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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
RAS
7101
DELISTED
RAIT Financial Trust
RAS
– –
-1,904
Closed -$5.97K –
RAS
7102
PUT
DELISTED
RAIT Financial Trust
RAS
– –
-87
Closed -$3K –
PGH
7103
CALL
DELISTED
Pengrowth Energy Corporation
PGH
– –
-367
Closed -$6K –
PGH
7104
DELISTED
Pengrowth Energy Corporation
PGH
– –
-2,000
Closed -$3.13K –
HPJ
7105
DELISTED
Highpower International Inc
HPJ
$0 ﹤0.01%
+224
New +$537
2016 Q3
0 quarters
FLY icon
7106
DELISTED
Fly Leasing Limited
FLY
– –
-2,358
Closed -$27.2K –
FLY icon
7107
PUT
DELISTED
Fly Leasing Limited
FLY
– –
-22
Closed -$25K –
EXXI
7108
PUT
DELISTED
ENERGY XXI LTD COM SHS
EXXI
– –
-40
Closed -$12K –
TYC
7109
CALL
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
– –
-914
Closed -$391K –
TYC
7110
PUT
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
– –
-15
Closed -$1K –
PUA
7111
CALL
DELISTED
POWERSHARES GLOBAL EXCH TRD FD DYNAMIC ASIA PAC OPPORT PORTF
PUA
– –
-56
Closed -$1K –
HTGCR
7112
CALL
DELISTED
HERCULES TECHNOLOGY GROWTH CAP INC TRANS RGTS TO PUR COM STK
HTGCR
– –
-35
Closed -$1K –
HOT
7113
CALL
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
– –
-96
Closed -$86K –
HOT
7114
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
– –
-5,500
Closed -$406K –
HOT
7115
PUT
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
– –
-555
Closed -$59K –
PDLI
7116
CALL
DELISTED
PDL BioPharma, Inc.
PDLI
– –
-230
Closed -$2K –
RBS.PRX
7117
CALL
DELISTED
ROYAL BK SCOTLAND GRP"XCAPS"-A
RBS.PRX
– –
-304
Closed -$2K –
SIVB
7118
DELISTED
SVB Financial Group
SIVB
– –
-3,561
Closed -$371K –
KNL
7119
DELISTED
Knoll, Inc.
KNL
– –
-118
Closed -$2.94K –
KNL
7120
PUT
DELISTED
Knoll, Inc.
KNL
– –
-40
Closed -$1K –
MNTX icon
7121
DELISTED
Manitex International, Inc.
MNTX
$0 ﹤0.01%
+41
New +$261
2016 Q3
0 quarters
FM icon
7122
DELISTED
iShares Frontier and Select EM ETF
FM
– –
-2,371
Closed -$58K –
CYB
7123
DELISTED
WisdomTree Chinese Yuan Strategy Fund
CYB
– –
-6,439
Closed -$157K –
YELL
7124
DELISTED
Yellow Corporation Common Stock
YELL
– –
-1,100
Closed -$12.3K –
AAWW
7125
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
– –
-310
Closed -$12.1K –

Similar funds

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.