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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
ESRX
376
PUT
DELISTED
Express Scripts Holding Company
ESRX
$693K 0.05%
1,623
+114
+8% +$8.52K
2014 Q4
7 quarters
LORL
377
DELISTED
Loral Space and Communications, Inc.
LORL
$690K 0.05%
17,647
+16,998
+2,619% +$615K
2016 Q2
1 quarter
KMB icon
378
Kimberly-Clark
KMB
$65.8B
$689K 0.05%
+5,467
New +$707K
2016 Q3
0 quarters
DVN icon
379
PUT
Devon Energy
DVN
$52.7B
$688K 0.05%
2,728
-749
-22% -$30.4K
2014 Q4
7 quarters
SABR icon
380
Sabre
SABR
$767M
$682K 0.05%
24,210
+23,614
+3,962% +$659K
2016 Q2
1 quarter
JNJ icon
381
CALL
Johnson & Johnson
JNJ
$683B
$681K 0.05%
3,674
+903
+33% +$110K
2014 Q4
7 quarters
SCO icon
382
ProShares UltraShort Bloomberg Crude Oil
SCO
$897M
$681K 0.05%
211
+150
+246% +$563K
2015 Q2
5 quarters
OAK
383
DELISTED
OAKTREE CAPITAL GROUP, LLC
OAK
$680K 0.05%
16,049
+13,082
+441% +$586K
2016 Q2
1 quarter
T icon
384
CALL
AT&T
T
$149B
$679K 0.05%
3,572
-4,722
-57% -$149K
2014 Q4
7 quarters
XOM icon
385
PUT
ExxonMobil
XOM
$693B
$678K 0.05%
4,349
-729
-14% -$64.7K
2014 Q4
7 quarters
BREW icon
386
DELISTED
Craft Brew Alliance, Inc.
BREW
$673K 0.05%
35,761
+6,853
+24% +$107K
2016 Q2
1 quarter
VNDA icon
387
Vanda Pharmaceuticals
VNDA
$239M
$672K 0.05%
40,395
+33,242
+465% +$448K
2016 Q1
2 quarters
PII icon
388
Polaris
PII
$3.68B
$667K 0.05%
8,617
+1,394
+19% +$121K
2015 Q4
3 quarters
APOL
389
DELISTED
Apollo Education Group Inc Class A
APOL
$667K 0.05%
83,986
+10,828
+15% +$94.2K
2014 Q4
7 quarters
ASH icon
390
Ashland
ASH
$3.45B
$663K 0.04%
11,694
+9,489
+430% +$545K
2015 Q4
3 quarters
AMBA icon
391
CALL
Ambarella
AMBA
$2.7B
$661K 0.04%
737
+135
+22% +$8.46K
2014 Q4
7 quarters
JNJ icon
392
PUT
Johnson & Johnson
JNJ
$683B
$661K 0.04%
4,817
-288
-6% -$34.9K
2014 Q4
7 quarters
FXB icon
393
PUT
Invesco CurrencyShares British Pound Sterling Trust
FXB
$102M
$660K 0.04%
759
-716
-49% -$91.8K
2015 Q4
3 quarters
LUMN icon
394
Lumen Technologies, Inc. Common Stock
LUMN
$4.3B
$660K 0.04%
+24,065
New +$702K
2016 Q3
0 quarters
MMP
395
DELISTED
Magellan Midstream Partners, L.P.
MMP
$655K 0.04%
+9,272
New +$661K
2016 Q3
0 quarters
TRMB icon
396
Trimble
TRMB
$12.8B
$654K 0.04%
+22,910
New +$612K
2016 Q3
0 quarters
GAP icon
397
The Gap Inc
GAP
$7.46B
$653K 0.04%
29,399
+5,888
+25% +$142K
2016 Q2
1 quarter
NEM icon
398
CALL
Newmont
NEM
$117B
$651K 0.04%
2,494
+334
+15% +$13.8K
2014 Q4
7 quarters
GD icon
399
CALL
General Dynamics
GD
$98.1B
$650K 0.04%
522
+167
+47% +$24.9K
2014 Q4
7 quarters
SDRL icon
400
PUT
DELISTED
Seadrill Limited Common Stock
SDRL
$648K 0.04%
6
+2
+50% +$1.44K
2014 Q4
7 quarters
14 15
16
17 18

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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.