# EDGAR Filing Document

**Accession Number:** 0001810747
**File Stem:** 0000940400-26-021290
**Filing Date:** 2026-5
**Character Count:** 40859
**Document Hash:** 2d4ec3d18f476dc2868b58a52551cca5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-021290.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0000940400-26-021290

**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:** 261023875

**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 Currency Strategy ETF (Series ID: S000088353)

| Class ID   | Class Name                     | Ticker Symbol   |
|:---|:---|:---|
| C000254609 | Simplify Currency Strategy 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:** (702) 389-9705

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

- **a. Name of Series:** Simplify Currency Strategy ETF

- **b. EDGAR series identifier (if any):** S000088353

- **c. LEI of Series:** 529900TNQC7Y15KAT459

**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:** $131540812.89

**Total Liabilities:** $14595291.72

**Net Assets:** $116945521.17

**Cash Not Reported:** $407627.16

**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 C000254609 | 3.42%                | 6.22%                | 1.05%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $391.52                  | $-5006.90                                  |
| Month 2  | $73.81                   | $-34372.08                                 |
| Month 3  | $334.35                  | $-17957.72                                 |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED | CURRENCY CONTRACT - CAD              | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-835194.50   | -0.71%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills                       | B 0 06/23/26                         | CUSIP: 912797UB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4410000 | PA      | $4373651.19   | 3.74%             | 2026-06-23      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                      | CURRENCY CONTRACT - USD              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-6784.63     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED | CURRENCY CONTRACT - CAD              | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1144809.95  | -0.98%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED | CURRENCY CONTRACT - GBP              | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-397102.70   | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                   | CURRENCY CONTRACT - USD              | CUSIP: 000000000<br>LEI: XKZZ2JZF41MRHTR1V493 | N/A              | DFE              | CORP              | US        |         1 | NC      | $16637.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                   | CURRENCY CONTRACT - JPY              | CUSIP: 000000000<br>LEI: XKZZ2JZF41MRHTR1V493 | N/A              | DFE              | CORP              | US        |         1 | NC      | $90715.69     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                        | CURRENCY CONTRACT - GBP              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1168.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                   | CURRENCY CONTRACT - USD              | CUSIP: 000000000<br>LEI: XKZZ2JZF41MRHTR1V493 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-624.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                      | CURRENCY CONTRACT - USD              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4106.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                        | CURRENCY CONTRACT - SEK              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-130377.35   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                        | CURRENCY CONTRACT - MXN              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1648.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED | CURRENCY CONTRACT - USD              | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-6213.16     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED | CURRENCY CONTRACT - USD              | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $311221.66    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                      | CURRENCY CONTRACT - USD              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7461.50     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED | CURRENCY CONTRACT - GBP              | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-55223.96    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                        | CURRENCY CONTRACT - USD              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $118535.97    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED | CURRENCY CONTRACT - AUD              | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-78795.37    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                   | CURRENCY CONTRACT - CHF              | CUSIP: 000000000<br>LEI: XKZZ2JZF41MRHTR1V493 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1554759.54  | -1.33%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED | CURRENCY CONTRACT - CHF              | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-15590.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                        | CURRENCY CONTRACT - USD              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-156159.80   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                        | CURRENCY CONTRACT - MXN              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-14670.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                   | CURRENCY CONTRACT - USD              | CUSIP: 000000000<br>LEI: XKZZ2JZF41MRHTR1V493 | N/A              | DFE              | CORP              | US        |         1 | NC      | $143123.56    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                      | CURRENCY CONTRACT - CAD              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-840622.24   | -0.72%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills                       | B 0 05/19/26                         | CUSIP: 912797TS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1990320.00   | 1.70%             | 2026-05-19      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Simplify Exchange Traded Funds                     | Simplify Government Money Market ETF | CUSIP: 82889N269<br>LEI: 529900UXSTJQHYE7H806 | Long             | STIV             | RF                | US        |    664000 | NS      | $66439840.00  | 56.81%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                   | CURRENCY CONTRACT - MXN              | CUSIP: 000000000<br>LEI: XKZZ2JZF41MRHTR1V493 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1113.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                      | CURRENCY CONTRACT - USD              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2723.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                   | CURRENCY CONTRACT - CHF              | CUSIP: 000000000<br>LEI: XKZZ2JZF41MRHTR1V493 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-61284.90    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                        | CURRENCY CONTRACT - SEK              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-507348.81   | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                        | CURRENCY CONTRACT - USD              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2475688.60   | 2.