# EDGAR Filing Document

**Accession Number:** 0001810747
**File Stem:** 0000940400-26-021277
**Filing Date:** 2026-5
**Character Count:** 52199
**Document Hash:** e0219a2c50a59085f2a0646471a57006
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-021277.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0000940400-26-021277

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260527

**DATE AS OF CHANGE**: 20260527

**PERIOD START**: 20260630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Simplify Exchange Traded Funds
- **CENTRAL INDEX KEY:** 0001810747

**ORGANIZATION NAME:**
- **EIN:** 851887571
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23570
- **FILM NUMBER:** 261023861

**BUSINESS ADDRESS:**
- **STREET 1:** 222 BROADWAY
- **STREET 2:** 22ND FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10038
- **BUSINESS PHONE:** 646-741-2438

**MAIL ADDRESS:**
- **STREET 1:** 222 BROADWAY
- **STREET 2:** 22ND FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10038

## Series and Classes Contracts Data

### Simplify Managed Futures Strategy ETF (Series ID: S000075092)

| Class ID   | Class Name                            | Ticker Symbol   |
|:---|:---|:---|
| C000233897 | Simplify Managed Futures Strategy ETF | CTA             |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Simplify Exchange Traded Funds

- **b. Investment Company Act file number:** 811-23570

- **c. CIK number of Registrant:** 0001810747

- **d. LEI of Registrant:** 549300LDDEMEUCZQEO55

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 10845 Griffith Peak Drive

  - **City:** Las Vegas

  - **State:** NV

  - **Foreign country:** US

  - **Zip / Postal Code:** 89135

  - **Telephone number:** (702) 389-9705

**Item A.2. Information about the Series.**

- **a. Name of Series:** Simplify Managed Futures Strategy ETF

- **b. EDGAR series identifier (if any):** S000075092

- **c. LEI of Series:** 549300WB4VYZON2V0562

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-06-30

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $2501289495.97

**Total Liabilities:** $1009794567.86

**Net Assets:** $1491494928.11

**Amount of Assets Invested in Other Investment Companies:** $515250971.67

**Cash Not Reported:** $116786929.17

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 12098.40701000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000233897 | 2.72%                | 8.68%                | 0.00%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $89648.58                | $106381.40                                 |
| Month 2  | $-16662.00               | $-493372.12                                |
| Month 3  | $-6353.60                | $141279.55                                 |

