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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
AMRI
5126
PUT
DELISTED
Albany Molecular Research Inc
AMRI
$2K ﹤0.01%
+19
New +$277
2016 Q2
0 quarters
CCP
5127
CALL
DELISTED
Care Capital Properties, Inc.
CCP
$2K ﹤0.01%
+21
New +$550
2016 Q2
0 quarters
CCP
5128
PUT
DELISTED
Care Capital Properties, Inc.
CCP
$2K ﹤0.01%
+46
New +$1.2K
2016 Q2
0 quarters
JIVE icon
5129
PUT
DELISTED
Jive Software, Inc.
JIVE
$2K ﹤0.01%
18
– –
2015 Q3
3 quarters
WINT icon
5130
PUT
DELISTED
Windtree Therapeutics Inc
WINT
$2K ﹤0.01%
11
+1
+10% +$2
2016 Q1
1 quarter
ZLTQ
5131
CALL
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
$2K ﹤0.01%
+35
New +$984
2016 Q2
0 quarters
VASC
5132
CALL
DELISTED
Vascular Solutions Inc
VASC
$2K ﹤0.01%
12
+1
+9% +$37
2016 Q1
1 quarter
IQNT
5133
CALL
DELISTED
Inteliquent, Inc.
IQNT
$2K ﹤0.01%
+57
New +$964
2016 Q2
0 quarters
PPS
5134
CALL
DELISTED
Post Properties
PPS
$2K ﹤0.01%
+10
New +$591
2016 Q2
0 quarters
SAAS
5135
PUT
DELISTED
inContact, Inc.
SAAS
$2K ﹤0.01%
+10
New +$115
2016 Q2
0 quarters
SGI icon
5136
PUT
DELISTED
Silicon Graphics Intl.
SGI
$2K ﹤0.01%
+11
New +$61
2016 Q2
0 quarters
PTX
5137
DELISTED
Pernix Therapeutics Holdings, Inc.
PTX
$2K ﹤0.01%
472
+262
+125% +$1.71K
2016 Q1
1 quarter
SQNM
5138
DELISTED
SEQUENOM INC NEW
SQNM
$2K ﹤0.01%
+3,200
New +$3.82K
2016 Q2
0 quarters
FNFG
5139
PUT
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
$2K ﹤0.01%
54
-25
-32% -$257
2016 Q1
1 quarter
EXAM
5140
CALL
DELISTED
EXAMWORKS GROUP INC COM STK (DE)
EXAM
$2K ﹤0.01%
135
-19
-12% -$648
2016 Q1
1 quarter
UNIS
5141
CALL
DELISTED
Unilife Corporation
UNIS
$2K ﹤0.01%
+27
New +$118
2016 Q2
0 quarters
RVLT
5142
PUT
DELISTED
Revolution Lighting Technologies, Inc. - Class A
RVLT
$2K ﹤0.01%
+62
New +$374
2016 Q2
0 quarters
IO
5143
PUT
DELISTED
ION Geophysical Corporation
IO
$2K ﹤0.01%
+20
New +$150
2016 Q2
0 quarters
PKN
5144
PUT
DELISTED
POWERSHARES GLOBAL NUCLEAR ENERGY PORTFOLIO
PKN
$2K ﹤0.01%
+32
New +$2K
2016 Q2
0 quarters
EEN
5145
CALL
DELISTED
CLAYMORE GUGGENHEIM EW EURO-PACIFIC LDRS ETF
EEN
$2K ﹤0.01%
27
-285
-91% -$21.1K
2015 Q1
5 quarters
PGH
5146
PUT
DELISTED
Pengrowth Energy Corporation
PGH
$2K ﹤0.01%
+431
New +$701
2016 Q2
0 quarters
HYGS
5147
DELISTED
Hydrogenics Corp
HYGS
$2K ﹤0.01%
+303
New +$2.43K
2016 Q2
0 quarters
PDLI
5148
CALL
DELISTED
PDL BioPharma, Inc.
PDLI
$2K ﹤0.01%
230
+161
+233% +$537
2015 Q4
2 quarters
RBS.PRX
5149
CALL
DELISTED
ROYAL BK SCOTLAND GRP"XCAPS"-A
RBS.PRX
$2K ﹤0.01%
304
-171
-36% -$1.12K
2015 Q2
4 quarters
KNL
5150
DELISTED
Knoll, Inc.
KNL
$2K ﹤0.01%
118
-253
-68% -$5.94K
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.