# EDGAR Filing Document

**Accession Number:** 0001810747
**File Stem:** 0000940400-25-011465
**Filing Date:** 2025-11
**Character Count:** 22233
**Document Hash:** 9e4774c1823477e49aa79b60f6b9e25f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-011465.hdr.sgml**: 20251128

**ACCESSION NUMBER**: 0000940400-25-011465

**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:** 251534455

**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 US Equity PLUS Convexity ETF (Series ID: S000069152)

| Class ID   | Class Name                            | Ticker Symbol   |
|:---|:---|:---|
| C000220986 | Simplify US Equity PLUS Convexity ETF | SPYC            |

## Nport-Ex

#### Simplify

#### US

#### Equity

#### PLUS

#### Convexity

#### ETF

#### Schedule

#### of

#### Investments
September

30,

2025

(Unaudited)

#### Shares

#### Value

#### U.S.

#### Exchange-Traded

#### Funds

#### –

#### 99.2%

#### Equity

#### Funds

#### –

#### 99.2%
iShares

Core

S&P

500

ETF(a)(b)

(Cost

$69,342,256)

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

139,748

$

93,533,336

#### Number

#### of

#### Contracts

#### Notional

#### Amount

#### Purchased

#### Options

#### –

#### 1.3%

#### Calls

#### –

#### Exchange-Traded

#### –

#### 0.5%
S&P

500

Index,

October

Strike

Price

$6,775,

Expires

10/01/25

...........

$

69,782,500

772

S&P

500

Index,

October

Strike

Price

$6,670,

Expires

10/03/25

...........

17,342,000

107,900

S&P

500

Index,

October

Strike

Price

$6,790,

Expires

10/07/25

...........

44,135,000

11,213

S&P

500

Index,

October

Strike

Price

$6,690,

Expires

10/08/25

...........

17,394,000

107,900

S&P

500

Index,

October

Strike

Price

$6,725,

Expires

10/10/25

...........

18,830,000

90,860

S&P

500

Index,

October

Strike

Price

$6,725,

Expires

10/17/25

...........

21,520,000

172,480

491,125

#### Puts

#### –

#### Exchange-Traded

#### –

#### 0.8%
Nasdaq

Index,

October

Strike

Price

$22,550,

Expires

10/10/25(c)

......

15,785,000

8,400

Russell

2000

Index,

October

Strike

Price

$2,240,

Expires

10/08/25(c)

......

16,800,000

6,375

Russell

2000

Index,

October

Strike

Price

$2,215,

Expires

10/10/25(c)

......

15,948,000

7,920

Russell

2000

Index,

October

Strike

Price

$2,230,

Expires

10/10/25(c)

......

16,056,000

8,640

S&P

500

Index,

October

Strike

Price

$6,360,

Expires

10/03/25

...........

73,776,000

17,110

S&P

500

Index,

October

Strike

Price

$6,400,

Expires

10/07/25

...........

68,480,000

28,088

S&P

500

Index,

October

Strike

Price

$6,350,

Expires

10/09/25

...........

107,950,000

59,500

S&P

500

Index,

October

Strike

Price

$6,100,

Expires

10/10/25(c)

.........

14,030,000

5,175

S&P

500

Index,

October

Strike

Price

$6,140,

Expires

10/10/25(c)

.........

14,122,000

5,750

S&P

500

Index,

October

Strike

Price

$5,350,

Expires

10/17/25(c)

.........

70,085,000

15,065

S&P

500

Index,

November

Strike

Price

$5,500,

Expires

11/21/25(c)

........

78,100,000

136,320

S&P

500

Index,

December

Strike

Price

$5,700,

Expires

12/19/25(c)

.......

86,070,000

415,250

SPDR

Gold

Shares,

October

Strike

Price

$324,

Expires

10/10/25(c)

.......

730

23,652,000

8,760

SPDR

Gold

Shares,

October

Strike

Price

$328,

Expires

10/10/25(c)

.......

730

23,944,000

12,045

734,398

Total

Purchased

Options

(Cost

$2,179,255)

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

1,225,523

#### Shares

#### Money

#### Market

#### Fund

#### –

#### 0.2%
Dreyfus

Treasury

Obligations

Cash

Management

Fund,

Institutional

Shares,

4.00%(d)

(Cost

$164,127)

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

164,127

164,127

Total

Investments

–

100.7%

(Cost

$71,685,638)

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

$

94,922,986

Liabilities

in

Excess

of

Other

Assets

–

(0.7)%

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

(686,009)

#### Net

#### Assets

#### –

#### 100.0%

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

#### $

#### 94,236,977

#### Simplify

#### US

#### Equity

#### PLUS

#### Convexity

#### ETF

#### Schedule

#### of

#### Investments
(Continued)

September

30,

2025

(Unaudited)

#### Number

#### of

#### Contracts

#### Notional

#### Amount

#### Value

#### Written

#### Options

#### –

#### (0.6)%

#### Puts

#### –

#### Exchange-Traded

#### –

#### (0.6)%
Nasdaq

Index,

October

Strike

Price

$23,550,

Expires

10/10/25

........

(7) $

(16,485,000)

$

(26,985)

Russell

2000

Index,

October

Strike

Price

$2,340,

Expires

10/08/25

........

(75) (17,550,000)

(23,250)

Russell

2000

Index,

October

Strike

Price

$2,315,

Expires

10/10/25

........

(72) (16,668,000)

(22,680)

Russell

2000

Index,

October

Strike

Price

$2,330,

Expires

10/10/25

........

(72) (16,776,000)

(29,520)

S&P

500

Index,

October

Strike

Price

$6,400,

Expires

10/10/25

...........

