# EDGAR Filing Document

**Accession Number:** 0001810747
**File Stem:** 0000940400-26-021276
**Filing Date:** 2026-5
**Character Count:** 9408
**Document Hash:** 3d6634aba9533a05f5a1e15f2eb9af1e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-021276.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0000940400-26-021276

**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:** 261023859

**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 High Yield ETF (Series ID: S000075090)

| Class ID   | Class Name              | Ticker Symbol   |
|:---|:---|:---|
| C000233895 | Simplify High Yield ETF | CDX             |

## 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 High Yield ETF

- **b. EDGAR series identifier (if any):** S000075090

- **c. LEI of Series:** 5493008E96H37SFV0515

**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:** $467628177.31

**Total Liabilities:** $7726127.32

**Net Assets:** $459902049.99

**Cash Not Reported:** $97656.56

**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 C000233895 | 0.24%                | -0.33%               | -1.73%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-35226.31               | $-32224.37                                 |
| Month 2  | $0.02                    | $-174495.48                                |
| Month 3  | $-90432.02               | $1171844.31                                |

**Designated Index Information**

- **Index Name:** ICE BofA US High Yield Index

- **Index Identifier:** H0A0 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CITIBANK, NATIONAL ASSOCIATION | TRS HYG INDEX                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $36179.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills   | B 0 04/23/26                                      | CUSIP: 912797SM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3492237.98   | 0.76%             | 2026-04-23      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| United States Treasury Bills   | B 0 05/19/26                                      | CUSIP: 912797TS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19600000 | PA      | $19505136.00  | 4.24%             | 2026-05-19      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| UBS AG                         | TRS UBSMPDLE INDEX                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | CH        |         1 | NC      | $-1551588.99  | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills   | B 0 07/07/26                                      | CUSIP: 912797UN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  56260000 | PA      | $55713993.89  | 12.11%            | 2026-07-07      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| United States Treasury Bills   | B 0 06/23/26                                      | CUSIP: 912797UB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15300000 | PA      | $15173891.89  | 3.30%             | 2026-06-23      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC        | CDS CDX.HY.46.V1                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-1715516.76  | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC        | CDS CDX.NA.IG.46.V1                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-3513296.15  | -0.76%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA INTERNATIONAL PLC       | TRS HYG INDEX                                     | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               | CORP              | GB        |         1 | NC      | $36921.35     | 0.01%             |  |  |  | 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        |    438325 | NS      | $438325.41    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Simplify Exchange Traded Funds | Simplify Short Term Treasury Futures Strategy ETF | CUSIP: 82889N657<br>LEI: 549300YIMTGOZR5X9280 | Long             | EC               | RF                | US        |   5510000 | NS      | $116261000.00 | 25.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Simplify Exchange Traded Funds | Simplify Government Money Market ETF              | CUSIP: 82889N269<br>LEI: 529900UXSTJQHYE7H806 | Long             | STIV             | RF                | US        |   2306794 | NS      | $230817807.64 | 50.19%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC       | TRS HYG                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $76963.32     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC             | TRS UBSMQLTP INDEX                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | US        |         1 | NC      | $-814186.84   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills   | B 0 07/21/26                                      | CUSIP: 912797UQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20500000 | PA      | $20272291.95  | 4.41%             | 2026-07-21      | 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