CTA — Simplify Managed Futures Strategy ETF
Data updated: 2026-05-27
CTA — Simplify Managed Futures Strategy ETF data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. Commodity · $1.49B AUM · 0.75% expense ratio · 6.3% 1-yr return. From SEC regulatory filings.
CTA Fund Overview
CTA — Simplify Managed Futures Strategy ETF is a US ETF managed by Simplify Exchange Traded Funds, categorised as Commodity. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US ETF
- Manager: Simplify Exchange Traded Funds
- Category: Commodity
- Assets under management: $1.49B
- 1-year return: 6.3%
- Ticker: CTA
- SEC CIK: 0001810747
- SEC series ID: S000075092
- Share class ID: C000233897
CTA Holdings
Top 10 holdings of Simplify Managed Futures Strategy ETF by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| Simplify Exchange Traded Funds | 67.47% |
| United States Treasury Bills | 63.16% |
| United States Treasury Bills | 5.93% |
| United States Treasury Bills | 4.51% |
| United States Treasury Bills | 3.45% |
| United States Treasury Bills | 3.27% |
| United States Treasury Bills | 2.27% |
| United States Treasury Bills | 1.99% |
| United States Treasury Bills | 1.87% |
| Ice Futures Europe | 1.35% |
CTA Portfolio Allocation
Asset-class allocation of Simplify Managed Futures Strategy ETF by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Fixed Income | 88.0% |
| Cash & Equivalents | 67.6% |
| Derivatives | 3.8% |
| Real Estate | 0.1% |
CTA Performance
Total returns for CTA (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 11.6% |
| 1 year | 6.3% |
| 3 years (annualised) | 15.0% |
CTA Risk Information
Risk metrics for CTA, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 12.0%
CTA Costs and Fees
CTA costs about $75 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.75%
- Gross expense ratio: 0.75%
- Portfolio turnover: 0%
- Brokerage commissions: 0.06 bps of average net assets (SEC N-CEN)
CTA Cashflows
Over the 12 months to 2026-03, Simplify Managed Futures Strategy ETF had net inflows of $488.09M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-03 | $139.81M |
| 2026-02 | $27.68M |
| 2026-01 | $17.12M |
| 2025-12 | $35.61M |
| 2025-11 | −$5.99M |
| 2025-10 | $2.81M |
CTA Debt Constituents
Largest debt holdings of Simplify Managed Futures Strategy ETF by percentage of net assets, from the latest SEC N-PORT filing.
| Debt holding | % of net assets |
|---|---|
| United States Treasury Bills | 63.16% |
| United States Treasury Bills | 5.93% |
| United States Treasury Bills | 4.51% |
| United States Treasury Bills | 3.45% |
| United States Treasury Bills | 3.27% |
| United States Treasury Bills | 2.27% |
| United States Treasury Bills | 1.99% |
| United States Treasury Bills | 1.87% |
| United States Treasury Bills | 1.21% |
| United States Treasury Bills | 0.33% |
CTA Prospectus and SEC Filings
Official Simplify Managed Futures Strategy ETF filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
Related Funds
Other Commodity funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.