec23
.................
191,248‌
12/1/2023
—
0
.4
Low
Su
Gasoil
G  
Jan24
.................
415,162‌
1/1/2024
—
0
.8
Low
Su
Gasoil
G  
Mar24
.................
153,055‌
3/1/2024
—
0
.3
Low
Su
Gasoil
G  
Oct23
..................
610,647‌
10/1/2023
—
1
.2
MXNUSD
Currency
Forward
...............
510,923‌
10/18/2023
—
1
.0
NASDAQ
100
E-MINI
Dec23
..............
25,271‌
12/1/2023
—
0
.1
NATURAL
GAS
FUTR  Jan24
..............
796,751‌
1/1/2024
—
1
.6
NATURAL
GAS
FUTR  Jul24
..............
262,926‌
7/1/2024
—
0
.5
NATURAL
GAS
FUTR  Mar24
.............
986,770‌
3/1/2024
—
2
.0
NIKKEI
225  (OSE)
Dec23
................
19,976,065‌
12/1/2023
—
40
.0
NY
Harb
ULSD
Fut  Dec23
................
311,027‌
12/1/2023
—
0
.6
NY
Harb
ULSD
Fut  Feb24
................
3,576‌
2/1/2024
—
0
.0
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
24
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
NY
Harb
ULSD
Fut  Jan24
................
$
551,835‌
1/1/2024
—
1
.1
%
NY
Harb
ULSD
Fut  Mar24
................
150,162‌
3/1/2024
—
0
.3
NZDUSD
Currency
Forward
...............
121,163‌
10/18/2023
—
0
.2
OAT
FUTURE        Dec23
.................
13,298‌
12/1/2023
—
0
.0
PLNUSD
Currency
Forward
...............
211,142‌
10/18/2023
—
0
.4
RED
WHEAT
FUT
MGE
Dec23
............
6,011‌
12/1/2023
—
0
.0
ROUGH
RICE
(CBOT)
Jan24
..............
8,936‌
1/1/2024
—
0
.0
ROUGH
RICE
(CBOT)
Nov23
.............
17,526‌
11/1/2023
—
0
.0
S&P500
EMINI
FUT  Dec23
...............
642‌
12/1/2023
—
0
.0
SGX
Iron
Ore
62%  Nov23
................
43,810‌
11/1/2023
—
0
.1
SILVER
FUTURE    
Mar24
................
17,388‌
3/1/2024
—
0
.0
SOYBEAN
FUTURE    Jul24
..............
209,462‌
7/1/2024
—
0
.4
SOYBEAN
FUTURE    Mar24
..............
249,706‌
3/1/2024
—
0
.5
SOYBEAN
FUTURE    May24
.............
706,843‌
5/1/2024
—
1
.4
SOYBEAN
MEAL
FUTR
Jan24
.............
364,425‌
1/1/2024
—
0
.7
SOYBEAN
MEAL
FUTR
Jul24
.............
47,853‌
7/1/2024
—
0
.1
SOYBEAN
MEAL
FUTR
Mar24
............
294,109‌
3/1/2024
—
0
.6
SOYBEAN
MEAL
FUTR
May24
............
201,889‌
5/1/2024
—
0
.4
SOYBEAN
OIL
FUTR  Jan24
..............
274,477‌
1/1/2024
—
0
.6
SOYBEAN
OIL
FUTR  Mar24
..............
226,465‌
3/1/2024
—
0
.5
SOYBEAN
OIL
FUTR  May24
..............
214,662‌
5/1/2024
—
0
.4
SUGAR
#11
(WORLD)
Jul24
..............
643,209‌
7/1/2024
—
1
.3
SUGAR
#11
(WORLD)
May24
.............
218,517‌
5/1/2024
—
0
.4
WHEAT
FUTURE(CBT)
Jul24
..............
204,874‌
7/1/2024
—
0
.4
WHEAT
FUTURE(CBT)
May24
............
533,281‌
5/1/2024
—
1
.1
WHITE
SUGAR
(ICE)
Mar24
..............
30,753‌
3/1/2024
—
0
.1
WTI
CRUDE
FUTURE  Dec23
.............
458,368‌
12/1/2023
—
0
.9
WTI
CRUDE
FUTURE  Jan24
.............
1,164,714‌
1/1/2024
—
2
.3
WTI
CRUDE
FUTURE  Mar24
.............
1,086,022‌
3/1/2024
—
2
.2
WTI
CRUDE
FUTURE  May24
.............
566,693‌
5/1/2024
—
1
.1
ZARUSD
Currency
Forward
...............
424,679‌
10/18/2023
—
0
.9
Total
49,991,718‌
—
100.0%
*
The
following
table
shows
the
individual
positions
and
related
values
of
the
securities
within
the
MQISBTRS
basket
-
Short.
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
AUDUSD
Currency
Forward
...............
$
(
544,357‌
)
10/18/2023
—
0
.0
%
AUST
10Y
BOND
FUT
Dec23
.............
(
14,201,356,133‌
)
12/1/2023
—
95
.6
CADUSD
Currency
Forward
...............
(
666,266‌
)
10/17/2023
—
0
.0
CAN
10YR
BOND
FUT
Dec23
.............
(
12,510,170‌
)
12/1/2023
—
0
.1
CATTLE
FEEDER
FUT
Nov23
.............
(
343,637‌
)
11/1/2023
—
0
.0
CBOE
VIX
FUTURE  
Feb24
..............
(
114,035‌
)
2/1/2024
—
0
.0
CBOE
VIX
FUTURE  
Jan24
...............
(
210,940‌
)
1/1/2024
—
0
.0
CHFUSD
Currency
Forward
...............
(
685,104‌
)
10/18/2023
—
0
.0
CNHUSD
Currency
Forward
...............
(
462,543‌
)
10/18/2023
—
0
.0
COCOA
FUTR
OPTION
Dec23C  3200
......
(
131‌
)
11/3/2023
—
0
.0
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
25
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
COCOA
FUTR
OPTION
Dec23C  3250
......
$
(
96‌
)
11/3/2023
—
0
.0
%
COCOA
FUTR
OPTION
Dec23C  3300
......
(
78‌
)
11/3/2023
—
0
.0
COCOA
FUTR
OPTION
Dec23C  3350
......
(
159‌
)
11/3/2023
—
0
.0
COCOA
FUTR
OPTION
Dec23C  3400
......
(
201‌
)
11/3/2023
—
0
.0
COCOA
FUTR
OPTION
Dec23C  3450
......
(
82‌
)
11/3/2023
—
0
.0
COCOA
FUTR
OPTION
Dec23C  3500
......
(
155‌
)
11/3/2023
—
0
.0
COCOA
FUTR
OPTION
Dec23C  3550
......
(
121‌
)
11/3/2023
—
0
.0
COCOA
FUTR
OPTION
Dec23C  3600
......
(
90‌
)
11/3/2023
—
0
.0
COCOA
FUTR
OPTION
Dec23C  3650
......
(
31‌
)
11/3/2023
—
0
.0
COCOA
FUTR
OPTION
Dec23C  3700
......
(
724‌
)
11/3/2023
—
0
.0
COCOA
FUTR
OPTION
Dec23C  3750
......
(
144‌
)
11/3/2023
—
0
.0
COCOA
FUTR
OPTION
Dec23C  3800
......
(
108‌
)
11/3/2023
—
0
.0
COCOA
FUTR
OPTION
Dec23C  3850
......
(
155‌
)
11/3/2023
—
0
.0
COCOA
FUTR
OPTION
Dec23P  2800
......
(
1‌
)
11/3/2023
—
0
.0
COCOA
FUTR
OPTION
Dec23P  2850
......
(
1‌
)
11/3/2023
—
0
.0
COCOA
FUTR
OPTION
Dec23P  2900
......
(
3‌
)
11/3/2023
—
0
.0
COCOA
FUTR
OPTION
Dec23P  2950
......
(
9‌
)
11/3/2023
—
0
.0
COCOA
FUTR
OPTION
Dec23P  3000
......
(
9‌
)
11/3/2023
—
0
.0
COCOA
FUTR
OPTION
Dec23P  3050
......
(
18‌
)
11/3/2023
—
0
.0
COCOA
FUTR
OPTION
Dec23P  3100
......
(
35‌
)
11/3/2023
—
0
.0
COCOA
FUTR
OPTION
Dec23P  3150
......
(
52‌
)
11/3/2023
—
0
.0
COCOA
FUTR
OPTION
Dec23P  3200
......
(
36‌
)
11/3/2023
—
0
.0
COCOA
FUTR
OPTION
Dec23P  3250
......
(
84‌
)
11/3/2023
—
0
.0
COCOA
FUTR
OPTION
Dec23P  3300
......
(
97‌
)
11/3/2023
—
0
.0
COCOA
FUTR
OPTION
Dec23P  3350
......
(
53‌
)
11/3/2023
—
0
.0
COCOA
FUTR
OPTION
Dec23P  3400
......
(
36‌
)
11/3/2023
—
0
.0
COCOA
FUTR
OPTION
Dec23P  3450
......
(
144‌
)
11/3/2023
—
0
.0
COCOA
FUTURE      Dec23
...............
(
108,116‌
)
12/1/2023
—
0
.0
COCOA
FUTURE      May24
...............
(
92,171‌
)
5/1/2024
—
0
.0
COFFEE
'C'
FUT
OP
Dec23C  
165
.........
(
13,067‌
)
11/10/2023
—
0
.0
COFFEE
'C'
FUT
OP
Dec23C  
170
.........
(
26,638‌
)
11/10/2023
—
0
.0
COFFEE
'C'
FUT
OP
Dec23C  
175
.........
(
9,589‌
)
11/10/2023
—
0
.0
COFFEE
'C'
FUT
OP
Dec23C  
180
.........
(
7,517‌
)
11/10/2023
—
0
.0
COFFEE
'C'
FUT
OP
Dec23C  
185
.........
(
8,301‌
)
11/10/2023
—
0
.0
COFFEE
'C'
FUT
OP
Dec23C  
190
.........
(
2,114‌
)
11/10/2023
—
0
.0
COFFEE
'C'
FUT
OP
Dec23C  
195
.........
(
1,005‌
)
11/10/2023
—
0
.0
COFFEE
'C'
FUT
OP
Dec23C  
200
.........
(
815‌
)
11/10/2023
—
0
.0
COFFEE
'C'
FUT
OP
Dec23C  
205
.........
(
328‌
)
11/10/2023
—
0
.0
COFFEE
'C'
FUT
OP
Dec23C  
210
.........
(
737‌
)
11/10/2023
—
0
.0
COFFEE
'C'
FUT
OP
Dec23C  
215
.........
(
202‌
)
11/10/2023
—
0
.0
COFFEE
'C'
FUT
OP
Dec23C  
220
.........
(
154‌
)
11/10/2023
—
0
.0
COFFEE
'C'
FUT
OP
Dec23C
167.5
........
(
27,377‌
)
11/10/2023
—
0
.0
COFFEE
'C'
FUT
OP
Dec23C
172.5
........
(
12,620‌
)
11/10/2023
—
0
.0
COFFEE
'C'
FUT
OP
Dec23C
177.5
........
(
6,254‌
)
11/10/2023
—
0
.0
COFFEE
'C'
FUT
OP
Dec23C
182.5
........
(
12,219‌
)
11/10/2023
—
0
.0
COFFEE
'C'
FUT
OP
Dec23C
187.5
........
(
1,576‌
)
11/10/2023
—
0
.0
COFFEE
'C'
FUT
OP
Dec23C
192.5
........
(
1,758‌
)
11/10/2023
—
0
.0
COFFEE
'C'
FUT
OP
Dec23C
197.5
........
(
461‌
)
11/10/2023
—
0
.0
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
26
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
COFFEE
'C'
FUT
OP
Dec23C
212.5
........
$
(
227‌
)
11/10/2023
—
0
.0
%
COFFEE
'C'
FUT
OP
Dec23P  
140
.........
(
34,614‌
)
11/10/2023
—
0
.0
COFFEE
'C'
FUT
OP
Dec23P  
145
.........
(
135,646‌
)
11/10/2023
—
0
.0
COFFEE
'C'
FUT
OP
Dec23P  
150
.........
(
207,729‌
)
11/10/2023
—
0
.0
COFFEE
'C'
FUT
OP
Dec23P  
155
.........
(
530,321‌
)
11/10/2023
—
0
.0
COFFEE
'C'
FUT
OP
Dec23P  
160
.........
(
641,797‌
)
11/10/2023
—
0
.0
COFFEE
'C'
FUT
OP
Dec23P  
165
.........
(
180,601‌
)
11/10/2023
—
0
.0
COFFEE
'C'
FUT
OP
Dec23P  
170
.........
(
104,383‌
)
11/10/2023
—
0
.0
COFFEE
'C'
FUT
OP
Dec23P  
175
.........
(
253,286‌
)
11/10/2023
—
0
.0
COFFEE
'C'
FUT
OP
Dec23P  
180
.........
(
135,687‌
)
11/10/2023
—
0
.0
COFFEE
'C'
FUT
OP
Dec23P
142.5
.........
(
217,663‌
)
11/10/2023
—
0
.0
COFFEE
'C'
FUT
OP
Dec23P
147.5
.........
(
355,159‌
)
11/10/2023
—
0
.0
COFFEE
'C'
FUT
OP
Dec23P
152.5
.........
(
441,893‌
)
11/10/2023
—
0
.0
COFFEE
'C'
FUT
OP
Dec23P
157.5
.........
(
572,608‌
)
11/10/2023
—
0
.0
COFFEE
'C'
FUT
OP
Dec23P
162.5
.........
(
167,155‌
)
11/10/2023
—
0
.0
COFFEE
'C'
FUT
OP
Dec23P
172.5
.........
(
356,443‌
)
11/10/2023
—
0
.0
COFFEE
'C'
FUT
OP
Mar24C  
160
.........
(
136,689‌
)
2/9/2024
—
0
.0
COFFEE
'C'
FUT
OP
Mar24C  
165
.........
(
183,176‌
)
2/9/2024
—
0
.0
COFFEE
'C'
FUT
OP
Mar24C  
170
.........
(
69,412‌
)
2/9/2024
—
0
.0
COFFEE
'C'
FUT
OP
Mar24C  
175
.........
(
59,731‌
)
2/9/2024
—
0
.0
COFFEE
'C'
FUT
OP
Mar24C  
180
.........
(
54,494‌
)
2/9/2024
—
0
.0
COFFEE
'C'
FUT
OP
Mar24C  
185
.........
(
13,766‌
)
2/9/2024
—
0
.0
COFFEE
'C'
FUT
OP
Mar24C
157.5
........
(
23,064‌
)
2/9/2024
—
0
.0
COFFEE
'C'
FUT
OP
Mar24C
162.5
........
(
187,143‌
)
2/9/2024
—
0
.0
COFFEE
'C'
FUT
OP
Mar24C
167.5
........
(
48,438‌
)
2/9/2024
—
0
.0
COFFEE
'C'
FUT
OP
Mar24C
172.5
........
(
90,331‌
)
2/9/2024
—
0
.0
COFFEE
'C'
FUT
OP
Mar24C
177.5
........
(
115,077‌
)
2/9/2024
—
0
.0
COFFEE
'C'
FUT
OP
Mar24C
182.5
........
(
23,083‌
)
2/9/2024
—
0
.0
COFFEE
'C'
FUT
OP
Mar24C
187.5
........
(
13,144‌
)
2/9/2024
—
0
.0
COFFEE
'C'
FUT
OP
Mar24P  
135
.........
(
186,934‌
)
2/9/2024
—
0
.0
COFFEE
'C'
FUT
OP
Mar24P  
140
.........
(
215,245‌
)
2/9/2024
—
0
.0
COFFEE
'C'
FUT
OP
Mar24P  
145
.........
(
419,833‌
)
2/9/2024
—
0
.0
COFFEE
'C'
FUT
OP
Mar24P  
150
.........
(
656,414‌
)
2/9/2024
—
0
.0
COFFEE
'C'
FUT
OP
Mar24P  
155
.........
(
344,478‌
)
2/9/2024
—
0
.0
COFFEE
'C'
FUT
OP
Mar24P
137.5
.........
(
433,024‌
)
2/9/2024
—
0
.0
COFFEE
'C'
FUT
OP
Mar24P
142.5
.........
(
135,040‌
)
2/9/2024
—
0
.0
COFFEE
'C'
FUT
OP
Mar24P
147.5
.........
(
495,715‌
)
2/9/2024
—
0
.0
COFFEE
'C'
FUT
OP
Mar24P
152.5
.........
(
110,175‌
)
2/9/2024
—
0
.0
COFFEE
'C'
FUT
OP
Mar24P
157.5
.........
(
144,791‌
)
2/9/2024
—
0
.0
COFFEE
'C'
FUTURE
Dec23
..............
(
1,036,747‌
)
12/1/2023
—
0
.0
COPPER
FUTURE    
Dec23
..............
(
1,657,279‌
)
12/1/2023
—
0
.0
COPPER
LME
OPT    Nov23C  8225
........
(
1,788‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23C  8250
........
(
1,706‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23C  8275
........
(
1,574‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23C  8325
........
(
1,368‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23C  8350
........
(
1,267‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23C  8400
........
(
1,310‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23C  8425
........
(
2,144‌
)
11/1/2023
—
0
.0
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
27
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
COPPER
LME
OPT    Nov23C  8450
........
$
(
954‌
)
11/1/2023
—
0
.0
%
COPPER
LME
OPT    Nov23C  8475
........
(
2,853‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23C  8500
........
(
893‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23C  8525
........
(
877‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23C  8550
........
(
3,137‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23C  8575
........
(
2,216‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23C  8625
........
(
669‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23C  8650
........
(
1,864‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23C  8675
........
(
537‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23C  8725
........
(
994‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23C  8775
........
(
1,280‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23C  8800
........
(
1,144‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23C  8900
........
(
602‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23P  7775
........
(
400‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23P  7800
........
(
433‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23P  7825
........
(
493‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23P  7875
........
(
609‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23P  7900
........
(
1,439‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23P  7975
........
(
2,594‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23P  8000
........
(
1,871‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23P  8025
........
(
2,803‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23P  8050
........
(
2,437‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23P  8075
........
(
6,236‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23P  8100
........
(
1,083‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23P  8125
........
(
2,823‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23P  8175
........
(
1,359‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23P  8200
........
(
1,595‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23P  8225
........
(
3,299‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23P  8250
........
(
1,912‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23P  8275
........
(
5,769‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23P  8300
........
(
3,966‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23P  8325
........
(
2,302‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23P  8350
........
(
2,591‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Oct23C  8325
........
(
325‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23C  8375
........
(
231‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23C  8400
........
(
339‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23C  8425
........
(
131‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23C  8450
........
(
109‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23C  8475
........
(
95‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23C  8500
........
(
131‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23C  8525
........
(
101‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23C  8550
........
(
48‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23C  8575
........
(
147‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23C  8600
........
(
74‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23C  8625
........
(
24‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23C  8650
........
(
39‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23C  8675
........
(
15‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23C  8700
........
(
22‌
)
10/4/2023
—
0
.0
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
28
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
COPPER
LME
OPT    Oct23C  8725
........
