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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 | |
|---|---|---|---|---|---|---|---|
201
PUT
Qualcomm
QCOM
$186B
| $1.91M | 0.08% |
4,212
+13
| +0.3% | +$688 |
2014 Q4
11 quarters
|
|
202
CALL
Verizon
VZ
$192B
| $1.91M | 0.08% |
7,089
+2,960
| +72% | +$139K |
2014 Q4
11 quarters
|
|
203
CALL
Biogen
BIIB
$37.7B
| $1.91M | 0.08% |
1,315
-228
| -15% | -$67.5K |
2014 Q4
11 quarters
|
|
204
PUT
Applied Optoelectronics
AAOI
$4.39B
| $1.9M | 0.08% |
2,238
+277
| +14% | +$19.6K |
2016 Q1
6 quarters
|
|
205
iShares MSCI Emerging Markets ETF
EEM
$28.1B
| $1.88M | 0.08% |
42,087
+41,887
| +20,944% | +$1.84M |
2017 Q2
1 quarter
|
|
206
CALL
American International
AIG
$41.3B
| $1.88M | 0.08% |
2,668
+567
| +27% | +$35.3K |
2015 Q1
10 quarters
|
|
207
CALL
Wynn Resorts
WYNN
$8.99B
| $1.88M | 0.08% |
1,643
-328
| -17% | -$44.7K |
2014 Q4
11 quarters
|
|
208
CALL
Regeneron Pharmaceuticals
REGN
$94.8B
| $1.87M | 0.08% |
1,198
+129
| +12% | +$61.4K |
2014 Q4
11 quarters
|
|
209
British American Tobacco
BTI
$131B
| $1.87M | 0.08% |
29,915
+13,906
| +87% | +$897K |
2017 Q2
1 quarter
|
|
210
Molson Coors Class B
TAP
$7.41B
| $1.87M | 0.08% |
22,884
+4,392
| +24% | +$386K |
2017 Q1
2 quarters
|
|
|
211
Regeneron Pharmaceuticals
REGN
$94.8B
| $1.86M | 0.08% |
4,173
-22,748
| -84% | -$10.8M |
2017 Q2
1 quarter
|
|
212
iShares MSCI EAFE ETF
EFA
$77.5B
| $1.85M | 0.08% |
27,050
-6,684
| -20% | -$447K |
2017 Q2
1 quarter
|
|
213
Advanced Energy
AEIS
$8.97B
| $1.84M | 0.08% |
22,825
-5,274
| -19% | -$382K |
2016 Q3
4 quarters
|
|
214
Aflac
AFL
$61.9B
| $1.84M | 0.08% |
45,266
+5,616
| +14% | +$226K |
2017 Q2
1 quarter
|
|
215
Estee Lauder
EL
$41.1B
| $1.81M | 0.07% |
+16,806
| New | +$1.72M |
2017 Q3
0 quarters
|
|
|
ATVI
216
CALL
DELISTED
Activision Blizzard
ATVI
| $1.78M | 0.07% |
2,260
+435
| +24% | +$27.1K |
2014 Q4
11 quarters
|
|
217
iShares 7-10 Year Treasury Bond ETF
IEF
$44.2B
| $1.78M | 0.07% |
+16,679
| New | +$1.79M |
2017 Q3
0 quarters
|
|
218
CALL
JPMorgan Chase
JPM
$908B
| $1.77M | 0.07% |
4,706
-3,813
| -45% | -$352K |
2014 Q4
11 quarters
|
|
219
EQT Corp
EQT
$32.5B
| $1.76M | 0.07% |
49,680
+35,311
| +246% | +$1.2M |
2016 Q3
4 quarters
|
|
220
Nexstar Media Group
NXST
$6.37B
| $1.76M | 0.07% |
28,244
+4,358
| +18% | +$269K |
2016 Q4
3 quarters
|
|
221
CALL
Caterpillar
CAT
$267B
| $1.76M | 0.07% |
2,290
-440
| -16% | -$50.7K |
2014 Q4
11 quarters
|
|
222
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.79B
| $1.75M | 0.07% |
54,058
+47,248
| +694% | +$1.48M |
2015 Q2
9 quarters
|
|
223
CALL
American Airlines Group
AAL
$9.35B
| $1.74M | 0.07% |
4,115
-1,563
| -28% | -$75.6K |
2014 Q4
11 quarters
|
|
224
MACOM Technology Solutions
MTSI
$17.3B
| $1.74M | 0.07% |
38,968
+35,136
| +917% | +$1.71M |
2017 Q2
1 quarter
|
|
225
CALL
Vertex Pharmaceuticals
VRTX
$139B
| $1.73M | 0.07% |
763
-75
| -9% | -$11.3K |
2014 Q4
11 quarters
|
|
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.