# EDGAR Filing Document

**Accession Number:** 0001810747
**File Stem:** 0001752724-23-036473
**Filing Date:** 2023-2
**Character Count:** 5446
**Document Hash:** 8cd7a3f1cdbb8d217c08e83f6ef79a1c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-036473.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-036473

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Simplify Exchange Traded Funds
- **CENTRAL INDEX KEY:** 0001810747
- **IRS NUMBER:** 851887571
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23570
- **FILM NUMBER:** 23658124

**BUSINESS ADDRESS:**
- **STREET 1:** 54 W. 40TH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10018
- **BUSINESS PHONE:** 614-469-3294

**MAIL ADDRESS:**
- **STREET 1:** 54 W. 40TH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10018

## Series and Classes Contracts Data

### Simplify Aggregate Bond PLUS Credit Hedge ETF (Series ID: S000075089)

| Class ID   | Class Name                                    | Ticker Symbol   |
|:---|:---|:---|
| C000233894 | Simplify Aggregate Bond PLUS Credit Hedge ETF | AGGH            |

## 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:** 222 Broadway

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10038

  - **Telephone number:** 646-741-2438

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

- **a. Name of Series:** Simplify Aggregate Bond PLUS Credit Hedge ETF

- **b. EDGAR series identifier (if any):** S000075089

- **c. LEI of Series:** 549300B8RWCP96ER9S22

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

- **a. Date of fiscal year-end:** 2023-06-30

- **b. Date as of which information is reported:** 2022-12-30

**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:** $1679288.21

**Total Liabilities:** $3138.85

**Net Assets:** $1676149.36

**Cash Not Reported:** $119696.71

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000233894 | -3.41%               | 2.83%                | -0.62%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-13349.33               | $-20081.50                                 |
| Month 2  | $-56133.40               | $102127.63                                 |
| Month 3  | $-272.10                 | $-18396.55                                 |

**Designated Index Information**

- **Index Name:** U.S. Aggregate

- **Index Identifier:** I00001US-USD

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BANK OF AMERICA, NATIONAL ASSOCIATION | TRS MSSIQUA1A INDEX                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $-2747.61     | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.             | S&P 500 MINI INDEX                   | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |         4 | NC      | $4.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION | TRS MSSIJNK1A INDEX                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $2145.36      | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Core U.S. Aggregate Bond ETF  | iShares Core U.S. Aggregate Bond ETF | CUSIP: 464287226<br>LEI: 549300F7VSXTKBGHJE47 | Long             | EC               | RF                | US        |     15730 | NS      | $1525652.70   | 91.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Simplify Interest Rate Hedge ETF      | Simplify Interest Rate Hedge ETF     | CUSIP: 82889N855<br>LEI: 549300SPY0E6B5AZ2C65 | Long             | EC               | RF                | US        |       440 | NS      | $31508.40     | 1.88%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-22

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

**Signature:** Paul Kim

**Name of Signer:** Paul Kim

**Title:** Trustee, President and Treasurer