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CTA

Simplify Managed Futures Strategy ETF

as of 06/18/2024

NAV

$ 26.44

NAV Change

- $ 0.10 /0.38%

Price

$ 26.48

Price Change

- $ 0.04 /0.15%
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 06/18/2024

Ticker Symbol
CTA
Gross Expense Ratio
0.78%
CUSIP
82889N699
Total Assets
$200,312,035.21
Shares Outstanding
7,575,001
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 06/18/2024
0.14%
NAV Per Share as of 06/18/2024
$26.44
Market Price as of 06/18/2024
$26.48
30-Day Median Bid-Ask Spread
0.18%
Bid/Ask
$26.40/$26.48
Midpoint Price
$26.44
Volume
99,453
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 05/31/2024 12/31/2023

Cumulative 1 Month 3 Month 6 Month YTD 1 Year Since Inception
NAV -0.69% 9.12% 13.94% 16.79% 16.25% 26.01%
Market Price -0.33% 9.03% 14.31% 16.37% 16.07% 24.61%
Annualized 1 Year 3 Year Since Inception
NAV 16.25% 10.91%
Market Price 16.07% 10.37%
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
BON4 COM SOYBEAN OIL FUTR Jul24 -19 -0.25%
BOQ4 COM SOYBEAN OIL FUTR Aug24 -377 -5.03%
BOU4 COM SOYBEAN OIL FUTR Sep24 -174 -2.32%
C H5 COM CORN FUTURE Mar25 -23 -0.27%
C U4 COM CORN FUTURE Sep24 -348 -3.96%
C Z4 COM CORN FUTURE Dec24 -300 -3.50%
CLF5 COM WTI CRUDE FUTURE Jan25 -6 -0.23%
CLG5 COM WTI CRUDE FUTURE Feb25 -3 -0.11%
CLQ4 COM WTI CRUDE FUTURE Aug24 -51 -2.06%
CLU4 COM WTI CRUDE FUTURE Sep24 -46 -1.84%
CNU4 COM CAN 10YR BOND FUT Sep24 -970 -43.24%
CORH5 COM 3M CORRA Futures Mar25 -627 -54.88%
CORU4 COM 3M CORRA Futures Sep24 -750 -65.26%
CORZ4 COM 3M CORRA Futures Dec24 -858 -74.89%
CTH5 COM COTTON NO.2 FUTR Mar25 -52 -0.96%
CTZ4 COM COTTON NO.2 FUTR Dec24 -194 -3.52%
FVU4 COM US 5YR NOTE (CBT) Sep24 -1023 -54.66%
GCQ4 COM GOLD 100 OZ FUTR Aug24 -33 -3.87%
HGU4 COM COPPER FUTURE Sep24 -73 -4.05%
HGZ4 COM COPPER FUTURE Dec24 -22 -1.23%
LCQ4 COM LIVE CATTLE FUTR Aug24 237 8.62%
LCV4 COM LIVE CATTLE FUTR Oct24 180 6.61%
NGF25 COM NATURAL GAS FUTR Jan25 245 5.01%
NGG25 COM NATURAL GAS FUTR Feb25 84 1.64%
NGH25 COM NATURAL GAS FUTR Mar25 194 3.39%
NGQ24 COM NATURAL GAS FUTR Aug24 117 1.75%
NGU24 COM NATURAL GAS FUTR Sep24 120 1.78%
NGV24 COM NATURAL GAS FUTR Oct24 39 0.59%
NGZ24 COM NATURAL GAS FUTR Dec24 57 1.09%
SBH5 COM SUGAR #11 (WORLD) Mar25 28 0.30%
SBV4 COM SUGAR #11 (WORLD) Oct24 156 1.66%
SFRH5 COM 3 MONTH SOFR FUT Mar25 -290 -34.56%
SFRM5 COM 3 MONTH SOFR FUT Jun25 -948 -113.31%
SFRU5 COM 3 MONTH SOFR FUT Sep25 -846 -101.34%
SFRZ4 COM 3 MONTH SOFR FUT Dec24 -401 -47.64%
SIU4 COM SILVER FUTURE Sep24 -56 -4.18%
SIZ4 COM SILVER FUTURE Dec24 -8 -0.61%
W U4 COM WHEAT FUTURE(CBT) Sep24 -213 -3.18%
W Z4 COM WHEAT FUTURE(CBT) Dec24 -86 -1.34%
- TREASURY BILL DN 7/24 29100000 14.50%
- TREASURY BILL DN 7/24 3000000 1.49%
- TREASURY BILL DN 8/24 12700000 6.29%
- TREASURY BILL DN 8/24 6500000 3.22%
- TREASURY BILL 0 9/24 117000000 57.64%
- TREASURY BILL 0 9/24 3000000 1.48%
- CANADIAN DOLLAR 448764 0.16%
- Estimated Cash 34546628 16.71%

As of

Category Weight Est. Initial Margin Contrib to Vol
NATURAL GAS FUTR 15.24% 3,101,010 18.73%
3 MONTH SOFR FUT -9.33% 2,186,800 11.93%
CAN 10YR BOND FUT -40.84% 2,004,337 10.62%
US 5YR NOTE (CBT) -54.65% 1,575,420 7.94%
SILVER FUTURE -4.78% 809,600 7.54%
SOYBEAN OIL FUTR -7.60% 1,048,850 7.25%
LIVE CATTLE FUTR 15.23% 1,123,815 5.91%
COPPER FUTURE -5.28% 637,450 5.45%
CORN FUTURE -7.74% 930,756 4.97%
WHEAT FUTURE(CBT) -4.52% 657,800 4.84%
3M CORRA FUTURES -6.13% 1,505,346 4.80%
COTTON NO.2 FUTR -4.48% 751,184 3.39%
GOLD 100 OZ FUTR -3.87% 363,000 2.49%
WTI CRUDE FUTURE -4.24% 735,625 2.45%
SUGAR #11 (WORLD) 1.96% 280,251 1.69%
BANK ACCEPT FUTR 0.00% 0 0.00%
Total -121.04% 17,711,244 100.00%
Category Weight Market Value/Exposure Est. Yield
Treasury Bill 84.61% 169,490,959 5.36%
Pure Cash 15.39% 30,821,076 0.00%
Total 100.00% 200,312,035 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
$0.00000 $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
$0.00000 $0.00000 $0.00000 $0.00000 $0.00000
View Distribution History

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