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CTA

Simplify Managed Futures Strategy ETF

as of 04/24/2024

NAV

$ 27.18

NAV Change

- $ 0.02 /0.07%

Price

$ 27.14

Price Change

- $ 0.09 /0.33%
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 04/24/2024

Ticker Symbol
CTA
Gross Expense Ratio
0.78%
CUSIP
82889N699
Total Assets
$181,459,719.36
Shares Outstanding
6,675,001
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
SEC 30-Day Yield as of 03/31/2024 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.
3.16%
Unsubsidized 30-Day SEC Yield as of 03/31/2024
3.16%
Options Available
No
Inception Date
03/07/2022
Premium/Discount (%) as of 04/24/2024
-0.17%
NAV Per Share as of 04/24/2024
$27.19
Market Price as of 04/24/2024
$27.14
30-Day Median Bid-Ask Spread
0.26%
Bid/Ask
$27.15/$27.24
Midpoint Price
$27.20
Volume
24,116
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 03/31/2024 12/31/2023

Cumulative 1 Month 3 Month 6 Month YTD 1 Year Since Inception
NAV -0.49% 6.51% -2.47% 6.51% 15.34% 14.92%
Market Price -0.36% 6.35% -2.59% 6.35% 15.46% 13.88%
Annualized 1 Year 3 Year Since Inception
NAV 15.34% 6.96%
Market Price 15.46% 6.50%
Cumulative 1 Year Since Inception
NAV 15.34% 14.92%
Market Price 15.46% 13.88%
Annualized 1 Year 3 Year 5 Year Since Inception
NAV 15.34% 6.96%
Market Price 15.46% 6.50%

Historical Premium/Discount

Calendar Year 2023 1st Quarter of 2024
Days Traded at Premium
114
39
Days Traded at Discount
136
22

