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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
+6.2%
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
$2.32B
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 | |
|---|---|---|---|---|---|---|---|
101
CALL
Intuitive Surgical
ISRG
$154B
| $4.23M | 0.18% |
3,474
+747
| +27% | +$93.5K |
2014 Q4
12 quarters
|
|
102
AbbVie
ABBV
$521B
| $4.05M | 0.17% |
41,900
+19,104
| +84% | +$1.8M |
2017 Q1
3 quarters
|
|
103
CALL
Bank of America
BAC
$352B
| $4.03M | 0.17% |
10,547
+6,095
| +137% | +$168K |
2015 Q1
11 quarters
|
|
104
iShares US Home Construction ETF
ITB
$2.21B
| $3.98M | 0.17% |
91,030
+90,755
| +33,002% | +$3.68M |
2016 Q4
4 quarters
|
|
105
Morgan Stanley
MS
$298B
| $3.97M | 0.17% |
75,702
+74,493
| +6,162% | +$3.77M |
2017 Q3
1 quarter
|
|
106
Comcast
CMCSA
$89.3B
| $3.96M | 0.17% |
98,897
-11,985
| -11% | -$451K |
2017 Q1
3 quarters
|
|
107
Charter Communications
CHTR
$15.8B
| $3.83M | 0.16% |
11,398
+3,966
| +53% | +$1.35M |
2017 Q3
1 quarter
|
|
108
Amgen
AMGN
$252B
| $3.79M | 0.16% |
+21,787
| New | +$3.86M |
2017 Q4
0 quarters
|
|
109
Mondelez International
MDLZ
$85.5B
| $3.74M | 0.16% |
87,325
-83,473
| -49% | -$3.5M |
2016 Q4
4 quarters
|
|
110
PUT
Micron Technology
MU
$881B
| $3.71M | 0.16% |
15,020
+2,682
| +22% | +$116K |
2014 Q4
12 quarters
|
|
111
CALL
Mastercard
MA
$576B
| $3.65M | 0.16% |
1,633
-572
| -26% | -$85.1K |
2014 Q4
12 quarters
|
|
|
RDS.A
112
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $3.65M | 0.16% |
54,721
+43,427
| +385% | +$2.74M |
2016 Q4
4 quarters
|
|
113
Blackrock
BLK
$189B
| $3.6M | 0.15% |
+7,007
| New | +$3.41M |
2017 Q4
0 quarters
|
|
|
CELG
114
PUT
DELISTED
Celgene Corp
CELG
| $3.51M | 0.15% |
4,682
+2,326
| +99% | +$262K |
2014 Q4
12 quarters
|
|
115
CALL
Qualcomm
QCOM
$185B
| $3.49M | 0.15% |
9,560
+7,564
| +379% | +$459K |
2014 Q4
12 quarters
|
|
116
Kimberly-Clark
KMB
$67.2B
| $3.49M | 0.15% |
28,911
+16,506
| +133% | +$1.93M |
2017 Q3
1 quarter
|
|
117
CALL
Goldman Sachs
GS
$264B
| $3.48M | 0.15% |
3,225
+281
| +10% | +$68.9K |
2014 Q4
12 quarters
|
|
|
BWLD
118
DELISTED
Buffalo Wild Wings, Inc.
BWLD
| $3.45M | 0.15% |
22,066
+15,259
| +224% | +$2.01M |
2017 Q1
3 quarters
|
|
|
119
PUT
Baidu
BIDU
$26.6B
| $3.43M | 0.15% |
4,112
+1,023
| +33% | +$250K |
2015 Q1
11 quarters
|
|
120
DELISTED
US Steel
X
| $3.43M | 0.15% |
97,360
+18,267
| +23% | +$531K |
2016 Q3
5 quarters
|
|
121
Caterpillar
CAT
$275B
| $3.42M | 0.15% |
21,716
-18,134
| -46% | -$2.52M |
2017 Q3
1 quarter
|
|
122
CALL
Salesforce
CRM
$179B
| $3.34M | 0.14% |
3,880
-99
| -2% | -$10.1K |
2014 Q4
12 quarters
|
|
123
Freeport-McMoran
FCX
$85B
| $3.28M | 0.14% |
+172,750
| New | +$2.61M |
2017 Q4
0 quarters
|
|
124
CALL
JPMorgan Chase
JPM
$919B
| $3.24M | 0.14% |
5,046
+340
| +7% | +$34.4K |
2014 Q4
12 quarters
|
|
125
Advanced Micro Devices
AMD
$876B
| $3.24M | 0.14% |
315,409
+66,189
| +27% | +$773K |
2017 Q2
2 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.