# EDGAR Filing Document

**Accession Number:** 0001810747
**File Stem:** 0000940400-26-021297
**Filing Date:** 2026-5
**Character Count:** 11005
**Document Hash:** 239ec4e9a9d62d27c96636a7b0fdd3d5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-021297.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0000940400-26-021297

**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:** 261023883

**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 US Equity PLUS Convexity ETF (Series ID: S000069152)

| Class ID   | Class Name                            | Ticker Symbol   |
|:---|:---|:---|
| C000220986 | Simplify US Equity PLUS Convexity ETF | SPYC            |

## Nport-Ex

#### Simplify

#### US

#### Equity

#### PLUS

#### Convexity

#### ETF

#### Schedule

#### of

#### Investments
March

31,

2026

(Unaudited)

#### Shares

#### Value

#### U.S.

#### Exchange-Traded

#### Funds

#### –

#### 99.6%
Equity

Funds

-

99.6%

iShares

Core

S&P

500

ETF(a)(b)

(Cost

$68,289,549)

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

137,015

$

89,499,568

#### Number

#### of

#### Contracts

#### Notional

#### Amount

#### Purchased

#### Options

#### –

#### 0.7%

#### Calls

#### –

#### Exchange-Traded

#### –

#### 0.0%†
S&P

500

Index,

April

Strike

Price

$7,350,

Expires

4/01/26

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

$

49,245,000

S&P

500

Index,

April

Strike

Price

$7,200,

Expires

4/17/26

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

18,000,000

1,375

S&P

500

Index,

April

Strike

Price

$7,275,

Expires

4/17/26

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

41,467,500

2,565

S&P

500

Index,

April

Strike

Price

$7,380,

Expires

4/17/26

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

17,712,000

780

S&P

500

Index,

June

Strike

Price

$7,300,

Expires

6/18/26

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

21,900,000

28,500

33,555

#### Puts

#### –

#### Exchange-Traded

#### –

#### 0.7%
S&P

500

Index,

April

Strike

Price

$5,900,

Expires

4/17/26(c)

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

5,900,000

13,500

S&P

500

Index,

April

Strike

Price

$6,000,

Expires

4/17/26(c)

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

25,200,000

76,230

S&P

500

Index,

April

Strike

Price

$6,200,

Expires

4/17/26(c)

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

45,260,000

267,910

S&P

500

Index,

May

Strike

Price

$6,000,

Expires

5/15/26(c)

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

28,800,000

289,440

647,080

Total

Purchased

Options

(Cost

$1,402,299)

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

680,635

#### Shares

#### Money

#### Market

#### Fund

#### –

#### 0.1%
Dreyfus

Treasury

Obligations

Cash

Management

Fund,

Institutional

Shares,

3.54%(d)

(Cost

$62,765)

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

62,765

62,765

Total

Investments

–

100.4%

(Cost

$69,754,613)

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

$

90,242,968

Liabilities

in

Excess

of

Other

Assets

–

(0.4)%

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

(386,305)

#### Net

#### Assets

#### –

#### 100.0%

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

#### $

#### 89,856,663

#### Number

#### of

#### Contracts

#### Notional

#### Amount

#### Written

#### Options

#### –

#### (0.2)%

#### Puts

#### –

#### Exchange-Traded

#### –

#### (0.2)%
S&P

500

Index,

April

Strike

Price

$5,600,

Expires

4/17/26

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

(83) $

(46,480,000)

$

(59,345)

S&P

500

Index,

May

Strike

Price

$5,700,

Expires

5/15/26

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

(48) (27,360,000)

(157,920)

(217,265)

Total

Written

Options

(Premiums

Received

$406,538)

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

$

(217,265)

#### Simplify

#### US

#### Equity

#### PLUS

#### Convexity

#### ETF

#### Schedule

#### of

#### Investments
(Continued)

March

31,

2026

(Unaudited)

†

Less

than

0.05%

(a) A

copy

of

the

security's

annual

report

to

shareholders

may

be

obtained

without

charge

at

www.ishares.com.

(b) Securities

with

an

aggregate

market

value

of

$45,724,700

have

been

pledged

as

collateral

for

options

as

of

March

31,

2026. (c) Held

in

connection

with

Written

Options.

(d) Rate

shown

reflects

the

7-day

yield

as

of

March

31,

2026.

## 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 US Equity PLUS Convexity ETF

- **b. EDGAR series identifier (if any):** S000069152

- **c. LEI of Series:** 549300YJCONMPU506325

**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:** $89954027.61

**Total Liabilities:** $98340.84

**Net Assets:** $89855686.77

**Cash Not Reported:** $208.85

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000220986 | 0.51%                | -1.89%               | -5.98%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-5925.60                | $1396821.30                                |
| Month 2  | $-11699.00               | $-782128.20                                |
| Month 3  | $368038.68               | $-5270687.92                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| THE OPTIONS CLEARING CORPORATION | SPXW E 2026-04-17 CALL 7275   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        49 | NC      | $2205.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                    | iShares Trust CORE S&P500 ETF | CUSIP: 464287200<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |    137015 | NS      | $89499568.15  | 99.60%            |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | SPXW E 2026-04-17 CALL 7275   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |         8 | NC      | $360.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | SPXW E 2026-04-17 PUT 5900    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        10 | NC      | $13500.00     | 0.02%             |  |  |  | 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        |        25 | NC      | $1375.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | SPXW E 2026-03-31 CALL 7350   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        67 | NC      | $335.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | SPXW E 2026-04-17 PUT 5600    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |       -83 | NC      | $-59345.00    | -0.07%            |  |  |  | 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        |        42 | NC      | $76230.00     | 0.08%             |  |  |  | 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        |     62765 | NS      | $62764.52     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | SPXW E 2026-04-17 PUT 6200    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        73 | NC      | $267910.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | SPXW E 2026-06-18 CALL 7300   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        30 | NC      | $28500.00     | 0.03%             |  |  |  | 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        |        24 | NC      | $780.00       | 0.00%             |  |  |  | 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