$
(
27‌
)
10/4/2023
—
0
.0
%
COPPER
LME
OPT    Oct23C  8750
........
(
22‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23C  8775
........
(
10‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23C  8800
........
(
8‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23C  8850
........
(
11‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23C  8875
........
(
2‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23C  9000
........
(
1‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23C  9075
........
0‌
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23C  9125
........
0‌
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23C  9200
........
0‌
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23P  7800
........
(
10‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23P  7825
........
(
14‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23P  7875
........
(
24‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23P  7900
........
(
137‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23P  7925
........
(
42‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23P  7975
........
(
82‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23P  8000
........
(
103‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23P  8025
........
(
747‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23P  8075
........
(
169‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23P  8100
........
(
499‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23P  8125
........
(
1,165‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23P  8150
........
(
1,376‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23P  8175
........
(
385‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23P  8200
........
(
519‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23P  8225
........
(
1,147‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23P  8250
........
(
2,759‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23P  8325
........
(
4,319‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23P  8350
........
(
2,674‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23P  8400
........
(
3,307‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23P  8450
........
(
2,309‌
)
10/4/2023
—
0
.0
CORN
FUTURE      
Dec23
...............
(
138‌
)
12/1/2023
—
0
.0
CORN
FUTURE      
Mar24
................
(
219,942‌
)
3/1/2024
—
0
.0
CORN
FUTURE
OPTN  Mar24C  
510
.......
(
151,332‌
)
2/23/2024
—
0
.0
CORN
FUTURE
OPTN  Mar24C  
520
.......
(
34,453‌
)
2/23/2024
—
0
.0
CORN
FUTURE
OPTN  Mar24C  
530
.......
(
49,181‌
)
2/23/2024
—
0
.0
CORN
FUTURE
OPTN  Mar24C  
540
.......
(
61,779‌
)
2/23/2024
—
0
.0
CORN
FUTURE
OPTN  Mar24P  
460
.......
(
146,581‌
)
2/23/2024
—
0
.0
CORN
FUTURE
OPTN  Mar24P  
480
.......
(
201,160‌
)
2/23/2024
—
0
.0
CORN
FUTURE
OPTN  Mar24P  
490
.......
(
53,911‌
)
2/23/2024
—
0
.0
COTTON
NO.2
FUTR  Dec23
..............
(
129,979‌
)
12/1/2023
—
0
.0
COTTON
OPTION    
Dec23C    86
.........
(
74,146‌
)
11/10/2023
—
0
.0
COTTON
OPTION    
Dec23C    87
.........
(
35,154‌
)
11/10/2023
—
0
.0
COTTON
OPTION    
Dec23C    88
.........
(
52,283‌
)
11/10/2023
—
0
.0
COTTON
OPTION    
Dec23C    89
.........
(
167,440‌
)
11/10/2023
—
0
.0
COTTON
OPTION    
Dec23C    90
.........
(
144,437‌
)
11/10/2023
—
0
.0
COTTON
OPTION    
Dec23C    91
.........
(
99,416‌
)
11/10/2023
—
0
.0
COTTON
OPTION    
Dec23C    92
.........
(
52,561‌
)
11/10/2023
—
0
.0
COTTON
OPTION    
Dec23C    93
.........
(
106,002‌
)
11/10/2023
—
0
.0
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
29
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
COTTON
OPTION    
Dec23C    94
.........
$
(
30,012‌
)
11/10/2023
—
0
.0
%
COTTON
OPTION    
Dec23C    95
.........
(
25,252‌
)
11/10/2023
—
0
.0
COTTON
OPTION    
Dec23C    97
.........
(
6,053‌
)
11/10/2023
—
0
.0
COTTON
OPTION    
Dec23P    78
.........
(
12,866‌
)
11/10/2023
—
0
.0
COTTON
OPTION    
Dec23P    79
.........
(
7,778‌
)
11/10/2023
—
0
.0
COTTON
OPTION    
Dec23P    80
.........
(
8,650‌
)
11/10/2023
—
0
.0
COTTON
OPTION    
Dec23P    81
.........
(
37,381‌
)
11/10/2023
—
0
.0
COTTON
OPTION    
Dec23P    82
.........
(
113,031‌
)
11/10/2023
—
0
.0
COTTON
OPTION    
Dec23P    83
.........
(
70,489‌
)
11/10/2023
—
0
.0
COTTON
OPTION    
Dec23P    84
.........
(
125,880‌
)
11/10/2023
—
0
.0
COTTON
OPTION    
Dec23P    85
.........
(
149,139‌
)
11/10/2023
—
0
.0
COTTON
OPTION    
Dec23P    86
.........
(
142,278‌
)
11/10/2023
—
0
.0
COTTON
OPTION    
Dec23P    87
.........
(
55,727‌
)
11/10/2023
—
0
.0
COTTON
OPTION    
Dec23P    88
.........
(
38,273‌
)
11/10/2023
—
0
.0
COTTON
OPTION    
Mar24C    91
.........
(
68,376‌
)
2/9/2024
—
0
.0
COTTON
OPTION    
Mar24C    92
.........
(
26,402‌
)
2/9/2024
—
0
.0
COTTON
OPTION    
Mar24C    93
.........
(
53,130‌
)
2/9/2024
—
0
.0
COTTON
OPTION    
Mar24C    96
.........
(
42,194‌
)
2/9/2024
—
0
.0
COTTON
OPTION    
Mar24C    98
.........
(
52,350‌
)
2/9/2024
—
0
.0
COTTON
OPTION    
Mar24P    80
.........
(
40,690‌
)
2/9/2024
—
0
.0
COTTON
OPTION    
Mar24P    82
.........
(
77,761‌
)
2/9/2024
—
0
.0
COTTON
OPTION    
Mar24P    85
.........
(
64,889‌
)
2/9/2024
—
0
.0
COTTON
OPTION    
Mar24P    86
.........
(
38,293‌
)
2/9/2024
—
0
.0
COTTON
OPTION    
Mar24P    87
.........
(
72,512‌
)
2/9/2024
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C    89
.........
(
6,943‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C    91
.........
(
10,203‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C    92
.........
(
3,746‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C    95
.........
(
1,864‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C    96
.........
(
1,833‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C    97
.........
(
1,150‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C    99
.........
(
4,152‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C  85.5
........
(
23,573‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C  86.5
........
(
10,351‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C  87.5
........
(
8,763‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C  89.5
........
(
14,709‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C  90.5
........
(
11,325‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C  92.5
........
(
10,773‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C  93.5
........
(
2,656‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C  94.5
........
(
2,896‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C  95.5
........
(
5,213‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C  96.5
........
(
2,659‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C  97.5
........
(
191‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C
86.25
........
(
10,025‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C
87.25
........
(
9,026‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C
90.25
........
(
6,451‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C
91.25
........
(
5,235‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C
91.75
........
(
3,819‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C
92.75
........
(
3,441‌
)
10/26/2023
—
0
.0
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
30
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
CRUDE
OIL
OPT
IPE
Dec23C
93.75
........
$
(
2,674‌
)
10/26/2023
—
0
.0
%
CRUDE
OIL
OPT
IPE
Dec23C
94.25
........
(
2,132‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C
94.75
........
(
3,983‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C
95.25
........
(
1,895‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C
95.75
........
(
1,699‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C
97.75
........
(
1,242‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C
98.25
........
(
2,237‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P    77
.........
(
644‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P    78
.........
(
704‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P    79
.........
(
423‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P    81
.........
(
563‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P    83
.........
(
1,493‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P    84
.........
(
1,854‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P    85
.........
(
1,062‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P    86
.........
(
1,223‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P    87
.........
(
1,366‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P    88
.........
(
5,359‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P  79.5
.........
(
446‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P  82.5
.........
(
730‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P  84.5
.........
(
1,950‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P  86.5
.........
(
2,732‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P  87.5
.........
(
4,742‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P  88.5
.........
(
2,001‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P  89.5
.........
(
2,200‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P  90.5
.........
(
2,401‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P  91.5
.........
(
5,703‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P
80.75
........
(
996‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P
81.75
........
(
1,146‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P
82.75
........
(
676‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P
84.75
........
(
1,050‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P
86.25
........
(
1,334‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P
87.25
........
(
1,435‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P
88.25
........
(
5,581‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P
89.75
........
(
2,193‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P
90.25
........
(
2,309‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P
90.75
........
(
2,417‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P
91.25
........
(
2,921‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P
91.75
........
(
2,890‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Jan24C    96
.........
(
2,775‌
)
11/27/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Jan24C  
101
.........
(
295‌
)
11/27/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Jan24C  98.5
.........
(
3,218‌
)
11/27/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Jan24C
93.75
........
(
3,833‌
)
11/27/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Jan24C
94.25
........
(
3,689‌
)
11/27/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Jan24P    89
.........
(
5,220‌
)
11/27/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Jan24P  88.5
.........
(
4,963‌
)
11/27/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Jan24P
84.25
........
(
3,593‌
)
11/27/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Jan24P
84.75
........
(
3,847‌
)
11/27/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Jan24P
85.75
........
(
4,158‌
)
11/27/2023
—
0
.0
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
31
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
CRUDE
OIL
OPT
IPE
Jan24P
90.25
........
$
(
6,040‌
)
11/27/2023
—
0
.0
%
ECX
EMISSION      Dec23
................
(
13,515‌
)
12/1/2023
—
0
.0
EURO-BOBL
FUTURE  Dec23
.............
(
8,630,524‌
)
12/1/2023
—
0
.1
EURO-BUND
FUTURE  Dec23
............
(
14,055,583‌
)
12/1/2023
—
0
.1
EURO-SCHATZ
FUT  
Dec23
..............
(
27,274,062‌
)
12/1/2023
—
0
.2
EURUSD
Currency
Forward
...............
(
422,368‌
)
10/5/2023
—
0
.0
GASOLINE
RBOB
FUT
Apr24
.............
(
150,829‌
)
4/1/2024
—
0
.0
GASOLINE
RBOB
FUT
May24
.............
(
73,523‌
)
5/1/2024
—
0
.0
GASOLINE
RBOB
FUT
Nov23
.............
(
190,646‌
)
11/1/2023
—
0
.0
GASOLINE
RBOB
OPT
Dec23C  
256
.......
(
13,809‌
)
11/27/2023
—
0
.0
GASOLINE
RBOB
OPT
Dec23C  
257
.......
(
10,401‌
)
11/27/2023
—
0
.0
GASOLINE
RBOB
OPT
Dec23C  
266
.......
(
15,989‌
)
11/27/2023
—
0
.0
GASOLINE
RBOB
OPT
Dec23P  
230
.......
(
55,286‌
)
11/27/2023
—
0
.0
GASOLINE
RBOB
OPT
Dec23P  
240
.......
(
87,484‌
)
11/27/2023
—
0
.0
GASOLINE
RBOB
OPT
Nov23C  
257
.......
(
57,490‌
)
10/26/2023
—
0
.0
GASOLINE
RBOB
OPT
Nov23C  
265
.......
(
87,909‌
)
10/26/2023
—
0
.0
GASOLINE
RBOB
OPT
Nov23C  
266
.......
(
12,764‌
)
10/26/2023
—
0
.0
GASOLINE
RBOB
OPT
Nov23C  
284
.......
(
27,024‌
)
10/26/2023
—
0
.0
GASOLINE
RBOB
OPT
Nov23C  
285
.......
(
1,791‌
)
10/26/2023
—
0
.0
GASOLINE
RBOB
OPT
Nov23C  
290
.......
(
1,102‌
)
10/26/2023
—
0
.0
GASOLINE
RBOB
OPT
Nov23P  
225
.......
(
56,799‌
)
10/26/2023
—
0
.0
GASOLINE
RBOB
OPT
Nov23P  
230
.......
(
5,596‌
)
10/26/2023
—
0
.0
GASOLINE
RBOB
OPT
Nov23P  
240
.......
(
245,136‌
)
10/26/2023
—
0
.0
GASOLINE
RBOB
OPT
Nov23P  
246
.......
(
267,039‌
)
10/26/2023
—
0
.0
GASOLINE
RBOB
OPT
Nov23P  
247
.......
(
282,659‌
)
10/26/2023
—
0
.0
GASOLINE
RBOB
OPT
Nov23P  
255
.......
(
469,927‌
)
10/26/2023
—
0
.0
GASOLINE
RBOB
OPT
Nov23P  
266
.......
(
51,811‌
)
10/26/2023
—
0
.0
GBPUSD
Currency
Forward
...............
(
160,766‌
)
10/18/2023
—
0
.0
GOLD
100
OZ
FUTR  Apr24
...............
(
1,174,471‌
)
4/1/2024
—
0
.0
GOLD
100
OZ
FUTR  Dec23
..............
(
1,677,879‌
)
12/1/2023
—
0
.0
GOLD
100
OZ
FUTR  Feb24
..............
(
1,684,681‌
)
2/1/2024
—
0
.0
GOLD
100
OZ
FUTR  Jun24
..............
(
487,986‌
)
6/1/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2010
.......
(
504‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2015
.......
(
508‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2020
.......
(
477‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2025
.......
(
952‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2035
.......
(
444‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2045
.......
(
817‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2050
.......
(
393‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2055
.......
(
385‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2065
.......
(
689‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2070
.......
(
316‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2075
.......
(
1,551‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2080
.......
(
1,794‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2085
.......
(
584‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2090
.......
(
274‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2095
.......
(
622‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2100
.......
(
305‌
)
3/25/2024
—
0
.0
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
32
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
GOLD
FUT
OPT(CMX)
Apr24C  2105
.......
$
(
799‌
)
3/25/2024
—
0
.0
%
GOLD
FUT
OPT(CMX)
Apr24C  2110
.......
(
746‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2115
.......
(
1,149‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2120
.......
(
997‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2130
.......
(
648‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2135
.......
(
251‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2140
.......
(
239‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2145
.......
(
225‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2155
.......
(
211‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2165
.......
(
382‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2170
.......
(
372‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2175
.......
(
559‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2180
.......
(
850‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2185
.......
(
327‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2190
.......
(
328‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2200
.......
(
145‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2205
.......
(
442‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2210
.......
(
136‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2215
.......
(
671‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2220
.......
(
144‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2225
.......
(
124‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2235
.......
(
235‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  1840
.......
(
1,579‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  1845
.......
(
848‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  1850
.......
(
1,763‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  1855
.......
(
928‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  1860
.......
(
3,555‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  1865
.......
(
4,102‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  1870
.......
(
3,877‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  1875
.......
(
3,130‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  1880
.......
(
2,179‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  1885
.......
(
1,229‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  1890
.......
(
3,817‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  1895
.......
(
1,367‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  1900
.......
(
2,453‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  1905
.......
(
2,565‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  1910
.......
(
5,404‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  1915
.......
(
5,559‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  1920
.......
(
3,043‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  1925
.......
(
4,266‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  1930
.......
(
1,440‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  1935
.......
(
1,534‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  1945
.......
(
3,290‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  1950
.......
(
6,499‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  1955
.......
(
3,206‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  1960
.......
(
5,190‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  1965
.......
(
8,792‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  1970
.......
(
3,695‌
)
3/25/2024
—
0
.0
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
33
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
GOLD
FUT
OPT(CMX)
Apr24P  1975
.......
$
(
6,045‌
)
3/25/2024
—
0
.0
%
GOLD
FUT
OPT(CMX)
Apr24P  1985
.......
(
2,127‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  1990
.......
(
2,004‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  1995
.......
(
8,537‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  2000
.......
(
6,225‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  2005
.......
(
7,040‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  2015
.......
(
4,474‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  1965
.......
(
198‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  1970
.......
(
93‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  1975
.......
(
84‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  1980
.......
(
74‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  1985
.......
(
70‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  1990
.......
(
66‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  1995
.......
(
60‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2005
.......
(
106‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2015
.......
(
42‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2065
.......
(
22‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2070
.......
(
50‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2080
.......
(
38‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2085
.......
(
42‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2090
.......
(
16‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2095
.......
(
19‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2100
.......
(
31‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2105
.......
(
18‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2110
.......
(
28‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2130
.......
(
4‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2135
.......
(
7‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2140
.......
(
11‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2145
.......
(
1‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2150
.......
(
16‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2160
.......
(
35‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2170
.......
(
9‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2185
.......
(
18‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2190
.......
(
9‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2205
.......
(
15‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2220
.......
(
7‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2230
.......
(
6‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2265
.......
(
4‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2275
.......
(
10‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2280
.......
(
6‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2290
.......
(
6‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2295
.......
(
6‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2310
.......
(
6‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2320
.......
(
6‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2330
.......
(
6‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2340
.......
(
6‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1740
.......
(
72‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1750
.......
(
86‌
)
11/27/2023
—
0
.0
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
34
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
GOLD
FUT
OPT(CMX)
Dec23P  1755
.......
$
(
182‌
)
11/27/2023
—
0
.0
%
GOLD
FUT
OPT(CMX)
Dec23P  1770
.......
(
247‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1840
.......
(
375‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1845
.......
(
1,226‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1850
.......
(
434‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1855
.......
(
1,032‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1860
.......
(
518‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1865
.......
(
1,665‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1870
.......
(
602‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1875
.......
(
2,197‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1880
.......
(
2,168‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1890
.......
(
4,377‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1905
.......
(
2,950‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1910
.......
(
3,377‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1915
.......
(
4,905‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1920
.......
(
3,905‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1930
.......
(
1,158‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1940
.......
(
4,066‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1955
.......
(
1,444‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1965
.......
(
1,552‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1970
.......
(
1,774‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1980
.......
(
2,222‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1985
.......
(
3,811‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1990
.......
(
4,068‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1995
.......
(
2,136‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  2000
.......
(
2,200‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  2005
.......
(
4,404‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  2010
.......
(
4,616‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  2015
.......
(
2,298‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  2020
.......
(
6,889‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  2025
.......
(
9,528‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  2030
.......
(
2,527‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  2035
.......
(
2,589‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  2040
.......
(
2,623‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  2055
.......
(
2,902‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2045
.......
(
154‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2050
.......
(
147‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2070
.......
(
121‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2075
.......
(
121‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2085
.......
(
212‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2095
.......
(
96‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2100
.......
(
564‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2105
.......
(
180‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2110
.......
(
256‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2115
.......
(
80‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2125
.......
(
75‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2130
.......
(
71‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2135
.......
(
70‌
)
1/25/2024
—
0
.0
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
35
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
GOLD
FUT
OPT(CMX)
Feb24C  2140
.......
$
(
192‌
)
1/25/2024
—
0
.0
%
GOLD
FUT
OPT(CMX)
Feb24C  2145
.......
(
126‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2155
.......
(
51‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2160
.......
(
51‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2165
.......
(
37‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2170
.......
(
154‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2190
.......
(
176‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2195
.......
(
9‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2205
.......
(
38‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2210
.......
(
113‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2215
.......
(
152‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2220
.......
(
24‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2235
.......
(
28‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2240
.......
(
100‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2260
.......
(
27‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2270
.......
(
26‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2280
.......
(
24‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2290
.......
(
23‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2300
.......
(
64‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2320
.......
