# EDGAR Filing Document

**Accession Number:** 0001810747
**File Stem:** 0000940400-26-021299
**Filing Date:** 2026-5
**Character Count:** 10332
**Document Hash:** 8338381a13e842f3fb36b3e41ce6595d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-021299.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0000940400-26-021299

**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:** 261023885

**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 Short Term Treasury Futures Strategy ETF (Series ID: S000077857)

| Class ID   | Class Name                                        | Ticker Symbol   |
|:---|:---|:---|
| C000238444 | Simplify Short Term Treasury Futures Strategy ETF | TUA             |

## Nport-Ex

#### Simplify

#### Short

#### Term

#### Treasury

#### Futures

#### Strategy

#### ETF

#### Schedule

#### of

#### Investments
March

31,

2026

(Unaudited)

D

#### Shares

#### Value

#### U.S.

#### Exchange-Traded

#### Funds

#### –

#### 87.6%
Money

Market

ETFs

-

87.6%

Simplify

Government

Money

Market

ETF(a)(b)

(Cost

$716,642,811)

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

7,160,599

$

716,489,536

#### Principal

#### U.S.

#### Treasury

#### Bills

#### –

#### 10.7%
U.S.

Treasury

Bill,

3.63%,

5/5/2026

(c) ..........................................

$

3,000,000

2,989,766

U.S.

Treasury

Bill,

3.67%,

6/23/2026

(c) .........................................

4,000,000

3,967,031

U.S.

Treasury

Bill,

3.68%,

7/7/2026

(c) ..........................................

51,300,000

50,802,131

U.S.

Treasury

Bill,

3.72%,

7/21/2026

(c) .........................................

29,900,000

29,567,879

Total

U.S.

Treasury

Bills

(Cost

$87,324,476)

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

87,326,807

#### Shares

#### Money

#### Market

#### Fund

#### –

#### 2.7%
Dreyfus

Treasury

Obligations

Cash

Management

Fund,

Institutional

Shares,

3.54%(d)

(Cost

$22,339,026)

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

22,339,026

22,339,026

Total

Investments

–

101.0%

(Cost

$826,306,313)

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

$

826,155,369

Liabilities

in

Excess

of

Other

Assets

–

(1.0)%

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

(8,396,904)

#### Net

#### Assets

#### –

#### 100.0%

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

#### $

#### 817,758,465
(a) Affiliated

fund

managed

by

Simplify

Asset

Management

Inc.

(b) A

copy

of

the

security's

annual

report

to

shareholders

may

be

obtained

without

charge

at

www.simplify.us.

(c) Represents

a

zero

coupon

bond.

Rate

shown

reflects

the

effective

yield.

(d) Rate

shown

reflects

the

7-day

yield

as

of

March

31,

2026. #### At

#### March

#### 31,

#### 2026,

#### open

#### futures

#### contracts

#### were

#### as

#### follows:

#### Number

#### of

#### Contracts

#### Notional

#### Value

#### Expiration

#### Date

#### Value/

#### Unrealized

#### Appreciation
(Depreciation)

#### Long

#### position

#### contracts:
U.S.

Years

Note

(CBT)

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

21,267

$

4,411,739,450

6/30/26

$

(24,467,101)

#### 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

$

—

$

811,437,467

$

(94,654,047)

$

(140,610)

$

(153,274)

$

716,489,536

7,160,599

$

13,587,819

$

—

#### $

#### —

#### $

#### 811,437,467

#### $

#### (94,654,047)

#### $

#### (140,610)

#### $

#### (153,274)

#### $

#### 716,489,536

#### 7,160,599

#### $

#### 13,587,819

#### $

#### —

## 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 Short Term Treasury Futures Strategy ETF

- **b. EDGAR series identifier (if any):** S000077857

- **c. LEI of Series:** 549300YIMTGOZR5X9280

**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:** $828290399.03

**Total Liabilities:** $10528867.31

**Net Assets:** $817761531.72

**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 C000238444 | -0.44%               | 1.38%                | -4.27%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-47767.59               | $88386.37                                  |
| Month 2  | $-160.94                 | $-349781.05                                |
| Month 3  | $-92287.08               | $-58391.40                                 |

**Designated Index Information**

- **Index Name:** ICE U.S. Treasury 7 - 10 Year Total Return Index in USD

- **Index Identifier:** IDCOT7TR 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| United States Treasury Bills                | B 0 07/21/26                         | CUSIP: 912797UQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29900000 | PA      | $29567879.47  | 3.62%             | 2026-07-21      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | 2-Year T-Note Futures, Jun-2026,ETH  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |     21267 | NC      | $-24467100.87 | -2.99%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills                | B 0 06/23/26                         | CUSIP: 912797UB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3967030.56   | 0.49%             | 2026-06-23      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| United States Treasury Bills                | B 0 07/07/26                         | CUSIP: 912797UN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  51300000 | PA      | $50802130.94  | 6.21%             | 2026-07-07      | 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        |   7060599 | NS      | $706483535.94 | 86.39%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills                | B 0 05/05/26                         | CUSIP: 912797TL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2989765.35   | 0.37%             | 2026-05-05      | 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        |  22339026 | NS      | $22339026.32  | 2.73%             |  |  |  | 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