# EDGAR Filing Document

**Accession Number:** 0001810747
**File Stem:** 0000940400-25-011499
**Filing Date:** 2025-11
**Character Count:** 23507
**Document Hash:** 9ba5d8c882a34bb56ae6a049b50a0322
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-011499.hdr.sgml**: 20251128

**ACCESSION NUMBER**: 0000940400-25-011499

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251128

**DATE AS OF CHANGE**: 20251128

**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:** 251534492

**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 Gold Strategy PLUS Income ETF (Series ID: S000088355)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000254611 | Simplify Gold Strategy PLUS Income ETF |  |

## Nport-Ex

#### Simplify

#### Gold

#### Strategy

#### PLUS

#### Income

#### ETF

#### Consolidated

#### Schedule

#### of

#### Investments
September

30,

2025

(Unaudited)

#### Shares

#### Value

#### U.S.

#### Exchange-Traded

#### Funds

#### –

#### 58.6%

#### Money

#### Market

#### Funds

#### –

#### 58.6%
Simplify

Government

Money

Market

ETF(a)(b)

(Cost

$25,954,798)

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

259,200

$

25,940,736

#### Principal

#### U.S.

#### Treasury

#### Bills

#### –

#### 39.1%
U.S.

Treasury

Bill,

4.31%,

10/28/2025

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

$

3,400,000

3,389,698

U.S.

Treasury

Bill,

4.18%,

11/13/2025

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

4,500,000

4,478,473

U.S.

Treasury

Bill,

4.01%,

12/4/2025

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

1,000,000

993,076

U.S.

Treasury

Bill,

3.99%,

12/11/2025

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

8,200,000

8,137,898

U.S.

Treasury

Bill,

3.96%,

12/26/2025

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

300,000

297,241

Total

U.S.

Treasury

Bills

(Cost

$17,294,421)

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

17,296,386

#### Number

#### of

#### Contracts

#### Notional

#### Amount

#### Purchased

#### Options

#### –

#### 0.8%

#### Calls

#### –

#### Exchange-Traded

#### –

#### 0.6%
S&P

500

Index,

October

Strike

Price

$6,775,

Expires

10/02/25

...........

42,005,000

S&P

500

Index,

October

Strike

Price

$6,670,

Expires

10/06/25

...........

9,338,000

58,100

S&P

500

Index,

October

Strike

Price

$6,790,

Expires

10/07/25

...........

23,086,000

5,865

S&P

500

Index,

October

Strike

Price

$6,690,

Expires

10/08/25

...........

9,366,000

58,100

S&P

500

Index,

October

Strike

Price

$6,725,

Expires

10/10/25(d)

.........

10,087,500

48,675

S&P

500

Index,

October

Strike

Price

$6,725,

Expires

10/17/25

...........

13,450,000

107,800

279,005

#### Puts

#### –

#### Exchange-Traded

#### –

#### 0.2%
Nasdaq

Index,

October

Strike

Price

$22,550,

Expires

10/10/25(d)

......

9,020,000

4,800

Russell

2000

Index,

October

Strike

Price

$2,240,

Expires

10/08/25(d)

......

10,304,000

3,910

Russell

2000

Index,

October

Strike

Price

$2,215,

Expires

10/10/25(d)

......

9,967,500

4,950

Russell

2000

Index,

October

Strike

Price

$2,230,

Expires

10/10/25(d)

......

10,035,000

5,400

S&P

500

Index,

October

Strike

Price

$6,360,

Expires

10/06/25

...........

45,156,000

10,472

S&P

500

Index,

October

Strike

Price

$6,400,

Expires

10/07/25

...........

31,360,000

12,863

S&P

500

Index,

October

Strike

Price

$6,350,

Expires

10/09/25

...........

50,800,000

28,000

S&P

500

Index,

October

Strike

Price

$6,100,

Expires

10/10/25(d)

.........

8,540,000

3,150

S&P

500

Index,

October

Strike

Price

$6,140,

Expires

10/10/25(d)

.........

8,596,000

3,500

SPDR

Gold

Shares,

October

Strike

Price

$324,

Expires

10/10/25(d)

.......

