# EDGAR Filing Document

**Accession Number:** 0001810747
**File Stem:** 0001752724-25-205337
**Filing Date:** 2025-8
**Character Count:** 34614
**Document Hash:** 08098952788fba93fa188a9ae27747e3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-205337.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001752724-25-205337

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20250630

**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:** 251256007

**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 Managed Futures Strategy ETF (Series ID: S000075092)

| Class ID   | Class Name                            | Ticker Symbol   |
|:---|:---|:---|
| C000233897 | Simplify Managed Futures Strategy ETF | CTA             |

## 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:** 646-741-2438

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

- **a. Name of Series:** Simplify Managed Futures Strategy ETF

- **b. EDGAR series identifier (if any):** S000075092

- **c. LEI of Series:** 549300WB4VYZON2V0562

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

- **a. Date of fiscal year-end:** 2025-06-30

- **b. Date as of which information is reported:** 2025-06-30

**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:** $1056920444.13

**Total Liabilities:** $1787720.12

**Net Assets:** $1055132724.01

**Amount of Assets Invested in Other Investment Companies:** $260719030.13

**Cash Not Reported:** $6486215.63

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -11900.34562000 | **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 C000233897 | -4.72%               | -3.40%               | -0.66%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1299.22                 | $23050.78                                  |
| Month 2  | $452.73                  | $-48221.33                                 |
| Month 3  | $5247.02                 | $19638.59                                  |

