# EDGAR Filing Document

**Accession Number:** 0001810747
**File Stem:** 0000940400-26-021307
**Filing Date:** 2026-5
**Character Count:** 24738
**Document Hash:** a53b67325357e6533e0cdd6195ef9863
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-021307.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0000940400-26-021307

**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:** 261023895

**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 Volatility Premium ETF (Series ID: S000071794)

| Class ID   | Class Name                      | Ticker Symbol   |
|:---|:---|:---|
| C000227300 | Simplify Volatility Premium ETF | SVOL            |

## Nport-Ex

#### Simplify

#### Volatility

#### Premium

#### ETF

#### Consolidated

#### Schedule

#### of

#### Investments
March

31,

2026

(Unaudited)

#### Principal

#### Value

#### U.S.

#### Treasury

#### Bills

#### –

#### 126.6%
U.S.

Treasury

Bill,

3.68%,

4/7/2026

(a) .........................................

$

6,000,000

$

5,996,395

U.S.

Treasury

Bill,

3.59%,

4/9/2026

(a) .........................................

26,000,000

25,979,148

U.S.

Treasury

Bill,

3.64%,

4/21/2026

(a) ........................................

165,000,000

164,667,662

U.S.

Treasury

Bill,

3.67%,

5/14/2026

(a) ........................................

11,000,000

10,952,281

U.S.

Treasury

Bill,

3.68%,

6/23/2026

(a) ........................................

25,000,000

24,793,941

U.S.

Treasury

Bill,

3.67%,

6/25/2026

(a)(b) ......................................

480,000,000

475,938,888

U.S.

Treasury

Bill,

3.67%,

6/30/2026

(a) ........................................

24,000,000

23,784,438

U.S.

Treasury

Bill,

3.69%,

7/14/2026

(a) ........................................

5,000,000

4,948,144

Total

U.S.

Treasury

Bills

(Cost

$737,061,724)

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

737,060,897

#### Shares

#### U.S.

#### Exchange-Traded

#### Funds

#### –

#### 48.1%
Alternative

Funds

–

7.9%

Simplify

Multi-QIS

Alternative

ETF(c)

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

3,777,620

45,792,310

Equity

Funds

–

17.0%

Simplify

Next

Intangible

Core

Index

ETF(c)

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

822,303

24,416,890

Simplify

Piper

Sandler

US

Small-Cap

PLUS

Income

ETF(c)

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

91,464

2,612,596

Simplify

US

Equity

PLUS

Upside

Convexity

ETF(c)

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

1,634,812

72,225,994

99,255,480

Fixed

Income

Funds

–

23.2%

Simplify

Aggregate

Bond

ETF(c)

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

2,109,127

42,920,734

Simplify

National

Muni

Bond

ETF(c)

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

1,553,376

37,530,496

Simplify

Target

Distribution

ETF(c)

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

624,406

14,711,005

Simplify

Treasury

Option

Income

ETF(c)

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

1,700,000

39,958,500

135,120,735

Total

U.S.

Exchange-Traded

Funds

(Cost

$318,458,683)

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

280,168,525

#### Number

#### of

#### Contracts

#### Notional

#### Amount

#### Purchased

#### Options

#### –

#### 1.1%

#### Calls

#### –

#### Exchange-Traded

#### –

#### 1.1%
CBOE

Volatility

Index,

May

Strike

Price

$60,

Expires

5/19/26

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

2,000

12,000,000

136,000

CBOE

Volatility

Index,

May

Strike

Price

$70,

Expires

5/19/26

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

22,700

158,900,000

1,089,600

S&P

500

Index,

April

Strike

Price

$6,550,

Expires

4/17/26

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

294,095,000

5,078,190

6,303,790

#### Puts

#### –

#### Exchange-Traded

#### –

#### 0.0%†
S&P

500

Index,

April

Strike

Price

$5,600,

Expires

4/01/26

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

112,000,000

600

S&P

500

Index,

April

Strike

Price

$6,155,

Expires

4/01/26

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

525

323,137,500

2,625

S&P

500

Index,

April

Strike

Price

$5,600,

Expires

4/02/26

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

112,000,000

1,000

S&P

500

Index,

April

Strike

Price

$6,350,

Expires

4/02/26

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

285,750,000

51,750

S&P

500

Index,

April

Strike

Price

$5,600,

Expires

4/06/26

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

112,000,000

2,500

S&P

500

Index,

April

Strike

Price

$5,600,

Expires

4/07/26

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

112,000,000

9,500

67,975

Total

Purchased

Options

(Cost

$9,646,374)

