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CTA

Simplify Managed Futures Strategy ETF

as of 02/07/2025

NAV

$ 28.95

NAV Change

- $ 0.03 /0.10%

Price

$ 29.05

Price Change

+ $ 0.00 /0.00%
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

CTA Fund Deep Dive Live

Fund Overview

As of 02/07/2025

Ticker Symbol
CTA
Gross Expense Ratio
0.76%
CUSIP
82889N699
Total Assets
$676,736,750.37
Shares Outstanding
23,375,001
Distribution Rate as of 12/31/2024 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.
10.62%
Distribution Frequency
Quarterly
30-Day SEC Yield (Subsidized) as of 12/31/2024 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 12/31/2024
2.64%
Options Available
No
Inception Date
03/07/2022
Premium/Discount (%) as of 02/07/2025
0.34%
NAV Per Share as of 02/07/2025
$28.95
Market Price as of 02/07/2025
$29.05
30-Day Median Bid-Ask Spread
0.10%
Bid/Ask
$29.02/$29.03
Midpoint Price
$29.03
Volume
558,603
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 01/31/2025 12/31/2024

Cumulative 1 Month 3 Month 6 Month YTD 1 Year Since Inception
NAV 2.87% 9.63% 14.54% 2.87% 26.94% 37.81%
Market Price 2.19% 9.37% 14.71% 2.19% 25.96% 35.84%
Annualized 1 Year 3 Year Since Inception
NAV 26.94% 11.68%
Market Price 25.96% 11.13%
Cumulative 1 Year Since Inception
NAV 24.18% 33.97%
Market Price 24.15% 32.93%
Annualized 1 Year 3 Year 5 Year Since Inception
NAV 24.18% 10.93%
Market Price 24.15% 10.64%

Historical Premium/Discount

Calendar Year 2024 4th Quarter of 2024
Days Traded at Premium
163
39
Days Traded at Discount
89
25

