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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
DWA
7026
DELISTED
DREAMWORKS ANIMATION SKG INC CL-A
DWA
– –
-43,342
Closed -$1.77M –
DWA
7027
PUT
DELISTED
DREAMWORKS ANIMATION SKG INC CL-A
DWA
– –
-1,044
Closed -$22K –
FMD
7028
CALL
DELISTED
FIRST MARBLEHEAD CORP COM STK NEW (DE)
FMD
– –
-156
Closed -$6K –
MESG
7029
DELISTED
XURA INC COM (DE)
MESG
– –
-8,283
Closed -$205K –
MKTO
7030
CALL
DELISTED
MARKETO INC COM STK (DE)
MKTO
– –
-1,219
Closed -$151K –
MKTO
7031
DELISTED
MARKETO INC COM STK (DE)
MKTO
– –
-11,457
Closed -$398K –
MKTO
7032
PUT
DELISTED
MARKETO INC COM STK (DE)
MKTO
– –
-584
Closed -$16K –
FMER
7033
DELISTED
FIRSTMERIT CORP
FMER
– –
-2,804
Closed -$56K –
FMER
7034
PUT
DELISTED
FIRSTMERIT CORP
FMER
– –
-30
Closed -$6K –
QLGC
7035
CALL
DELISTED
QLOGIC CORP
QLGC
– –
-97
Closed -$20K –
QLGC
7036
DELISTED
QLOGIC CORP
QLGC
– –
-851
Closed -$12K –
EJ
7037
DELISTED
E HOUSE (CHINA) HOLDINGS LIMITED
EJ
– –
-12,684
Closed -$82K –
EJ
7038
PUT
DELISTED
E HOUSE (CHINA) HOLDINGS LIMITED
EJ
– –
-442
Closed -$8K –
TUMI
7039
CALL
DELISTED
TUMI HLDGS INC COM
TUMI
– –
-63
Closed -$19K –
TUMI
7040
DELISTED
TUMI HLDGS INC COM
TUMI
– –
-2,154
Closed -$57K –
TUMI
7041
PUT
DELISTED
TUMI HLDGS INC COM
TUMI
– –
-885
Closed -$16K –
FUR
7042
DELISTED
WINTHROP REALTY TRUST SHS BENE INT (NEW)
FUR
– –
-413
Closed -$3K –
FNFG
7043
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
– –
-27,181
Closed -$264K –
FNFG
7044
PUT
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
– –
-54
Closed -$2K –
SQI
7045
CALL
DELISTED
SCIQUEST, INC. COMMON STOCK
SQI
– –
-25
Closed -$6K –
EXAM
7046
CALL
DELISTED
EXAMWORKS GROUP INC COM STK (DE)
EXAM
– –
-135
Closed -$2K –
EXAM
7047
DELISTED
EXAMWORKS GROUP INC COM STK (DE)
EXAM
– –
-11,700
Closed -$407K –
EXAM
7048
PUT
DELISTED
EXAMWORKS GROUP INC COM STK (DE)
EXAM
– –
-114
Closed -$4K –
MFLX icon
7049
CALL
DELISTED
MULTI-FINELINE ELECTRONIX INC
MFLX
– –
-391
Closed -$40K –
MFLX icon
7050
DELISTED
MULTI-FINELINE ELECTRONIX INC
MFLX
– –
-26,318
Closed -$610K –
280 281
282
283 284

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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.