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                      | CURRENCY CONTRACT - USD              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $20391.79     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                        | CURRENCY CONTRACT - INR              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-437552.42   | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED | CURRENCY CONTRACT - USD              | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1670957.13   | 1.43%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED | CURRENCY CONTRACT - USD              | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $90474.30     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                        | CURRENCY CONTRACT - USD              | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |         1 | NC      | $516696.82    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                        | CURRENCY CONTRACT - INR              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-221922.54   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                            | CURRENCY CONTRACT - USD              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-864.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED | CURRENCY CONTRACT - USD              | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $33740.54     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                        | CURRENCY CONTRACT - ZAR              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-287351.65   | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                           | CURRENCY CONTRACT - USD              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-67460.47    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.              | CURRENCY CONTRACT - CNH              | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-12.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                   | CURRENCY CONTRACT - CHF              | CUSIP: 000000000<br>LEI: XKZZ2JZF41MRHTR1V493 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-98678.41    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                           | CURRENCY CONTRACT - BRL              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $123481.65    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                        | CURRENCY CONTRACT - SEK              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $113741.10    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                        | CURRENCY CONTRACT - USD              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $877941.20    | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.              | CURRENCY CONTRACT - USD              | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-39422.42    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills                       | B 0 07/07/26                         | CUSIP: 912797UN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15540000 | PA      | $15389183.52  | 13.16%            | 2026-07-07      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                        | CURRENCY CONTRACT - USD              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-96900.54    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED | CURRENCY CONTRACT - USD              | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $422463.62    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                   | CURRENCY CONTRACT - MXN              | CUSIP: 000000000<br>LEI: XKZZ2JZF41MRHTR1V493 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-187399.37   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                      | CURRENCY CONTRACT - USD              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $676042.25    | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                        | CURRENCY CONTRACT - GBP              | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-997862.56   | -0.85%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills                       | B 0 05/14/26                         | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6969633.09   | 5.96%             | 2026-05-14      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED | CURRENCY CONTRACT - JPY              | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $58652.88     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                        | CURRENCY CONTRACT - EUR              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-35496.64    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED | CURRENCY CONTRACT - GBP              | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-659757.03   | -0.56%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills                       | B 0 05/05/26                         | CUSIP: 912797TL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1600000 | PA      | $1594541.52   | 1.36%             | 2026-05-05      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                        | CURRENCY CONTRACT - TWD              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $245435.32    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                        | CURRENCY CONTRACT - BRL              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $285275.22    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED | CURRENCY CONTRACT - JPY              | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $210585.89    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED | CURRENCY CONTRACT - EUR              | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $25316.66     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills                       | B 0 06/16/26                         | CUSIP: 912797UA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3969652.76   | 3.39%             | 2026-06-16      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                        | CURRENCY CONTRACT - SEK              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-564949.76   | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                        | CURRENCY CONTRACT - USD              | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |         1 | NC      | $67940.05     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.              | CURRENCY CONTRACT - JPY              | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DFE              | CORP              | US        |         1 | NC      | $62969.54     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                   | CURRENCY CONTRACT - USD              | CUSIP: 000000000<br>LEI: XKZZ2JZF41MRHTR1V493 | N/A              | DFE              | CORP              | US        |         1 | NC      | $97403.81     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.              | CURRENCY CONTRACT - USD              | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DFE              | CORP              | US        |         1 | NC      | $958.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                   | CURRENCY CONTRACT - USD              | CUSIP: 000000000<br>LEI: XKZZ2JZF41MRHTR1V493 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4633.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                      | CURRENCY CONTRACT - USD              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-9417.82     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.              | CURRENCY CONTRACT - JPY              | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DFE              | CORP              | US        |         1 | NC      | $173660.61    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                        | CURRENCY CONTRACT - COP              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2968.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills                       | B 0 05/26/26                         | CUSIP: 912797TT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4800000 | PA      | $4773380.02   | 4.08%             | 2026-05-26      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| United States Treasury Bills                       | B 0 06/09/26                         | CUSIP: 912797TZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8190000 | PA      | $8133691.21   | 6.96%             | 2026-06-09      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED | CURRENCY CONTRACT - USD              | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $433924.70    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                   | CURRENCY CONTRACT - USD              | CUSIP: 000000000<br>LEI: XKZZ2JZF41MRHTR1V493 | N/A              | DFE              | CORP              | US        |         1 | NC      | $540218.09    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                   | CURRENCY CONTRACT - USD              | CUSIP: 000000000<br>LEI: XKZZ2JZF41MRHTR1V493 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1107767.09   | 0.95%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                   | CURRENCY CONTRACT - USD              | CUSIP: 000000000<br>LEI: XKZZ2JZF41MRHTR1V493 | N/A              | DFE              | CORP              | US        |         1 | NC      | $42179.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                        | CURRENCY CONTRACT - NOK              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $43208.24     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED | CURRENCY CONTRACT - USD              | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2657.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                        | CURRENCY CONTRACT - USD              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-417751.88   | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED | CURRENCY CONTRACT - USD              | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-191468.30   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                           | CURRENCY CONTRACT - JPY              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $22290.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED | CURRENCY CONTRACT - AUD              | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-34146.30    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                        | CURRENCY CONTRACT - USD              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $5521.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED | CURRENCY CONTRACT - USD              | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-83505.97    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED | CURRENCY CONTRACT - AUD              | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1716216.00  | -1.47%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED | CURRENCY CONTRACT - CLP              | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1041.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                   | CURRENCY CONTRACT - AUD              | CUSIP: 000000000<br>LEI: XKZZ2JZF41MRHTR1V493 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1765159.54  | -1.51%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                   | CURRENCY CONTRACT - BRL              | CUSIP: 000000000<br>LEI: XKZZ2JZF41MRHTR1V493 | N/A              | DFE              | CORP              | US        |         1 | NC      | $57160.17     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                   | CURRENCY CONTRACT - COP              | CUSIP: 000000000<br>LEI: XKZZ2JZF41MRHTR1V493 | N/A              | DFE              | CORP              | US        |         1 | NC      | $214369.51    | 0.18%             |  |  |  | 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        |    145931 | NS      | $145931.35    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                        | CURRENCY CONTRACT - USD              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $168333.87    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED | CURRENCY CONTRACT - USD              | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $90281.05     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills                       | B 0 07/21/26                         | CUSIP: 912797UQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4600000 | PA      | $4548904.53   | 3.89%             | 2026-07-21      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED | CURRENCY CONTRACT - AUD              | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-59738.37    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                      | CURRENCY CONTRACT - USD              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8710.97     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED | CURRENCY CONTRACT - USD              | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-197298.16   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                   | CURRENCY CONTRACT - USD              | CUSIP: 000000000<br>LEI: XKZZ2JZF41MRHTR1V493 | N/A              | DFE              | CORP              | US        |         1 | NC      | $10390.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                      | CURRENCY CONTRACT - USD              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $270324.08    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                        | CURRENCY CONTRACT - BRL              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $36714.36     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                        | CURRENCY CONTRACT - USD              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1540.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED | CURRENCY CONTRACT - USD              | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $37322.99     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                        | CURRENCY CONTRACT - INR              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-112605.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                        | CURRENCY CONTRACT - USD              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $665907.34    | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED | CURRENCY CONTRACT - GBP              | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $760.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.              | CURRENCY CONTRACT - USD              | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DFE              | CORP              | US        |         1 | NC      | $107610.30    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED | CURRENCY CONTRACT - COP              | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $5579.12      | 0.00%             |  |  |  | No            |                  2 | 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