# EDGAR Filing Document

**Accession Number:** 0001810747
**File Stem:** 0000940400-26-007085
**Filing Date:** 2026-2
**Character Count:** 7160
**Document Hash:** 41bf77d89b51b57b552f91a4c0ac7cc4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-007085.hdr.sgml**: 20260223

**ACCESSION NUMBER**: 0000940400-26-007085

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260223

**DATE AS OF CHANGE**: 20260223

**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:** 26664172

**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            |

## 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:** 2025-12-31

**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:** $3496564147.20

**Total Liabilities:** $1811853452.51

**Net Assets:** $1684710694.69

**Stand-by Commitments:** $1811634962.04

**Cash Not Reported:** $22.09

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 70722.15544000 | **5-Year:** 696143.23536000 | **10-Year:** 26816.34005000 | **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 | 0.61%                | 0.58%                | 0.53%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $7824791.85              | $-3871870.34                               |
| Month 2  | $1099780.49              | $4118189.86                                |
| Month 3  | $3607662.88              | $-476298.67                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| TREASURY BILL                        | United States Treasury Bill          | CUSIP: 912797TJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   80000000 | PA      | $79147135.20   | 4.70%             | 2026-04-21      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Simplify Government Money Market ETF | Simplify Government Money Market ETF | CUSIP: 82889N269<br>LEI: 529900UXSTJQHYE7H806 | Long             | STIV             | RF                | US        |   14854000 | NS      | $1486736860.00 | 88.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae or Freddie Mac            | Fannie Mae or Freddie Mac            | CUSIP: 01F060618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28750000 | PA      | $29531046.36   | 1.75%             | 2056-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac            | Fannie Mae or Freddie Mac            | CUSIP: 01F050619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  625000000 | PA      | $624099100.00  | 37.04%            | 2056-01-01      | Fixed         | 5.00%                 | 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        |    8072768 | NS      | $8072767.88    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                        | United States Treasury Bill          | CUSIP: 912797SS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   32000000 | PA      | $31833697.92   | 1.89%             | 2026-02-24      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| TREASURY BILL                        | United States Treasury Bill          | CUSIP: 912797TB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   73500000 | PA      | $72870044.00   | 4.33%             | 2026-03-31      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Fannie Mae or Freddie Mac            | Fannie Mae or Freddie Mac            | CUSIP: 01F052615<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 1000000000 | PA      | $1014762050.00 | 60.23%            | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-21

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

**Signature:** Paul Kim

**Name of Signer:** Paul Kim

**Title:** Trustee & President