| Simplify Managed Futures Strategy ETF
| - | 83.90% | - | - | 3,760,220 |
| iShares Core S&P 500 ETF
| - | 66.68% | - | - | 131,100 |
| E-mini S&P 500 Future Mar 26
| - | 16.52% | - | - | 65 |
| United States Treasury Bills 0.23077%
| - | 4.75% | - | - | 6,500,000 |
| United States Treasury Bills 0.19231%
| - | 3.66% | - | - | 5,000,000 |
| United States Treasury Bills 0.11538%
| - | 1.10% | - | - | 1,500,000 |
| United States Treasury Bills 0.23077%
| - | 1.09% | - | - | 1,500,000 |
| United States Treasury Bills 0.19231%
| - | 0.55% | - | - | 750,000 |
| United States Treasury Bills 0.15385%
| - | 0.44% | - | - | 600,000 |
| United States Treasury Bills 0.19231%
| - | 0.29% | - | - | 400,000 |