(23) (14,720,000)

(15,180)

S&P

500

Index,

October

Strike

Price

$6,440,

Expires

10/10/25

...........

(23) (14,812,000)

(18,745)

S&P

500

Index,

October

Strike

Price

$5,050,

Expires

10/17/25

...........

(131) (66,155,000)

(8,843)

S&P

500

Index,

November

Strike

Price

$5,200,

Expires

11/21/25

..........

(142) (73,840,000)

(92,300)

S&P

500

Index,

December

Strike

Price

$5,400,

Expires

12/19/25

.........

(151) (81,540,000)

(271,800)

SPDR

Gold

Shares,

October

Strike

Price

$334,

Expires

10/10/25

.........

(730) (24,382,000)

(20,440)

SPDR

Gold

Shares,

October

Strike

Price

$338,

Expires

10/10/25

.........

(730) (24,674,000)

(33,215)

(562,958)

Total

Written

Options

(Premiums

Received

$1,177,822)

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

$

(562,958)

(a) A

copy

of

the

security's

annual

report

to

shareholders

may

be

obtained

without

charge

at

www.ishares.com.

(b) Securities

with

an

aggregate

market

value

of

$46,851,000

have

been

pledged

as

collateral

for

options

as

of

September

30,

2025. (c) Held

in

connection

with

Written

Options.

(d) Rate

shown

reflects

the

7-day

yield

as

of

September

30,

2025. #### Summary

#### of

#### Investment

#### Type††

#### Investment

#### Categories

#### %

#### of

#### Net

#### Assets
U.S.

Exchange-Traded

Funds

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

99.2%

Purchased

Options

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

1.3%

Money

Market

Fund

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

0.2%

Total

Investments

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

100.7%

Liabilities

in

Excess

of

Other

Assets

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

(0.7)%

#### 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 US Equity PLUS Convexity ETF

- **b. EDGAR series identifier (if any):** S000069152

- **c. LEI of Series:** 549300YJCONMPU506325

**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:** $94879369.28

**Total Liabilities:** $643247.78

**Net Assets:** $94236121.50

**Cash Not Reported:** $524.13

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000220986 | -1.06%               | 1.81%                | 3.56%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2832.64                 | $1867048.24                                |
| Month 2  | $4341.70                 | $1839593.96                                |
| Month 3  | $0.00                    | $2911856.60                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CBOE GLOBAL MARKETS, INC.       | S&P 500 INDEX             | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |        26 | NC      | $107900.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | SPDR GOLD SHARES          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -730 | NC      | $-20440.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ, INC.                    | NASDAQ 100 INDEX          | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |        -7 | NC      | $-26985.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.       | S&P 500 INDEX             | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |        23 | NC      | $5175.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.       | S&P 500 INDEX             | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |        23 | NC      | $5750.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.       | RUSSELL 2000 INDEX        | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |        72 | NC      | $8640.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.       | S&P 500 INDEX             | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       103 | NC      | $772.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | SPDR GOLD SHARES          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -730 | NC      | $-33215.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.       | S&P 500 INDEX             | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |        26 | NC      | $107900.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.       | S&P 500 INDEX             | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |        32 | NC      | $172480.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.       | S&P 500 INDEX             | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       -23 | NC      | $-15180.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | SPDR GOLD SHARES          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       730 | NC      | $12045.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.       | S&P 500 INDEX             | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |      -151 | NC      | $-271800.00   | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.       | S&P 500 INDEX             | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       107 | NC      | $28087.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.       | S&P 500 INDEX             | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |        24 | NC      | $3360.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.       | RUSSELL 2000 INDEX        | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |        75 | NC      | $6375.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.       | S&P 500 INDEX             | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       -24 | NC      | $-10080.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.       | RUSSELL 2000 INDEX        | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |        72 | NC      | $7920.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.       | S&P 500 INDEX             | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       142 | NC      | $136320.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.       | S&P 500 INDEX             | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       -23 | NC      | $-18745.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.       | S&P 500 INDEX             | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       151 | NC      | $415250.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.       | S&P 500 INDEX             | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |      -131 | NC      | $-8842.50     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | SPDR GOLD SHARES          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       730 | NC      | $8760.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ, INC.                    | NASDAQ 100 INDEX          | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |        -7 | NC      | $-13020.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.       | S&P 500 INDEX             | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       116 | NC      | $17110.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ, INC.                    | NASDAQ 100 INDEX          | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |         7 | NC      | $6720.00      | 0.01%             |  |  |  | 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        |    164127 | NS      | $164127.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.       | RUSSELL 2000 INDEX        | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       -75 | NC      | $-23250.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.       | RUSSELL 2000 INDEX        | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       -72 | NC      | $-29520.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core S&P 500 ETF        | iShares Core S&P 500 ETF  | CUSIP: 464287200<br>LEI: 5493007M4YMN8XL48C14 | Long             | EC               | RF                | US        |    139748 | NS      | $93533336.40  | 99.25%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.       | S&P 500 INDEX             | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       131 | NC      | $15065.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ, INC.                    | NASDAQ 100 INDEX          | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |        -7 | NC      | $-19180.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.       | S&P 500 INDEX             | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |      -142 | NC      | $-92300.00    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ, INC.                    | NASDAQ 100 INDEX          | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |         7 | NC      | $8400.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ, INC.                    | NASDAQ 100 INDEX          | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |         7 | NC      | $3990.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.       | S&P 500 INDEX             | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |        28 | NC      | $90860.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.       | RUSSELL 2000 INDEX        | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       -72 | NC      | $-22680.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.       | S&P 500 INDEX             | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |        65 | NC      | $11212.50     | 0.01%             |  |  |  | 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