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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 | |
|---|---|---|---|---|---|---|---|
151
American International
AIG
$43B
| $2.76M | 0.12% |
+44,145
| New | +$2.83M |
2017 Q1
0 quarters
|
|
152
Comcast
CMCSA
$89.3B
| $2.73M | 0.12% |
+72,662
| New | +$2.7M |
2017 Q1
0 quarters
|
|
|
ATVI
153
DELISTED
Activision Blizzard
ATVI
| $2.71M | 0.12% |
+54,376
| New | +$2.39M |
2017 Q1
0 quarters
|
|
154
PUT
CVS Health
CVS
$114B
| $2.69M | 0.12% |
6,539
+2,792
| +75% | +$223K |
2014 Q4
9 quarters
|
|
|
155
PUT
NVIDIA
NVDA
$3.93T
| $2.66M | 0.12% |
451,040
-185,520
| -29% | -$494K |
2014 Q4
9 quarters
|
|
156
WisdomTree Japan Hedged Equity Fund
DXJ
$7.1B
| $2.65M | 0.11% |
157,233
+48,228
| +44% | +$819K |
2016 Q1
4 quarters
|
|
157
Assured Guaranty
AGO
$3.29B
| $2.65M | 0.11% |
+71,377
| New | +$2.83M |
2017 Q1
0 quarters
|
|
158
Citizens Financial Group
CFG
$27.4B
| $2.64M | 0.11% |
+76,341
| New | +$2.79M |
2017 Q1
0 quarters
|
|
|
CLVS
159
DELISTED
Clovis Oncology, Inc.
CLVS
| $2.63M | 0.11% |
41,373
+32,246
| +353% | +$1.96M |
2016 Q3
2 quarters
|
|
160
GE Aerospace
GE
$344B
| $2.63M | 0.11% |
+18,423
| New | +$2.67M |
2017 Q1
0 quarters
|
|
161
Philips
PHG
$29.7B
| $2.6M | 0.11% |
109,495
+48,162
| +79% | +$1.08M |
2015 Q1
8 quarters
|
|
162
Deutsche Bank
DB
$67.9B
| $2.6M | 0.11% |
+151,303
| New | +$2.62M |
2017 Q1
0 quarters
|
|
163
DELISTED
Kellanova
K
| $2.59M | 0.11% |
37,940
+34,598
| +1,035% | +$2.39M |
2016 Q4
1 quarter
|
|
|
164
CALL
Micron Technology
MU
$881B
| $2.58M | 0.11% |
6,741
+1,298
| +24% | +$31.7K |
2014 Q4
9 quarters
|
|
165
Dick's Sporting Goods
DKS
$14.7B
| $2.57M | 0.11% |
+52,829
| New | +$2.68M |
2017 Q1
0 quarters
|
|
166
PUT
Bausch Health
BHC
$3.13B
| $2.57M | 0.11% |
7,739
+344
| +5% | +$4.73K |
2014 Q4
9 quarters
|
|
167
Vulcan Materials
VMC
$35.8B
| $2.56M | 0.11% |
+21,263
| New | +$2.6M |
2017 Q1
0 quarters
|
|
168
Kinder Morgan
KMI
$71.1B
| $2.54M | 0.11% |
117,076
+109,931
| +1,539% | +$2.4M |
2016 Q4
1 quarter
|
|
169
Synchrony
SYF
$22.5B
| $2.52M | 0.11% |
+73,443
| New | +$2.63M |
2017 Q1
0 quarters
|
|
170
Under Armour
UAA
$2.11B
| $2.49M | 0.11% |
+126,000
| New | +$2.94M |
2017 Q1
0 quarters
|
|
171
PUT
Regeneron Pharmaceuticals
REGN
$98.8B
| $2.49M | 0.11% |
1,003
-26
| -3% | -$9.6K |
2014 Q4
9 quarters
|
|
172
Lam Research
LRCX
$283B
| $2.47M | 0.11% |
192,160
+14,900
| +8% | +$175K |
2016 Q2
3 quarters
|
|
173
Corpay
CPAY
$29.6B
| $2.44M | 0.11% |
16,133
+15,164
| +1,565% | +$2.38M |
2016 Q4
1 quarter
|
|
174
PUT
Under Armour Class C
UA
$2.02B
| $2.41M | 0.1% |
4,456
+1,767
| +66% | +$36.8K |
2016 Q2
3 quarters
|
|
175
Rio Tinto
RIO
$135B
| $2.4M | 0.1% |
59,127
+37,705
| +176% | +$1.6M |
2016 Q4
1 quarter
|
|
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.