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CTA

Simplify Managed Futures Strategy ETF

Morningstar Morningstar RatingTM

Overall rating based on risk-adjusted returns among 62 funds 
in the US Fund Systematic Trend category as of 03/31/25.

as of 04/22/2025

NAV

$ 28.12

NAV Change

+ $ 0.06 /0.21%

Price

$ 28.14

Price Change

+ $ 0.04 /0.14%
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 At-A-Glance

CTA Fund Deep Dive

CTA Fund Deep Dive Live

Fund Overview

As of 04/22/2025

Ticker Symbol
CTA
Gross Expense Ratio
0.76%
CUSIP
82889N699
Total Assets
$1,002,594,940.87
Shares Outstanding
35,650,001
Distribution Rate as of 03/31/2025 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.
1.63%
Distribution Frequency
Quarterly
30-Day SEC Yield (Subsidized) as of 03/31/2025 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 03/31/2025
2.50%
Options Available
No
Inception Date
03/07/2022
Premium/Discount (%) as of 04/22/2025
0.06%
NAV Per Share as of 04/22/2025
$28.12
Market Price as of 04/22/2025
$28.14
30-Day Median Bid-Ask Spread
0.14%
Bid/Ask
$28.07/$28.13
Midpoint Price
$28.10
Volume
518,057
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 Fees0.75%
Distribution and Service (12b-1) Fees0.00%
Other Expenses10.01%
Total Annual Fund Operating Expenses0.76%

1. Other Expenses includes interest expenses of 0.01%.

Fund Performance (Total Return)

As of 03/31/2025 03/31/2025

Cumulative 1 Month 3 Month 6 Month YTD 1 Year Since Inception
NAV 3.08% 6.41% 17.17% 6.41% 24.06% 42.57%
Market Price 3.45% 6.57% 17.35% 6.57% 24.39% 41.66%
Annualized 1 Year 3 Year Since Inception
NAV 24.06% 14.23% 12.26%
Market Price 24.39% 14.17% 12.04%
Cumulative 1 Year Since Inception
NAV 24.06% 42.57%
Market Price 24.39% 41.66%
Annualized 1 Year 3 Year 5 Year Since Inception
NAV 24.06% 14.23% 12.26%
Market Price 24.39% 14.17% 12.04%

Historical Premium/Discount

Calendar Year 2024 1st Quarter of 2025
Days Traded at Premium
163
53
Days Traded at Discount
89
7

