# EDGAR Filing Document

**Accession Number:** 0001810747
**File Stem:** 0001752724-25-205351
**Filing Date:** 2025-8
**Character Count:** 21117
**Document Hash:** cab3974c58fbd91ac16b25de65012882
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-205351.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001752724-25-205351

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20250630

**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:** 251256020

**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 Gamma Emerging Market Bond ETF (Series ID: S000085697)

| Class ID   | Class Name                              | Ticker Symbol   |
|:---|:---|:---|
| C000251041 | Simplify Gamma Emerging Market Bond ETF |  |

## 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:** 646-741-2438

**Item A.2. Information about the Series.**

- **a. Name of Series:** Simplify Gamma Emerging Market Bond ETF

- **b. EDGAR series identifier (if any):** S000085697

- **c. LEI of Series:** 5299007RKKJ9VVHGQM80

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

- **a. Date of fiscal year-end:** 2025-06-30

- **b. Date as of which information is reported:** 2025-06-30

**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:** $12628503.51

**Total Liabilities:** $1133476.35

**Net Assets:** $11495027.16

**Cash Not Reported:** $76.70

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 76.76525000 | **5-Year:** 593.80663000 | **10-Year:** 1593.14480000 | **30-Year:** 52.58745000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 360.77103000 | **5-Year:** 1862.99204000 | **10-Year:** 1423.57971000 | **30-Year:** 76.36328000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000251041 | 0.51%                | 0.99%                | 1.84%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $29122.93                | $-45069.76                                 |
| Month 2  | $-3771.94                | $45381.53                                  |
| Month 3  | $5649.03                 | $139993.32                                 |

