# EDGAR Filing Document

**Accession Number:** 0001810747
**File Stem:** 0000940400-26-021279
**Filing Date:** 2026-5
**Character Count:** 27322
**Document Hash:** 91344f0325f72a43f177218f041b04ae
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-021279.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0000940400-26-021279

**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:** 261023863

**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 Barrier Income ETF (Series ID: S000091618)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000259296 | Simplify Barrier Income ETF |  |

## 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 Barrier Income ETF

- **b. EDGAR series identifier (if any):** S000091618

- **c. LEI of Series:** 529900TG4KRPU18D6A47

**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:** $281189628.56

**Total Liabilities:** $19105218.20

**Net Assets:** $262084410.36

**Cash Not Reported:** $156338.62

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000259296 | 0.81%                | -0.50%               | -3.26%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4968.17                | $-21342.66                                 |
| Month 2  | $-2557.61                | $-126797.96                                |
| Month 3  | $-453.88                 | $9994.66                                   |

**Designated Index Information**

- **Index Name:** S&P 500 Benchmark

- **Index Identifier:** SPX 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| HSBC BANK PLC                    | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               | CORP              | GB        |  -3500000 | NC      | $-269150.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Simplify Exchange Traded Funds   | Simplify Government Money Market ETF              | CUSIP: 82889N269<br>LEI: 529900UXSTJQHYE7H806 | Long             | STIV             | RF                | US        |   2125100 | NS      | $212637506.00 | 81.13%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                    | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               | CORP              | GB        |  -7500000 | NC      | $-657000.00   | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                    | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               | CORP              | GB        |  -1500000 | NC      | $-115200.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                    | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               | CORP              | GB        |  -2000000 | NC      | $-171400.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                    | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               | CORP              | GB        |  -7500000 | NC      | $-519000.00   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills     | B 0 07/21/26                                      | CUSIP: 912797UQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8200000 | PA      | $8108916.78   | 3.09%             | 2026-07-21      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| NOMURA INTERNATIONAL PLC         | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               | CORP              | GB        |  -2300000 | NC      | $-125468.82   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                    | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               | CORP              | GB        |  -1250000 | NC      | $-103250.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC. | E-mini S&P 500 Futures, Jun-2026,ETH              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |      -181 | NC      | $-409135.41   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                    | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               | CORP              | GB        |  -3500000 | NC      | $-314650.00   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills     | B 0 05/05/26                                      | CUSIP: 912797TL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $996588.45    | 0.38%             | 2026-05-05      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                    | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               | CORP              | GB        |  -3000000 | NC      | $-258300.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA INTERNATIONAL PLC         | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               | CORP              | GB        |  -4500000 | NC      | $-258536.57   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                    | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               | CORP              | GB        |  -7500000 | NC      | $-669000.00   | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA INTERNATIONAL PLC         | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               | CORP              | GB        |  -5500000 | NC      | $-337974.12   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                    | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               | CORP              | GB        |  -4500000 | NC      | $-351000.00   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                    | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               | CORP              | GB        |  -1500000 | NC      | $-124800.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                    | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               | CORP              | GB        |  -1500000 | NC      | $-136800.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA INTERNATIONAL PLC         | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               | CORP              | GB        |  -3000000 | NC      | $-163156.14   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                    | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               | CORP              | GB        |  -1500000 | NC      | $-140700.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                    | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               | CORP              | GB        |  -5000000 | NC      | $-259500.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                    | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               | CORP              | GB        |  -2000000 | NC      | $-177200.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                    | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               | CORP              | GB        |  -8000000 | NC      | $-427200.00   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                    | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               | CORP              | GB        |  -2000000 | NC      | $-132200.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                    | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               | CORP              | GB        |  -4000000 | NC      | $-319600.00   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                    | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               | CORP              | GB        | -12000000 | NC      | $-1074000.00  | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA INTERNATIONAL PLC         | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               | CORP              | GB        |  -8000000 | NC      | $-394674.08   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                    | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               | CORP              | GB        |  -1500000 | NC      | $-80700.00    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                    | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               | CORP              | GB        |  -5000000 | NC      | $-347000.00   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                    | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               | CORP              | GB        |  -6250000 | NC      | $-561875.00   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                    | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               | CORP              | GB        |  -2500000 | NC      | $-186750.