CTA — Simplify Managed Futures Strategy ETF
Data updated: 2026-09-11
CTA — Simplify Managed Futures Strategy ETF. Commodity · $1.49B AUM · 0.75% expense ratio · 1.6% 1-yr return. Holdings, fees, performance and SEC 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: 1.6%
- 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 | 79.03% |
| United States Of America - Bureau Of The Public Debt | 3.60% |
| United States Of America - Bureau Of The Public Debt | 3.33% |
| Dreyfus Trsy Oblig Cash M | 2.81% |
| United States Of America - Bureau Of The Public Debt | 2.67% |
| United States Of America - Bureau Of The Public Debt | 2.66% |
| United States Of America - Bureau Of The Public Debt | 2.13% |
| United States Of America - Bureau Of The Public Debt | 1.33% |
| United States Of America - Bureau Of The Public Debt | 1.04% |
| United States Of America - Bureau Of The Public Debt | 0.89% |
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 |
|---|---|
| Equity | 79.0% |
| Fixed Income | 17.7% |
| Cash & Equivalents | 2.8% |
CTA Performance
Total returns for CTA (as of 2026-09-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | -2.4% |
| 1 year | 1.6% |
| 3 years (annualised) | 6.6% |
CTA Risk Information
Risk metrics for CTA, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 19.9%
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: 0.20 bps of average net assets (SEC N-CEN)
CTA Cashflows
Over the 12 months to 2026-06, Simplify Managed Futures Strategy ETF had net inflows of $524.77M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-06 | $98.13M |
| 2026-05 | $49.44M |
| 2026-04 | $83.95M |
| 2026-03 | $139.81M |
| 2026-02 | $27.68M |
| 2026-01 | $17.12M |
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 Of America - Bureau Of The Public Debt | 3.60% |
| United States Of America - Bureau Of The Public Debt | 3.33% |
| United States Of America - Bureau Of The Public Debt | 2.67% |
| United States Of America - Bureau Of The Public Debt | 2.66% |
| United States Of America - Bureau Of The Public Debt | 2.13% |
| United States Of America - Bureau Of The Public Debt | 1.33% |
| United States Of America - Bureau Of The Public Debt | 1.04% |
| United States Of America - Bureau Of The Public Debt | 0.89% |
| United States Of America - Bureau Of The Public Debt | 0.07% |
CTA Prospectus and SEC Filings
Official Simplify Managed Futures Strategy ETF filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
- Prospectus (485BPOS) — filed 2025-10-28
- Prospectus (485BPOS) — filed 2024-10-28
- Prospectus supplement (497) — filed 2025-10-31
- Portfolio holdings (N-PORT) — filed 2026-08-24
- Portfolio holdings (N-PORT) — filed 2026-05-27
- Portfolio holdings (N-PORT) — filed 2026-02-23
- Annual census (N-CEN) — filed 2026-09-11
- Annual census (N-CEN) — filed 2025-09-08
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.