**Designated Index Information**

- **Index Name:** Self Reference

- **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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| PETROLEOS MEXICANOS       | Petroleos Mexicanos                                  | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    170000 | PA      | $142800.37    | 1.24%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  1 | On Loan: No      |
| PETROLEOS MEXICANOS       | Petroleos Mexicanos                                  | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    500000 | PA      | $393629.50    | 3.42%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  1 | On Loan: No      |
| DOMINICAN REPUBLIC        | Dominican Republic International Bond                | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    343000 | PA      | $288754.55    | 2.51%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  1 | On Loan: No      |
| BANCOLOMBIA SA            | Bancolombia SA                                       | CUSIP: 05968LAN2<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $210413.60    | 1.83%             | 2034-12-24      | Fixed         | 8.62%                 | No            |                  1 | On Loan: No      |
| COLOMBIA TELECOMUNICACIO  | Colombia Telecomunicaciones SA ESP                   | CUSIP: 000000000<br>LEI: 549300CK4YN0V1C3MN55 | Long             | DBT              | CORP              | CO        |    408000 | PA      | $352683.52    | 3.07%             | 2030-07-17      | Fixed         | 4.95%                 | No            |                  1 | On Loan: No      |
| REPUBLIC OF ARGENTINA     | Argentine Republic Government International Bond     | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    500000 | PA      | $338601.49    | 2.95%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  1 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM  | Volcan Cia Minera SAA                                | CUSIP: 000000000<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $198841.00    | 1.73%             | 2030-01-24      | Fixed         | 8.75%                 | No            |                  1 | On Loan: No      |
| ECOPETROL SA              | Ecopetrol SA                                         | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    250000 | PA      | $246074.75    | 2.14%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  1 | On Loan: No      |
| ECOPETROL SA              | Ecopetrol SA                                         | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    300000 | PA      | $289499.22    | 2.52%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  1 | On Loan: No      |
| REPUBLIC OF EL SALVADOR   | El Salvador Government International Bond            | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    250000 | PA      | $228750.00    | 1.99%             | 2041-02-01      | Fixed         | 7.62%                 | No            |                  1 | On Loan: No      |
| TREASURY BILL             | United States Treasury Bill                          | CUSIP: 912797PN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $397898.76    | 3.46%             | 2025-08-14      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| KINGSTON AIRPORT REV FIN  | Kingston Airport Revenue Finance Ltd                 | CUSIP: 49647QAA6<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $201283.00    | 1.75%             | 2036-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA   | Latam Airlines Group SA                              | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $204250.00    | 1.78%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA      | Colombia Government International Bond               | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    310000 | PA      | $307783.50    | 2.68%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  1 | On Loan: No      |
| REPUBLIC OF PANAMA        | Panama Government International Bond                 | CUSIP: 698299BZ6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    300000 | PA      | $305724.85    | 2.66%             | 2057-03-01      | Fixed         | 7.88%                 | No            |                  1 | On Loan: No      |
| FIDELITY INV MMTRSY 1 680 | FIDELITY INV MMTRSY 1 680                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14848 | NS      | $14848.30     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF EL SALVADOR   | El Salvador Government International Bond            | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    250000 | PA      | $257500.00    | 2.24%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL    | Brazilian Government International Bond              | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    200000 | PA      | $198888.08    | 1.73%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  1 | On Loan: No      |
| PLUSPETROL SA             | Pluspetrol SA                                        | CUSIP: 72942BAA3<br>LEI: 254900QSCHBUBX6J6H71 | Long             | DBT              | CORP              | AR        |    200000 | PA      | $203500.00    | 1.77%             | 2032-05-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA        | Panama Government International Bond                 | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    270000 | PA      | $268835.62    | 2.34%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  1 | On Loan: No      |
| EMPRESA GEN ELEC HAINA    | Empresa Generadora de Electricidad Haina SA          | CUSIP: 000000000<br>LEI: 549300Y36L5LRW5RH373 | Long             | DBT              | CORP              | DO        |    250000 | PA      | $238530.35    | 2.08%             | 2028-11-08      | Fixed         | 5.62%                 | No            |                  1 | On Loan: No      |
| CSN RESOURCES SA          | CSN Resources SA                                     | CUSIP: 000000000<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |    150000 | PA      | $147983.18    | 1.29%             | 2030-12-05      | Fixed         | 8.88%                 | No            |                  1 | On Loan: No      |
| LD CELULOSE INTERNATIONA  | LD Celulose International GmbH                       | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $210625.00    | 1.83%             | 2032-01-26      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| BANCO DAVIVIENDA SA       | Banco Davivienda SA                                  | CUSIP: 059501AG1<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |    250000 | PA      | $252050.00    | 2.19%             | 2035-07-02      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC  | Comision Federal de Electricidad                     | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $394467.00    | 3.43%             | 2035-01-24      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AES ESPANA BV             | AES Espana BV                                        | CUSIP: 000000000<br>LEI: 7245003VZ59682IZLJ86 | Long             | DBT              | CORP              | NL        |    180000 | PA      | $172758.60    | 1.50%             | 2028-05-04      | Fixed         | 5.70%                 | No            |                  1 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS   | Bahamas Government International Bond                | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |     80000 | PA      | $79840.00     | 0.69%             | 2028-11-21      | Fixed         | 6.00%                 | No            |                  1 | On Loan: No      |
| PROMERICA FINANCIAL CORP  | Promerica Financial Corp                             | CUSIP: 000000000<br>LEI: 529900HVS4Z5CWV6W775 | Long             | DBT              | CORP              | PA        |    200000 | PA      | $208611.94    | 1.81%             | 2028-08-14      | Fixed         | 10.75%                | No            |                  1 | On Loan: No      |
| CABLE ONDA SA             | Telecomunicaciones Digitales SA                      | CUSIP: 000000000<br>LEI: 5299008Q5GONPYNF9J32 | Long             | DBT              | CORP              | PA        |    200000 | PA      | $186736.86    | 1.62%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  1 | On Loan: No      |
| UEP PENNONOME II SA       | UEP Penonome II SA                                   | CUSIP: 000000000<br>LEI: 549300DS6G5XB230S845 | Long             | DBT              | CORP              | PA        |    202777 | PA      | $179932.07    | 1.57%             | 2038-10-01      | Fixed         | 6.50%                 | No            |                  1 | On Loan: No      |
| TELECOM OF TRIN & TOBAGO  | Telecommunications Services of Trinidad & Tobago Ltd | CUSIP: 000000000<br>LEI: 5299007N4G3EZWXAMB76 | Long             | DBT              | CORP              | TT        |    200000 | PA      | $202474.00    | 1.76%             | 2029-10-18      | Fixed         | 8.88%                 | No            |                  1 | On Loan: No      |
| REPUBLIC OF PANAMA        | Panama Government International Bond                 | CUSIP: 698299BV5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $183326.00    | 1.59%             | 2054-03-28      | Fixed         | 6.85%                 | No            |                  1 | On Loan: No      |
| TREASURY BILL             | United States Treasury Bill                          | CUSIP: 912797QC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $498385.53    | 4.34%             | 2025-07-29      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| NATIONAL GAS CO           | National Gas Co of Trinidad & Tobago Ltd             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |    100000 | PA      | $90745.00     | 0.79%             | 2036-01-15      | Fixed         | 6.05%                 | No            |                  1 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS   | Bahamas Government International Bond                | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |    300000 | PA      | $305100.00    | 2.65%             | 2036-06-24      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS       | Braskem Netherlands Finance BV                       | CUSIP: 10554TAJ4<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $200412.50    | 1.74%             | 2034-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA      | Colombia Government International Bond               | CUSIP: 195325EQ4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $190560.00    | 1.66%             | 2054-11-07      | Fixed         | 8.38%                 | No            |                  1 | On Loan: No      |
| DOMINICAN REPUBLIC        | Dominican Republic International Bond                | CUSIP: 25714PFD5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |  64700000 | PA      | $1081929.71   | 9.41%             | 2037-03-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA        | Panama Government International Bond                 | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    300000 | PA      | $271162.48    | 2.36%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  1 | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN  | Empresas Publicas de Medellin ESP                    | CUSIP: 000000000<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $184584.80    | 1.61%             | 2029-07-18      | Fixed         | 4.25%                 | No            |                  1 | On Loan: No      |
| REPUBLIC OF EL SALVADOR   | El Salvador Government International Bond            | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    250000 | PA      | $241250.00    | 2.10%             | 2035-06-15      | Fixed         | 7.65%                 | No            |                  1 | On Loan: No      |
| DOMINICAN REPUBLIC        | Dominican Republic International Bond                | CUSIP: 25714PFC7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    200000 | PA      | $199890.00    | 1.74%             | 2055-02-24      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| INVEST ENERGY RES LTD     | Investment Energy Resources Ltd                      | CUSIP: 000000000<br>LEI: 254900A71Y7WHN7L5K89 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $196191.31    | 1.71%             | 2029-04-26      | Fixed         | 6.25%                 | No            |                  1 | On Loan: No      |
| ARIS MINING CORP          | Aris Mining Corp                                     | CUSIP: 04040YAB5<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $203715.83    | 1.77%             | 2029-10-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT       | Honduras Government International Bond               | CUSIP: 438180AK7<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |    350000 | PA      | $367762.50    | 3.20%             | 2034-11-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-25

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

**Signature:** Paul Kim

**Name of Signer:** Paul Kim

**Title:** Trustee, President and Treasurer