NPORT-P false 0001810747 XXXXXXXX S000071793 C000227299 Simplify Exchange Traded Funds 811-23570 0001810747 549300LDDEMEUCZQEO55 10845 Griffith Peak Drive Las Vegas 89135 646-741-2438 Simplify Interest Rate Hedge ETF S000071793 549300SPY0E6B5AZ2C65 2025-06-30 2025-06-30 N 156111477.15 60435.19 156051041.96 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 58249.71000000 USD N ICE BofAML Long US Treasury Principal STRIPS Index STPL Index BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 65000000.00000000 NC USD -359542.53000000 -0.23040059552 N/A DIR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Purchased BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP GB US 2032-06-16 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 0.04500000 USD 2032-06-16 XXXX -359542.53000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD 2458.00000000 0.001575125657 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2048-05-15 0.00000000 USD 0.00000000 USD 10000.00000000 USD 2458.00000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 135000000.00000000 NC USD -716217.53000000 -0.45896363202 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Put Purchased JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2032-06-16 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 0.04500000 USD 2032-06-16 XXXX -716217.53000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 -300000000.00000000 NC USD 648645.30000000 0.415662267840 N/A DIR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP GB US 2050-05-03 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 4.50000000 USD 2030-05-01 XXXX 648645.30000000 N N N FIDELITY INV MMTRSY 1 680 N/A 000000000 337137.51000000 NS USD 337137.51000000 0.216043100876 Long EC CORP US N 1 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 330000000.00000000 NC USD -843623.25000000 -0.54060725221 N/A DIR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP GB US 2032-06-16 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 0.04500000 USD 2032-06-16 XXXX -843623.25000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1045000000.00000000 NC USD 17303821.65000000 11.08856527496 N/A DIR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Put Purchased MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP GB US 2050-05-14 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 4.50000000 USD 2030-05-10 XXXX 17303821.65000000 N N N TREASURY BILL 254900HROIFWPRGM1V77 912797QC4 5700000.00000000 PA USD 5681595.04000000 3.640856843145 Long DBT UST US N 1 2025-07-29 None 0.00000000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 912797QH3 51100000.00000000 PA USD 50888646.31000000 32.61025730481 Long DBT UST US N 1 2025-08-05 None 0.00000000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 912797QL4 17700000.00000000 PA USD 17581124.85000000 11.26626559437 Long DBT UST US N 1 2025-08-26 None 0.00000000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 912797QW0 9900000.00000000 PA USD 9794957.54000000 6.276765228207 Long DBT UST US N 1 2025-09-30 None 0.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CAM3 44225000.00000000 PA USD 43786740.42000000 28.05924258501 Long DBT UST US N 1 2025-09-30 Fixed 0.25000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 465000000.00000000 NC USD 395834.92000000 0.253657338668 N/A DIR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP GB US 2050-05-14 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 4.50000000 USD 2030-05-10 XXXX 395834.92000000 N N N TREASURY BILL 254900HROIFWPRGM1V77 912797PZ4 11500000.00000000 PA USD 11490720.88000000 7.363437459741 Long DBT UST US N 1 2025-07-08 None 0.00000000 N N N N N N 2025-08-25 Simplify Exchange Traded Funds Paul Kim Paul Kim Trustee, President and Treasurer