**Designated Index Information**

- **Index Name:** Absolute

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                        | Title                                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| COMMODITIES EXCHANGE CENTER                 | Copper Futures, May-2026,ETH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |        -91 | NC      | $-271610.43    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | Coffee C Futures - NYCC                                | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |       -102 | NC      | $-62624.99     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT           | Euro(FGBL) Bund Futures                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         -7 | NC      | $-2288.59      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills                | B 0 07/14/26                                           | CUSIP: 912797UP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   52000000 | PA      | $51460702.28   | 3.45%             | 2026-07-14      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | Live Cattle Futures                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |       1121 | NC      | $3455409.91    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | KC HRW Wheat Futures, May-2026,ETH                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |        166 | NC      | $360839.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | RBOB Gasoline Futures                                  | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |         13 | NC      | $-23923.20     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS SA                           | Rapeseed / Colza                                       | CUSIP: 000000000<br>LEI: 969500HMVSZ0TCV65D58 | N/A              | DCO              | CORP              | FR        |        330 | NC      | $297107.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | Lean Hog Futures                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |        130 | NC      | $-235191.43    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | Cocoa Futures - NYCC                                   | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |       -166 | NC      | $-231740.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | Canola Futures - ICUS                                  | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |        637 | NC      | $99691.83      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                          | London Cocoa Future - ICEU                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |       -291 | NC      | $978363.14     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                          | Three Month SONIA - ICEU                               | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |       -145 | NC      | $-62655.19     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS SA                           | Milling Wheat / Ble de Meunerie                        | CUSIP: 000000000<br>LEI: 969500HMVSZ0TCV65D58 | N/A              | DCO              | CORP              | FR        |          6 | NC      | $1538.33       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills                | B 0 06/23/26                                           | CUSIP: 912797UB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   30000000 | PA      | $29752729.20   | 1.99%             | 2026-06-23      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                          | LS Gas Oil Futures - ULSD-ARA, Jul26                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |         45 | NC      | $464100.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | Henry Hub Natural Gas Futures                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |       -100 | NC      | $121192.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | 5-Year T-Note Futures, Jun-2026,ETH                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -237 | NC      | $331429.57     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | Henry Hub Natural Gas Futures, May-2026,ETH            | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |         52 | NC      | $-65268.84     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | Cocoa Futures - NYCC                                   | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |       -410 | NC      | $660360.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | RBOB Gasoline Futures                                  | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |          3 | NC      | $-12574.80     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT           | Euro(FGBS) Schatz Futures                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         55 | NC      | $-48130.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | Soybean Oil Futures                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |        198 | NC      | $533407.63     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | Cotton No. 2 Futures - NYCC, Dec26                     | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |         26 | NC      | $23020.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | 2-Year T-Note Futures, Jun-2026,ETH                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -1018 | NC      | $1083586.65    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT           | Long(FBTP) Term Euro                                   | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        338 | NC      | $-1631512.42   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | Soybean Futures, May-2026,ETH                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |       1268 | NC      | $507178.14     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                          | Three Month SARON - ICEU                               | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |        122 | NC      | $-32581.79     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | Soybean Meal Futures                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |         22 | NC      | $-13148.18     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills                | B 0 07/21/26                                           | CUSIP: 912797UQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   89500000 | PA      | $88505859.96   | 5.93%             | 2026-07-21      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                 | Silver Futures, May-2026,ETH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |        -15 | NC      | $-523269.15    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills                | B 0 04/07/26                                           | CUSIP: 912797TG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   18000000 | PA      | $17989184.16   | 1.21%             | 2026-04-07      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                 | Gold Futures                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |         -1 | NC      | $-27405.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS SA                           | Rapeseed / Colza                                       | CUSIP: 000000000<br>LEI: 969500HMVSZ0TCV65D58 | N/A              | DCO              | CORP              | FR        |       1589 | NC      | $1695060.73    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Simplify Exchange Traded Funds              | Simplify Government Money Market ETF                   | CUSIP: 82889N269<br>LEI: 529900UXSTJQHYE7H806 | Long             | STIV             | RF                | US        |   10057794 | NS      | $1006382867.64 | 67.47%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                          | Three Month Euro (Euribor) Future - ICEU               | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |        821 | NC      | $-478853.32    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                 | Copper Futures                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |        -23 | NC      | $-72069.32     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | Cotton No. 2 Futures - NYCC                            | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |         78 | NC      | $79197.99      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                 | Silver Futures                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |          3 | NC      | $-137940.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills                | B 0 07/28/26                                           | CUSIP: 912797UR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   68000000 | PA      | $67197043.08   | 4.51%             | 2026-07-28      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| EURONEXT PARIS SA                           | Milling Wheat / Ble de Meunerie                        | CUSIP: 000000000<br>LEI: 969500HMVSZ0TCV65D58 | N/A              | DCO              | CORP              | FR        |          1 | NC      | $-37.84        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | Henry Hub Natural Gas Futures                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |       -116 | NC      | $-65423.76     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                          | White Sugar Future - ICEU                              | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |        -26 | NC      | $-61059.57     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | NY Harbor ULSD Futures, Jul-2026,ETH                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |         18 | NC      | $371523.