Portfolio Holdings

Ticker Name Quantity Weight
BOK5 COM SOYBEAN OIL FUTR MAY25 -136 -0.56%
BON5 COM SOYBEAN OIL FUTR JUL25 -9 -0.04%
C H5 COM CORN FUTURE Mar25 1,309 4.72%
C K5 COM CORN FUTURE May25 1,264 4.67%
C N5 COM CORN FUTURE Jul25 808 3.01%
C U5 COM CORN FUTURE Sep25 246 0.85%
CCK5 COM COCOA FUTURE MAY25 75 1.12%
CCN5 COM COCOA FUTURE Jul25 52 0.76%
CLJ5 COM WTI CRUDE FUTURE APR25 -574 -6.00%
CLK5 COM WTI CRUDE FUTURE MAY25 -191 -1.99%
CLM5 COM WTI CRUDE FUTURE JUN25 -104 -1.08%
CLN5 COM WTI CRUDE FUTURE Jul25 -35 -0.36%
CLQ5 COM WTI CRUDE FUTURE Aug25 -20 -0.20%
CLU5 COM WTI CRUDE FUTURE Sep25 -26 -0.26%
CLV5 COM WTI CRUDE FUTURE Oct25 -9 -0.09%
CNH5 COM CAN 10YR BOND FUT Mar25 -89 -1.14%
CORH5 COM 3M CORRA Futures Mar25 -25 -0.63%
CORM5 COM 3M CORRA Futures Jun25 -22 -0.55%
CORU5 COM 3M CORRA Futures Sep25 -32 -0.81%
CTH5 COM COTTON NO.2 FUTR MAR25 -239 -1.16%
CTK5 COM COTTON NO.2 FUTR May25 -1,262 -6.23%
CTN5 COM COTTON NO.2 FUTR Jul25 -433 -2.17%
CVH5 COM CAN 2YR BOND FUT Mar25 -293 -3.20%
FCH5 COM CATTLE FEEDER FUT Mar25 10 0.20%
FCK5 COM CATTLE FEEDER FUT May25 -31 -0.60%
FVH5 COM US 5YR NOTE (CBT) Mar25 -1,117 -17.58%
GCJ5 COM GOLD 100 OZ FUTR Apr25 568 24.24%
GCM5 COM GOLD 100 OZ FUTR Jun25 71 3.06%
GCQ5 COM GOLD 100 OZ FUTR Aug25 10 0.43%
HGH5 COM COPPER FUTURE Mar25 49 0.83%
HGK5 COM COPPER FUTURE MAY25 22 0.38%
HGN5 COM COPPER FUTURE Jul25 8 0.14%
HOH5 COM NY Harb ULSD Fut Mar25 8 0.12%
HOJ5 COM NY Harb ULSD Fut Apr25 -64 -0.94%
HOK5 COM NY Harb ULSD Fut May25 -12 -0.17%
HOM5 COM NY HARB ULSD FUT JUN25 -22 -0.31%
KCH5 COM COFFEE 'C' FUTURE Mar25 17 0.38%
KCK5 COM COFFEE 'C' FUTURE MAY25 420 9.23%
KCN5 COM COFFEE 'C' FUTURE Jul25 178 3.82%
KWK5 COM KC HRW WHEAT FUT May25 394 1.79%
KWN5 COM KC HRW WHEAT FUT JUL25 235 1.08%
LCJ5 COM LIVE CATTLE FUTR Apr25 132 1.54%
LCM5 COM LIVE CATTLE FUTR JUN25 80 0.91%
LCQ5 COM LIVE CATTLE FUTR Aug25 -16 -0.18%
LHJ5 COM LEAN HOGS FUTURE APR25 24 0.13%
LHM5 COM LEAN HOGS FUTURE Jun25 29 0.18%
LHN5 COM LEAN HOGS FUTURE Jul25 -9 -0.06%
NGH25 COM NATURAL GAS FUTR Mar25 -84 -0.41%
NGJ25 COM NATURAL GAS FUTR Apr25 584 2.86%
NGK25 COM NATURAL GAS FUTR May25 137 0.69%
NGM25 COM NATURAL GAS FUTR Jun25 25 0.13%
NGN25 COM NATURAL GAS FUTR Jul25 40 0.22%
NGQ25 COM NATURAL GAS FUTR Aug25 82 0.46%
NGU25 COM NATURAL GAS FUTR Sep25 132 0.74%
NGV25 COM NATURAL GAS FUTR Oct25 303 1.72%
NGX25 COM NATURAL GAS FUTR Nov25 18 0.11%
PAH5 COM PALLADIUM FUTURE Mar25 72 1.05%
PLJ5 COM PLATINUM FUTURE Apr25 181 1.37%
RSH5 COM CANOLA FUTR (WCE) Mar25 192 0.26%
RSK5 COM CANOLA FUTR (WCE) May25 97 0.13%
RSN5 COM CANOLA FUTR (WCE) JUL25 30 0.04%
S H5 COM SOYBEAN FUTURE Mar25 139 1.08%
S K5 COM SOYBEAN FUTURE MAY25 91 0.72%
S N5 COM SOYBEAN FUTURE Jul25 178 1.42%
S Q5 COM SOYBEAN FUTURE Aug25 31 0.25%
SBK5 COM SUGAR #11 (WORLD) MAY25 -237 -0.70%
SBN5 COM SUGAR #11 (WORLD) JUL25 -220 -0.64%
SFRH6 COM 3 MONTH SOFR FUT MAR26 -267 -9.47%
SFRM5 COM 3 MONTH SOFR FUT Jun25 -3,020 -106.93%
SFRU5 COM 3 MONTH SOFR FUT Sep25 -1,088 -38.56%
SFRZ5 COM 3 MONTH SOFR FUT Dec25 -548 -19.44%
SIH5 COM SILVER FUTURE Mar25 31 0.74%
SIK5 COM SILVER FUTURE MAY25 74 1.79%
SIN5 COM SILVER FUTURE Jul25 18 0.44%
SMH5 COM SOYBEAN MEAL FUTR Mar25 230 1.02%
SMK5 COM SOYBEAN MEAL FUTR May25 1,318 6.02%
SMN5 COM SOYBEAN MEAL FUTR Jul25 718 3.36%
TUH5 COM US 2YR NOTE (CBT) Mar25 -2,064 -62.67%
TYH5 COM US 10YR NOTE (CBT)Mar25 -631 -10.19%
USH5 COM US LONG BOND(CBT) Mar25 -299 -5.11%
UXYH5 COM US 10yr Ultra Fut Mar25 -63 -1.04%
W K5 COM WHEAT FUTURE(CBT) May25 450 1.98%
W N5 COM WHEAT FUTURE(CBT) Jul25 274 1.23%
WNH5 COM US ULTRA BOND CBT MAR25 -217 -3.87%
XBJ5 COM GASOLINE RBOB FUT APR25 -531 -7.65%
XBK5 COM GASOLINE RBOB FUT May25 -163 -2.35%
XBM5 COM GASOLINE RBOB FUT Jun25 -82 -1.17%
XQH5 COM CAN 5YR BOND FUT Mar25 -102 -1.21%
- TREASURY BILL DN 2/25 69,767,000 10.30%
- TREASURY BILL DN 2/25 37,533,000 5.54%
- TREASURY BILL DN 2/25 41,500,000 6.12%
- TREASURY BILL DN 3/25 94,400,000 13.90%
- TREASURY BILL DN 3/25 34,300,000 5.05%
- TREASURY BILL DN 4/25 173,400,000 25.48%
- TREASURY BILL DN 4/25 60,200,000 8.84%
- TREASURY BILL DN 4/25 132,000,000 19.37%
- TREASURY BILL DN 4/25 25,000,000 3.67%
- CANADIAN DOLLAR 40,490 0.00%
- CANADIAN DOLLAR -1,569,231 -0.16%
- Estimated Cash -2,633,346 -0.42%