(
39‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2330
.......
(
35‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2340
.......
(
16‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2350
.......
(
47‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2360
.......
(
14‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2380
.......
(
13‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1855
.......
(
723‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1865
.......
(
798‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1870
.......
(
866‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1875
.......
(
2,740‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1880
.......
(
4,776‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1885
.......
(
2,041‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1890
.......
(
3,191‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1895
.......
(
4,193‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1900
.......
(
4,292‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1905
.......
(
3,473‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1910
.......
(
2,557‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1915
.......
(
2,608‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1920
.......
(
2,513‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1925
.......
(
2,655‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1930
.......
(
2,761‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1935
.......
(
2,871‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1940
.......
(
2,950‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1945
.......
(
3,067‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1960
.......
(
1,699‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1965
.......
(
1,742‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1970
.......
(
3,667‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1975
.......
(
3,663‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1980
.......
(
1,988‌
)
1/25/2024
—
0
.0
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
36
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
GOLD
FUT
OPT(CMX)
Feb24P  1985
.......
$
(
13,837‌
)
1/25/2024
—
0
.0
%
GOLD
FUT
OPT(CMX)
Feb24P  1990
.......
(
8,380‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1995
.......
(
2,121‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  2000
.......
(
4,102‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  2005
.......
(
4,301‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  2010
.......
(
2,056‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  2015
.......
(
6,490‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  2020
.......
(
4,428‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  2040
.......
(
4,919‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  2045
.......
(
7,418‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  2055
.......
(
5,190‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  2060
.......
(
2,625‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  2065
.......
(
2,675‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  2075
.......
(
2,790‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24C  2010
.......
(
897‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24C  2040
.......
(
773‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24C  2055
.......
(
1,859‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24C  2060
.......
(
1,217‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24C  2065
.......
(
1,143‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24C  2070
.......
(
2,855‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24C  2075
.......
(
1,630‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24C  2080
.......
(
1,632‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24C  2090
.......
(
501‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24C  2095
.......
(
2,089‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24C  2105
.......
(
471‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24C  2125
.......
(
523‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24C  2145
.......
(
1,273‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24C  2150
.......
(
813‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24C  2155
.......
(
403‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24C  2160
.......
(
791‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24C  2165
.......
(
1,535‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24C  2170
.......
(
751‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24C  2175
.......
(
361‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24C  2180
.......
(
1,062‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24C  2185
.......
(
343‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24C  2195
.......
(
664‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24C  2200
.......
(
325‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24C  2205
.......
(
310‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24P  1830
.......
(
920‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24P  1860
.......
(
1,185‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24P  1865
.......
(
2,160‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24P  1870
.......
(
8,964‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24P  1875
.......
(
2,331‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24P  1880
.......
(
3,656‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24P  1885
.......
(
1,259‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24P  1890
.......
(
5,084‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24P  1895
.......
(
2,751‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24P  1900
.......
(
1,379‌
)
5/28/2024
—
0
.0
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
37
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
GOLD
FUT
OPT(CMX)
Jun24P  1910
.......
$
(
1,400‌
)
5/28/2024
—
0
.0
%
GOLD
FUT
OPT(CMX)
Jun24P  1940
.......
(
1,707‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24P  1950
.......
(
3,346‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24P  1955
.......
(
5,081‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24P  1960
.......
(
12,300‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24P  1965
.......
(
5,317‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24P  1970
.......
(
5,585‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24P  1980
.......
(
3,968‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24P  1985
.......
(
3,959‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24P  1990
.......
(
2,027‌
)
5/28/2024
—
0
.0
JPN
10Y
BOND(OSE)
Dec23
..............
(
486,728,121‌
)
12/1/2023
—
3
.3
JPY
Currency
..........................
(
2,823‌
)
12/11/2013
—
0
.0
JPYUSD
Currency
Forward
...............
(
454,353‌
)
10/5/2023
—
0
.0
KC
HRW
WHEAT
FUT  Dec23
.............
(
395,386‌
)
12/1/2023
—
0
.0
KC
HRW
WHEAT
FUT  Mar24
.............
(
58,770‌
)
3/1/2024
—
0
.0
KRWUSD
Currency
Forward
..............
(
82,288‌
)
10/19/2023
—
0
.0
LEAD
LME
SPOT
OPT
Dec23C  2150
.......
(
238‌
)
12/6/2023
—
0
.0
LEAD
LME
SPOT
OPT
Dec23C  2175
.......
(
163‌
)
12/6/2023
—
0
.0
LEAD
LME
SPOT
OPT
Dec23C  2225
.......
(
25‌
)
12/6/2023
—
0
.0
LEAD
LME
SPOT
OPT
Dec23C  2250
.......
(
37‌
)
12/6/2023
—
0
.0
LEAD
LME
SPOT
OPT
Dec23C  2275
.......
(
90‌
)
12/6/2023
—
0
.0
LEAD
LME
SPOT
OPT
Dec23C  2300
.......
(
121‌
)
12/6/2023
—
0
.0
LEAD
LME
SPOT
OPT
Dec23C  2325
.......
(
13‌
)
12/6/2023
—
0
.0
LEAD
LME
SPOT
OPT
Dec23C  2350
.......
(
9‌
)
12/6/2023
—
0
.0
LEAD
LME
SPOT
OPT
Dec23C  2375
.......
(
8‌
)
12/6/2023
—
0
.0
LEAD
LME
SPOT
OPT
Dec23C  2400
.......
(
20‌
)
12/6/2023
—
0
.0
LEAD
LME
SPOT
OPT
Dec23C  2425
.......
(
6‌
)
12/6/2023
—
0
.0
LEAD
LME
SPOT
OPT
Dec23P  1875
.......
(
6‌
)
12/6/2023
—
0
.0
LEAD
LME
SPOT
OPT
Dec23P  1900
.......
(
20‌
)
12/6/2023
—
0
.0
LEAD
LME
SPOT
OPT
Dec23P  1925
.......
(
22‌
)
12/6/2023
—
0
.0
LEAD
LME
SPOT
OPT
Dec23P  1950
.......
(
7‌
)
12/6/2023
—
0
.0
LEAD
LME
SPOT
OPT
Dec23P  2000
.......
(
47‌
)
12/6/2023
—
0
.0
LEAD
LME
SPOT
OPT
Dec23P  2025
.......
(
34‌
)
12/6/2023
—
0
.0
LEAD
LME
SPOT
OPT
Dec23P  2050
.......
(
55‌
)
12/6/2023
—
0
.0
LEAD
LME
SPOT
OPT
Dec23P  2075
.......
(
17‌
)
12/6/2023
—
0
.0
LEAD
LME
SPOT
OPT
Dec23P  2100
.......
(
130‌
)
12/6/2023
—
0
.0
LEAD
LME
SPOT
OPT
Dec23P  2175
.......
(
58‌
)
12/6/2023
—
0
.0
LEAD
LME
SPOT
OPT
Dec23P  2200
.......
(
111‌
)
12/6/2023
—
0
.0
LEAD
LME
SPOT
OPT
Feb24C  2175
.......
(
38‌
)
2/7/2024
—
0
.0
LEAD
LME
SPOT
OPT
Feb24C  2200
.......
(
108‌
)
2/7/2024
—
0
.0
LEAD
LME
SPOT
OPT
Feb24C  2225
.......
(
62‌
)
2/7/2024
—
0
.0
LEAD
LME
SPOT
OPT
Feb24C  2250
.......
(
166‌
)
2/7/2024
—
0
.0
LEAD
LME
SPOT
OPT
Feb24C  2275
.......
(
46‌
)
2/7/2024
—
0
.0
LEAD
LME
SPOT
OPT
Feb24C  2325
.......
(
62‌
)
2/7/2024
—
0
.0
LEAD
LME
SPOT
OPT
Feb24C  2350
.......
(
36‌
)
2/7/2024
—
0
.0
LEAD
LME
SPOT
OPT
Feb24C  2375
.......
(
74‌
)
2/7/2024
—
0
.0
LEAD
LME
SPOT
OPT
Feb24C  2400
.......
(
53‌
)
2/7/2024
—
0
.0
LEAD
LME
SPOT
OPT
Feb24P  1925
.......
(
34‌
)
2/7/2024
—
0
.0
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
38
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
LEAD
LME
SPOT
OPT
Feb24P  1950
.......
$
(
39‌
)
2/7/2024
—
0
.0
%
LEAD
LME
SPOT
OPT
Feb24P  1975
.......
(
63‌
)
2/7/2024
—
0
.0
LEAD
LME
SPOT
OPT
Feb24P  2000
.......
(
70‌
)
2/7/2024
—
0
.0
LEAD
LME
SPOT
OPT
Feb24P  2050
.......
(
86‌
)
2/7/2024
—
0
.0
LEAD
LME
SPOT
OPT
Feb24P  2075
.......
(
51‌
)
2/7/2024
—
0
.0
LEAD
LME
SPOT
OPT
Feb24P  2100
.......
(
167‌
)
2/7/2024
—
0
.0
LEAD
LME
SPOT
OPT
Feb24P  2125
.......
(
65‌
)
2/7/2024
—
0
.0
LEAD
LME
SPOT
OPT
Jan24C  2150
.......
(
236‌
)
1/3/2024
—
0
.0
LEAD
LME
SPOT
OPT
Jan24C  2175
.......
(
43‌
)
1/3/2024
—
0
.0
LEAD
LME
SPOT
OPT
Jan24C  2200
.......
(
29‌
)
1/3/2024
—
0
.0
LEAD
LME
SPOT
OPT
Jan24C  2225
.......
(
114‌
)
1/3/2024
—
0
.0
LEAD
LME
SPOT
OPT
Jan24C  2250
.......
(
24‌
)
1/3/2024
—
0
.0
LEAD
LME
SPOT
OPT
Jan24C  2275
.......
(
138‌
)
1/3/2024
—
0
.0
LEAD
LME
SPOT
OPT
Jan24C  2300
.......
(
25‌
)
1/3/2024
—
0
.0
LEAD
LME
SPOT
OPT
Jan24C  2325
.......
(
18‌
)
1/3/2024
—
0
.0
LEAD
LME
SPOT
OPT
Jan24C  2350
.......
(
27‌
)
1/3/2024
—
0
.0
LEAD
LME
SPOT
OPT
Jan24C  2375
.......
(
34‌
)
1/3/2024
—
0
.0
LEAD
LME
SPOT
OPT
Jan24C  2400
.......
(
9‌
)
1/3/2024
—
0
.0
LEAD
LME
SPOT
OPT
Jan24P  1900
.......
(
32‌
)
1/3/2024
—
0
.0
LEAD
LME
SPOT
OPT
Jan24P  1925
.......
(
7‌
)
1/3/2024
—
0
.0
LEAD
LME
SPOT
OPT
Jan24P  1950
.......
(
27‌
)
1/3/2024
—
0
.0
LEAD
LME
SPOT
OPT
Jan24P  1975
.......
(
25‌
)
1/3/2024
—
0
.0
LEAD
LME
SPOT
OPT
Jan24P  2000
.......
(
86‌
)
1/3/2024
—
0
.0
LEAD
LME
SPOT
OPT
Jan24P  2025
.......
(
14‌
)
1/3/2024
—
0
.0
LEAD
LME
SPOT
OPT
Jan24P  2050
.......
(
18‌
)
1/3/2024
—
0
.0
LEAD
LME
SPOT
OPT
Jan24P  2075
.......
(
105‌
)
1/3/2024
—
0
.0
LEAD
LME
SPOT
OPT
Jan24P  2100
.......
(
27‌
)
1/3/2024
—
0
.0
LEAD
LME
SPOT
OPT
Jan24P  2125
.......
(
24‌
)
1/3/2024
—
0
.0
LEAD
LME
SPOT
OPT
Mar24C  2175
.......
(
41‌
)
3/6/2024
—
0
.0
LEAD
LME
SPOT
OPT
Mar24C  2225
.......
(
229‌
)
3/6/2024
—
0
.0
LEAD
LME
SPOT
OPT
Mar24C  2250
.......
(
165‌
)
3/6/2024
—
0
.0
LEAD
LME
SPOT
OPT
Mar24C  2275
.......
(
172‌
)
3/6/2024
—
0
.0
LEAD
LME
SPOT
OPT
Mar24C  2300
.......
(
52‌
)
3/6/2024
—
0
.0
LEAD
LME
SPOT
OPT
Mar24C  2350
.......
(
105‌
)
3/6/2024
—
0
.0
LEAD
LME
SPOT
OPT
Mar24C  2375
.......
(
97‌
)
3/6/2024
—
0
.0
LEAD
LME
SPOT
OPT
Mar24C  2400
.......
(
82‌
)
3/6/2024
—
0
.0
LEAD
LME
SPOT
OPT
Mar24C  2425
.......
(
45‌
)
3/6/2024
—
0
.0
LEAD
LME
SPOT
OPT
Mar24P  1925
.......
(
15‌
)
3/6/2024
—
0
.0
LEAD
LME
SPOT
OPT
Mar24P  1950
.......
(
89‌
)
3/6/2024
—
0
.0
LEAD
LME
SPOT
OPT
Mar24P  1975
.......
(
100‌
)
3/6/2024
—
0
.0
LEAD
LME
SPOT
OPT
Mar24P  2000
.......
(
71‌
)
3/6/2024
—
0
.0
LEAD
LME
SPOT
OPT
Mar24P  2025
.......
(
103‌
)
3/6/2024
—
0
.0
LEAD
LME
SPOT
OPT
Mar24P  2050
.......
(
56‌
)
3/6/2024
—
0
.0
LEAD
LME
SPOT
OPT
Mar24P  2075
.......
(
182‌
)
3/6/2024
—
0
.0
LEAD
LME
SPOT
OPT
Mar24P  2100
.......
(
169‌
)
3/6/2024
—
0
.0
LEAD
LME
SPOT
OPT
Mar24P  2125
.......
(
148‌
)
3/6/2024
—
0
.0
LEAD
LME
SPOT
OPT
Mar24P  2150
.......
(
77‌
)
3/6/2024
—
0
.0
LEAD
LME
SPOT
OPT
Mar24P  2175
.......
(
43‌
)
3/6/2024
—
0
.0
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
39
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
LEAD
LME
SPOT
OPT
Nov23C  2150
.......
$
(
37‌
)
11/1/2023
—
0
.0
%
LEAD
LME
SPOT
OPT
Nov23C  2175
.......
(
34‌
)
11/1/2023
—
0
.0
LEAD
LME
SPOT
OPT
Nov23C  2200
.......
(
17‌
)
11/1/2023
—
0
.0
LEAD
LME
SPOT
OPT
Nov23C  2225
.......
(
77‌
)
11/1/2023
—
0
.0
LEAD
LME
SPOT
OPT
Nov23C  2250
.......
(
77‌
)
11/1/2023
—
0
.0
LEAD
LME
SPOT
OPT
Nov23C  2275
.......
(
133‌
)
11/1/2023
—
0
.0
LEAD
LME
SPOT
OPT
Nov23C  2300
.......
(
62‌
)
11/1/2023
—
0
.0
LEAD
LME
SPOT
OPT
Nov23C  2325
.......
(
44‌
)
11/1/2023
—
0
.0
LEAD
LME
SPOT
OPT
Nov23C  2350
.......
(
34‌
)
11/1/2023
—
0
.0
LEAD
LME
SPOT
OPT
Nov23C  2375
.......
(
16‌
)
11/1/2023
—
0
.0
LEAD
LME
SPOT
OPT
Nov23P  1925
.......
(
1‌
)
11/1/2023
—
0
.0
LEAD
LME
SPOT
OPT
Nov23P  1950
.......
(
3‌
)
11/1/2023
—
0
.0
LEAD
LME
SPOT
OPT
Nov23P  2050
.......
(
16‌
)
11/1/2023
—
0
.0
LEAD
LME
SPOT
OPT
Nov23P  2075
.......
(
20‌
)
11/1/2023
—
0
.0
LEAD
LME
SPOT
OPT
Nov23P  2100
.......
(
77‌
)
11/1/2023
—
0
.0
LEAD
LME
SPOT
OPT
Nov23P  2125
.......
(
326‌
)
11/1/2023
—
0
.0
LEAD
LME
SPOT
OPT
Nov23P  2150
.......
(
277‌
)
11/1/2023
—
0
.0
LEAD
LME
SPOT
OPT
Nov23P  2175
.......
(
294‌
)
11/1/2023
—
0
.0
LEAD
LME
SPOT
OPT
Nov23P  2200
.......
(
255‌
)
11/1/2023
—
0
.0
LEAD
LME
SPOT
OPT
Nov23P  2225
.......
(
300‌
)
11/1/2023
—
0
.0
LEAD
LME
SPOT
OPT
Oct23C  2075
.......
(
54‌
)
10/4/2023
—
0
.0
LEAD
LME
SPOT
OPT
Oct23C  2100
.......
(
200‌
)
10/4/2023
—
0
.0
LEAD
LME
SPOT
OPT
Oct23C  2125
.......
(
30‌
)
10/4/2023
—
0
.0
LEAD
LME
SPOT
OPT
Oct23C  2150
.......
(
87‌
)
10/4/2023
—
0
.0
LEAD
LME
SPOT
OPT
Oct23C  2175
.......
(
39‌
)
10/4/2023
—
0
.0
LEAD
LME
SPOT
OPT
Oct23C  2200
.......
(
44‌
)
10/4/2023
—
0
.0
LEAD
LME
SPOT
OPT
Oct23C  2225
.......
(
20‌
)
10/4/2023
—
0
.0
LEAD
LME
SPOT
OPT
Oct23C  2250
.......
(
8‌
)
10/4/2023
—
0
.0
LEAD
LME
SPOT
OPT
Oct23C  2275
.......
(
3‌
)
10/4/2023
—
0
.0
LEAD
LME
SPOT
OPT
Oct23C  2300
.......
(
1‌
)
10/4/2023
—
0
.0
LEAD
LME
SPOT
OPT
Oct23C  2325
.......
0‌
10/4/2023
—
0
.0
LEAD
LME
SPOT
OPT
Oct23C  2350
.......
0‌
10/4/2023
—
0
.0
LEAD
LME
SPOT
OPT
Oct23C  2375
.......
0‌
10/4/2023
—
0
.0
LEAD
LME
SPOT
OPT
Oct23C  2400
.......
0‌
10/4/2023
—
0
.0
LEAD
LME
SPOT
OPT
Oct23C  2425
.......
0‌
—
—
0
.0
LEAD
LME
SPOT
OPT
Oct23P  1850
.......
0‌
—
—
0
.0
LEAD
LME
SPOT
OPT
Oct23P  1875
.......
0‌
—
—
0
.0
LEAD
LME
SPOT
OPT
Oct23P  1900
.......
0‌
—
—
0
.0
LEAD
LME
SPOT
OPT
Oct23P  1925
.......
0‌
—
—
0
.0
LEAD
LME
SPOT
OPT
Oct23P  1950
.......
0‌
—
—
0
.0
LEAD
LME
SPOT
OPT
Oct23P  1975
.......
0‌
—
—
0
.0
LEAD
LME
SPOT
OPT
Oct23P  2000
.......