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                          | Three Month Euro (Euribor) Future - ICEU               | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |       -110 | NC      | $-14824.10     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | Henry Hub Natural Gas Futures                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |        -27 | NC      | $68220.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | Live Cattle Futures, Jun-2026,ETH                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |       2295 | NC      | $9309750.05    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | KC HRW Wheat Futures                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |         25 | NC      | $48687.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | Three-Month SOFR Futures, Mar-2027,ETH                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       -163 | NC      | $86837.45      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                          | Three Month ESTR Indexed Future - ICEU                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |        -37 | NC      | $-5743.47      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                          | London Cocoa Future - ICEU                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |        -79 | NC      | $-97994.47     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | Cotton No. 2 Futures - NYCC                            | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |        -29 | NC      | $-69996.30     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | KC HRW Wheat Futures, Jul-2026,ETH                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |         81 | NC      | $143479.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                          | London Cocoa Future - ICEU, Jul26                      | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |       -203 | NC      | $306413.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills                | B 0 07/07/26                                           | CUSIP: 912797UN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   49200000 | PA      | $48722511.54   | 3.27%             | 2026-07-07      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | Chicago SRW Wheat Futures, Jul-2026,ETH                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |        338 | NC      | $587759.46     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | Soybean Oil Futures, Jul-2026,ETH                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |       1039 | NC      | $4533277.55    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | Three-Month SOFR Futures, Dec-2026,ETH                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       -746 | NC      | $314999.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills                | B 0 05/19/26                                           | CUSIP: 912797TS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   34000000 | PA      | $33835440.00   | 2.27%             | 2026-05-19      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | Coffee C Futures - NYCC                                | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |         -6 | NC      | $18000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills                | B 0 06/25/26                                           | CUSIP: 912797TE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  950000000 | PA      | $941962382.50  | 63.16%            | 2026-06-25      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | Chicago SRW Wheat Futures, May-2026,ETH                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |        650 | NC      | $1161470.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | RBOB Gasoline Futures                                  | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |         59 | NC      | $151993.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                          | Brent Crude Futures - North Sea, Aug26                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |       1889 | NC      | $-9839520.62   | -0.66%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                          | Three Month ESTR Indexed Future - ICEU                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |       -157 | NC      | $-30057.02     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                          | Three Month Euro (Euribor) Future - ICEU               | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |       1599 | NC      | $-786263.14    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | Corn Futures                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |        369 | NC      | $41162.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                          | Robusta Coffee Future - ICEU                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |       -167 | NC      | $350455.71     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT           | Euro(FOAT) OAT Futures                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         45 | NC      | $-76041.29     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | Henry Hub Natural Gas Futures, Jul-2026,ETH            | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |        -40 | NC      | $70409.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | NY Harbor ULSD Futures, May-2026,ETH                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |        199 | NC      | $8363485.21    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills                | B 0 05/14/26                                           | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5000000 | PA      | $4978309.35    | 0.33%             | 2026-05-14      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | Coffee C Futures - NYCC                                | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |        -64 | NC      | $-63261.68     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | Soybean Oil Futures, May-2026,ETH                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |       1283 | NC      | $4700963.02    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS SA                           | Milling Wheat / Ble de Meunerie                        | CUSIP: 000000000<br>LEI: 969500HMVSZ0TCV65D58 | N/A              | DCO              | CORP              | FR        |          5 | NC      | $1801.17       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | Palladium Futures, Jun-2026,ETH                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |         96 | NC      | $-2537569.40   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | Ultra U.S. Treasury Bond Futures, Jun-2026,ETH         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -145 | NC      | $348361.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                          | Three Month Euro (Euribor) Future - ICEU               | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |        -53 | NC      | $-11071.27     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                 | Gold Futures                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |          5 | NC      | $135500.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                          | Three Month SARON - ICEU                               | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |        244 | NC      | $-39678.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | Chicago SRW Wheat Futures                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |        110 | NC      | $187875.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                          | LS Gas Oil Futures - ULSD-ARA                          | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |         77 | NC      | $1002464.74    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | Sugar No. 11 Futures - NYCC, Jul26                     | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |       -766 | NC      | $-1870413.16   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | Canola Futures - ICUS                                  | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |       1356 | NC      | $182590.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                          | Brent Crude Futures - North Sea, Jul26                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |       1844 | NC      | $-927580.23    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | Corn Futures                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |        270 | NC      | $28775.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                          | Three Month SONIA - ICEU                               | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |       -177 | NC      | $-99508.83     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | Ultra 10-Year U.S. Treasury Note Futures, Jun-2026,ETH | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -440 | NC      | $962185.19     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills                | B 0 04/23/26                                           | CUSIP: 912797SM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   28000000 | PA      | $27937903.84   | 1.87%             | 2026-04-23      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | 10-Year T-Note Futures, Jun-2026,ETH                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -1422 | NC      | $2765180.53    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | Feeder Cattle Futures                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |         84 | NC      | $405601.79     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE INC.                      | Two-Year Government of Canada Bond Futures             | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |         94 | NC      | $-49250.64     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                          | Brent Crude Futures - North Sea, Jun26                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |       3504 | NC      | $20203128.87   | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | Sugar No. 11 Futures - NYCC                            | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |       -742 | NC      | $-1686583.60   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | Feeder Cattle Futures, May-2026,ETH                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |        644 | NC      | $3641155.74    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                 | Gold Futures, Jun-2026,ETH                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |        -10 | NC      | $-271458.62    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | Platinum Futures, Jul-2026,ETH                         | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |        114 | NC      | $457883.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS SA                           | Rapeseed / Colza                                       | CUSIP: 000000000<br>LEI: 969500HMVSZ0TCV65D58 | N/A              | DCO              | CORP              | FR        |        717 | NC      | $738064.27     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | Soybean Meal Futures, May-2026,ETH                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |        171 | NC      | $-72765.26     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | Live Cattle Futures                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |         71 | NC      | $54760.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | NY Harbor ULSD Futures, Jun-2026,ETH                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |         72 | NC      | $2389387.47    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | Corn Futures, Jul-2026,ETH                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |        988 | NC      | $137425.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                          | Three Month Euro (Euribor) Future - ICEU               | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |       1230 | NC      | $-492050.85    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                          | White Sugar Future - ICEU                              | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |         13 | NC      | $-6248.48      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                          | Three Month Euro (Euribor) Future - ICEU               | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |         38 | NC      | $-29931.35     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | Morgan Stanley                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Short            | RA               | CORP              | US        | -922996180 | PA      | $-922996180.00 | -61.88%           |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                          | Three Month SONIA - ICEU                               | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |        -29 | NC      | $-24312.29     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS TRSY OBLIG CASH M                   | DREYFUS TRSY OBLIG CASH M                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    1653803 | NS      | $1653802.57    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                          | White Sugar Future - ICEU                              | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |          3 | NC      | $-1232.25      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | Feeder Cattle Futures                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |        533 | NC      | $2720312.56    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT           | Euro(FGBM) Bobl Futures                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        890 | NC      | $-830849.72    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                          | LS Gas Oil Futures - ULSD-ARA                          | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |        138 | NC      | $2153350.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | Henry Hub Natural Gas Futures, Aug-2026,ETH            | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |        -18 | NC      | $33921.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | Soybean Futures, Jul-2026,ETH                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |        814 | NC      | $349091.81     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | RBOB Gasoline Futures, May-2026,ETH                    | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |        155 | NC      | $1888121.39    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | Canola Futures - ICUS                                  | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |       2310 | NC      | $320119.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                          | Three Month Euro (Euribor) Future - ICEU               | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |       -316 | NC      | $-48135.92     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE INC.                      | Five-Year Government of Canada Bond Futures            | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |        132 | NC      | $-145331.18    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                 | Copper Futures, Sep-2026,ETH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |         -7 | NC      | $-21655.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | Lean Hog Futures, Jun-2026,ETH                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |        346 | NC      | $-639376.91    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                          | Robusta Coffee Future - ICEU                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |        -90 | NC      | $167073.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | U.S. Treasury Bond Futures, Jun-2026,ETH               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -435 | NC      | $1189282.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                          | Long Gilt Future - ICEU                                | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |        325 | NC      | $-714585.09    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | Soybean Meal Futures, Jul-2026,ETH                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |         93 | NC      | $-60906.43     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | Lean Hog Futures                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |         78 | NC      | $-185389.32    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | Sugar No. 11 Futures - NYCC                            | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |       -536 | NC      | $-1276802.37   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | Soybean Futures                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |         46 | NC      | $19569.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                          | Three Month SARON - ICEU                               | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-351.99       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | Henry Hub Natural Gas Futures, Sep-2026,ETH            | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |        -42 | NC      | $69680.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | Soybean Futures                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |        116 | NC      | $120995.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | Corn Futures, May-2026,ETH                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |        637 | NC      | $158159.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                          | Three Month SONIA - ICEU                               | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |       -234 | NC      | $-117572.62    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | Henry Hub Natural Gas Futures                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |       -174 | NC      | $286017.07     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                          | Robusta Coffee Future - ICEU                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |        -18 | NC      | $19200.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | Cocoa Futures - NYCC, Jul26                            | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |       -355 | NC      | $998210.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | Three-Month SOFR Futures, Sep-2026,ETH                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        -20 | NC      | $29699.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-27

**Name of Applicant:** Simplify Exchange Traded Funds

**Signature:** Paul Kim

**Name of Signer:** Paul Kim

**Title:** Trustee & President