# EDGAR Filing Document

**Accession Number:** 0001810747
**File Stem:** 0000940400-26-021286
**Filing Date:** 2026-5
**Character Count:** 12562
**Document Hash:** 2ce075cb657c8b816d2e95e0ae19cb07
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-021286.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0000940400-26-021286

**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:** 261023871

**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 Chinese Commodities Strategy No K-1 ETF (Series ID: S000095626)

| Class ID   | Class Name                                       | Ticker Symbol   |
|:---|:---|:---|
| C000264354 | Simplify Chinese Commodities Strategy No K-1 ETF |  |

## Nport-Ex

#### Simplify

#### Chinese

#### Commodities

#### Strategy

#### No

#### K-1

#### ETF

#### Consolidated

#### Schedule

#### of

#### Investments
March

31,

2026

(Unaudited)

#### \*

#### The

#### following

#### table

#### shows

#### the

#### individual

#### and

#### related

#### values

#### of

#### the

#### securities

#### within

#### the

#### TRSMQ0001

#### basket

#### Principal

#### Value

#### U.S.

#### Treasury

#### Bills

#### –

#### 102.0%
U.S.

Treasury

Bill,

3.68%,

5/7/2026

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

$

36,700,000

$

36,566,228

U.S.

Treasury

Bill,

3.67%,

5/26/2026

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

6,450,000

6,414,229

U.S.

Treasury

Bill,

3.68%,

6/2/2026

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

37,500,000

37,267,123

U.S.

Treasury

Bill,

3.67%,

6/23/2026

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

2,000,000

1,983,515

U.S.

Treasury

Bill,

3.70%,

7/14/2026

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

4,900,000

4,849,182

U.S.

Treasury

Bill,

3.72%,

7/21/2026

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

20,300,000

20,074,514

Total

U.S.

Treasury

Bills

(Cost

$107,154,217)

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

107,154,791

#### Shares

#### Money

#### Market

#### Fund

#### –

#### 0.1%
Dreyfus

Treasury

Obligations

Cash

Management

Fund,

Institutional

Shares,

3.54%(c)

(Cost

$131,759)

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

131,759

131,759

Total

Investments

–

102.1%

(Cost

$107,285,976)

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

$

107,286,550

Liabilities

in

Excess

of

Other

Assets

–

(2.1)%

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

(2,257,018)

#### Net

#### Assets

#### –

#### 100.0%

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

#### $

#### 105,029,532
(a) Represents

a

zero

coupon

bond.

Rate

shown

reflects

the

effective

yield.

(b) Securities

with

an

aggregate

market

value

of

$9,088,285

have

been

pledged

as

collateral

for

swap

s

as

of

March

31,

2026. (c) Rate

shown

reflects

the

7-day

yield

as

of

March

31,

2026. At

March

31,

2026,

over

the

counter

total

return

swap

contracts

outstanding

were

as

follows:

#### Reference

#### Obligation/Index

#### Termination

#### Date(a)

#### Financing

#### Rate

#### Paid
(Received)

#### by

#### the

#### Fund

#### Counterparty

#### Notional

#### Amount

#### Unrealized

#### Appreciation/

#### (Depreciation)(b)
TRSMQ0001\*

01/27/2027

0.00%

(c) MBL

754,893,925

$

(2,202,014)

$

(2,202,014)

\*

The

aggregate

unrealized

of

the

constituents

of

the

swap

reference

index

have

been

shown

below

for

derivative

based

indices.

(a) The

Fund

pays/receives

annual

coupon

payments

in

accordance

with

the

swap

contract.

On

the

termination

date

of

the

swap

contract(s),

the

Fund

will

either

receive

from

or

pay

to

the

counterparty

an

amount

equal

to

the

net

of

the

accrued

financing

fees

and

the

value

of

the

reference

security

subtracted

from

the

original

notional

cost

(notional

multiplied

by

the

price

change

of

the

reference

security).

(b) There

are

no

upfront

payments

on

the

swap

contracts,

therefore

the

unrealized

gain

(loss)

on

the

swap

contracts

is

equal

to

their

market

value.

(c) Payments

made

quarterly.

