CTA

Simplify Managed Futures Strategy ETF

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as of 02/06/2023

NAV

$ 25.42

NAV Change

+ $ 0.41 /1.64%

Price

$ 25.48

Price Change

+ $ 0.51 /2.04%
With interest rates near all-time lows, and equity valuations stretched, investors are searching for sources of absolute returns that can simultaneously serve as a portfolio diversifier.

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 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.
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Documents

Fund Overview

As of 02/06/2023

Ticker Symbol
CTA
Gross Expense Ratio
0.75%
CUSIP
82889N699
Total Assets
$129,004,572.05
Shares Outstanding
5,075,001
SEC 30-Day Yield as of 12/31/2022 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.
1.60%
Unsubsidized 30-Day SEC Yield as of 12/31/2022
1.60%
Distribution Frequency
Monthly
Distribution Yield as of 12/31/2022 Distribution yield 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 yield.
Distribution Yield Close
Distribution yield 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 yield.
50.76%
Options Available
No
Inception Date
03/07/2022
Premium/Discount (%) as of 02/06/2023
0.24%
NAV
$25.42
NAV Per Share as of 02/06/2023
$25.42
Market Price as of 02/06/2023
$25.48
30-Day Median Bid-Ask Spread
0.28%
Bid/Ask
$25.48/$25.50
Midpoint Price
$25.49
Volume
46,411
NAV Symbol
CTA.NV
IOPV Symbol
CTA.IV
Shares Out. Symbol
CTA.SO

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%
Total Annual Fund Operating Expenses 0.75%

Fund Performance

As of 01/31/2023 12/31/2022

Monthly Quarterly
Cumulative 1 Month 3 Month 6 Month YTD 1 Year Since Inception
NAV -4.85% -11.59% -6.06% -4.85% — 6.40%
Market Price -4.11% -11.97% -6.69% -4.11% — 5.03%
Annualized 1 Year 3 Year Since Inception
NAV — — —
Market Price — — —
Cumulative 1 Year Since Inception
NAV — 11.82%
Market Price — 9.54%
Annualized 1 Year 3 Year 5 Year Since Inception
NAV — — — —
Market Price — — — —
The performance data quoted represents past performance and is no guarantee of future results. Current performance may be lower or higher than the performance data quoted. Investment returns and principal value of an investment will fluctuate so that an investor's shares, when redeemed, may be worth more or less than their original cost. Performance data for the most recent month-end is available above.

NAV: The dollar value of a single share, based on the value of the underlying assets of the fund minus its liabilities, divided by the number of shares outstanding. Calculated at the end of each business day.

Market Price: The current price at which shares are bought and sold. Market returns are based upon the last trade price.

