CTA

Simplify Managed Futures Strategy ETF

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as of 09/23/2022

NAV

$ 29.91

NAV Change

+ $ 0.27 /0.91%

Price

$ 30.01

Price Change

+ $ 0.24 /0.81%
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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Fund Overview

As of 09/23/2022

Ticker Symbol
CTA
Gross Expense Ratio
0.75%
CUSIP
82889N699
Total Assets
$130,868,099.98
Shares Outstanding
4,375,001
SEC 30-Day Yield as of 08/31/2022 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.
0.57%
Unsubsidized 30-Day SEC Yield as of 08/31/2022
0.57%
Distribution Frequency
Monthly
Distribution Yield as of 08/31/2022 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.
6.15%
Options Available
No
Inception Date
03/07/2022
Premium/Discount (%) as of 09/23/2022
0.33%
NAV
$29.91
NAV Per Share as of 09/23/2022
$29.91
Market Price as of 09/23/2022
$30.01
30-Day Median Bid-Ask Spread
0.20%
Bid/Ask
$29.91/$29.94
Midpoint Price
$29.93
Volume
127,885
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%
Acquired Fund Fees and Expenses1 0.00%
Total Annual Fund Operating Expenses 0.75%
1. Acquired Fund Fees and Expenses, which are estimated for the Fund’s initial fiscal period, are the indirect costs of investing in other investment companies. The operating expenses in this fee table will not correlate to the expense ratio in the Fund’s financial highlights located in the prospectus because the financial statements include only the direct operating expenses incurred by the Fund.

Fund Performance

As of 08/31/2022 06/30/2022

Monthly Quarterly
Cumulative 1 Month 3 Month 6 Month YTD 1 Year Since Inception
NAV 3.98% 12.64% — — — 17.77%
Market Price 4.23% 11.81% — — — 17.32%
Annualized 1 Year 3 Year Since Inception
NAV — — —
Market Price — — —
Cumulative 1 Year Since Inception
NAV — 9.07%
Market Price — 8.57%
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 2021 2nd Quarter of 2022
Days Traded at Premium
N/A
55
Days Traded at Discount
N/A
7
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
- TREASURY BILL DN 10/22 14800000 11.30%
- TREASURY BILL DN 10/22 1000000 0.76%
NGX22 COM NATURAL GAS FUTR Nov22 3 0.16%
- TREASURY BILL DN 11/22 9000000 6.86%
- TREASURY BILL DN 11/22 6000000 4.57%
- TREASURY BILL DN 11/22 18000000 13.69%
- TREASURY BILL DN 11/22 2000000 1.52%
NGZ22 NATURAL GAS FUTR Dec22 6 0.33%
CTZ2 COTTON NO.2 FUTR Dec22 -88 -3.11%
C Z2 CORN FUTURE Dec22 280 7.24%
BOZ2 SOYBEAN OIL FUTR Dec22 48 1.40%
CNZ2 COM CAN 10YR BOND FUT Dec22 -241 -16.87%
BAZ2 BANK ACCEPT FUTR Dec22 -603 -80.94%
NGF23 NATURAL GAS FUTR Jan23 13 0.73%
SIZ2 COM SILVER FUTURE Dec22 -11 -0.79%
HGZ2 COPPER FUTURE Dec22 -143 -9.13%
GCZ2 GOLD 100 OZ FUTR Dec22 -128 -16.19%
FVZ2 COM US 5YR NOTE (CBT) Dec22 74 6.08%
LCZ2 LIVE CATTLE FUTR Dec22 -4 -0.18%
- TREASURY BILL DN 1/23 35550000 26.92%
- TREASURY BILL DN 1/23 11750000 8.90%
BOF3 COM SOYBEAN OIL FUTR Jan23 10 0.29%
CLG3 WTI CRUDE FUTURE Feb23 14 0.82%
NGG23 NATURAL GAS FUTR Feb23 13 0.70%
- TREASURY BILL DN 2/23 12500000 9.43%
- TREASURY BILL DN 2/23 4500000 3.40%
CLH3 WTI CRUDE FUTURE Mar23 13 0.75%
NGH23 COM NATURAL GAS FUTR Mar23 32 1.51%
GCG3 COM GOLD 100 OZ FUTR Feb23 -14 -1.79%
LCG3 COM LIVE CATTLE FUTR Feb23 -5 -0.23%
SBH3 SUGAR #11 (WORLD) MAR23 -780 -11.78%
CTH3 COTTON NO.2 FUTR Mar23 -39 -1.34%
BAH3 BANK ACCEPT FUTR Mar23 -713 -95.69%
C H3 CORN FUTURE MAR23 72 1.88%
W H3 WHEAT FUTURE(CBT) MAR23 7 0.24%
BOH3 COM SOYBEAN OIL FUTR Mar23 4 0.11%
CLJ3 COM WTI CRUDE FUTURE Apr23 9 0.52%
NGJ23 NATURAL GAS FUTR Apr23 29 1.11%
SIH3 COM SILVER FUTURE Mar23 -1 -0.07%
HGH3 COPPER FUTURE Mar23 -34 -2.17%
CLK3 COM WTI CRUDE FUTURE May23 3 0.17%
NGK23 COM NATURAL GAS FUTR May23 14 0.53%
SBK3 SUGAR #11 (WORLD) May23 -210 -3.06%
CTK3 COM COTTON NO.2 FUTR May23 -4 -0.13%
C K3 CORN FUTURE MAY23 77 2.01%
W K3 COM WHEAT FUTURE(CBT) May23 5 0.17%
NGM23 COM NATURAL GAS FUTR Jun23 16 0.61%
HGK3 COM COPPER FUTURE May23 -6 -0.38%
BAM3 BANK ACCEPT FUTR Jun23 -500 -67.15%
SFRH3 3 MONTH SOFR FUT Mar23 -759 -138.21%
NGN23 COM NATURAL GAS FUTR Jul23 12 0.46%
C N3 COM CORN FUTURE Jul23 90 2.32%
BAU3 COM BANK ACCEPT FUTR Sep23 -230 -30.93%
SFRM3 3 MONTH SOFR FUT Jun23 -558 -101.63%
SFRU3 3 MONTH SOFR FUT Sep23 -795 -144.96%
SFRZ3 COM 3 MONTH SOFR FUT Dec23 -152 -27.77%
- Estimated Cash 10939655 8.31%

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
$0.15000 $0.00000 $0.00000 $0.00000 $0.15000
View Distribution History