# EDGAR Filing Document

**Accession Number:** 0001810747
**File Stem:** 0001752724-23-036465
**Filing Date:** 2023-2
**Character Count:** 6881
**Document Hash:** d599ad3c3e262f21f8b7abfdd9cd7b9d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-036465.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-036465

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Simplify Exchange Traded Funds
- **CENTRAL INDEX KEY:** 0001810747
- **IRS NUMBER:** 851887571
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23570
- **FILM NUMBER:** 23658114

**BUSINESS ADDRESS:**
- **STREET 1:** 54 W. 40TH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10018
- **BUSINESS PHONE:** 614-469-3294

**MAIL ADDRESS:**
- **STREET 1:** 54 W. 40TH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10018

## Series and Classes Contracts Data

### Simplify High Yield PLUS Credit Hedge ETF (Series ID: S000075090)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000233895 | Simplify High Yield PLUS Credit Hedge ETF | CDX             |

## 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:** 222 Broadway

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10038

  - **Telephone number:** 646-741-2438

**Item A.2. Information about the Series.**

- **a. Name of Series:** Simplify High Yield PLUS Credit Hedge ETF

- **b. EDGAR series identifier (if any):** S000075090

- **c. LEI of Series:** 5493008E96H37SFV0515

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-06-30

- **b. Date as of which information is reported:** 2022-12-30

**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:** $40570321.65

**Total Liabilities:** $979258.11

**Net Assets:** $39591063.54

**Cash Not Reported:** $4869585.92

**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 C000233895 | 0.35%                | 3.67%                | -1.56%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $-33818.33                                 |
| Month 2  | $-3400.60                | $21205.53                                  |
| Month 3  | $-0.08                   | $15944.43                                  |

**Designated Index Information**

- **Index Name:** ICE BofAML US High Yield Index

- **Index Identifier:** H0A0

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| TREASURY BILL                         | United States Treasury Bill | CUSIP: 912796XT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2990494.17   | 7.55%             | 2023-02-02      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.             | S&P 500 INDEX               | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |        14 | NC      | $70.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                         | United States Treasury Bill | CUSIP: 912796X95<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6400000 | PA      | $6398709.31   | 16.16%            | 2023-01-05      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.             | S&P 500 INDEX               | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |         4 | NC      | $5660.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC              | TRS HYG BASKET              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-831334.94   | -2.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION | TRS MSSIQUA1A INDEX         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $-137249.68   | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION | TRS MSSIJNK1A INDEX         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $110062.38    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| TREASURY BILL                         | United States Treasury Bill | CUSIP: 912796T33<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26340000 | PA      | $26181667.89  | 66.13%            | 2023-02-23      | None          | 0.00%                 | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-22

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

**Signature:** Paul Kim

**Name of Signer:** Paul Kim

**Title:** Trustee, President and Treasurer