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Simplex Trading Portfolio holdings
AUM
$171B
Turnover
30.09%
1-Year Est. Return
85%
Simplex Trading is a market maker that trades for its own account, mainly in US stock options and options on futures, using software it builds itself. Its work pairs software developers with data-driven traders. It was founded in Chicago in 2004, and Erik Swanson, who joined straight out of college as a trader, has been its chief executive since 2014. It also invests in early-stage financial and technology start-ups.
This Fund
S&P 500
This Quarter Est. Return
+6.2%
1 Year Est. Return
+85%
3 Year Est. Return
+183.25%
5 Year Est. Return
+145.21%
10 Year Est. Return
+1,056.84%
AUM
$2.32B
AUM Growth
-$126M
(-5.1%)
Cap. Flow
-$313M
Cap. Flow % of AUM
Cap. Flow %
-13.49%
Top 10 Holdings %
Top 10 Hldgs %
17.34%
Holding
7,407
New
1,548
Increased
2,053
Reduced
2,239
Closed
1,460
Avg Time Held
Equity + Options
1.2
years
Top 10 Avg Time Held
Equity + Options
0.3
years
Top 20 Avg Time Held
Equity + Options
0.5
years
Avg Time Held Equity only
0.4
years
Top 10 Avg Time Held Equity only
0.4
years
Top 20 Avg Time Held Equity only
0.4
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
CELG
Celgene Corp
CELG
|
+$31.6M |
| 2 |
Citigroup
C
|
+$19.5M |
| 3 |
AGN
Allergan plc
AGN
|
+$18.4M |
| 4 |
Baidu
BIDU
|
+$18M |
| 5 |
iShares MSCI Emerging Markets ETF
EEM
|
+$14.2M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Amazon
AMZN
|
+$81.3M |
| 2 |
NVIDIA
NVDA
|
+$60.2M |
| 3 |
Alphabet (Google) Class C
GOOG
|
+$48.2M |
| 4 |
Apple
AAPL
|
+$48.2M |
| 5 |
Meta Platforms (Facebook)
META
|
+$31.2M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 43.55% |
| 2 | Consumer Discretionary | 11.51% |
| 3 | Technology | 10.85% |
| 4 | Healthcare | 7.35% |
| 5 | Communication Services | 7.27% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
26
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$799B
| $13.2M | 0.57% |
42,824
+14,310
| +50% | +$3.72M |
2015 Q1
11 quarters
|
|
|
27
CALL
Apple
AAPL
$5.03T
| $13M | 0.56% |
58,532
-37,748
| -39% | -$1.58M |
2015 Q1
11 quarters
|
|
28
Berkshire Hathaway Class B
BRK.B
$1.16T
| $12.8M | 0.55% |
64,639
+47,826
| +284% | +$9.08M |
2017 Q1
3 quarters
|
|
29
IBM
IBM
$244B
| $12.7M | 0.55% |
86,743
+4,879
| +6% | +$709K |
2017 Q3
1 quarter
|
|
30
Microsoft
MSFT
$3.88T
| $12.6M | 0.54% |
147,569
+118,511
| +408% | +$9.7M |
2017 Q2
2 quarters
|
|
31
Mastercard
MA
$556B
| $12.6M | 0.54% |
83,199
+26,590
| +47% | +$3.95M |
2016 Q1
7 quarters
|
|
32
AT&T
T
$144B
| $11.6M | 0.5% |
396,113
+314,480
| +385% | +$8.59M |
2017 Q3
1 quarter
|
|
33
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $11.6M | 0.5% |
9,470
-178
| -2% | -$5.87K |
2017 Q3
1 quarter
|
|
34
Lowe's Companies
LOW
$117B
| $11.5M | 0.49% |
123,740
+110,990
| +871% | +$9.18M |
2017 Q3
1 quarter
|
|
35
CALL
iShares S&P 100 ETF
OEF
$20B
| $11.3M | 0.49% |
49,992
-7,116