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

6,371,765

#### Simplify

#### Volatility

#### Premium

#### ETF

#### Consolidated

#### Schedule

#### of

#### Investments
(Continued)

March

31,

2026

(Unaudited)

#### Shares

#### Value

#### Money

#### Market

#### Fund

#### –

#### 0.1%
Dreyfus

Treasury

Obligations

Cash

Management

Fund,

Institutional

Shares,

3.54%(d)

(Cost

$361,082)

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

361,082

$

361,082

Total

Investments

–

175.9%

(Cost

$1,065,527,863)

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

$

1,023,962,269

Liabilities

in

Excess

of

Other

Assets

–

(75.9)%

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

(441,863,822)

#### Net

#### Assets

#### –

#### 100.0%

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

#### $

#### 582,098,447

#### Number

#### of

#### Contracts

#### Notional

#### Amount

#### Written

#### Options

#### –

#### (0.7)%

#### Puts

#### –

#### Exchange-Traded

#### –

#### (0.7)%
CBOE

Volatility

Index,

May

Strike

Price

$20,

Expires

5/19/26

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

(35,000)

$

(70,000,000)

$

(3,797,500)

U.S.

Long

Bond,

May

Strike

Price

$106,

Expires

5/22/26

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

(800) (84,800,000)

(200,000)

(3,997,500)

Total

Written

Options

(Premiums

Received

$5,673,986)

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

$

(3,997,500)

†

Less

than

0.05%

(a) Represents

a

zero

coupon

bond.

Rate

shown

reflects

the

effective

yield.

(b) Security,

or

a

portion

thereof,

in

the

amount

of

$475,934,400

has

been

pledged

as

collateral

for

reverse

repurchase

agreements

as

of

March

31,

2026. (c) Affiliated

fund

managed

by

Simplify

Asset

Management

Inc.

(d) Rate

shown

reflects

the

7-day

yield

as

of

March

31,

2026. #### At

#### March

#### 31,

#### 2026,

#### open

#### futures

#### contracts

#### were

#### as

#### follows:

#### Number

#### of

#### Contracts

#### Notional

#### Value

#### Expiration

#### Date

#### Value/

#### Unrealized

#### Appreciation
(Depreciation)

#### Short

#### position

#### contracts:
CBOE

VIX

Future

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

(2,313)

$

(57,876,811)

4/15/26

$

(8,705,391)

CBOE

VIX

future

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

(2,445)

(59,687,340)

5/19/26

1,829,484

S&P

500

E-Mini

Future

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

(615) (202,050,563)

6/18/26

1,746,650

#### Total

#### net

#### unrealized

#### depreciation

#### $

#### (5,129,257)

#### Simplify

#### Volatility

#### Premium

#### ETF

#### Consolidated

#### 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

Aggregate

Bond

ETF

$

107,188,763

$

5,188,775

$

(69,066,110)

$

(4,133,900)

$

3,743,206

$

42,920,734

2,109,127

$

3,940,615

$

—

Simplify

Barrier

Income

ETF

28,842,000

—

(28,767,644)

1,180,914

(1,255,270)

—

—

524,493

—

Simplify

Intermediate

Term

Treasury

Futures

Strategy

ETF

39,352,785

—

(38,850,040)

(2,629,954)

2,127,209

—

—

126,809

—

Simplify

Multi-QIS

Alternative

ETF

86,368,364

39,752,435

(45,162,108)

(10,021,008)

(25,145,373)

