# EDGAR Filing Document

**Accession Number:** 0001810747
**File Stem:** 0000940400-26-021289
**Filing Date:** 2026-5
**Character Count:** 14466
**Document Hash:** 02c8c52864c59b0de3aff119cb1aa7bd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-021289.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0000940400-26-021289

**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:** 261023874

**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 Interest Rate Hedge ETF (Series ID: S000071793)

| Class ID   | Class Name                       | Ticker Symbol   |
|:---|:---|:---|
| C000227299 | Simplify Interest Rate Hedge ETF | PFIX            |

## 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 Interest Rate Hedge ETF

- **b. EDGAR series identifier (if any):** S000071793

- **c. LEI of Series:** 549300SPY0E6B5AZ2C65

**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:** $186070946.83

**Total Liabilities:** $62525.39

**Net Assets:** $186008421.44

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 2.92455000 | **30-Year:** 0.41435000

**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 C000227299 | -3.07%               | -9.67%               | 10.38%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3224.74                 | $-40643.29                                 |
| Month 2  | $1991.05                 | $-21872.41                                 |
| Month 3  | $-7848.09                | $13156.54                                  |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CHICAGO MERCANTILE EXCHANGE INC.          | IRS USD                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $2674.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION     | SWOP IRS USD                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |  126000000 | NC      | $-19688.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills              | B 0 07/21/26                         | CUSIP: 912797UQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   30960000 | PA      | $30616105.30  | 16.46%            | 2026-07-21      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                         | SWOP IRS USD                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |   65000000 | NC      | $-789017.98   | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC       | SWOP IRS USD                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        | -315000000 | NC      | $3045282.94   | 1.64%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL               | SWOP IRS USD                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |  315000000 | NC      | $-689232.44   | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION            | SWOP IRS USD                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        | -130000000 | NC      | $1433065.27   | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills              | B 0 06/23/26                         | CUSIP: 912797UB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   34610000 | PA      | $34324731.92  | 18.45%            | 2026-06-23      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC    | SWOP IRS USD                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        | 1045000000 | NC      | $8570120.66   | 4.61%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills              | B 0 05/12/26                         | CUSIP: 912797TR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4000000 | PA      | $3983492.40   | 2.14%             | 2026-05-12      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION            | SWOP IRS USD                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |  120000000 | NC      | $633154.79    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills              | B 0 05/19/26                         | CUSIP: 912797TS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11400000 | PA      | $11344824.00  | 6.10%             | 2026-05-19      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| United States Treasury Bills              | B 0 04/14/26                         | CUSIP: 912797TH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      40000 | PA      | $39947.67     | 0.02%             | 2026-04-14      | 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        |    1000762 | NS      | $1000761.97   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC       | SWOP IRS USD                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        | -100000000 | NC      | $2104326.95   | 1.13%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL               | SWOP IRS USD                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |  827000000 | NC      | $1902487.53   | 1.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION            | SWOP IRS USD                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   80000000 | NC      | $-46028.07    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills              | B 0 06/09/26                         | CUSIP: 912797TZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11950000 | PA      | $11867840.05  | 6.38%             | 2026-06-09      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC       | SWOP IRS USD                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |   40000000 | NC      | $-343616.17   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL               | SWOP IRS USD                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |  360000000 | NC      | $-339681.49   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION | SWOP IRS USD                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        | -250000000 | NC      | $-172828.93   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL               | SWOP IRS USD                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |  130000000 | NC      | $-1184296.33  | -0.64%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION | SWOP IRS USD                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |  362000000 | NC      | $394150.34    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL               | SWOP IRS USD                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        | -200000000 | NC      | $3732856.28   | 2.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION | SWOP IRS USD                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |  135000000 | NC      | $-1607673.41  | -0.86%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL               | SWOP IRS USD                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        | -695000000 | NC      | $7033120.40   | 3.78%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION | SWOP IRS USD                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |  178000000 | NC      | $-548213.35   | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills              | B 0 07/07/26                         | CUSIP: 912797UN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   21900000 | PA      | $21687459.41  | 11.66%            | 2026-07-07      | 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        |    3300000 | PA      | $3281698.76   | 1.76%             | 2026-05-26      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Simplify Exchange Traded Funds            | Simplify Government Money Market ETF | CUSIP: 82889N269<br>LEI: 529900UXSTJQHYE7H806 | Long             | STIV             | RF                | US        |     447500 | NS      | $44776850.00  | 24.07%            |  |  |  | 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