Simplify US Equity PLUS Managed Futures Strategy ETF

C000265327 Fund Overview

Simplify US Equity PLUS Managed Futures Strategy ETF is a US ETF managed by Simplify Exchange Traded Funds, categorised as Commodity. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.

• Type: US ETF
• Manager: Simplify Exchange Traded Funds
• Category: Commodity
• Assets under management: $163.37M
• SEC CIK: 0001810747
• SEC series ID: S000096492
• Share class ID: C000265327

C000265327 Investment Objective and Strategy

Simplify US Equity PLUS Managed Futures Strategy ETF describes its objective and strategy as follows, from its latest prospectus filed with the SEC by Simplify Exchange Traded Funds.

Investment objective

Investment Objective: The Simplify US Equity PLUS Managed Futures Strategy ETF (the Fund or CTAP) seeks long-term capital appreciation.

Principal investment strategy

The Fund is an actively managed exchange-traded fund (ETF). The Funds investment adviser, Simplify Asset Management Inc. (the adviser) seeks to achieve the Funds investment objective by employing two principal strategies: ? US Equity Strategy ? Managed Futures Strategy The US Equity Strategy is designed to capture long-term returns by investing in (i) US equity securities of large capitalization companies, (ii) ETFs that are representative of US large capitalization companies, and (iii) futures contracts on equity indexes the adviser believes will provide exposure to US large capitalization companies. The Fund defines US companies as those organized in the US; or having a class of securities whose principal securities market is in the US; or deriving at least 50% of total revenues or earnings from goods produced, sales made, or services provided in the US, or maintaining at least 50% of employees, assets, investments, operations, or other business activity in the US.

The Fund defines large-capitalization companies as those with market capitalizations above $10 billion at the time of purchase. The adviser allocates assets between or among the various types of equity instruments based on its view of which will be the most economically efficient means to capture long-term returns. The adviser selects ETFs based upon relative expenses, manager tenure, and liquidity. The adviser sells an ETF to rebalance strategy allocations or when a more-attractive ETF becomes available. The Managed Futures Strategy is designed to capture long-term returns by selecting long and short futures positions among exchange-traded futures on: (i) currencies, (ii) interest rates, (iii) equities, and (iv) commodities. The Fund primarily executes the Managed Futures Strategy indirectly by investing in a total return swap on the Simplify Managed Futures Strategy ETF (CTA), which is a US domiciled exchange-traded fund managed by the adviser.

When the Fund enters into a total return swap, the Fund makes payments to the swap counterparty based on either a fixed or variable rate, and the swap counterparty makes payments to the Fund based on the return of CTA. CTA attempts to capture the economic benefit derived from price trends based on the price changes of futures contracts. CTA will generally be positioned long if a futures contract is experiencing a positive price trend; and positioned short if a futures contract is experiencing a negative price trend. This positioning is based on both (i) a comparison of the recent price returns of each futures contract, and (ii) models that analyze measures of relative and absolute momentum signals (prices trending higher or lower over various look-back periods). The Fund may also execute the Managed Futures Strategy directly through futures contracts, or indirectly through total returns swaps linked to other futures-based funds.

The Fund uses derivatives to overlay the Managed Futures Strategy on top of the US Equity Strategy such that for each one dollar invested, the Fund has one dollar of US equity exposure and one dollar of CTA futures exposure. In other words, for each dollar invested, an investor will have the approximate expected returns of one dollar of equities as well as the expected returns of one dollar of CTA. The adviser expects to be fully invested in each strategy. The Fund may substitute other forms of futures exposure but expects the economic exposure to be the same as one dollar of CTA futures exposure. The Fund has adopted a non-fundamental policy that, under normal circumstances, the Fund invests at least 80% of its net assets (plus any borrowings for investment purposes) in equity securities of US companies and futures.

For purposes of the 80% test, the Fund includes (i) equity securities of common stock, preferred stock, ETFs that primarily invest in the same, and futures on US equity indexes; (ii) US companies consistent with the definition provided above; and (iii) futures on currencies, interest rates, equities, and commodities, as well as ETFs that invest in futures strategies and total return swaps linked to the same. The Fund is classified as a non-diversified investment company under the Investment Company Act of 1940, as amended, which means that the Fund may invest a higher percentage of its assets in a fewer number of issuers than is permissible for a diversified Fund. The Fund is required to post collateral to assure its performance to the swap counterparty. The Fund will 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; (2) money market funds (including affiliated money market ETFs); (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. The adviser considers an unrated security to be of comparable quality to a security rated investment grade if it believes it has a similar low risk of default.

C000265327 Holdings

Top 10 holdings of Simplify US Equity PLUS Managed Futures Strategy ETF by percentage of net assets, from the fund's latest SEC N-PORT filing.

View all C000265327 holdings

C000265327 Portfolio Allocation

Asset-class allocation of Simplify US Equity PLUS Managed Futures Strategy ETF by percentage of net assets, from the latest SEC N-PORT filing.

C000265327 Performance

Total returns for C000265327 (as of 2026-10-01), from SEC filings.

C000265327 Costs and Fees

C000265327 costs about $10 per $10,000 invested per year in fund expenses.

• Net expense ratio: 0.10%
• Gross expense ratio: 0.28%
• Brokerage commissions: 0.38 bps of average net assets (SEC N-CEN)

C000265327 Cashflows

Over the 12 months to 2026-06, Simplify US Equity PLUS Managed Futures Strategy ETF had net inflows of $172.94M, from monthly SEC N-PORT filings.

C000265327 Debt Constituents

Largest debt holdings of Simplify US Equity PLUS Managed Futures Strategy ETF by percentage of net assets, from the latest SEC N-PORT filing.

C000265327 Prospectus and SEC Filings

Official Simplify US Equity PLUS Managed Futures Strategy ETF filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.

• Prospectus (485BPOS) — filed 2025-12-03
• Portfolio holdings (N-PORT) — filed 2026-08-24
• Portfolio holdings (N-PORT) — filed 2026-05-27
• Portfolio holdings (N-PORT) — filed 2026-02-23
• Annual census (N-CEN) — filed 2026-09-11

Related Funds

Other Commodity funds tracked on ABC INVEST:

• VanEck Vectors Gold Miners ETF (GDX)
• VanEck Vectors Junior Gold Miners ETF (GDXJ)
• Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC)
• PIMCO CommoditiesPLUS Strategy Fund (PCLAX)
• First Eagle Gold Fund (SGGDX)

Data Sources

ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.