# EDGAR Filing Document

**Accession Number:** 0001810747
**File Stem:** 0000940400-26-022205
**Filing Date:** 2026-5
**Character Count:** 16057
**Document Hash:** 87020730b774842516ccf1459dcfc319
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-022205.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0000940400-26-022205

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**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:** 261043836

**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 China A Shares PLUS Income ETF (Series ID: S000088953)

| Class ID   | Class Name                              | Ticker Symbol   |
|:---|:---|:---|
| C000255354 | Simplify China A Shares PLUS Income ETF |  |

## Nport-Ex

#### Simplify

#### China

#### A

#### Shares

#### PLUS

#### Income

#### ETF

#### Schedule

#### of

#### Investments
March

31,

2026

(Unaudited)

#### Principal

#### Value

#### U.S.

#### Treasury

#### Bills

#### –

#### 57.5%
U.S.

Treasury

Bill,

3.66%,

5/19/2026

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

$

1,830,000

$

1,821,143

U.S.

Treasury

Bill,

3.67%,

6/23/2026

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

1,050,000

1,041,345

U.S.

Treasury

Bill,

3.68%,

7/7/2026

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

2,700,000

2,673,797

Total

U.S.

Treasury

Bills

(Cost

$5,536,348)

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

5,536,285

#### Shares

#### U.S.

#### Exchange-Traded

#### Funds

#### –

#### 48.8%
Money

Market

ETFs

-

48.8%

Simplify

Government

Money

Market

ETF(b)(c)(d)

(Cost

$4,707,390)

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

47,000

4,702,820

#### Money

#### Market

#### Fund

#### –

#### 0.1%
Dreyfus

Treasury

Obligations

Cash

Management

Fund,

Institutional

Shares,

3.54%(e)

(Cost

$10,228)

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

10,228

10,228

#### Number

#### of

#### Contracts

#### Notional

#### Amount

#### Purchased

#### Options

#### –

#### 0.1%

#### Calls

#### –

#### Exchange-Traded

#### –

#### 0.1%
S&P

500

Index,

April

Strike

Price

$7,350,

Expires

4/01/26

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

7,350,000

S&P

500

Index,

April

Strike

Price

$7,200,

Expires

4/17/26

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

2,880,000

S&P

500

Index,

April

Strike

Price

$7,275,

Expires

4/17/26

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

5,820,000

S&P

500

Index,

April

Strike

Price

$7,380,

Expires

4/17/26

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

2,214,000

S&P

500

Index,

June

Strike

Price

$7,300,

Expires

6/18/26

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

3,650,000

4,750

5,477

Total

Purchased

Options

(Cost

$88,934)

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

5,477

Total

Investments

–

106.5%

(Cost

$10,342,900)

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

$

10,254,810

Liabilities

in

Excess

of

Other

Assets

–

(6.5)%

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

(624,212)

#### Net

#### Assets

#### –

#### 100.0%

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

#### $

#### 9,630,598
(a) Represents

a

zero

coupon

bond.

Rate

shown

reflects

the

effective

yield.

(b) Securities

with

an

aggregate

market

value

of

$6,930,439

have

been

pledged

as

collateral

for

options

and

swaps

as

of

March

31,

2026. (c) Affiliated

fund

managed

by

Simplify

Asset

Management

Inc.

(d) A

copy

of

the

security's

annual

report

to

shareholders

may

be

obtained

without

charge

at

www.simplify.us.

(e) Rate

shown

reflects

the

7-day

yield

as

of

March

31,

2026. #### Simplify

#### China

#### A

#### Shares

#### PLUS

#### Income

#### ETF

#### Schedule

#### of

#### Investments
(Continued)

March

31,

2026

(Unaudited)

#### Affiliates
Fiscal

period

to

date

transactions

with

companies

which

are

or

were

affiliates

are

as

follows:

#### Affiliate

#### Value

#### at

#### beginning

#### of

#### the

#### period

#### Purchases

#### Cost

#### Sales

#### Proceeds

#### Net

#### Realized

#### Gain/(Loss)

#### Net

#### Change

#### in

#### Unrealized

#### Appreciation/

#### Depreciation

#### Value

#### at

#### the

#### end

#### of

#### the

#### period

#### Number

#### of

#### Shares

#### at

#### the

#### end

#### of

#### the

#### period

#### Dividend

#### Income

#### Capital

#### Gain

#### Distributions
Simplify

Government

Money

Market

ETF

$

—

$

9,319,829

$

(4,606,379)