0‌
10/4/2023
—
0
.0
LEAD
LME
SPOT
OPT
Oct23P  2025
.......
0‌
10/4/2023
—
0
.0
LEAD
LME
SPOT
OPT
Oct23P  2050
.......
(
1‌
)
10/4/2023
—
0
.0
LEAD
LME
SPOT
OPT
Oct23P  2075
.......
0‌
10/4/2023
—
0
.0
LEAD
LME
SPOT
OPT
Oct23P  2100
.......
(
2‌
)
10/4/2023
—
0
.0
LEAD
LME
SPOT
OPT
Oct23P  2125
.......
(
3‌
)
10/4/2023
—
0
.0
LEAN
HOGS
FUTURE  Apr24
.............
(
89,530‌
)
4/1/2024
—
0
.0
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
40
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
LEAN
HOGS
FUTURE  Dec23
.............
$
(
319,459‌
)
12/1/2023
—
0
.0
%
LEAN
HOGS
FUTURE  Feb24
.............
(
169,535‌
)
2/1/2024
—
0
.0
LIVE
CATTLE
FUTR  Apr24
...............
(
6,712‌
)
4/1/2024
—
0
.0
LIVE
CATTLE
FUTR  Dec23
...............
(
977,514‌
)
12/1/2023
—
0
.0
LME
COPPER
FUTURE
Feb24
............
(
4,218‌
)
2/1/2024
—
0
.0
LME
COPPER
FUTURE
Nov23
............
(
797,988‌
)
11/1/2023
—
0
.0
LME
COPPER
FUTURE
Oct23
............
(
1,271,964‌
)
10/1/2023
—
0
.0
LME
LEAD
FUTURE  
Nov23
..............
(
376,879‌
)
11/1/2023
—
0
.0
LME
NICKEL
FUTURE
Nov23
.............
(
1,030,314‌
)
11/1/2023
—
0
.0
LME
PRI
ALUM
FUTR
Nov23
..............
(
1,158,931‌
)
11/1/2023
—
0
.0
LME
ZINC
FUTURE  
Nov23
..............
(
1,393,795‌
)
11/1/2023
—
0
.0
LONG
GILT
FUTURE  Dec23
..............
(
6,717,121‌
)
12/1/2023
—
0
.1
Low
Su
Gasoil
G  
Feb24
.................
(
35,882‌
)
2/1/2024
—
0
.0
Low
Su
Gasoil
G  
Nov23
.................
(
1,346,982‌
)
11/1/2023
—
0
.0
MILK
FUTURE      
Nov23
.................
(
16,792‌
)
11/1/2023
—
0
.0
MILK
FUTURE      
Oct23
.................
(
33,016‌
)
10/1/2023
—
0
.0
MILL
WHEAT
EURO  
Dec23
..............
(
544‌
)
12/1/2023
—
0
.0
NATURAL
GAS
FUTR  Dec23
.............
(
590,403‌
)
12/1/2023
—
0
.0
NATURAL
GAS
FUTR  Feb24
.............
(
436,740‌
)
2/1/2024
—
0
.0
NATURAL
GAS
FUTR  May24
.............
(
148,558‌
)
5/1/2024
—
0
.0
NATURAL
GAS
FUTR  Nov23
.............
(
771,362‌
)
11/1/2023
—
0
.0
NOKUSD
Currency
Forward
...............
(
218,789‌
)
10/18/2023
—
0
.0
NY
Harb
ULSD
Fut  Nov23
................
(
846,952‌
)
11/1/2023
—
0
.0
NY
Harb
ULSD
Opt  Dec23C  
320
..........
(
45,312‌
)
11/27/2023
—
0
.0
NY
Harb
ULSD
Opt  Dec23C  
330
..........
(
39,783‌
)
11/27/2023
—
0
.0
NY
Harb
ULSD
Opt  Dec23C  
340
..........
(
31,139‌
)
11/27/2023
—
0
.0
NY
Harb
ULSD
Opt  Dec23C  
350
..........
(
19,973‌
)
11/27/2023
—
0
.0
NY
Harb
ULSD
Opt  Dec23P  
283
..........
(
21,605‌
)
11/27/2023
—
0
.0
NY
Harb
ULSD
Opt  Dec23P  
290
..........
(
26,396‌
)
11/27/2023
—
0
.0
NY
Harb
ULSD
Opt  Dec23P  
300
..........
(
34,090‌
)
11/27/2023
—
0
.0
NY
Harb
ULSD
Opt  Dec23P  
306
..........
(
44,411‌
)
11/27/2023
—
0
.0
NY
Harb
ULSD
Opt  Nov23C  
313
..........
(
80,293‌
)
10/26/2023
—
0
.0
NY
Harb
ULSD
Opt  Nov23C  
316
..........
(
207,774‌
)
10/26/2023
—
0
.0
NY
Harb
ULSD
Opt  Nov23C  
320
..........
(
165,274‌
)
10/26/2023
—
0
.0
NY
Harb
ULSD
Opt  Nov23C  
325
..........
(
131,858‌
)
10/26/2023
—
0
.0
NY
Harb
ULSD
Opt  Nov23C  
330
..........
(
69,768‌
)
10/26/2023
—
0
.0
NY
Harb
ULSD
Opt  Nov23C  
331
..........
(
78,774‌
)
10/26/2023
—
0
.0
NY
Harb
ULSD
Opt  Nov23C  
335
..........
(
288,801‌
)
10/26/2023
—
0
.0
NY
Harb
ULSD
Opt  Nov23C  
340
..........
(
178,923‌
)
10/26/2023
—
0
.0
NY
Harb
ULSD
Opt  Nov23C  
350
..........
(
133,849‌
)
10/26/2023
—
0
.0
NY
Harb
ULSD
Opt  Nov23C  
355
..........
(
25,907‌
)
10/26/2023
—
0
.0
NY
Harb
ULSD
Opt  Nov23C  
360
..........
(
43,620‌
)
10/26/2023
—
0
.0
NY
Harb
ULSD
Opt  Nov23C  
375
..........
(
6,920‌
)
10/26/2023
—
0
.0
NY
Harb
ULSD
Opt  Nov23P  
275
..........
(
5,394‌
)
10/26/2023
—
0
.0
NY
Harb
ULSD
Opt  Nov23P  
280
..........
(
5,096‌
)
10/26/2023
—
0
.0
NY
Harb
ULSD
Opt  Nov23P  
287
..........
(
9,190‌
)
10/26/2023
—
0
.0
NY
Harb
ULSD
Opt  Nov23P  
290
..........
(
28,527‌
)
10/26/2023
—
0
.0
NY
Harb
ULSD
Opt  Nov23P  
295
..........
(
31,495‌
)
10/26/2023
—
0
.0
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
41
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
NY
Harb
ULSD
Opt  Nov23P  
300
..........
$
(
36,328‌
)
10/26/2023
—
0
.0
%
NY
Harb
ULSD
Opt  Nov23P  
303
..........
(
20,018‌
)
10/26/2023
—
0
.0
NY
Harb
ULSD
Opt  Nov23P  
305
..........
(
3,685‌
)
10/26/2023
—
0
.0
NY
Harb
ULSD
Opt  Nov23P  
306
..........
(
48,345‌
)
10/26/2023
—
0
.0
NY
Harb
ULSD
Opt  Nov23P  
308
..........
(
61,928‌
)
10/26/2023
—
0
.0
NY
Harb
ULSD
Opt  Nov23P  
310
..........
(
24,759‌
)
10/26/2023
—
0
.0
NY
Harb
ULSD
Opt  Nov23P  
313
..........
(
111,597‌
)
10/26/2023
—
0
.0
NY
Harb
ULSD
Opt  Nov23P  
315
..........
(
17,503‌
)
10/26/2023
—
0
.0
NY
Harb
ULSD
Opt  Nov23P  
320
..........
(
142,638‌
)
10/26/2023
—
0
.0
PALLADIUM
FUTURE  Dec23
.............
(
59,942‌
)
12/1/2023
—
0
.0
PLATINUM
FUTURE  
Jan24
..............
(
73,713‌
)
1/1/2024
—
0
.0
PRIMARY
ALUMNM
OP
Nov23C  2225
......
(
5,298‌
)
11/1/2023
—
0
.0
PRIMARY
ALUMNM
OP
Nov23C  2250
......
(
3,790‌
)
11/1/2023
—
0
.0
PRIMARY
ALUMNM
OP
Nov23C  2275
......
(
3,270‌
)
11/1/2023
—
0
.0
PRIMARY
ALUMNM
OP
Nov23C  2300
......
(
4,038‌
)
11/1/2023
—
0
.0
PRIMARY
ALUMNM
OP
Nov23C  2325
......
(
1,118‌
)
11/1/2023
—
0
.0
PRIMARY
ALUMNM
OP
Nov23P  2075
......
(
9‌
)
11/1/2023
—
0
.0
PRIMARY
ALUMNM
OP
Nov23P  2100
......
(
83‌
)
11/1/2023
—
0
.0
PRIMARY
ALUMNM
OP
Nov23P  2125
......
(
79‌
)
11/1/2023
—
0
.0
PRIMARY
ALUMNM
OP
Nov23P  2150
......
(
217‌
)
11/1/2023
—
0
.0
PRIMARY
ALUMNM
OP
Nov23P  2175
......
(
246‌
)
11/1/2023
—
0
.0
PRIMARY
ALUMNM
OP
Nov23P  2200
......
(
154‌
)
11/1/2023
—
0
.0
PRIMARY
ALUMNM
OP
Nov23P  2225
......
(
41‌
)
11/1/2023
—
0
.0
PRIMARY
ALUMNM
OP
Oct23C  2150
......
(
718‌
)
10/4/2023
—
0
.0
PRIMARY
ALUMNM
OP
Oct23C  2175
......
(
5,856‌
)
10/4/2023
—
0
.0
PRIMARY
ALUMNM
OP
Oct23C  2200
......
(
1,740‌
)
10/4/2023
—
0
.0
PRIMARY
ALUMNM
OP
Oct23C  2225
......
(
5,840‌
)
10/4/2023
—
0
.0
PRIMARY
ALUMNM
OP
Oct23C  2250
......
(
3,043‌
)
10/4/2023
—
0
.0
PRIMARY
ALUMNM
OP
Oct23C  2275
......
(
1,834‌
)
10/4/2023
—
0
.0
PRIMARY
ALUMNM
OP
Oct23C  2300
......
(
789‌
)
10/4/2023
—
0
.0
PRIMARY
ALUMNM
OP
Oct23C  2325
......
(
152‌
)
10/4/2023
—
0
.0
PRIMARY
ALUMNM
OP
Oct23C  2350
......
(
220‌
)
10/4/2023
—
0
.0
PRIMARY
ALUMNM
OP
Oct23P  2025
......
0‌
—
—
0
.0
PRIMARY
ALUMNM
OP
Oct23P  2050
......
0‌
—
—
0
.0
PRIMARY
ALUMNM
OP
Oct23P  2075
......
0‌
—
—
0
.0
PRIMARY
ALUMNM
OP
Oct23P  2100
......
0‌
—
—
0
.0
PRIMARY
ALUMNM
OP
Oct23P  2125
......
0‌
10/4/2023
—
0
.0
PRIMARY
ALUMNM
OP
Oct23P  2150
......
(
1‌
)
10/4/2023
—
0
.0
PRIMARY
ALUMNM
OP
Oct23P  2175
......
(
1‌
)
10/4/2023
—
0
.0
PRIMARY
ALUMNM
OP
Oct23P  2200
......
(
1‌
)
10/4/2023
—
0
.0
RAPESEED  EURO    Feb24
..............
(
7,417‌
)
2/1/2024
—
0
.0
RAPESEED  EURO    Nov23
..............
(
14,309‌
)
11/1/2023
—
0
.0
SEKUSD
Currency
Forward
...............
(
115,207‌
)
10/18/2023
—
0
.0
SGDUSD
Currency
Forward
...............
(
112,428‌
)
10/18/2023
—
0
.0
SILVER
FUTURE    
Dec23
................
(
15,521‌
)
12/1/2023
—
0
.0
SOYBEAN
FUT
OPTN  Jan24C  1340
.......
(
64,200‌
)
12/22/2023
—
0
.0
SOYBEAN
FUT
OPTN  Jan24C  1350
.......
(
86,704‌
)
12/22/2023
—
0
.0
SOYBEAN
FUT
OPTN  Jan24C  1380
.......
(
22,622‌
)
12/22/2023
—
0
.0
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
42
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
SOYBEAN
FUT
OPTN  Jan24C  1390
.......
$
(
17,038‌
)
12/22/2023
—
0
.0
%
SOYBEAN
FUT
OPTN  Jan24C  1400
.......
(
52,606‌
)
12/22/2023
—
0
.0
SOYBEAN
FUT
OPTN  Jan24P  1240
.......
(
67,508‌
)
12/22/2023
—
0
.0
SOYBEAN
FUT
OPTN  Jan24P  1250
.......
(
36,197‌
)
12/22/2023
—
0
.0
SOYBEAN
FUT
OPTN  Jan24P  1260
.......
(
88,698‌
)
12/22/2023
—
0
.0
SOYBEAN
FUT
OPTN  Jan24P  1280
.......
(
64,332‌
)
12/22/2023
—
0
.0
SOYBEAN
FUT
OPTN  Jan24P  1290
.......
(
63,077‌
)
12/22/2023
—
0
.0
SOYBEAN
FUT
OPTN  Jan24P  1300
.......
(
185,120‌
)
12/22/2023
—
0
.0
SOYBEAN
FUTURE    Jan24
..............
(
90,904‌
)
1/1/2024
—
0
.0
SOYBEAN
FUTURE    Nov23
..............
(
1,059,300‌
)
11/1/2023
—
0
.0
SOYBEAN
MEAL
FUTR
Dec23
............
(
879,953‌
)
12/1/2023
—
0
.0
SOYBEAN
OIL
FUTR  Dec23
..............
(
742,158‌
)
12/1/2023
—
0
.0
SPI
200
FUTURES  
Dec23
...............
(
4,512‌
)
12/1/2023
—
0
.0
SUGAR
#11
(WORLD)
Mar24
..............
(
658,036‌
)
3/1/2024
—
0
.0
TTF
NAT
GAS
F    
Dec23
................
(
2,255‌
)
12/1/2023
—
0
.0
TTF
NAT
GAS
F    
Nov23
................
(
4,149‌
)
11/1/2023
—
0
.0
TWDUSD
Currency
Forward
..............
(
161,147‌
)
10/19/2023
—
0
.0
UK
Natural
Gas
FutDec23
................
(
1,983‌
)
12/1/2023
—
0
.0
UK
Natural
Gas
FutNov23
................
(
3,533‌
)
11/1/2023
—
0
.0
US
10YR
NOTE
(CBT)Dec23
..............
(
20,134,500‌
)
12/1/2023
—
0
.1
US
2YR
NOTE
(CBT)
Dec23
..............
(
22,275,459‌
)
12/1/2023
—
0
.2
US
5YR
NOTE
(CBT)
Dec23
..............
(
9,547,916‌
)
12/1/2023
—
0
.1
WHEAT
FUTURE(CBT)
Dec23
.............
(
602,384‌
)
12/1/2023
—
0
.0
WHEAT
FUTURE(CBT)
Mar24
.............
(
148,088‌
)
3/1/2024
—
0
.0
WHITE
SUGAR
(ICE)
Dec23
..............
(
12,037‌
)
12/1/2023
—
0
.0
WTI
CRUDE
FUTURE  Feb24
.............
(
235,858‌
)
2/1/2024
—
0
.0
WTI
CRUDE
FUTURE  Nov23
.............
(
2,733,539‌
)
11/1/2023
—
0
.0
ZINC
SPT
OP
(LME)
Nov23C  2500
.........
(
845‌
)
11/1/2023
—
0
.0
ZINC
SPT
OP
(LME)
Nov23C  2525
.........
(
1,506‌
)
11/1/2023
—
0
.0
ZINC
SPT
OP
(LME)
Nov23C  2550
.........
(
4,333‌
)
11/1/2023
—
0
.0
ZINC
SPT
OP
(LME)
Nov23C  2575
.........
(
2,776‌
)
11/1/2023
—
0
.0
ZINC
SPT
OP
(LME)
Nov23C  2600
.........
(
2,037‌
)
11/1/2023
—
0
.0
ZINC
SPT
OP
(LME)
Nov23C  2625
.........
(
2,232‌
)
11/1/2023
—
0
.0
ZINC
SPT
OP
(LME)
Nov23C  2650
.........
(
2,383‌
)
11/1/2023
—
0
.0
ZINC
SPT
OP
(LME)
Nov23C  2675
.........
(
1,378‌
)
11/1/2023
—
0
.0
ZINC
SPT
OP
(LME)
Nov23C  2700
.........
(
527‌
)
11/1/2023
—
0
.0
ZINC
SPT
OP
(LME)
Nov23C  2725
.........
(
252‌
)
11/1/2023
—
0
.0
ZINC
SPT
OP
(LME)
Nov23P  2325
.........
(
81‌
)
11/1/2023
—
0
.0
ZINC
SPT
OP
(LME)
Nov23P  2350
.........
(
120‌
)
11/1/2023
—
0
.0
ZINC
SPT
OP
(LME)
Nov23P  2375
.........
(
132‌
)
11/1/2023
—
0
.0
ZINC
SPT
OP
(LME)
Nov23P  2400
.........
(
308‌
)
11/1/2023
—
0
.0
ZINC
SPT
OP
(LME)
Nov23P  2425
.........
(
606‌
)
11/1/2023
—
0
.0
ZINC
SPT
OP
(LME)
Nov23P  2450
.........
(
72‌
)
11/1/2023
—
0
.0
ZINC
SPT
OP
(LME)
Nov23P  2475
.........
(
541‌
)
11/1/2023
—
0
.0
ZINC
SPT
OP
(LME)
Nov23P  2500
.........
(
237‌
)
11/1/2023
—
0
.0
ZINC
SPT
OP
(LME)
Nov23P  2525
.........
(
278‌
)
11/1/2023
—
0
.0
ZINC
SPT
OP
(LME)
Oct23C  2350
.........
(
4,486‌
)
10/4/2023
—
0
.0
ZINC
SPT
OP
(LME)
Oct23C  2375
.........
(
3,881‌
)
10/4/2023
—
0
.0
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
43
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
ZINC
SPT
OP
(LME)
Oct23C  2400
.........
$
(
1,069‌
)
10/4/2023
—
0
.0
%
ZINC
SPT
OP
(LME)
Oct23C  2425
.........
(
2,086‌
)
10/4/2023
—
0
.0
ZINC
SPT
OP
(LME)
Oct23C  2450
.........
(
5,165‌
)
10/4/2023
—
0
.0
ZINC
SPT
OP
(LME)
Oct23C  2475
.........
(
4,201‌
)
10/4/2023
—
0
.0
ZINC
SPT
OP
(LME)
Oct23C  2500
.........
(
2,312‌
)
10/4/2023
—
0
.0
ZINC
SPT
OP
(LME)
Oct23C  2525
.........
