# EDGAR Filing Document

**Accession Number:** 0001810747
**File Stem:** 0000940400-25-011550
**Filing Date:** 2025-11
**Character Count:** 17750
**Document Hash:** ca865b912d97492fc77f7303a55592af
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-011550.hdr.sgml**: 20251128

**ACCESSION NUMBER**: 0000940400-25-011550

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251128

**DATE AS OF CHANGE**: 20251128

**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:** 251534570

**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
September

30,

2025

(Unaudited)

#### Shares

#### Value

#### U.S.

#### Exchange-Traded

#### Funds

#### –

#### 93.1%

#### Fixed

#### Income

#### Funds

#### –

#### 93.1%
iShares

Core

U.S.

Aggregate

Bond

ETF(a)(b)

(Cost

$272,124,961)

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

2,802,663

$

280,966,966

#### Principal

#### U.S.

#### Treasury

#### Bills

#### –

#### 6.3%
U.S.

Treasury

Bill,

4.33%,

10/28/2025

(b)(c) .....................................

$

6,600,000

6,580,002

U.S.

Treasury

Bill,

4.21%,

11/13/2025

(c) ........................................

2,000,000

1,990,432

U.S.

Treasury

Bill,

4.01%,

12/4/2025

(c) .........................................

2,500,000

2,482,689

U.S.

Treasury

Bill,

3.99%,

12/11/2025

(c) ........................................

500,000

496,213

U.S.

Treasury

Bill,

3.94%,

12/26/2025

(c) ........................................

7,500,000

7,431,021

Total

U.S.

Treasury

Bills

(Cost

$18,978,778)

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

18,980,357

#### Shares

#### Money

#### Market

#### Fund

#### –

#### 0.1%
Dreyfus

Treasury

Obligations

Cash

Management

Fund,

Institutional

Shares,

4.00%(d)

(Cost

$359,796)

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

359,796

359,796

Total

Investments

–

99.5%

(Cost

$291,463,535)

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

$

300,307,119

Other

Assets

in

Excess

of

Liabilities

–

0.5%

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

1,598,437

#### Net

#### Assets

#### –

#### 100.0%

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

#### $

#### 301,905,556

#### Number

#### of

#### Contracts

#### Notional

#### Amount

#### Written

#### Options

#### –

#### (0.3)%

#### Puts

#### –

#### Exchange-Traded

#### –

#### (0.3)%
U.S.

Treasury

Bond

Future,

October

Strike

Price

$116.5,

Expires

10/06/25

..

(290) $

(33,785,000)

$

(81,563)

U.S.

Treasury

Bond

Future,

October

Strike

Price

$112,

Expires

10/24/25

....

(290) (32,480,000)

(31,719)

U.S.

Treasury

Bond

Future,

October

Strike

Price

$113,

Expires

10/24/25

....

(290) (32,770,000)

(54,375)

U.S.

Treasury

Bond

Future,

October

Strike

Price

$114,

Expires

10/24/25

....

(280) (31,920,000)

(91,875)

U.S.

Treasury

Bond

Future,

October

Strike

Price

$115,

Expires

10/24/25

....

(290) (33,350,000)

(158,594)

U.S.

Treasury

Bond

Future,

October

Strike

Price

$116,

Expires

10/24/25

....

(290) (33,640,000)

(262,812)

U.S.

Treasury

Bond

Future,

November

Strike

Price

$110,

Expires

11/21/25

..

(280) (30,800,000)

(61,250)

U.S.

Treasury

Bond

Future,

November

Strike

Price

$111,

Expires

11/21/25

..

(290) (32,190,000)

(90,625)

(832,813)

#### Puts

#### –

#### Over

#### the

#### Counter

#### –

#### (0.0)%†
USD

Curve,

December

Strike

Price

$0.4,

Expires

12/30/25

(Counterparty:

Goldman

Sachs)

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

(300,000,000)

(120,000,000)

(102,000)

USD

Curve,

December

Strike

Price

$0.4,

Expires

12/30/25

(Counterparty:

Morgan

Stanley

Capital

Services

LLC)

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

(300,000,000)

(120,000,000)

(105,000)

(207,000)

Total

Written

Options

(Premiums

Received

$1,415,670)

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

$

(1,039,813)

#### Simplify

#### Aggregate

#### Bond

#### ETF

#### Schedule

#### of

#### Investments
(Continued)

September

30,

2025

(Unaudited)

#### At

#### September

#### 30,

#### 2025,

#### 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

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

1,000

$

112,500,000

12/19/25

$

(1,203,125)

#### Short

#### position

#### contracts:
U.S.

Treasury

Long

Bond

Futures

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

(669) (78,001,219)

12/19/25

(285,156)

#### Total

#### net

#### unrealized

#### depreciation

#### $

#### (1,488,281)
†

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

$464,504

have

been

pledged

as

collateral

for

options

and

swaps

as

of

September

30,

2025. (c) Represents

a

zero

coupon

bond.

