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Simplex Trading

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
+8.01%
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
$1.48B
AUM Growth
-$21.1M
Cap. Flow
-$51.7M
Cap. Flow %
-3.5%
Top 10 Hldgs %
17.83%
Holding
7,235
New
1,460
Increased
2,220
Reduced
1,938
Closed
1,478
Avg Time Held Equity + Options
0.8 years
Top 10 Avg Time Held Equity + Options
0.4 years
Top 20 Avg Time Held Equity + Options
0.3 years
Avg Time Held Equity only
0.4 years
Top 10 Avg Time Held Equity only
0.1 years
Top 20 Avg Time Held Equity only
0.1 years

Top Buys

Rank Stock Value
1
GILD icon
Gilead Sciences
GILD
+$17.3M
2
AAPL icon
Apple
AAPL
+$15.2M
3
GOOGL icon
Alphabet (Google) Class A
GOOGL
+$14.9M
4
BKNG icon
Booking.com
BKNG
+$14.7M
5
WFC icon
Wells Fargo
WFC
+$12.9M

Top Sells

Rank Stock Value
1
GLD icon
SPDR Gold Trust
GLD
+$38.3M
2
QIHU
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
+$30.7M
3
LNKD
LinkedIn Corporation
LNKD
+$15.2M
4
CELG
Celgene Corp
CELG
+$12.6M
5
TBT icon
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
+$10.4M

Sector Composition

Rank Sector Weight
1 Miscellaneous 53.25%
2 Healthcare 8.96%
3 Communication Services 8.51%
4 Consumer Discretionary 7.07%
5 Technology 6.63%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow Held Since
LCII icon
276
LCI Industries
LCII
$2.36B
$948K 0.06%
9,675
+9,304
+2,508% +$884K
2016 Q2
1 quarter
TCOM icon
277
CALL
Trip.com Group
TCOM
$27.2B
$942K 0.06%
2,309
+265
+13% +$11.8K
2014 Q4
7 quarters
CVX icon
278
PUT
Chevron
CVX
$422B
$937K 0.06%
2,617
-3,076
-54% -$314K
2014 Q4
7 quarters
WMB icon
279
CALL
Williams Companies
WMB
$86.8B
$933K 0.06%
4,118
+2,113
+105% +$56.1K
2014 Q4
7 quarters
KHC icon
280
CALL
The Kraft Heinz Company
KHC
$29B
$925K 0.06%
1,463
-21
-1% -$1.86K
2015 Q3
4 quarters
SWKS icon
281
PUT
Skyworks Solutions
SWKS
$21.1B
$925K 0.06%
1,700
+930
+121% +$64.8K
2014 Q4
7 quarters
UWM icon
282
ProShares Ultra Russell2000
UWM
$220M
$925K 0.06%
39,044
-14,144
-27% -$321K
2015 Q1
6 quarters
UNP icon
283
CALL
Union Pacific
UNP
$181B
$919K 0.06%
2,792
+826
+42% +$77.3K
2014 Q4
7 quarters
NTES icon
284
CALL
NetEase
NTES
$78.5B
$918K 0.06%
1,400
-165
-11% -$7.02K
2014 Q4
7 quarters
WNR
285
DELISTED
Western Refining Inc
WNR
$918K 0.06%
34,727
+7,800
+29% +$184K
2016 Q1
2 quarters
FANG icon
286
Diamondback Energy
FANG
$50.9B
$917K 0.06%
+9,507
New +$876K
2016 Q3
0 quarters
IMPV
287
DELISTED
Imperva, Inc.
IMPV
$914K 0.06%
17,018
-5,762
-25% -$267K
2016 Q1
2 quarters
LUV icon
288
Southwest Airlines
LUV
$22.1B
$913K 0.06%
23,496
-10,040
-30% -$382K
2015 Q1
6 quarters
FXE icon
289
Invesco CurrencyShares Euro Currency Trust
FXE
$325M
$912K 0.06%
+8,344
New +$907K
2016 Q3
0 quarters
PRKS icon
290
United Parks & Resorts
PRKS
$1.82B
$901K 0.06%
66,891
+22,440
+50% +$307K
2014 Q4
7 quarters
CLVS
291
DELISTED
Clovis Oncology, Inc.
CLVS
$897K 0.06%
+24,883
New +$534K
2016 Q3
0 quarters
FNSR
292
DELISTED
Finisar Corp
FNSR
$893K 0.06%
+29,983
New +$656K
2016 Q3
0 quarters
KMX icon
293
CarMax
KMX
$7.46B
$891K 0.06%
+16,713
New +$947K
2016 Q3
0 quarters
EMB icon
294
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$13.6B
$889K 0.06%
7,590
+3,014
+66% +$351K
2016 Q2
1 quarter
TNA icon
295
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.23B
$886K 0.06%
+22,210
New +$834K
2016 Q3
0 quarters
CPRI icon
296
CALL
Capri Holdings
CPRI
$2.11B
$883K 0.06%
706
-212
-23% -$10.6K
2014 Q4
7 quarters
EWA icon
297
PUT
iShares MSCI Australia ETF
EWA
$1.23B
$879K 0.06%
15,024
+4,955
+49% +$101K
2014 Q4
7 quarters
MOMO icon
298
CALL
Hello Group
MOMO
$632M
$878K 0.06%
1,065
-58
-5% -$1.03K
2015 Q2
5 quarters
TECL icon
299
PUT
Direxion Daily Technology Bull 3x ETF
TECL
$4.09B
$878K 0.06%
32,060
-19,100
-37% -$85.3K
2014 Q4
7 quarters
RCL icon
300
Royal Caribbean
RCL
$86.1B
$877K 0.06%
+11,709
New +$825K
2016 Q3
0 quarters
10 11
12
13 14

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Simplex Trading's Q3 2016 Portfolio in Review

As of Q3 2016, Simplex Trading held 7,235 positions worth $1.48B, down 1.4% from $1.5B the previous quarter. Its ten largest holdings account for 18% of the portfolio.

Simplex Trading withdrew a net $51.7M in Q3 2016, closing 1,478 positions and reducing 1,938 holdings. Its most notable exit was SPDR Gold Trust, an estimated $38.3M position sold in full.

By sector, the portfolio is most concentrated in Miscellaneous at 53% of assets, down from 58% a quarter earlier, followed by Healthcare and Communication Services.

Against the trend, Simplex Trading opened a new position in Booking.com worth $15.6M.

  • Simplex Trading's largest Q3 2016 buy was Booking.com: 264,225 shares worth $15.6M.
  • Simplex Trading added most to Gilead Sciences in Q3 2016, an estimated $17.3M increase.
  • Simplex Trading's biggest Q3 2016 reduction was LinkedIn Corporation, cutting an estimated $15.2M.
  • Simplex Trading fully exited SPDR Gold Trust in Q3 2016, selling an estimated $38.3M.
  • Simplex Trading's ten largest holdings make up 18% of its $1.48B portfolio in Q3 2016.
  • Simplex Trading opened 1,460 new positions and closed 1,478 in Q3 2016.
  • Simplex Trading's portfolio value fell 1.4% quarter-over-quarter to $1.48B.

Based on Simplex Trading's 13F filing for Q3 2016, filed 7 Oct 2016.