$

(6,060)

$

(4,570)

$

4,702,820

47,000

$

135,124

$

—

#### $

#### —

#### $

#### 9,319,829

#### $

#### (4,606,379)

#### $

#### (6,060)

#### $

#### (4,570)

#### $

#### 4,702,820

#### 47,000

#### $

#### 135,124

#### $

#### —
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)
CCSI

1000

Net

Total

Return

Index

4/15/2026

(8.66)%

(SOFR

-12.30)(c)

BOFA

1,506,066

$

(102,216)

CCSI

2000

Net

Total

Return

Index

4/15/2026

(14.36)%

(SOFR

-18.00)

(c) BOFA

1,866,096

(116,675)

CCSI

Net

Return

Index

4/15/2026

0.94%

(SOFR

-2.70)(c)

BOFA

2,431,969

(114,215)

CCSI

500

Net

Total

Return

Index

4/15/2026

(5.06)%

(SOFR

-8.70)(c)

BOFA

1,613,506

(107,445)

ECSI

2000

Net

Total

Return

Index

7/15/2026

(9.36)%

(SOFR

-13.00)(c)

BOFA

280,595

(18,163)

ECSI

Net

Return

Index

7/15/2026

(0.11)%

(SOFR

-3.75)(c)

BOFA

1,287,854

(59,961)

ECSI

500

Net

Total

Return

Index

7/15/2026

(2.66)%

(SOFR

-6.30)(c)

BOFA

1,619,238

(109,457)

$

(628,132)

(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:

BOFA

:

Bank

of

America

SOFR

:

Secured

Overnight

Financing

Rate

## 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 China A Shares PLUS Income ETF

- **b. EDGAR series identifier (if any):** S000088953

- **c. LEI of Series:** 529900P9X1PX3IPON464

**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:** $10266326.76

**Total Liabilities:** $635717.99

**Net Assets:** $9630608.77

**Cash Not Reported:** $11357.15

**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 C000255354 | 6.67%                | 3.44%                | -10.32%              |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $376.15                  | $-3706.99                                  |
| Month 2  | $-88.52                  | $-2073.97                                  |
| Month 3  | $86.42                   | $-305.20                                   |

**Designated Index Information**

- **Index Name:** CSI 500 Net Total Return Index

- **Index Identifier:** CSIN0905 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BANK OF AMERICA, NATIONAL ASSOCIATION | TRS CSIN0905 INDEX                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $-107444.72   | -1.12%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION      | SPXW E 2026-04-17 CALL 7275          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |         7 | NC      | $315.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION      | SPXW E 2026-06-18 CALL 7300          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |         5 | NC      | $4750.00      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS SECURITIES LLC                    | TRS CSIN0300 INDEX                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | US        |         1 | NC      | $-59960.84    | -0.62%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills          | B 0 07/07/26                         | CUSIP: 912797UN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2700000 | PA      | $2673796.37   | 27.76%            | 2026-07-07      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| UBS SECURITIES LLC                    | TRS C932000N INDEX                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | US        |         1 | NC      | $-18162.44    | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | TRS CSIN0905 INDEX                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | US        |         1 | NC      | $-109457.38   | -1.14%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION      | SPXW E 2026-04-17 CALL 7380          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |         3 | NC      | $97.50        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION | TRS C932000 INDEX                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $-116675.28   | -1.21%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION      | SPXW E 2026-03-31 CALL 7350          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        10 | NC      | $50.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION      | SPXW E 2026-04-17 CALL 7275          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |         1 | NC      | $45.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION      | SPXW E 2026-04-17 CALL 7200          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |         4 | NC      | $220.00       | 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        |   1830000 | PA      | $1821142.80   | 18.91%            | 2026-05-19      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION | TRS CSIN0852 INDEX                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $-102216.12   | -1.06%            |  |  |  | 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        |     10228 | NS      | $10227.82     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills          | B 0 06/23/26                         | CUSIP: 912797UB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1050000 | PA      | $1041345.52   | 10.81%            | 2026-06-23      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION | TRS CSIN0300 INDEX                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $-114215.07   | -1.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Simplify Exchange Traded Funds        | Simplify Government Money Market ETF | CUSIP: 82889N269<br>LEI: 529900UXSTJQHYE7H806 | Long             | STIV             | RF                | US        |     47000 | NS      | $4702820.00   | 48.83%            |  |  |  | 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