# EDGAR Filing Document

**Accession Number:** 0001810747
**File Stem:** 0000940400-26-021293
**Filing Date:** 2026-5
**Character Count:** 8988
**Document Hash:** 8c16de9fa3e51b447d9aaf8277896243
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-021293.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0000940400-26-021293

**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:** 261023879

**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 Treasury Option Income ETF (Series ID: S000077869)

| Class ID   | Class Name                          | Ticker Symbol   |
|:---|:---|:---|
| C000238457 | Simplify Treasury Option Income ETF | BUCK            |

## Nport-Ex

#### Simplify

#### Treasury

#### Option

#### Income

#### ETF

#### Schedule

#### of

#### Investments
March

31,

2026

(Unaudited)

#### Shares

#### Value

#### U.S.

#### Exchange-Traded

#### Funds

#### –

#### 99.8%
Money

Market

ETFs

-

99.8%

Simplify

Government

Money

Market

ETF(a)(b)

(Cost

$411,225,714)

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

4,106,911

$

410,937,515

#### Money

#### Market

#### Fund

#### –

#### 0.2%
Dreyfus

Treasury

Obligations

Cash

Management

Fund,

Institutional

Shares,

3.54%(c)

(Cost

$995,522)

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

995,522

995,522

Total

Investments

–

100.0%

(Cost

$412,221,236)

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

$

411,933,037

Other

Assets

in

Excess

of

Liabilities

–

0.0%†

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

162,160

#### Net

#### Assets

#### –

#### 100.0%

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

#### $

#### 412,095,197

#### Number

#### of

#### Contracts

#### Notional

#### Amount

#### Written

#### Options

#### –

#### (0.1)%

#### Puts

#### –

#### Exchange-Traded

#### –

#### (0.1)%
U.S.

Long

Bond,

April

Strike

Price

$109,

Expires

4/24/26

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

(700) $

(76,300,000)

$

(131,250)

U.S.

Long

Bond,

May

Strike

Price

$106,

Expires

5/22/26

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

(600) (63,600,000)

(150,000)

(281,250)

#### Calls

#### –

#### Exchange-Traded

#### –

#### (0.0)%†
U.S.

Long

Bond,

April

Strike

Price

$119,

Expires

4/24/26

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

(700) $

(83,300,000)

$

(98,438)

U.S.

Long

Bond,

April

Strike

Price

$120,

Expires

4/24/26

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

(700) (84,000,000)

(65,625)

(164,063)

Total

Written

Options

(Premiums

Received

$839,805)

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

$

(445,313)

†

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.simplify.us.

(c) Rate

shown

reflects

the

7-day

yield

as

of

March

31,

2026. #### 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

$

—

$

450,551,715

$

(39,253,854)

$

(72,147)

$

(288,199)

$

410,937,515

4,106,911

$

8,435,522

$

—

#### $

#### —

#### $

#### 450,551,715

#### $

#### (39,253,854)

#### $

#### (72,147)

#### $

#### (288,199)

#### $

#### 410,937,515

#### 4,106,911

#### $

#### 8,435,522

#### $

#### —

## 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 Treasury Option Income ETF

- **b. EDGAR series identifier (if any):** S000077869

- **c. LEI of Series:** 549300LQ7VHDVPTEGI80

**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:** $412679360.40

**Total Liabilities:** $584163.18

**Net Assets:** $412095197.22

**Cash Not Reported:** $745294.41

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000238457 | 0.44%                | 0.25%                | 0.29%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-11701.91               | $-71680.01                                 |
| Month 2  | $-26782.11               | $-159791.15                                |
| Month 3  | $-24943.07               | $26252.97                                  |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | U.S. Treasury Bond Options           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -700 | NC      | $-98437.50    | -0.02%            |  |  |  | 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        |      -700 | NC      | $-65625.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Simplify Exchange Traded Funds              | Simplify Government Money Market ETF | CUSIP: 82889N269<br>LEI: 529900UXSTJQHYE7H806 | Long             | STIV             | RF                | US        |   4106911 | NS      | $410937514.66 | 99.72%            |  |  |  | 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        |      -700 | NC      | $-131250.00   | -0.03%            |  |  |  | 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        |    995522 | NS      | $995522.08    | 0.24%             |  |  |  | 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        |      -600 | NC      | $-150000.00   | -0.04%            |  |  |  | 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