Abbreviations:

MBL

:

Macquarie

Bank

Limited

#### Security

#### description

#### Notional

#### Value

#### Long

#### Short

#### Market

#### Value

#### %

#### of

#### basket
AAM6

Comdty

$7,972,945

Long

12.1%

CKCU6

Comdty

6,332,040

Long

9.6%

RTU6

Comdty

4,736,376

Long

7.2%

FGLU6

Comdty

4,650,438

Short

7.0%

AAN6

Comdty

4,597,656

Long

7.0%

#### Simplify

#### Chinese

#### Commodities

#### Strategy

#### No

#### K-1

#### ETF

#### Consolidated

#### Schedule

#### of

#### Investments
(Continued)

March

31,

2026

(Unaudited)

#### Security

#### description

#### Notional

#### Value

#### Long

#### Short

#### Market

#### Value

#### %

#### of

#### basket
XIIM6

Comdty

4,254,025

Short

6.4%

SHU6

Comdty

3,819,084

Long

5.8%

IOEU6

Comdty

3,561,251

Long

5.4%

IMRU6

Comdty

3,553,815

Long

5.4%

XIIN6

Comdty

2,416,444

Short

3.7%

ZRRU6

Comdty

2,022,466

Long

3.1%

IREU6

Comdty

1,679,312

Long

2.5%

RTN6

Comdty

1,640,258

Long

2.5%

DCSU6

Comdty

1,589,574

Long

2.4%

AAQ6

Comdty

1,483,688

Long

2.2%

CUM6

Comdty

1,314,324

Short

2.0%

BITM6

Comdty

1,185,214

Long

1.8%

ACU6

Comdty

908,410

Long

1.4%

AEU6

Comdty

897,636

Long

1.4%

XOOM6

Comdty

801,756

Short

1.2%

SAIM6

Comdty

789,173

Short

1.2%

FOU6

Comdty

740,196

Long

1.1%

VVU6

Comdty

738,974

Long

1.1%

ZMEU6

Comdty

721,202

Long

1.1%

SCPN6

Comdty

622,161

Long

0.9%

PVCU6

Comdty

566,459

Long

0.9%

XIIU6

Comdty

473,835

Short

0.7%

POLU6

Comdty

368,551

Long

0.6%

CUN6

Comdty

345,947

Short

0.5%

XIIQ6

Comdty

334,844

Short

0.5%

PTU6

Comdty

229,464

Long

0.3%

PBLM6

Comdty

191,510

Short

0.3%

CUU6

Comdty

138,292

Short

0.2%

CUQ6

Comdty

69,175

Short

0.1%

PYLU6

Comdty

57,059

Short

0.1%

ZNAM6

Comdty

51,223

Short

0.1%

AAU6

Comdty

36,209

Long

0.1%

AKU6

Comdty

34,018

Long

0.1%

ZROU6

Comdty

28,419

Long

0.0%

PBLN6

Comdty

23,975

Short

0.0%

#### Total

#### 100.0%

## 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 Chinese Commodities Strategy No K-1 ETF

- **b. EDGAR series identifier (if any):** S000095626

- **c. LEI of Series:** 529900AWXC88EBFRY242

**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:** $107320466.94

**Total Liabilities:** $2290934.96

**Net Assets:** $105029531.98

**Amount of Assets Invested in Other Investment Companies:** $23986075.76

**Cash Not Reported:** $6125275.04

**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 C000264354 | -1.27%               | -0.66%               | 2.20%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-0.06                   | $-434.52                                   |
| Month 2  | $-6.59                   | $3244.18                                   |
| Month 3  | $-16.85                  | $-2235.40                                  |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| United States Treasury Bills | B 0 07/21/26              | CUSIP: 912797UQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20300000 | PA      | $20074513.49  | 19.11%            | 2026-07-21      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| United States Treasury Bills | B 0 05/26/26              | CUSIP: 912797TT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6450000 | PA      | $6414229.39   | 6.11%             | 2026-05-26      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| DREYFUS TRSY OBLIG CASH M    | DREYFUS TRSY OBLIG CASH M | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    131759 | NS      | $131758.77    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MACQUARIE BANK LIMITED       | TRS MQCP450E INDEX        | CUSIP: 000000000<br>LEI: 4ZHCHI4KYZG2WVRT8631 | N/A              | DCO              | CORP              | AU        |         1 | NC      | $-2202013.55  | -2.10%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills | B 0 05/07/26              | CUSIP: 912797SP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36700000 | PA      | $36566228.50  | 34.82%            | 2026-05-07      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| United States Treasury Bills | B 0 06/23/26              | CUSIP: 912797UB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1983515.28   | 1.89%             | 2026-06-23      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| United States Treasury Bills | WIB 0 06/02/26            | CUSIP: 912797TU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37500000 | PA      | $37267123.13  | 35.48%            | 2026-06-02      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| United States Treasury Bills | B 0 07/14/26              | CUSIP: 912797UP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4900000 | PA      | $4849181.56   | 4.62%             | 2026-07-14      | None          | 0.00%                 | No            |                  1 | 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