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Simplex Trading

Simplex Trading Portfolio holdings

AUM $184B Turnover 28.45%
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
1,479
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
XNTK icon
126
CALL
State Street SPDR NYSE Technology ETF
XNTK
$1.63B
$2.24M 0.15%
8,723
+2,504
+40% +$144K
2014 Q4
7 quarters
AGN
127
DELISTED
Allergan plc
AGN
$2.23M 0.15%
9,689
-20,055
-67% -$4.9M
2016 Q2
1 quarter
HCA icon
128
HCA Healthcare
HCA
$103B
$2.1M 0.14%
+27,815
New +$2.13M
2016 Q3
0 quarters
ALXN
129
DELISTED
Alexion Pharmaceuticals
ALXN
$2.08M 0.14%
17,019
+922
+6% +$119K
2016 Q2
1 quarter
TWTR
130
PUT
DELISTED
Twitter, Inc.
TWTR
$2.08M 0.14%
9,211
+3,104
+51% +$58.4K
2014 Q4
7 quarters
INCY icon
131
Incyte
INCY
$24.4B
$2.06M 0.14%
+21,890
New +$1.84M
2016 Q3
0 quarters
VOD icon
132
Vodafone
VOD
$36.1B
$2.01M 0.14%
68,842
+15,850
+30% +$483K
2016 Q2
1 quarter
STZ icon
133
Constellation Brands
STZ
$24B
$1.95M 0.13%
11,711
+11,247
+2,424% +$1.85M
2015 Q1
6 quarters
MU icon
134
CALL
Micron Technology
MU
$781B
$1.95M 0.13%
6,453
-2,025
-24% -$30.9K
2014 Q4
7 quarters
WYNN icon
135
PUT
Wynn Resorts
WYNN
$8.56B
$1.94M 0.13%
4,271
+1,524
+55% +$149K
2014 Q4
7 quarters
GM icon
136
General Motors
GM
$73.1B
$1.92M 0.13%
+60,458
New +$1.89M
2016 Q3
0 quarters
SPXL icon
137
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$6.09B
$1.91M 0.13%
78,560
-25,100
-24% -$605K
2015 Q1
6 quarters
TAP icon
138
Molson Coors Class B
TAP
$7.52B
$1.9M 0.13%
17,322
+12,728
+277% +$1.29M
2016 Q1
2 quarters
TRIP icon
139
TripAdvisor
TRIP
$820M
$1.89M 0.13%
29,953
-4,599
-13% -$296K
2015 Q2
5 quarters
CVX icon
140
CALL
Chevron
CVX
$415B
$1.89M 0.13%
3,554
+296
+9% +$30.2K
2014 Q4
7 quarters
HEDJ icon
141
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.75B
$1.88M 0.13%
69,806
-24,072
-26% -$636K
2015 Q2
5 quarters
PXD icon
142
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
$1.87M 0.13%
916
+141
+18% +$24K
2014 Q4
7 quarters
EWA icon
143
CALL
iShares MSCI Australia ETF
EWA
$1.24B
$1.87M 0.13%
6,596
-106
-2% -$2.16K
2014 Q4
7 quarters
ELV icon
144
Elevance Health
ELV
$92B
$1.84M 0.13%
+14,726
New +$1.9M
2016 Q3
0 quarters
RDS.B
145
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
$1.84M 0.12%
+34,735
New +$1.86M
2016 Q3
0 quarters
LULU icon
146
lululemon athletica
LULU
$12.8B
$1.83M 0.12%
29,957
+687
+2% +$50.7K
2015 Q1
6 quarters
FIZZ icon
147
National Beverage
FIZZ
$3.48B
$1.82M 0.12%
82,410
+69,468
+537% +$1.87M
2016 Q2
1 quarter
CVT
148
DELISTED
CVENT, INC.
CVT
$1.81M 0.12%
57,103
-16,063
-22% -$524K
2016 Q1
2 quarters
COTY icon
149
Coty
COTY
$3.57B
$1.8M 0.12%
76,687
+68,812
+874% +$1.82M
2016 Q1
2 quarters
UWC
150
CALL
DELISTED
PROSHARES TR ULTRA RUSSELL3000
UWC
$1.78M 0.12%
1,179
-494
-30% -$747K
2014 Q4
7 quarters
4 5
6
7 8

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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 1,479 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 1,479 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.