As of

Category Weight Est. Initial Margin Contrib to Vol
NATURAL GAS FUTR 6.52% 3,685,373 12.53%
GOLD 100 OZ FUTR 27.73% 8,209,850 11.09%
COFFEE 'C' FUTURE 13.43% 6,346,187 10.19%
SOYBEAN MEAL FUTR 10.40% 4,931,520 9.83%
CORN FUTURE 13.25% 4,025,541 8.41%
GASOLINE RBOB FUT -11.17% 4,271,847 5.70%
WTI CRUDE FUTURE -9.99% 5,146,317 4.50%
COTTON NO.2 FUTR -9.56% 3,593,676 4.01%
COCOA FUTURE 1.88% 1,887,344 3.68%
3 MONTH SOFR FUT -5.58% 3,799,600 3.62%
US 2YR NOTE (CBT) -62.66% 2,724,480 2.77%
WHEAT FUTURE(CBT) 3.21% 1,283,920 2.52%
SILVER FUTURE 2.97% 1,555,950 2.51%
SOYBEAN FUTURE 3.46% 906,400 2.44%
KC HRW WHEAT FUT 2.87% 1,219,570 2.39%
US 5YR NOTE (CBT) -17.57% 1,535,875 1.97%
US LONG BOND(CBT) -5.10% 1,216,930 1.51%
US ULTRA BOND CBT -3.87% 1,229,305 1.46%
PLATINUM FUTURE 1.37% 557,480 1.35%
LIVE CATTLE FUTR 2.26% 551,760 1.27%
PALLADIUM FUTURE 1.05% 950,400 1.20%
NY HARB ULSD FUT -1.31% 763,748 1.12%
SUGAR #11 (WORLD) -1.34% 484,869 0.81%
COPPER FUTURE 1.35% 521,400 0.79%
SOYBEAN OIL FUTR -0.60% 270,160 0.52%
CATTLE FEEDER FUT -0.41% 186,017 0.40%
CANOLA FUTR (WCE) 0.44% 159,578 0.29%
LEAN HOGS FUTURE 0.25% 102,300 0.28%
CAN 10YR BOND FUT -1.07% 159,718 0.26%
US 10YR ULTRA FUT -1.04% 176,715 0.22%
CAN 5YR BOND FUT -1.21% 106,118 0.16%
CAN 2YR BOND FUT -3.20% 138,372 0.15%
3M CORRA FUTURES -0.06% 38,203 0.05%
Total -43.31% 62,736,522 100.00%
Category Weight Market Value/Exposure Est. Yield
Treasury Bill 98.26% 664,968,313 4.32%
Pure Cash 1.74% 11,768,437 0.00%
Total 100.00% 676,736,750 0.00%

Recent Distributions

Ex-Dividend Date Record Date Payable Date Total Distribution
N/A
$0.00000
$0.73816
$0.00000
$0.00000
Recent Distribution Disclosure
View Distribution History Supplemental Tax Information: S19(a) Notices

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