| -12% | -$821K |
2014 Q4
12 quarters
|
|
36
PayPal
PYPL
$47.4B
| $11M | 0.48% |
149,973
+197
| +0.1% | +$14.2K |
2016 Q4
4 quarters
|
|
37
iShares Russell 2000 ETF
IWM
$75.8B
| $11M | 0.48% |
72,388
-141,782
| -66% | -$21.3M |
2017 Q3
1 quarter
|
|
38
Visa
V
$773B
| $11M | 0.47% |
96,387
+40,453
| +72% | +$4.47M |
2016 Q2
6 quarters
|
|
39
United Airlines
UAL
$33.9B
| $10.7M | 0.46% |
158,693
+60,151
| +61% | +$3.75M |
2017 Q2
2 quarters
|
|
40
iShares MSCI Brazil ETF
EWZ
$9.7B
| $10.4M | 0.45% |
256,239
+138,306
| +117% | +$5.6M |
2017 Q3
1 quarter
|
|
41
CALL
Tesla
TSLA
$1.58T
| $10.3M | 0.44% |
97,680
+4,095
| +4% | +$89.1K |
2014 Q4
12 quarters
|
|
42
Union Pacific
UNP
$181B
| $10.2M | 0.44% |
+76,245
| New | +$9.2M |
2017 Q4
0 quarters
|
|
|
43
PUT
Tesla
TSLA
$1.58T
| $10.2M | 0.44% |
116,550
-30,240
| -21% | -$658K |
2014 Q4
12 quarters
|
|
44
Netflix
NFLX
$258B
| $9.9M | 0.43% |
514,710
-1,116,620
| -68% | -$21.5M |
2016 Q3
5 quarters
|
|
45
McDonald's
MCD
$183B
| $9.8M | 0.42% |
56,829
-43,788
| -44% | -$7.35M |
2017 Q2
2 quarters
|
|
46
UnitedHealth
UNH
$365B
| $9.5M | 0.41% |
43,230
+41,959
| +3,301% | +$8.89M |
2017 Q3
1 quarter
|
|
47
Applied Materials
AMAT
$310B
| $9.36M | 0.4% |
183,003
+46,704
| +34% | +$2.53M |
2017 Q2
2 quarters
|
|
48
Block Inc
XYZ
$45.8B
| $8.98M | 0.39% |
258,943
+120,245
| +87% | +$4.4M |
2016 Q4
4 quarters
|
|
49
CALL
Invesco QQQ Trust
QQQ
$466B
| $8.69M | 0.37% |
15,678
-1,926
| -11% | -$294K |
2015 Q1
11 quarters
|
|
50
Humana
HUM
$49.8B
| $8.56M | 0.37% |
34,522
+18,745
| +119% | +$4.63M |
2016 Q4
4 quarters
|
|
Similar funds
Simplex Trading's Q4 2017 Portfolio in Review
As of Q4 2017, Simplex Trading held 7,407 positions worth $2.32B, down 5.1% from $2.45B the previous quarter. Its ten largest holdings account for 17% of the portfolio.
Simplex Trading withdrew a net $313M in Q4 2017, closing 1,460 positions and reducing 2,239 holdings. Its most notable exit was iShares 20+ Year Treasury Bond ETF, an estimated $21.1M position sold in full.
By sector, the portfolio is most concentrated in Miscellaneous at 44% of assets, up from 40% a quarter earlier, followed by Consumer Discretionary and Technology.
Against the trend, Simplex Trading opened a new position in Celgene Corp worth $29.2M.
- Simplex Trading's largest Q4 2017 buy was Celgene Corp: 280,194 shares worth $29.2M.
- Simplex Trading added most to Baidu in Q4 2017, an estimated $18M increase.
- Simplex Trading's biggest Q4 2017 reduction was Amazon, cutting an estimated $81.3M.
- Simplex Trading fully exited iShares 20+ Year Treasury Bond ETF in Q4 2017, selling an estimated $21.1M.
- Simplex Trading's ten largest holdings make up 17% of its $2.32B portfolio in Q4 2017.
- Simplex Trading opened 1,548 new positions and closed 1,460 in Q4 2017.
- Simplex Trading's portfolio value fell 5.1% quarter-over-quarter to $2.32B.
Based on Simplex Trading's 13F filing for Q4 2017, filed 10 Jan 2018.