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CTA

Simplify Managed Futures Strategy ETF

as of 11/04/2024

NAV

$ 26.69

NAV Change

- $ 0.28 /1.04%

Price

$ 26.72

Price Change

- $ 0.20 /0.74%
The Simplify Managed Futures Strategy ETF (CTA) seeks long term capital appreciation by systematically investing in futures in an attempt to create an absolute return profile, that also has a low correlation to equities, and can provide support in risk-off events.

To this end, CTA deploys a suite of systematic models that have been designed by Altis Partners, a commodity trading advisor with over 20 years of experience.

CTA Fund Deep Dive

Fund Overview

As of 11/04/2024

Ticker Symbol
CTA
Gross Expense Ratio
0.76%
CUSIP
82889N699
Total Assets
$318,947,033.82
Shares Outstanding
11,950,001
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.
4.63%
Distribution Frequency
Quarterly
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.
-
30-Day SEC Yield (Unsubsidized) as of 09/30/2024
2.99%
Options Available
No
Inception Date
03/07/2022
Premium/Discount (%) as of 11/04/2024
0.11%
NAV Per Share as of 11/04/2024
$26.69
Market Price as of 11/04/2024
$26.72
30-Day Median Bid-Ask Spread
0.15%
Bid/Ask
$26.72/$26.73
Midpoint Price
$26.73
Volume
180,919
NAV Symbol
CTA.NV
IOPV Symbol
CTA.IV
Shares Out. Symbol
CTA.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 0.75%
Distribution and Service (12b-1) Fees 0.00%
Other Expenses1 0.01%
Total Annual Fund Operating Expenses 0.76%
1. Other Expenses includes interest expenses of 0.01%.

Fund Performance

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

Cumulative 1 Month 3 Month 6 Month YTD 1 Year Since Inception
NAV 0.41% -2.72% 5.88% 12.78% 3.27% 21.68%
Market Price 0.96% -2.30% 6.00% 12.74% 3.26% 20.72%
Annualized 1 Year 3 Year Since Inception
NAV 3.27% 7.94%
Market Price 3.26% 7.62%
Cumulative 1 Year Since Inception
NAV 3.27% 21.68%
Market Price 3.26% 20.72%
Annualized 1 Year 3 Year 5 Year Since Inception
NAV 3.27% 7.94%
Market Price 3.26% 7.62%

Historical Premium/Discount

Calendar Year 2023 3rd Quarter of 2024
Days Traded at Premium
114
36
Days Traded at Discount
136
28

