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CTA

Simplify Managed Futures Strategy ETF

Morningstar Morningstar RatingTM

Overall rating based on risk-adjusted returns among 62 funds 
in the Systematic Trend category as of 04/30/25.

as of 05/19/2025

NAV

$ 27.79

NAV Change

+ $ 0.25 /0.91%

Price

$ 27.71

Price Change

+ $ 0.20 /0.73%
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 At-A-Glance

CTA Fund Deep Dive

CTA Fund Deep Dive Live

Fund Overview

As of 05/19/2025

Ticker Symbol
CTA
Gross Expense Ratio
0.76%
CUSIP
82889N699
Total Assets
$1,073,472,787.94
Shares Outstanding
38,625,001
Distribution Rate as of 03/31/2025 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.
1.63%
Distribution Frequency
Quarterly
30-Day SEC Yield (Subsidized) as of 04/30/2025 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 04/30/2025
2.47%
Options Available
No
Inception Date
03/07/2022
Premium/Discount (%) as of 05/19/2025
-0.30%
NAV Per Share as of 05/19/2025
$27.79
Market Price as of 05/19/2025
$27.71
30-Day Median Bid-Ask Spread
0.11%
Bid/Ask
$27.73/$27.75
Midpoint Price
$27.74
Volume
620,323
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 Fees0.75%
Distribution and Service (12b-1) Fees0.00%
Other Expenses10.01%
Total Annual Fund Operating Expenses0.76%

1. Other Expenses includes interest expenses of 0.01%.

Fund Performance (Total Return)

As of 04/30/2025 03/31/2025

Cumulative 1 Month 3 Month 6 Month YTD 1 Year Since Inception
NAV -4.72% -1.43% 8.06% 1.40% 7.06% 35.84%
Market Price -5.20% -1.14% 8.12% 1.02% 7.42% 34.29%
Annualized 1 Year 3 Year Since Inception
NAV 7.06% 9.55% 10.22%
Market Price 7.42% 8.98% 9.83%
Cumulative 1 Year Since Inception
NAV 24.06% 42.57%
Market Price 24.39% 41.66%
Annualized 1 Year 3 Year 5 Year Since Inception
NAV 24.06% 14.23% 12.26%
Market Price 24.39% 14.17% 12.04%

Historical Premium/Discount

Calendar Year 2024 1st Quarter of 2025
Days Traded at Premium
163
53
Days Traded at Discount
89
7

