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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 | |
|---|---|---|---|---|---|---|---|
201
InterDigital
IDCC
$7.57B
| $1.4M | 0.08% |
15,359
+8,895
| +138% | +$713K |
2016 Q3
1 quarter
|
|
202
Amgen
AMGN
$252B
| $1.4M | 0.08% |
9,578
-6,836
| -42% | -$1.03M |
2016 Q1
3 quarters
|
|
203
Franco-Nevada
FNV
$50.8B
| $1.4M | 0.08% |
+23,422
| New | +$1.43M |
2016 Q4
0 quarters
|
|
204
CALL
United Rentals
URI
$69.9B
| $1.39M | 0.08% |
627
+71
| +13% | +$6.46K |
2014 Q4
8 quarters
|
|
205
Philips
PHG
$30.1B
| $1.39M | 0.08% |
61,333
+17,571
| +40% | +$383K |
2015 Q1
7 quarters
|
|
|
ACIA
206
DELISTED
Acacia Communications Inc
ACIA
| $1.38M | 0.08% |
+22,382
| New | +$1.71M |
2016 Q4
0 quarters
|
|
207
Hilton Worldwide Holdings Inc. Common Stock
HLT
$83B
| $1.38M | 0.08% |
+16,917
| New | +$1.24M |
2016 Q4
0 quarters
|
|
208
CALL
Humana
HUM
$50.8B
| $1.38M | 0.08% |
1,182
+736
| +165% | +$140K |
2014 Q4
8 quarters
|
|
209
CALL
PNC Financial Services
PNC
$91.9B
| $1.37M | 0.08% |
816
+435
| +114% | +$45.2K |
2014 Q4
8 quarters
|
|
210
Cheniere Energy
CQP
$28.4B
| $1.36M | 0.08% |
47,017
+42,363
| +910% | +$1.2M |
2016 Q3
1 quarter
|
|
|
BEAV
211
DELISTED
B/E Aerospace Inc
BEAV
| $1.35M | 0.08% |
22,489
+18,708
| +495% | +$1.08M |
2014 Q4
8 quarters
|
|
212
Macy's
M
$6.52B
| $1.35M | 0.08% |
+37,694
| New | +$1.47M |
2016 Q4
0 quarters
|
|
213
CALL
Mastercard
MA
$571B
| $1.34M | 0.08% |
2,766
+937
| +51% | +$97K |
2014 Q4
8 quarters
|
|
214
DELISTED
Allied World Assurance Co Hld Lt
AWH
| $1.33M | 0.08% |
24,820
+19,763
| +391% | +$907K |
2015 Q2
6 quarters
|
|
215
CVS Health
CVS
$109B
| $1.33M | 0.08% |
16,862
-8,990
| -35% | -$727K |
2016 Q3
1 quarter
|
|
216
PUT
Regeneron Pharmaceuticals
REGN
$95.2B
| $1.33M | 0.08% |
1,029
+99
| +11% | +$37.6K |
2014 Q4
8 quarters
|
|
217
CALL
Chevron
CVX
$411B
| $1.32M | 0.08% |
1,976
-1,578
| -44% | -$172K |
2014 Q4
8 quarters
|
|
218
CALL
General Dynamics
GD
$97.8B
| $1.32M | 0.08% |
695
+173
| +33% | +$28.3K |
2014 Q4
8 quarters
|
|
219
Lear
LEA
$5.34B
| $1.32M | 0.08% |
+9,970
| New | +$1.25M |
2016 Q4
0 quarters
|
|
220
PUT
Twilio
TWLO
$32B
| $1.3M | 0.08% |
498
-62
| -11% | -$2.32K |
2016 Q3
1 quarter
|
|
221
CALL
MetLife
MET
$63.9B
| $1.3M | 0.08% |
4,195
+379
| +10% | +$17.4K |
2014 Q4
8 quarters
|
|
222
BioMarin Pharmaceuticals
BMRN
$11.1B
| $1.3M | 0.08% |
15,642
-2,489
| -14% | -$214K |
2016 Q1
3 quarters
|
|
223
Huntington Ingalls Industries
HII
$12B
| $1.3M | 0.08% |
7,034
+5,108
| +265% | +$867K |
2016 Q3
1 quarter
|
|
|
VIAB
224
DELISTED
Viacom Inc. Class B
VIAB
| $1.29M | 0.08% |
36,755
-51,353
| -58% | -$1.89M |
2015 Q1
7 quarters
|
|
225
VanEck Oil Services ETF
OIH
$1.77B
| $1.29M | 0.08% |
+1,933
| New | +$1.2M |
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.