# EDGAR Filing Document

**Accession Number:** 0001810747
**File Stem:** 0001752724-23-036468
**Filing Date:** 2023-2
**Character Count:** 9659
**Document Hash:** 5c73ef92ff99f5dc22fcf6b01e613f8d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-036468.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-036468

**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:** 23658117

**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 Macro Strategy ETF (Series ID: S000075091)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000233896 | Simplify Macro Strategy ETF | FIG             |

## 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 Macro Strategy ETF

- **b. EDGAR series identifier (if any):** S000075091

- **c. LEI of Series:** 5493003FBV4UZCPQQO49

**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:** $21770325.53

**Total Liabilities:** $166846.96

**Net Assets:** $21603478.57

**Amount of Assets Invested in Other Investment Companies:** $1372422.31

**Cash Not Reported:** $262151.61

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000233896 | 0.58%                | 4.18%                | -2.92%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-51679.81               | $94836.36                                  |
| Month 2  | $-231346.18              | $479138.36                                 |
| Month 3  | $230876.23               | $-551038.59                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Simplify Intermediate Term Tre                    | Simplify Intermediate Term Tre                    | CUSIP: 82889N798<br>LEI: 5493007SH60KLAWORP05 | Long             | EC               | RF                | US        |     85988 | NS      | $1303156.74   | 6.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                           | ARES MANAGEMENT CORP                              | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |       203 | NC      | $58362.50     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                           | ARES MANAGEMENT CORP                              | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |       203 | NC      | $82215.00     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Simplify Short Term Treasury Futures Strategy ETF | Simplify Short Term Treasury Futures Strategy ETF | CUSIP: 82889N657<br>LEI: 549300YIMTGOZR5X9280 | Long             | EC               | RF                | US        |    146226 | NS      | $3624211.41   | 16.78%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                           | SPDR S&P 500 ETF TRUST                            | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |       161 | NC      | $1084415.50   | 5.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Simplify Managed Futures Strategy ETF             | Simplify Managed Futures Strategy ETF             | CUSIP: 82889N699<br>LEI: 549300WB4VYZON2V0562 | Long             | EC               | RF                | US        |    159566 | NS      | $4150311.66   | 19.21%            |  |  |  | No            |                  1 | On Loan: No      |
| iShares Gold Trust                                | iShares Gold Trust                                | CUSIP: 464285204<br>LEI: 5493006UOY7GXQW0IP42 | Long             | EC               | RF                | US        |     34010 | NS      | $1176405.90   | 5.45%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                           | ISHARES MSCI EMERGING MARKETS ETF                 | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |       300 | NC      | $270000.00    | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                           | ARES MANAGEMENT CORP                              | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -203 | NC      | $-94395.00    | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                           | SPDR S&P 500 ETF TRUST                            | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |        50 | NC      | $422950.00    | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Simplify Volatility Premium ETF                   | Simplify Volatility Premium ETF                   | CUSIP: 82889N863<br>LEI: 549300CF4TTP7FLGVJ11 | Long             | EC               | RF                | US        |    153180 | NS      | $3354642.00   | 15.53%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                           | ARES MANAGEMENT CORP                              | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -203 | NC      | $-58362.50    | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                           | VANECK SEMICONDUCTOR ETF                          | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |       487 | NC      | $9253.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                           | VANECK SEMICONDUCTOR ETF                          | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -621 | NC      | $-1863.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Simplify High Yield PLUS Credit Hedge ETF         | Simplify High Yield PLUS Credit Hedge ETF         | CUSIP: 82889N830<br>LEI: 5493008E96H37SFV0515 | Long             | EC               | RF                | US        |    200333 | NS      | $4283119.54   | 19.83%            |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY INV MMTRSY 1 680                         | FIDELITY INV MMTRSY 1 680                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    436319 | NS      | $436318.83    | 2.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Simplify Interest Rate Hedge ETF                  | Simplify Interest Rate Hedge ETF                  | CUSIP: 82889N855<br>LEI: 549300SPY0E6B5AZ2C65 | Long             | EC               | RF                | US        |     14389 | NS      | $1030396.29   | 4.77%             |  |  |  | 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