# EDGAR Filing Document

**Accession Number:** 0001810747
**File Stem:** 0000940400-25-011498
**Filing Date:** 2025-11
**Character Count:** 12931
**Document Hash:** e0ebfaf2af255ec586ce94588e179c56
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-011498.hdr.sgml**: 20251128

**ACCESSION NUMBER**: 0000940400-25-011498

**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:** 251534491

**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 Bond Bull ETF (Series ID: S000088354)

| Class ID   | Class Name             | Ticker Symbol   |
|:---|:---|:---|
| C000254610 | Simplify Bond Bull ETF |  |

## Nport-Ex

#### Simplify

#### Bond

#### Bull

#### ETF

#### Schedule

#### of

#### Investments
September

30,

2025

(Unaudited)

#### Principal

#### Value

#### U.S.

#### Treasury

#### Bills

#### –

#### 120.6%
U.S.

Treasury

Bill,

4.33%,

10/28/2025

(a)(b) ....................................

$

28,300,000

$

28,214,251

U.S.

Treasury

Bill,

4.19%,

11/13/2025

(a)(b) ....................................

7,500,000

7,464,122

U.S.

Treasury

Bill,

4.01%,

12/4/2025

(a)(b) .....................................

7,000,000

6,951,529

U.S.

Treasury

Bill,

4.00%,

12/11/2025

(a)(b) ....................................

100,250,000

99,490,774

U.S.

Treasury

Bill,

3.94%,

12/26/2025

(a) ......................................

1,500,000

1,486,204

Total

U.S.

Treasury

Bills

(Cost

$143,594,030)

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

143,606,880

#### Shares

#### Money

#### Market

#### Fund

#### –

#### 1.7%
Dreyfus

Treasury

Obligations

Cash

Management

Fund,

Institutional

Shares,

4.00%(c)

(Cost

$2,023,435)

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

2,023,435

2,023,435

#### Notional

#### Amount

#### Purchased

#### Swaptions

#### –

#### (21.0)%

#### Calls

#### –

#### Over

#### the

#### Counter

#### –

#### (21.0)%
Interest

Rate

Swaption,

pay

semi

annually

a

fixed

rate

of

3.00%

and

received

quarterly

a

floating

rate

of

SOFR,

Expires

3/16/32

(counterparty:

Bank

of

America)

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

325,000,000

(1,669,298)

Interest

Rate

Swaption,

pay

semi

annually

a

fixed

rate

of

2.75%

and

received

quarterly

a

floating

rate

of

SOFR,

Expires

3/16/32

(counterparty:

Goldman

Sachs

International)

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

350,000,000

(3,111,764)

Interest

Rate

Swaption,

pay

semi

annually

a

fixed

rate

of

3.00%

and

received

quarterly

a

floating

rate

of

SOFR,

Expires

3/16/32

(counterparty:

Goldman

Sachs

International)

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

1,200,000,000

(12,193,629)

Interest

Rate

Swaption,

pay

semi

annually

a

fixed

rate

of

2.75%

and

received

quarterly

a

floating

rate

of

SOFR,

Expires

3/16/32

(counterparty:

Morgan

Stanley

Capital

Services

LLC)

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

25,000,000

(417,334)

Interest

Rate

Swaption,

pay

semi

annually

a

fixed

rate

of

3.00%

and

received

quarterly

a

floating

rate

of

SOFR,

Expires

3/17/42

(counterparty:

Morgan

Stanley

Capital

Services

LLC)

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

700,000,000

(5,636,720)

Interest

Rate

Swaption,

pay

semi

annually

a

fixed

rate

of

3.00%

and

received

quarterly

a

floating

rate

of

SOFR,

Expires

3/16/32

(counterparty:

Nomura

International)

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

175,000,000

(1,944,723)

(24,973,468)

Total

Purchased

Swaptions

(Cost

$0)

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

(24,973,468)

Total

Investments

–

101.3%

(Cost

$145,617,465)

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

$

120,656,847

Liabilities

in

Excess

of

Other

Assets

–

(1.3)%

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

(1,536,499)

#### Net

#### Assets

#### –

#### 100.0%

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

#### $

#### 119,120,348
(a) Represents

a

zero

coupon

bond.

Rate

shown

reflects

the

effective

yield.

(b) Securities

with

an

aggregate

market

value

of

$134,815,703

have

been

pledged

as

collateral

for

options

as

of

September

30,

2025. (c) Rate

shown

reflects

the

7-day

yield

as

of

September

30,

2025. #### Simplify

#### Bond

#### Bull

#### ETF

#### Schedule

#### of

#### Investments
(Continued)

September

30,

2025

(Unaudited)

#### Summary

#### of

#### Investment

#### Type††

#### Investment

#### Categories

#### %

#### of

#### Net

#### Assets
U.S.

Treasury

Bills

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

120.6%

Money

Market

Fund

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

1.7%

Purchased

Swaptions

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

(21.0)%

Total

Investments

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

101.3%

Liabilities

in

Excess

of

Other

Assets

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

(1.3)%

#### 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

Liabilities

in

Excess

of

Other

Assets.

## 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 Bond Bull ETF

- **b. EDGAR series identifier (if any):** S000088354

- **c. LEI of Series:** 5299006XRH1XJSBC4145

**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:** $119172902.77

**Total Liabilities:** $52552.73

**Net Assets:** $119120350.04

**Cash Not Reported:** $0.03

**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 C000254610 | -6.58%               | -7.04%               | 2.37%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $8.28                    | $-9658.55                                  |
| Month 2  | $122.07                  | $12493.03                                  |
| Month 3  | $5235.18                 | $7252.57                                   |

**Designated Index Information**

- **Index Name:** ICE BofAML Long US Treasury Principal STRIPS Index

- **Index Identifier:** STPL Index

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| TREASURY BILL                         | United States Treasury Bill | CUSIP: 912797QS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7000000 | PA      | $6951528.92   | 5.84%             | 2025-12-04      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| TREASURY BILL                         | United States Treasury Bill | CUSIP: 912797QY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  100250000 | PA      | $99490773.67  | 83.52%            | 2025-12-11      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC              | SWOP IRS USD                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |   25000000 | NC      | $-417333.88   | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC               | SWOP IRS USD                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |  350000000 | NC      | $-3111764.04  | -2.61%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION | SWOP IRS USD                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |  325000000 | NC      | $-1669298.57  | -1.40%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC               | SWOP IRS USD                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        | 1200000000 | NC      | $-12193629.00 | -10.24%           |  |  |  | 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        |    2023435 | NS      | $2023434.85   | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC              | SWOP IRS USD                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |  700000000 | NC      | $-5636719.69  | -4.73%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL, INC. | SWOP IRS USD                | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DIR              | CORP              | US        |  175000000 | NC      | $-1944722.73  | -1.63%            |  |  |  | No            |                  2 | On Loan: No      |
| TREASURY BILL                         | United States Treasury Bill | CUSIP: 912797QQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7500000 | PA      | $7464121.88   | 6.27%             | 2025-11-13      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| TREASURY BILL                         | United States Treasury Bill | CUSIP: 912797RE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   28300000 | PA      | $28214251.00  | 23.69%            | 2025-10-28      | None          | 0.00%                 | No            |                  1 | 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