(
2,724‌
)
10/4/2023
—
0
.0
ZINC
SPT
OP
(LME)
Oct23C  2550
.........
(
1,420‌
)
10/4/2023
—
0
.0
ZINC
SPT
OP
(LME)
Oct23C  2575
.........
(
2,394‌
)
10/4/2023
—
0
.0
ZINC
SPT
OP
(LME)
Oct23C  2600
.........
(
272‌
)
10/4/2023
—
0
.0
ZINC
SPT
OP
(LME)
Oct23C  2625
.........
(
232‌
)
10/4/2023
—
0
.0
ZINC
SPT
OP
(LME)
Oct23C  2650
.........
(
315‌
)
10/4/2023
—
0
.0
ZINC
SPT
OP
(LME)
Oct23C  2675
.........
(
283‌
)
10/4/2023
—
0
.0
ZINC
SPT
OP
(LME)
Oct23C  2700
.........
(
69‌
)
10/4/2023
—
0
.0
ZINC
SPT
OP
(LME)
Oct23P  2150
.........
0‌
—
—
0
.0
ZINC
SPT
OP
(LME)
Oct23P  2175
.........
0‌
—
—
0
.0
ZINC
SPT
OP
(LME)
Oct23P  2200
.........
0‌
—
—
0
.0
ZINC
SPT
OP
(LME)
Oct23P  2225
.........
0‌
—
—
0
.0
ZINC
SPT
OP
(LME)
Oct23P  2250
.........
0‌
—
—
0
.0
ZINC
SPT
OP
(LME)
Oct23P  2275
.........
0‌
—
—
0
.0
ZINC
SPT
OP
(LME)
Oct23P  2300
.........
0‌
—
—
0
.0
ZINC
SPT
OP
(LME)
Oct23P  2325
.........
0‌
—
—
0
.0
ZINC
SPT
OP
(LME)
Oct23P  2350
.........
0‌
10/4/2023
—
0
.0
ZINC
SPT
OP
(LME)
Oct23P  2375
.........
0‌
10/4/2023
—
0
.0
ZINC
SPT
OP
(LME)
Oct23P  2400
.........
(
1‌
)
10/4/2023
—
0
.0
ZINC
SPT
OP
(LME)
Oct23P  2425
.........
(
2‌
)
10/4/2023
—
0
.0
ZINC
SPT
OP
(LME)
Oct23P  2450
.........
(
4‌
)
10/4/2023
—
0
.0
Total
(
14,859,401,085‌
)
—
100.0%
*
The
following
table
shows
the
individual
positions
and
related
values
of
the
securities
within
the
VMACBTRS
basket
-
Long.
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
BRENT
CRUDE
FUTR  Dec23
.............
$
2,166,410‌
12/1/2023
—
65
.5
%
COCOA
FUTURE      Dec23
...............
91,316‌
12/1/2023
—
2
.8
CORN
FUTURE      
Mar24
................
8,131‌
3/1/2024
—
0
.3
COTTON
NO.2
FUTR  Dec23
..............
44,984‌
12/1/2023
—
1
.4
COTTON
NO.2
FUTR  Mar24
..............
1,721‌
3/1/2024
—
0
.1
CRUDE
OIL
OPT
IPE
Dec23C    98
.........
1,458‌
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C  
100
........
508‌
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C  
101
........
422‌
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C  99.5
........
275‌
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C
98.75
........
318‌
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P    35
.........
114‌
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P    38
.........
57‌
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P    39
.........
29‌
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P    40
.........
57‌
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P    41
.........
29‌
10/26/2023
—
0
.0
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
44
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
CRUDE
OIL
OPT
IPE
Dec23P    42
.........
$
29‌
10/26/2023
—
0
.0
%
CRUDE
OIL
OPT
IPE
Dec23P    43
.........
171‌
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P    44
.........
29‌
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P    46
.........
29‌
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P    47
.........
57‌
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P    49
.........
29‌
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Feb24C  
103
.........
692‌
12/21/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Feb24C  
104
.........
311‌
12/21/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Feb24C  
110
.........
2,234‌
12/21/2023
—
0
.1
CRUDE
OIL
OPT
IPE
Feb24C  
111
.........
316‌
12/21/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Feb24P    43
.........
171‌
12/21/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Feb24P    44
.........
171‌
12/21/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Feb24P    45
.........
171‌
12/21/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Feb24P    46
.........
199‌
12/21/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Feb24P    47
.........
598‌
12/21/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Feb24P    48
.........
598‌
12/21/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Feb24P    49
.........
228‌
12/21/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Feb24P    50
.........
455‌
12/21/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Feb24P    51
.........
512‌
12/21/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Feb24P    52
.........
768‌
12/21/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Jan24C    99
.........
474‌
11/27/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Jan24C  
100
.........
827‌
11/27/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Jan24C  
102
.........
943‌
11/27/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Jan24C  
103
.........
558‌
11/27/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Jan24C  
105
.........
1,716‌
11/27/2023
—
0
.1
CRUDE
OIL
OPT
IPE
Jan24C  
110
.........
122‌
11/27/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Jan24P    43
.........
114‌
11/27/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Jan24P    44
.........
342‌
11/27/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Jan24P    45
.........
798‌
11/27/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Jan24P    46
.........
798‌
11/27/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Jan24P    47
.........
428‌
11/27/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Jan24P    48
.........
143‌
11/27/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Mar24C  
111
.........
229‌
1/26/2024
—
0
.0
CRUDE
OIL
OPT
IPE
Mar24C  
112
.........
422‌
1/26/2024
—
0
.0
CRUDE
OIL
OPT
IPE
Mar24C  
114
.........
183‌
1/26/2024
—
0
.0
CRUDE
OIL
OPT
IPE
Mar24P    45
.........
768‌
1/26/2024
—
0
.0
CRUDE
OIL
OPT
IPE
Mar24P    46
.........
284‌
1/26/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2115
.......
8‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2120
.......
36‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2125
.......
5‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2155
.......
3‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2165
.......
4‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2175
.......
4‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2180
.......
12‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2195
.......
12‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2210
.......
20‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2215
.......
20‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2225
.......
8‌
11/27/2023
—
0
.0
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
45
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
GOLD
FUT
OPT(CMX)
Dec23C  2235
.......
$
8‌
11/27/2023
—
0
.0
%
GOLD
FUT
OPT(CMX)
Dec23C  2240
.......
2‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2245
.......
12‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2250
.......
4‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2255
.......
26‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2260
.......
11‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2270
.......
4‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2285
.......
12‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2300
.......
4‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1760
.......
187‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1765
.......
205‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1775
.......
375‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1780
.......
408‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1785
.......
149‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1790
.......
329‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1795
.......
367‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1800
.......
793‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1805
.......
654‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1810
.......
1,199‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1815
.......
527‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1820
.......
16‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1825
.......
983‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1830
.......
719‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1835
.......
378‌
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2120
.......
29‌
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2150
.......
75‌
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2175
.......
190‌
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2185
.......
16‌
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2200
.......
82‌
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2225
.......
7‌
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2250
.......
38‌
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2255
.......
7‌
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2265
.......
9‌
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2275
.......
32‌
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1740
.......
151‌
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1780
.......
259‌
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1790
.......
1,475‌
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1795
.......
945‌
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1800
.......
1,346‌
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1805
.......
1,081‌
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1810
.......
1,152‌
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1825
.......
465‌
1/25/2024
—
0
.0
LME
LEAD
FUTURE  
Dec23
..............
6,270‌
12/1/2023
—
0
.2
LME
LEAD
FUTURE  
Feb24
..............
2,820‌
2/1/2024
—
0
.1
LME
LEAD
FUTURE  
Jan24
..............
5,949‌
1/1/2024
—
0
.2
LME
LEAD
FUTURE  
Mar24
..............
2,622‌
3/1/2024
—
0
.1
LME
LEAD
FUTURE  
Oct23
..............
20,027‌
10/1/2023
—
0
.6
LME
PRI
ALUM
FUTR
Nov23
..............
132,160‌
11/1/2023
—
4
.0
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
46
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
LME
PRI
ALUM
FUTR
Oct23
..............
$
250,120‌
10/1/2023
—
7
.6
%
LME
ZINC
FUTURE  
Nov23
..............
100,261‌
11/1/2023
—
3
.0
LME
ZINC
FUTURE  
Oct23
...............
345,090‌
10/1/2023
—
10
.4
NY
Harb
ULSD
Fut  Dec23
................
1,812‌
12/1/2023
—
0
.1
NY
Harb
ULSD
Fut  Nov23
................
91,623‌
11/1/2023
—
2
.8
Total
3,306,363‌
—
100.0%
*
The
following
table
shows
the
individual
positions
and
related
values
of
the
securities
within
the
VMACBTRS
basket
-
Short.
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
BRENT
CRUDE
FUTR  Jan24
.............
$
(
3,963‌
)
1/1/2024
—
0
.0
%
COCOA
FUTR
OPTION
Dec23C  3200
......
(
822‌
)
11/3/2023
—
0
.0
COCOA
FUTR
OPTION
Dec23C  3250
......
(
602‌
)
11/3/2023
—
0
.0
COCOA
FUTR
OPTION
Dec23C  3300
......
(
486‌
)
11/3/2023
—
0
.0
COCOA
FUTR
OPTION
Dec23C  3350
......
(
994‌
)
11/3/2023
—
0
.0
COCOA
FUTR
OPTION
Dec23C  3400
......
(
1,262‌
)
11/3/2023
—
0
.0
COCOA
FUTR
OPTION
Dec23C  3450
......
(
515‌
)
11/3/2023
—
0
.0
COCOA
FUTR
OPTION
Dec23C  3500
......
(
971‌
)
11/3/2023
—
0
.0
COCOA
FUTR
OPTION
Dec23C  3550
......
(
759‌
)
11/3/2023
—
0
.0
COCOA
FUTR
OPTION
Dec23C  3600
......
(
562‌
)
11/3/2023
—
0
.0
COCOA
FUTR
OPTION
Dec23C  3650
......
(
197‌
)
11/3/2023
—
0
.0
COCOA
FUTR
OPTION
Dec23C  3700
......
(
454‌
)
11/3/2023
—
0
.0
COCOA
FUTR
OPTION
Dec23C  3750
......
(
90‌
)
11/3/2023
—
0
.0
COCOA
FUTR
OPTION
Dec23C  3800
......
(
68‌
)
11/3/2023
—
0
.0
COCOA
FUTR
OPTION
Dec23C  3850
......
(
97‌
)
11/3/2023
—
0
.0
COCOA
FUTR
OPTION
Dec23P  2800
......
(
4‌
)
11/3/2023
—
0
.0
COCOA
FUTR
OPTION
Dec23P  2850
......
(
6‌
)
11/3/2023
—
0
.0
COCOA
FUTR
OPTION
Dec23P  2900
......
(
19‌
)
11/3/2023
—
0
.0
COCOA
FUTR
OPTION
Dec23P  2950
......
(
59‌
)
11/3/2023
—
0
.0
COCOA
FUTR
OPTION
Dec23P  3000
......
(
56‌
)
11/3/2023
—
0
.0
COCOA
FUTR
OPTION
Dec23P  3050
......
(
112‌
)
11/3/2023
—
0
.0
COCOA
FUTR
OPTION
Dec23P  3100
......
(
217‌
)
11/3/2023
—
0
.0
COCOA
FUTR
OPTION
Dec23P  3150
......
(
325‌
)
11/3/2023
—
0
.0
COCOA
FUTR
OPTION
Dec23P  3200
......
(
226‌
)
11/3/2023
—
0
.0
COCOA
FUTR
OPTION
Dec23P  3250
......
(
529‌
)
11/3/2023
—
0
.0
COCOA
FUTR
OPTION
Dec23P  3300
......
(
605‌
)
11/3/2023
—
0
.0
COCOA
FUTR
OPTION
Dec23P  3350
......
(
331‌
)
11/3/2023
—
0
.0
COCOA
FUTR
OPTION
Dec23P  3400
......
(
228‌
)
11/3/2023
—
0
.0
COCOA
FUTR
OPTION
Dec23P  3450
......
(
900‌
)
11/3/2023
—
0
.0
COFFEE
'C'
FUT
OP
Dec23C  
165
.........
(
8,187‌
)
11/10/2023
—
0
.0
COFFEE
'C'
FUT
OP
Dec23C  
170
.........
(
16,689‌
)
11/10/2023
—
0
.1
COFFEE
'C'
FUT
OP
Dec23C  
175
.........
(
6,008‌
)
11/10/2023
—
0
.0
COFFEE
'C'
FUT
OP
Dec23C  
180
.........
(
4,710‌
)
11/10/2023
—
0
.0
COFFEE
'C'
FUT
OP
Dec23C  
185
.........
(
5,201‌
)
11/10/2023
—
0
.0
COFFEE
'C'
FUT
OP
Dec23C  
190
.........
(
1,324‌
)
11/10/2023
—
0
.0
COFFEE
'C'
FUT
OP
Dec23C  
195
.........
(
629‌
)
11/10/2023
—
0
.0
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
47
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
COFFEE
'C'
FUT
OP
Dec23C  
200
.........
$
(
511‌
)
11/10/2023
—
0
.0
%
COFFEE
'C'
FUT
OP
Dec23C  
205
.........
(
206‌
)
11/10/2023
—
0
.0
COFFEE
'C'
FUT
OP
Dec23C  
210
.........
(
462‌
)
11/10/2023
—
0
.0
COFFEE
'C'
FUT
OP
Dec23C  
215
.........
(
127‌
)
11/10/2023
—
0
.0
COFFEE
'C'
FUT
OP
Dec23C  
220
.........
(
97‌
)
11/10/2023
—
0
.0
COFFEE
'C'
FUT
OP
Dec23C
167.5
........
(
17,152‌
)
11/10/2023
—
0
.1
COFFEE
'C'
FUT
OP
Dec23C
172.5
........
(
7,907‌
)
11/10/2023
—
0
.0
COFFEE
'C'
FUT
OP
Dec23C
177.5
........
(
3,919‌
)
11/10/2023
—
0
.0
COFFEE
'C'
FUT
OP
Dec23C
182.5
........
(
7,655‌
)
11/10/2023
—
0
.0
COFFEE
'C'
FUT
OP
Dec23C
187.5
........
(
987‌
)
11/10/2023
—
0
.0
COFFEE
'C'
FUT
OP
Dec23C
192.5
........
(
1,101‌
)
11/10/2023
—
0
.0
COFFEE
'C'
FUT
OP
Dec23C
197.5
........
(
289‌
)
11/10/2023
—
0
.0
COFFEE
'C'
FUT
OP
Dec23C
212.5
........
(
142‌
)
11/10/2023
—
0
.0
COFFEE
'C'
FUT
OP
Dec23P  
140
.........
(
21,686‌
)
11/10/2023
—
0
.1
COFFEE
'C'
FUT
OP
Dec23P  
145
.........
(
84,985‌
)
11/10/2023
—
0
.4
COFFEE
'C'
FUT
OP
Dec23P  
150
.........
(
130,147‌
)
11/10/2023
—
0
.7
COFFEE
'C'
FUT
OP
Dec23P  
155
.........
(
332,257‌
)
11/10/2023
—
1
.7
COFFEE
'C'
FUT
OP
Dec23P  
160
.........
(
402,099‌
)
11/10/2023
—
2
.1
COFFEE
'C'
FUT
OP
Dec23P  
165
.........
(
113,150‌
)
11/10/2023
—
0
.6
COFFEE
'C'
FUT
OP
Dec23P  
170
.........
(
65,398‌
)
11/10/2023
—
0
.3
COFFEE
'C'
FUT
OP
Dec23P  
175
.........
(
158,689‌
)
11/10/2023
—
0
.8
COFFEE
'C'
FUT
OP
Dec23P  
180
.........
(
85,010‌
)
11/10/2023
—
0
.4
COFFEE
'C'
FUT
OP
Dec23P
142.5
.........
(
136,370‌
)
11/10/2023
—
0
.7
COFFEE
'C'
FUT
OP
Dec23P
147.5
.........
(
222,515‌
)
11/10/2023
—
1
.1
COFFEE
'C'
FUT
OP
Dec23P
152.5
.........
(
276,855‌
)
11/10/2023
—
1
.4
COFFEE
'C'
FUT
OP
Dec23P
157.5
.........
(
358,751‌
)
11/10/2023
—
1
.8
COFFEE
'C'
FUT
OP
Dec23P
162.5
.........
(
104,726‌
)
11/10/2023
—
0
.5
COFFEE
'C'
FUT
OP
Dec23P
172.5
.........
(
223,318‌
)
11/10/2023
—
1
.1
COFFEE
'C'
FUT
OP
Mar24C  
160
.........
(
85,639‌
)
2/9/2024
—
0
.4
COFFEE
'C'
FUT
OP
Mar24C  
165
.........
(
114,763‌
)
2/9/2024
—
0
.6
COFFEE
'C'
FUT
OP
Mar24C  
170
.........
(
43,488‌
)
2/9/2024
—
0
.2
COFFEE
'C'
FUT
OP
Mar24C  
175
.........
(
37,423‌
)
2/9/2024
—
0
.2
COFFEE
'C'
FUT
OP
Mar24C  
180
.........
(
34,141‌
)
2/9/2024
—
0
.2
COFFEE
'C'
FUT
OP
Mar24C  
185
.........
(
8,625‌
)
2/9/2024
—
0
.0
COFFEE
'C'
FUT
OP
Mar24C
157.5
........
(
14,450‌
)
2/9/2024
—
0
.1
COFFEE
'C'
FUT
OP
Mar24C
162.5
........
(
117,249‌
)
2/9/2024
—
0
.6
COFFEE
'C'
FUT
OP
Mar24C
167.5
........
(
30,348‌
)
2/9/2024
—
0
.2
COFFEE
'C'
FUT
OP
Mar24C
172.5
........
(
56,594‌
)
2/9/2024
—
0
.3
COFFEE
'C'
FUT
OP
Mar24C
177.5
........
(
72,098‌
)
2/9/2024
—
0
.4
COFFEE
'C'
FUT
OP
Mar24C
182.5
........
(
14,462‌
)
2/9/2024
—
0
.1
COFFEE
'C'
FUT
OP
Mar24C
187.5
........
(
8,235‌
)
2/9/2024
—
0
.0
COFFEE
'C'
FUT
OP
Mar24P  
135
.........
(
117,118‌
)
2/9/2024
—
0
.6
COFFEE
'C'
FUT
OP
Mar24P  
140
.........
(
134,855‌
)
2/9/2024
—
0
.7
COFFEE
'C'
FUT
OP
Mar24P  
145
.........
(
263,034‌
)
2/9/2024
—
1
.4
COFFEE
'C'
FUT
OP
Mar24P  
150
.........
(
411,256‌
)
2/9/2024
—
2
.1
COFFEE
'C'
FUT
OP
Mar24P  
155
.........
(
215,823‌
)
2/9/2024
—
1
.1
COFFEE
'C'
FUT
OP
Mar24P
137.5
.........
(
271,298‌
)
2/9/2024
—
1
.4
COFFEE
'C'
FUT
OP
Mar24P
142.5
.........
