# EDGAR Filing Document

**Accession Number:** 0001810747
**File Stem:** 0001752724-25-205330
**Filing Date:** 2025-8
**Character Count:** 21023
**Document Hash:** 5ad96de734a97f7812710dde11246d05
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-205330.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001752724-25-205330

**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:** 251255999

**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 Volatility Premium ETF (Series ID: S000071794)

| Class ID   | Class Name                      | Ticker Symbol   |
|:---|:---|:---|
| C000227300 | Simplify Volatility Premium ETF | SVOL            |

## 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 Volatility Premium ETF

- **b. EDGAR series identifier (if any):** S000071794

- **c. LEI of Series:** 549300CF4TTP7FLGVJ11

**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:** $2166320429.33

**Total Liabilities:** $1249049748.56

**Net Assets:** $917270680.77

**Amount of Assets Invested in Other Investment Companies:** $357723909.62

**Cash Not Reported:** $5164307.38

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -430.27083000 | **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 C000227300 | -7.72%               | 7.56%                | 7.36%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-75261164.00            | $30932135.27                               |
| Month 2  | $109300.17               | $4791452.03                                |
| Month 3  | $153502.38               | $14384662.77                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CBOE GLOBAL MARKETS, INC.                                | THE CBOE VOLATILITY INDEX                                | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       6094 | NC      | $21329.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                                            | United States Treasury Bill                              | CUSIP: 912797QH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  138500000 | PA      | $137927152.92  | 15.04%            | 2025-08-05      | 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        |       4299 | NC      | $2772855.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                                | THE CBOE VOLATILITY INDEX                                | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       5000 | NC      | $12500.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                                | THE CBOE VOLATILITY INDEX                                | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       6000 | NC      | $21000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Simplify Target 15 Distribution ETF                      | Simplify Target 15 Distribution ETF                      | CUSIP: 82889N350<br>LEI: 529900JQIPPXKF841S91 | Long             | EC               | RF                | US        |    1000000 | NS      | $26630000.00   | 2.90%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                                | THE CBOE VOLATILITY INDEX                                | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       5000 | NC      | $12500.00      | 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        |       3098 | NC      | $9712230.00    | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Simplify Aggregate Bond ETF                              | Simplify Aggregate Bond ETF                              | CUSIP: 82889N723<br>LEI: 549300B8RWCP96ER9S22 | Long             | EC               | RF                | US        |    5193254 | NS      | $107188762.56  | 11.69%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                                | S&P 500 INDEX                                            | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |      10802 | NC      | $10531950.00   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                                | THE CBOE VOLATILITY INDEX                                | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |      11000 | NC      | $60500.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                                            | United States Treasury Bill                              | CUSIP: 912797QW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   46500000 | PA      | $46006618.73   | 5.02%             | 2025-09-30      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Simplify Barrier Income ETF                              | Simplify Barrier Income ETF                              | CUSIP: 82889N335<br>LEI: 529900TG4KRPU18D6A47 | Long             | EC               | RF                | US        |    1100000 | NS      | $28842000.00   | 3.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                                | S&P 500 INDEX                                            | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       1833 | NC      | $5499.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                                            | United States Treasury Bill                              | CUSIP: 912797QJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  134000000 | PA      | $133329721.28  | 14.54%            | 2025-08-12      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.              | U.S. TREASURY BOND                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -1600 | NC      | $-750000.00    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                                | S&P 500 INDEX                                            | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       7149 | NC      | $23448720.00   | 2.56%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                                | S&P 500 INDEX                                            | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |        719 | NC      | $701025.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                                | THE CBOE VOLATILITY INDEX                                | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       1000 | NC      | $5500.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Simplify Next Intangible Core Index ETF                  | Simplify Next Intangible Core Index ETF                  | CUSIP: 82889N475<br>LEI: 529900FEHCU1E5QFD534 | Long             | EC               | RF                | US        |      22303 | NS      | $686374.83     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                                | THE CBOE VOLATILITY INDEX                                | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       5000 | NC      | $17500.00      | 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        |       6260 | NC      | $10610700.00   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                                | THE CBOE VOLATILITY INDEX                                | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |      10001 | NC      | $85008.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Simplify Intermediate Term Treasury Futures Strategy ETF | Simplify Intermediate Term Treasury Futures Strategy ETF | CUSIP: 82889N798<br>LEI: 5493007SH60KLAWORP05 | Long             | EC               | RF                | US        |    2917182 | NS      | $39352785.18   | 4.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.              | U.S. TREASURY BOND                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -1600 | NC      | $-475000.00    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.              | U.S. TREASURY BOND                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -2000 | NC      | $-2187500.00   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.              | U.S. TREASURY BOND                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -800 | NC      | $-587500.00    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                                            | United States Treasury Bill                              | CUSIP: 912797MG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  630000000 | PA      | $627253307.10  | 68.38%            | 2025-08-07      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                                | THE CBOE VOLATILITY INDEX                                | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       9000 | NC      | $31500.00      | 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        |       2781 | NC      | $19467.00      | 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        |       2692 | NC      | $1162944.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Simplify Piper Sandler US Small-Cap PLUS Income ETF      | Simplify Piper Sandler US Small-Cap PLUS Income ETF      | CUSIP: 82889N327<br>LEI: 529900HP1B2TAHG5WR46 | Long             | EC               | RF                | US        |      91464 | NS      | $2530808.88    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                                | S&P 500 INDEX                                            | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       1153 | NC      | $1124175.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                 | Morgan Stanley                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Short            | RA               | CORP              | US        | -614699989 | PA      | $-614699989.00 | -67.01%           |  |  |  | No            |                  2 | On Loan: No      |
| Simplify US Equity PLUS Upside Convexity ETF             | Simplify US Equity PLUS Upside Convexity ETF             | CUSIP: 82889N301<br>LEI: 549300CV9WBB54HLYP95 | Long             | EC               | RF                | US        |    1913678 | NS      | $85560543.38   | 9.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                                | S&P 500 INDEX                                            | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       1717 | NC      | $8138580.00    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE FUTURES EXCHANGE, LLC                               | CBOE VIX                                                 | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               | CORP              | US        |      -2222 | NC      | $3004781.27    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Simplify National Muni Bond ETF                          | Simplify National Muni Bond ETF                          | CUSIP: 82889N442<br>LEI: 529900353K7RNME76302 | Long             | EC               | RF                | US        |    2714076 | NS      | $67824759.24   | 7.39%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                                | THE CBOE VOLATILITY INDEX                                | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |      16000 | NC      | $440000.00     | 0.05%             |  |  |  | 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        |       2000 | NC      | $6598902.00    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE FUTURES EXCHANGE, LLC                               | CBOE VIX                                                 | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               | CORP              | US        |      -6954 | NC      | $2549276.24    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                                            | United States Treasury Bill                              | CUSIP: 912797QL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   60000000 | PA      | $59597033.40   | 6.50%             | 2025-08-26      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| TREASURY BILL                                            | United States Treasury Bill                              | CUSIP: 912797PZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11000000 | PA      | $10991124.32   | 1.20%             | 2025-07-08      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                 | Morgan Stanley                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Short            | RA               | CORP              | US        | -614604207 | PA      | $-614604207.00 | -67.00%           |  |  |  | No            |                  2 | On Loan: No      |
| Simplify Multi-QIS Alternative ETF                       | Simplify Multi-QIS Alternative ETF                       | CUSIP: 82889N533<br>LEI: 5493000ECD76VI8L4769 | Long             | EC               | RF                | US        |    3927620 | NS      | $86368363.80   | 9.42%             |  |  |  | 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