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Simplex Trading Portfolio holdings
AUM
$184B
Turnover
28.44%
1-Year Est. Return
51.71%
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
+2.11%
1 Year Est. Return
+51.71%
3 Year Est. Return
+194.66%
5 Year Est. Return
+164.83%
10 Year Est. Return
+968.67%
AUM
$36.6B
AUM Growth
+$674M
(+1.9%)
Cap. Flow
-$102M
Cap. Flow % of AUM
Cap. Flow %
-0.28%
Top 10 Holdings %
Top 10 Hldgs %
34.99%
Holding
8,406
New
1,262
Increased
2,603
Reduced
3,015
Closed
1,300
Avg Time Held
Equity + Options
1.6
years
Top 10 Avg Time Held
Equity + Options
0.9
years
Top 20 Avg Time Held
Equity + Options
1.1
years
Avg Time Held Equity only
0.4
years
Top 10 Avg Time Held Equity only
0.3
years
Top 20 Avg Time Held Equity only
0.2
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
NVIDIA
NVDA
|
+$29.6M |
| 2 |
State Street Industrial Select Sector SPDR ETF
XLI
|
+$22.6M |
| 3 |
iShares Russell 2000 ETF
IWM
|
+$17.9M |
| 4 |
Netflix
NFLX
|
+$17.1M |
| 5 |
iShares 20+ Year Treasury Bond ETF
TLT
|
+$13.4M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Invesco QQQ Trust
QQQ
|
+$123M |
| 2 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$40.6M |
| 3 |
Walt Disney
DIS
|
+$25.6M |
| 4 |
Alphabet (Google) Class A
GOOGL
|
+$13.5M |
| 5 |
Johnson & Johnson
JNJ
|
+$11.2M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 97.48% |
| 2 | Technology | 0.51% |
| 3 | Communication Services | 0.5% |
| 4 | Healthcare | 0.37% |
| 5 | Industrials | 0.31% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
26
CALL
Walt Disney
DIS
$207B
| $247M | 0.67% |
17,734
+6,390
| +56% | +$847K |
2014 Q4
18 quarters
|
|
27
CALL
Boeing
BA
$137B
| $244M | 0.67% |
6,714
+869
| +15% | +$317K |
2015 Q1
17 quarters
|
|
28
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.52B
| $244M | 0.67% |
74,000
-20,756
| -22% | -$586K |
2015 Q1
17 quarters
|
|
29
PUT
VanEck Gold Miners ETF
GDX
$25.6B
| $203M | 0.55% |
37,008
+13,726
| +59% | +$302K |
2014 Q4
18 quarters
|
|
|
30
PUT
Boeing
BA
$137B
| $200M | 0.55% |
5,504
-5,037
| -48% | -$1.84M |
2015 Q1
17 quarters
|
|
31
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46.1B
| $200M | 0.55% |
7,534
+2,894
| +62% | +$755K |
2015 Q1
17 quarters
|
|
32
PUT
iShares Morningstar Value ETF
ILCV
$1.41B
| $182M | 0.5% |
43,088
-3,858
| -8% | -$205K |
2014 Q4
18 quarters
|
|
|
33
CALL
VanEck Gold Miners ETF
GDX
$25.6B
| $173M | 0.47% |
51,288
+17,788
| +53% | +$392K |
2014 Q4
18 quarters
|
|
34
PUT
Mercado Libre
MELI
$75B
| $166M | 0.45% |
2,719
+1,753
| +181% | +$976K |
2015 Q3
15 quarters
|
|
35
PUT
Microsoft
MSFT
$3.89T
| $164M | 0.45% |
12,245
-2,061
| -14% | -$262K |
2014 Q4
18 quarters
|
|
36
CALL
Qualcomm
QCOM
$192B
| $156M | 0.42% |
20,447
+10,812
| +112% | +$792K |
2014 Q4
18 quarters
|
|
|
37
CALL
Microsoft
MSFT
$3.89T
| $149M | 0.41% |
