# EDGAR Filing Document

**Accession Number:** 0001810747
**File Stem:** 0001752724-25-205354
**Filing Date:** 2025-8
**Character Count:** 35360
**Document Hash:** 05d1578cebe17c640068aeb698785a54
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-205354.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001752724-25-205354

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20250630

**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:** 251256038

**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 Multi-QIS Alternative ETF (Series ID: S000080584)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000243093 | Simplify Multi-QIS Alternative ETF | QIS             |

## 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:** 646-741-2438

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

- **a. Name of Series:** Simplify Multi-QIS Alternative ETF

- **b. EDGAR series identifier (if any):** S000080584

- **c. LEI of Series:** 5493000ECD76VI8L4769

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

- **a. Date of fiscal year-end:** 2025-06-30

- **b. Date as of which information is reported:** 2025-06-30

**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:** $100924200.45

**Total Liabilities:** $4801715.33

**Net Assets:** $96122485.12

**Amount of Assets Invested in Other Investment Companies:** $13919711.75

**Cash Not Reported:** $1333668.55

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **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 C000243093 | -6.20%               | 0.08%                | 2.02%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-277292.64              | $-341942.03                                |
| Month 2  | $-229.51                 | $30431.45                                  |
| Month 3  | $696.13                  | $97238.36                                  |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| NOMURA SECURITIES INTERNATIONAL, INC.     | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DE               | CORP              | US        | -25000000 | NC      | $-337500.00   | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                 | S&P 500 INDEX                                     | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |      1196 | NC      | $1166100.00   | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                   | CURRENCY CONTRACT - AUD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $31958.87     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | CURRENCY CONTRACT - GBP                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $35347.70     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | CURRENCY CONTRACT - USD                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-63753.77    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | CURRENCY CONTRACT - USD                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-24542.13    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TREASURY BILL                             | United States Treasury Bill                       | CUSIP: 912797QL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5959703.34   | 6.20%             | 2025-08-26      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                   | CURRENCY CONTRACT - SEK                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1689.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION     | TRS MSSIJNK1A INDEX                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $-320058.56   | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                 | S&P 500 INDEX                                     | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       248 | NC      | $52080.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | CURRENCY CONTRACT - USD                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-18591.67    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                 | S&P 500 INDEX                                     | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       333 | NC      | $1043955.00   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                 | S&P 500 INDEX                                     | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       127 | NC      | $123825.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NOMURA INTERNATIONAL PLC                  | TRS NMVVR1UL INDEX                                | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               | CORP              | GB        |         1 | NC      | $123838.52    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION | TRS JPOSFVB5 INDEX                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCO              | CORP              | US        |         1 | NC      | $82981.20     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                 | S&P 500 INDEX                                     | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       283 | NC      | $122256.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                          | TRS SGIXTTRU INDEX                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               | CORP              | FR        |         1 | NC      | $37210.48     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                   | CURRENCY CONTRACT - NOK                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $262.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                          | TRS SGIXRSTE INDEX                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               | CORP              | FR        |         1 | NC      | $50765.61     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION     | TRS BACVWWBS INDEX                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCO              | CORP              | US        |         1 | NC      | $-61638.12    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | CURRENCY CONTRACT - USD                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-10530.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION     | TRS BAEIDPLU INDEX                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $-111744.99   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION     | TRS BAEISMLU INDEX                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $22484.52     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                 | THE CBOE VOLATILITY INDEX                         | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       555 | NC      | $53835.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                               | TRS BNPXVT3A INDEX                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               | CORP              | FR        |         1 | NC      | $-11895.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                 | S&P 500 INDEX                                     | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       470 | NC      | $303150.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | CURRENCY CONTRACT - AUD                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $54104.94     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | CURRENCY CONTRACT - USD                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3115.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                   | TRS GSISCVS1 INDEX                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-10606.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                   | CURRENCY CONTRACT - GBP                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $49225.42     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Simplify Currency Strategy ETF            | Simplify Currency Strategy ETF                    | CUSIP: 82889N368<br>LEI: 529900TNQC7Y15KAT459 | Long             | EC               | RF                | US        |    289943 | NS      | $7566932.41   | 7.87%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                   | CURRENCY CONTRACT - USD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-10849.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                   | CURRENCY CONTRACT - JPY                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $26774.29     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                 | S&P 500 INDEX                                     | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       201 | NC      | $603.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                 | S&P 500 INDEX                                     | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       686 | NC      | $1162770.00   | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                    | TRS UBCSDGU1 INDEX                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | CH        |         1 | NC      | $-11029.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | CURRENCY CONTRACT - NOK                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-20957.81    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                 | S&P 500 INDEX                                     | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       741 | NC      | $2430480.00   | 2.53%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION     | TRS MSSIQUA1A INDEX                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $475266.57    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION            | TRS CINBSMPF INDEX                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $20020.77     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                   | CURRENCY CONTRACT - CAD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $24361.80     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | CURRENCY CONTRACT - USD                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $10557.