# EDGAR Filing Document

**Accession Number:** 0001810747
**File Stem:** 0000940400-26-021288
**Filing Date:** 2026-5
**Character Count:** 14448
**Document Hash:** 42c1ac0f65ca00fe74f502614c9044f7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-021288.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0000940400-26-021288

**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:** 261023873

**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
March

31,

2026

(Unaudited)

#### Shares

#### Value

#### U.S.

#### Exchange-Traded

#### Funds

#### –

#### 67.8%
Money

Market

ETFs

-

67.8%

Simplify

Government

Money

Market

ETF(a)(b)(c)

(Cost

$37,201,233)

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

371,624

$

37,184,697

#### Principal

#### U.S.

#### Treasury

#### Bills

#### –

#### 51.6%
U.S.

Treasury

Bill,

6.45%,

4/7/2026

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

$

2,000,000

1,998,798

U.S.

Treasury

Bill,

3.67%,

6/23/2026

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

3,500,000

3,471,152

U.S.

Treasury

Bill,

6/25/2026

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

15,000,000

14,873,090

U.S.

Treasury

Bill,

3.73%,

7/21/2026

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

6,000,000

5,933,354

U.S.

Treasury

Bill,

3.69%,

7/28/2026

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

2,000,000

1,976,384

Total

U.S.

Treasury

Bills

(Cost

$28,251,443)

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

28,252,778

#### Shares

#### Money

#### Market

#### Fund

#### –

#### 0.2%
Dreyfus

Treasury

Obligations

Cash

Management

Fund,

Institutional

Shares,

3.54%(e)

(Cost

$103,713)

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

103,713

103,713

#### Number

#### of

#### Contracts

#### Notional

#### Amount

#### Purchased

#### Options

#### –

#### 0.1%

#### Calls

#### –

#### Exchange-Traded

#### –

#### 0.1%
S&P

500

Index,

April

Strike

Price

$7,350,

Expires

4/01/26

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

38,220,000

S&P

500

Index,

April

Strike

Price

$7,200,

Expires

4/17/26

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

15,120,000

1,155

S&P

500

Index,

April

Strike

Price

$7,275,

Expires

4/17/26

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

35,647,500

2,205

S&P

500

Index,

April

Strike

Price

$7,380,

Expires

4/17/26

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

16,974,000

747

S&P

500

Index,

June

Strike

Price

$7,300,

Expires

6/18/26

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

21,170,000

27,550

31,917

Total

Purchased

Options

(Cost

$519,015)

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

31,917

Total

Investments

–

119.7%

(Cost

$66,075,404)

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

$

65,573,105

Liabilities

in

Excess

of

Other

Assets

–

(19.7)%

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

(10,774,682)

#### Net

#### Assets

#### –

#### 100.0%

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

#### $

#### 54,798,423
(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) Securities

with

an

aggregate

market

value

of

$21,132,672

have

been

pledged

as

collateral

for

options

as

of

March

31,

2026. (d) Represents

a

zero

coupon

bond.

Rate

shown

reflects

the

effective

yield.

(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:
Gold

OZ

Future

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

$

81,407,640

6/26/26

$

1,018,573

#### Simplify

#### Gold

#### Strategy

#### PLUS

#### Income

#### 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

Government

Money

Market

ETF

$

—

$

60,657,805

$

(23,420,985)

$

(35,587)

$

(16,536)

$

37,184,697

371,624

$

699,299

$

—

#### $

#### —

#### $

#### 60,657,805

#### $

#### (23,420,985)

#### $

#### (35,587)

#### $

#### (16,536)

#### $

#### 37,184,697

#### 371,624

#### $

#### 699,299

#### $

#### —

#### 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

$

14,573,624

$

14,573,624

$

14,573,624

$

14,573,624

## 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:** 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:** $69225426.13

**Total Liabilities:** $14599166.14

**Net Assets:** $54626259.99

**Amount of Assets Invested in Other Investment Companies:** $15972086.49

**Cash Not Reported:** $1111391.88

**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 | 10.81%               | 14.13%               | -22.74%              |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-87.99                  | $-15558.54                                 |
| Month 2  | $-20465.44               | $13014.39                                  |
| Month 3  | $3551.86                 | $-7264.80                                  |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| THE OPTIONS CLEARING CORPORATION | SPXW E 2026-04-17 CALL 7275          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        42 | NC      | $1890.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITIES EXCHANGE CENTER      | Gold Futures, Jun-2026,ETH           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |       127 | NC      | $846413.32    | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills     | B 0 06/25/26                         | CUSIP: 912797TE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $14873090.25  | 27.23%            | 2026-06-25      | 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        |   3500000 | PA      | $3471151.74   | 6.35%             | 2026-06-23      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| United States Treasury Bills     | B 0 07/21/26                         | CUSIP: 912797UQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5933353.74   | 10.86%            | 2026-07-21      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | SPXW E 2026-03-31 CALL 7350          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        52 | NC      | $260.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | SPXW E 2026-04-17 CALL 7275          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |         7 | NC      | $315.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | SPXW E 2026-04-17 CALL 7200          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        21 | NC      | $1155.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | SPXW E 2026-06-18 CALL 7300          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        29 | NC      | $27550.00     | 0.05%             |  |  |  | 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        |    103713 | NS      | $103712.84    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | SPXW E 2026-04-17 CALL 7380          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        23 | NC      | $747.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills     | B 0 04/07/26                         | CUSIP: 912797TG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1998798.24   | 3.66%             | 2026-04-07      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| United States Treasury Bills     | B 0 07/28/26                         | CUSIP: 912797UR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1976383.62   | 3.62%             | 2026-07-28      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Simplify Exchange Traded Funds   | Simplify Government Money Market ETF | CUSIP: 82889N269<br>LEI: 529900UXSTJQHYE7H806 | Long             | STIV             | RF                | US        |    381624 | NS      | $38185297.44  | 69.90%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC         | Morgan Stanley                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Short            | RA               | CORP              | US        | -14573624 | PA      | $-14573624.00 | -26.68%           |  |  |  | No            |                  2 | 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