(
84,605‌
)
2/9/2024
—
0
.4
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
48
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
COFFEE
'C'
FUT
OP
Mar24P
147.5
.........
$
(
310,575‌
)
2/9/2024
—
1
.6
%
COFFEE
'C'
FUT
OP
Mar24P
152.5
.........
(
69,027‌
)
2/9/2024
—
0
.4
COFFEE
'C'
FUT
OP
Mar24P
157.5
.........
(
90,715‌
)
2/9/2024
—
0
.5
COFFEE
'C'
FUTURE
Dec23
..............
(
216,222‌
)
12/1/2023
—
1
.1
COFFEE
'C'
FUTURE
Mar24
..............
(
75,350‌
)
3/1/2024
—
0
.4
COPPER
LME
OPT    Nov23C  8225
........
(
1,681‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23C  8250
........
(
1,604‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23C  8275
........
(
1,479‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23C  8325
........
(
1,286‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23C  8350
........
(
1,191‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23C  8400
........
(
1,231‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23C  8425
........
(
2,015‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23C  8450
........
(
897‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23C  8475
........
(
2,681‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23C  8500
........
(
840‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23C  8525
........
(
824‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23C  8550
........
(
2,948‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23C  8575
........
(
2,082‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23C  8625
........
(
629‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23C  8650
........
(
1,752‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23C  8675
........
(
505‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23C  8725
........
(
934‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23C  8775
........
(
1,203‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23C  8800
........
(
1,075‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23C  8900
........
(
566‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23P  7775
........
(
376‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23P  7800
........
(
407‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23P  7825
........
(
463‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23P  7875
........
(
573‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23P  7900
........
(
1,352‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23P  7975
........
(
2,438‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23P  8000
........
(
1,758‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23P  8025
........
(
2,635‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23P  8050
........
(
2,290‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23P  8075
........
(
5,860‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23P  8100
........
(
1,018‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23P  8125
........
(
2,653‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23P  8175
........
(
1,277‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23P  8200
........
(
1,499‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23P  8225
........
(
3,100‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23P  8250
........
(
1,797‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23P  8275
........
(
5,422‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23P  8300
........
(
3,727‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23P  8325
........
(
2,164‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Nov23P  8350
........
(
2,435‌
)
11/1/2023
—
0
.0
COPPER
LME
OPT    Oct23C  8325
........
(
305‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23C  8375
........
(
217‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23C  8400
........
(
319‌
)
10/4/2023
—
0
.0
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
49
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
COPPER
LME
OPT    Oct23C  8425
........
$
(
124‌
)
10/4/2023
—
0
.0
%
COPPER
LME
OPT    Oct23C  8450
........
(
102‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23C  8475
........
(
89‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23C  8500
........
(
123‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23C  8525
........
(
95‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23C  8550
........
(
45‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23C  8575
........
(
138‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23C  8600
........
(
69‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23C  8625
........
(
23‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23C  8650
........
(
37‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23C  8675
........
(
14‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23C  8700
........
(
21‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23C  8725
........
(
26‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23C  8750
........
(
20‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23C  8775
........
(
9‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23C  8800
........
(
8‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23C  8850
........
(
10‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23C  8875
........
(
2‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23C  9000
........
(
1‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23C  9075
........
0‌
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23C  9125
........
0‌
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23C  9200
........
0‌
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23P  7800
........
(
9‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23P  7825
........
(
13‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23P  7875
........
(
22‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23P  7900
........
(
128‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23P  7925
........
(
39‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23P  7975
........
(
77‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23P  8000
........
(
97‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23P  8025
........
(
702‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23P  8075
........
(
159‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23P  8100
........
(
469‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23P  8125
........
(
1,095‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23P  8150
........
(
1,293‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23P  8175
........
(
362‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23P  8200
........
(
488‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23P  8225
........
(
1,078‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23P  8250
........
(
2,593‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23P  8325
........
(
4,059‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23P  8350
........
(
2,513‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23P  8400
........
(
3,108‌
)
10/4/2023
—
0
.0
COPPER
LME
OPT    Oct23P  8450
........
(
2,170‌
)
10/4/2023
—
0
.0
CORN
FUTURE
OPTN  Mar24C  
510
.......
(
113,775‌
)
2/23/2024
—
0
.6
CORN
FUTURE
OPTN  Mar24C  
520
.......
(
25,903‌
)
2/23/2024
—
0
.1
CORN
FUTURE
OPTN  Mar24C  
530
.......
(
36,976‌
)
2/23/2024
—
0
.2
CORN
FUTURE
OPTN  Mar24C  
540
.......
(
46,447‌
)
2/23/2024
—
0
.2
CORN
FUTURE
OPTN  Mar24P  
460
.......
(
110,203‌
)
2/23/2024
—
0
.6
CORN
FUTURE
OPTN  Mar24P  
480
.......
(
151,237‌
)
2/23/2024
—
0
.8
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
50
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
CORN
FUTURE
OPTN  Mar24P  
490
.......
$
(
40,532‌
)
2/23/2024
—
0
.2
%
COTTON
OPTION    
Dec23C    86
.........
(
46,454‌
)
11/10/2023
—
0
.2
COTTON
OPTION    
Dec23C    87
.........
(
22,024‌
)
11/10/2023
—
0
.1
COTTON
OPTION    
Dec23C    88
.........
(
32,756‌
)
11/10/2023
—
0
.2
COTTON
OPTION    
Dec23C    89
.........
(
104,905‌
)
11/10/2023
—
0
.5
COTTON
OPTION    
Dec23C    90
.........
(
90,493‌
)
11/10/2023
—
0
.5
COTTON
OPTION    
Dec23C    91
.........
(
62,286‌
)
11/10/2023
—
0
.3
COTTON
OPTION    
Dec23C    92
.........
(
32,931‌
)
11/10/2023
—
0
.2
COTTON
OPTION    
Dec23C    93
.........
(
66,412‌
)
11/10/2023
—
0
.3
COTTON
OPTION    
Dec23C    94
.........
(
18,803‌
)
11/10/2023
—
0
.1
COTTON
OPTION    
Dec23C    95
.........
(
15,821‌
)
11/10/2023
—
0
.1
COTTON
OPTION    
Dec23C    97
.........
(
3,792‌
)
11/10/2023
—
0
.0
COTTON
OPTION    
Dec23P    78
.........
(
8,061‌
)
11/10/2023
—
0
.0
COTTON
OPTION    
Dec23P    79
.........
(
4,873‌
)
11/10/2023
—
0
.0
COTTON
OPTION    
Dec23P    80
.........
(
5,419‌
)
11/10/2023
—
0
.0
COTTON
OPTION    
Dec23P    81
.........
(
23,420‌
)
11/10/2023
—
0
.1
COTTON
OPTION    
Dec23P    82
.........
(
70,816‌
)
11/10/2023
—
0
.4
COTTON
OPTION    
Dec23P    83
.........
(
44,163‌
)
11/10/2023
—
0
.2
COTTON
OPTION    
Dec23P    84
.........
(
78,866‌
)
11/10/2023
—
0
.4
COTTON
OPTION    
Dec23P    85
.........
(
93,438‌
)
11/10/2023
—
0
.5
COTTON
OPTION    
Dec23P    86
.........
(
89,140‌
)
11/10/2023
—
0
.5
COTTON
OPTION    
Dec23P    87
.........
(
34,914‌
)
11/10/2023
—
0
.2
COTTON
OPTION    
Dec23P    88
.........
(
23,979‌
)
11/10/2023
—
0
.1
COTTON
OPTION    
Mar24C    91
.........
(
42,839‌
)
2/9/2024
—
0
.2
COTTON
OPTION    
Mar24C    92
.........
(
16,541‌
)
2/9/2024
—
0
.1
COTTON
OPTION    
Mar24C    93
.........
(
33,287‌
)
2/9/2024
—
0
.2
COTTON
OPTION    
Mar24C    96
.........
(
26,435‌
)
2/9/2024
—
0
.1
COTTON
OPTION    
Mar24C    98
.........
(
32,798‌
)
2/9/2024
—
0
.2
COTTON
OPTION    
Mar24P    80
.........
(
25,493‌
)
2/9/2024
—
0
.1
COTTON
OPTION    
Mar24P    82
.........
(
48,719‌
)
2/9/2024
—
0
.3
COTTON
OPTION    
Mar24P    85
.........
(
40,655‌
)
2/9/2024
—
0
.2
COTTON
OPTION    
Mar24P    86
.........
(
23,991‌
)
2/9/2024
—
0
.1
COTTON
OPTION    
Mar24P    87
.........
(
45,430‌
)
2/9/2024
—
0
.2
CRUDE
OIL
OPT
IPE
Dec23C    89
.........
(
6,524‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C    91
.........
(
9,588‌
)
10/26/2023
—
0
.1
CRUDE
OIL
OPT
IPE
Dec23C    92
.........
(
3,521‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C    95
.........
(
1,756‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C    96
.........
(
1,738‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C    97
.........
(
1,084‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C    99
.........
(
3,902‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C  85.5
........
(
22,154‌
)
10/26/2023
—
0
.1
CRUDE
OIL
OPT
IPE
Dec23C  86.5
........
(
9,728‌
)
10/26/2023
—
0
.1
CRUDE
OIL
OPT
IPE
Dec23C  87.5
........
(
8,235‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C  89.5
........
(
13,823‌
)
10/26/2023
—
0
.1
CRUDE
OIL
OPT
IPE
Dec23C  90.5
........
(
10,643‌
)
10/26/2023
—
0
.1
CRUDE
OIL
OPT
IPE
Dec23C  92.5
........
(
10,124‌
)
10/26/2023
—
0
.1
CRUDE
OIL
OPT
IPE
Dec23C  93.5
........
(
2,496‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C  94.5
........
(
2,721‌
)
10/26/2023
—
0
.0
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
51
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
CRUDE
OIL
OPT
IPE
Dec23C  95.5
........
$
(
4,903‌
)
10/26/2023
—
0
.0
%
CRUDE
OIL
OPT
IPE
Dec23C  96.5
........
(
2,506‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C  97.5
........
(
188‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C
86.25
........
(
9,421‌
)
10/26/2023
—
0
.1
CRUDE
OIL
OPT
IPE
Dec23C
87.25
........
(
8,483‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C
90.25
........
(
6,063‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C
91.25
........
(
4,919‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C
91.75
........
(
3,589‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C
92.75
........
(
3,234‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C
93.75
........
(
2,513‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C
94.25
........
(
2,004‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C
94.75
........
(
3,743‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C
95.25
........
(
1,781‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C
95.75
........
(
1,597‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C
97.75
........
(
1,168‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23C
98.25
........
(
2,102‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P    77
.........
(
605‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P    78
.........
(
662‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P    79
.........
(
398‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P    81
.........
(
529‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P    83
.........
(
1,403‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P    84
.........
(
1,742‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P    85
.........
(
998‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P    86
.........
(
1,149‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P    87
.........
(
1,284‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P    88
.........
(
5,037‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P  79.5
.........
(
419‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P  82.5
.........
(
686‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P  84.5
.........
(
1,832‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P  86.5
.........
(
2,567‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P  87.5
.........
(
4,456‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P  88.5
.........
(
1,881‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P  89.5
.........
(
2,068‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P  90.5
.........
(
2,256‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P  91.5
.........
(
5,360‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P
80.75
........
(
936‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P
81.75
........
(
1,077‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P
82.75
........
(
635‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P
84.75
........
(
987‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P
86.25
........
(
1,254‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P
87.25
........
(
1,349‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P
88.25
........
(
5,245‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P
89.75
........
(
2,061‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P
90.25
........
(
2,170‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P
90.75
........
(
2,271‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P
91.25
........
(
2,745‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Dec23P
91.75
........
(
2,716‌
)
10/26/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Jan24C    96
.........
(
2,608‌
)
11/27/2023
—
0
.0
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
52
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
CRUDE
OIL
OPT
IPE
Jan24C  
101
.........
$
(
285‌
)
11/27/2023
—
0
.0
%
CRUDE
OIL
OPT
IPE
Jan24C  98.5
.........
(
3,032‌
)
11/27/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Jan24C
93.75
........
(
3,602‌
)
11/27/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Jan24C
94.25
........
(
3,467‌
)
11/27/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Jan24P    89
.........
(
4,906‌
)
11/27/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Jan24P  88.5
.........
(
4,664‌
)
11/27/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Jan24P
84.25
........
(
3,376‌
)
11/27/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Jan24P
84.75
........
(
3,615‌
)
11/27/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Jan24P
85.75
........
(
3,907‌
)
11/27/2023
—
0
.0
CRUDE
OIL
OPT
IPE
Jan24P
90.25
........
(
5,676‌
)
11/27/2023
—
0
.0
GASOLINE
RBOB
FUT
Dec23
.............
(
2,854‌
)
12/1/2023
—
0
.0
GASOLINE
RBOB
FUT
Nov23
.............
(
32,296‌
)
11/1/2023
—
0
.2
GASOLINE
RBOB
OPT
Dec23C  
256
.......
(
12,978‌
)
11/27/2023
—
0
.1
GASOLINE
RBOB
OPT
Dec23C  
257
.......
(
9,774‌
)
11/27/2023
—
0
.1
GASOLINE
RBOB
OPT
Dec23C  
266
.......
(
15,027‌
)
11/27/2023
—
0
.1
GASOLINE
RBOB
OPT
Dec23P  
230
.......
(
51,957‌
)
11/27/2023
—
0
.3
GASOLINE
RBOB
OPT
Dec23P  
240
.......
(
82,216‌
)
11/27/2023
—
0
.4
GASOLINE
RBOB
OPT
Nov23C  
257
.......
(
54,028‌
)
10/26/2023
—
0
.3
GASOLINE
RBOB
OPT
Nov23C  
265
.......
(
82,615‌
)
10/26/2023
—
0
.4
GASOLINE
RBOB
OPT
Nov23C  
266
.......
(
11,996‌
)
10/26/2023
—
0
.1
GASOLINE
RBOB
OPT
Nov23C  
284
.......
(
25,397‌
)
10/26/2023
—
0
.1
GASOLINE
RBOB
OPT
Nov23C  
285
.......
(
1,684‌
)
10/26/2023
—
0
.0
GASOLINE
RBOB
OPT
Nov23C  
290
.......
(
1,036‌
)
10/26/2023
—
0
.0
GASOLINE
RBOB
OPT
Nov23P  
225
.......
(
53,379‌
)
10/26/2023
—
0
.3
GASOLINE
RBOB
OPT
Nov23P  
230
.......
(
5,259‌
)
10/26/2023
—
0
.0
GASOLINE
RBOB
OPT
Nov23P  
240
.......
(
230,374‌
)
10/26/2023
—
1
.2
GASOLINE
RBOB
OPT
Nov23P  
246
.......
(
250,958‌
)
10/26/2023
—
1
.3
GASOLINE
RBOB
OPT
Nov23P  
247
.......
(
265,637‌
)
10/26/2023
—
1
.4
GASOLINE
RBOB
OPT
Nov23P  
255
.......
(
441,628‌
)
10/26/2023
—
2
.3
GASOLINE
RBOB
OPT
Nov23P  
266
.......
(
48,691‌
)
10/26/2023
—
0
.3
GOLD
100
OZ
FUTR  Apr24
...............
(
1,103,744‌
)
4/1/2024
—
5
.7
GOLD
100
OZ
FUTR  Dec23
..............
(
1,368,879‌
)
12/1/2023
—
7
.0
GOLD
100
OZ
FUTR  Feb24
..............
(
1,569,253‌
)
2/1/2024
—
8
.0
GOLD
100
OZ
FUTR  Jun24
..............
(
458,599‌
)
6/1/2024
—
2
.4
GOLD
FUT
OPT(CMX)
Apr24C  2010
.......
(
474‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2015
.......
(
477‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2020
.......
(
449‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2025
.......
(
895‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2035
.......
(
417‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2045
.......
(
768‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2050
.......
(
369‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2055
.......
(
362‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2065
.......
(
648‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2070
.......
(
297‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2075
.......
(
1,458‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2080
.......
(
1,686‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2085
.......
(
549‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2090
.......
(
257‌
)
3/25/2024
—
0
.0
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
53
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
GOLD
FUT
OPT(CMX)
Apr24C  2095
.......
$
(
585‌
)
3/25/2024
—
0
.0
%
GOLD
FUT
OPT(CMX)
Apr24C  2100
.......
(
286‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2105
.......
(
751‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2110
.......
(
701‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2115
.......
(
1,080‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2120
.......
(
937‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2130
.......
(
609‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2135
.......
(
236‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2140
.......
(
224‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2145
.......
(
211‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2155
.......
(
198‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2165
.......
(
359‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2170
.......
(
350‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2175
.......
(
525‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2180
.......
(
799‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2185
.......
(
307‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2190
.......
(
309‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2200
.......
(
136‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2205
.......
(
416‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2210
.......
(
128‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2215
.......
(
630‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2220
.......
(
136‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2225
.......
(
117‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24C  2235
.......
(
221‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  1840
.......
(
1,484‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  1845
.......
(
797‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  1850
.......
(
1,656‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  1855
.......
(
872‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  1860
.......
(
3,341‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  1865
.......
(
3,855‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  1870
.......
(
3,644‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  1875
.......
(
2,942‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  1880
.......
(
2,048‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  1885
.......
(
1,155‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  1890
.......
(
3,587‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  1895
.......
(
1,285‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  1900
.......
(
2,305‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  1905
.......
(
2,411‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  1910
.......
(
5,079‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  1915
.......
(
5,224‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  1920
.......
(
2,860‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  1925
.......
(
4,009‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  1930
.......
(
1,354‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  1935
.......
(
1,442‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  1945
.......
(
3,092‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  1950
.......
(
6,107‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  1955
.......
(
3,013‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  1960
.......
(
4,877‌
)
3/25/2024
—
0
.0
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
54
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
GOLD
FUT
OPT(CMX)
Apr24P  1965
.......
$
(
8,262‌
)
3/25/2024
—
0
.0
%
GOLD
FUT
OPT(CMX)
Apr24P  1970
.......
(
3,472‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  1975
.......
(
5,681‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  1985
.......
(
1,999‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  1990
.......
(
1,884‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  1995
.......
(
8,023‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  2000
.......
(
5,850‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  2005
.......
(
6,616‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Apr24P  2015
.......
(
4,204‌
)
3/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  1965
.......
(
186‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  1970
.......
(
88‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  1975
.......
(
79‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  1980
.......
(
70‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  1985
.......
(
66‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  1990
.......
(
62‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  1995
.......
(
56‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2005
.......
(
100‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2015
.......
(
39‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2065
.......
(
21‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2070
.......
(
47‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2080
.......
(
36‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2085
.......
(
40‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2090
.......
(
15‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2095
.......
(
18‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2100
.......
(
29‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2105
.......
(
17‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2110
.......
(
26‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2130
.......
(
4‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2135
.......
(
6‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2140
.......
(
10‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2145
.......
(
1‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2150
.......
(
15‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2160
.......
(
32‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2170
.......
(
8‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2185
.......
(
17‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2190
.......
(
8‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2205
.......
(
14‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2220
.......
(
7‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2230
.......
