# EDGAR Filing Document

**Accession Number:** 0001810747
**File Stem:** 0000940400-26-007089
**Filing Date:** 2026-2
**Character Count:** 12391
**Document Hash:** 9f4d0cab2bdba0927ca9a6b82aaec414
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-007089.hdr.sgml**: 20260223

**ACCESSION NUMBER**: 0000940400-26-007089

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260223

**DATE AS OF CHANGE**: 20260223

**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:** 26664179

**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:** 2025-12-31

**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:** $151683236.59

**Total Liabilities:** $61144.14

**Net Assets:** $151622092.45

**Cash Not Reported:** $503512.96

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 3.02660000 | **30-Year:** 0.38327000

**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 | -3.14%               | 2.99%                | 6.46%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $5051.89                 | $-905.57                                   |
| Month 2  | $5278.14                 | $23629.20                                  |
| Month 3  | $5027.74                 | $12554.12                                  |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MORGAN STANLEY & CO. INTERNATIONAL PLC    | SWOP IRS USD                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        | 1045000000 | NC      | $15107852.90  | 9.96%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC       | SWOP IRS USD                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        | -100000000 | NC      | $1471594.11   | 0.97%             |  |  |  | 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      | $-929626.70   | -0.61%            |  |  |  | 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      | $-1743240.23  | -1.15%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL               | SWOP IRS USD                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |  130000000 | NC      | $-532466.86   | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL               | SWOP IRS USD                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        | -200000000 | NC      | $2468444.02   | 1.63%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL               | SWOP IRS USD                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        | -695000000 | NC      | $2651584.50   | 1.75%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION            | SWOP IRS USD                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        | -130000000 | NC      | $613250.38    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                         | SWOP IRS USD                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |   65000000 | NC      | $-462491.67   | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.          | IRS USD                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $2784.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Simplify Government Money Market ETF      | Simplify Government Money Market ETF | CUSIP: 82889N269<br>LEI: 529900UXSTJQHYE7H806 | Long             | STIV             | RF                | US        |     239500 | NS      | $23971555.00  | 15.81%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL               | SWOP IRS USD                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |  465000000 | NC      | $-703005.97   | -0.46%            |  |  |  | No            |                  2 | On Loan: No      |
| TREASURY BILL                             | United States Treasury Bill          | CUSIP: 912797TH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   22700000 | PA      | $22473926.84  | 14.82%            | 2026-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                             | United States Treasury Bill          | CUSIP: 912797SS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   18000000 | PA      | $17906455.08  | 11.81%            | 2026-02-24      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| TREASURY BILL                             | United States Treasury Bill          | CUSIP: 912797SZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   24150000 | PA      | $23977172.46  | 15.81%            | 2026-03-17      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| TREASURY BILL                             | United States Treasury Bill          | CUSIP: 912797ST5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   16100000 | PA      | $16005030.13  | 10.56%            | 2026-03-03      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| TREASURY BILL                             | United States Treasury Bill          | CUSIP: 912797TB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   21900000 | PA      | $21712298.82  | 14.32%            | 2026-03-31      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL               | SWOP IRS USD                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |   26000000 | NC      | $103175.70    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL               | SWOP IRS USD                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |  840000000 | NC      | $5580789.73   | 3.68%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION            | SWOP IRS USD                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |  200000000 | NC      | $1097853.30   | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC       | SWOP IRS USD                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |   66000000 | NC      | $-1968280.17  | -1.30%            |  |  |  | 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      | $2004326.89   | 1.32%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION     | SWOP IRS USD                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |  120000000 | NC      | $-726384.66   | -0.48%            |  |  |  | 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      | $1059800.96   | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-21

**Name of Applicant:** Simplify Exchange Traded Funds

**Signature:** Paul Kim

**Name of Signer:** Paul Kim

**Title:** Trustee & President