# EDGAR Filing Document

**Accession Number:** 0001810747
**File Stem:** 0001752724-23-036483
**Filing Date:** 2023-2
**Character Count:** 7771
**Document Hash:** d72d418b26adfec238733315f0f40733
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-036483.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-036483

**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:** 23658134

**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 Interest Rate Hedge ETF (Series ID: S000071793)

| Class ID   | Class Name                       | Ticker Symbol   |
|:---|:---|:---|
| C000227299 | Simplify Interest Rate Hedge ETF | PFIX            |

## 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 Interest Rate Hedge ETF

- **b. EDGAR series identifier (if any):** S000071793

- **c. LEI of Series:** 549300SPY0E6B5AZ2C65

**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:** $387859617.57

**Total Liabilities:** $149798.83

**Net Assets:** $387709818.74

**Cash Not Reported:** $15664316.21

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 1.33855000 | **30-Year:** 0.10923000

**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 C000227299 | 16.02%               | -12.27%              | 4.94%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-12187363.65            | $11424505.43                               |
| Month 2  | $13580.92                | $1324062.98                                |
| Month 3  | $37198.73                | $-443623.16                                |

**Designated Index Information**

- **Index Name:** None

- **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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MORGAN STANLEY & CO. LLC              | SWOP IRS USD                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        | 650000000 | NC      | $25231572.67  | 6.51%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION | SWOP IRS USD                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        | 760000000 | NC      | $31134848.18  | 8.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC               | SWOP IRS USD                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        | 930000000 | NC      | $36907564.01  | 9.52%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL           | SWOP IRS USD                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        | 370000000 | NC      | $-4934126.49  | -1.27%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.      | IRS USD                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $1257.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                     | SWOP IRS USD                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        | 340000000 | NC      | $6765330.20   | 1.74%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION | SWOP IRS USD                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |  20000000 | NC      | $-224607.19   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC   | SWOP IRS USD                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        | 920000000 | NC      | $20490095.47  | 5.28%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond | CUSIP: 91282CFP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 161250000 | PA      | $161275195.31 | 41.60%            | 2025-10-15      | Fixed         | 4.25%                 | No            |                  1 | On Loan: No      |
| TREASURY BILL                         | United States Treasury Bill      | CUSIP: 912796XT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  85000000 | PA      | $84730668.15  | 21.85%            | 2023-02-02      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION | SWOP IRS USD                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        | 310000000 | NC      | $9343507.94   | 2.41%             |  |  |  | No            |                  2 | 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