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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 | |
|---|---|---|---|---|---|---|---|
151
Zimmer Biomet
ZBH
$20.5B
| $2.5M | 0.1% |
21,967
+13,089
| +147% | +$1.51M |
2017 Q2
1 quarter
|
|
152
Biogen
BIIB
$37.7B
| $2.47M | 0.1% |
+7,879
| New | +$2.33M |
2017 Q3
0 quarters
|
|
153
Delta Air Lines
DAL
$60.4B
| $2.46M | 0.1% |
51,057
-23,440
| -31% | -$1.17M |
2017 Q1
2 quarters
|
|
154
CALL
Home Depot
HD
$353B
| $2.45M | 0.1% |
3,782
+1,628
| +76% | +$250K |
2014 Q4
11 quarters
|
|
155
Kyntra Bio
KYNB
$15.8M
| $2.42M | 0.1% |
1,803
+654
| +57% | +$689K |
2016 Q2
5 quarters
|
|
156
AT&T
T
$147B
| $2.42M | 0.1% |
+81,633
| New | +$2.32M |
2017 Q3
0 quarters
|
|
|
AABA
157
CALL
DELISTED
Altaba Inc
AABA
| $2.41M | 0.1% |
7,043
+5,812
| +472% | +$357K |
2017 Q2
1 quarter
|
|
158
CALL
State Street SPDR NYSE Technology ETF
XNTK
$1.74B
| $2.4M | 0.1% |
9,999
-4,218
| -30% | -$322K |
2014 Q4
11 quarters
|
|
|
159
CALL
Amgen
AMGN
$252B
| $2.37M | 0.1% |
3,156
+541
| +21% | +$95.9K |
2015 Q1
10 quarters
|
|
160
Domino's
DPZ
$11B
| $2.37M | 0.1% |
11,933
+3,304
| +38% | +$643K |
2017 Q2
1 quarter
|
|
161
PUT
Walt Disney
DIS
$206B
| $2.36M | 0.1% |
8,644
+574
| +7% | +$59K |
2014 Q4
11 quarters
|
|
|
STRP
162
DELISTED
Straight Path Communications Inc.
STRP
| $2.36M | 0.1% |
13,081
+12,266
| +1,505% | +$2.2M |
2015 Q4
7 quarters
|
|
163
CALL
Applied Materials
AMAT
$294B
| $2.33M | 0.1% |
3,519
+1,307
| +59% | +$59.1K |
2015 Q1
10 quarters
|
|
164
CALL
iShares MSCI Australia ETF
EWA
$1.26B
| $2.32M | 0.09% |
7,567
-4,882
| -39% | -$110K |
2014 Q4
11 quarters
|
|
165
US Bancorp
USB
$95B
| $2.32M | 0.09% |
+43,269
| New | +$2.26M |
2017 Q3
0 quarters
|
|
166
VanEck Junior Gold Miners ETF
GDXJ
$8.35B
| $2.28M | 0.09% |
+67,918
| New | +$2.3M |
2017 Q3
0 quarters
|
|
|
KITE
167
CALL
DELISTED
Kite Pharma, Inc.
KITE
| $2.28M | 0.09% |
2,145
+1,726
| +412% | +$240K |
2014 Q4
11 quarters
|
|
|
CLVS
168
DELISTED
Clovis Oncology, Inc.
CLVS
| $2.26M | 0.09% |
27,403
+23,373
| +580% | +$1.85M |
2016 Q3
4 quarters
|
|
|
EVHC
169
DELISTED
Envision Healthcare Holdings Inc
EVHC
| $2.24M | 0.09% |
49,936
+46,743
| +1,464% | +$2.49M |
2016 Q2
5 quarters
|
|
170
NRG Energy
NRG
$20.5B
| $2.23M | 0.09% |
87,067
+32,589
| +60% | +$771K |
2017 Q1
2 quarters
|
|
|
LSI
171
DELISTED
Life Storage, Inc.
LSI
| $2.21M | 0.09% |
40,449
+15,706
| +63% | +$788K |
2016 Q1
6 quarters
|
|
172
Bank of America
BAC
$349B
| $2.19M | 0.09% |
86,439
-6,663
| -7% | -$162K |
2017 Q1
2 quarters
|
|
173
AutoZone
AZO
$52.3B
| $2.19M | 0.09% |
3,674
+3,130
| +575% | +$1.67M |
2016 Q4
3 quarters
|
|
174
BlackBerry
BB
$5.41B
| $2.18M | 0.09% |
194,959
+52,515
| +37% | +$494K |
2016 Q4
3 quarters
|
|
175
Microsoft
MSFT
$4.05T
| $2.16M | 0.09% |
29,058
-192,135
| -87% | -$14M |
2017 Q2
1 quarter
|
|
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.