11,101
+579
| +6% | +$73.5K |
2014 Q4
18 quarters
|
|
|
38
PUT
NVIDIA
NVDA
$3.89T
| $120M | 0.33% |
291,600
+84,520
| +41% | +$350K |
2014 Q4
18 quarters
|
|
39
PUT
Booking.com
BKNG
$120B
| $119M | 0.33% |
15,900
+3,300
| +26% | +$237K |
2014 Q4
18 quarters
|
|
|
40
PUT
Walt Disney
DIS
$207B
| $119M | 0.32% |
8,589
-6,206
| -42% | -$823K |
2014 Q4
18 quarters
|
|
|
41
CALL
NVIDIA
NVDA
$3.89T
| $116M | 0.32% |
283,520
-45,360
| -14% | -$188K |
2015 Q3
15 quarters
|
|
42
PUT
Salesforce
CRM
$177B
| $115M | 0.31% |
7,559
+2,673
| +55% | +$419K |
2014 Q4
18 quarters
|
|
43
PUT
Berkshire Hathaway Class B
BRK.B
$1.27T
| $114M | 0.31% |
5,352
+2,090
| +64% | +$432K |
2015 Q1
17 quarters
|
|
44
PUT
State Street SPDR NYSE Technology ETF
XNTK
$1.79B
| $107M | 0.29% |
23,242
-19,672
| -46% | -$1.42M |
2014 Q4
18 quarters
|
|
|
45
CALL
Booking.com
BKNG
$120B
| $107M | 0.29% |
14,300
+7,600
| +113% | +$546K |
2014 Q4
18 quarters
|
|
46
PUT
iShares MSCI Australia ETF
EWA
$1.24B
| $105M | 0.29% |
25,330
-12,740
| -33% | -$279K |
2014 Q4
18 quarters
|
|
|
47
CALL
iShares MSCI Australia ETF
EWA
$1.24B
| $103M | 0.28% |
24,009
-1,409
| -6% | -$30.8K |
2014 Q4
18 quarters
|
|
48
PUT
Adobe
ADBE
$91.5B
| $98M | 0.27% |
3,325
-814
| -20% | -$226K |
2015 Q3
15 quarters
|
|
|
49
PUT
Qualcomm
QCOM
$192B
| $93.4M | 0.25% |
12,274
+558
| +5% | +$40.9K |
2014 Q4
18 quarters
|
|
|
50
CALL
State Street SPDR NYSE Technology ETF
XNTK
$1.79B
| $91.3M | 0.25% |
21,492
-1,106
| -5% | -$79.9K |
2014 Q4
18 quarters
|
|
Similar funds
Simplex Trading's Q2 2019 Portfolio in Review
As of Q2 2019, Simplex Trading held 8,406 positions worth $36.6B, up 1.9% from $36B the previous quarter. Its ten largest holdings account for 35% of the portfolio.
Simplex Trading's Q2 2019 filing shows 1,262 new, 2,603 increased, 3,015 reduced and 1,300 closed positions. Its largest new stake was iShares 20+ Year Treasury Bond ETF: 105,724 shares worth $14M. The largest sale was Invesco QQQ Trust, an estimated $123M.
By sector, the portfolio is most concentrated in Miscellaneous at 97% of assets, up from 97% a quarter earlier, followed by Technology and Communication Services.
- Simplex Trading's largest Q2 2019 buy was iShares 20+ Year Treasury Bond ETF: 105,724 shares worth $14M.
- Simplex Trading added most to NVIDIA in Q2 2019, an estimated $29.6M increase.
- Simplex Trading's biggest Q2 2019 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $40.6M.
- Simplex Trading fully exited Invesco QQQ Trust in Q2 2019, selling an estimated $123M.
- Simplex Trading's ten largest holdings make up 35% of its $36.6B portfolio in Q2 2019.
- Simplex Trading opened 1,262 new positions and closed 1,300 in Q2 2019.
- Simplex Trading's portfolio value rose 1.9% quarter-over-quarter to $36.6B.
Based on Simplex Trading's 13F filing for Q2 2019, filed 26 Jul 2019.