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CTA

Simplify Managed Futures Strategy ETF

as of 07/12/2024

NAV

$ 26.04

NAV Change

- $ 0.09 /0.34%

Price

$ 26.01

Price Change

- $ 0.25 /0.95%
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

Fund Overview

As of 07/12/2024

Ticker Symbol
CTA
Gross Expense Ratio
0.78%
CUSIP
82889N699
Total Assets
$250,661,831.09
Shares Outstanding
9,625,001
Distribution Yield as of 03/31/2024 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.
2.41%
Distribution Frequency
Quarterly
30-Day SEC Yield (Subsidized) as of 05/31/2024 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 05/31/2024
3.13%
Options Available
No
Inception Date
03/07/2022
Premium/Discount (%) as of 07/12/2024
-0.13%
NAV Per Share as of 07/12/2024
$26.04
Market Price as of 07/12/2024
$26.01
30-Day Median Bid-Ask Spread
0.19%
Bid/Ask
$26.03/$26.07
Midpoint Price
$26.05
Volume
287,917
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 0.03%
Total Annual Fund Operating Expenses 0.78%
1. Amount of interest expense included in percentage.

Fund Performance

As of 06/30/2024 06/30/2024

Cumulative 1 Month 3 Month 6 Month YTD 1 Year Since Inception
NAV -0.74% 8.84% 15.93% 15.93% 14.52% 25.08%
Market Price -0.84% 8.50% 15.40% 15.40% 14.61% 23.56%
Annualized 1 Year 3 Year Since Inception
NAV 14.52% 10.15%
Market Price 14.61% 9.58%
Cumulative 1 Year Since Inception
NAV 14.52% 25.08%
Market Price 14.61% 23.56%
Annualized 1 Year 3 Year 5 Year Since Inception
NAV 14.52% 10.15%
Market Price 14.61% 9.58%

Historical Premium/Discount

Calendar Year 2023 2nd Quarter of 2024
Days Traded at Premium
114
49
Days Traded at Discount
136
14

Portfolio Holdings

Ticker Name Quantity Weight
BOQ4 COM SOYBEAN OIL FUTR AUG24 14 0.16%
BOU4 COM SOYBEAN OIL FUTR Sep24 -64 -0.71%
BOV4 COM SOYBEAN OIL FUTR Oct24 -15 -0.16%
C H5 COM CORN FUTURE Mar25 -137 -1.17%
C K5 COM CORN FUTURE May25 -69 -0.60%
C U4 COM CORN FUTURE SEP24 -509 -4.08%
C Z4 COM CORN FUTURE DEC24 -544 -4.50%
CCH5 COM COCOA FUTURE Mar25 15 0.39%
CCU4 COM COCOA FUTURE Sep24 82 2.72%
CCZ4 COM COCOA FUTURE Dec24 22 0.64%
CLF5 COM WTI CRUDE FUTURE JAN25 14 0.43%
CLG5 COM WTI CRUDE FUTURE FEB25 7 0.22%
CLH5 COM WTI CRUDE FUTURE MAR25 17 0.52%
CLV4 COM WTI CRUDE FUTURE OCT24 18 0.57%
CLX4 COM WTI CRUDE FUTURE NOV24 41 1.29%
CLZ4 COM WTI CRUDE FUTURE DEC24 86 2.69%
CNU4 COM CAN 10YR BOND FUT SEP24 -908 -32.19%
CORH5 COM 3M CORRA Futures Mar25 -514 -36.17%
CORU4 COM 3M CORRA Futures Sep24 -750 -52.49%
CORZ4 COM 3M CORRA Futures Dec24 -758 -53.20%
CTH5 COM COTTON NO.2 FUTR MAR25 -58 -0.85%
CTK5 COM COTTON NO.2 FUTR May25 -8 -0.12%
CTZ4 COM COTTON NO.2 FUTR Dec24 -167 -2.37%
FCQ4 COM CATTLE FEEDER FUT Aug24 23 1.19%
FCU4 COM CATTLE FEEDER FUT Sep24 28 1.44%
FCV4 COM CATTLE FEEDER FUT Oct24 21 1.08%
FVU4 COM US 5YR NOTE (CBT) Sep24 -1682 -72.15%
GCQ4 COM GOLD 100 OZ FUTR AUG24 2 0.19%
GCV4 COM GOLD 100 OZ FUTR OCT24 17 1.66%
GCZ4 COM GOLD 100 OZ FUTR DEC24 103 10.15%
HGH5 COM COPPER FUTURE Mar25 2 0.09%
HGU4 COM COPPER FUTURE SEP24 27 1.24%
HGZ4 COM COPPER FUTURE DEC24 1 0.05%
HOU4 COM NY Harb ULSD Fut Sep24 -90 -3.81%
HOV4 COM NY HARB ULSD FUT OCT24 -29 -1.23%
HOX4 COM NY Harb ULSD Fut Nov24 -14 -0.60%
KCH5 COM COFFEE 'C' FUTURE Mar25 26 0.95%
KCU4 COM COFFEE 'C' FUTURE Sep24 195 7.26%
KCZ4 COM COFFEE 'C' FUTURE Dec24 60 2.22%
KWH5 COM KC HRW WHEAT FUT Mar25 -4 -0.05%
KWU4 COM KC HRW WHEAT FUT Sep24 -42 -0.48%
KWZ4 COM KC HRW WHEAT FUT Dec24 -12 -0.14%
LCQ4 COM LIVE CATTLE FUTR Aug24 56 1.63%
LCV4 COM LIVE CATTLE FUTR Oct24 97 2.85%
LCZ4 COM LIVE CATTLE FUTR Dec24 10 0.30%
LHQ4 COM LEAN HOGS FUTURE Aug24 -35 -0.49%
LHV4 COM LEAN HOGS FUTURE Oct24 -377 -4.22%
LHZ4 COM LEAN HOGS FUTURE Dec24 -229 -2.28%
NGF25 COM NATURAL GAS FUTR Jan25 -42 -0.61%
NGG25 COM NATURAL GAS FUTR Feb25 -40 -0.56%
NGH25 COM NATURAL GAS FUTR Mar25 -31 -0.39%
NGJ25 COM NATURAL GAS FUTR Apr25 -10 -0.12%
NGQ24 COM NATURAL GAS FUTR Aug24 -45 -0.42%
NGU24 COM NATURAL GAS FUTR Sep24 -340 -3.16%
NGV24 COM NATURAL GAS FUTR Oct24 -182 -1.77%
NGX24 COM NATURAL GAS FUTR Nov24 -128 -1.45%
NGZ24 COM NATURAL GAS FUTR Dec24 -48 -0.64%
PAU4 COM PALLADIUM FUTURE Sep24 -10 -0.39%
PLV4 COM PLATINUM FUTURE Oct24 21 0.42%
RSF5 COM CANOLA FUTR (WCE) Jan25 -39 -0.14%
RSH5 COM CANOLA FUTR (WCE) Mar25 -11 -0.04%
RSX4 COM CANOLA FUTR (WCE) NOV24 -225 -0.81%
S F5 COM SOYBEAN FUTURE Jan25 -43 -0.93%
S U4 COM SOYBEAN FUTURE SEP24 -64 -1.35%
S X4 COM SOYBEAN FUTURE NOV24 -320 -6.80%
SBH5 COM SUGAR #11 (WORLD) MAR25 174 1.53%
SBK5 COM SUGAR #11 (WORLD) MAY25 41 0.35%
SBV4 COM SUGAR #11 (WORLD) Oct24 446 3.83%
SFRH5 COM 3 MONTH SOFR FUT Mar25 -1011 -96.51%
SFRM5 COM 3 MONTH SOFR FUT Jun25 -1095 -104.86%
SFRU5 COM 3 MONTH SOFR FUT Sep25 -997 -95.69%
SFRZ4 COM 3 MONTH SOFR FUT Dec24 -653 -62.09%
SMU4 COM SOYBEAN MEAL FUTR Sep24 -154 -1.96%
SMV4 COM SOYBEAN MEAL FUTR Oct24 -61 -0.76%
TUU4 COM US 2YR NOTE (CBT) Sep24 -1762 -144.23%
USU4 COM US LONG BOND(CBT) Sep24 -210 -10.05%
UXYU4 COM US 10YR ULTRA FUT SEP24 -296 -13.57%
W H5 COM WHEAT FUTURE(CBT) Mar25 -23 -0.27%
W U4 COM WHEAT FUTURE(CBT) Sep24 -343 -3.77%
W Z4 COM WHEAT FUTURE(CBT) Dec24 -148 -1.70%
WNU4 COM US ULTRA BOND CBT SEP24 -51 -2.59%
- TREASURY BILL DN 8/24 6500000 2.58%
- TREASURY BILL DN 8/24 5700000 2.26%
- TREASURY BILL DN 9/24 142600000 56.35%
- TREASURY BILL DN 9/24 40000000 15.81%
- TREASURY BILL DN 10/24 41500000 16.31%
- TREASURY BILL DN 10/24 3000000 1.18%
- CANADIAN DOLLAR 1413165 0.41%
- CANADIAN DOLLAR 616 0.00%
- Estimated Cash 15648234 5.96%