**Designated Index Information**

- **Index Name:** Bloomberg Commodity Index

- **Index Identifier:** BCOM 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| NEW YORK MERCANTILE EXCHANGE, INC.          | NATURAL GAS                 | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |      -173 | NC      | $282220.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | 3 MONTH SOFR                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |     -1569 | NC      | $-802050.15   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | SOYBEAN                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |         1 | NC      | $-2081.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | SOYBEAN MEAL                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |       -26 | NC      | $-1130.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE INC.                      | 3M CORRA                    | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |       542 | NC      | $-85567.04    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                    | GOLD 100 OZ                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |         4 | NC      | $-34190.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | COFFEE 'C'                  | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |       -34 | NC      | $170343.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                    | COPPER                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |        16 | NC      | $-900.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | COCOA                       | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |       299 | NC      | $-849091.11   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | CATTLE FEEDER               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |       376 | NC      | $781194.53    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | 3 MONTH SOFR                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |     -2409 | NC      | $-1434613.19  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | SUGAR #11 (WORLD)           | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |     -1752 | NC      | $1051279.36   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | WTI CRUDE                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |       102 | NC      | $-260009.82   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 10YR NOTE (CBT)          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |     -2724 | NC      | $-3854130.95  | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE INC.                      | CAN 10YR BOND               | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |       657 | NC      | $633192.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE INC.                      | CAN 2YR BOND                | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |        94 | NC      | $11374.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | WHEAT (CBT)                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |       538 | NC      | $-557850.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill | CUSIP: 912797QC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 365000000 | PA      | $363821436.90 | 34.48%            | 2025-07-29      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | WTI CRUDE                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |        88 | NC      | $-368529.04   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | WTI CRUDE                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |        73 | NC      | $-286528.56   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 2YR NOTE (CBT)           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |     -4885 | NC      | $-3056298.39  | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                    | GOLD 100 OZ                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |        55 | NC      | $-798383.61   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | GASOLINE RBOB               | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |       213 | NC      | $-1138334.93  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill | CUSIP: 912797QL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 144400000 | PA      | $143430193.72 | 13.59%            | 2025-08-26      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | NATURAL GAS                 | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |      -100 | NC      | $5051.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | PLATINUM                    | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |       488 | NC      | $1207546.56   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                    | SILVER                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |        38 | NC      | $46284.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | CANOLA (WCE)                | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |       549 | NC      | $-87378.99    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | COFFEE 'C'                  | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |       -77 | NC      | $309906.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | WTI CRUDE                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |        50 | NC      | $-143205.66   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | WHEAT (CBT)                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |       210 | NC      | $-238562.50   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US ULTRA BOND CBT           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -726 | NC      | $-3515655.00  | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | LIVE CATTLE                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |       847 | NC      | $-645889.00   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill | CUSIP: 912797QW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 151600000 | PA      | $149991470.95 | 14.22%            | 2025-09-30      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | CATTLE FEEDER               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |       252 | NC      | $305254.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | NY HARB ULSD                | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |         2 | NC      | $-6434.40     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | NY HARB ULSD                | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |         1 | NC      | $-3467.80     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | SOYBEAN MEAL                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |       -68 | NC      | $259.47       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | SOYBEAN                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |       300 | NC      | $-463873.27   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | LEAN HOGS                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |      1396 | NC      | $36459.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | CANOLA (WCE)                | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |         3 | NC      | $-255.94      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | PALLADIUM                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |       368 | NC      | $3212136.40   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | CATTLE FEEDER               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |       366 | NC      | $-27222.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | NATURAL GAS                 | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |      -166 | NC      | $80932.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | COFFEE 'C'                  | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |      -211 | NC      | $988165.94    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | SOYBEAN                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |         8 | NC      | $-3890.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | NATURAL GAS                 | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |      -150 | NC      | $171839.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                    | SILVER                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |       363 | NC      | $-197119.92   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill | CUSIP: 912797PZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 222100000 | PA      | $221920791.95 | 21.03%            | 2025-07-08      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | NATURAL GAS                 | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |      -210 | NC      | $410122.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | GASOLINE RBOB               | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |        31 | NC      | $-157263.40   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | CORN                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |        94 | NC      | $-105668.80   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                    | GOLD 100 OZ                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |        46 | NC      | $-332306.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | LEAN HOGS                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |      2987 | NC      | $-839099.95   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | WTI CRUDE                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |       273 | NC      | $-913214.35   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | WHEAT (CBT)                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |        49 | NC      | $-57450.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE INC.                      | 3M CORRA                    | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |      1558 | NC      | $-402468.04   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | CORN                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |         6 | NC      | $-1050.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | SOYBEAN OIL                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |       265 | NC      | $-377605.71   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                    | COPPER                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |       515 | NC      | $542240.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | Three-Month SOFR            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |      -494 | NC      | $-217137.31   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | COCOA                       | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |       499 | NC      | $-1685282.00  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | 3 MONTH SOFR                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |      -724 | NC      | $-8787.55     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | COTTON NO.2                 | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |      -131 | NC      | $-70880.49    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | COCOA                       | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |        71 | NC      | $-52686.66    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE INC.                      | CAN 5YR BOND                | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |       565 | NC      | $250002.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill | CUSIP: 912797QH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 172800000 | PA      | $172085285.38 | 16.31%            | 2025-08-05      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 10YR ULTRA               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |     -1114 | NC      | $-2784860.75  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | WTI CRUDE                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |       296 | NC      | $-1181357.05  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | KC HRW WHEAT                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |        71 | NC      | $-92391.67    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | SOYBEAN OIL                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |        18 | NC      | $-10230.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US LONG BOND(CBT)           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -493 | NC      | $-1963784.31  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | NY HARB ULSD                | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |        62 | NC      | $-200380.11   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | CORN                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |       297 | NC      | $-207255.50   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | SOYBEAN OIL                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |       382 | NC      | $-487646.91   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | CANOLA (WCE)                | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |        68 | NC      | $-23892.10    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | WTI CRUDE                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |        46 | NC      | $-128835.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | NATURAL GAS                 | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |      -384 | NC      | $735213.34    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 5YR NOTE (CBT)           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -993 | NC      | $-24781.48    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | NATURAL GAS                 | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |       -13 | NC      | $80503.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE INC.                      | 3M CORRA                    | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |      1186 | NC      | $-182877.11   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | SOYBEAN                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |         9 | NC      | $-15975.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | COTTON NO.2                 | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |       -16 | NC      | $-11007.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | LIVE CATTLE                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |       526 | NC      | $-905728.93   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | CORN                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |        28 | NC      | $-12265.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | NATURAL GAS                 | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |      -249 | NC      | $-19077.43    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | SOYBEAN MEAL                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |       -11 | NC      | $-490.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                    | COPPER                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |        87 | NC      | $122662.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | SUGAR #11 (WORLD)           | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |      -696 | NC      | $243088.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | SUGAR #11 (WORLD)           | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |      -197 | NC      | $42456.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | KC HRW WHEAT                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |         9 | NC      | $-11605.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | COTTON NO.2                 | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |      -887 | NC      | $-347909.15   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | KC HRW WHEAT                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |        32 | NC      | $-43786.84    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | LIVE CATTLE                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |       484 | NC      | $-946461.57   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-25

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

**Signature:** Paul Kim

**Name of Signer:** Paul Kim

**Title:** Trustee, President and Treasurer