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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
MDC icon
5051
CALL
DELISTED
M.D.C. Holdings, Inc.
MDC
$2K ﹤0.01%
90
+3
+3% +$52
2014 Q4
6 quarters
VJET
5052
PUT
DELISTED
VOXELJET AG American Depositary Shares (each representing one Ordinary Share)
VJET
$2K ﹤0.01%
1
– –
2014 Q4
6 quarters
AAIC
5053
PUT
DELISTED
Arlington Asset Investment Corp.
AAIC
$2K ﹤0.01%
40
+8
+25% +$103
2015 Q1
5 quarters
NXGN
5054
PUT
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
$2K ﹤0.01%
+8
New +$108
2016 Q2
0 quarters
NEWR
5055
CALL
DELISTED
New Relic, Inc.
NEWR
$2K ﹤0.01%
+10
New +$274
2016 Q2
0 quarters
SVVC
5056
CALL
DELISTED
Firsthand Technology Value Fund, Inc. Common Stock
SVVC
$2K ﹤0.01%
+72
New +$536
2016 Q2
0 quarters
AMRS
5057
PUT
DELISTED
Amyris Inc.
AMRS
$2K ﹤0.01%
+1
New +$11
2016 Q2
0 quarters
CS
5058
CALL
DELISTED
Credit Suisse Group
CS
$2K ﹤0.01%
718
+622
+648% +$8.48K
2015 Q1
5 quarters
DBS
5059
DELISTED
Invesco DB Silver Fund
DBS
$2K ﹤0.01%
+100
New +$2.68K
2016 Q2
0 quarters
RFP
5060
DELISTED
Resolute Forest Products Inc.
RFP
$2K ﹤0.01%
537
-2,118
-80% -$11.8K
2015 Q4
2 quarters
BNFT
5061
CALL
DELISTED
Benefitfocus, Inc.
BNFT
$2K ﹤0.01%
+34
New +$1.24K
2016 Q2
0 quarters
TEN icon
5062
PUT
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
$2K ﹤0.01%
14
+7
+100% +$359
2015 Q3
3 quarters
ZVO
5063
PUT
DELISTED
Zovio Inc. Common Stock
ZVO
$2K ﹤0.01%
4
– –
2014 Q4
6 quarters
STON
5064
CALL
DELISTED
StoneMor Inc.
STON
$2K ﹤0.01%
+55
New +$1.33K
2016 Q2
0 quarters
AUTO
5065
DELISTED
AutoWeb, Inc. Common Stock
AUTO
$2K ﹤0.01%
193
-456
-70% -$6.95K
2016 Q1
1 quarter
MTOR
5066
PUT
DELISTED
MERITOR, Inc.
MTOR
$2K ﹤0.01%
22
+1
+5% +$8
2015 Q4
2 quarters
WBT
5067
DELISTED
Welbilt, Inc.
WBT
$2K ﹤0.01%
166
-6,834
-98% -$109K
2016 Q1
1 quarter
CNR icon
5068
CALL
DELISTED
Cornerstone Building Brands, Inc.
CNR
$2K ﹤0.01%
24
+14
+140% +$215
2016 Q1
1 quarter
NTUS
5069
CALL
DELISTED
Natus Medical Inc
NTUS
$2K ﹤0.01%
+31
New +$1.04K
2016 Q2
0 quarters
HSTO
5070
PUT
DELISTED
Histogen Inc. Common Stock
HSTO
– –
0
– –
2015 Q3
3 quarters
GSS
5071
PUT
DELISTED
Golden Star Resources Ltd.
GSS
$2K ﹤0.01%
+16
New +$49
2016 Q2
0 quarters
JRJC
5072
DELISTED
China Finance Online Co., Ltd.
JRJC
$2K ﹤0.01%
53
-32
-38% -$1.63K
2015 Q4
2 quarters
MGLN
5073
CALL
DELISTED
Magellan Health Services, Inc.
MGLN
$2K ﹤0.01%
27
+5
+23% +$337
2016 Q1
1 quarter
HRC
5074
PUT
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$2K ﹤0.01%
+5
New +$252
2016 Q2
0 quarters
SQBG
5075
PUT
DELISTED
Sequential Brands Group, Inc.
SQBG
$2K ﹤0.01%
3
– –
2016 Q1
1 quarter

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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.