# EDGAR Filing Document

**Accession Number:** 0001810747
**File Stem:** 0000940400-26-021300
**Filing Date:** 2026-5
**Character Count:** 11315
**Document Hash:** 4e78c29792b523558da788153e227042
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-021300.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0000940400-26-021300

**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:** 261023886

**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            |

## Nport-Ex

#### Simplify

#### MBS

#### ETF

#### Schedule

#### of

#### Investments
March

31,

2026

(Unaudited)

#### Principal

#### Value

#### U.S.

#### Government

#### Agency

#### Mortgage

#### Backed

#### Securities

#### –

#### 98.8%
Federal

National

Mortgage

Association,

4.00%,

4/15/2056

(TBA)

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

$

296,250,000

$

279,376,918

Federal

National

Mortgage

Association,

5.00%,

4/15/2056

(TBA)

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

703,750,000

694,114,537

Federal

National

Mortgage

Association,

5.50%,

4/15/2056

(TBA)

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

702,500,000

705,835,849

Total

U.S.

Government

Agency

Mortgage

Backed

Securities

(Cost

$1,686,256,886)

..........

1,679,327,304

#### Shares

#### U.S.

#### Exchange-Traded

#### Funds

#### –

#### 94.4%
Money

Market

ETFs

-

94.4%

Simplify

Government

Money

Market

ETF(a)(b)

(Cost

$1,604,162,054)

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

16,025,000

1,603,461,500

#### Principal

#### U.S.

#### Treasury

#### Bills

#### –

#### 7.2%
U.S.

Treasury

Bill,

3.64%,

4/21/2026

(c) .........................................

8,830,000

8,812,215

U.S.

Treasury

Bill,

3.68%,

6/23/2026

(c) .........................................

16,000,000

15,868,122

U.S.

Treasury

Bill,

3.69%,

7/7/2026

(c) ..........................................

72,110,000

71,410,169

U.S.

Treasury

Bill,

3.72%,

7/21/2026

(c) .........................................

26,170,000

25,879,311

Total

U.S.

Treasury

Bills

(Cost

$121,966,594)

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

121,969,817

#### Shares

#### Money

#### Market

#### Fund

#### –

#### 0.0%†
Dreyfus

Treasury

Obligations

Cash

Management

Fund,

Institutional

Shares,

3.54%(d)

(Cost

$502,921)

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

502,921

502,921

Total

Investments

–

200.4%

(Cost

$3,412,888,455)

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

$

3,405,261,542

Liabilities

in

Excess

of

Other

Assets

–

(100.4)%

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

(1,705,753,640)

#### Net

#### Assets

#### –

#### 100.0%

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

#### $

#### 1,699,507,902
†

Less

than

0.05%

(a) Affiliated

fund

managed

by

Simplify

Asset

Management

Inc.

(b) A

copy

of

the

security's

annual

report

to

shareholders

may

be

obtained

without

charge

at

www.simplify.us.

(c) Represents

a

zero

coupon

bond.

Rate

shown

reflects

the

effective

yield.

(d) Rate

shown

reflects

the

7-day

yield

as

of

March

31,

2026. Portfolio

Abbreviations:

TBA

:

To

Be

Announced

#### Simplify

#### MBS

#### ETF

#### Schedule

#### of

#### Investments
(Continued)

March

31,

2026

(Unaudited)

#### Affiliates
Fiscal

period

to

date

transactions

with

companies

which

are

or

were

affiliates

are

as

follows:

#### Affiliate

#### Value

#### at

#### beginning

#### of

#### the

#### period

#### Purchases

#### Cost

#### Sales

#### Proceeds

#### Net

#### Realized

#### Gain/(Loss)

#### Net

#### Change

#### in

#### Unrealized

#### Appreciation/

#### Depreciation

#### Value

#### at

#### the

#### end

#### of

#### the

#### period

#### Number

#### of

#### Shares

#### at

#### the

#### end

#### of

#### the

#### period

#### Dividend

#### Income

#### Capital

#### Gain

#### Distributions
Simplify

Government

Money

Market

ETF

$

—

$

1,609,686,336

$

(5,505,132)

$

(19,150)

$

(700,554)

$

1,603,461,500

16,025,000

$

37,367,044

$

—

#### $

#### —

#### $

#### 1,609,686,336

#### $

#### (5,505,132)

#### $

#### (19,150)

#### $

#### (700,554)

#### $

#### 1,603,461,500

#### 16,025,000

#### $

#### 37,367,044

#### $

#### —

## 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 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:** 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:** $4342659131.43

**Total Liabilities:** $2643151229.58

**Net Assets:** $1699507901.85

**Stand-by Commitments:** $2642934377.07

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 50089.48223000 | **5-Year:** 722476.62983000 | **10-Year:** 111860.50208000 | **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 | 0.40%                | 0.86%                | -1.77%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4494377.15              | $-2867983.72                               |
| Month 2  | $1259716.32              | $8555703.61                                |
| Month 3  | $-16072159.01            | $-19219085.04                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| United States Treasury Bills          | B 0 07/21/26                         | CUSIP: 912797UQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26170000 | PA      | $25879311.23   | 1.52%             | 2026-07-21      | None          | 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        |  16000000 | PA      | $15868122.24   | 0.93%             | 2026-06-23      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association | FNMA-30YR                            | CUSIP: 01F050643<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 703750000 | PA      | $694114536.50  | 40.84%            | 2056-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association | FNMA-30YR                            | CUSIP: 01F052649<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 702500000 | PA      | $705835849.35  | 41.53%            | 2056-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Simplify Exchange Traded Funds        | Simplify Government Money Market ETF | CUSIP: 82889N269<br>LEI: 529900UXSTJQHYE7H806 | Long             | STIV             | RF                | US        |  16025000 | NS      | $1603461500.00 | 94.35%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills          | B 0 07/07/26                         | CUSIP: 912797UN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  72110000 | PA      | $71410168.84   | 4.20%             | 2026-07-07      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association | FNMA-30YR                            | CUSIP: 01F040644<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 296250000 | PA      | $279376918.31  | 16.44%            | 2056-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DREYFUS TRSY OBLIG CASH M             | DREYFUS TRSY OBLIG CASH M            | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    502921 | NS      | $502920.53     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills          | B 0 04/21/26                         | CUSIP: 912797TJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8830000 | PA      | $8812214.88    | 0.52%             | 2026-04-21      | None          | 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