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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
+8.14%
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
$2.31B
AUM Growth
+$637M
(+38%)
Cap. Flow
+$539M
Cap. Flow % of AUM
Cap. Flow %
23.34%
Top 10 Holdings %
Top 10 Hldgs %
17.84%
Holding
7,485
New
1,662
Increased
2,374
Reduced
1,972
Closed
1,368
Avg Time Held
Equity + Options
0.9
years
Top 10 Avg Time Held
Equity + Options
0.5
years
Top 20 Avg Time Held
Equity + Options
0.5
years
Avg Time Held Equity only
0.3
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 |
Goldman Sachs
GS
|
+$40.4M |
| 2 |
NVIDIA
NVDA
|
+$23.1M |
| 3 |
iShares 20+ Year Treasury Bond ETF
TLT
|
+$21.5M |
| 4 |
Wells Fargo
WFC
|
+$20.8M |
| 5 |
Micron Technology
MU
|
+$20M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Citigroup
C
|
+$21.4M |
| 2 |
Apple
AAPL
|
+$15.7M |
| 3 |
Invesco QQQ Trust
QQQ
|
+$14.4M |
| 4 |
Eli Lilly
LLY
|
+$10.5M |
| 5 |
iShares Biotechnology ETF
IBB
|
+$8.06M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 39.75% |
| 2 | Technology | 9.92% |
| 3 | Communication Services | 9.47% |
| 4 | Consumer Discretionary | 9.11% |
| 5 | Healthcare | 8.95% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
51
Home Depot
HD
$348B
| $6.88M | 0.3% |
46,882
+6,840
| +17% | +$970K |
2016 Q2
3 quarters
|
|
|
52
CALL
Citigroup
C
$205B
| $6.83M | 0.3% |
13,000
+4,414
| +51% | +$261K |
2014 Q4
9 quarters
|
|
|
UCD
53
CALL
DELISTED
PROSHARES ULTRA BLOOMBERG COMMODITY
UCD
| $6.68M | 0.29% |
17,033
-38
| -0.2% | -$14.9K |
2014 Q4
9 quarters
|
|
54
Charter Communications
CHTR
$15.8B
| $6.51M | 0.28% |
+19,903
| New | +$6.34M |
2017 Q1
0 quarters
|
|
55
Las Vegas Sands
LVS
$25.3B
| $6.42M | 0.28% |
112,457
+20,780
| +23% | +$1.13M |
2016 Q4
1 quarter
|
|
56
CALL
Berkshire Hathaway Class B
BRK.B
$1.26T
| $6.29M | 0.27% |
2,496
-391
| -14% | -$65.4K |
2015 Q1
8 quarters
|
|
|
RTN
57
DELISTED
Raytheon Company
RTN
| $6.28M | 0.27% |
+41,216
| New | +$6.2M |
2017 Q1
0 quarters
|
|
58
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
| $6.18M | 0.27% |
260,639
+150,658
| +137% | +$3.61M |
2016 Q2
3 quarters
|
|
59
Chevron
CVX
$429B
| $6.12M | 0.26% |
57,023
-18,468
| -24% | -$2.07M |
2016 Q4
1 quarter
|
|
60
JPMorgan Chase
JPM
$919B
| $6.09M | 0.26% |
69,350
-34,059
| -33% | -$3M |
2016 Q4
1 quarter
|
|
61
Biogen
BIIB
$37.5B
| $6.09M | 0.26% |
22,270
+4,340
| +24% | +$1.23M |
2016 Q2
3 quarters
|
|
62
Broadcom
AVGO
$1.66T
| $6.09M | 0.26% |
+277,980
| New | +$5.72M |
2017 Q1
0 quarters
|
|
63
General Dynamics
GD
$98.2B
| $6.02M | 0.26% |
+32,152
| New | +$5.94M |
2017 Q1
0 quarters
|
|
64
DELISTED
Mobileye N.V.
MBLY
| $5.98M | 0.26% |
97,398
+78,264
| +409% | +$3.76M |
2016 Q3
2 quarters
|
|
65
Dollar Tree
DLTR
$25.9B
| $5.86M | 0.25% |
+74,670
| New | +$5.74M |
2017 Q1
0 quarters
|
|
66
Invesco CurrencyShares Euro Currency Trust
FXE
$325M
| $5.78M | 0.25% |
+55,848
| New | +$5.78M |
2017 Q1
0 quarters
|
|
67
Petrobras
PBR
$118B
| $5.76M | 0.25% |
595,011
+544,865
| +1,087% | +$5.6M |
2016 Q3
2 quarters
|
|
|
TIF
68
DELISTED
Tiffany & Co.
TIF
| $5.72M | 0.25% |
+60,018
| New | +$5.12M |
2017 Q1
0 quarters
|
|
|
SYT
69
DELISTED
Syngenta Ag
SYT
| $5.37M | 0.23% |
+60,732
| New | +$5.2M |
2017 Q1
0 quarters
|
|
70
Adobe
ADBE
$94.6B
| $5.33M | 0.23% |
40,990
-21,031
| -34% | -$2.47M |
2016 Q3
2 quarters
|
|
71
Illumina
ILMN
$31.3B
| $5.33M | 0.23% |
32,128
+7,026
| +28% | +$1.11M |
2016 Q3
2 quarters
|
|
72
PUT
Alphabet (Google) Class A
GOOGL
$3.64T
| $5.31M | 0.23% |
83,160
-13,580
| -14% | -$571K |
2015 Q4
5 quarters
|
|
|
73
PUT
Apple
AAPL
$5.18T
| $5.3M | 0.23% |
64,016
-8,240
| -11% | -$271K |
2015 Q1
8 quarters
|
|
74
PUT
Gilead Sciences
GILD
$208B
| $5.26M | 0.23% |
12,888
+6,530
| +103% | +$459K |
2014 Q4
9 quarters
|
|
75
CALL
Netflix
NFLX
$255B
| $5.23M | 0.23% |
40,270
-25,960
| -39% | -$364K |
2014 Q4
9 quarters
|
|
Similar funds
Simplex Trading's Q1 2017 Portfolio in Review
As of Q1 2017, Simplex Trading held 7,485 positions worth $2.31B, up 38% from $1.67B the previous quarter. Its ten largest holdings account for 18% of the portfolio.
Simplex Trading deployed $539M of net new capital in Q1 2017, opening 1,662 new positions and adding to 2,374 existing holdings. Its largest new stake was iShares 20+ Year Treasury Bond ETF: 179,511 shares worth $21.7M.
By sector, the portfolio is most concentrated in Miscellaneous at 40% of assets, down from 51% a quarter earlier, followed by Technology and Communication Services.
On the sell side, the largest reduction was Citigroup, an estimated $21.4M trimmed.
- Simplex Trading's largest Q1 2017 buy was iShares 20+ Year Treasury Bond ETF: 179,511 shares worth $21.7M.
- Simplex Trading added most to Goldman Sachs in Q1 2017, an estimated $40.4M increase.
- Simplex Trading's biggest Q1 2017 reduction was Citigroup, cutting an estimated $21.4M.
- Simplex Trading fully exited Invesco QQQ Trust in Q1 2017, selling an estimated $14.4M.
- Simplex Trading's ten largest holdings make up 18% of its $2.31B portfolio in Q1 2017.
- Simplex Trading opened 1,662 new positions and closed 1,368 in Q1 2017.
- Simplex Trading's portfolio value rose 38% quarter-over-quarter to $2.31B.
Based on Simplex Trading's 13F filing for Q1 2017, filed 21 Apr 2017.