{"ticker":"CTAP","name":"Simplify US Equity PLUS Managed Futures Strategy ETF","page_url":null,"cite_as":"TickerInside, Simplify US Equity PLUS Managed Futures Strategy ETF (CTAP), holdings and contracts from SEC Form N-PORT for the period ended 2026-06-30, filed 2026-08-24, https://tickerinside.com/api/v1/etf/ctap.json, CC BY 4.0","cite_html":"<a href=\"https://tickerinside.com/api/v1/etf/ctap.json\">TickerInside</a> (https://tickerinside.com/api/v1/etf/ctap.json)","identifiers":{"asset_type":"etf","exchange":"NYSE Arca","composite_figi":"BBG01YX0JGX5","share_class_figi":"BBG01YX0JJ05","cik":null,"series_id":"S000096492","class_id":null},"source_layer":"sec_nport_derivatives","category":{"id":"long-short-equity","label":"Long-Short Equity","group":"alternative","group_label":"Alternatives","asset_class":"derivative_based","rule":"In its filing for 2026-06-30, it holds stocks (78% of net assets) and is short 55% through contracts.","basis":"contracts","as_of":"2026-06-30","facets":{},"measured":{},"method":"https://tickerinside.com/etf/category/"},"as_of":null,"holdings_as_of":"2026-06-30","report_date":"2026-06-30","filed":"2026-08-24","filing_url":"https://www.sec.gov/Archives/edgar/data/1810747/000094040026033627/","net_assets":163366486,"multi_class":false,"stock_pct":78.45,"unmapped_pct":0.0,"abroad":[],"expense_ratio":0.1,"expense_ratio_gross":0.28,"expense_ratio_source":"sec_filing","expense_ratio_as_of":"2025-12-03","expense_ratio_filing_url":"https://www.sec.gov/Archives/edgar/data/1810747/000182912625009626/","yield":null,"aum_b":null,"aum_source":null,"aum_date":null,"etf_class_net_assets_b":null,"etf_class_net_assets_as_of":null,"derivative_positions":22,"vol":null,"beta":null,"mdd3":null,"r1":null,"r3":null,"r5":null,"last_close":null,"last_close_date":null,"day_change_pct":null,"high_52w":null,"low_52w":null,"currency":null,"held_outright":{"IVV":78.4451},"summary":"On 2026-06-30, CTAP held stocks and ETFs held outright (78.5%), US Treasury notes and bonds (32.9%) and money market funds (0.1%), as percent of net assets. It carried swaps and futures on TRS Cta Index (54.9% short), S&P 500 Index (31.0% long) and CTA (direction not stated), as notional exposure in percent of net assets.","composition":[{"kind":"stocks","label":"Stocks and ETFs held outright","pct":78.45},{"kind":"treasury_notes_and_bonds","label":"US Treasury notes and bonds","pct":32.9},{"kind":"money_market_funds","label":"Money market funds","pct":0.05}],"derivatives":[{"instrument":"swap","description":"total return swap","underlying":"TRS Cta Index","underlying_ticker":null,"underlying_kind":"index","direction":"short","notional_pct":54.847,"value_pct":-6.6025,"positions":1,"option_type":null,"option_side":null,"expires_first":"2049-12-31","expires_last":"2049-12-31"},{"instrument":"swap","description":"total return swap","underlying":null,"underlying_ticker":"CTA","underlying_kind":"etf","direction":null,"notional_pct":45.8106,"value_pct":-6.8673,"positions":9,"option_type":null,"option_side":null,"expires_first":"2049-12-31","expires_last":"2049-12-31"},{"instrument":"future","description":"futures","underlying":"S&P 500 Index","underlying_ticker":null,"underlying_kind":"index","direction":"long","notional_pct":30.9859,"value_pct":0.202,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-09-18","expires_last":"2026-09-18"},{"instrument":"swap","description":"total return swap","underlying":"TRS Cta Index","underlying_ticker":null,"underlying_kind":"index","direction":null,"notional_pct":12.4378,"value_pct":-1.0307,"positions":11,"option_type":null,"option_side":null,"expires_first":"2049-12-31","expires_last":"2049-12-31"}],"underlyings":[{"underlying":"TRS Cta Index","underlying_ticker":null,"underlying_kind":"index","long_pct":0.0,"short_pct":54.85,"options":{},"instruments":["swap"],"complete":false,"net_pct":-54.85},{"underlying":"S&P 500 Index","underlying_ticker":null,"underlying_kind":"index","long_pct":30.99,"short_pct":0.0,"options":{},"instruments":["future"],"complete":true,"net_pct":30.99},{"underlying":null,"underlying_ticker":"CTA","underlying_kind":"etf","long_pct":0.0,"short_pct":0.0,"options":{},"instruments":["swap"],"complete":false,"net_pct":0.0}],"exposure":{"stocks_pct":78.45,"swaps_futures_long_pct":30.99,"swaps_futures_short_pct":54.85,"options_notional_pct":0,"complete":false,"long_exposure_pct":null},"exposure_notes":["20 of 22 derivative positions state a negative notional while their legs read long, so their direction is not stated."],"weekly":null,"weeks_end":null,"license":"CC BY 4.0","attribution":"Credit TickerInside with a link to the page the figure comes from (cite_as gives it) wherever the medium allows a link, and by name where it does not. How you mark the link is up to you.","source":"https://tickerinside.com/api/#derivative-funds"}