14,644,800

5,424

SPDR

Gold

Shares,

October

Strike

Price

$328,

Expires

10/10/25(d)

.......

14,956,800

7,524

89,993

Total

Purchased

Options

(Cost

$463,296)

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

368,998

Total

Investments

–

98.5%

(Cost

$43,712,515)

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

$

43,606,120

Other

Assets

in

Excess

of

Liabilities

–

1.5%

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

650,014

#### Net

#### Assets

#### –

#### 100.0%

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

#### $

#### 44,256,134

#### Simplify

#### Gold

#### Strategy

#### PLUS

#### Income

#### ETF

#### Consolidated

#### Schedule

#### of

#### Investments
(Continued)

September

30,

2025

(Unaudited)

#### Value

#### Number

#### of

#### Contracts

#### Notional

#### Amount

#### Written

#### Options

#### –

#### (0.3)%

#### Puts

#### –

#### Exchange-Traded

#### –

#### (0.3)%
Nasdaq

Index,

October

Strike

Price

$23,550,

Expires

10/10/25

........

(4) $

(9,420,000)

$

(15,420)

Russell

2000

Index,

October

Strike

Price

$2,340,

Expires

10/08/25

........

(46) (10,764,000)

(14,260)

Russell

2000

Index,

October

Strike

Price

$2,315,

Expires

10/10/25

........

(45) (10,417,500)

(14,175)

Russell

2000

Index,

October

Strike

Price

$2,330,

Expires

10/10/25

........

(45) (10,485,000)

(18,450)

S&P

500

Index,

October

Strike

Price

$6,400,

Expires

10/10/25

...........

(14) (8,960,000)

(9,240)

S&P

500

Index,

October

Strike

Price

$6,440,

Expires

10/10/25

...........

(14) (9,016,000)

(11,410)

SPDR

Gold

Shares,

October

Strike

Price

$334,

Expires

10/10/25

.........

(452) (15,096,800)

(12,656)

SPDR

Gold

Shares,

October

Strike

Price

$338,

Expires

10/10/25

.........

(456) (15,412,800)

(20,748)

(116,359)

Total

Written

Options

(Premiums

Received

$179,082)

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

$

(116,359)

(a) A

copy

of

the

security's

annual

report

to

shareholders

may

be

obtained

without

charge

at

www.simplify.us.

(b) Securities

with

an

aggregate

market

value

of

$21,799,245

have

been

pledged

as

collateral

for

options

as

of

September

30,

2025. (c) Represents

a

zero

coupon

bond.

Rate

shown

reflects

the

effective

yield.

(d) Held

in

connection

with

Written

Options.

#### At

#### September

#### 30,

#### 2025,

#### open

#### futures

#### contracts

#### were

#### as

#### follows:

#### Number

#### of

#### Contracts

#### Notional

#### Value

#### Expiration

#### Date

#### Value/

#### Unrealized

#### Appreciation
(Depreciation)

#### Long

#### position

#### contracts:
Gold

OZ

Future

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

$

65,844,400

12/29/25

$

1,526,920

#### Summary

#### of

#### Investment

#### Type††

#### Investment

#### Categories

#### %

#### of

#### Net

#### Assets
U.S.

Exchange-Traded

Funds

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

58.6%

U.S.

Treasury

Bills

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

39.1%

Purchased

Options

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

0.8%

Total

Investments

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

98.5%

Other

Assets

in

Excess

of

Liabilities

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

1.5%

#### Net

#### Assets

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

#### 100.0%
††

The

percentage

shown

for

each

investment

category

is

the

total

value

of

investments

in

that

category

as

a

percentage

of

the

net

assets

of

the

Fund.

The

table

depicts

the

Fund's

investments

but

may

not

represent

the

Fund's

market

exposure

to

certain

derivatives,

if

any,

which

are

included

in

Other

Assets

in

Excess

of

Liabilities.