As of

Category Weight Est. Initial Margin Contrib to Vol
COFFEE 'C' FUTURE 10.42% 1,958,537 10.13%
3 MONTH SOFR FUT -11.37% 3,215,166 9.95%
NATURAL GAS FUTR -9.11% 4,562,910 9.69%
US 5YR NOTE (CBT) -72.14% 2,405,260 7.71%
COCOA FUTURE 3.75% 2,002,774 6.69%
US 2YR NOTE (CBT) -144.22% 2,035,110 6.33%
CAN 10YR BOND FUT -30.28% 1,847,965 5.91%
CORN FUTURE -10.35% 1,729,743 5.66%
GOLD 100 OZ FUTR 12.00% 1,342,000 5.23%
WHEAT FUTURE(CBT) -5.74% 1,130,800 4.20%
LEAN HOGS FUTURE -6.99% 1,057,650 4.08%
SOYBEAN FUTURE -9.08% 1,086,536 3.60%
SUGAR #11 (WORLD) 5.70% 1,068,336 3.46%
US LONG BOND(CBT) -10.05% 854,700 3.21%
3M CORRA FUTURES -4.49% 937,694 2.33%
WTI CRUDE FUTURE 5.73% 1,203,180 2.06%
COTTON NO.2 FUTR -3.34% 527,942 1.52%
SOYBEAN MEAL FUTR -2.72% 446,798 1.25%
LIVE CATTLE FUTR 4.78% 439,285 1.25%
CATTLE FEEDER FUT 3.71% 326,664 1.16%
US ULTRA BOND CBT -2.59% 308,550 1.07%
COPPER FUTURE 1.37% 201,300 0.88%
SOYBEAN OIL FUTR -0.72% 164,395 0.75%
CANOLA FUTR (WCE) -1.00% 144,206 0.67%
KC HRW WHEAT FUT -0.66% 127,600 0.47%
PALLADIUM FUTURE -0.39% 110,000 0.40%
PLATINUM FUTURE 0.42% 64,680 0.32%
Total -277.38% 31,299,782 100.00%
Category Weight Market Value/Exposure Est. Yield
Treasury Bill 94.48% 236,827,003 5.34%
Pure Cash 5.52% 13,834,376 0.00%
Total 100.00% 250,661,379 0.00%

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

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