# EDGAR Filing Document

**Accession Number:** 0001810747
**File Stem:** 0001752724-23-036477
**Filing Date:** 2023-2
**Character Count:** 21851
**Document Hash:** 1f37c59403de349235045d8c2d9b120c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-036477.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-036477

**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:** 23658128

**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 Managed Futures Strategy ETF (Series ID: S000075092)

| Class ID   | Class Name                            | Ticker Symbol   |
|:---|:---|:---|
| C000233897 | Simplify Managed Futures Strategy ETF | CTA             |

## 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 Managed Futures Strategy ETF

- **b. EDGAR series identifier (if any):** S000075092

- **c. LEI of Series:** 549300WB4VYZON2V0562

**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:** $180657839.08

**Total Liabilities:** $22431690.42

**Net Assets:** $158226148.66

**Amount of Assets Invested in Other Investment Companies:** $35723480.62

**Cash Not Reported:** $4630601.46

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -135221.13752000 | **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 C000233897 | 1.91%                | -6.19%               | -0.96%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-0.01                   | $-196643.07                                |
| Month 2  | $-7489.77                | $78301.20                                  |
| Month 3  | $-6162.01                | $102476.32                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| NEW YORK MERCANTILE EXCHANGE, INC.          | NYMEX LIGHT SWEET CRUDE OIL                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |         1 | NC      | $957.63       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE                           | Montreal Exchange 10 Year Canadian Bond            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |      -235 | NC      | $567886.10    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE                           | Montreal Exchange 3 Month Canadian Bank Acceptance | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |     -1774 | NC      | $1331946.83   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | CBOT Wheat                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |         6 | NC      | $1832.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | NYMEX Henry Hub Natural Gas s                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |       -15 | NC      | $56179.45     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | CBOT Soybean Oil                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |       139 | NC      | $-27596.44    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                    | COMEX Silver                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |        92 | NC      | $371709.86    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | CBOT Corn                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |       146 | NC      | $-6788.93     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | NYBOT CTN Number 2 Cotton                          | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |       -96 | NC      | $-116901.82   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | NYMEX Henry Hub Natural Gas                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |         2 | NC      | $-23650.74    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                    | COMEX Gold 100 Troy Ounces                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |        29 | NC      | $64561.49     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | Three-Month SOFR                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |      -682 | NC      | $1250479.91   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | CBOT Wheat                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |       -77 | NC      | $-82915.36    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | CBOT Corn                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |        14 | NC      | $-840.91      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | NYBOT CSC Number 11 World Sugar                    | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |        24 | NC      | $-11361.67    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | NYMEX Henry Hub Natural Gas s                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |       -37 | NC      | $255716.31    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | CBOT Corn                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |        26 | NC      | $-1513.46     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | Three-Month SOFR                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |      -928 | NC      | $759216.39    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | NYMEX Henry Hub Natural Gas                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |        56 | NC      | $-604949.72   | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill                        | CUSIP: 912796XT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45450000 | PA      | $45305986.67  | 28.63%            | 2023-02-02      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | NYBOT CTN Number 2 Cotton                          | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |       -46 | NC      | $-91251.57    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | LIVE CATTLE                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |        18 | NC      | $-352.40      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | CBOT Wheat                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |       -37 | NC      | $-32868.56    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | NYBOT CSC NUMBER 11 WORLD SUGAR                    | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |       251 | NC      | $-223401.35   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                    | COMEX GOLD 100 TROY OUNCES                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |         4 | NC      | $4030.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | CBOT SOYBEAN OIL                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |        13 | NC      | $954.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                    | COMEX Copper                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |       -25 | NC      | $-63960.57    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | Three-Month SOFR                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |     -1257 | NC      | $312257.41    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                    | COMEX Copper                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |        -2 | NC      | $-1429.84     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | NYMEX Light Sweet Crude Oil                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |        -9 | NC      | $-18741.33    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | NYMEX Henry Hub Natural Gas                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |        44 | NC      | $-427646.28   | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill                        | CUSIP: 912796X95<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10500000 | PA      | $10497882.47  | 6.63%             | 2023-01-05      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | NYMEX Henry Hub Natural Gas s                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |        -7 | NC      | $16356.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE                           | Montreal Exchange 3 Month Canadian Bank Acceptance | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |     -1921 | NC      | $1377378.64   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE                           | Montreal Exchange 3 Month Canadian Bank Acceptance | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |     -1788 | NC      | $938031.61    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | NYMEX HENRY HUB NATURAL GAS                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |        41 | NC      | $-352617.17   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill                        | CUSIP: 912796T33<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  53000000 | PA      | $52681412.23  | 33.30%            | 2023-02-23      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | NYBOT CSC Number 11 World Sugar                    | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |        49 | NC      | $-36522.46    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | CME Live Cattle                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |        27 | NC      | $-238.34      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | NYBOT CTN Number 2 Cotton                          | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |       -17 | NC      | $-20055.44    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill                        | CUSIP: 912796U31<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22200000 | PA      | $21993617.92  | 13.90%            | 2023-03-23      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | SOYBEAN OIL                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |        34 | NC      | $3806.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | NYMEX Henry Hub Natural Gas                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |        57 | NC      | $-536113.09   | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                    | SILVER                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |         4 | NC      | $16590.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | CME Live Cattle                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |        34 | NC      | $441.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | NYMEX Henry Hub Natural Gas s                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |       -14 | NC      | $125714.82    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE                           | MONTREAL EXCHANGE 3 MONTH CANADIAN BANK ACCEPTANCE | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |      -784 | NC      | $481092.18    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                    | COMEX Silver                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |        16 | NC      | $121896.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | Three-Month SOFR                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |     -1437 | NC      | $793326.81    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                    | COMEX Copper                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |       -80 | NC      | $-42196.09    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                    | COMEX Gold 100 Troy Ounces                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |         5 | NC      | $17.90        | 0.00%             |  |  |  | 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