Simplify MBS ETF (MTBA)
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Information as of:
2024-06-30
Part of Simplify Exchange Traded Funds
LEI: 529900BTWVWYXPUFO805
Fund Type: Exchange-Traded Fund
646-585-047610845 Griffith Peak Drive
2/F
Las Vegas, US-NV 89135
Advisers
Simplify Asset Management Inc.
Sub-Advisers
Taken from NPORT-P filing for 2025-03-31
Total Assets
$3.62b
$3.62b
Total Liabilities
$1.99b
$1.99b
Net Assets
$1.63b
$1.63b
Month 1 NAV Shares Sold
$31.0m
$31.0m
Month 1 NAV Shares Reinvested
$0.00
$0.00
Month 1 NAV Shares Redeemed
$32.3m
$32.3m
Taken From Prospectus On: NULL
Expense Ratio: 0.27% before the fe
Fund Objective:
The investment objective is to achieve its investment objectives by investing primarily in MBS’s issued by GNMA, FNMA, and FHLMC. The fund seeks to produce the highest yield while maintaining a medium-term (3-10 years) effective duration portfolio.
Investment Strategy:
The fund primarily invests in mortgage-backed securities (MBS), aiming to allocate at least 80% of its net assets (plus borrowings) to MBS issued by GNMA, FNMA, and FHLMC. It may also invest in MBS on a when-issued basis (TBA) and utilize derivatives like options and swaps for MBS exposure. To generate additional returns, a dollar roll strategy may be employed, involving selling and buying similar securities across different settlement months. Cash and cash equivalents are held, and swaps are used for collateral and interest rate risk management.
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