Fund Description
The Fund is an actively managed exchange-traded fund ( ETF ) that seeks to provide total return, before fees and expenses, that matches or outperforms the performance of the ICE US Treasury 20+ Year Index (the Index ) for a calendar quarter, not for any other period. Under normal circumstances, the Fund invests at least 80% of its net assets (plus any borrowings for investment purposes) in futures contracts, call options, and put options on U.S. treasury futures, U.S. Government securities, such as bills, notes and bonds issued by the U.S. Treasury or fixed income ETFs that invest in U.S. Treasuries. The Fund may hold cash and cash-like instruments or high-quality short term fixed income securities (collectively, Collateral ). The Collateral may consist of (1) U.S. Government securities, such as bills, notes and bonds issued by the U.S. Treasury with a duration of less than two years; (2) money market funds; (3) fixed income ETFs; and/or (4) corporate debt securities, such as commercial paper and other short-term unsecured promissory notes issued by companies that are rated investment grade or of comparable quality.
Fund Profile
Fund Name Simplify Risk Parity Treasury ETF
Fund Exchange Ticker TYA
Fund Sponsor Simplify ETF
Fund ISIN US82889N7984
Net Expense Ratio 0.15 %
Fund Inception Date 27 September 2021
Fund Legal Structure ETF (Open end fund)
Exchange BATS
Listing Country Code US
Fund Investment Objective
ETF Type Specific Bonds - Treasury & Government
Asset Class Bonds
Index Linked Active
Index Name Not Applicable
Index Provider Not Applicable
Currency Hedged No
Inverse / Leveraged Not Applicable
Developed / Emerging Developed Market Funds
Bond Type Treasury & Government
Credit Quality Investment Grade Only
Average Maturity Long (10 + years)
Bond Currency Denomination USD
Key Statistics
Return As of Date 5 December 2022
Asset Under Management 36.29 Million (USD)
1 Month Total Return 11.21 %
Year To Date Return -35.42 %
1 Year Total Return -35.48 %
3 Year Annualized Total Return
NAV 15.95
Share Outstanding 2,275,000
Top 10 Holdings (5 December 2022)
Constituent Name Constituent Ticker Constituent Type Weighting
US 10YR NOTE (CBT)MAR23 TYH3 FUTR 0.7586533865
B 01/05/23 Govt B 0 01/05/23 BILL 0.1537340808
B 02/23/23 Govt B 0 02/23/23 BILL 0.0479792817
Cash CASH 0.0396332510