# EDGAR Filing Document

**Accession Number:** 0001810747
**File Stem:** 0000940400-26-007086
**Filing Date:** 2026-2
**Character Count:** 17405
**Document Hash:** 05e685165822e7d9cbc78c7f54fa81d3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-007086.hdr.sgml**: 20260223

**ACCESSION NUMBER**: 0000940400-26-007086

**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:** 26664175

**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 Volatility Premium ETF (Series ID: S000071794)

| Class ID   | Class Name                      | Ticker Symbol   |
|:---|:---|:---|
| C000227300 | Simplify Volatility Premium ETF | SVOL            |

## 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 Volatility Premium ETF

- **b. EDGAR series identifier (if any):** S000071794

- **c. LEI of Series:** 549300CF4TTP7FLGVJ11

**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:** $1441196419.64

**Total Liabilities:** $806046566.93

**Net Assets:** $635149852.71

**Amount of Assets Invested in Other Investment Companies:** $333362308.49

**Cash Not Reported:** $21033395.58

**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 C000227300 | 0.11%                | 1.59%                | 1.20%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4109484.51             | $7455037.95                                |
| Month 2  | $-220132.84              | $-9720273.55                               |
| Month 3  | $1517229.58              | $-15789368.55                              |

**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.         | US LONG BOND(CBT)                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       1756 | NC      | $-2243656.25   | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ, INC.                                        | NASDAQ 100 INDEX                                    | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |        130 | NC      | $4737200.00    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                           | S&P 500 INDEX                                       | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |        200 | NC      | $7000.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                           | S&P 500 INDEX                                       | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |        200 | NC      | $5000.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                           | S&P 500 INDEX                                       | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |        200 | NC      | $4500.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                           | S&P 500 INDEX                                       | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |        200 | NC      | $2000.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                           | S&P 500 INDEX                                       | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |        922 | NC      | $2766.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                           | THE CBOE VOLATILITY INDEX                           | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       9115 | NC      | $227875.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                           | THE CBOE VOLATILITY INDEX                           | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |      20000 | NC      | $660000.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                           | THE CBOE VOLATILITY INDEX                           | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |      40000 | NC      | $200000.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                           | THE CBOE VOLATILITY INDEX                           | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |      10885 | NC      | $43540.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.         | U.S. TREASURY NOTE BOND WEEK 2                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -800 | NC      | $-325000.00    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                           | S&P 500 INDEX                                       | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |        200 | NC      | $1000.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Simplify Multi-QIS Alternative ETF                  | Simplify Multi-QIS Alternative ETF                  | CUSIP: 82889N533<br>LEI: 5493000ECD76VI8L4769 | Long             | EC               | RF                | US        |    3777620 | NS      | $56064413.94   | 8.83%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                                       | United States Treasury Bill                         | CUSIP: 912797TJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  165000000 | PA      | $163240966.35  | 25.70%            | 2026-04-21      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| TREASURY BILL                                       | United States Treasury Bill                         | CUSIP: 912797TG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6000000 | PA      | $5944322.10    | 0.94%             | 2026-04-07      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Simplify US Equity PLUS Upside Convexity ETF        | Simplify US Equity PLUS Upside Convexity ETF        | CUSIP: 82889N301<br>LEI: 549300CV9WBB54HLYP95 | Long             | EC               | RF                | US        |    1634812 | NS      | $76175863.43   | 11.99%            |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                                       | United States Treasury Bill                         | CUSIP: 912797TK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  857000000 | PA      | $847294209.33  | 133.40%           | 2026-04-28      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| TREASURY BILL                                       | United States Treasury Bill                         | CUSIP: 912797RH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   50000000 | PA      | $49971055.50   | 7.87%             | 2026-01-08      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | Morgan Stanley                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Short            | RA               | CORP              | US        | -794295317 | PA      | $-794295317.00 | -125.06%          |  |  |  | No            |                  2 | On Loan: No      |
| Simplify Next Intangible Core Index ETF             | Simplify Next Intangible Core Index ETF             | CUSIP: 82889N475<br>LEI: 529900FEHCU1E5QFD534 | Long             | EC               | RF                | US        |     822303 | NS      | $26742444.78   | 4.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Simplify National Muni Bond ETF                     | Simplify National Muni Bond ETF                     | CUSIP: 82889N442<br>LEI: 529900353K7RNME76302 | Long             | EC               | RF                | US        |    1553376 | NS      | $38849933.76   | 6.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.         | U.S. TREASURY BOND                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -1500 | NC      | $-1007812.50   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Simplify Aggregate Bond ETF                         | Simplify Aggregate Bond ETF                         | CUSIP: 82889N723<br>LEI: 549300B8RWCP96ER9S22 | Long             | EC               | RF                | US        |    1859127 | NS      | $38483928.90   | 6.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Simplify Piper Sandler US Small-Cap PLUS Income ETF | Simplify Piper Sandler US Small-Cap PLUS Income ETF | CUSIP: 82889N327<br>LEI: 529900HP1B2TAHG5WR46 | Long             | EC               | RF                | US        |      91464 | NS      | $2701453.26    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                                       | United States Treasury Bill                         | CUSIP: 912797TB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10000000 | PA      | $9914291.70    | 1.56%             | 2026-03-31      | None          | 0.00%                 | 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        |   13563279 | NS      | $13563279.37   | 2.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Simplify Target 15 Distribution ETF                 | Simplify Target 15 Distribution ETF                 | CUSIP: 82889N350<br>LEI: 529900JQIPPXKF841S91 | Long             | EC               | RF                | US        |     624406 | NS      | $15841180.22   | 2.49%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                                       | United States Treasury Bill                         | CUSIP: 912797SS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   50000000 | PA      | $49740153.00   | 7.83%             | 2026-02-24      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| TREASURY BILL                                       | United States Treasury Bill                         | CUSIP: 912797ST5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12500000 | PA      | $12426265.63   | 1.96%             | 2026-03-03      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.         | U.S. TREASURY BOND                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -800 | NC      | $-162500.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.         | U.S. TREASURY BOND                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -800 | NC      | $-312500.00    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ, INC.                                        | NASDAQ 100 INDEX                                    | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |        125 | NC      | $1250.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE FUTURES EXCHANGE, LLC                          | CBOE VIX                                            | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               | CORP              | US        |      -7509 | NC      | $2720884.23    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE FUTURES EXCHANGE, LLC                          | CBOE VIX                                            | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               | CORP              | US        |      -1663 | NC      | $5064639.80    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                    | S&P500 EMINI                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |       -380 | NC      | $-104762.50    | -0.02%            |  |  |  | No            |                  1 | 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