Portfolio Holdings

Ticker Name Quantity Weight
BON5 COM SOYBEAN OIL FUTR JUL25 1,436 4.13%
BOQ5 COM SOYBEAN OIL FUTR Aug25 297 0.85%
C N5 COM CORN FUTURE Jul25 -50 -0.12%
C U5 COM CORN FUTURE Sep25 3 0.01%
CCN5 COM COCOA FUTURE Jul25 167 1.52%
CCU5 COM COCOA FUTURE Sep25 73 0.64%
CCZ5 COM COCOA FUTURE Dec25 25 0.21%
CLF6 COM WTI CRUDE FUTURE Jan26 13 0.08%
CLN5 COM WTI CRUDE FUTURE Jul25 362 2.27%
CLQ5 COM WTI CRUDE FUTURE Aug25 120 0.75%
CLU5 COM WTI CRUDE FUTURE Sep25 100 0.62%
CLV5 COM WTI CRUDE FUTURE Oct25 45 0.28%
CLX5 COM WTI CRUDE FUTURE Nov25 22 0.13%
CLZ5 COM WTI CRUDE FUTURE Dec25 100 0.61%
CNM5 COM CAN 10YR BOND FUT Jun25 4,793 42.40%
CORH6 COM 3M CORRA Futures Mar26 569 10.03%
CORM5 COM 3M CORRA Futures Jun25 1,003 17.63%
CORU5 COM 3M CORRA Futures Sep25 1,558 27.44%
CORZ5 COM 3M CORRA Futures Dec25 1,203 21.20%
CTN5 COM COTTON NO.2 FUTR Jul25 -769 -2.58%
CTZ5 COM COTTON NO.2 FUTR Dec25 -303 -1.04%
CVM5 COM CAN 2YR BOND FUT Jun25 94 0.72%
FCK5 COM CATTLE FEEDER FUT May25 39 0.56%
FCQ5 COM CATTLE FEEDER FUT Aug25 199 2.89%
FCU5 COM CATTLE FEEDER FUT Sep25 48 0.69%
GCM5 COM GOLD 100 OZ FUTR Jun25 244 8.32%
GCQ5 COM GOLD 100 OZ FUTR Aug25 61 2.10%
HGN5 COM COPPER FUTURE Jul25 -224 -2.75%
HGU5 COM COPPER FUTURE Sep25 -68 -0.84%
HOM5 COM NY HARB ULSD FUT JUN25 508 4.48%
HON5 COM NY Harb ULSD Fut Jul25 198 1.73%
HOQ5 COM NY Harb ULSD Fut Aug25 85 0.74%
HOU5 COM NY Harb ULSD Fut Sep25 6 0.05%
KCN5 COM COFFEE 'C' FUTURE Jul25 17 0.24%
KCU5 COM COFFEE 'C' FUTURE Sep25 42 0.58%
KCZ5 COM COFFEE 'C' FUTURE Dec25 5 0.07%
KWN5 COM KC HRW WHEAT FUT JUL25 -190 -0.53%
KWU5 COM KC HRW WHEAT FUT Sep25 -65 -0.19%
LCM5 COM LIVE CATTLE FUTR JUN25 522 4.30%
LCQ5 COM LIVE CATTLE FUTR Aug25 402 3.25%
LCV5 COM LIVE CATTLE FUTR Oct25 103 0.82%
LHM5 COM LEAN HOGS FUTURE Jun25 -841 -3.36%
LHN5 COM LEAN HOGS FUTURE Jul25 -480 -1.92%
LHQ5 COM LEAN HOGS FUTURE Aug25 -320 -1.25%
NGF26 COM NATURAL GAS FUTR Jan26 -257 -1.20%
NGG26 COM NATURAL GAS FUTR Feb26 -57 -0.25%
NGM25 COM NATURAL GAS FUTR Jun25 -479 -1.50%
NGN25 COM NATURAL GAS FUTR Jul25 -598 -2.02%
NGQ25 COM NATURAL GAS FUTR Aug25 -199 -0.69%
NGU25 COM NATURAL GAS FUTR Sep25 -181 -0.62%
NGV25 COM NATURAL GAS FUTR Oct25 -331 -1.17%
NGX25 COM NATURAL GAS FUTR Nov25 -189 -0.73%
NGZ25 COM NATURAL GAS FUTR Dec25 -154 -0.67%
PAM5 COM PALLADIUM FUTURE Jun25 122 1.14%
PLN5 COM PLATINUM FUTURE Jul25 511 2.45%
RSK5 COM CANOLA FUTR (WCE) May25 10 0.01%
RSN5 COM CANOLA FUTR (WCE) JUL25 206 0.20%
RSX5 COM CANOLA FUTR (WCE) Nov25 64 0.06%
SBN5 COM SUGAR #11 (WORLD) JUL25 195 0.39%
SBV5 COM SUGAR #11 (WORLD) Oct25 72 0.15%
SFRH6 COM 3 MONTH SOFR FUT MAR26 3,235 78.02%
SFRM6 COM 3 MONTH SOFR FUT Jun26 2,556 61.71%
SFRU5 COM 3 MONTH SOFR FUT Sep25 6,876 165.06%
SFRZ5 COM 3 MONTH SOFR FUT Dec25 4,416 106.31%
SMK5 COM SOYBEAN MEAL FUTR May25 -34 -0.10%
SMN5 COM SOYBEAN MEAL FUTR Jul25 -656 -1.96%
SMQ5 COM SOYBEAN MEAL FUTR Aug25 -95 -0.29%
TUM5 COM US 2YR NOTE (CBT) Jun25 563 11.65%
USM5 COM US LONG BOND(CBT) Jun25 725 8.21%
W K5 COM WHEAT FUTURE(CBT) May25 -18 -0.05%
W N5 COM WHEAT FUTURE(CBT) Jul25 -389 -1.07%
W U5 COM WHEAT FUTURE(CBT) Sep25 -150 -0.42%
WNM5 COM US ULTRA BOND CBT Jun25 886 10.37%
XBM5 COM GASOLINE RBOB FUT Jun25 380 3.33%
XBN5 COM GASOLINE RBOB FUT Jul25 173 1.50%
XBQ5 COM GASOLINE RBOB FUT Aug25 68 0.58%
XBU5 COM GASOLINE RBOB FUT Sep25 13 0.11%
XQM5 COM CAN 5YR BOND FUT Jun25 2,644 21.97%
- TREASURY BILL DN 6/25 102,800,000 10.19%
- TREASURY BILL DN 6/25 46,000,000 4.56%
- TREASURY BILL DN 7/25 246,800,000 24.40%
- TREASURY BILL DN 7/25 84,500,000 8.35%
- TREASURY BILL DN 7/25 295,000,000 29.09%
- TREASURY BILL DN 7/25 99,000,000 9.76%
- TREASURY BILL DN 8/25 111,500,000 10.99%
- TREASURY BILL DN 8/25 30,000,000 2.96%
- CANADIAN DOLLAR 156,874 0.01%
- CANADIAN DOLLAR -11,673,223 -0.84%
- Estimated Cash 12,990,153 1.04%

