# EDGAR Filing Document

**Accession Number:** 0001810747
**File Stem:** 0000940400-26-021282
**Filing Date:** 2026-5
**Character Count:** 12162
**Document Hash:** 88f583423f38251e93f21dc181e84b84
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-021282.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0000940400-26-021282

**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:** 261023866

**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
March

31,

2026

(Unaudited)

#### Principal

#### Value

#### U.S.

#### Treasury

#### Bills

#### –

#### 121.6%
U.S.

Treasury

Bill,

3.63%,

4/14/2026

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

$

18,220,000

$

18,196,163

U.S.

Treasury

Bill,

3.64%,

4/28/2026

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

4,600,000

4,587,463

U.S.

Treasury

Bill,

3.61%,

5/5/2026

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

10,900,000

10,862,814

U.S.

Treasury

Bill,

3.63%,

5/12/2026

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

16,600,000

16,531,493

U.S.

Treasury

Bill,

3.68%,

6/9/2026

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

1,800,000

1,787,624

U.S.

Treasury

Bill,

3.68%,

6/23/2026

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

11,100,000

11,008,510

U.S.

Treasury

Bill,

3.68%,

7/7/2026

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

5,000,000

4,951,475

U.S.

Treasury

Bill,

3.72%,

7/21/2026

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

3,430,000

3,391,900

Total

U.S.

Treasury

Bills

(Cost

$71,319,213)

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

71,317,442

#### Shares

#### Money

#### Market

#### Fund

#### –

#### 0.6%
Dreyfus

Treasury

Obligations

Cash

Management

Fund,

Institutional

Shares,

3.54%(c)

(Cost

$336,111)

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

336,111

336,111

#### Notional

#### Amount

#### Purchased

#### Swaptions

#### –

#### (22.2)%

#### Calls

#### –

#### Over

#### the

#### Counter

#### –

#### (22.2)%
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

(2,507,402)

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)

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

375,000,000

(3,819,268)

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)

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

650,000,000

(5,886,481)

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)

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

75,000,000

(791,739)

(13,004,890)

Total

Purchased

Swaptions

(Cost

$0)

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

(13,004,890)

Total

Investments

–

100.0%

(Cost

$71,655,324)

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

$

58,648,663

Liabilities

in

Excess

of

Other

Assets

–

(0.0)%†

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

(23,846)

#### Net

#### Assets

#### –

#### 100.0%

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

#### $

#### 58,624,817
†

Less

than

0.05%

(a) Represents

a

zero

coupon

bond.

Rate

shown

reflects

the

effective

yield.

(b) Securities

with

an

aggregate

market

value

of

$45,104,882

have

been

pledged

as

collateral

for

options

as

of

March

31,

2026. (c) Rate

shown

reflects

the

7-day

yield

as

of

March

31,

2026.

## 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:** 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:** $58650044.03

**Total Liabilities:** $25226.61

**Net Assets:** $58624817.42

**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 | -1.30%               | 15.89%               | -3.32%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4104.68                 | $-27304.40                                 |
| Month 2  | $1002.63                 | $-2344.93                                  |
| Month 3  | $-666.37                 | $2605.18                                   |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| DREYFUS TRSY OBLIG CASH M             | DREYFUS TRSY OBLIG CASH M | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    336110 | NS      | $336110.50    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills          | B 0 04/14/26              | CUSIP: 912797TH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18220000 | PA      | $18196162.59  | 31.04%            | 2026-04-14      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| United States Treasury Bills          | B 0 05/05/26              | CUSIP: 912797TL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10900000 | PA      | $10862814.11  | 18.53%            | 2026-05-05      | 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        | 325000000 | NC      | $-2507401.33  | -4.28%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills          | B 0 07/07/26              | CUSIP: 912797UN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4951474.75   | 8.45%             | 2026-07-07      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL, INC. | SWOP IRS USD              | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DIR              | CORP              | US        |  75000000 | NC      | $-791739.22   | -1.35%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC              | SWOP IRS USD              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        | 650000000 | NC      | $-5886480.80  | -10.04%           |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills          | B 0 07/21/26              | CUSIP: 912797UQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3430000 | PA      | $3391900.55   | 5.79%             | 2026-07-21      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| United States Treasury Bills          | B 0 04/28/26              | CUSIP: 912797TK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4600000 | PA      | $4587462.70   | 7.83%             | 2026-04-28      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC               | SWOP IRS USD              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        | 375000000 | NC      | $-3819268.28  | -6.51%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills          | B 0 05/12/26              | CUSIP: 912797TR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16600000 | PA      | $16531493.46  | 28.20%            | 2026-05-12      | 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        |  11100000 | PA      | $11008509.80  | 18.78%            | 2026-06-23      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| United States Treasury Bills          | B 0 06/09/26              | CUSIP: 912797TZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1800000 | PA      | $1787624.44   | 3.05%             | 2026-06-09      | 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