(
6‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2265
.......
(
4‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2275
.......
(
9‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2280
.......
(
6‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2290
.......
(
6‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2295
.......
(
6‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2310
.......
(
6‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2320
.......
(
6‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2330
.......
(
6‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23C  2340
.......
(
6‌
)
11/27/2023
—
0
.0
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
55
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
GOLD
FUT
OPT(CMX)
Dec23P  1740
.......
$
(
67‌
)
11/27/2023
—
0
.0
%
GOLD
FUT
OPT(CMX)
Dec23P  1750
.......
(
80‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1755
.......
(
171‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1770
.......
(
233‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1840
.......
(
352‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1845
.......
(
1,152‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1850
.......
(
408‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1855
.......
(
970‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1860
.......
(
486‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1865
.......
(
1,564‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1870
.......
(
566‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1875
.......
(
2,064‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1880
.......
(
2,037‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1890
.......
(
4,114‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1905
.......
(
2,773‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1910
.......
(
3,173‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1915
.......
(
4,609‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1920
.......
(
3,669‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1930
.......
(
1,088‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1940
.......
(
3,822‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1955
.......
(
1,357‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1965
.......
(
1,458‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1970
.......
(
1,667‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1980
.......
(
2,088‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1985
.......
(
3,582‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1990
.......
(
3,823‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  1995
.......
(
2,008‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  2000
.......
(
2,068‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  2005
.......
(
4,138‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  2010
.......
(
4,338‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  2015
.......
(
2,159‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  2020
.......
(
6,474‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  2025
.......
(
8,955‌
)
11/27/2023
—
0
.1
GOLD
FUT
OPT(CMX)
Dec23P  2030
.......
(
2,375‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  2035
.......
(
2,433‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  2040
.......
(
2,465‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Dec23P  2055
.......
(
2,727‌
)
11/27/2023
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2045
.......
(
145‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2050
.......
(
138‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2070
.......
(
114‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2075
.......
(
113‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2085
.......
(
200‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2095
.......
(
90‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2100
.......
(
530‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2105
.......
(
169‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2110
.......
(
241‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2115
.......
(
75‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2125
.......
(
70‌
)
1/25/2024
—
0
.0
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
56
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
GOLD
FUT
OPT(CMX)
Feb24C  2130
.......
$
(
67‌
)
1/25/2024
—
0
.0
%
GOLD
FUT
OPT(CMX)
Feb24C  2135
.......
(
65‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2140
.......
(
181‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2145
.......
(
119‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2155
.......
(
48‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2160
.......
(
48‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2165
.......
(
36‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2170
.......
(
145‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2190
.......
(
165‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2195
.......
(
9‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2205
.......
(
36‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2210
.......
(
107‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2215
.......
(
143‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2220
.......
(
23‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2235
.......
(
27‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2240
.......
(
94‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2260
.......
(
25‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2270
.......
(
25‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2280
.......
(
23‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2290
.......
(
22‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2300
.......
(
60‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2320
.......
(
36‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2330
.......
(
33‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2340
.......
(
15‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2350
.......
(
45‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2360
.......
(
14‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24C  2380
.......
(
12‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1855
.......
(
679‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1865
.......
(
750‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1870
.......
(
814‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1875
.......
(
2,575‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1880
.......
(
4,489‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1885
.......
(
1,918‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1890
.......
(
2,999‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1895
.......
(
3,940‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1900
.......
(
4,033‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1905
.......
(
3,264‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1910
.......
(
2,403‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1915
.......
(
2,451‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1920
.......
(
2,361‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1925
.......
(
2,495‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1930
.......
(
2,594‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1935
.......
(
2,698‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1940
.......
(
2,773‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1945
.......
(
2,882‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1960
.......
(
1,596‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1965
.......
(
1,637‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1970
.......
(
3,446‌
)
1/25/2024
—
0
.0
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
57
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
GOLD
FUT
OPT(CMX)
Feb24P  1975
.......
$
(
3,442‌
)
1/25/2024
—
0
.0
%
GOLD
FUT
OPT(CMX)
Feb24P  1980
.......
(
1,868‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1985
.......
(
13,004‌
)
1/25/2024
—
0
.1
GOLD
FUT
OPT(CMX)
Feb24P  1990
.......
(
7,875‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  1995
.......
(
1,993‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  2000
.......
(
3,855‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  2005
.......
(
4,042‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  2010
.......
(
1,932‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  2015
.......
(
6,099‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  2020
.......
(
4,161‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  2040
.......
(
4,623‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  2045
.......
(
6,971‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  2055
.......
(
4,877‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  2060
.......
(
2,467‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  2065
.......
(
2,514‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Feb24P  2075
.......
(
2,622‌
)
1/25/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24C  2010
.......
(
843‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24C  2040
.......
(
727‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24C  2055
.......
(
1,747‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24C  2060
.......
(
1,144‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24C  2065
.......
(
1,074‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24C  2070
.......
(
2,683‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24C  2075
.......
(
1,532‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24C  2080
.......
(
1,534‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24C  2090
.......
(
471‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24C  2095
.......
(
1,963‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24C  2105
.......
(
443‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24C  2125
.......
(
492‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24C  2145
.......
(
1,196‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24C  2150
.......
(
764‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24C  2155
.......
(
378‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24C  2160
.......
(
743‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24C  2165
.......
(
1,443‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24C  2170
.......
(
705‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24C  2175
.......
(
339‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24C  2180
.......
(
998‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24C  2185
.......
(
323‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24C  2195
.......
(
624‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24C  2200
.......
(
305‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24C  2205
.......
(
291‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24P  1830
.......
(
865‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24P  1860
.......
(
1,113‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24P  1865
.......
(
2,030‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24P  1870
.......
(
8,424‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24P  1875
.......
(
2,191‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24P  1880
.......
(
3,436‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24P  1885
.......
(
1,183‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24P  1890
.......
(
4,778‌
)
5/28/2024
—
0
.0
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
58
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
GOLD
FUT
OPT(CMX)
Jun24P  1895
.......
$
(
2,586‌
)
5/28/2024
—
0
.0
%
GOLD
FUT
OPT(CMX)
Jun24P  1900
.......
(
1,296‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24P  1910
.......
(
1,315‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24P  1940
.......
(
1,604‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24P  1950
.......
(
3,144‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24P  1955
.......
(
4,775‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24P  1960
.......
(
11,559‌
)
5/28/2024
—
0
.1
GOLD
FUT
OPT(CMX)
Jun24P  1965
.......
(
4,996‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24P  1970
.......
(
5,249‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24P  1980
.......
(
3,729‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24P  1985
.......
(
3,721‌
)
5/28/2024
—
0
.0
GOLD
FUT
OPT(CMX)
Jun24P  1990
.......
(
1,905‌
)
5/28/2024
—
0
.0
LEAD
LME
SPOT
OPT
Dec23C  2150
.......
(
224‌
)
12/6/2023
—
0
.0
LEAD
LME
SPOT
OPT
Dec23C  2175
.......
(
153‌
)
12/6/2023
—
0
.0
LEAD
LME
SPOT
OPT
Dec23C  2225
.......
(
24‌
)
12/6/2023
—
0
.0
LEAD
LME
SPOT
OPT
Dec23C  2250
.......
(
34‌
)
12/6/2023
—
0
.0
LEAD
LME
SPOT
OPT
Dec23C  2275
.......
(
85‌
)
12/6/2023
—
0
.0
LEAD
LME
SPOT
OPT
Dec23C  2300
.......
(
113‌
)
12/6/2023
—
0
.0
LEAD
LME
SPOT
OPT
Dec23C  2325
.......
(
13‌
)
12/6/2023
—
0
.0
LEAD
LME
SPOT
OPT
Dec23C  2350
.......
(
9‌
)
12/6/2023
—
0
.0
LEAD
LME
SPOT
OPT
Dec23C  2375
.......
(
8‌
)
12/6/2023
—
0
.0
LEAD
LME
SPOT
OPT
Dec23C  2400
.......
(
19‌
)
12/6/2023
—
0
.0
LEAD
LME
SPOT
OPT
Dec23C  2425
.......
(
6‌
)
12/6/2023
—
0
.0
LEAD
LME
SPOT
OPT
Dec23P  1875
.......
(
6‌
)
12/6/2023
—
0
.0
LEAD
LME
SPOT
OPT
Dec23P  1900
.......
(
19‌
)
12/6/2023
—
0
.0
LEAD
LME
SPOT
OPT
Dec23P  1925
.......
(
21‌
)
12/6/2023
—
0
.0
LEAD
LME
SPOT
OPT
Dec23P  1950
.......
(
6‌
)
12/6/2023
—
0
.0
LEAD
LME
SPOT
OPT
Dec23P  2000
.......
(
44‌
)
12/6/2023
—
0
.0
LEAD
LME
SPOT
OPT
Dec23P  2025
.......
(
31‌
)
12/6/2023
—
0
.0
LEAD
LME
SPOT
OPT
Dec23P  2050
.......
(
52‌
)
12/6/2023
—
0
.0
LEAD
LME
SPOT
OPT
Dec23P  2075
.......
(
16‌
)
12/6/2023
—
0
.0
LEAD
LME
SPOT
OPT
Dec23P  2100
.......
(
122‌
)
12/6/2023
—
0
.0
LEAD
LME
SPOT
OPT
Dec23P  2175
.......
(
55‌
)
12/6/2023
—
0
.0
LEAD
LME
SPOT
OPT
Dec23P  2200
.......
(
104‌
)
12/6/2023
—
0
.0
LEAD
LME
SPOT
OPT
Feb24C  2175
.......
(
36‌
)
2/7/2024
—
0
.0
LEAD
LME
SPOT
OPT
Feb24C  2200
.......
(
101‌
)
2/7/2024
—
0
.0
LEAD
LME
SPOT
OPT
Feb24C  2225
.......
(
59‌
)
2/7/2024
—
0
.0
LEAD
LME
SPOT
OPT
Feb24C  2250
.......
(
156‌
)
2/7/2024
—
0
.0
LEAD
LME
SPOT
OPT
Feb24C  2275
.......
(
43‌
)
2/7/2024
—
0
.0
LEAD
LME
SPOT
OPT
Feb24C  2325
.......
(
59‌
)
2/7/2024
—
0
.0
LEAD
LME
SPOT
OPT
Feb24C  2350
.......
(
34‌
)
2/7/2024
—
0
.0
LEAD
LME
SPOT
OPT
Feb24C  2375
.......
(
69‌
)
2/7/2024
—
0
.0
LEAD
LME
SPOT
OPT
Feb24C  2400
.......
(
50‌
)
2/7/2024
—
0
.0
LEAD
LME
SPOT
OPT
Feb24P  1925
.......
(
32‌
)
2/7/2024
—
0
.0
LEAD
LME
SPOT
OPT
Feb24P  1950
.......
(
37‌
)
2/7/2024
—
0
.0
LEAD
LME
SPOT
OPT
Feb24P  1975
.......
(
59‌
)
2/7/2024
—
0
.0
LEAD
LME
SPOT
OPT
Feb24P  2000
.......
(
66‌
)
2/7/2024
—
0
.0
LEAD
LME
SPOT
OPT
Feb24P  2050
.......
(
80‌
)
2/7/2024
—
0
.0
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
59
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
LEAD
LME
SPOT
OPT
Feb24P  2075
.......
$
(
48‌
)
2/7/2024
—
0
.0
%
LEAD
LME
SPOT
OPT
Feb24P  2100
.......
(
157‌
)
2/7/2024
—
0
.0
LEAD
LME
SPOT
OPT
Feb24P  2125
.......
(
61‌
)
2/7/2024
—
0
.0
LEAD
LME
SPOT
OPT
Jan24C  2150
.......
(
222‌
)
1/3/2024
—
0
.0
LEAD
LME
SPOT
OPT
Jan24C  2175
.......
(
40‌
)
1/3/2024
—
0
.0
LEAD
LME
SPOT
OPT
Jan24C  2200
.......
(
27‌
)
1/3/2024
—
0
.0
LEAD
LME
SPOT
OPT
Jan24C  2225
.......
(
107‌
)
1/3/2024
—
0
.0
LEAD
LME
SPOT
OPT
Jan24C  2250
.......
(
23‌
)
1/3/2024
—
0
.0
LEAD
LME
SPOT
OPT
Jan24C  2275
.......
(
130‌
)
1/3/2024
—
0
.0
LEAD
LME
SPOT
OPT
Jan24C  2300
.......
(
24‌
)
1/3/2024
—
0
.0
LEAD
LME
SPOT
OPT
Jan24C  2325
.......
(
17‌
)
1/3/2024
—
0
.0
LEAD
LME
SPOT
OPT
Jan24C  2350
.......
(
26‌
)
1/3/2024
—
0
.0
LEAD
LME
SPOT
OPT
Jan24C  2375
.......
(
32‌
)
1/3/2024
—
0
.0
LEAD
LME
SPOT
OPT
Jan24C  2400
.......
(
8‌
)
1/3/2024
—
0
.0
LEAD
LME
SPOT
OPT
Jan24P  1900
.......
(
30‌
)
1/3/2024
—
0
.0
LEAD
LME
SPOT
OPT
Jan24P  1925
.......
(
7‌
)
1/3/2024
—
0
.0
LEAD
LME
SPOT
OPT
Jan24P  1950
.......
(
26‌
)
1/3/2024
—
0
.0
LEAD
LME
SPOT
OPT
Jan24P  1975
.......
(
24‌
)
1/3/2024
—
0
.0
LEAD
LME
SPOT
OPT
Jan24P  2000
.......
(
81‌
)
1/3/2024
—
0
.0
LEAD
LME
SPOT
OPT
Jan24P  2025
.......
(
13‌
)
1/3/2024
—
0
.0
LEAD
LME
SPOT
OPT
Jan24P  2050
.......
(
17‌
)
1/3/2024
—
0
.0
LEAD
LME
SPOT
OPT
Jan24P  2075
.......
(
98‌
)
1/3/2024
—
0
.0
LEAD
LME
SPOT
OPT
Jan24P  2100
.......
(
25‌
)
1/3/2024
—
0
.0
LEAD
LME
SPOT
OPT
Jan24P  2125
.......
(
23‌
)
1/3/2024
—
0
.0
LEAD
LME
SPOT
OPT
Mar24C  2175
.......
(
39‌
)
3/6/2024
—
0
.0
LEAD
LME
SPOT
OPT
Mar24C  2225
.......
(
215‌
)
3/6/2024
—
0
.0
LEAD
LME
SPOT
OPT
Mar24C  2250
.......
(
155‌
)
3/6/2024
—
0
.0
LEAD
LME
SPOT
OPT
Mar24C  2275
.......
(
162‌
)
3/6/2024
—
0
.0
LEAD
LME
SPOT
OPT
Mar24C  2300
.......
(
49‌
)
3/6/2024
—
0
.0
LEAD
LME
SPOT
OPT
Mar24C  2350
.......
(
99‌
)
3/6/2024
—
0
.0
LEAD
LME
SPOT
OPT
Mar24C  2375
.......
(
91‌
)
3/6/2024
—
0
.0
LEAD
LME
SPOT
OPT
Mar24C  2400
.......
(
77‌
)
3/6/2024
—
0
.0
LEAD
LME
SPOT
OPT
Mar24C  2425
.......
(
42‌
)
3/6/2024
—
0
.0
LEAD
LME
SPOT
OPT
Mar24P  1925
.......
(
15‌
)
3/6/2024
—
0
.0
LEAD
LME
SPOT
OPT
Mar24P  1950
.......
(
83‌
)
3/6/2024
—
0
.0
LEAD
LME
SPOT
OPT
Mar24P  1975
.......
(
94‌
)
3/6/2024
—
0
.0
LEAD
LME
SPOT
OPT
Mar24P  2000
.......
(
66‌
)
3/6/2024
—
0
.0
LEAD
LME
SPOT
OPT
Mar24P  2025
.......
(
97‌
)
3/6/2024
—
0
.0
LEAD
LME
SPOT
OPT
Mar24P  2050
.......
(
53‌
)
3/6/2024
—
0
.0
LEAD
LME
SPOT
OPT
Mar24P  2075
.......
(
171‌
)
3/6/2024
—
0
.0
LEAD
LME
SPOT
OPT
Mar24P  2100
.......
(
158‌
)
3/6/2024
—
0
.0
LEAD
LME
SPOT
OPT
Mar24P  2125
.......
(
139‌
)
3/6/2024
—
0
.0
LEAD
LME
SPOT
OPT
Mar24P  2150
.......
(
72‌
)
3/6/2024
—
0
.0
LEAD
LME
SPOT
OPT
Mar24P  2175
.......
(
40‌
)
3/6/2024
—
0
.0
LEAD
LME
SPOT
OPT
Nov23C  2150
.......
(
35‌
)
11/1/2023
—
0
.0
LEAD
LME
SPOT
OPT
Nov23C  2175
.......
(
32‌
)
11/1/2023
—
0
.0
LEAD
LME
SPOT
OPT
Nov23C  2200
.......
(
16‌
)
11/1/2023
—
0
.0
LEAD
LME
SPOT
OPT
Nov23C  2225
.......
(
72‌
)
11/1/2023
—
0
.0
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
60
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
LEAD
LME
SPOT
OPT
Nov23C  2250
.......
$
(
72‌
)
11/1/2023
—
0
.0
%
LEAD
LME
SPOT
OPT
Nov23C  2275
.......
(
125‌
)
11/1/2023
—
0
.0
LEAD
LME
SPOT
OPT
Nov23C  2300
.......
(
58‌
)
11/1/2023
—
0
.0
LEAD
LME
SPOT
OPT
Nov23C  2325
.......
(
41‌
)
11/1/2023
—
0
.0
LEAD
LME
SPOT
OPT
Nov23C  2350
.......
(
32‌
)
11/1/2023
—
0
.0
LEAD
LME
SPOT
OPT
Nov23C  2375
.......
(
15‌
)
11/1/2023
—
0
.0
LEAD
LME
SPOT
OPT
Nov23P  1925
.......
(
1‌
)
11/1/2023
—
0
.0
LEAD
LME
SPOT
OPT
Nov23P  1950
.......
(
2‌
)
11/1/2023
—
0
.0
LEAD
LME
SPOT
OPT
Nov23P  2050
.......
(
15‌
)
11/1/2023
—
0
.0
LEAD
LME
SPOT
OPT
Nov23P  2075
.......
(
19‌
)
11/1/2023
—
0
.0
LEAD
LME
SPOT
OPT
Nov23P  2100
.......
(
72‌
)
11/1/2023
—
0
.0
LEAD
LME
SPOT
OPT
Nov23P  2125
.......
(
307‌
)
11/1/2023
—
0
.0
LEAD
LME
SPOT
OPT
Nov23P  2150
.......
(
260‌
)
11/1/2023
—
0
.0
LEAD
LME
SPOT
OPT
Nov23P  2175
.......
(
276‌
)
11/1/2023
—
0
.0
LEAD
LME
SPOT
OPT
Nov23P  2200
.......
(
240‌
)
11/1/2023
—
0
.0
LEAD
LME
SPOT
OPT
Nov23P  2225
.......