## 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 Gold Strategy PLUS Income ETF

- **b. EDGAR series identifier (if any):** S000088355

- **c. LEI of Series:** 52990021UFP7TNAY7T68

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

- **a. Date of fiscal year-end:** 2026-06-30

- **b. Date as of which information is reported:** 2025-09-30

**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:** $45634098.99

**Total Liabilities:** $1377856.46

**Net Assets:** $44256242.53

**Amount of Assets Invested in Other Investment Companies:** $10444484.06

**Cash Not Reported:** $1326529.75

**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 C000254611 | -3.14%               | 7.76%                | 15.48%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-32.16                  | $13358.30                                  |
| Month 2  | $0.53                    | $-36333.91                                 |
| Month 3  | $-10471.70               | $11542.97                                  |

**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 GLOBAL MARKETS, INC.            | S&P 500 INDEX                        | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       -14 | NC      | $-9240.00     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ, INC.                         | NASDAQ 100 INDEX                     | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |         4 | NC      | $3840.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ, INC.                         | NASDAQ 100 INDEX                     | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |         4 | NC      | $2280.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.            | S&P 500 INDEX                        | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |        71 | NC      | $10472.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.            | S&P 500 INDEX                        | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |        62 | NC      | $465.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                        | United States Treasury Bill          | CUSIP: 912797RE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3400000 | PA      | $3389698.00   | 7.66%             | 2025-10-28      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| TREASURY BILL                        | United States Treasury Bill          | CUSIP: 912797QS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $993075.56    | 2.24%             | 2025-12-04      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| NASDAQ, INC.                         | NASDAQ 100 INDEX                     | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |        -4 | NC      | $-7440.00     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.            | S&P 500 INDEX                        | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |        15 | NC      | $2100.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                        | United States Treasury Bill          | CUSIP: 912797QY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8200000 | PA      | $8137898.69   | 18.39%            | 2025-12-11      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.            | S&P 500 INDEX                        | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |        14 | NC      | $58100.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                        | United States Treasury Bill          | CUSIP: 912797NU7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $297240.83    | 0.67%             | 2025-12-26      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.      | SPDR GOLD SHARES                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -452 | NC      | $-12656.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                        | United States Treasury Bill          | CUSIP: 912797QQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $4478473.13   | 10.12%            | 2025-11-13      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.            | S&P 500 INDEX                        | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       -15 | NC      | $-6300.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.            | RUSSELL 2000 INDEX                   | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       -45 | NC      | $-18450.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.            | RUSSELL 2000 INDEX                   | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       -45 | NC      | $-14175.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.            | S&P 500 INDEX                        | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |        49 | NC      | $12862.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ, INC.                         | NASDAQ 100 INDEX                     | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |         4 | NC      | $4800.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.            | RUSSELL 2000 INDEX                   | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       -46 | NC      | $-14260.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.            | S&P 500 INDEX                        | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       -14 | NC      | $-11410.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Simplify Government Money Market ETF | Simplify Government Money Market ETF | CUSIP: 82889N269<br>LEI: 529900UXSTJQHYE7H806 | Long             | STIV             | RF                | US        |    249200 | NS      | $24939936.00  | 56.35%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.            | S&P 500 INDEX                        | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |        20 | NC      | $107800.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.            | S&P 500 INDEX                        | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |        14 | NC      | $58100.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE, INC.             | GOLD 100 OZ                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |       170 | NC      | $1526920.00   | 3.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.            | S&P 500 INDEX                        | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |        14 | NC      | $3150.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.            | RUSSELL 2000 INDEX                   | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |        45 | NC      | $4950.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.            | S&P 500 INDEX                        | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |        15 | NC      | $48675.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.      | SPDR GOLD SHARES                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -456 | NC      | $-20748.00    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.      | SPDR GOLD SHARES                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       452 | NC      | $5424.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ, INC.                         | NASDAQ 100 INDEX                     | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |        -4 | NC      | $-15420.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.            | S&P 500 INDEX                        | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |        34 | NC      | $5865.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.            | S&P 500 INDEX                        | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |        14 | NC      | $3500.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.            | RUSSELL 2000 INDEX                   | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |        46 | NC      | $3910.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ, INC.                         | NASDAQ 100 INDEX                     | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |        -4 | NC      | $-10960.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.      | SPDR GOLD SHARES                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       456 | NC      | $7524.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.            | RUSSELL 2000 INDEX                   | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |        45 | NC      | $5400.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-26

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

**Signature:** Paul Kim

**Name of Signer:** Paul Kim

**Title:** Trustee & President