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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 US Fund Systematic Trend category as of 03/31/25.

as of 04/16/2025

NAV

$ 28.10

NAV Change

+ $ 0.16 /0.57%

Price

$ 28.13

Price Change

+ $ 0.22 /0.79%
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 04/16/2025

Ticker Symbol
CTA
Gross Expense Ratio
0.76%
CUSIP
82889N699
Total Assets
$994,810,152.67
Shares Outstanding
35,400,001
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 03/31/2025 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 03/31/2025
2.50%
Options Available
No
Inception Date
03/07/2022
Premium/Discount (%) as of 04/16/2025
0.10%
NAV Per Share as of 04/16/2025
$28.10
Market Price as of 04/16/2025
$28.13
30-Day Median Bid-Ask Spread
0.14%
Bid/Ask
$28.14/$28.19
Midpoint Price
$28.17
Volume
225,414
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 03/31/2025 03/31/2025

Cumulative 1 Month 3 Month 6 Month YTD 1 Year Since Inception
NAV 3.08% 6.41% 17.17% 6.41% 24.06% 42.57%
Market Price 3.45% 6.57% 17.35% 6.57% 24.39% 41.66%
Annualized 1 Year 3 Year Since Inception
NAV 24.06% 14.23% 12.26%
Market Price 24.39% 14.17% 12.04%
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 1,603 4.64%
BOQ5 COM SOYBEAN OIL FUTR Aug25 308 0.89%
C N5 COM CORN FUTURE Jul25 -50 -0.12%
C U5 COM CORN FUTURE Sep25 3 0.01%
CCN5 COM COCOA FUTURE Jul25 128 1.03%
CCU5 COM COCOA FUTURE Sep25 44 0.34%
CCZ5 COM COCOA FUTURE Dec25 8 0.06%
CLF6 COM WTI CRUDE FUTURE Jan26 5 0.03%
CLN5 COM WTI CRUDE FUTURE Jul25 115 0.71%
CLQ5 COM WTI CRUDE FUTURE Aug25 49 0.30%
CLU5 COM WTI CRUDE FUTURE Sep25 46 0.28%
CLV5 COM WTI CRUDE FUTURE Oct25 19 0.11%
CLX5 COM WTI CRUDE FUTURE Nov25 7 0.04%
CLZ5 COM WTI CRUDE FUTURE Dec25 32 0.19%
CNM5 COM CAN 10YR BOND FUT Jun25 4,496 40.27%
CORH6 COM 3M CORRA Futures Mar26 569 10.09%
CORM5 COM 3M CORRA Futures Jun25 980 17.32%
CORU5 COM 3M CORRA Futures Sep25 1,542 27.31%
CORZ5 COM 3M CORRA Futures Dec25 1,203 21.32%
CTK5 COM COTTON NO.2 FUTR May25 -16 -0.05%
CTN5 COM COTTON NO.2 FUTR Jul25 -1,015 -3.39%
CTZ5 COM COTTON NO.2 FUTR Dec25 -357 -1.22%
CVM5 COM CAN 2YR BOND FUT Jun25 94 0.72%
FCK5 COM CATTLE FEEDER FUT May25 47 0.67%
FCQ5 COM CATTLE FEEDER FUT Aug25 101 1.47%
GCM5 COM GOLD 100 OZ FUTR Jun25 182 6.12%
GCQ5 COM GOLD 100 OZ FUTR Aug25 58 1.97%
HGK5 COM COPPER FUTURE MAY25 -8 -0.09%
HGN5 COM COPPER FUTURE Jul25 -224 -2.67%
HGU5 COM COPPER FUTURE Sep25 -68 -0.82%
HOM5 COM NY HARB ULSD FUT JUN25 474 4.14%
HON5 COM NY Harb ULSD Fut Jul25 182 1.58%
HOQ5 COM NY Harb ULSD Fut Aug25 78 0.68%
KCN5 COM COFFEE 'C' FUTURE Jul25 17 0.24%
KCU5 COM COFFEE 'C' FUTURE Sep25 42 0.58%
KWN5 COM KC HRW WHEAT FUT JUL25 -190 -0.55%
KWU5 COM KC HRW WHEAT FUT Sep25 -65 -0.19%
LCM5 COM LIVE CATTLE FUTR JUN25 322 2.62%
LCQ5 COM LIVE CATTLE FUTR Aug25 284 2.27%
LCV5 COM LIVE CATTLE FUTR Oct25 -2 -0.02%
LHM5 COM LEAN HOGS FUTURE Jun25 -1,469 -5.79%
LHN5 COM LEAN HOGS FUTURE Jul25 -694 -2.73%
LHQ5 COM LEAN HOGS FUTURE Aug25 -442 -1.71%
NGF26 COM NATURAL GAS FUTR Jan26 -130 -0.63%
NGG26 COM NATURAL GAS FUTR Feb26 -7 -0.03%
NGM25 COM NATURAL GAS FUTR Jun25 -296 -1.01%
NGN25 COM NATURAL GAS FUTR Jul25 -220 -0.81%
NGQ25 COM NATURAL GAS FUTR Aug25 -45 -0.17%
NGU25 COM NATURAL GAS FUTR Sep25 -46 -0.17%
NGV25 COM NATURAL GAS FUTR Oct25 -151 -0.57%
NGX25 COM NATURAL GAS FUTR Nov25 -83 -0.34%
NGZ25 COM NATURAL GAS FUTR Dec25 -73 -0.33%
PAM5 COM PALLADIUM FUTURE Jun25 89 0.88%
PLN5 COM PLATINUM FUTURE Jul25 396 1.95%
RSK5 COM CANOLA FUTR (WCE) May25 10 0.01%
RSN5 COM CANOLA FUTR (WCE) JUL25 206 0.20%
RSX5 COM CANOLA FUTR (WCE) Nov25 64 0.06%
S Q5 COM SOYBEAN FUTURE Aug25 -1 -0.01%
S U5 COM SOYBEAN FUTURE Sep25 -1 -0.01%
SBH6 COM SUGAR #11 (WORLD) Mar26 -45 -0.09%
SBN5 COM SUGAR #11 (WORLD) JUL25 39 0.08%
SFRH6 COM 3 MONTH SOFR FUT MAR26 3,857 93.75%
SFRM6 COM 3 MONTH SOFR FUT Jun26 3,072 74.73%
SFRU5 COM 3 MONTH SOFR FUT Sep25 6,876 166.40%
SFRZ5 COM 3 MONTH SOFR FUT Dec25 4,839 117.42%
SIK5 COM SILVER FUTURE MAY25 -46 -0.76%
SIN5 COM SILVER FUTURE Jul25 -42 -0.70%
SIU5 COM SILVER FUTURE Sep25 -4 -0.07%
SMK5 COM SOYBEAN MEAL FUTR May25 -90 -0.27%
SMN5 COM SOYBEAN MEAL FUTR Jul25 -668 -2.04%
SMQ5 COM SOYBEAN MEAL FUTR Aug25 -95 -0.29%
TUM5 COM US 2YR NOTE (CBT) Jun25 563 11.75%
TYM5 COM US 10YR NOTE (CBT)Jun25 83 0.93%
USM5 COM US LONG BOND(CBT) Jun25 795 9.21%
W K5 COM WHEAT FUTURE(CBT) May25 -18 -0.05%
W N5 COM WHEAT FUTURE(CBT) Jul25 -389 -1.10%
W U5 COM WHEAT FUTURE(CBT) Sep25 -150 -0.43%
WNM5 COM US ULTRA BOND CBT Jun25 1,190 14.32%
XBM5 COM GASOLINE RBOB FUT Jun25 308 2.65%
XBN5 COM GASOLINE RBOB FUT Jul25 121 1.03%
XBQ5 COM GASOLINE RBOB FUT Aug25 48 0.40%
XQM5 COM CAN 5YR BOND FUT Jun25 2,534 21.24%
- TREASURY BILL DN 6/25 102,800,000 10.26%
- TREASURY BILL DN 6/25 46,000,000 4.59%
- TREASURY BILL DN 7/25 246,800,000 24.57%
- TREASURY BILL DN 7/25 84,500,000 8.41%
- TREASURY BILL DN 7/25 295,000,000 29.30%
- TREASURY BILL DN 7/25 99,000,000 9.83%
- TREASURY BILL DN 8/25 104,500,000 10.37%
- TREASURY BILL DN 8/25 20,000,000 1.98%
- CANADIAN DOLLAR 211,754 0.02%
- CANADIAN DOLLAR -5,150,355 -0.37%
- Estimated Cash 19,039,782 1.84%

