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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
+6.87%
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
$2.45B
AUM Growth
+$147M
(+6.4%)
Cap. Flow
+$45.1M
Cap. Flow % of AUM
Cap. Flow %
1.84%
Top 10 Holdings %
Top 10 Hldgs %
23.61%
Holding
7,357
New
1,313
Increased
2,078
Reduced
2,337
Closed
1,500
Avg Time Held
Equity + Options
1.1
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
0.4
years
Top 10 Avg Time Held Equity only
0.6
years
Top 20 Avg Time Held Equity only
0.4
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Amazon
AMZN
|
+$45.9M |
| 2 |
iShares Russell 2000 ETF
IWM
|
+$30.1M |
| 3 |
TWX
Time Warner Inc
TWX
|
+$25.8M |
| 4 |
Booking.com
BKNG
|
+$22.5M |
| 5 |
Alphabet (Google) Class C
GOOG
|
+$17.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$43.6M |
| 2 |
Amgen
AMGN
|
+$33.2M |
| 3 |
Baidu
BIDU
|
+$19.3M |
| 4 |
Alphabet (Google) Class A
GOOGL
|
+$17.3M |
| 5 |
Micron Technology
MU
|
+$17.1M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 39.59% |
| 2 | Consumer Discretionary | 14.54% |
| 3 | Technology | 13.32% |
| 4 | Communication Services | 11.89% |
| 5 | Healthcare | 4.58% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
126
PUT
JD.com
JD
$37.6B
| $3.09M | 0.13% |
9,044
+4,823
| +114% | +$206K |
2014 Q4
11 quarters
|
|
127
Berkshire Hathaway Class B
BRK.B
$1.25T
| $3.08M | 0.13% |
16,813
+4,591
| +38% | +$811K |
2017 Q1
2 quarters
|
|
128
SPDR Gold Trust
GLD
$133B
| $3.08M | 0.13% |
25,352
-65,665
| -72% | -$7.99M |
2016 Q4
3 quarters
|
|
129
PUT
Netflix
NFLX
$265B
| $3.08M | 0.13% |
104,020
-840
| -0.8% | -$14.6K |
2014 Q4
11 quarters
|
|
130
Marriott International
MAR
$111B
| $3.04M | 0.12% |
+27,565
| New | +$2.84M |
2017 Q3
0 quarters
|
|
|
TWTR
131
DELISTED
Twitter, Inc.
TWTR
| $3M | 0.12% |
178,051
-45,708
| -20% | -$798K |
2016 Q4
3 quarters
|
|
132
Eli Lilly
LLY
$1.28T
| $2.98M | 0.12% |
34,846
-21,611
| -38% | -$1.77M |
2017 Q2
1 quarter
|
|
133
iShares Russell 2000 Value ETF
IWN
$14.2B
| $2.94M | 0.12% |
+23,693
| New | +$2.79M |
2017 Q3
0 quarters
|
|
134
Global X Lithium & Battery Tech ETF
LIT
$1.12B
| $2.94M | 0.12% |
78,555
+72,518
| +1,201% | +$2.39M |
2016 Q1
6 quarters
|
|
135
Intel
INTC
$332B
| $2.92M | 0.12% |
76,571
-182,415
| -70% | -$6.48M |
2017 Q1
2 quarters
|
|
136
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.54B
| $2.88M | 0.12% |
35,040
-23,010
| -40% | -$634K |
2015 Q1
10 quarters
|
|
137
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46.1B
| $2.84M | 0.12% |
5,354
-1,215
| -18% | -$266K |
2015 Q1
10 quarters
|
|
138
CALL
Goldman Sachs
GS
$267B
| $2.74M | 0.11% |
2,944
-1,105
| -27% | -$249K |
2014 Q4
11 quarters
|
|
139
Chevron
CVX
$416B
| $2.73M | 0.11% |
23,242
-17,405
| -43% | -$1.9M |
2016 Q4
3 quarters
|
|
140
Charter Communications
CHTR
$15.6B
| $2.7M | 0.11% |
+7,432
| New | +$2.77M |
2017 Q3
0 quarters
|
|
141
Illumina
ILMN
$32.2B
| $2.7M | 0.11% |
13,934
-914
| -6% | -$170K |
2016 Q3
4 quarters
|
|
142
PUT
VanEck Gold Miners ETF
GDX
$26.3B
| $2.7M | 0.11% |
15,922
-3,263
| -17% | -$75.3K |
2014 Q4
11 quarters
|
|
143
CALL
Intuitive Surgical
ISRG
$156B
| $2.69M | 0.11% |
2,727
+450
| +20% | +$49K |
2014 Q4
11 quarters
|
|
144
WisdomTree Japan Hedged Equity Fund
DXJ
$7.06B
| $2.62M | 0.11% |
+143,805
| New | +$2.52M |
2017 Q3
0 quarters
|
|
145
ASML
ASML
$591B
| $2.56M | 0.1% |
14,945
+9,326
| +166% | +$1.43M |
2016 Q4
3 quarters
|
|
146
PUT
APA Corp
APA
$15.7B
| $2.55M | 0.1% |
2,226
+1,152
| +107% | +$50.8K |
2015 Q1
10 quarters
|
|
147
DELISTED
Kellanova
K
| $2.54M | 0.1% |
+43,348
| New | +$2.74M |
2017 Q3
0 quarters
|
|
148
Deutsche Bank
DB
$69.2B
| $2.53M | 0.1% |
+146,559
| New | +$2.54M |
2017 Q3
0 quarters
|
|
149
CALL
Bristol-Myers Squibb
BMY
$129B
| $2.52M | 0.1% |
4,545
-1,113
| -20% | -$65K |
2014 Q4
11 quarters
|
|
|
150
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.54B
| $2.5M | 0.1% |
54,910
-7,982
| -13% | -$220K |
2015 Q1
10 quarters
|
|
Similar funds
Simplex Trading's Q3 2017 Portfolio in Review
As of Q3 2017, Simplex Trading held 7,357 positions worth $2.45B, up 6.4% from $2.3B the previous quarter. Its ten largest holdings account for 24% of the portfolio.
Simplex Trading's Q3 2017 filing shows 1,313 new, 2,078 increased, 2,337 reduced and 1,500 closed positions. Its largest new stake was iShares Russell 2000 ETF: 214,170 shares worth $31.7M. The largest sale was State Street SPDR S&P 500 ETF Trust, an estimated $43.6M.
By sector, the portfolio is most concentrated in Miscellaneous at 40% of assets, down from 40% a quarter earlier, followed by Consumer Discretionary and Technology.
- Simplex Trading's largest Q3 2017 buy was iShares Russell 2000 ETF: 214,170 shares worth $31.7M.
- Simplex Trading added most to Amazon in Q3 2017, an estimated $45.9M increase.
- Simplex Trading's biggest Q3 2017 reduction was Baidu, cutting an estimated $19.3M.
- Simplex Trading fully exited State Street SPDR S&P 500 ETF Trust in Q3 2017, selling an estimated $43.6M.
- Simplex Trading's ten largest holdings make up 24% of its $2.45B portfolio in Q3 2017.
- Simplex Trading opened 1,313 new positions and closed 1,500 in Q3 2017.
- Simplex Trading's portfolio value rose 6.4% quarter-over-quarter to $2.45B.
Based on Simplex Trading's 13F filing for Q3 2017, filed 25 Oct 2017.