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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
+1.87%
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
$1.67B
AUM Growth
+$199M
(+13%)
Cap. Flow
+$187M
Cap. Flow % of AUM
Cap. Flow %
11.18%
Top 10 Holdings %
Top 10 Hldgs %
20.01%
Holding
7,301
New
1,543
Increased
2,136
Reduced
2,022
Closed
1,480
Avg Time Held
Equity + Options
0.8
years
Top 10 Avg Time Held
Equity + Options
0.5
years
Top 20 Avg Time Held
Equity + Options
0.4
years
Avg Time Held Equity only
0.3
years
Top 10 Avg Time Held Equity only
0.2
years
Top 20 Avg Time Held Equity only
0.1
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$49.8M |
| 2 |
Apple
AAPL
|
+$24.5M |
| 3 |
Citigroup
C
|
+$23.5M |
| 4 |
Amazon
AMZN
|
+$22.7M |
| 5 |
Alphabet (Google) Class C
GOOG
|
+$18.5M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
LNKD
LinkedIn Corporation
LNKD
|
+$17.4M |
| 2 |
Wells Fargo
WFC
|
+$13.5M |
| 3 |
MDVN
MEDIVATION, INC.
MDVN
|
+$8.62M |
| 4 |
Goldman Sachs
GS
|
+$8.5M |
| 5 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$8.15M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 51.27% |
| 2 | Communication Services | 9.05% |
| 3 | Technology | 7.51% |
| 4 | Healthcare | 7.24% |
| 5 | Consumer Discretionary | 6.66% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
51
PUT
DELISTED
iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019
VXZ
| $5.36M | 0.32% |
12,672
-789
| -6% | -$28.3K |
2015 Q4
4 quarters
|
|
52
CALL
JPMorgan Chase
JPM
$888B
| $5.31M | 0.32% |
7,158
+141
| +2% | +$10.8K |
2014 Q4
8 quarters
|
|
53
Biogen
BIIB
$36.7B
| $5.08M | 0.3% |
17,930
-25,831
| -59% | -$7.66M |
2016 Q2
2 quarters
|
|
54
iShares MSCI EAFE ETF
EFA
$75.6B
| $5.03M | 0.3% |
87,210
+42,293
| +94% | +$2.44M |
2016 Q3
1 quarter
|
|
55
Las Vegas Sands
LVS
$26.4B
| $4.9M | 0.29% |
+91,677
| New | +$5.34M |
2016 Q4
0 quarters
|
|
56
DuPont de Nemours
DD
$19.4B
| $4.78M | 0.29% |
+33,028
| New | +$4.6M |
2016 Q4
0 quarters
|
|
|
57
CALL
Citigroup
C
$197B
| $4.73M | 0.28% |
8,586
+3,616
| +73% | +$195K |
2014 Q4
8 quarters
|
|
58
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.23B
| $4.69M | 0.28% |
92,780
+70,570
| +318% | +$3.06M |
2016 Q3
1 quarter
|
|
59
CALL
Direxion Daily Technology Bull 3x ETF
TECL
$3.75B
| $4.67M | 0.28% |
36,420
-8,190
| -18% | -$39.4K |
2014 Q4
8 quarters
|
|
60
CALL
DELISTED
US Steel
X
| $4.67M | 0.28% |
5,837
+1,687
| +41% | +$45.1K |
2014 Q4
8 quarters
|
|
61
PUT
iShares MSCI Australia ETF
EWA
$1.24B
| $4.6M | 0.27% |
10,065
-4,959
| -33% | -$102K |
2014 Q4
8 quarters
|
|
62
PUT
Alphabet (Google) Class A
GOOGL
$3.5T
| $4.45M | 0.27% |
96,740
+18,380
| +23% | +$735K |
2015 Q4
4 quarters
|
|
63
Oracle
ORCL
$362B
| $4.41M | 0.26% |
114,807
+97,046
| +546% | +$3.8M |
2016 Q3
1 quarter
|
|
64
PUT
Bausch Health
BHC
$3.06B
| $4.4M | 0.26% |
7,395
-84
| -1% | -$1.54K |
2014 Q4
8 quarters
|
|
65
Intuitive Surgical
ISRG
$160B
| $4.36M | 0.26% |
61,848
+8,901
| +17% | +$654K |
2016 Q3
1 quarter
|
|
66
Visa
V
$789B
| $4.34M | 0.26% |
55,585
-11,500
| -17% | -$925K |
2016 Q2
2 quarters
|
|
|
RDS.A
67
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $4.29M | 0.26% |
+81,649
| New | +$4.06M |
2016 Q4
0 quarters
|
|
68
PUT
Alibaba
BABA
$272B
| $4.28M | 0.26% |
8,064
-2,086
| -21% | -$201K |
2014 Q4
8 quarters
|
|
|
69
CALL
Wells Fargo
WFC
$252B
| $4.15M | 0.25% |
9,688
+5,288
| +120% | +$266K |
2014 Q4
8 quarters
|
|
70
PUT
VanEck Gold Miners ETF
GDX
$27B
| $4.03M | 0.24% |
20,306
-2,091
| -9% | -$46.4K |
2014 Q4
8 quarters
|
|
71
AB InBev
BUD
$165B
| $4.02M | 0.24% |
+38,085
| New | +$4.27M |
2016 Q4
0 quarters
|
|
72
iShares MSCI Brazil ETF
EWZ
$9.5B
| $3.95M | 0.24% |
+118,440
| New | +$4.07M |
2016 Q4
0 quarters
|
|
73
Wynn Resorts
WYNN
$8.56B
| $3.93M | 0.23% |
45,436
-81,407
| -64% | -$7.62M |
2014 Q4
8 quarters
|
|
74
NetEase
NTES
$82.9B
| $3.89M | 0.23% |
90,420
+89,375
| +8,553% | +$4.27M |
2016 Q3
1 quarter
|
|
75
SPDR Gold Trust
GLD
$136B
| $3.84M | 0.23% |
+35,024
| New | +$4.07M |
2016 Q4
0 quarters
|
|
Similar funds
Simplex Trading's Q4 2016 Portfolio in Review
As of Q4 2016, Simplex Trading held 7,301 positions worth $1.67B, up 13% from $1.48B the previous quarter. Its ten largest holdings account for 20% of the portfolio.
Simplex Trading deployed $187M of net new capital in Q4 2016, opening 1,543 new positions and adding to 2,136 existing holdings. Its largest new stake was State Street SPDR S&P 500 ETF Trust: 227,870 shares worth $50.9M.
By sector, the portfolio is most concentrated in Miscellaneous at 51% of assets, down from 53% a quarter earlier, followed by Communication Services and Technology.
On the sell side, the largest reduction was Goldman Sachs, an estimated $8.5M trimmed.
- Simplex Trading's largest Q4 2016 buy was State Street SPDR S&P 500 ETF Trust: 227,870 shares worth $50.9M.
- Simplex Trading added most to Apple in Q4 2016, an estimated $24.5M increase.
- Simplex Trading's biggest Q4 2016 reduction was Goldman Sachs, cutting an estimated $8.5M.
- Simplex Trading fully exited LinkedIn Corporation in Q4 2016, selling an estimated $17.4M.
- Simplex Trading's ten largest holdings make up 20% of its $1.67B portfolio in Q4 2016.
- Simplex Trading opened 1,543 new positions and closed 1,480 in Q4 2016.
- Simplex Trading's portfolio value rose 13% quarter-over-quarter to $1.67B.
Based on Simplex Trading's 13F filing for Q4 2016, filed 11 Jan 2017.