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                   | TRS GSISCDVG INDEX                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-5708.20     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | CURRENCY CONTRACT - CHF                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $85414.04     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | CURRENCY CONTRACT - USD                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-27316.28    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                   | CURRENCY CONTRACT - USD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1181.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL, INC.     | TRS NMVVR1EU INDEX                                | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DE               | CORP              | US        |         1 | NC      | $-18246.89    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association            | CURRENCY CONTRACT - JPY                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $26772.99     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                 | S&P 500 INDEX                                     | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       188 | NC      | $891120.00    | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | CURRENCY CONTRACT - NOK                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $11229.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION     | TRS BABXSIMV INDEX                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCO              | CORP              | US        |         1 | NC      | $1952.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION     | TRS BAEICPCU INDEX                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $7658.28      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| C. MACKERTICH PRIVATE LIMITED             | TRS MQCP446E INDEX                                | CUSIP: 000000000<br>LEI: 9845000476F95DF5BD59 | N/A              | DCO              | CORP              | IN        |         1 | NC      | $74867.76     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                   | CURRENCY CONTRACT - GBP                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $90198.85     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION     | TRS FOXBOA INDEX                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $-23138.61    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | CURRENCY CONTRACT - USD                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-133028.08   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                 | S&P 500 INDEX                                     | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |        80 | NC      | $78000.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | CURRENCY CONTRACT - USD                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-108301.33   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                   | S&P 500 INDEX/USDJPY                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |   1330000 | NC      | $23741.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | CURRENCY CONTRACT - USD                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-17007.01    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | CURRENCY CONTRACT - GBP                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $30163.91     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | CURRENCY CONTRACT - USD                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-25242.92    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | CURRENCY CONTRACT - EUR                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $56597.04     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MACQUARIE CAPITAL (USA) INC.              | TRS VMACBK2P INDEX                                | CUSIP: 000000000<br>LEI: 549300670K07JRB5UQ40 | N/A              | DE               | CORP              | US        |         1 | NC      | $-70810.03    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | CURRENCY CONTRACT - EUR                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $70506.91     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                  | TRS MSVXCS01 INDEX                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $248167.53    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT          | TRS DBDXCU8V INDEX                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |         1 | NC      | $45494.20     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                   | CURRENCY CONTRACT - USD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-33056.43    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TREASURY BILL                             | United States Treasury Bill                       | CUSIP: 912797PZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24050000 | PA      | $24030594.54  | 25.00%            | 2025-07-08      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                   | CURRENCY CONTRACT - USD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-112498.48   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                   | CURRENCY CONTRACT - SEK                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $18356.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association            | CURRENCY CONTRACT - USD                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-55317.93    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | CURRENCY CONTRACT - USD                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-14903.68    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | CURRENCY CONTRACT - USD                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-41580.04    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TREASURY BILL                             | United States Treasury Bill                       | CUSIP: 912797QW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20400000 | PA      | $20183548.86  | 21.00%            | 2025-09-30      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | CURRENCY CONTRACT - CAD                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $12713.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | CURRENCY CONTRACT - USD                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8393.60     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TREASURY BILL                             | United States Treasury Bill                       | CUSIP: 912797QH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7100000 | PA      | $7070633.83   | 7.36%             | 2025-08-05      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                 | S&P 500 INDEX                                     | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       303 | NC      | $2121.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                   | CURRENCY CONTRACT - USD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-39677.87    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                   | S&P 500 INDEX/USDJPY                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |     12352 | NC      | $280528.40    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| TREASURY BILL                             | United States Treasury Bill                       | CUSIP: 912797QC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $24919276.50  | 25.92%            | 2025-07-29      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION     | TRS BAEICAE2 INDEX                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $18155.77     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                        | TRS UBCSXMRU INDEX                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | US        |         1 | NC      | $66407.40     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION     | TRS BAEICAE5 INDEX                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $9481.95      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION     | TRS CTABOA INDEX                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $-2745526.46  | -2.86%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                   | TRS ABGS1251 INDEX                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $16681.94     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | CURRENCY CONTRACT - JPY                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $29014.11     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION            | TRS FOXY                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $-13259.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | CURRENCY CONTRACT - USD                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-19500.55    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                   | CURRENCY CONTRACT - EUR                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $39675.77     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-25

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

**Signature:** Paul Kim

**Name of Signer:** Paul Kim

**Title:** Trustee, President and Treasurer