Rate

shown

reflects

the

effective

yield.

(d) Rate

shown

reflects

the

7-day

yield

as

of

September

30,

2025. #### At

#### September

#### 30,

#### 2025,

#### 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)

4.09%

(SOFR

+0.00%)

3.776 Annual/Annual

MSCS

12/15/2057

20,000,000

$

663,927

$

$

663,927

(1) The

Fund

pays

the

fixed

rate

and

receives

the

floating

rate.

Abbreviations:

MSCS

:

Morgan

Stanley

Capital

Services

LLC

#### Summary

#### of

#### Investment

#### Type††

#### Investment

#### Categories

#### %

#### of

#### Net

#### Assets
U.S.

Exchange-Traded

Funds

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

93.1%

U.S.

Treasury

Bills

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

6.3%

Money

Market

Fund

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

0.1%

Total

Investments

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

99.5%

Other

Assets

in

Excess

of

Liabilities

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

0.5%

#### Net

#### Assets

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

#### 100.0%
††

The

percentage

shown

for

each

investment

category

is

the

total

value

of

investments

in

that

category

as

a

percentage

of

the

net

assets

of

the

Fund.

The

table

depicts

the

Fund's

investments

but

may

not

represent

the

Fund's

market

exposure

to

certain

derivatives,

if

any,

which

are

included

in

Other

Assets

in

Excess

of

Liabilities.

## 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:** 2025-09-30

**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:** $298623127.86

**Total Liabilities:** $838194.26

**Net Assets:** $297784933.60

**Cash Not Reported:** $8292253.77

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 1359.42583000 | **30-Year:** 628.47457000

**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 | -0.13%               | 2.25%                | 1.16%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $338533.10               | $-2198662.63                               |
| Month 2  | $171234.88               | $2346117.25                                |
| Month 3  | $212103.82               | $2024224.99                                |

**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                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -290 | NC      | $-158593.75   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill          | CUSIP: 912797QY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     500000 | PA      | $496213.34    | 0.17%             | 2025-12-11      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 10YR NOTE (CBT)                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       1000 | NC      | $-1203125.00  | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill          | CUSIP: 912797RE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6600000 | PA      | $6580002.00   | 2.21%             | 2025-10-28      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC         | IRS USD                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |          1 | NC      | $553925.85    | 0.19%             |  |  |  | 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        |     359796 | NS      | $359795.57    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | U.S. TREASURY BOND                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -280 | NC      | $-91875.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | USD 5S30S CURVE OPTION               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        | -300000000 | NC      | $-105000.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | USD 5S30S CURVE OPTION               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        | -300000000 | NC      | $134968.89    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill          | CUSIP: 912797QQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2000000 | PA      | $1990432.50   | 0.67%             | 2025-11-13      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | U.S. TREASURY BOND                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -290 | NC      | $-54375.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | U.S. TREASURY BOND                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -280 | NC      | $-13125.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | U.S. TREASURY BOND                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -290 | NC      | $-90625.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | U.S. TREASURY BOND                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -290 | NC      | $-31718.75    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | U.S. TREASURY BOND                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -290 | NC      | $-262812.50   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC         | IRS USD                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |          1 | NC      | $663926.76    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Core U.S. Aggregate Bond ETF        | iShares Core U.S. Aggregate Bond ETF | CUSIP: 464287226<br>LEI: 549300F7VSXTKBGHJE47 | Long             | EC               | RF                | US        |    2761927 | NS      | $276883181.75 | 92.98%            |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill          | CUSIP: 912797QS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2500000 | PA      | $2482688.90   | 0.83%             | 2025-12-04      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US LONG BOND(CBT)                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -459 | NC      | $-324531.25   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                     | USD 5S30S CURVE OPTION               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        | -300000000 | NC      | $-102000.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-26

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

**Signature:** Paul Kim

**Name of Signer:** Paul Kim

**Title:** Trustee & President