As of

Category Weight Est. Initial Margin Contrib to Vol
3 MONTH SOFR FUT 14.47% 15,270,542 19.35%
CAN 10YR BOND FUT 36.83% 8,289,784 8.37%
LEAN HOGS FUTURE -10.23% 5,301,175 7.49%
US ULTRA BOND CBT 14.32% 6,741,350 7.14%
NATURAL GAS FUTR -4.07% 3,448,105 6.35%
NY HARB ULSD FUT 6.40% 4,902,228 5.81%
GOLD 100 OZ FUTR 8.09% 3,960,000 5.06%
SOYBEAN OIL FUTR 5.53% 3,539,690 4.83%
COPPER FUTURE -3.58% 2,970,000 4.33%
GASOLINE RBOB FUT 4.08% 2,704,967 3.95%
US LONG BOND(CBT) 9.21% 3,235,650 3.66%
COTTON NO.2 FUTR -4.66% 2,164,191 3.05%
CAN 5YR BOND FUT 21.24% 2,742,669 2.70%
LIVE CATTLE FUTR 4.87% 1,839,200 2.68%
COCOA FUTURE 1.43% 2,171,270 2.44%
3M CORRA FUTURES 2.43% 2,400,321 2.04%
SILVER FUTURE -1.53% 1,518,000 1.89%
PLATINUM FUTURE 1.95% 1,524,600 1.53%
WTI CRUDE FUTURE 1.66% 1,352,606 1.15%
SOYBEAN MEAL FUTR -2.60% 1,876,050 1.10%
CATTLE FEEDER FUT 2.14% 671,476 1.01%
WHEAT FUTURE(CBT) -1.58% 996,435 0.87%
US 2YR NOTE (CBT) 11.75% 743,160 0.80%
COFFEE 'C' FUTURE 0.82% 621,840 0.78%
PALLADIUM FUTURE 0.88% 1,174,800 0.74%
KC HRW WHEAT FUT -0.74% 497,750 0.47%
CANOLA FUTR (WCE) 0.27% 136,587 0.21%
SUGAR #11 (WORLD) -0.01% 83,832 0.12%
CORN FUTURE -0.12% 58,216 0.06%
CAN 2YR BOND FUT 0.72% 44,533 0.03%
SOYBEAN FUTURE -0.01% 4,070 0.01%
Total 119.97% 82,985,097 100.00%
Category Weight Market Value/Exposure Est. Yield
Treasury Bill 99.32% 988,027,203 4.31%
Pure Cash 0.68% 6,782,949 0.00%
Total 100.00% 994,810,153 0.00%

Recent Distributions

Ex-Dividend Date Record Date Payable Date Total Distribution
N/A
$0.12000
$0.00000
$0.00000
$0.73816
View Distribution History

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