# EDGAR Filing Document

**Accession Number:** 0001810747
**File Stem:** 0000940400-26-021298
**Filing Date:** 2026-5
**Character Count:** 14125
**Document Hash:** e4ac04a75d6cbddb2a5d78549d6a2ff4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-021298.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0000940400-26-021298

**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:** 261023884

**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 Multi-QIS Alternative ETF (Series ID: S000080584)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000243093 | Simplify Multi-QIS Alternative ETF | QIS             |

## 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 Multi-QIS Alternative ETF

- **b. EDGAR series identifier (if any):** S000080584

- **c. LEI of Series:** 5493000ECD76VI8L4769

**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:** $53760793.87

**Total Liabilities:** $6099551.38

**Net Assets:** $47661242.49

**Amount of Assets Invested in Other Investment Companies:** $103879.49

**Cash Not Reported:** $14892.62

**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 C000243093 | 0.54%                | -6.80%               | -14.14%              |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1654.31                 | $23846.32                                  |
| Month 2  | $1050.16                 | $63386.79                                  |
| Month 3  | $344.11                  | $-333750.84                                |

**Designated Index Information**

- **Index Name:** Short VIX Futures Index

- **Index Identifier:** SHORTVOL 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BNP PARIBAS                           | TRS XXV                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |         1 | NC      | $-262028.11   | -0.55%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | TRS UBSMQLTP INDEX                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | US        |         1 | NC      | $-772046.65   | -1.62%            |  |  |  | No            |                  2 | On Loan: No      |
| Simplify Exchange Traded Funds        | Simplify US Equity PLUS Managed Futures Strategy ETF | CUSIP: 82889N228<br>LEI: 529900DHMWXRDNEV4V92 | Long             | EC               | RF                | US        |    100000 | NS      | $2678240.00   | 5.62%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills          | B 0 06/23/26                                         | CUSIP: 912797UB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13800000 | PA      | $13686255.43  | 28.72%            | 2026-06-23      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION | TRS CTA INDEX                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $-247413.98   | -0.52%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION      | SPXW E 2026-06-18 CALL 7300                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        24 | NC      | $22800.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION      | SPXW E 2026-04-17 CALL 7380                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        21 | NC      | $682.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION | TRS SBAR                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $-535080.30   | -1.12%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                           | TRS FOXY                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               | CORP              | FR        |         1 | NC      | $-125481.27   | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION        | TRS FOXY                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $-168912.95   | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills          | B 0 06/09/26                                         | CUSIP: 912797TZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2300000 | PA      | $2284186.79   | 4.79%             | 2026-06-09      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| UBS AG                                | TRS UBSMPDLE INDEX                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | CH        |         1 | NC      | $-1473973.71  | -3.09%            |  |  |  | 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        |         6 | NC      | $270.00       | 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        |  17600000 | PA      | $17429191.12  | 36.57%            | 2026-07-07      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| BNP PARIBAS                           | TRS FOXY                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               | CORP              | FR        |         1 | NC      | $-125041.04   | -0.26%            |  |  |  | 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        |        36 | NC      | $1620.00      | 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        |   4500000 | PA      | $4478220.00   | 9.40%             | 2026-05-19      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| United States Treasury Bills          | B 0 07/21/26                                         | CUSIP: 912797UQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6450000 | PA      | $6378355.27   | 13.38%            | 2026-07-21      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION | TRS FOXY                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $-67261.13    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills          | B 0 04/14/26                                         | CUSIP: 912797TH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3800000 | PA      | $3795028.42   | 7.96%             | 2026-04-14      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| UBS AG                                | TRS CTA INDEX                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | CH        |         1 | NC      | $-457702.84   | -0.96%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                           | TRS FOXY                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               | CORP              | FR        |         1 | NC      | $-177933.92   | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| Simplify Exchange Traded Funds        | Simplify Ancorato Target 25 Distribution ETF         | CUSIP: 82889N343<br>LEI: 529900JTTFCG8VMW8B49 | Long             | EC               | RF                | US        |    125000 | NS      | $2832500.00   | 5.94%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION        | TRS CTA INDEX                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $-443672.89   | -0.93%            |  |  |  | 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        |        56 | NC      | $280.00       | 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        |        19 | NC      | $1045.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION | TRS FOXY                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $-202410.78   | -0.42%            |  |  |  | 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        |    121921 | NS      | $121920.95    | 0.26%             |  |  |  | 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