Portfolio Holdings

Ticker Name Quantity Weight
BOF5 COM SOYBEAN OIL FUTR Jan25 -20 -0.17%
BOH5 COM SOYBEAN OIL FUTR Mar25 -17 -0.15%
C H5 COM CORN FUTURE Mar25 -310 -2.09%
C K5 COM CORN FUTURE May25 -160 -1.10%
C N5 COM CORN FUTURE Jul25 -78 -0.54%
C Z4 COM CORN FUTURE DEC24 -747 -4.88%
CCH5 COM COCOA FUTURE Mar25 436 9.52%
CCK5 COM COCOA FUTURE MAY25 181 3.76%
CLF5 COM WTI CRUDE FUTURE JAN25 -75 -1.67%
CLG5 COM WTI CRUDE FUTURE FEB25 -11 -0.24%
CLH5 COM WTI CRUDE FUTURE MAR25 -4 -0.09%
CLJ5 COM WTI CRUDE FUTURE Apr25 -9 -0.20%
CLK5 COM WTI CRUDE FUTURE May25 -8 -0.18%
CLM5 COM WTI CRUDE FUTURE JUN25 -23 -0.50%
CLN5 COM WTI CRUDE FUTURE Jul25 -3 -0.07%
CNZ4 COM CAN 10YR BOND FUT Dec24 -811 -22.29%
CORH5 COM 3M CORRA Futures Mar25 -216 -11.82%
CORM5 COM 3M CORRA Futures Jun25 -176 -9.64%
CORU5 COM 3M CORRA Futures Sep25 -112 -6.14%
CORZ4 COM 3M CORRA Futures Dec24 -32 -1.74%
CTH5 COM COTTON NO.2 FUTR MAR25 153 1.73%
CTK5 COM COTTON NO.2 FUTR May25 45 0.52%
CTZ4 COM COTTON NO.2 FUTR Dec24 42 0.46%
CVZ4 COM CAN 2YR BOND FUT Dec24 -161 -3.80%
FCF5 COM CATTLE FEEDER FUT JAN25 293 11.14%
FCH5 COM CATTLE FEEDER FUT Mar25 85 3.20%
FCJ5 COM CATTLE FEEDER FUT Apr25 5 0.19%
GCG5 COM GOLD 100 OZ FUTR Feb25 124 10.77%
GCJ5 COM GOLD 100 OZ FUTR Apr25 38 3.33%
GCZ4 COM GOLD 100 OZ FUTR DEC24 122 10.50%
HGH5 COM COPPER FUTURE Mar25 -8 -0.28%
HGK5 COM COPPER FUTURE MAY25 -1 -0.04%
HOF5 COM NY HARB ULSD FUT JAN25 -4 -0.12%
HOZ4 COM NY HARB ULSD FUT DEC24 -102 -3.07%
KCH5 COM COFFEE 'C' FUTURE Mar25 52 1.50%
KCK5 COM COFFEE 'C' FUTURE MAY25 29 0.83%
KCZ4 COM COFFEE 'C' FUTURE Dec24 13 0.38%
KWH5 COM KC HRW WHEAT FUT Mar25 19 0.17%
KWK5 COM KC HRW WHEAT FUT May25 13 0.12%
KWZ4 COM KC HRW WHEAT FUT Dec24 6 0.05%
LCG5 COM LIVE CATTLE FUTR FEB25 258 6.02%
LCJ5 COM LIVE CATTLE FUTR Apr25 135 3.16%
LCZ4 COM LIVE CATTLE FUTR Dec24 474 11.00%
LHG5 COM LEAN HOGS FUTURE Feb25 322 3.45%
LHJ5 COM LEAN HOGS FUTURE APR25 108 1.20%
LHZ4 COM LEAN HOGS FUTURE Dec24 283 2.95%
NGF25 COM NATURAL GAS FUTR Jan25 -66 -0.63%
NGG25 COM NATURAL GAS FUTR Feb25 -7 -0.06%
NGH25 COM NATURAL GAS FUTR Mar25 -33 -0.28%
NGK25 COM NATURAL GAS FUTR May25 4 0.03%
NGM25 COM NATURAL GAS FUTR Jun25 10 0.09%
NGN25 COM NATURAL GAS FUTR Jul25 11 0.11%
NGQ25 COM NATURAL GAS FUTR Aug25 6 0.06%
NGZ24 COM NATURAL GAS FUTR Dec24 -68 -0.59%
PAZ4 COM PALLADIUM FUTURE DEC24 32 1.07%
PLF5 COM PLATINUM FUTURE Jan25 328 5.09%
RSF5 COM CANOLA FUTR (WCE) Jan25 -315 -0.92%
RSH5 COM CANOLA FUTR (WCE) Mar25 -114 -0.34%
RSK5 COM CANOLA FUTR (WCE) May25 -8 -0.02%
S F5 COM SOYBEAN FUTURE Jan25 -756 -11.82%
S H5 COM SOYBEAN FUTURE Mar25 -351 -5.57%
S K5 COM SOYBEAN FUTURE MAY25 -165 -2.66%
S N5 COM SOYBEAN FUTURE Jul25 -19 -0.31%
SBH5 COM SUGAR #11 (WORLD) MAR25 -20 -0.15%
SFRH5 COM 3 MONTH SOFR FUT Mar25 -705 -53.01%
SFRM5 COM 3 MONTH SOFR FUT Jun25 -1,012 -76.27%
SFRU5 COM 3 MONTH SOFR FUT Sep25 -372 -28.07%
SFRZ5 COM 3 MONTH SOFR FUT Dec25 -634 -47.87%
SIH5 COM SILVER FUTURE Mar25 9 0.47%
SIZ4 COM SILVER FUTURE DEC24 45 2.30%
SMF5 COM SOYBEAN MEAL FUTR Jan25 -363 -3.42%
SMH5 COM SOYBEAN MEAL FUTR Mar25 -304 -2.89%
SMZ4 COM SOYBEAN MEAL FUTR Dec24 -440 -4.13%
TUZ4 COM US 2YR NOTE (CBT) DEC24 -2,356 -152.09%
USZ4 COM US LONG BOND(CBT) DEC24 -43 -1.59%
UXYZ4 COM US 10YR ULTRA FUT DEC24 -173 -6.16%
W H5 COM WHEAT FUTURE(CBT) Mar25 20 0.18%
W K5 COM WHEAT FUTURE(CBT) May25 34 0.32%
W Z4 COM WHEAT FUTURE(CBT) Dec24 14 0.12%
WNZ4 COM US ULTRA BOND CBT Dec24 -105 -4.12%
XBF5 COM GASOLINE RBOB FUT Jan25 -55 -1.45%
XBZ4 COM GASOLINE RBOB FUT Dec24 -26 -0.69%
XQZ4 COM CAN 5YR BOND FUT Dec24 -730 -18.71%
- TREASURY BILL DN 11/24 19,700,000 6.17%
- TREASURY BILL DN 12/24 106,000,000 33.09%
- TREASURY BILL DN 12/24 60,000,000 18.73%
- TREASURY BILL DN 1/25 111,300,000 34.60%
- TREASURY BILL DN 1/25 12,500,000 3.89%
- CANADIAN DOLLAR 1,113,321 0.25%
- CANADIAN DOLLAR 889,710 0.20%
- Estimated Cash -2,903,328 -0.66%

