# EDGAR Filing Document

**Accession Number:** 0001810747
**File Stem:** 0000940400-26-021291
**Filing Date:** 2026-5
**Character Count:** 12790
**Document Hash:** 5c01bdd1075f8f71a3b07b64eb572993
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-021291.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0000940400-26-021291

**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:** 261023876

**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 DBi CTA Managed Futures Index ETF (Series ID: S000100872)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000270793 | Simplify DBi CTA Managed Futures Index ETF | SDMF            |

## Nport-Ex

#### Simplify

#### DBI

#### CTA

#### Managed

#### Futures

#### Index

#### ETF

#### Consolidated

#### Schedule

#### of

#### Investments
March 31, 2026

(Unaudited)

#### Principal

#### Value

#### U.S.

#### Treasury

#### Bills

#### –

#### 98.6%
U.S.

Treasury

Bill,

3.68%,

5/21/2026

(a) ........................................

$

1,250,000

$

1,243,713

U.S.

Treasury

Bill,

3.68%,

6/23/2026

(a)(b) ......................................

1,250,000

1,239,697

U.S.

Treasury

Bill,

3.69%,

7/7/2026

(a) .........................................

50,000

49,515

U.S.

Treasury

Bill,

3.69%,

7/21/2026

(a) ........................................

1,800,000

1,780,006

Total

U.S.

Treasury

Bills

(Cost

$4,312,842)

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

4,312,931

#### Shares

#### Money

#### Market

#### Fund

#### –

#### 4.4%
Dreyfus

Treasury

Obligations

Cash

Management

Fund,

Institutional

Shares,

3.54%(c)

(Cost

$193,544)

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

193,544

193,544

Total

Investments

–

103.0%

(Cost

$4,506,386)

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

$

4,506,475

Liabilities

in

Excess

of

Other

Assets

–

(3.0)%

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

(130,842)

#### Net

#### Assets

#### –

#### 100.0%

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

#### $

#### 4,375,633
(a) Represents

a

zero

coupon

bond.

Rate

shown

reflects

the

effective

yield.

(b) Securities

with

an

aggregate

market

value

of

$991,750

have

been

pledged

as

collateral

for

swaps

as

of

March

31,

2026. (c) Rate

shown

reflects

the

7-day

yield

as

of

March

31,

2026. 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)
TRSSG0001\*

3/15/2027

0.10%

(c) SG

2,539,752

$

(166,006)

TRSSG0002\*

3/15/2027

0.00%

(c) SG

2,540,596

101,653

TRSSG0003\*

4/30/2027

0.10%

(c) SG

1,989,121

4,826

TRSSG0004\*

4/30/2027

0.00%

(c) SG

1,740,202

(1,432)

$

(60,959)

\*

The

aggregate

market

value

of

the

constituents

of

the

swap

reference

index

have

been

shown

below

for

derivative

based

indices.

(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) Payments

made

quarterly.

Abbreviations:

SG

:

Societe

Generale

#### Simplify

#### DBI

#### CTA

#### Managed

#### Futures

#### Index

#### ETF

#### Consolidated

#### Schedule

#### of

#### Investments
(Continued)

March 31, 2026

(Unaudited)

\*

The

following

table

shows

the

individual

and

related

values

of

the

securities

within

the

TRSSG0001

basket

\*

The

following

table

shows

the

individual

and

related

values

of

the

securities

within

the

TRSSG0002

basket

\*

The

following

table

shows

the

individual

and

related

values

of

the

securities

within

the

TRSSG0003

basket

Security

description

Notional

Value

Long

Short

Market

Value

%

of

basket

US

Treasury

Note,

2yr

$2,127,417

Short

28.67%

S&P

500

E-mini

1,084,934

Short

14.62%

US

Treasury

Note

1,061,553

Short

14.31%

JPY/USD

Future

Active

Contract

1,043,562

Short

14.06%

EUR/USD

Future

Active

Contract

741,249

Long

9.99%

MSCI

EAFE

Index

Futures

718,639

Long

9.68%

MSCI

Emerging

Markets

(EM)

Index

Futures

445,736

Long

6.01%

US

Treasury

Bond

Future

197,555

Short

2.66%

Total

$7,420,645

100.0%

Security

description

Notional

Value

Long

Short

Market

Value

%

of

basket

Crude

Oil,

WTI

$321,491

Long

54.81%

Gold,

oz

265,095

Long

45.19%

Total

$586,586

100.0%

Security

description

Notional

Value

Long

Short

Market

Value

%

of

basket

US

Treasury

Note,

2yr

$1,778,796

Short

28.67%

S&P

500

E-mini

907,145

Short

14.62%

US

Treasury

Note

887,595

Short

14.31%

JPY/USD

Future

Active

Contract

872,552

Short

14.06%

EUR/USD

Future

Active

Contract

619,780

Long

9.99%

MSCI

EAFE

Index

Futures

600,875

Long

9.68%

MSCI

Emerging

Markets

(EM)

Index

Futures

372,693

Long

6.01%

US

Treasury

Bond

Future

165,181

Short

2.66%

Total

$

6,204,617

100.0%

#### Simplify

#### DBI

#### CTA

#### Managed

#### Futures

#### Index

#### ETF

#### Consolidated

#### Schedule

#### of

#### Investments
(Continued)

March 31, 2026

(Unaudited)

\*

The

following

table

shows

the

individual

and

related

values

of

the

securities

within

the

TRSSG0004

basket

Security

description

Notional

Value

Long

Short

Market

Value

%

of

basket

Crude

Oil,

WTI

$212,253

Long

54.81%

Gold,

oz

175,020

Long

45.19%

Total

$

387,273

100.0%

## 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 DBi CTA Managed Futures Index ETF

- **b. EDGAR series identifier (if any):** S000100872

- **c. LEI of Series:** 529900SFGLVEUBXV3J53

**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:** $4543503.99

**Total Liabilities:** $167866.13

**Net Assets:** $4375637.86

**Amount of Assets Invested in Other Investment Companies:** $1022405.25

**Cash Not Reported:** $326009.00

**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 C000270793 |  | 3.89%                | -3.73%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $0.00                                      |
| Month 2  | $55412.20                | $99.09                                     |
| Month 3  | $0.00                    | $-2.36                                     |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| United States Treasury Bills | B 0 06/23/26              | CUSIP: 912797UB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1250000 | PA      | $1239697.05   | 28.33%            | 2026-06-23      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| United States Treasury Bills | B 0 05/21/26              | CUSIP: 912797SV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1250000 | PA      | $1243713.11   | 28.42%            | 2026-05-21      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC  | TRS DBMFNC INDEX          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               | CORP              | US        |         1 | NC      | $-166005.77   | -3.79%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills | B 0 07/21/26              | CUSIP: 912797UQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $1384449.21   | 31.64%            | 2026-07-21      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE             | TRS DBMFC INDEX           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               | CORP              | FR        |         1 | NC      | $-1432.08     | -0.03%            |  |  |  | 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        |    193544 | NS      | $193544.05    | 4.42%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE             | TRS DBMFNC INDEX          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               | CORP              | FR        |         1 | NC      | $4825.86      | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC  | TRS DBMFC INDEX           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               | CORP              | US        |         1 | NC      | $101652.72    | 2.32%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills | B 0 07/07/26              | CUSIP: 912797UN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50000 | PA      | $49514.75     | 1.13%             | 2026-07-07      | 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