# EDGAR Filing Document

**Accession Number:** 0001810747
**File Stem:** 0000940400-26-021301
**Filing Date:** 2026-5
**Character Count:** 20494
**Document Hash:** 64fa6f7507ac877619667623f59ac528
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-021301.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0000940400-26-021301

**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:** 261023887

**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 Target 15 Distribution ETF (Series ID: S000091619)

| Class ID   | Class Name                          | Ticker Symbol   |
|:---|:---|:---|
| C000259297 | Simplify Target 15 Distribution ETF |  |

## Nport-Ex

#### Simplify

#### Target

#### 15

#### Distribution

#### ETF

#### Schedule

#### of

#### Investments
March

31,

2026

(Unaudited)

#### Shares

#### Value

#### U.S.

#### Exchange-Traded

#### Funds

#### –

#### 84.4%
Money

Market

ETFs

-

84.4%

Simplify

Government

Money

Market

ETF(a)(b)(c)

(Cost

$46,707,450)

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

466,600

$

46,687,996

#### Principal

#### U.S.

#### Treasury

#### Bills

#### –

#### 23.5%
U.S.

Treasury

Bill,

3.68%,

6/9/2026

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

$

1,770,000

1,757,831

U.S.

Treasury

Bill,

3.68%,

6/23/2026

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

4,630,000

4,591,838

U.S.

Treasury

Bill,

3.68%,

7/7/2026

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

6,700,000

6,634,976

Total

U.S.

Treasury

Bills

(Cost

$12,984,227)

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

12,984,645

#### Number

#### of

#### Contracts

#### Notional

#### Amount

#### Purchased

#### Options

#### –

#### 0.3%

#### Puts

#### –

#### Exchange-Traded

#### –

#### 0.3%
S&P

500

Index,

April

Strike

Price

$6,000,

Expires

4/17/26

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

52,800,000

159,720

Total

Purchased

Options

(Cost

$255,236)

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

159,720

#### Shares

#### Money

#### Market

#### Fund

#### –

#### 0.2%
Dreyfus

Treasury

Obligations

Cash

Management

Fund,

Institutional

Shares,

3.54%(e)

(Cost

$104,626)

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

104,626

104,626

Total

Investments

–

108.4%

(Cost

$60,051,539)

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

$

59,936,987

Liabilities

in

Excess

of

Other

Assets

–

(8.4)%

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

(4,629,817)

#### Net

#### Assets

#### –

#### 100.0%

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

#### $

#### 55,307,170

#### Number

#### of

#### Contracts

#### Notional

#### Amount

#### Written

#### Options

#### –

#### (8.2)%

#### Puts

#### -

#### Over

#### the

#### Counter

#### Barrier

#### Options

#### –

#### (8.2)%
SPX/RTY/NDX

WOF,

Expires

01/22/27

P100/75

NC3

EKI

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

(1,500,000)

$

(1,125,000)

$

(151,800)

SPX/RTY/NDX

WOF,

Expires

01/22/27

P100/75

NC3

EKI

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

(3,000,000)

(2,250,000)

(300,000)

SPX/RTY/NDX

WOF,

Expires

01/29/27

P100/75

NC3

EKI

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

(1,000,000)

(750,000)

(85,000)

SPX/RTY/NDX

WOF,

Expires

02/12/27

P100%/75%

NC3

EKI

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

(8,000,000)

(6,000,000)

(840,000)

SPX/RTY/NDX

WOF,

Expires

02/12/27

P100/75

NC3

EKI

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

(1,000,000)

(750,000)

(83,400)

SPX/RTY/NDX

WOF,

Expires

02/12/27

P100/75

NC3

EKI

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

(1,000,000)

(750,000)

(96,400)

SPX/RTY/NDX

WOF,

Expires

02/26/27

P100%/75%

NC3

EKI

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

(1,000,000)

(750,000)

(95,900)

SPX/RTY/NDX

WOF,

Expires

10/23/26

P100/75

NC3

EKI

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

(5,000,000)

(3,750,000)

(305,000)

SPX/RTY/NDX

WOF,

Expires

10/30/26

P100/75

NC3

EKI

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

(5,000,000)

(3,750,000)

(322,500)

SPX/RTY/NDX

WOF,

Expires

10/30/26

P100/75

NC3

EKI

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

(2,000,000)

(1,500,000)

(161,000)

SPX/RTY/NDX

WOF,

Expires

10/30/26

P100/75

NC3

EKI

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

(10,000,000)

(7,500,000)

(658,029)

SPX/RTY/NDX

WOF,

Expires

11/13/26

P100%/75%

NC3

EKI

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

(5,000,000)

(3,750,000)

(358,500)

#### Simplify

#### Target

#### 15

#### Distribution

#### ETF

#### Schedule

#### of

#### Investments
(Continued)

March

31,

2026

(Unaudited)

Abbreviations:

EKI

-

European

Knock

In.

-

Represents

a

knock-in

option

contract

that

begins

to

function

as

a

normal

option

only

once

a

certain

price

level

is

reached

before

expiration.