Portfolio Holdings

Ticker Name Quantity Weight
BOQ4 COM SOYBEAN OIL FUTR Aug24 18 0.27%
BOU4 COM SOYBEAN OIL FUTR Sep24 8 0.12%
C H5 COM CORN FUTURE Mar25 20 0.27%
C N4 COM CORN FUTURE Jul24 530 6.55%
C U4 COM CORN FUTURE Sep24 210 2.65%
C Z4 COM CORN FUTURE Dec24 358 4.66%
CLM4 COM WTI CRUDE FUTURE Jun24 -4 -0.18%
CLN4 COM WTI CRUDE FUTURE Jul24 -125 -5.65%
CLQ4 COM WTI CRUDE FUTURE Aug24 -27 -1.21%
CLU4 COM WTI CRUDE FUTURE Sep24 -25 -1.11%
CLV4 COM WTI CRUDE FUTURE Oct24 -11 -0.48%
CNM4 COM CAN 10YR BOND FUT Jun24 -286 -13.49%
CORH5 COM 3M CORRA Futures Mar25 -387 -37.27%
CORM4 COM 3M CORRA Futures Jun24 -280 -26.81%
CORU4 COM 3M CORRA Futures Sep24 -514 -49.32%
CORZ4 COM 3M CORRA Futures Dec24 -569 -54.71%
CTN4 COM COTTON NO.2 FUTR Jul24 -346 -7.72%
CTZ4 COM COTTON NO.2 FUTR Dec24 -69 -1.48%
GCM4 COM GOLD 100 OZ FUTR Jun24 68 8.76%
GCQ4 COM GOLD 100 OZ FUTR Aug24 10 1.30%
GCV4 COM GOLD 100 OZ FUTR Oct24 2 0.26%
HGN4 COM COPPER FUTURE Jul24 119 7.36%
HGU4 COM COPPER FUTURE Sep24 39 2.42%
LCM4 COM LIVE CATTLE FUTR Jun24 148 5.72%
LCQ4 COM LIVE CATTLE FUTR Aug24 173 6.61%
LCV4 COM LIVE CATTLE FUTR Oct24 153 5.99%
NGF25 COM NATURAL GAS FUTR Jan25 149 3.11%
NGG25 COM NATURAL GAS FUTR Feb25 32 0.64%
NGM24 COM NATURAL GAS FUTR Jun24 57 0.62%
NGN24 COM NATURAL GAS FUTR Jul24 103 1.32%
NGQ24 COM NATURAL GAS FUTR Aug24 40 0.54%
NGU24 COM NATURAL GAS FUTR Sep24 29 0.39%
NGV24 COM NATURAL GAS FUTR Oct24 96 1.35%
NGX24 COM NATURAL GAS FUTR Nov24 72 1.18%
NGZ24 COM NATURAL GAS FUTR Dec24 87 1.69%
SBN4 COM SUGAR #11 (WORLD) Jul24 -855 -10.43%
SBV4 COM SUGAR #11 (WORLD) Oct24 -268 -3.28%
SFRH5 COM 3 MONTH SOFR FUT Mar25 -631 -82.82%
SFRM5 COM 3 MONTH SOFR FUT Jun25 -414 -54.44%
SFRU4 COM 3 MONTH SOFR FUT Sep24 -705 -92.18%
SFRZ4 COM 3 MONTH SOFR FUT Dec24 -593 -77.68%
SIN4 COM SILVER FUTURE Jul24 -35 -2.66%
SIU4 COM SILVER FUTURE Sep24 -5 -0.38%
W N4 COM WHEAT FUTURE(CBT) Jul24 561 9.48%
W U4 COM WHEAT FUTURE(CBT) Sep24 129 2.24%
W Z4 COM WHEAT FUTURE(CBT) Dec24 50 0.90%
- TREASURY BILL DN 4/24 4500000 2.48%
- TREASURY BILL DN 5/24 1000000 0.55%
- TREASURY BILL DN 6/24 112000000 61.22%
- TREASURY BILL DN 6/24 24500000 13.39%
- TREASURY BILL DN 7/24 14300000 7.80%
- TREASURY BILL DN 7/24 3000000 1.64%
- TREASURY BILL DN 8/24 6500000 3.52%
- TREASURY BILL DN 8/24 2700000 1.46%
- CANADIAN DOLLAR 7635691 3.07%
- Estimated Cash 1649424 1.05%

As of

Category Weight Est. Initial Margin Contrib to Vol
3 MONTH SOFR FUT -9.70% 2,113,155 12.79%
LIVE CATTLE FUTR 18.32% 1,277,430 11.97%
WHEAT FUTURE(CBT) 12.62% 1,809,060 11.65%
SUGAR #11 (WORLD) -13.71% 2,009,192 9.63%
NATURAL GAS FUTR 10.83% 2,437,490 9.31%
CORN FUTURE 14.13% 1,422,070 9.19%
COPPER FUTURE 9.78% 695,200 6.52%
COTTON NO.2 FUTR -9.20% 1,331,542 6.16%
3M CORRA FUTURES -5.31% 1,167,887 5.62%
GOLD 100 OZ FUTR 10.33% 880,000 5.49%
WTI CRUDE FUTURE -8.64% 1,337,985 4.65%
CAN 10YR BOND FUT -12.37% 599,381 3.78%
SILVER FUTURE -3.05% 462,000 2.92%
SOYBEAN OIL FUTR 0.39% 45,320 0.32%
BANK ACCEPT FUTR 0.00% 0 0.00%
US 5YR NOTE (CBT) 0.00% 0 0.00%
Total 14.42% 17,587,713 100.00%
Category Weight Market Value/Exposure Est. Yield
Treasury Bill 92.06% 167,050,467 5.39%
Pure Cash 7.94% 14,409,252 0.00%
Total 100.00% 181,459,719 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
$0.38351 $0.42835 $0.82328 $0.00000 $1.63514
$0.10000 $0.00000 $0.00000 $0.00000 $0.10000
$0.10000 $0.00000 $0.00000 $0.00000 $0.10000
$0.43565 $0.00000 $0.67531 $0.00000 $1.11096
View Distribution History

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