# EDGAR Filing Document

**Accession Number:** 0001810747
**File Stem:** 0000940400-26-021295
**Filing Date:** 2026-5
**Character Count:** 18885
**Document Hash:** 19196ff897df8a4bfe21792577977bf8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-021295.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0000940400-26-021295

**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:** 261023881

**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 US Equity PLUS Managed Futures Strategy ETF (Series ID: S000096492)

| Class ID   | Class Name                                           | Ticker Symbol   |
|:---|:---|:---|
| C000265327 | Simplify US Equity PLUS Managed Futures Strategy ETF |  |

## Nport-Ex

#### Simplify

#### US

#### Equity

#### PLUS

#### Managed

#### Futures

#### Strategy

#### ETF

#### Schedule

#### of

#### Investments
March

31,

2026

(Unaudited)

#### Shares

#### Value

#### U.S.

#### Exchange-Traded

#### Funds

#### –

#### 74.2%
Alternative

Funds

–

3.7%

Simplify

Managed

Futures

Strategy

ETF(a)

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

151,381

$

4,574,734

Equity

Funds

–

70.5%

iShares

Core

S&P

500

ETF(b)

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

133,024

86,892,607

Total

U.S.

Exchange-Traded

Funds

(Cost

$96,739,768)

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

91,467,341

#### Principal

#### U.S.

#### Treasury

#### Bills

#### –

#### 18.8%
U.S.

Treasury

Bill,

3.71%,

4/7/2026

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

$

600,000

599,640

U.S.

Treasury

Bill,

3.63%,

5/5/2026

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

400,000

398,635

U.S.

Treasury

Bill,

3.67%,

5/14/2026

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

5,000,000

4,978,309

U.S.

Treasury

Bill,

3.67%,

5/26/2026

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

750,000

745,841

U.S.

Treasury

Bill,

3.68%,

6/9/2026

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

6,500,000

6,455,311

U.S.

Treasury

Bill,

3.68%,

6/23/2026

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

5,000,000

4,958,788

U.S.

Treasury

Bill,

3.68%,

7/7/2026

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

5,100,000

5,050,504

Total

U.S.

Treasury

Bills

(Cost

$23,186,864)

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

23,187,028

#### Shares

#### Money

#### Market

#### Fund

#### –

#### 0.0%†
Dreyfus

Treasury

Obligations

Cash

Management

Fund,

Institutional

Shares,

3.54%(e)

(Cost

$55,236)

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

55,236

55,236

Total

Investments

–

93.0%

(Cost

$119,981,868)

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

$

114,709,605

Other

Assets

in

Excess

of

Liabilities

–

7.0%

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

8,699,567

#### Net

#### Assets

#### –

#### 100.0%

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

#### $

#### 123,409,172
†

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.ishares.com.

(c) Represents

a

zero

coupon

bond.

Rate

shown

reflects

the

effective

yield.

(d) Securities

with

an

aggregate

market

value

of

$16,190,990

have

been

pledged

as

collateral

for

options

as

of

March

31,

2026. (e) 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)

#### Long

#### position

#### contracts:
S&P

500

E-Mini

Future

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

$

39,095,963

6/18/26

$

(683,803)

#### Simplify

#### US

#### Equity

#### PLUS

#### Managed

#### Futures

#### Strategy

#### 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

Managed

Futures

Strategy

ETF

$

—

$

11,959,940

$

(7,526,499)

$

77,500

$

63,793

$

4,574,734

151,381

$

22,707

$

—

#### $

#### —

#### $

#### 11,959,940

#### $

#### (7,526,499)

#### $

#### 77,500

#### $

#### 63,793

#### $

#### 4,574,734

#### 151,381

#### $

#### 22,707

#### $

#### —
At

March

31,

2026,

over

the

counter

total

return

swap

contracts

outstanding

were

as

follows:

#### Reference

#### Obligation/Index

#### Termination

#### Date(a)

#### Financing

#### Rate

#### Paid
(Received)

#### by

#### the

#### Fund

#### Counterparty

#### Notional

#### Amount

#### Unrealized

#### Appreciation/

#### (Depreciation)(b)
BA0001(c)

2/8/2027

4.68%

(SOFR

+1.00%)(d)

BOFA

9,674,938

$

668,146

BA0002(c)

3/8/2027

4.43%

(SOFR

+0.75%)(d)

BOFA

89,601,598

3,542,508

CI0001(c)

2/8/2027

4.43%

(SOFR

+0.75%)(d)

CITI

1,934,100

162,135

CI0002(c)

2/8/2027

4.43%

(SOFR

+0.75%)(d)

CITI

1,186,370

102,926

CI0003(c)

2/8/2027

4.43%

(SOFR

+0.75%)(d)

CITI

1,111,200

88,488

CI0006(c)

4/8/2027

4.43%

(SOFR

+0.75%)(d)

CITI

4,521,000

(2,353)

CI0007(c)

