# EDGAR Filing Document

**Accession Number:** 0001810747
**File Stem:** 0000940400-25-011495
**Filing Date:** 2025-11
**Character Count:** 10959
**Document Hash:** 0ff888caa7a0877712178aa17c139415
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-011495.hdr.sgml**: 20251128

**ACCESSION NUMBER**: 0000940400-25-011495

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251128

**DATE AS OF CHANGE**: 20251128

**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:** 251534488

**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 Short Term Treasury Futures Strategy ETF (Series ID: S000077857)

| Class ID   | Class Name                                        | Ticker Symbol   |
|:---|:---|:---|
| C000238444 | Simplify Short Term Treasury Futures Strategy ETF | TUA             |

## Nport-Ex

#### Simplify

#### Short

#### Term

#### Treasury

#### Futures

#### Strategy

#### ETF

#### Schedule

#### of

#### Investments
September

30,

2025

(Unaudited)

D

#### Shares

#### Value

#### U.S.

#### Exchange-Traded

#### Funds

#### –

#### 79.2%

#### Money

#### Market

#### Funds

#### –

#### 79.2%
Simplify

Government

Money

Market

ETF(a)(b)

(Cost

$497,320,272)

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

4,971,000

$

497,497,680

#### Principal

#### U.S.

#### Treasury

#### Bills

#### –

#### 19.9%
U.S.

Treasury

Bill,

4.33%,

10/28/2025

(c) ........................................

$

32,900,000

32,800,313

U.S.

Treasury

Bill,

4.21%,

11/13/2025

(c) ........................................

12,500,000

12,440,203

U.S.

Treasury

Bill,

3.96%,

12/11/2025

(c) ........................................

10,000,000

9,924,267

U.S.

Treasury

Bill,

3.96%,

12/26/2025

(c) ........................................

70,000,000

69,356,194

Total

U.S.

Treasury

Bills

(Cost

$124,510,471)

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

124,520,977

Total

Investments

–

99.1%

(Cost

$621,830,743)

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

$

622,018,657

Other

Assets

in

Excess

of

Liabilities

–

0.9%

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

5,961,408

#### Net

#### Assets

#### –

#### 100.0%

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

#### $

#### 627,980,065
(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) Represents

a

zero

coupon

bond.

Rate

shown

reflects

the

effective

yield.

#### At

#### September

#### 30,

#### 2025,

#### open

#### futures

#### contracts

#### were

#### as

#### follows:

#### Number

#### of

#### Contracts

#### Notional

#### Value

#### Expiration

#### Date

#### Value/

#### Unrealized

#### Appreciation
(Depreciation)

#### Long

#### position

#### contracts:
U.S.

2-Year

Treasury

Notes

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

15,597

$

3,250,390,437

12/31/25

$

(825,755)

#### 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

$

—

$

497,320,272

$

—

$

—

$

177,408

$

497,497,680

4,971,000

$

2,764,440

$

—

#### $

#### —

#### $

#### 497,320,272

#### $

#### —

#### $

#### —

#### $

#### 177,408

#### $

#### 497,497,680

#### 4,971,000

#### $

#### 2,764,440

#### $

#### —

#### Summary

#### of

#### Investment

#### Type††

#### Investment

#### Categories

#### %

#### of

#### Net

#### Assets
U.S.

Exchange-Traded

Funds

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

79.2%

U.S.

Treasury

Bills

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

19.9%

Total

Investments

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

99.1%

Other

Assets

in

Excess

of

Liabilities

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

0.9%

#### Net

#### Assets

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

#### 100.0%

#### Simplify

#### Short

#### Term

#### Treasury

#### Futures

#### Strategy

#### ETF

#### Schedule

#### of

#### Investments
(Continued)

September

30,

2025

(Unaudited)

††

The

percentage

shown

for

each

investment

category

is

the

total

value

of

investments

in

that

category

as

a

percentage

of

the

net

assets

of

the

Fund.

The

table

depicts

the

Fund's

investments

but

may

not

represent

the

Fund's

market

exposure

to

certain

derivatives,

if

any,

which

are

included

in

Other

Assets

in

Excess

of

Liabilities.

## 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 Short Term Treasury Futures Strategy ETF

- **b. EDGAR series identifier (if any):** S000077857

- **c. LEI of Series:** 549300YIMTGOZR5X9280

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-06-30

- **b. Date as of which information is reported:** 2025-09-30

**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:** $645539596.05

**Total Liabilities:** $17559520.59

**Net Assets:** $627980075.46

**Cash Not Reported:** $23699440.05

**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 C000238444 | -2.24%               | 2.87%                | -0.02%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2555.51                | $456723.89                                 |
| Month 2  | $631.77                  | $-284434.73                                |
| Month 3  | $1225.66                 | $1587.22                                   |

**Designated Index Information**

- **Index Name:** ICE U.S. Treasury 7 - 10 Year Total Return Index in USD

- **Index Identifier:** IDCOT7TR 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: 912797QY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9924266.70   | 1.58%             | 2025-12-11      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 2YR NOTE (CBT)                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |     15597 | NC      | $-825754.92   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Simplify Government Money Market ETF        | Simplify Government Money Market ETF | CUSIP: 82889N269<br>LEI: 529900UXSTJQHYE7H806 | Long             | STIV             | RF                | US        |   4971000 | NS      | $497497680.00 | 79.22%            |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill          | CUSIP: 912797NU7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  70000000 | PA      | $69356194.60  | 11.04%            | 2025-12-26      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill          | CUSIP: 912797RE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32900000 | PA      | $32800313.00  | 5.22%             | 2025-10-28      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill          | CUSIP: 912797QQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12500000 | PA      | $12440203.13  | 1.98%             | 2025-11-13      | None          | 0.00%                 | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-26

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

**Signature:** Paul Kim

**Name of Signer:** Paul Kim

**Title:** Trustee & President