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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 | |
|---|---|---|---|---|---|---|---|
|
RAD
176
DELISTED
Rite Aid Corporation
RAD
| $1.52M | 0.09% |
+9,217
| New | +$1.39M |
2016 Q4
0 quarters
|
|
177
PUT
Biogen
BIIB
$37.7B
| $1.51M | 0.09% |
1,115
+4
| +0.4% | +$1.19K |
2014 Q4
8 quarters
|
|
|
CELG
178
CALL
DELISTED
Celgene Corp
CELG
| $1.51M | 0.09% |
3,680
-149
| -4% | -$16.6K |
2014 Q4
8 quarters
|
|
179
CALL
Baidu
BIDU
$27.6B
| $1.51M | 0.09% |
2,402
-94
| -4% | -$16K |
2015 Q1
7 quarters
|
|
180
CALL
Barrick Mining
B
$69.6B
| $1.5M | 0.09% |
5,761
+102
| +2% | +$1.62K |
2015 Q1
7 quarters
|
|
181
Zoetis
ZTS
$33.4B
| $1.49M | 0.09% |
+27,841
| New | +$1.42M |
2016 Q4
0 quarters
|
|
182
CALL
Delta Air Lines
DAL
$60.4B
| $1.48M | 0.09% |
3,740
-811
| -18% | -$37K |
2014 Q4
8 quarters
|
|
183
DELISTED
US Steel
X
| $1.48M | 0.09% |
44,872
-121,528
| -73% | -$3.25M |
2016 Q3
1 quarter
|
|
184
Sherwin-Williams
SHW
$86.5B
| $1.48M | 0.09% |
+16,509
| New | +$1.46M |
2016 Q4
0 quarters
|
|
185
Fidelity National Information Services
FIS
$14.6B
| $1.48M | 0.09% |
+19,529
| New | +$1.49M |
2016 Q4
0 quarters
|
|
|
186
PUT
Goldman Sachs
GS
$261B
| $1.46M | 0.09% |
7,581
+2,333
| +44% | +$474K |
2014 Q4
8 quarters
|
|
187
Cisco
CSCO
$389B
| $1.46M | 0.09% |
48,436
-150,033
| -76% | -$4.57M |
2016 Q3
1 quarter
|
|
188
DELISTED
Anadarko Petroleum
APC
| $1.46M | 0.09% |
20,910
+14,303
| +216% | +$930K |
2016 Q3
1 quarter
|
|
189
CALL
Boeing
BA
$137B
| $1.46M | 0.09% |
1,714
+140
| +9% | +$20.4K |
2015 Q1
7 quarters
|
|
190
PUT
CVS Health
CVS
$109B
| $1.45M | 0.09% |
3,747
+2,230
| +147% | +$180K |
2014 Q4
8 quarters
|
|
191
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$270M
| $1.45M | 0.09% |
35,574
-13,281
| -27% | -$502K |
2016 Q1
3 quarters
|
|
|
DNKN
192
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $1.45M | 0.09% |
+27,706
| New | +$1.43M |
2016 Q4
0 quarters
|
|
193
PUT
Under Armour Class C
UA
$2.27B
| $1.45M | 0.09% |
2,689
+464
| +21% | +$12.8K |
2016 Q2
2 quarters
|
|
194
CALL
Halliburton
HAL
$26.4B
| $1.44M | 0.09% |
3,574
-106
| -3% | -$5.28K |
2015 Q1
7 quarters
|
|
|
CAB
195
DELISTED
Cabela's Inc
CAB
| $1.43M | 0.09% |
24,492
-26,190
| -52% | -$1.63M |
2016 Q2
2 quarters
|
|
196
CALL
United Airlines
UAL
$39.1B
| $1.43M | 0.09% |
1,587
+78
| +5% | +$4.97K |
2014 Q4
8 quarters
|
|
197
CALL
Invesco QQQ Trust
QQQ
$461B
| $1.42M | 0.09% |
11,742
-1,688
| -13% | -$199K |
2015 Q1
7 quarters
|
|
198
Casey's General Stores
CASY
$25.6B
| $1.42M | 0.08% |
11,958
+6,117
| +105% | +$728K |
2016 Q3
1 quarter
|
|
199
Perrigo
PRGO
$2.35B
| $1.41M | 0.08% |
16,968
+16,770
| +8,470% | +$1.45M |
2016 Q1
3 quarters
|
|
|
LLL
200
DELISTED
L3 Technologies, Inc.
LLL
| $1.41M | 0.08% |
+9,283
| New | +$1.4M |
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.