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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
EDE
7176
PUT
DELISTED
Empire District Electric
EDE
– –
-85
Closed -$1K –
RIGP
7177
CALL
DELISTED
Transocean Partners LLC
RIGP
– –
-207
Closed -$17K –
PNY
7178
CALL
DELISTED
PIEDMONT NATURAL GAS CO INC(NC
PNY
– –
-56
Closed -$1K –
RRMS
7179
DELISTED
ROSE ROCK MIDSTREAM L P COM UNIT REPSTG LTD (DE)
RRMS
– –
-3,678
Closed -$97K –
MDVN
7180
CALL
DELISTED
MEDIVATION, INC.
MDVN
– –
-891
Closed -$401K –
PLCM
7181
CALL
DELISTED
POLYCOM INC
PLCM
– –
-32
Closed -$6K –
PLCM
7182
PUT
DELISTED
POLYCOM INC
PLCM
– –
-41
Closed -$1K –
DSKY
7183
CALL
DELISTED
IDREAMSKY TECHNOLOGY LTD ADS REPTSG SHS CL A
DSKY
– –
-359
Closed -$20K –
DSKY
7184
DELISTED
IDREAMSKY TECHNOLOGY LTD ADS REPTSG SHS CL A
DSKY
– –
-6,720
Closed -$91K –
DSKY
7185
PUT
DELISTED
IDREAMSKY TECHNOLOGY LTD ADS REPTSG SHS CL A
DSKY
– –
-691
Closed -$8K –
DRII
7186
CALL
DELISTED
DIAMOND RESORTS INTL, INC
DRII
– –
-919
Closed -$261K –
DRII
7187
DELISTED
DIAMOND RESORTS INTL, INC
DRII
– –
-62,834
Closed -$1.88M –
DRII
7188
PUT
DELISTED
DIAMOND RESORTS INTL, INC
DRII
– –
-1,625
Closed -$27K –
AMTG
7189
CALL
DELISTED
APOLLO RESIDENTIAL MTG INC COM STK
AMTG
– –
-30
Closed -$2K –
QLIK
7190
CALL
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
– –
-397
Closed -$21K –
QLIK
7191
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
– –
-48,459
Closed -$1.43M –
QLIK
7192
PUT
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
– –
-957
Closed -$89K –
KKD
7193
CALL
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
– –
-720
Closed -$3K –
KKD
7194
PUT
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
– –
-637
Closed -$6K –
QIHU
7195
CALL
DELISTED
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
– –
-4,281
Closed -$184K –
QIHU
7196
DELISTED
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
– –
-419,681
Closed -$30.7M –
QIHU
7197
PUT
DELISTED
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
– –
-6,357
Closed -$1.65M –
DWRE
7198
CALL
DELISTED
DEMANDWARE INC COM STK (DE)
DWRE
– –
-944
Closed -$24K –
DWRE
7199
PUT
DELISTED
DEMANDWARE INC COM STK (DE)
DWRE
– –
-1,047
Closed -$11K –
MY
7200
PUT
DELISTED
CHINA MING YANG WIND PWR GRP LTD ADS RSPTG 1 ORD SHS (CHINA)
MY
– –
-143
Closed -$1K –

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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.