(
282‌
)
11/1/2023
—
0
.0
LEAD
LME
SPOT
OPT
Oct23C  2075
.......
(
50‌
)
10/4/2023
—
0
.0
LEAD
LME
SPOT
OPT
Oct23C  2100
.......
(
188‌
)
10/4/2023
—
0
.0
LEAD
LME
SPOT
OPT
Oct23C  2125
.......
(
28‌
)
10/4/2023
—
0
.0
LEAD
LME
SPOT
OPT
Oct23C  2150
.......
(
82‌
)
10/4/2023
—
0
.0
LEAD
LME
SPOT
OPT
Oct23C  2175
.......
(
37‌
)
10/4/2023
—
0
.0
LEAD
LME
SPOT
OPT
Oct23C  2200
.......
(
41‌
)
10/4/2023
—
0
.0
LEAD
LME
SPOT
OPT
Oct23C  2225
.......
(
18‌
)
10/4/2023
—
0
.0
LEAD
LME
SPOT
OPT
Oct23C  2250
.......
(
8‌
)
10/4/2023
—
0
.0
LEAD
LME
SPOT
OPT
Oct23C  2275
.......
(
3‌
)
10/4/2023
—
0
.0
LEAD
LME
SPOT
OPT
Oct23C  2300
.......
(
1‌
)
10/4/2023
—
0
.0
LEAD
LME
SPOT
OPT
Oct23C  2325
.......
0‌
10/4/2023
—
0
.0
LEAD
LME
SPOT
OPT
Oct23C  2350
.......
0‌
10/4/2023
—
0
.0
LEAD
LME
SPOT
OPT
Oct23C  2375
.......
0‌
10/4/2023
—
0
.0
LEAD
LME
SPOT
OPT
Oct23C  2400
.......
0‌
10/4/2023
—
0
.0
LEAD
LME
SPOT
OPT
Oct23C  2425
.......
—‌
—
—
—
LEAD
LME
SPOT
OPT
Oct23P  1850
.......
—‌
—
—
—
LEAD
LME
SPOT
OPT
Oct23P  1875
.......
—‌
—
—
—
LEAD
LME
SPOT
OPT
Oct23P  1900
.......
—‌
—
—
—
LEAD
LME
SPOT
OPT
Oct23P  1925
.......
—‌
—
—
—
LEAD
LME
SPOT
OPT
Oct23P  1950
.......
—‌
—
—
—
LEAD
LME
SPOT
OPT
Oct23P  1975
.......
—‌
—
—
—
LEAD
LME
SPOT
OPT
Oct23P  2000
.......
0‌
10/4/2023
—
0
.0
LEAD
LME
SPOT
OPT
Oct23P  2025
.......
0‌
10/4/2023
—
0
.0
LEAD
LME
SPOT
OPT
Oct23P  2050
.......
0‌
10/4/2023
—
0
.0
LEAD
LME
SPOT
OPT
Oct23P  2075
.......
0‌
10/4/2023
—
0
.0
LEAD
LME
SPOT
OPT
Oct23P  2100
.......
(
2‌
)
10/4/2023
—
0
.0
LEAD
LME
SPOT
OPT
Oct23P  2125
.......
(
3‌
)
10/4/2023
—
0
.0
LME
COPPER
FUTURE
Nov23
............
(
705,238‌
)
11/1/2023
—
3
.6
LME
COPPER
FUTURE
Oct23
............
(
1,522,078‌
)
10/1/2023
—
7
.8
LME
LEAD
FUTURE  
Nov23
..............
(
8,492‌
)
11/1/2023
—
0
.0
NY
Harb
ULSD
Opt  Dec23C  
320
..........
(
42,583‌
)
11/27/2023
—
0
.2
NY
Harb
ULSD
Opt  Dec23C  
330
..........
(
37,387‌
)
11/27/2023
—
0
.2
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
61
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
NY
Harb
ULSD
Opt  Dec23C  
340
..........
$
(
29,264‌
)
11/27/2023
—
0
.2
%
NY
Harb
ULSD
Opt  Dec23C  
350
..........
(
18,770‌
)
11/27/2023
—
0
.1
NY
Harb
ULSD
Opt  Dec23P  
283
..........
(
20,304‌
)
11/27/2023
—
0
.1
NY
Harb
ULSD
Opt  Dec23P  
290
..........
(
24,807‌
)
11/27/2023
—
0
.1
NY
Harb
ULSD
Opt  Dec23P  
300
..........
(
32,037‌
)
11/27/2023
—
0
.2
NY
Harb
ULSD
Opt  Dec23P  
306
..........
(
41,736‌
)
11/27/2023
—
0
.2
NY
Harb
ULSD
Opt  Nov23C  
313
..........
(
75,458‌
)
10/26/2023
—
0
.4
NY
Harb
ULSD
Opt  Nov23C  
316
..........
(
195,262‌
)
10/26/2023
—
1
.0
NY
Harb
ULSD
Opt  Nov23C  
320
..........
(
155,321‌
)
10/26/2023
—
0
.8
NY
Harb
ULSD
Opt  Nov23C  
325
..........
(
123,917‌
)
10/26/2023
—
0
.6
NY
Harb
ULSD
Opt  Nov23C  
330
..........
(
65,566‌
)
10/26/2023
—
0
.3
NY
Harb
ULSD
Opt  Nov23C  
331
..........
(
74,031‌
)
10/26/2023
—
0
.4
NY
Harb
ULSD
Opt  Nov23C  
335
..........
(
271,409‌
)
10/26/2023
—
1
.4
NY
Harb
ULSD
Opt  Nov23C  
340
..........
(
168,148‌
)
10/26/2023
—
0
.9
NY
Harb
ULSD
Opt  Nov23C  
350
..........
(
125,789‌
)
10/26/2023
—
0
.6
NY
Harb
ULSD
Opt  Nov23C  
355
..........
(
24,347‌
)
10/26/2023
—
0
.1
NY
Harb
ULSD
Opt  Nov23C  
360
..........
(
40,993‌
)
10/26/2023
—
0
.2
NY
Harb
ULSD
Opt  Nov23C  
375
..........
(
6,503‌
)
10/26/2023
—
0
.0
NY
Harb
ULSD
Opt  Nov23P  
275
..........
(
5,069‌
)
10/26/2023
—
0
.0
NY
Harb
ULSD
Opt  Nov23P  
280
..........
(
4,790‌
)
10/26/2023
—
0
.0
NY
Harb
ULSD
Opt  Nov23P  
287
..........
(
8,636‌
)
10/26/2023
—
0
.0
NY
Harb
ULSD
Opt  Nov23P  
290
..........
(
26,809‌
)
10/26/2023
—
0
.1
NY
Harb
ULSD
Opt  Nov23P  
295
..........
(
29,598‌
)
10/26/2023
—
0
.2
NY
Harb
ULSD
Opt  Nov23P  
300
..........
(
34,140‌
)
10/26/2023
—
0
.2
NY
Harb
ULSD
Opt  Nov23P  
303
..........
(
18,813‌
)
10/26/2023
—
0
.1
NY
Harb
ULSD
Opt  Nov23P  
305
..........
(
3,463‌
)
10/26/2023
—
0
.0
NY
Harb
ULSD
Opt  Nov23P  
306
..........
(
45,433‌
)
10/26/2023
—
0
.2
NY
Harb
ULSD
Opt  Nov23P  
308
..........
(
58,198‌
)
10/26/2023
—
0
.3
NY
Harb
ULSD
Opt  Nov23P  
310
..........
(
23,268‌
)
10/26/2023
—
0
.1
NY
Harb
ULSD
Opt  Nov23P  
313
..........
(
104,876‌
)
10/26/2023
—
0
.5
NY
Harb
ULSD
Opt  Nov23P  
315
..........
(
16,449‌
)
10/26/2023
—
0
.1
NY
Harb
ULSD
Opt  Nov23P  
320
..........
(
134,048‌
)
10/26/2023
—
0
.7
PRIMARY
ALUMNM
OP
Nov23C  2225
......
(
4,979‌
)
11/1/2023
—
0
.0
PRIMARY
ALUMNM
OP
Nov23C  2250
......
(
3,562‌
)
11/1/2023
—
0
.0
PRIMARY
ALUMNM
OP
Nov23C  2275
......
(
3,073‌
)
11/1/2023
—
0
.0
PRIMARY
ALUMNM
OP
Nov23C  2300
......
(
3,795‌
)
11/1/2023
—
0
.0
PRIMARY
ALUMNM
OP
Nov23C  2325
......
(
1,051‌
)
11/1/2023
—
0
.0
PRIMARY
ALUMNM
OP
Nov23P  2075
......
(
8‌
)
11/1/2023
—
0
.0
PRIMARY
ALUMNM
OP
Nov23P  2100
......
(
78‌
)
11/1/2023
—
0
.0
PRIMARY
ALUMNM
OP
Nov23P  2125
......
(
74‌
)
11/1/2023
—
0
.0
PRIMARY
ALUMNM
OP
Nov23P  2150
......
(
204‌
)
11/1/2023
—
0
.0
PRIMARY
ALUMNM
OP
Nov23P  2175
......
(
231‌
)
11/1/2023
—
0
.0
PRIMARY
ALUMNM
OP
Nov23P  2200
......
(
144‌
)
11/1/2023
—
0
.0
PRIMARY
ALUMNM
OP
Nov23P  2225
......
(
39‌
)
11/1/2023
—
0
.0
PRIMARY
ALUMNM
OP
Oct23C  2150
......
(
675‌
)
10/4/2023
—
0
.0
PRIMARY
ALUMNM
OP
Oct23C  2175
......
(
5,504‌
)
10/4/2023
—
0
.0
PRIMARY
ALUMNM
OP
Oct23C  2200
......
(
1,635‌
)
10/4/2023
—
0
.0
PRIMARY
ALUMNM
OP
Oct23C  2225
......
(
5,489‌
)
10/4/2023
—
0
.0
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
62
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
PRIMARY
ALUMNM
OP
Oct23C  2250
......
$
(
2,860‌
)
10/4/2023
—
0
.0
%
PRIMARY
ALUMNM
OP
Oct23C  2275
......
(
1,724‌
)
10/4/2023
—
0
.0
PRIMARY
ALUMNM
OP
Oct23C  2300
......
(
741‌
)
10/4/2023
—
0
.0
PRIMARY
ALUMNM
OP
Oct23C  2325
......
(
142‌
)
10/4/2023
—
0
.0
PRIMARY
ALUMNM
OP
Oct23C  2350
......
(
207‌
)
10/4/2023
—
0
.0
PRIMARY
ALUMNM
OP
Oct23P  2025
......
—‌
—
—
—
PRIMARY
ALUMNM
OP
Oct23P  2050
......
—‌
—
—
—
PRIMARY
ALUMNM
OP
Oct23P  2075
......
—‌
—
—
—
PRIMARY
ALUMNM
OP
Oct23P  2100
......
—‌
—
—
—
PRIMARY
ALUMNM
OP
Oct23P  2125
......
0‌
10/4/2023
—
0
.0
PRIMARY
ALUMNM
OP
Oct23P  2150
......
(
1‌
)
10/4/2023
—
0
.0
PRIMARY
ALUMNM
OP
Oct23P  2175
......
(
1‌
)
10/4/2023
—
0
.0
PRIMARY
ALUMNM
OP
Oct23P  2200
......
(
1‌
)
10/4/2023
—
0
.0
SOYBEAN
FUT
OPTN  Jan24C  1340
.......
(
50,278‌
)
12/22/2023
—
0
.3
SOYBEAN
FUT
OPTN  Jan24C  1350
.......
(
67,902‌
)
12/22/2023
—
0
.4
SOYBEAN
FUT
OPTN  Jan24C  1380
.......
(
17,717‌
)
12/22/2023
—
0
.1
SOYBEAN
FUT
OPTN  Jan24C  1390
.......
(
13,343‌
)
12/22/2023
—
0
.1
SOYBEAN
FUT
OPTN  Jan24C  1400
.......
(
41,198‌
)
12/22/2023
—
0
.2
SOYBEAN
FUT
OPTN  Jan24P  1240
.......
(
52,869‌
)
12/22/2023
—
0
.3
SOYBEAN
FUT
OPTN  Jan24P  1250
.......
(
28,348‌
)
12/22/2023
—
0
.2
SOYBEAN
FUT
OPTN  Jan24P  1260
.......
(
69,464‌
)
12/22/2023
—
0
.4
SOYBEAN
FUT
OPTN  Jan24P  1280
.......
(
50,381‌
)
12/22/2023
—
0
.3
SOYBEAN
FUT
OPTN  Jan24P  1290
.......
(
49,398‌
)
12/22/2023
—
0
.3
SOYBEAN
FUT
OPTN  Jan24P  1300
.......
(
144,976‌
)
12/22/2023
—
0
.7
SOYBEAN
FUTURE    Jan24
..............
(
983‌
)
1/1/2024
—
0
.0
ZINC
SPT
OP
(LME)
Nov23C  2500
.........
(
794‌
)
11/1/2023
—
0
.0
ZINC
SPT
OP
(LME)
Nov23C  2525
.........
(
1,416‌
)
11/1/2023
—
0
.0
ZINC
SPT
OP
(LME)
Nov23C  2550
.........
(
4,072‌
)
11/1/2023
—
0
.0
ZINC
SPT
OP
(LME)
Nov23C  2575
.........
(
2,609‌
)
11/1/2023
—
0
.0
ZINC
SPT
OP
(LME)
Nov23C  2600
.........
(
1,914‌
)
11/1/2023
—
0
.0
ZINC
SPT
OP
(LME)
Nov23C  2625
.........
(
2,098‌
)
11/1/2023
—
0
.0
ZINC
SPT
OP
(LME)
Nov23C  2650
.........
(
2,240‌
)
11/1/2023
—
0
.0
ZINC
SPT
OP
(LME)
Nov23C  2675
.........
(
1,295‌
)
11/1/2023
—
0
.0
ZINC
SPT
OP
(LME)
Nov23C  2700
.........
(
495‌
)
11/1/2023
—
0
.0
ZINC
SPT
OP
(LME)
Nov23C  2725
.........
(
237‌
)
11/1/2023
—
0
.0
ZINC
SPT
OP
(LME)
Nov23P  2325
.........
(
76‌
)
11/1/2023
—
0
.0
ZINC
SPT
OP
(LME)
Nov23P  2350
.........
(
113‌
)
11/1/2023
—
0
.0
ZINC
SPT
OP
(LME)
Nov23P  2375
.........
(
124‌
)
11/1/2023
—
0
.0
ZINC
SPT
OP
(LME)
Nov23P  2400
.........
(
289‌
)
11/1/2023
—
0
.0
ZINC
SPT
OP
(LME)
Nov23P  2425
.........
(
570‌
)
11/1/2023
—
0
.0
ZINC
SPT
OP
(LME)
Nov23P  2450
.........
(
68‌
)
11/1/2023
—
0
.0
ZINC
SPT
OP
(LME)
Nov23P  2475
.........
(
508‌
)
11/1/2023
—
0
.0
ZINC
SPT
OP
(LME)
Nov23P  2500
.........
(
223‌
)
11/1/2023
—
0
.0
ZINC
SPT
OP
(LME)
Nov23P  2525
.........
(
261‌
)
11/1/2023
—
0
.0
ZINC
SPT
OP
(LME)
Oct23C  2350
.........
(
4,216‌
)
10/4/2023
—
0
.0
ZINC
SPT
OP
(LME)
Oct23C  2375
.........
(
3,647‌
)
10/4/2023
—
0
.0
ZINC
SPT
OP
(LME)
Oct23C  2400
.........
(
1,005‌
)
10/4/2023
—
0
.0
ZINC
SPT
OP
(LME)
Oct23C  2425
.........
(
1,960‌
)
10/4/2023
—
0
.0
Simplify
Multi-QIS
Alternative
ETF
Schedule
of
Investments
(Continued)
September
30,
2023
(Unaudited)
63
Security
description
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
%
of
basket
ZINC
SPT
OP
(LME)
Oct23C  2450
.........
$
(
4,854‌
)
10/4/2023
—
0
.0
%
ZINC
SPT
OP
(LME)
Oct23C  2475
.........
(
3,948‌
)
10/4/2023
—
0
.0
ZINC
SPT
OP
(LME)
Oct23C  2500
.........
(
2,172‌
)
10/4/2023
—
0
.0
ZINC
SPT
OP
(LME)
Oct23C  2525
.........
(
2,560‌
)
10/4/2023
—
0
.0
ZINC
SPT
OP
(LME)
Oct23C  2550
.........
(
1,334‌
)
10/4/2023
—
0
.0
ZINC
SPT
OP
(LME)
Oct23C  2575
.........
(
2,250‌
)
10/4/2023
—
0
.0
ZINC
SPT
OP
(LME)
Oct23C  2600
.........
(
256‌
)
10/4/2023
—
0
.0
ZINC
SPT
OP
(LME)
Oct23C  2625
.........
(
218‌
)
10/4/2023
—
0
.0
ZINC
SPT
OP
(LME)
Oct23C  2650
.........
(
296‌
)
10/4/2023
—
0
.0
ZINC
SPT
OP
(LME)
Oct23C  2675
.........
(
266‌
)
10/4/2023
—
0
.0
ZINC
SPT
OP
(LME)
Oct23C  2700
.........
(
65‌
)
10/4/2023
—
0
.0
ZINC
SPT
OP
(LME)
Oct23P  2150
.........
—‌
—
—
—
ZINC
SPT
OP
(LME)
Oct23P  2175
.........
—‌
—
—
—
ZINC
SPT
OP
(LME)
Oct23P  2200
.........
—‌
—
—
—
ZINC
SPT
OP
(LME)
Oct23P  2225
.........
—‌
—
—
—
ZINC
SPT
OP
(LME)
Oct23P  2250
.........
—‌
—
—
—
ZINC
SPT
OP
(LME)
Oct23P  2275
.........
—‌
—
—
—
ZINC
SPT
OP
(LME)
Oct23P  2300
.........
—‌
—
—
—
ZINC
SPT
OP
(LME)
Oct23P  2325
.........
—‌
—
—
—
ZINC
SPT
OP
(LME)
Oct23P  2350
.........
0‌
10/4/2023
—
0
.0
ZINC
SPT
OP
(LME)
Oct23P  2375
.........
0‌
10/4/2023
—
0
.0
ZINC
SPT
OP
(LME)
Oct23P  2400
.........
(
1‌
)
10/4/2023
—
0
.0
ZINC
SPT
OP
(LME)
Oct23P  2425
.........
(
2‌
)
10/4/2023
—
0
.0
ZINC
SPT
OP
(LME)
Oct23P  2450
.........
(
4‌
)
10/4/2023
—
0
.0
Total
(
19,530,513‌
)
—
100.0%
Summary
of
Investment
Type
Industry
%
of
Net
Assets
U.S.
Treasury
Bills
................................................................................
99
.3‌
%
Total
Investments
................................................................................
99
.3‌
%
Other
Assets
in
Excess
of
Liabilities
..................................................................
0
.7‌
%
Net
Assets
.....................................................................................
100
.0‌
%