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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
ENLK
5101
PUT
DELISTED
EnLink Midstream Partners, LP
ENLK
$2K ﹤0.01%
70
+42
+150% +$613
2016 Q1
1 quarter
IMPV
5102
CALL
DELISTED
Imperva, Inc.
IMPV
$2K ﹤0.01%
+24
New +$1.01K
2016 Q2
0 quarters
LKM
5103
CALL
DELISTED
Link Motion Inc.
LKM
$2K ﹤0.01%
168
-525
-76% -$2.32K
2015 Q2
4 quarters
LHO
5104
CALL
DELISTED
LaSalle Hotel Properties
LHO
$2K ﹤0.01%
+128
New +$3.03K
2016 Q2
0 quarters
LHO
5105
PUT
DELISTED
LaSalle Hotel Properties
LHO
$2K ﹤0.01%
+43
New +$1.02K
2016 Q2
0 quarters
EGN
5106
PUT
DELISTED
Energen
EGN
$2K ﹤0.01%
22
-158
-88% -$6.88K
2014 Q4
6 quarters
COL
5107
PUT
DELISTED
Rockwell Collins
COL
$2K ﹤0.01%
5
-5
-50% -$446
2016 Q1
1 quarter
KLXI
5108
CALL
DELISTED
KLX Inc.
KLXI
$2K ﹤0.01%
+14
New +$385
2016 Q2
0 quarters
SYNT
5109
CALL
DELISTED
Syntel Inc
SYNT
$2K ﹤0.01%
38
-16
-30% -$722
2016 Q1
1 quarter
NDRO
5110
DELISTED
Enduro Royalty Trust
NDRO
$2K ﹤0.01%
682
+205
+43% +$715
2015 Q4
2 quarters
NDRO
5111
PUT
DELISTED
Enduro Royalty Trust
NDRO
$2K ﹤0.01%
+110
New +$384
2016 Q2
0 quarters
GST
5112
CALL
DELISTED
Gastar Exploration Inc.
GST
$2K ﹤0.01%
128
+75
+142% +$88
2016 Q1
1 quarter
NSM
5113
CALL
DELISTED
Nationstar Mortgage Holdings
NSM
$2K ﹤0.01%
+41
New +$476
2016 Q2
0 quarters
ANTH
5114
CALL
DELISTED
Anthera Pharmaceuticals, Inc.
ANTH
$2K ﹤0.01%
+8
New +$226
2016 Q2
0 quarters
MSCC
5115
CALL
DELISTED
Microsemi Corp
MSCC
$2K ﹤0.01%
23
+9
+64% +$308
2016 Q1
1 quarter
APLP
5116
CALL
DELISTED
Archrock Partners, L.P. Common Units representing Limited Partner Interests
APLP
$2K ﹤0.01%
+20
New +$257
2016 Q2
0 quarters
APLP
5117
PUT
DELISTED
Archrock Partners, L.P. Common Units representing Limited Partner Interests
APLP
$2K ﹤0.01%
102
+88
+629% +$1.13K
2015 Q4
2 quarters
JJC
5118
CALL
DELISTED
iPath Bloomberg Copper Subindex Total Return ETN due October 22, 2037
JJC
$2K ﹤0.01%
+12
New +$293
2016 Q2
0 quarters
SNI
5119
CALL
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
$2K ﹤0.01%
12
-10
-45% -$639
2015 Q4
2 quarters
SNI
5120
PUT
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
$2K ﹤0.01%
22
-124
-85% -$7.92K
2016 Q1
1 quarter
BV icon
5121
PUT
DELISTED
Bazaarvoice, Inc.
BV
$2K ﹤0.01%
+46
New +$161
2016 Q2
0 quarters
OME
5122
PUT
DELISTED
Omega Protein
OME
$2K ﹤0.01%
22
+10
+83% +$187
2015 Q4
2 quarters
AF
5123
CALL
DELISTED
Astoria Financial Corporation
AF
$2K ﹤0.01%
+113
New +$1.73K
2016 Q2
0 quarters
DFT
5124
CALL
DELISTED
DuPont Fabros Technology Inc.
DFT
$2K ﹤0.01%
+9
New +$387
2016 Q2
0 quarters
MACK icon
5125
CALL
DELISTED
Merrimack Pharmaceuticals, Inc.
MACK
$2K ﹤0.01%
35
+2
+6% +$109
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.