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                    | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               | CORP              | GB        |  -6000000 | NC      | $-456600.00   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA INTERNATIONAL PLC         | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               | CORP              | GB        | -10000000 | NC      | $-540242.10   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                    | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               | CORP              | GB        |  -4000000 | NC      | $-291200.00   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                    | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               | CORP              | GB        |  -5000000 | NC      | $-372500.00   | -0.14%            |  |  |  | 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        |    287885 | NS      | $287884.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                    | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               | CORP              | GB        |  -5000000 | NC      | $-347000.00   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                    | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               | CORP              | GB        |  -2000000 | NC      | $-173800.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills     | B 0 06/23/26                                      | CUSIP: 912797UB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31970000 | PA      | $31706491.75  | 12.10%            | 2026-06-23      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| NOMURA INTERNATIONAL PLC         | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               | CORP              | GB        |  -5000000 | NC      | $-355975.15   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                    | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               | CORP              | GB        |  -7500000 | NC      | $-516750.00   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                    | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               | CORP              | GB        |  -3000000 | NC      | $-275100.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                    | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               | CORP              | GB        |  -1000000 | NC      | $-82000.00    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills     | B 0 05/26/26                                      | CUSIP: 912797TT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1988908.34   | 0.76%             | 2026-05-26      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| United States Treasury Bills     | B 0 05/19/26                                      | CUSIP: 912797TS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $995160.00    | 0.38%             | 2026-05-19      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC          | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |  -2500000 | NC      | $-101000.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                    | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               | CORP              | GB        |  -1250000 | NC      | $-116375.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills     | B 0 04/23/26                                      | CUSIP: 912797SM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1995564.56   | 0.76%             | 2026-04-23      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                    | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               | CORP              | GB        |  -5000000 | NC      | $-321000.00   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                    | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               | CORP              | GB        |  -1000000 | NC      | $-53500.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                    | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               | CORP              | GB        |  -1500000 | NC      | $-90600.00    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | SPXW E 2026-04-17 PUT 5800                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        55 | NC      | $58300.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NOMURA INTERNATIONAL PLC         | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               | CORP              | GB        |  -2000000 | NC      | $-102237.48   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                    | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               | CORP              | GB        | -10000000 | NC      | $-718000.00   | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                    | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               | CORP              | GB        |  -5000000 | NC      | $-427500.00   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                    | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               | CORP              | GB        |  -9500000 | NC      | $-793250.00   | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                    | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               | CORP              | GB        |  -3500000 | NC      | $-273700.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                    | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               | CORP              | GB        |  -1300000 | NC      | $-77740.00    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                    | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               | CORP              | GB        |  -3800000 | NC      | $-254220.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills     | B 0 07/07/26                                      | CUSIP: 912797UN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15660000 | PA      | $15508018.92  | 5.92%             | 2026-07-07      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| NOMURA INTERNATIONAL PLC         | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               | CORP              | GB        |  -4000000 | NC      | $-240317.92   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills     | B 0 06/09/26                                      | CUSIP: 912797TZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6580000 | PA      | $6534760.46   | 2.49%             | 2026-06-09      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | SPXW E 2026-04-17 PUT 6000                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |       343 | NC      | $622545.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NOMURA INTERNATIONAL PLC         | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               | CORP              | GB        |  -5000000 | NC      | $-351173.05   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                    | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               | CORP              | GB        | -20000000 | NC      | $-1860000.00  | -0.71%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA INTERNATIONAL PLC         | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               | CORP              | GB        |  -2000000 | NC      | $-51294.74    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                    | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               | CORP              | GB        |  -3750000 | NC      | $-321750.00   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA INTERNATIONAL PLC         | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               | CORP              | GB        | -10000000 | NC      | $-602644.10   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA INTERNATIONAL PLC         | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               | CORP              | GB        |  -2000000 | NC      | $-93487.82    | -0.04%            |  |  |  | No            |                  2 | 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