45,792,310

3,777,620

462,762

—

Simplify

National

Muni

Bond

ETF

67,824,759

—

(28,033,328)

(1,270,633)

(990,302)

37,530,496

1,553,376

1,537,842

—

Simplify

Next

Intangible

Core

Index

ETF

686,375

24,696,533

—

—

(966,018)

24,416,890

822,303

117,482

—

Simplify

Piper

Sandler

US

Small-

Cap

PLUS

Income

ETF

2,530,809

—

—

—

81,787

2,612,596

91,464

40,629

—

Simplify

Target

Distribution

ETF

26,630,000

—

(9,998,962)

606,483

(2,526,516)

14,711,005

624,406

2,916,076

—

Simplify

Treasury

Option

Income

ETF

—

40,443,340

—

—

(484,840)

39,958,500

1,700,000

731,000

—

Simplify

US

Equity

PLUS

Upside

Convexity

ETF

85,560,543

—

(12,646,339)

816,397

(1,504,607)

72,225,994

1,634,812

3,462,958

—

#### $

#### 444,984,398

#### $

#### 110,081,083

#### $

#### (232,524,531)

#### $

#### (15,451,701)

#### $

#### (26,920,724)

#### $

#### 280,168,525

#### 12,313,108

#### $

#### 13,860,666

#### $

#### —

#### At

#### March

#### 31,

#### 2026,

#### open

#### reverse

#### repurchase

#### agreements

#### were

#### as

#### follows:

#### Counterparty

#### Interest

#### Rate

#### Trade

#### Date

#### Maturity

#### Date

#### Face

#### Amount

#### Payable

#### for

#### Reverse

#### Repurchase

#### Agreements
Morgan

Stanley

Capital

Services

LLC

3.90%

3/31/2026

4/2/2026

$

466,355,964

$

466,355,964

$

466,355,964

$

466,355,964

## 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 Volatility Premium ETF

- **b. EDGAR series identifier (if any):** S000071794

- **c. LEI of Series:** 549300CF4TTP7FLGVJ11

**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:** $1052853188.29

**Total Liabilities:** $475804536.87

**Net Assets:** $577048651.42

**Amount of Assets Invested in Other Investment Companies:** $250907601.39

**Cash Not Reported:** $14264305.70

**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 C000227300 | 0.15%                | -2.33%               | -6.03%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-133751.25              | $1683970.35                                |
| Month 2  | $506.07                  | $-6375573.16                               |
| Month 3  | $-1658.30                | $-15665123.63                              |