As of

Category Weight Est. Initial Margin Contrib to Vol
NATURAL GAS FUTR -11.83% 9,532,216 15.82%
3 MONTH SOFR FUT 12.86% 13,342,118 15.17%
CAN 10YR BOND FUT 38.85% 8,833,303 8.12%
NY HARB ULSD FUT 7.00% 5,325,082 5.97%
GASOLINE RBOB FUT 5.85% 3,785,189 5.27%
US ULTRA BOND CBT 10.56% 5,019,190 4.83%
COCOA FUTURE 2.86% 3,890,712 4.65%
COPPER FUTURE -3.99% 3,197,700 4.37%
LIVE CATTLE FUTR 8.56% 3,121,800 4.12%
LEAN HOGS FUTURE -5.80% 2,934,470 3.91%
SOYBEAN OIL FUTR 4.87% 3,083,630 3.66%
GOLD 100 OZ FUTR 5.06% 2,508,000 3.43%
WTI CRUDE FUTURE 4.75% 3,843,638 3.18%
US LONG BOND(CBT) 8.34% 2,950,750 3.04%
CAN 5YR BOND FUT 22.03% 2,872,960 2.47%
COTTON NO.2 FUTR -3.56% 1,598,404 2.18%
CATTLE FEEDER FUT 4.32% 1,333,878 1.79%
PLATINUM FUTURE 2.52% 1,967,350 1.77%
3M CORRA FUTURES 2.46% 2,402,121 1.76%
PALLADIUM FUTURE 1.16% 1,610,400 0.95%
SOYBEAN MEAL FUTR -2.26% 1,641,750 0.87%
WHEAT FUTURE(CBT) -1.49% 961,785 0.73%
COFFEE 'C' FUTURE 0.64% 509,242 0.58%
SUGAR #11 (WORLD) 0.84% 446,083 0.51%
KC HRW WHEAT FUT -0.71% 497,750 0.40%
US 2YR NOTE (CBT) 4.22% 266,640 0.25%
CANOLA FUTR (WCE) 0.26% 131,422 0.13%
CORN FUTURE -0.11% 58,216 0.05%
CAN 2YR BOND FUT 0.72% 44,530 0.03%
Total 118.97% 87,710,329 100.00%
Category Weight Market Value/Exposure Est. Yield
Treasury Bill 100.64% 998,686,836 4.30%
Pure Cash -0.64% -6,374,828 0.00%
Total 100.00% 992,312,008 0.00%

Recent Distributions

Ex-Dividend Date Record Date Payable Date Total Distribution
N/A
$0.12000
$0.00000
$0.00000
$0.73816
View Distribution History

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