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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

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
MRD
7001
CALL
DELISTED
MEMORIAL RESOURCE DEV CORP COM STK (DE)
MRD
– –
-326
Closed -$41K –
MRD
7002
PUT
DELISTED
MEMORIAL RESOURCE DEV CORP COM STK (DE)
MRD
– –
-37
Closed -$3K –
ASEI
7003
CALL
DELISTED
AMER SCIENCE & ENGR INC.
ASEI
– –
-80
Closed -$29K –
ASEI
7004
PUT
DELISTED
AMER SCIENCE & ENGR INC.
ASEI
– –
-280
Closed -$8K –
EMC icon
7005
CALL
DELISTED
EMC CORPORATION
EMC
– –
-3,946
Closed -$144K –
EMC icon
7006
DELISTED
EMC CORPORATION
EMC
– –
-11,618
Closed -$315K –
EMC icon
7007
PUT
DELISTED
EMC CORPORATION
EMC
– –
-2,838
Closed -$137K –
SQNM
7008
CALL
DELISTED
SEQUENOM INC NEW
SQNM
– –
-157
Closed -$1K –
SQNM
7009
DELISTED
SEQUENOM INC NEW
SQNM
– –
-3,200
Closed -$2K –
SQNM
7010
PUT
DELISTED
SEQUENOM INC NEW
SQNM
– –
-235
Closed -$21K –
RDEN
7011
CALL
DELISTED
ELIZABETH ARDEN INC
RDEN
– –
-51
Closed -$6K –
ESI icon
7012
DELISTED
ITT EDUCATIONAL SERVICES INC
ESI
– –
-25,029
Closed -$46.5K –
RLYP
7013
CALL
DELISTED
RELYPSA INC COM
RLYP
– –
-391
Closed -$70K –
RLYP
7014
DELISTED
RELYPSA INC COM
RLYP
– –
-18,613
Closed -$344K –
RLYP
7015
PUT
DELISTED
RELYPSA INC COM
RLYP
– –
-524
Closed -$228K –
CSH
7016
DELISTED
CASH AMERICA INTERNATIONAL INC
CSH
– –
-1,950
Closed -$83K –
CSH
7017
PUT
DELISTED
CASH AMERICA INTERNATIONAL INC
CSH
– –
-41
Closed -$1K –
AXLL
7018
CALL
DELISTED
AXIALL CORP COM STK (DE)
AXLL
– –
-293
Closed -$5K –
AXLL
7019
DELISTED
AXIALL CORP COM STK (DE)
AXLL
– –
-3,366
Closed -$109K –
AXLL
7020
PUT
DELISTED
AXIALL CORP COM STK (DE)
AXLL
– –
-220
Closed -$13K –
SGNT
7021
DELISTED
SAGENT PHARMACEUTICALS INC COM STK (DE)
SGNT
– –
-589
Closed -$8K –
HTWR
7022
CALL
DELISTED
HEARTWARE INTERNATIONAL INC COM STK (DE)
HTWR
– –
-12
Closed -$10K –
HTWR
7023
DELISTED
HEARTWARE INTERNATIONAL INC COM STK (DE)
HTWR
– –
-15,483
Closed -$894K –
HTWR
7024
PUT
DELISTED
HEARTWARE INTERNATIONAL INC COM STK (DE)
HTWR
– –
-928
Closed -$28K –
DWA
7025
CALL
DELISTED
DREAMWORKS ANIMATION SKG INC CL-A
DWA
– –
-1,143
Closed -$145K –

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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.