# EDGAR Filing Document

**Accession Number:** 0001810747
**File Stem:** 0001752724-25-205343
**Filing Date:** 2025-8
**Character Count:** 7748
**Document Hash:** f3369b57d255b161da686622e036e877
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-205343.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001752724-25-205343

**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:** 251256012

**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 MBS ETF (Series ID: S000082966)

| Class ID   | Class Name       | Ticker Symbol   |
|:---|:---|:---|
| C000246389 | Simplify MBS ETF | MTBA            |

## 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 MBS ETF

- **b. EDGAR series identifier (if any):** S000082966

- **c. LEI of Series:** 529900BTWVWYXPUFO805

**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:** $2840239511.10

**Total Liabilities:** $1467333765.96

**Net Assets:** $1372905745.14

**Stand-by Commitments:** $1467153714.35

**Cash Not Reported:** $699999.76

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 38664.17656000 | **5-Year:** 610526.24690000 | **10-Year:** 2525.97154000 | **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 C000246389 | 0.29%                | -0.24%               | 1.41%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1225990.72              | $-2050139.65                               |
| Month 2  | $-21121880.14            | $10620802.69                               |
| Month 3  | $1569915.18              | $14205618.17                               |

**Designated Index Information**

- **Index Name:** ICE BofA US Mortgage Backed Securities Index

- **Index Identifier:** M0A0 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FIDELITY INV MMTRSY 1 680 | FIDELITY INV MMTRSY 1 680   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     733778 | NS      | $733778.25     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL             | United States Treasury Bill | CUSIP: 912797QW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  256600000 | PA      | $253877384.19  | 18.49%            | 2025-09-30      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Fannie Mae or Freddie Mac | Fannie Mae or Freddie Mac   | CUSIP: 01F052672<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 1103750000 | PA      | $1103720618.18 | 80.39%            | 2055-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL             | United States Treasury Bill | CUSIP: 912797PZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   88500000 | PA      | $88428591.12   | 6.44%             | 2025-07-08      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| TREASURY BILL             | United States Treasury Bill | CUSIP: 912797QJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  737300000 | PA      | $733611966.42  | 53.43%            | 2025-08-12      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| TREASURY BILL             | United States Treasury Bill | CUSIP: 912797QL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   17300000 | PA      | $17183811.30   | 1.25%             | 2025-08-26      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| TREASURY BILL             | United States Treasury Bill | CUSIP: 912797QH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11500000 | PA      | $11452435.08   | 0.83%             | 2025-08-05      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Fannie Mae or Freddie Mac | Fannie Mae or Freddie Mac   | CUSIP: 01F050676<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   25000000 | PA      | $24504349.25   | 1.78%             | 2055-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac | Fannie Mae or Freddie Mac   | CUSIP: 01F060675<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  236250000 | PA      | $240187968.56  | 17.49%            | 2055-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL             | United States Treasury Bill | CUSIP: 912797QC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  246300000 | PA      | $245504712.08  | 17.88%            | 2025-07-29      | None          | 0.00%                 | No            |                  1 | 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