**Designated Index Information**

- **Index Name:** Absolute

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CBOE FUTURES EXCHANGE, LLC                  | CBOE VOLATILITY INDEX (VX) FUTURES                  | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               | CORP              | US        |      -2244 | NC      | $1829705.30    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION            | SPX E 2026-04-17 CALL 6550                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        449 | NC      | $5078190.00    | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION            | SPXW E 2026-03-31 PUT 5600                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        200 | NC      | $600.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | E-mini S&P 500 Futures, Jun-2026,ETH                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |       -350 | NC      | $2020375.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION            | VIX E 2026-05-19 CALL 70                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |      22700 | NC      | $1089600.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | U.S. Treasury Bond Options                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -800 | NC      | $-200000.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills                | B 0 06/23/26                                        | CUSIP: 912797UB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25000000 | PA      | $24793941.00   | 4.30%             | 2026-06-23      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | Morgan Stanley                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Short            | RA               | CORP              | US        | -466355964 | PA      | $-466355964.00 | -80.82%           |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills                | B 0 04/09/26                                        | CUSIP: 912797SL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   26000000 | PA      | $25979148.00   | 4.50%             | 2026-04-09      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION            | SPXW E 2026-03-31 PUT 6155                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        525 | NC      | $2625.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills                | B 0 05/14/26                                        | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11000000 | PA      | $10952280.57   | 1.90%             | 2026-05-14      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| United States Treasury Bills                | B 0 06/25/26                                        | CUSIP: 912797TE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  480000000 | PA      | $475938888.00  | 82.48%            | 2026-06-25      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION            | CBOE S&P 500 CLOSE/EURO INDEX (End of Week Option)  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |         51 | NC      | $674730.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Simplify Exchange Traded Funds              | Simplify National Muni Bond ETF                     | CUSIP: 82889N442<br>LEI: 529900353K7RNME76302 | Long             | EC               | RF                | US        |    1553376 | NS      | $37530496.19   | 6.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Simplify Exchange Traded Funds              | Simplify Multi-QIS Alternative ETF                  | CUSIP: 82889N533<br>LEI: 5493000ECD76VI8L4769 | Long             | EC               | RF                | US        |    3777620 | NS      | $45792309.64   | 7.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Simplify Exchange Traded Funds              | Simplify Target 15 Distribution ETF                 | CUSIP: 82889N350<br>LEI: 529900JQIPPXKF841S91 | Long             | EC               | RF                | US        |     624406 | NS      | $14711005.36   | 2.55%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION            | SPXW E 2026-03-31 CALL 6460                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        -51 | NC      | $-346035.00    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION            | CBOE S&P 500 CLOSE/EURO INDEX (End of Week Option)  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        200 | NC      | $1000.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION            | VIX E 2026-05-19 CALL 60                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |       2000 | NC      | $136000.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Simplify Exchange Traded Funds              | Simplify Piper Sandler US Small-Cap PLUS Income ETF | CUSIP: 82889N327<br>LEI: 529900HP1B2TAHG5WR46 | Long             | EC               | RF                | US        |      91464 | NS      | $2612595.99    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Simplify Exchange Traded Funds              | Simplify US Equity PLUS Upside Convexity ETF        | CUSIP: 82889N301<br>LEI: 549300CV9WBB54HLYP95 | Long             | EC               | RF                | US        |    1634812 | NS      | $72225994.16   | 12.52%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills                | B 0 07/14/26                                        | CUSIP: 912797UP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5000000 | PA      | $4948144.45    | 0.86%             | 2026-07-14      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| CBOE FUTURES EXCHANGE, LLC                  | CBOE VOLATILITY INDEX (VX) FUTURES                  | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               | CORP              | US        |      -2313 | NC      | $-8705391.00   | -1.51%            |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION            | CBOE S&P 500 CLOSE/EURO INDEX (End of Week Option)  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        200 | NC      | $2500.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION            | VIX E 2026-05-19 PUT 20                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |     -35000 | NC      | $-3797500.00   | -0.66%            |  |  |  | No            |                  1 | On Loan: No      |
| Simplify Exchange Traded Funds              | Simplify Next Intangible Core Index ETF             | CUSIP: 82889N475<br>LEI: 529900FEHCU1E5QFD534 | Long             | EC               | RF                | US        |     822303 | NS      | $24416889.67   | 4.23%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills                | B 0 04/07/26                                        | CUSIP: 912797TG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6000000 | PA      | $5996394.72    | 1.04%             | 2026-04-07      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| United States Treasury Bills                | B 0 06/30/26                                        | CUSIP: 912797UC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   24000000 | PA      | $23784438.00   | 4.12%             | 2026-06-30      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Simplify Exchange Traded Funds              | Simplify Aggregate Bond ETF                         | CUSIP: 82889N723<br>LEI: 549300B8RWCP96ER9S22 | Long             | EC               | RF                | US        |    2109127 | NS      | $42920734.45   | 7.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Simplify Exchange Traded Funds              | Simplify Treasury Option Income ETF                 | CUSIP: 82889N640<br>LEI: 549300LQ7VHDVPTEGI80 | Long             | EC               | RF                | US        |    1700000 | NS      | $39958500.00   | 6.92%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills                | B 0 04/21/26                                        | CUSIP: 912797TJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  165000000 | PA      | $164667661.95  | 28.54%            | 2026-04-21      | None          | 0.00%                 | 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        |     361082 | NS      | $361081.53     | 0.06%             |  |  |  | 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