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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 | |
|---|---|---|---|---|---|---|---|
|
AGN
151
CALL
DELISTED
Allergan plc
AGN
| $1.89M | 0.11% |
4,128
+733
| +22% | +$152K |
2015 Q1
7 quarters
|
|
152
Lam Research
LRCX
$251B
| $1.87M | 0.11% |
177,260
-128,170
| -42% | -$1.3M |
2016 Q2
2 quarters
|
|
153
Capital One
COF
$121B
| $1.86M | 0.11% |
21,284
+15,676
| +280% | +$1.26M |
2016 Q2
2 quarters
|
|
154
Phillips 66
PSX
$95.8B
| $1.83M | 0.11% |
+21,147
| New | +$1.76M |
2016 Q4
0 quarters
|
|
155
Monster Beverage
MNST
$89.5B
| $1.82M | 0.11% |
+164,452
| New | +$1.88M |
2016 Q4
0 quarters
|
|
156
CALL
State Street SPDR NYSE Technology ETF
XNTK
$1.66B
| $1.81M | 0.11% |
12,080
+3,357
| +38% | +$202K |
2014 Q4
8 quarters
|
|
157
Bank of New York Mellon
BNY
$99.4B
| $1.8M | 0.11% |
+38,041
| New | +$1.72M |
2016 Q4
0 quarters
|
|
158
WisdomTree Japan Hedged Equity Fund
DXJ
$6.75B
| $1.8M | 0.11% |
109,005
-273,588
| -72% | -$4.28M |
2016 Q1
3 quarters
|
|
159
AstraZeneca
AZN
$289B
| $1.79M | 0.11% |
32,761
-35,852
| -52% | -$2.04M |
2016 Q1
3 quarters
|
|
160
Barrick Mining
B
$66.8B
| $1.78M | 0.11% |
+111,411
| New | +$1.77M |
2016 Q4
0 quarters
|
|
161
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.11B
| $1.77M | 0.11% |
52,921
+44,772
| +549% | +$1.45M |
2016 Q1
3 quarters
|
|
|
CELG
162
DELISTED
Celgene Corp
CELG
| $1.75M | 0.1% |
+15,147
| New | +$1.69M |
2016 Q4
0 quarters
|
|
163
Hain Celestial
HAIN
$13.6M
| $1.75M | 0.1% |
44,766
+14,338
| +47% | +$537K |
2015 Q4
4 quarters
|
|
|
MENT
164
DELISTED
Mentor Graphics Corp
MENT
| $1.71M | 0.1% |
+46,484
| New | +$1.52M |
2016 Q4
0 quarters
|
|
165
CarMax
KMX
$7.31B
| $1.7M | 0.1% |
26,425
+9,712
| +58% | +$545K |
2016 Q3
1 quarter
|
|
166
PUT
GoPro
GPRO
$166M
| $1.66M | 0.1% |
1,720
-3,437
| -67% | -$39.4K |
2014 Q4
8 quarters
|
|
167
CALL
IBM
IBM
$232B
| $1.66M | 0.1% |
3,123
+181
| +6% | +$27.6K |
2014 Q4
8 quarters
|
|
168
PUT
Chipotle Mexican Grill
CMG
$43.6B
| $1.62M | 0.1% |
93,700
+43,650
| +87% | +$344K |
2014 Q4
8 quarters
|
|
169
Thermo Fisher Scientific
TMO
$257B
| $1.56M | 0.09% |
+11,096
| New | +$1.64M |
2016 Q4
0 quarters
|
|
170
CALL
American International
AIG
$40.3B
| $1.56M | 0.09% |
2,342
+226
| +11% | +$14.2K |
2015 Q1
7 quarters
|
|
|
171
CALL
Chipotle Mexican Grill
CMG
$43.6B
| $1.55M | 0.09% |
198,050
+112,450
| +131% | +$887K |
2014 Q4
8 quarters
|
|
172
CALL
Bristol-Myers Squibb
BMY
$127B
| $1.53M | 0.09% |
6,400
+3,149
| +97% | +$172K |
2014 Q4
8 quarters
|
|
173
PUT
Wynn Resorts
WYNN
$8.56B
| $1.53M | 0.09% |
3,561
-710
| -17% | -$66.4K |
2014 Q4
8 quarters
|
|
174
PayPal
PYPL
$49.2B
| $1.53M | 0.09% |
+38,696
| New | +$1.56M |
2016 Q4
0 quarters
|
|
175
HDFC Bank
HDB
$129B
| $1.52M | 0.09% |
+100,308
| New | +$1.68M |
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.