Portfolio Holdings

Ticker Name Quantity Weight
BON5 COM SOYBEAN OIL FUTR JUL25 1,312 3.63%
BOQ5 COM SOYBEAN OIL FUTR Aug25 298 0.83%
BOU5 COM SOYBEAN OIL FUTR Sep25 87 0.24%
C N5 COM CORN FUTURE Jul25 -244 -0.51%
C U5 COM CORN FUTURE Sep25 -35 -0.07%
CCN5 COM COCOA FUTURE Jul25 301 3.08%
CCU5 COM COCOA FUTURE Sep25 314 3.04%
CCZ5 COM COCOA FUTURE Dec25 137 1.23%
CLF6 COM WTI CRUDE FUTURE Jan26 6 0.03%
CLN5 COM WTI CRUDE FUTURE Jul25 96 0.56%
CLQ5 COM WTI CRUDE FUTURE Aug25 98 0.56%
CLU5 COM WTI CRUDE FUTURE Sep25 26 0.15%
CLV5 COM WTI CRUDE FUTURE Oct25 14 0.08%
CLX5 COM WTI CRUDE FUTURE Nov25 2 0.01%
CLZ5 COM WTI CRUDE FUTURE Dec25 25 0.14%
CNM5 COM CAN 10YR BOND FUT Jun25 657 5.39%
CORH6 COM 3M CORRA Futures Mar26 542 8.84%
CORM5 COM 3M CORRA Futures Jun25 1,003 16.32%
CORU5 COM 3M CORRA Futures Sep25 1,558 25.39%
CORZ5 COM 3M CORRA Futures Dec25 1,186 19.34%
CTN5 COM COTTON NO.2 FUTR Jul25 -490 -1.50%
CTZ5 COM COTTON NO.2 FUTR Dec25 -235 -0.75%
CVM5 COM CAN 2YR BOND FUT Jun25 94 0.66%
FCQ5 COM CATTLE FEEDER FUT Aug25 678 9.39%
FCU5 COM CATTLE FEEDER FUT Sep25 275 3.80%
FCV5 COM CATTLE FEEDER FUT Oct25 86 1.18%
GCM5 COM GOLD 100 OZ FUTR Jun25 -124 -3.74%
GCQ5 COM GOLD 100 OZ FUTR Aug25 192 5.83%
GCZ5 COM GOLD 100 OZ FUTR Dec25 35 1.08%
HGN5 COM COPPER FUTURE Jul25 -106 -1.15%
HGU5 COM COPPER FUTURE Sep25 -47 -0.52%
HGZ5 COM COPPER FUTURE Dec25 -2 -0.02%
HOM5 COM NY HARB ULSD FUT JUN25 20 0.17%
HON5 COM NY Harb ULSD Fut Jul25 267 2.18%
HOQ5 COM NY Harb ULSD Fut Aug25 80 0.65%
HOU5 COM NY Harb ULSD Fut Sep25 29 0.24%
KCN5 COM COFFEE 'C' FUTURE Jul25 176 2.30%
KCU5 COM COFFEE 'C' FUTURE Sep25 150 1.95%
KCZ5 COM COFFEE 'C' FUTURE Dec25 75 0.96%
KWN5 COM KC HRW WHEAT FUT JUL25 -1,282 -3.12%
KWU5 COM KC HRW WHEAT FUT Sep25 -514 -1.28%
KWZ5 COM KC HRW WHEAT FUT Dec25 -295 -0.77%
LCM5 COM LIVE CATTLE FUTR JUN25 272 2.16%
LCQ5 COM LIVE CATTLE FUTR Aug25 1,346 10.43%
LCV5 COM LIVE CATTLE FUTR Oct25 688 5.26%
LHN5 COM LEAN HOGS FUTURE Jul25 658 2.54%
LHQ5 COM LEAN HOGS FUTURE Aug25 294 1.13%
NGF26 COM NATURAL GAS FUTR Jan26 -305 -1.35%
NGG26 COM NATURAL GAS FUTR Feb26 -101 -0.42%
NGH26 COM NATURAL GAS FUTR Mar26 -47 -0.18%
NGN25 COM NATURAL GAS FUTR Jul25 -767 -2.47%
NGQ25 COM NATURAL GAS FUTR Aug25 -204 -0.67%
NGU25 COM NATURAL GAS FUTR Sep25 -168 -0.55%
NGV25 COM NATURAL GAS FUTR Oct25 -323 -1.08%
NGX25 COM NATURAL GAS FUTR Nov25 -212 -0.78%
NGZ25 COM NATURAL GAS FUTR Dec25 -183 -0.76%
PAM5 COM PALLADIUM FUTURE Jun25 121 1.11%
PLN5 COM PLATINUM FUTURE Jul25 551 2.58%
RSN5 COM CANOLA FUTR (WCE) JUL25 219 0.21%
RSX5 COM CANOLA FUTR (WCE) Nov25 64 0.06%
S N5 COM SOYBEAN FUTURE Jul25 83 0.41%
S Q5 COM SOYBEAN FUTURE Aug25 11 0.05%
S U5 COM SOYBEAN FUTURE Sep25 5 0.02%
S X5 COM SOYBEAN FUTURE Nov25 38 0.18%
SBH6 COM SUGAR #11 (WORLD) Mar26 61 0.11%
SBN5 COM SUGAR #11 (WORLD) JUL25 575 1.05%
SBV5 COM SUGAR #11 (WORLD) Oct25 302 0.56%
SFRH6 COM 3 MONTH SOFR FUT MAR26 -655 -14.70%
SFRM6 COM 3 MONTH SOFR FUT Jun26 -800 -17.99%
SFRU5 COM 3 MONTH SOFR FUT Sep25 53 1.18%
SFRZ5 COM 3 MONTH SOFR FUT Dec25 -242 -5.42%
SMN5 COM SOYBEAN MEAL FUTR Jul25 -955 -2.59%
SMQ5 COM SOYBEAN MEAL FUTR Aug25 -165 -0.45%
SMU5 COM SOYBEAN MEAL FUTR Sep25 -50 -0.14%
TYM5 COM US 10YR NOTE (CBT)Jun25 -1,859 -19.07%
USM5 COM US LONG BOND(CBT) Jun25 -1,293 -13.58%
UXYM5 COM US 10yr Ultra Fut Jun25 -1,114 -11.64%
W N5 COM WHEAT FUTURE(CBT) Jul25 -1,869 -4.61%
W U5 COM WHEAT FUTURE(CBT) Sep25 -723 -1.83%
W Z5 COM WHEAT FUTURE(CBT) Dec25 -439 -1.15%
WNM5 COM US ULTRA BOND CBT Jun25 -877 -9.48%
XBM5 COM GASOLINE RBOB FUT Jun25 23 0.19%
XBN5 COM GASOLINE RBOB FUT Jul25 368 3.02%
XBQ5 COM GASOLINE RBOB FUT Aug25 106 0.85%
XBU5 COM GASOLINE RBOB FUT Sep25 24 0.19%
XQM5 COM CAN 5YR BOND FUT Jun25 565 4.34%
- TREASURY BILL DN 6/25 88,800,000 8.25%
- TREASURY BILL DN 6/25 3,000,000 0.28%
- TREASURY BILL DN 7/25 244,800,000 22.67%
- TREASURY BILL DN 7/25 76,500,000 7.09%
- TREASURY BILL DN 7/25 295,000,000 27.26%
- TREASURY BILL DN 7/25 99,000,000 9.15%
- TREASURY BILL DN 8/25 135,000,000 12.46%
- TREASURY BILL DN 8/25 36,000,000 3.32%
- TREASURY BILL DN 8/25 57,000,000 5.25%
- TREASURY BILL DN 8/25 46,600,000 4.29%
- CANADIAN DOLLAR 352,974 0.02%
- CANADIAN DOLLAR -10,934,019 -0.73%
- Estimated Cash -7,738,793 -0.72%