4/8/2027

4.43%

(SOFR

+0.75%)(d)

CITI

3,008,000

4,451

CTABA1(c)

1/8/2027

4.68%

(SOFR

+1.00%)(d)

BOFA

2,505,830

289,719

CTACI1(c)

1/12/2027

4.43%

(SOFR

+0.75%)(d)

CITI

615,710

71,345

CTACI2(c)

1/12/2027

4.43%

(SOFR

+0.75%)(d)

CITI

640,648

61,746

CTACI3(c)

1/12/2027

4.43%

(SOFR

+0.75%)(d)

CITI

705,120

72,733

CTACI4(c)

1/12/2027

4.43%

(SOFR

+0.75%)(d)

CITI

563,454

56,235

CTACI5(c)

1/12/2027

4.43%

(SOFR

+0.75%)(d)

CITI

692,750

55,715

CTACI6(c)

1/12/2027

4.43%

(SOFR

+0.75%)(d)

CITI

689,000

59,588

$

5,233,382

(a) The

Fund

pays/receives

annual

coupon

payments

in

accordance

with

the

swap

contract.

On

the

termination

date

of

the

swap

contract(s),

the

Fund

will

either

receive

from

or

pay

to

the

counterparty

an

amount

equal

to

the

net

of

the

accrued

financing

fees

and

the

value

of

the

reference

security

subtracted

from

the

original

notional

cost

(notional

multiplied

by

the

price

change

of

the

reference

security).

(b) There

are

no

upfront

payments

on

the

swap

contracts,

therefore

the

unrealized

gain

(loss)

on

the

swap

contracts

is

equal

to

their

market

value.

(c) Based

on

Simplify

Managed

Futures

Strategy

ETF.

(d) Payments

made

quarterly.

Abbreviations:

BOFA

:

Bank

of

America

CITI

:

Citigroup,

NA

SOFR

:

Secured

Overnight

Financing

Rate

## 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 US Equity PLUS Managed Futures Strategy ETF

- **b. EDGAR series identifier (if any):** S000096492

- **c. LEI of Series:** 529900DHMWXRDNEV4V92

**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:** $123421991.70

**Total Liabilities:** $12820.06

**Net Assets:** $123409171.64

**Cash Not Reported:** $2388401.24

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000265327 | 4.19%                | 7.00%                | -5.01%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $40311.57                                  |
| Month 2  | $-15153.58               | $-633313.96                                |
| Month 3  | $20924.35                | $-4681239.66                               |

**Designated Index Information**

- **Index Name:** S&P 500 Benchmark

- **Index Identifier:** SPX 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CITIBANK, NATIONAL ASSOCIATION        | TRS CTA INDEX                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $56235.19     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION        | TRS CTA INDEX                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $88487.85     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION        | TRS CTA INDEX                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $162134.47    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION | TRS CTA INDEX                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $3542508.25   | 2.87%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Trust                         | iShares Trust CORE S&P500 ETF         | CUSIP: 464287200<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |    133024 | NS      | $86892607.04  | 70.41%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills          | B 0 06/09/26                          | CUSIP: 912797TZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6500000 | PA      | $6455310.49   | 5.23%             | 2026-06-09      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION        | TRS CTA INDEX                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $61746.44     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION | TRS CTA INDEX                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $289718.62    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION        | TRS CTA INDEX                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $59588.11     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION        | TRS CTA INDEX                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $4450.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION        | TRS CTA INDEX                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $55714.87     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills          | B 0 05/05/26                          | CUSIP: 912797TL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $398635.38    | 0.32%             | 2026-05-05      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION        | TRS CTA INDEX                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $71345.04     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION        | TRS CTA INDEX                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $-2352.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Simplify Exchange Traded Funds        | Simplify Managed Futures Strategy ETF | CUSIP: 82889N699<br>LEI: 549300LDDEMEUCZQEO55 | Long             | EC               | RF                | US        |    151381 | NS      | $4574733.82   | 3.71%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION        | TRS CTA INDEX                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $72733.22     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills          | B 0 06/23/26                          | CUSIP: 912797UB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4958788.20   | 4.02%             | 2026-06-23      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION | TRS CTA INDEX                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $668145.58    | 0.54%             |  |  |  | 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        |     55236 | NS      | $55236.41     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills          | B 0 04/07/26                          | CUSIP: 912797TG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $599639.47    | 0.49%             | 2026-04-07      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION        | TRS CTA INDEX                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $102926.47    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills          | B 0 05/14/26                          | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4978309.35   | 4.03%             | 2026-05-14      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| United States Treasury Bills          | B 0 07/07/26                          | CUSIP: 912797UN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5100000 | PA      | $5050504.25   | 4.09%             | 2026-07-07      | None          | 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        |       119 | NC      | $-683802.50   | -0.55%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills          | B 0 05/26/26                          | CUSIP: 912797TT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $745840.63    | 0.60%             | 2026-05-26      | 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