# EDGAR Filing Document

**Accession Number:** 0001810747
**File Stem:** 0000940400-26-021278
**Filing Date:** 2026-5
**Character Count:** 12058
**Document Hash:** 21bc1d73016ef76a11bcd11ed264b5e9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-021278.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0000940400-26-021278

**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:** 261023862

**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 Aggregate Bond ETF (Series ID: S000075089)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000233894 | Simplify Aggregate Bond ETF | AGGH            |

## Nport-Ex

#### Simplify

#### Aggregate

#### Bond

#### ETF

#### Schedule

#### of

#### Investments
March

31,

2026

(Unaudited)

#### Shares

#### Value

#### U.S.

#### Exchange-Traded

#### Funds

#### –

#### 94.1%
Fixed

Income

Funds

-

94.1%

iShares

Core

U.S.

Aggregate

Bond

ETF(a)(b)

(Cost

$401,826,122)

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

4,100,066

$

407,013,552

#### Principal

#### U.S.

#### Treasury

#### Bills

#### –

#### 0.5%
U.S.

Treasury

Bill,

3.62%,

4/14/2026

(c) (Cost

$2,197,171)

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

$

2,200,000

2,197,122

#### Shares

#### Money

#### Market

#### Fund

#### –

#### 0.1%
Dreyfus

Treasury

Obligations

Cash

Management

Fund,

Institutional

Shares,

3.54%(d)

(Cost

$323,461)

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

323,461

323,461

Total

Investments

–

99.9%

(Cost

$427,088,121)

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

$

432,180,060

Other

Assets

in

Excess

of

Liabilities

–

0.1%

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

631,326

#### Net

#### Assets

#### –

#### 100.0%

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

#### $

#### 432,811,386

#### Number

#### of

#### Contracts

#### Notional

#### Amount

#### Written

#### Options

#### –

#### (0.1)%

#### Puts

#### –

#### Exchange-Traded

#### –

#### (0.1)%
2-Year

U.S.

Treasury

Note

Futures,

April

Strike

Price

$103.375,

Expires

4/24/26

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

(200) $

(41,350,000)

$

(40,625)

U.S.

Long

Bond,

April

Strike

Price

$109,

Expires

4/24/26

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

(350) (38,150,000)

(65,625)

U.S.

Long

Bond,

May

Strike

Price

$106,

Expires

5/22/26

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

(300) (31,800,000)

(75,000)

(181,250)

#### Calls

#### –

#### Exchange-Traded

#### –

#### (0.0)%†
U.S.

Long

Bond,

April

Strike

Price

$119,

Expires

4/24/26

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

(350) $

(41,650,000)

$

(49,219)

U.S.

Long

Bond,

April

Strike

Price

$120,

Expires

4/24/26

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

(350) (42,000,000)

(32,812)

(82,031)

Total

Written

Options

(Premiums

Received

$524,246)

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

$

(263,281)

#### 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

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

$

52,192,031

6/18/26

$

(447,969)

†

Less

than

0.05%

(a) A

copy

of

the

security's

annual

report

to

shareholders

may

be

obtained

without

charge

at

www.ishares.com.

(b) Securities

with

an

aggregate

market

value

of

$163,796

have

been

pledged

as

collateral

for

options

and

swaps

as

of

March

31,

2026. #### Simplify

#### Aggregate

#### Bond

#### ETF

#### Schedule

#### of

#### Investments
(Continued)

March

31,

2026

(Unaudited)

(c) Represents

a

zero

coupon

bond.

Rate

shown

reflects

the

effective

yield.

(d) Rate

shown

reflects

the

7-day

yield

as

of

March

31,

2026. #### At

#### March

#### 31,

#### 2026,

#### centrally

#### cleared

#### interest

#### rate

#### swap

#### contracts

#### outstanding

#### were

#### as

#### follows:

#### Rate

#### Paid

#### by

#### Fund

#### Rate

#### Received

#### by

#### the

#### Fund(1)

#### Payment

#### Frequency

#### Paid/

#### received

#### Counterparty

#### Maturity

#### Date

#### Notional

#### Amount

#### Fair

#### Value

#### Upfront

#### Premium

#### Paid/
(Received)

#### Unrealized

#### Appreciation/
(depreciation)

3.66%

(SOFR

+

0.00%)

3.896 Annual/Annual

MSCS

12/15/2037

41,700,000

$

303,280

$

$

303,280

(1) The

Fund

pays

the

fixed

rate

and

receives

the

floating

rate.

Abbreviations:

MSCS

:

Morgan

Stanley

Capital

Services

LLC

SOFR

:

Secured

overnight

Financing

Rate

## 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 Aggregate Bond ETF

- **b. EDGAR series identifier (if any):** S000075089

- **c. LEI of Series:** 549300B8RWCP96ER9S22

**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:** $431632873.80

**Total Liabilities:** $347142.69

**Net Assets:** $431285731.11

**Cash Not Reported:** $398067.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -0.34125000 | **1-Year:** 0.00000000 | **5-Year:** 106.06876000 | **10-Year:** 128.70052000 | **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 C000233894 | 0.29%                | 1.49%                | -1.86%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $18803.60                | $784049.75                                 |
| Month 2  | $3473.85                 | $4942808.24                                |
| Month 3  | $-13104.26               | $-8143040.26                               |

**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. | U.S. Treasury Bond Options           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -350 | NC      | $-49218.75    | -0.01%            |  |  |  | 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        |    323461 | NS      | $323461.31    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills                | B 0 04/14/26                         | CUSIP: 912797TH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2200000 | PA      | $2197121.72   | 0.51%             | 2026-04-14      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | U.S. Treasury Bond Options           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -350 | NC      | $-65625.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                | TII 2.125 01/15/35                   | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21600000 | PA      | $22645925.05  | 5.25%             | 2035-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | U.S. Treasury Bond Options           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -350 | NC      | $-32812.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                               | iShares Trust CORE US AGGBD ET       | CUSIP: 464287226<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |   4085066 | NS      | $405524501.82 | 94.03%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | IRS USD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |         1 | NC      | $303280.31    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| 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        |       470 | NC      | $-447968.75   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | 2-Year T-Note Options                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -200 | NC      | $-40625.20    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | U.S. Treasury Bond Options           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -300 | NC      | $-75000.00    | -0.02%            |  |  |  | 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