# EDGAR Filing Document

**Accession Number:** 0001810747
**File Stem:** 0000940400-26-021304
**Filing Date:** 2026-5
**Character Count:** 11087
**Document Hash:** 557221ed3381eb88d785b1811340dfb4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-021304.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0000940400-26-021304

**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:** 261023892

**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 US Equity PLUS Downside Convexity ETF (Series ID: S000069153)

| Class ID   | Class Name                                     | Ticker Symbol   |
|:---|:---|:---|
| C000220987 | Simplify US Equity PLUS Downside Convexity ETF | SPD             |

## Nport-Ex

#### Simplify

#### US

#### Equity

#### PLUS

#### Downside

#### Convexity

#### ETF

#### Schedule

#### of

#### Investments
March

31,

2026

(Unaudited)

#### Shares

#### Value

#### U.S.

#### Exchange-Traded

#### Funds

#### –

#### 99.2%
Equity

Funds

-

99.2%

iShares

Core

S&P

500

ETF(a)(b)

(Cost

$90,455,450)

.......................................................

152,056

$

99,324,500

#### Number

#### of

#### Contracts

#### Notional

#### Amount

#### Purchased

#### Options

#### –

#### 1.5%

#### Calls

#### –

#### Exchange-Traded

#### –

#### 0.0%†
S&P

500

Index,

April

Strike

Price

$7,350,

Expires

4/01/26

...............

$

39,690,000

S&P

500

Index,

April

Strike

Price

$7,200,

Expires

4/17/26

...............

14,400,000

1,100

S&P

500

Index,

April

Strike

Price

$7,275,

Expires

4/17/26

...............

33,465,000

2,070

S&P

500

Index,

April

Strike

Price

$7,380,

Expires

4/17/26

...............

14,022,000

618

S&P

500

Index,

June

Strike

Price

$7,300,

Expires

6/18/26

...............

16,790,000

21,850

25,908

#### Puts

#### –

#### Exchange-Traded

#### –

#### 1.5%
S&P

500

Index,

April

Strike

Price

$5,900,

Expires

4/17/26(c)

.............

14,160,000

32,400

S&P

500

Index,

April

Strike

Price

$6,000,

Expires

4/17/26(c)

.............

60,600,000

183,315

S&P

500

Index,

April

Strike

Price

$6,200,

Expires

4/17/26(c)

.............

107,880,000

638,580

S&P

500

Index,

May

Strike

Price

$6,000,

Expires

5/15/26(c)

.............

64,800,000

651,240

1,505,535

Total

Purchased

Options

(Cost

$2,357,714)

............................................

1,531,443

#### Shares

#### Money

#### Market

#### Fund

#### –

#### 0.1%
Dreyfus

Treasury

Obligations

Cash

Management

Fund,

Institutional

Shares,

3.54%(d)

(Cost

$63,781)

...........................................................

63,781

63,781

Total

Investments

–

100.8%

(Cost

$92,876,945)

.............................................................

$

100,919,724

Liabilities

in

Excess

of

Other

Assets

–

(0.8)%

..........................................

(841,911)

#### Net

#### Assets

#### –

#### 100.0%

#### .............................................................

#### $

#### 100,077,813

#### Number

#### of

#### Contracts

#### Notional

#### Amount

#### Written

#### Options

#### –

#### (0.5)%

#### Puts

#### –

#### Exchange-Traded

#### –

#### (0.5)%
S&P

500

Index,

April

Strike

Price

$5,600,

Expires

4/17/26

...............

(198) $

(110,880,000)

$

(141,570)

S&P

500

Index,

May

Strike

Price

$5,700,

Expires

5/15/26

...............

(108) (61,560,000)

(355,320)

(496,890)

Total

Written

Options

(Premiums

Received

$948,604)

....................................

$

(496,890)

#### Simplify

#### US

#### Equity

#### PLUS

#### Downside

#### Convexity

#### ETF

#### Schedule

#### of

#### Investments
(Continued)

March

31,

2026

(Unaudited)

†

Less

than

0.05%

(a) A

copy

of

the

security's

annual

report

to

shareholders

may

be

obtained

without

charge

at

www.ishares.com.

(b) Securities

with

an

aggregate

market

value

of

$58,788,900

have

been

pledged

as

collateral

for

options

as

of

March

31,

2026. (c) Held

in

connection

with

Written

Options.

(d) Rate

shown

reflects

the

7-day

yield

as

of

March

31,

2026.

## 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 US Equity PLUS Downside Convexity ETF

- **b. EDGAR series identifier (if any):** S000069153

- **c. LEI of Series:** 5493005IUPGRID3FRL19

**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:** $101172031.09

**Total Liabilities:** $186621.97

**Net Assets:** $100985409.12

**Cash Not Reported:** $443.95

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000220987 | 0.57%                | -1.66%               | -5.95%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $752109.30               | $994324.93                                 |
| Month 2  | $250909.55               | $-1187879.34                               |
| Month 3  | $1712953.79              | $-7393419.85                               |

**Designated Index Information**

- **Index Name:** S&P 500 Benchmark

- **Index Identifier:** SPX Index

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| THE OPTIONS CLEARING CORPORATION | SPXW E 2026-04-17 PUT 6000    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |       101 | NC      | $183315.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                    | iShares Trust CORE S&P500 ETF | CUSIP: 464287200<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |    153438 | NS      | $100227235.98 | 99.25%            |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | SPXW E 2026-03-31 CALL 7350   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        54 | NC      | $270.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | SPXW E 2026-04-17 CALL 7275   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |         7 | NC      | $315.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | SPXW E 2026-04-17 PUT 5900    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        24 | NC      | $32400.00     | 0.03%             |  |  |  | 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        |     63781 | NS      | $63781.43     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | SPXW E 2026-04-17 CALL 7275   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        39 | NC      | $1755.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | SPXW E 2026-04-17 PUT 6200    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |       174 | NC      | $638580.00    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | SPXW E 2026-04-17 CALL 7380   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        19 | NC      | $617.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | SPXW E 2026-04-17 PUT 5600    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |      -198 | NC      | $-141570.00   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | SPXW E 2026-04-17 CALL 7200   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        20 | NC      | $1100.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | SPXW E 2026-06-18 CALL 7300   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        23 | NC      | $21850.00     | 0.02%             |  |  |  | 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