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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
VLP
7151
CALL
DELISTED
Valero Energy Partners LP
VLP
– –
-34
Closed -$8K –
BBOX
7152
DELISTED
Black Box Corp
BBOX
– –
-194
Closed -$2K –
LPNT
7153
PUT
DELISTED
LifePoint Health, Inc.
LPNT
– –
-6
Closed -$1K –
CQH
7154
CALL
DELISTED
Cheniere Energy Partners LP Holdings LLC
CQH
– –
-6
Closed -$3K –
CYS
7155
DELISTED
CYS Investments Inc.
CYS
– –
-775
Closed -$6.82K –
ABAX
7156
PUT
DELISTED
Abaxis Inc
ABAX
– –
-11
Closed -$1K –
WR icon
7157
CALL
DELISTED
Westar Energy Inc
WR
– –
-9
Closed -$1K –
SGY
7158
CALL
DELISTED
Stone Energy
SGY
– –
-13
Closed -$29K –
SGY
7159
PUT
DELISTED
Stone Energy
SGY
– –
-6
Closed -$5K –
DST
7160
PUT
DELISTED
DST Systems Inc.
DST
– –
-8
Closed -$1K –
PGEM
7161
CALL
DELISTED
Ply Gem Holdings, Inc.
PGEM
– –
-16
Closed -$3K –
REXX
7162
DELISTED
Rex Energy Corporation
REXX
– –
-2,147
Closed -$12.7K –
REXX
7163
PUT
DELISTED
Rex Energy Corporation
REXX
– –
-22
Closed -$42K –
ALDW
7164
CALL
DELISTED
Alon USA Partners LP
ALDW
– –
-78
Closed -$1K –
NDRM
7165
DELISTED
NeuroDerm Ltd. Ordinary Shares
NDRM
– –
-3,350
Closed -$54K –
NDRM
7166
PUT
DELISTED
NeuroDerm Ltd. Ordinary Shares
NDRM
– –
-102
Closed -$24K –
AMFW
7167
DELISTED
AMEC Foster Wheeler plc
AMFW
$0 ﹤0.01%
+39
New +$260
2016 Q3
0 quarters
DGI
7168
PUT
DELISTED
DigitalGlobe Inc.
DGI
– –
-97
Closed -$2K –
NAME
7169
CALL
DELISTED
Rightside Group, Ltd.
NAME
– –
-10
Closed -$1K –
NAME
7170
DELISTED
Rightside Group, Ltd.
NAME
$0 ﹤0.01%
+39
New +$409
2016 Q3
0 quarters
FRP
7171
PUT
DELISTED
Fairpoint Communications, Inc.
FRP
– –
-74
Closed -$1K –
VNR
7172
CALL
DELISTED
Vanguard Natural Resources, LLC
VNR
– –
-130
Closed -$1K –
FDML
7173
DELISTED
Federal-Mogul Holdings Corporation
FDML
– –
-2,038
Closed -$16K –
ACAS
7174
DELISTED
American Capital Ltd
ACAS
– –
-20,705
Closed -$343K –
EDE
7175
DELISTED
Empire District Electric
EDE
– –
-60
Closed -$2.03K –

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.