As of

Category Weight Est. Initial Margin Contrib to Vol
COCOA FUTURE 13.28% 5,776,709 17.01%
GOLD 100 OZ FUTR 24.60% 3,436,400 8.14%
SOYBEAN FUTURE -20.36% 2,618,055 7.99%
US 2YR NOTE (CBT) -152.08% 2,980,340 7.43%
3 MONTH SOFR FUT -6.45% 2,590,725 6.49%
SOYBEAN MEAL FUTR -10.44% 2,450,360 6.11%
CATTLE FEEDER FUT 14.53% 1,737,671 4.37%
LIVE CATTLE FUTR 20.18% 2,098,140 4.18%
LEAN HOGS FUTURE 7.60% 1,176,450 3.71%
CORN FUTURE -8.60% 1,456,815 3.64%
PLATINUM FUTURE 5.09% 1,010,240 3.54%
CAN 10YR BOND FUT -20.01% 1,428,396 3.33%
NY HARB ULSD FUT -3.19% 686,620 3.21%
SILVER FUTURE 2.77% 712,800 2.39%
COFFEE 'C' FUTURE 2.70% 683,151 2.27%
WTI CRUDE FUTURE -2.94% 698,390 2.23%
GASOLINE RBOB FUT -2.14% 439,450 2.22%
NATURAL GAS FUTR -1.28% 1,064,910 1.87%
CAN 5YR BOND FUT -18.71% 764,192 1.76%
PALLADIUM FUTURE 1.07% 422,400 1.46%
US ULTRA BOND CBT -4.12% 635,250 1.44%
US 10YR ULTRA FUT -6.16% 494,780 1.09%
COTTON NO.2 FUTR 2.71% 449,774 0.94%
3M CORRA FUTURES -0.92% 324,668 0.77%
CANOLA FUTR (WCE) -1.28% 224,804 0.72%
US LONG BOND(CBT) -1.59% 175,010 0.42%
WHEAT FUTURE(CBT) 0.63% 121,220 0.39%
SOYBEAN OIL FUTR -0.32% 63,250 0.26%
KC HRW WHEAT FUT 0.35% 74,470 0.23%
COPPER FUTURE -0.32% 59,400 0.16%
CAN 2YR BOND FUT -3.80% 79,232 0.14%
SUGAR #11 (WORLD) -0.15% 34,250 0.11%
Total -169.32% 36,968,321 100.00%
Category Weight Market Value/Exposure Est. Yield
Treasury Bill 96.46% 307,664,947 4.58%
Pure Cash 3.54% 11,282,087 0.00%
Total 100.00% 318,947,034 0.00%

Recent Distributions

Ex-Dividend Date Record Date Payable Date Total Distribution
N/A
$0.00000
$0.30000
$0.00000
$0.00000
Recent Distribution Disclosure
View Distribution History Supplemental Tax Information: S19(a) Notices

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