# EDGAR Filing Document

**Accession Number:** 0001810747
**File Stem:** 0000940400-26-022195
**Filing Date:** 2026-5
**Character Count:** 8111
**Document Hash:** a1134bf249875adca9120e0c69090d17
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-022195.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0000940400-26-022195

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**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:** 261043822

**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 Intermediate Term Treasury Futures Strategy ETF (Series ID: S000073384)

| Class ID   | Class Name                                               | Ticker Symbol   |
|:---|:---|:---|
| C000230231 | Simplify Intermediate Term Treasury Futures Strategy ETF | TYA             |

## Nport-Ex

#### Simplify

#### Intermediate

#### Term

#### Treasury

#### Futures

#### Strategy

#### ETF

#### Schedule

#### of

#### Investments
March

31,

2026

(Unaudited)

#### Shares

#### Value

#### U.S.

#### Exchange-Traded

#### Funds

#### –

#### 97.4%
Money

Market

ETFs

-

97.4%

Simplify

Government

Money

Market

ETF(a)(b)

(Cost

$64,174,257)

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

641,500

$

64,188,490

#### Money

#### Market

#### Fund

#### –

#### 0.2%
Dreyfus

Treasury

Obligations

Cash

Management

Fund,

Institutional

Shares,

3.54%(c)

(Cost

$140,638)

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

140,638

140,638

Total

Investments

–

97.6%

(Cost

$64,314,895)

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

$

64,329,128

Other

Assets

in

Excess

of

Liabilities

–

2.4%

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

1,577,438

#### Net

#### Assets

#### –

#### 100.0%

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

#### $

#### 65,906,566
(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. #### At

#### March

#### 31,

#### 2026,

#### open

#### futures

#### contracts

#### were

#### as

#### follows:

#### Number

#### of

#### Contracts

#### Notional

#### Value

#### Expiration

#### Date

#### Value/

#### Unrealized

#### Appreciation
(Depreciation)

#### Long

#### position

#### contracts:
U.S.

10-Year

Treasury

Note

Futures

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

1,749

$

194,220,984

6/18/26

$

(3,652,159)

#### 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

$

—

$

148,364,460

$

(84,241,270)

$

51,068

$

14,232

$

64,188,490

641,500

$

1,832,735

$

—

#### $

#### —

#### $

#### 148,364,460

#### $

#### (84,241,270)

#### $

#### 51,068

#### $

#### 14,232

#### $

#### 64,188,490

#### 641,500

#### $

#### 1,832,735

#### $

#### —

## 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 Intermediate Term Treasury Futures Strategy ETF

- **b. EDGAR series identifier (if any):** S000073384

- **c. LEI of Series:** 5493007SH60KLAWORP05

**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:** $65920666.19

**Total Liabilities:** $14099.93

**Net Assets:** $65906566.26

**Cash Not Reported:** $1180544.17

**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 C000230231 | -1.28%               | 5.52%                | -6.61%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-10535.31               | $30735.07                                  |
| Month 2  | $0.00                    | $-31217.00                                 |
| Month 3  | $-130.39                 | $6270.79                                   |

**Designated Index Information**

- **Index Name:** ICE U.S. Treasury 20+ Year TR Index in USD

- **Index Identifier:** IDCOT20T 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | 10-Year T-Note Futures, Jun-2026,ETH | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      1749 | NC      | $-3652158.65  | -5.54%            |  |  |  | No            |                  1 | On Loan: No      |
| Simplify Exchange Traded Funds              | Simplify Government Money Market ETF | CUSIP: 82889N269<br>LEI: 529900UXSTJQHYE7H806 | Long             | STIV             | RF                | US        |    641500 | NS      | $64188490.00  | 97.39%            |  |  |  | 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        |    140638 | NS      | $140637.61    | 0.21%             |  |  |  | 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