As of

Category Weight Est. Initial Margin Contrib to Vol
NATURAL GAS FUTR -8.90% 7,106,432 14.53%
COCOA FUTURE 7.29% 10,388,097 11.72%
GOLD 100 OZ FUTR 1.86% 5,065,500 9.20%
LIVE CATTLE FUTR 17.21% 6,779,025 6.86%
CATTLE FEEDER FUT 14.22% 4,700,332 6.03%
WHEAT FUTURE(CBT) -7.77% 5,325,155 5.22%
SOYBEAN OIL FUTR 4.67% 3,308,140 4.45%
US LONG BOND(CBT) -13.46% 5,262,510 4.20%
COFFEE 'C' FUTURE 4.07% 3,510,690 4.13%
KC HRW WHEAT FUT -5.27% 3,919,960 3.55%
US ULTRA BOND CBT -9.38% 4,968,205 3.51%
GASOLINE RBOB FUT 4.05% 2,797,756 3.15%
US 10YR ULTRA FUT -11.55% 3,124,770 2.74%
NY HARB ULSD FUT 3.05% 2,501,175 2.46%
LEAN HOGS FUTURE 3.98% 2,120,470 2.06%
PLATINUM FUTURE 2.62% 2,063,600 2.00%
COPPER FUTURE -2.15% 1,970,100 1.97%
3M CORRA FUTURES 2.16% 2,264,172 1.92%
3 MONTH SOFR FUT -1.17% 1,534,647 1.89%
SOYBEAN MEAL FUTR -3.17% 2,416,150 1.34%
COTTON NO.2 FUTR -2.25% 1,213,806 1.34%
CAN 10YR BOND FUT 4.66% 1,194,460 1.18%
SUGAR #11 (WORLD) 1.69% 1,156,410 1.12%
PALLADIUM FUTURE 1.12% 1,557,600 1.09%
WTI CRUDE FUTURE 1.32% 1,190,550 0.83%
CAN 5YR BOND FUT 4.31% 606,242 0.59%
CORN FUTURE -0.58% 320,320 0.33%
SOYBEAN FUTURE 0.66% 306,790 0.30%
CANOLA FUTR (WCE) 0.27% 137,766 0.17%
SILVER FUTURE -0.12% 132,000 0.09%
CAN 2YR BOND FUT 0.66% 43,738 0.03%
Total 14.09% 88,986,568 100.00%
Category Weight Market Value/Exposure Est. Yield
Treasury Bill 100.30% 1,084,531,209 4.32%
Pure Cash -0.30% -3,247,418 0.00%
Total 100.00% 1,081,283,790 0.00%

Recent Distributions

Ex-Dividend Date Record Date Payable Date Total Distribution
N/A
$0.00000
$0.12000
$0.00000
$0.00000
View Distribution History

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