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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
ATSG icon
4726
PUT
DELISTED
Air Transport Services Group
ATSG
$3K ﹤0.01%
+179
New +$2.44K
2016 Q2
0 quarters
SUM icon
4727
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
$3K ﹤0.01%
+169
New +$3.38K
2016 Q2
0 quarters
BCOV icon
4728
CALL
DELISTED
Brightcove, Inc.
BCOV
$3K ﹤0.01%
+39
New +$262
2016 Q2
0 quarters
B icon
4729
PUT
DELISTED
Barnes Group Inc.
B
$3K ﹤0.01%
+10
New +$340
2016 Q2
0 quarters
AUMN icon
4730
PUT
DELISTED
Golden Minerals Company
AUMN
$3K ﹤0.01%
1
– –
2016 Q1
1 quarter
PRMW icon
4731
CALL
DELISTED
Primo Water Corporation
PRMW
$3K ﹤0.01%
+97
New +$1.4K
2016 Q2
0 quarters
CHUY icon
4732
PUT
DELISTED
Chuy's Holdings, Inc. Common Stock
CHUY
$3K ﹤0.01%
50
-14
-22% -$455
2015 Q3
3 quarters
WRK icon
4733
PUT
DELISTED
WestRock Company
WRK
$3K ﹤0.01%
130
-275
-68% -$10.3K
2015 Q3
3 quarters
WIRE icon
4734
CALL
DELISTED
Encore Wire Corp
WIRE
$3K ﹤0.01%
34
-5
-13% -$192
2016 Q1
1 quarter
SIX icon
4735
PUT
DELISTED
Six Flags Entertainment Corp.
SIX
$3K ﹤0.01%
52
+2
+4% +$116
2016 Q1
1 quarter
DOOR icon
4736
CALL
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
$3K ﹤0.01%
2
– –
2015 Q2
4 quarters
SP icon
4737
DELISTED
SP Plus Corporation
SP
$3K ﹤0.01%
+141
New +$3.17K
2016 Q2
0 quarters
NBSE icon
4738
CALL
DELISTED
NeuBase Therapeutics, Inc. Common Stock
NBSE
– –
0
– –
2016 Q2
0 quarters
MTBL
4739
PUT
DELISTED
Moatable, Inc. American Depositary Share (each representing forty-five (45) Class A Ordinary Shares)
MTBL
$3K ﹤0.01%
+13
New +$51
2016 Q2
0 quarters
PCTI
4740
CALL
DELISTED
PCTEL, Inc. Common Stock
PCTI
$3K ﹤0.01%
+17
New +$78
2016 Q2
0 quarters
PRTK
4741
CALL
DELISTED
Paratek Pharmaceuticals, Inc.
PRTK
$3K ﹤0.01%
+20
New +$294
2016 Q2
0 quarters
NUVA
4742
PUT
DELISTED
NuVasive, Inc.
NUVA
$3K ﹤0.01%
+30
New +$1.62K
2016 Q2
0 quarters
MGI
4743
CALL
DELISTED
MoneyGram International, Inc. New
MGI
$3K ﹤0.01%
100
– –
2016 Q1
1 quarter
SIOX
4744
CALL
DELISTED
Sio Gene Therapies Inc. Common Stock
SIOX
$3K ﹤0.01%
16
– –
2015 Q3
3 quarters
ZNH
4745
DELISTED
China Southern Airlines Company Limited
ZNH
$3K ﹤0.01%
135
-2,084
-94% -$64.1K
2015 Q2
4 quarters
PBFX
4746
PUT
DELISTED
PBF LOGISTICS LP
PBFX
$3K ﹤0.01%
154
+23
+18% +$481
2015 Q3
3 quarters
ZEN
4747
CALL
DELISTED
ZENDESK INC
ZEN
$3K ﹤0.01%
+25
New +$604
2016 Q2
0 quarters
CCXI icon
4748
DELISTED
ChemoCentryx, Inc.
CCXI
$3K ﹤0.01%
+701
New +$2.63K
2016 Q2
0 quarters
NTUS
4749
PUT
DELISTED
Natus Medical Inc
NTUS
$3K ﹤0.01%
69
+12
+21% +$402
2016 Q1
1 quarter
CDK
4750
CALL
DELISTED
CDK Global, Inc.
CDK
$3K ﹤0.01%
10
-15
-60% -$775
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.