# EDGAR Filing Document

**Accession Number:** 0001810747
**File Stem:** 0001752724-23-036476
**Filing Date:** 2023-2
**Character Count:** 7265
**Document Hash:** 584fa2b9fc5ef1dcdb6b8916dfb71b20
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-036476.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-036476

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Simplify Exchange Traded Funds
- **CENTRAL INDEX KEY:** 0001810747
- **IRS NUMBER:** 851887571
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23570
- **FILM NUMBER:** 23658127

**BUSINESS ADDRESS:**
- **STREET 1:** 54 W. 40TH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10018
- **BUSINESS PHONE:** 614-469-3294

**MAIL ADDRESS:**
- **STREET 1:** 54 W. 40TH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10018

## Series and Classes Contracts Data

### Simplify Tail Risk Strategy ETF (Series ID: S000073385)

| Class ID   | Class Name                      | Ticker Symbol   |
|:---|:---|:---|
| C000230232 | Simplify Tail Risk Strategy ETF | CYA             |

## 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:** 222 Broadway

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10038

  - **Telephone number:** 646-741-2438

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

- **a. Name of Series:** Simplify Tail Risk Strategy ETF

- **b. EDGAR series identifier (if any):** S000073385

- **c. LEI of Series:** 54930039A6LDFNVIY570

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

- **a. Date of fiscal year-end:** 2023-06-30

- **b. Date as of which information is reported:** 2022-12-30

**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:** $23790849.97

**Total Liabilities:** $61667.18

**Net Assets:** $23729182.79

**Cash Not Reported:** $0.01

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000230232 | -34.96%              | -14.78%              | -2.51%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-152571.02              | $705155.86                                 |
| Month 2  | $-954573.81              | $1710305.36                                |
| Month 3  | $-69497.85               | $-343618.63                                |

**Designated Index Information**

- **Index Name:** S&P 500 (Price)

- **Index Identifier:** 500

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Simplify Stable Income ETF                        | Simplify Stable Income ETF                        | CUSIP: 82889N640<br>LEI: 549300LQ7VHDVPTEGI80 | Long             | EC               | RF                | US        |     20372 | NS      | $510318.60    | 2.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                         | S&P 500 INDEX                                     | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       263 | NC      | $1315.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Simplify Aggregate Bond Plus Credit Hedge ETF     | Simplify Aggregate Bond Plus Credit Hedge ETF     | CUSIP: 82889N723<br>LEI: 549300B8RWCP96ER9S22 | Long             | EC               | RF                | US        |     14215 | NS      | $318131.70    | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Simplify Intermediate Term Tre                    | Simplify Intermediate Term Tre                    | CUSIP: 82889N798<br>LEI: 5493007SH60KLAWORP05 | Long             | EC               | RF                | US        |    301459 | NS      | $4568641.29   | 19.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Simplify Interest Rate Hedge ETF                  | Simplify Interest Rate Hedge ETF                  | CUSIP: 82889N855<br>LEI: 549300SPY0E6B5AZ2C65 | Long             | EC               | RF                | US        |     45461 | NS      | $3255462.21   | 13.72%            |  |  |  | No            |                  1 | On Loan: No      |
| Simplify High Yield PLUS Credit Hedge ETF         | Simplify High Yield PLUS Credit Hedge ETF         | CUSIP: 82889N830<br>LEI: 5493008E96H37SFV0515 | Long             | EC               | RF                | US        |    289001 | NS      | $6178841.38   | 26.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Simplify Short Term Treasury Futures Strategy ETF | Simplify Short Term Treasury Futures Strategy ETF | CUSIP: 82889N657<br>LEI: 549300YIMTGOZR5X9280 | Long             | EC               | RF                | US        |     37605 | NS      | $932039.93    | 3.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Simplify Volatility Premium ETF                   | Simplify Volatility Premium ETF                   | CUSIP: 82889N863<br>LEI: 549300CF4TTP7FLGVJ11 | Long             | EC               | RF                | US        |    328564 | NS      | $7195551.60   | 30.32%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                         | S&P 500 INDEX                                     | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       158 | NC      | $223570.00    | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Simplify Enhanced Income ETF                      | Simplify Enhanced Income ETF                      | CUSIP: 82889N632<br>LEI: 549300OJXAJOLCPWKP49 | Long             | EC               | RF                | US        |     20452 | NS      | $511551.56    | 2.16%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-22

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

**Signature:** Paul Kim

**Name of Signer:** Paul Kim

**Title:** Trustee, President and Treasurer