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TYA

Simplify Intermediate Term Treasury Futures Strategy ETF

as of 10/14/2024

NAV

$ 13.49

NAV Change

- $ 0.14 /1.03%

Price

$ 13.50

Price Change

- $ 0.12 /0.88%
The Simplify Intermediate Term Treasury Futures Strategy ETF (TYA) seeks to provide total return, before fees and expenses, that matches or outperforms the performance of the ICE US Treasury 20+ Year Index on a calendar quarter basis. The Fund does not seek to achieve its stated investment objective over a period of time different than a full calendar quarter. 

The fund looks to target the duration of the ICE 20+ Year US Treasury Index by investing in Treasury futures in the intermediate portion of the curve using 10-Year US Treasury futures contracts. The fund is designed to provide significant duration from only a modest capital allocation while simultaneously attempting to harvest yield curve efficiencies from the belly of the curve.

The fund can be used as a replacement for less efficient long duration holdings, as a means of increasing capital efficiency of intermediate duration portfolio allocations, or as a building block within innovative portfolio solutions such as risk parity.

TYA Fund Deep Dive Live

TYA Fund Deep Dive

Fund Overview

As of 10/14/2024

Ticker Symbol
TYA
Gross Expense Ratio
0.27%
Net Expense Ratio
0.17%
CUSIP
82889N798
Total Assets
$132,209,614.17
Shares Outstanding
9,800,001
Distribution Rate as of 09/30/2024 Distribution rate calculation employs the most recent distribution, and multiplies the payment by 12 (monthly) or 4 (quarterly) to get an annualized total. The annualized total is then divided by the most recent net asset value (NAV) to determine the distribution rate.
Distribution Rate Close
Distribution rate calculation employs the most recent distribution, and multiplies the payment by 12 (monthly) or 4 (quarterly) to get an annualized total. The annualized total is then divided by the most recent net asset value (NAV) to determine the distribution rate.
3.35%
Distribution Frequency
Monthly
30-Day SEC Yield (Subsidized) as of 09/30/2024 SEC 30-day Yield is available once fund has a full quarter of performance.
SEC 30-Day Yield Close
SEC 30-day Yield is available once fund has a full quarter of performance.
5.02%
30-Day SEC Yield (Unsubsidized) as of 09/30/2024
4.92%
Portfolio Duration
17.35
Options Available
No
Inception Date
09/27/2021
Premium/Discount (%) as of 10/14/2024
0.07%
NAV Per Share as of 10/14/2024
$13.49
Market Price as of 10/14/2024
$13.50
30-Day Median Bid-Ask Spread
0.07%
Bid/Ask
$13.54/$13.55
Midpoint Price
$13.55
Volume
24,465
NAV Symbol
TYA.NV
IOPV Symbol
TYA.IV
Shares Out. Symbol
TYA.SO
Schedule K-1
No

Management Fees

This table describes the fees and expenses that you may pay if you buy, sell, and hold shares of the Fund. Investors purchasing or selling shares of the Fund in the secondary market may be subject to costs (including customary brokerage commissions) charged by their broker. The fee table located in the prospectus and updates in prospectus supplements prevail.

Annual Fund Operating Expenses (expenses that you pay each year as a percentage of the value of your investment)
Management Fees 0.25%
Distribution and Service (12b-1) Fees 0.00%
Other Expenses 0.02%
Total Annual Fund Operating Expenses 0.27%
Fee Waiver1 (0.10)%
Total Annual Fund Operating Expenses After Fee Waiver 0.17%
1. The Fund’s adviser has contractually agreed, through at least October 31, 2024, to waive its management fees to 0.15% of the Fund’s average daily net assets.

Fund Performance

As of 09/30/2024 09/30/2024

Cumulative 1 Month 3 Month 6 Month YTD 1 Year Since Inception
NAV 2.28% 11.76% 9.78% 3.82% 18.05% -36.91%
Market Price 2.85% 12.24% 10.17% 4.36% 18.51% -36.78%
ICE US Treasury 20+ Year Bond Index TR 1.88% 7.95% 5.81% 2.01% 15.20% -26.88%
Annualized 1 Year 3 Year Since Inception
NAV 18.05% -14.32% -14.20%
Market Price 18.51% -14.33% -14.15%
Cumulative 1 Year Since Inception
NAV 18.05% -36.91%
Market Price 18.51% -36.78%
ICE US Treasury 20+ Year Bond Index TR 15.20% -26.88%
Annualized 1 Year 3 Year 5 Year Since Inception
NAV 18.05% -14.32% -14.20%
Market Price 18.51% -14.33% -14.15%

Historical Premium/Discount

Calendar Year 2023 3rd Quarter of 2024
Days Traded at Premium
151
36
Days Traded at Discount
99
28

Portfolio Holdings

Ticker Name Quantity Weight
TYZ4 COM US 10YR NOTE (CBT)DEC24 3,528 298.50%
T Bills UNITED STS TREAS BILLS 0.0 10DEC24 26,500,000 19.90%
T Bills UNITED STS TREAS BILLS 0.0 14JAN25 107,900,000 80.68%
B UNITED STS TREAS BILLS 0.0 15OCT24
- Estimated Cash 6,580,717 4.98%

Recent Distributions

Ex-Dividend Date Record Date Payable Date Total Distribution
N/A
$0.04000
$0.06000
$0.06000
$0.05000
Recent Distribution Disclosure
View Distribution History Supplemental Tax Information: S19(a) Notices

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