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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 | |
|---|---|---|---|---|---|---|---|
101
DuPont de Nemours
DD
$20.4B
| $4.36M | 0.19% |
27,085
-5,943
| -18% | -$923K |
2016 Q4
1 quarter
|
|
|
UCD
102
PUT
DELISTED
PROSHARES ULTRA BLOOMBERG COMMODITY
UCD
| $4.27M | 0.18% |
11,756
+1,341
| +13% | +$487K |
2014 Q4
9 quarters
|
|
|
CIT
103
DELISTED
CIT Group Inc.
CIT
| $4.22M | 0.18% |
+98,311
| New | +$4.16M |
2017 Q1
0 quarters
|
|
104
State Street SPDR S&P Regional Banking ETF
KRE
$4.35B
| $4.18M | 0.18% |
+76,549
| New | +$4.28M |
2017 Q1
0 quarters
|
|
105
Teva Pharmaceutical Industries Limited
TEVA
$51.9B
| $4.17M | 0.18% |
129,942
+55,381
| +74% | +$1.89M |
2016 Q1
4 quarters
|
|
106
CALL
Microsoft
MSFT
$3.89T
| $4.09M | 0.18% |
8,191
+1,233
| +18% | +$79K |
2014 Q4
9 quarters
|
|
107
Boeing
BA
$136B
| $4.08M | 0.18% |
+23,070
| New | +$3.93M |
2017 Q1
0 quarters
|
|
|
ANDV
108
DELISTED
Andeavor
ANDV
| $3.99M | 0.17% |
+49,269
| New | +$4.13M |
2017 Q1
0 quarters
|
|
109
Devon Energy
DVN
$53.1B
| $3.95M | 0.17% |
+94,590
| New | +$4.16M |
2017 Q1
0 quarters
|
|
110
Signet Jewelers
SIG
$4.37B
| $3.93M | 0.17% |
56,784
+54,575
| +2,471% | +$4.08M |
2016 Q3
2 quarters
|
|
|
TSRO
111
DELISTED
TESARO, Inc.
TSRO
| $3.85M | 0.17% |
+25,043
| New | +$4.08M |
2017 Q1
0 quarters
|
|
|
GG
112
DELISTED
Goldcorp Inc
GG
| $3.72M | 0.16% |
254,947
+195,891
| +332% | +$3.06M |
2016 Q2
3 quarters
|
|
113
Kimberly-Clark
KMB
$67.2B
| $3.66M | 0.16% |
+27,803
| New | +$3.51M |
2017 Q1
0 quarters
|
|
114
Alcoa
AA
$10.5B
| $3.63M | 0.16% |
+105,613
| New | +$3.7M |
2017 Q1
0 quarters
|
|
115
SLB Ltd
SLB
$76.3B
| $3.58M | 0.16% |
45,908
+44,807
| +4,070% | +$3.66M |
2016 Q3
2 quarters
|
|
116
PUT
DELISTED
iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019
VXZ
| $3.56M | 0.15% |
10,518
-2,154
| -17% | -$64.1K |
2015 Q4
5 quarters
|
|
117
Bausch Health
BHC
$3.13B
| $3.51M | 0.15% |
317,899
+68,464
| +27% | +$942K |
2014 Q4
9 quarters
|
|
118
VanEck Gold Miners ETF
GDX
$25.3B
| $3.47M | 0.15% |
151,969
-172,555
| -53% | -$4.01M |
2016 Q4
1 quarter
|
|
119
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.37B
| $3.46M | 0.15% |
44,976
+1,004
| +2% | +$26.1K |
2015 Q1
8 quarters
|
|
120
CALL
Bank of America
BAC
$352B
| $3.42M | 0.15% |
12,049
-12,042
| -50% | -$286K |
2015 Q1
8 quarters
|
|
121
JD.com
JD
$37.7B
| $3.37M | 0.15% |
+108,344
| New | +$3.19M |
2017 Q1
0 quarters
|
|
122
Lumentum
LITE
$54.1B
| $3.37M | 0.15% |
63,098
+59,832
| +1,832% | +$2.64M |
2016 Q1
4 quarters
|
|
123
Vale
VALE
$47.7B
| $3.36M | 0.15% |
+354,136
| New | +$3.52M |
2017 Q1
0 quarters
|
|
124
PUT
Booking.com
BKNG
$119B
| $3.3M | 0.14% |
33,950
+7,525
| +28% | +$496K |
2014 Q4
9 quarters
|
|
125
Intuit
INTU
$91.3B
| $3.28M | 0.14% |
+28,279
| New | +$3.39M |
2017 Q1
0 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.