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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 | |
|---|---|---|---|---|---|---|---|
151
CALL
FedEx
FDX
$75.9B
| $2.61M | 0.11% |
1,086
-333
| -23% | -$76.2K |
2014 Q4
12 quarters
|
|
152
Alkermes
ALKS
$7.9B
| $2.59M | 0.11% |
47,300
+39,737
| +525% | +$2.03M |
2016 Q1
7 quarters
|
|
153
State Street Utilities Select Sector SPDR ETF
XLU
$24.3B
| $2.57M | 0.11% |
97,746
+85,680
| +710% | +$2.35M |
2017 Q2
2 quarters
|
|
154
CALL
State Street SPDR NYSE Technology ETF
XNTK
$1.75B
| $2.57M | 0.11% |
12,058
+2,059
| +21% | +$172K |
2014 Q4
12 quarters
|
|
|
155
CALL
Citigroup
C
$205B
| $2.56M | 0.11% |
6,225
-5,394
| -46% | -$399K |
2014 Q4
12 quarters
|
|
156
CALL
SPDR Gold Trust
GLD
$130B
| $2.5M | 0.11% |
9,654
+2,497
| +35% | +$303K |
2015 Q1
11 quarters
|
|
157
Mettler-Toledo International
MTD
$34.6B
| $2.48M | 0.11% |
4,002
+882
| +28% | +$564K |
2017 Q2
2 quarters
|
|
158
Dollar Tree
DLTR
$25.9B
| $2.47M | 0.11% |
+23,006
| New | +$2.25M |
2017 Q4
0 quarters
|
|
159
PUT
Chipotle Mexican Grill
CMG
$44.6B
| $2.46M | 0.11% |
144,650
-5,100
| -3% | -$30.4K |
2014 Q4
12 quarters
|
|
160
PUT
Under Armour Class C
UA
$2.02B
| $2.43M | 0.1% |
2,741
-720
| -21% | -$9.43K |
2016 Q2
6 quarters
|
|
161
PepsiCo
PEP
$198B
| $2.41M | 0.1% |
20,127
-73,240
| -78% | -$8.36M |
2017 Q1
3 quarters
|
|
162
PUT
iShares MSCI Australia ETF
EWA
$1.23B
| $2.41M | 0.1% |
17,353
+3,487
| +25% | +$79.6K |
2014 Q4
12 quarters
|
|
|
AGN
163
CALL
DELISTED
Allergan plc
AGN
| $2.41M | 0.1% |
3,072
-70
| -2% | -$12.6K |
2015 Q1
11 quarters
|
|
164
Intuit
INTU
$91.3B
| $2.4M | 0.1% |
+15,226
| New | +$2.32M |
2017 Q4
0 quarters
|
|
165
Oracle
ORCL
$391B
| $2.37M | 0.1% |
50,217
-120,080
| -71% | -$5.89M |
2017 Q2
2 quarters
|
|
166
CALL
Universal Display
OLED
$4.02B
| $2.35M | 0.1% |
1,290
+768
| +147% | +$122K |
2014 Q4
12 quarters
|
|
167
Ford
F
$47.6B
| $2.34M | 0.1% |
187,580
+85,527
| +84% | +$1.05M |
2016 Q2
6 quarters
|
|
168
CALL
Adobe
ADBE
$94.6B
| $2.34M | 0.1% |
1,762
+162
| +10% | +$27.9K |
2014 Q4
12 quarters
|
|
169
Aptiv
APTV
$7.84B
| $2.33M | 0.1% |
27,439
-6,619
| -19% | -$630K |
2017 Q2
2 quarters
|
|
170
Automatic Data Processing
ADP
$122B
| $2.3M | 0.1% |
19,651
+16,874
| +608% | +$1.93M |
2017 Q3
1 quarter
|
|
171
VanEck Gold Miners ETF
GDX
$25.2B
| $2.28M | 0.1% |
97,976
+9,814
| +11% | +$223K |
2016 Q4
4 quarters
|
|
172
Medtronic
MDT
$132B
| $2.27M | 0.1% |
28,129
+1,712
| +6% | +$137K |
2017 Q3
1 quarter
|
|
173
PUT
Broadcom
AVGO
$1.66T
| $2.25M | 0.1% |
24,800
+1,140
| +5% | +$29.6K |
2015 Q1
11 quarters
|
|
174
ASML
ASML
$576B
| $2.24M | 0.1% |
12,920
-2,025
| -14% | -$357K |
2016 Q4
4 quarters
|
|
|
WUBA
175
DELISTED
58.com Inc
WUBA
| $2.24M | 0.1% |
+31,330
| New | +$2.17M |
2017 Q4
0 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.