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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
+5.12%
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
$1.5B
AUM Growth
+$242M
Cap. Flow
+$147M
Cap. Flow %
9.83%
Top 10 Hldgs %
18.61%
Holding
7,153
New
1,584
Increased
2,321
Reduced
1,708
Closed
1,363
Avg Time Held Equity + Options
0.7 years
Top 10 Avg Time Held Equity + Options
0.3 years
Top 20 Avg Time Held Equity + Options
0.3 years
Avg Time Held Equity only
0.3 years
Top 10 Avg Time Held Equity only
0.1 years
Top 20 Avg Time Held Equity only
0.1 years

Sector Composition

Rank Sector Weight
1 Miscellaneous 57.59%
2 Healthcare 6.94%
3 Technology 6.79%
4 Communication Services 6.76%
5 Consumer Discretionary 4.8%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake
Capital Flow Held Since
CPHD
4351
CALL
DELISTED
Cepheid Inc
CPHD
$5K ﹤0.01%
13
-24
-65% -$726
2015 Q2
4 quarters
AXLL
4352
CALL
DELISTED
AXIALL CORP COM STK (DE)
AXLL
$5K ﹤0.01%
293
+264
+910% +$6.7K
2014 Q4
6 quarters
NKA
4353
PUT
DELISTED
NISKA GAS STORAGE PARTNERS LLC UNIT LTD LIABILITY CO INTS
NKA
$5K ﹤0.01%
65
– –
2016 Q1
1 quarter
TE icon
4354
CALL
DELISTED
TECO ENERGY INC
TE
$5K ﹤0.01%
+11
New +$304
2016 Q2
0 quarters
CVC
4355
PUT
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
$5K ﹤0.01%
2,074
+1,433
+224% +$48.8K
2015 Q3
3 quarters
RAS
4356
DELISTED
RAIT Financial Trust
RAS
$5K ﹤0.01%
+1,904
New +$5.82K
2016 Q2
0 quarters
CAVM
4357
CALL
DELISTED
Cavium, Inc.
CAVM
$5K ﹤0.01%
64
-9
-12% -$445
2014 Q4
6 quarters
CAVM
4358
PUT
DELISTED
Cavium, Inc.
CAVM
$5K ﹤0.01%
10
-168
-94% -$8.31K
2014 Q4
6 quarters
BDSI
4359
PUT
DELISTED
BioDelivery Sciences International, Inc.
BDSI
$5K ﹤0.01%
28
-168
-86% -$464
2014 Q4
6 quarters
BBL
4360
CALL
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
$5K ﹤0.01%
48
+40
+500% +$987
2015 Q4
2 quarters
VEDL
4361
PUT
DELISTED
Vedanta Limited American Depostary Shares (Each representing four equity shares)
VEDL
$5K ﹤0.01%
+54
New +$339
2016 Q2
0 quarters
ORBC
4362
PUT
DELISTED
ORBCOMM, Inc.
ORBC
$5K ﹤0.01%
+15
New +$145
2016 Q2
0 quarters
BAS
4363
PUT
DELISTED
Basis Energy Services, Inc.
BAS
– –
0
– –
2014 Q4
6 quarters
REN
4364
CALL
DELISTED
Resolute Energy Corporaton
REN
$5K ﹤0.01%
+400
New +$1.22K
2016 Q2
0 quarters
SGY
4365
PUT
DELISTED
Stone Energy
SGY
$5K ﹤0.01%
6
+3
+100% +$120
2016 Q1
1 quarter
MNR icon
4366
CALL
DELISTED
Monmouth Real Estate Investment Corp
MNR
$5K ﹤0.01%
57
+17
+43% +$205
2016 Q1
1 quarter
CZR icon
4367
PUT
DELISTED
Caesars Entertainment Corporation
CZR
$5K ﹤0.01%
55
-81
-60% -$601
2014 Q4
6 quarters
ARP icon
4368
PUT
DELISTED
ATLAS RESOURCE PARTNERS L P COM UIT REPSTG LTD PTNRS
ARP
$5K ﹤0.01%
56
-35
-38% -$18
2014 Q4
6 quarters
KEG
4369
PUT
DELISTED
KEY ENERGY SERVICES INC
KEG
$5K ﹤0.01%
15
+5
+50% +$1.67K
2014 Q4
6 quarters
AB icon
4370
PUT
AllianceBernstein
AB
$3.09B
$4K ﹤0.01%
76
+7
+10% +$163
2015 Q2
4 quarters
ACIC icon
4371
American Coastal Insurance
ACIC
$489M
$4K ﹤0.01%
+292
New +$4.97K
2016 Q2
0 quarters
AGI icon
4372
PUT
Alamos Gold
AGI
$12B
$4K ﹤0.01%
+120
New +$821
2016 Q2
0 quarters
AGNC icon
4373
AGNC Investment
AGNC
$10.4B
$4K ﹤0.01%
206
-4,167
-95% -$78.7K
2016 Q1
1 quarter
AMP icon
4374
PUT
Ameriprise Financial
AMP
$44.6B
$4K ﹤0.01%
14
-30
-68% -$2.9K
2015 Q1
5 quarters
ANIP icon
4375
PUT
ANI Pharmaceuticals
ANIP
$1.62B
$4K ﹤0.01%
54
+8
+17% +$389
2015 Q1
5 quarters

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Simplex Trading's Q2 2016 Portfolio in Review

As of Q2 2016, Simplex Trading held 7,153 positions worth $1.5B, up 19% from $1.25B the previous quarter. Its ten largest holdings account for 19% of the portfolio.

Simplex Trading deployed $147M of net new capital in Q2 2016, opening 1,584 new positions and adding to 2,321 existing holdings. Its largest new stake was Biogen: 56,467 shares worth $13.7M.

By sector, the portfolio is most concentrated in Miscellaneous at 58% of assets, down from 60% a quarter earlier, followed by Healthcare and Technology.

On the sell side, the largest reduction was Broadcom, an estimated $36.7M trimmed.

  • Simplex Trading's largest Q2 2016 buy was Biogen: 56,467 shares worth $13.7M.
  • Simplex Trading added most to LinkedIn Corporation in Q2 2016, an estimated $21.4M increase.
  • Simplex Trading's biggest Q2 2016 reduction was Broadcom, cutting an estimated $36.7M.
  • Simplex Trading fully exited Alphabet (Google) Class C in Q2 2016, selling an estimated $20.1M.
  • Simplex Trading's ten largest holdings make up 19% of its $1.5B portfolio in Q2 2016.
  • Simplex Trading opened 1,584 new positions and closed 1,363 in Q2 2016.
  • Simplex Trading's portfolio value rose 19% quarter-over-quarter to $1.5B.

Based on Simplex Trading's 13F filing for Q2 2016, filed 18 Jul 2016.