#### Number

#### of

#### Contracts

#### Notional

#### Amount

#### Value
SPX/RTY/NDX

WOF,

Expires

12/11/26

P100%/75%

NC3

EKI

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

(2,000,000)

$

(1,500,000)

$

(164,400)

SPX/RTY/NDX

WOF,

Expires

12/18/26

P100/75

NC3

EKI

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

(1,500,000)

(1,125,000)

(134,100)

SPX/RTY/NDX

WOF,

Expires

12/18/26

P100/75

NC3

EKI

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

(1,600,000)

(1,200,000)

(112,755)

SPX/RTY/NDX

WOF,

Expires

12/24/26

P100/70

NC3

EKI

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

(650,000)

(487,500)

(40,952)

SPX/RTY/NDX

WOF,

Expires

12/24/26

P100/75

NC3

EKI

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

(1,500,000)

(1,125,000)

(117,300)

SPX/RTY/NDX

WOF,

Expires

12/24/26

P100/75

NC3

EKI

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

(2,000,000)

(1,500,000)

(131,453)

SPX/RTY/NDX

WOF,

Expires

12/24/26

P100/75

NC3

EKI

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

(1,300,000)

(975,000)

(79,392)

SPX/RTY/NDX

WOF,

Expires

12/31/26

P100%/75%

NC3

EKI

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

(4,000,000)

(3,000,000)

(315,600)

(4,553,481)

Total

Written

Options

(Premiums

Received

$2,559,575)

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

$

(4,553,481)

(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) Securities

with

an

aggregate

market

value

of

$24,633,361

have

been

pledged

as

collateral

for

options

as

of

March

31,

2026. (d) Represents

a

zero

coupon

bond.

Rate

shown

reflects

the

effective

yield.

(e) Rate

shown

reflects

the

7-day

yield

as

of

March

31,

2026. #### 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

$

—

$

67,262,606

$

(20,529,182)

$

(25,974)

$

(19,454)

$

46,687,996

466,600

$

1,270,107

$

—

#### $

#### —

#### $

#### 67,262,606

#### $

#### (20,529,182)

#### $

#### (25,974)

#### $

#### (19,454)

#### $

#### 46,687,996

#### 466,600

#### $

#### 1,270,107

#### $

#### —

#### At

#### March

#### 31,

#### 2026,

#### open

#### futures

#### contracts

#### were

#### as

#### follows:

#### Number

#### of

#### Contracts

#### Notional

#### Value

#### Expiration

#### Date

#### Value/

#### Unrealized

#### Appreciation
(Depreciation)

#### Short

#### position

#### contracts:
S&P

500

E-Mini

Future

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

(53) $

(17,412,488)

6/18/26

$

(119,802)

## 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 Target 15 Distribution ETF

- **b. EDGAR series identifier (if any):** S000091619

- **c. LEI of Series:** 529900JQIPPXKF841S91

**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:** $61075481.15

**Total Liabilities:** $4591531.56

**Net Assets:** $56483949.59

**Cash Not Reported:** $69270.75

**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 C000259297 | 1.33%                | -0.70%               | -3.81%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2810.46                | $4522.11                                   |
| Month 2  | $-2754.56                | $-21938.10                                 |
| Month 3  | $-4899.64                | $11819.20                                  |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| NOMURA INTERNATIONAL PLC         | S&P 500 INDEX/RUSSELL 2000 INDEX/NASDAQ 100 INDEX | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               | CORP              | GB        |  -1600000 | NC      | $-112754.74   | -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        |  -2000000 | NC      | $-161000.00   | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | SPXW E 2026-04-17 PUT 6000                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        78 | NC      | $141570.00    | 0.25%             |  |  |  | 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        |   -650000 | NC      | $-40951.66    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills     | B 0 06/09/26                                      | CUSIP: 912797TZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1770000 | PA      | $1757830.70   | 3.11%             | 2026-06-09      | 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        |  -1500000 | NC      | $-151800.00   | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills     | B 0 07/07/26                                      | CUSIP: 912797UN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7900000 | PA      | $7823330.11   | 13.85%            | 2026-07-07      | 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        |  -1500000 | NC      | $-134100.00   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Simplify Exchange Traded Funds   | Simplify Government Money Market ETF              | CUSIP: 82889N269<br>LEI: 529900UXSTJQHYE7H806 | Long             | STIV             | RF                | US        |    466600 | NS      | $46687996.00  | 82.66%            |  |  |  | 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        |        10 | NC      | $18150.00     | 0.03%             |  |  |  | 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      | $-305000.00   | -0.54%            |  |  |  | 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      | $-95900.00    | -0.17%            |  |  |  | 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      | $-83400.00    | -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        |  -8000000 | NC      | $-840000.00   | -1.49%            |  |  |  | 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      | $-85000.00    | -0.15%            |  |  |  | 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        |  -1300000 | NC      | $-79392.03    | -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        |  -3000000 | NC      | $-300000.00   | -0.53%            |  |  |  | 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      | $-96400.00    | -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        |  -2000000 | NC      | $-131452.62   | -0.23%            |  |  |  | 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      | $-315600.00   | -0.56%            |  |  |  | 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      | $-164400.00   | -0.29%            |  |  |  | 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      | $-358500.00   | -0.63%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills     | B 0 06/23/26                                      | CUSIP: 912797UB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4630000 | PA      | $4591837.87   | 8.13%             | 2026-06-23      | 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      | $-322500.00   | -0.57%            |  |  |  | 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        |    104626 | NS      | $104626.37    | 0.19%             |  |  |  | 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        |  -1500000 | NC      | $-117300.00   | -0.21%            |  |  |  | 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        |       -53 | NC      | $-119802.08   | -0.21%            |  |  |  | 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        | -10000000 | NC      | $-658029.60   | -1.16%            |  |  |  | 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