Historical Premium/Discount

Calendar Year 2022 4th Quarter of 2022
Days Traded at Premium
171
39
Days Traded at Discount
35
24
The above frequency distribution chart presents information about the difference between the daily market price for shares of the Fund and the Fund's reported Net Asset Value. The amount that the Fund's market price is above the reported NAV is called the premium. The amount that the Fund's market price is below the reported NAV is called the discount. The market price is determined using the midpoint between the highest bid and the lowest offer on the listing exchange, as of the time that the Fund's NAV is calculated (usually 4:00 p.m. EST). The horizontal axis of the chart shows the premium or discount expressed in basis points. The vertical axis indicates the number of trading days in the period covered by the chart. Each bar in the chart shows the number of trading days in which the Fund traded within the premium/discount range indicated.
Ticker Name Quantity Weight
- CANADIAN DOLLAR 353630 0.20%
- TREASURY BILL DN 2/23 32350000 25.03%
- TREASURY BILL DN 2/23 9350000 7.23%
NGH23 COM NATURAL GAS FUTR Mar23 -4 -0.08%
SBH3 COM SUGAR #11 (WORLD) Mar23 253 4.54%
CTH3 COM COTTON NO.2 FUTR Mar23 7 0.23%
BAH3 COM BANK ACCEPT FUTR Mar23 -1877 -257.09%
W H3 COM WHEAT FUTURE(CBT) MAR23 12 0.35%
BOH3 COM SOYBEAN OIL FUTR Mar23 -40 -1.10%
C H3 COM CORN FUTURE MAR23 -48 -1.26%
CNH3 COM CAN 10YR BOND FUT Mar23 -294 -21.23%
- TREASURY BILL DN 3/23 12000000 9.25%
- TREASURY BILL DN 3/23 10200000 7.86%
HGH3 COM COPPER FUTURE Mar23 12 0.94%
SIH3 COM SILVER FUTURE Mar23 -5 -0.43%
FVH3 COM US 5YR NOTE (CBT) MAR23 412 34.62%
CLK3 COM WTI CRUDE FUTURE May23 -5 -0.29%
GCJ3 COM GOLD 100 OZ FUTR Apr23 3 0.44%
NGK23 COM NATURAL GAS FUTR May23 -8 -0.17%
SBK3 COM SUGAR #11 (WORLD) May23 493 8.35%
LCJ3 COM LIVE CATTLE FUTR Apr23 -97 -4.95%
CTK3 COM COTTON NO.2 FUTR May23 -8 -0.26%
W K3 COM WHEAT FUTURE(CBT) May23 12 0.35%
C K3 COM CORN FUTURE MAY23 -114 -2.99%
BOK3 COM SOYBEAN OIL FUTR May23 -142 -3.93%
CLM3 COM WTI CRUDE FUTURE Jun23 -43 -2.49%
NGM23 COM NATURAL GAS FUTR Jun23 -1 -0.02%
HGK3 COM COPPER FUTURE May23 -37 -2.90%
SIK3 COM SILVER FUTURE May23 -43 -3.74%
- TREASURY BILL DN 6/23 40400000 30.84%
BAM3 COM BANK ACCEPT FUTR Jun23 -1652 -226.32%
CLN3 COM WTI CRUDE FUTURE Jul23 -18 -1.04%
GCM3 COM GOLD 100 OZ FUTR Jun23 18 2.65%
SBN3 COM SUGAR #11 (WORLD) Jul23 210 3.44%
LCM3 COM LIVE CATTLE FUTR Jun23 -13 -0.65%
CTN3 COM COTTON NO.2 FUTR Jul23 -11 -0.36%
W N3 COM WHEAT FUTURE(CBT) JUL23 8 0.24%
C N3 COM CORN FUTURE Jul23 -70 -1.81%
BON3 COM SOYBEAN OIL FUTR Jul23 -104 -2.88%
CLQ3 COM WTI CRUDE FUTURE Aug23 -15 -0.87%
HGN3 COM COPPER FUTURE Jul23 -3 -0.24%
SIN3 COM SILVER FUTURE Jul23 -7 -0.61%
CLU3 COM WTI CRUDE FUTURE Sep23 -12 -0.69%
GCQ3 COM GOLD 100 OZ FUTR Aug23 2 0.30%
NGU23 COM NATURAL GAS FUTR Sep23 10 0.24%
LCQ3 COM LIVE CATTLE FUTR Aug23 9 0.45%
C U3 COM CORN FUTURE Sep23 -26 -0.62%
BAU3 COM BANK ACCEPT FUTR Sep23 -1617 -221.72%
SFRM3 COM 3 MONTH SOFR FUT Jun23 -1342 -246.77%
CLV3 COM WTI CRUDE FUTURE Oct23 -6 -0.34%
NGV23 COM NATURAL GAS FUTR Oct23 1 0.02%
NGX23 COM NATURAL GAS FUTR Nov23 6 0.16%
BAZ3 COM BANK ACCEPT FUTR Dec23 -1154 -158.71%
SFRU3 COM 3 MONTH SOFR FUT Sep23 -805 -148.15%
SFRZ3 COM 3 MONTH SOFR FUT Dec23 -1349 -249.08%
SFRH4 COM 3 MONTH SOFR FUT Mar24 -604 -112.10%
- Estimated Cash 19805275 15.26%

Holdings are subject to change without notice.

Recent Distributions

Ex-Dividend Date Record Date Payable Date Ordinary Income Short Term Capital Gains Long Term Capital Gains Return of Capital Total Distribution
$0.43565 $0.00000 $0.67531 $0.00000 $1.11096
$0.15000 $0.00000 $0.00000 $0.00000 $0.15000
$0.15000 $0.00000 $0.00000 $0.00000 $0.15000
$0.15000 $0.00000 $0.00000 $0.00000 $0.15000
$0.15000 $0.00000 $0.00000 $0.00000 $0.15000
View Distribution History