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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
VJET
5501
CALL
DELISTED
VOXELJET AG American Depositary Shares (each representing one Ordinary Share)
VJET
$1K ﹤0.01%
+4
New +$108
2016 Q2
0 quarters
TGH
5502
CALL
DELISTED
Textainer Group Holdings limited
TGH
$1K ﹤0.01%
83
+2
+2% +$26
2016 Q1
1 quarter
CORR
5503
PUT
DELISTED
CorEnergy Infrastructure Trust, Inc.
CORR
$1K ﹤0.01%
+34
New +$795
2016 Q2
0 quarters
HT
5504
CALL
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
$1K ﹤0.01%
+21
New +$396
2016 Q2
0 quarters
SCU
5505
CALL
DELISTED
Sculptor Capital Management, Inc. Class A Common Stock
SCU
$1K ﹤0.01%
+4
New +$156
2016 Q2
0 quarters
SVVC
5506
PUT
DELISTED
Firsthand Technology Value Fund, Inc. Common Stock
SVVC
$1K ﹤0.01%
31
+21
+210% +$156
2015 Q4
2 quarters
KFYP
5507
CALL
DELISTED
KraneShares CICC China Leaders 100 Index ETF
KFYP
$1K ﹤0.01%
+20
New +$543
2016 Q2
0 quarters
INFI
5508
CALL
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
$1K ﹤0.01%
213
+56
+36% +$262
2016 Q1
1 quarter
WWE
5509
CALL
DELISTED
World Wrestling Entertainment
WWE
$1K ﹤0.01%
8
-17
-68% -$294
2014 Q4
6 quarters
QUOT
5510
PUT
DELISTED
Quotient Technology Inc
QUOT
$1K ﹤0.01%
10
+6
+150% +$69
2016 Q1
1 quarter
SPPI
5511
CALL
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
$1K ﹤0.01%
47
+18
+62% +$127
2015 Q4
2 quarters
LSI
5512
CALL
DELISTED
Life Storage, Inc.
LSI
$1K ﹤0.01%
+6
New +$436
2016 Q2
0 quarters
ACOR
5513
CALL
DELISTED
Acorda Therapeutics
ACOR
– –
0
– –
2014 Q4
6 quarters
ABB
5514
CALL
DELISTED
ABB Ltd
ABB
$1K ﹤0.01%
104
+21
+25% +$429
2016 Q1
1 quarter
FCRD
5515
PUT
DELISTED
First Eagle Alternative Capital BDC, Inc. Common Stock
FCRD
$1K ﹤0.01%
+10
New +$109
2016 Q2
0 quarters
REED icon
5516
PUT
DELISTED
Reeds, Inc. Common Stock
REED
– –
0
– –
2016 Q2
0 quarters
BNFT
5517
PUT
DELISTED
Benefitfocus, Inc.
BNFT
$1K ﹤0.01%
31
– –
2016 Q1
1 quarter
HIL
5518
PUT
DELISTED
Hill International, Inc. Common Stock
HIL
$1K ﹤0.01%
+36
New +$147
2016 Q2
0 quarters
ECOM
5519
PUT
DELISTED
CHANNELADVISOR CORPORATION
ECOM
$1K ﹤0.01%
+35
New +$449
2016 Q2
0 quarters
CFMS
5520
DELISTED
Conformis, Inc. Common Stock
CFMS
$1K ﹤0.01%
+11
New +$2.59K
2016 Q2
0 quarters
MN icon
5521
CALL
DELISTED
MANNING & NAPIER, INC.
MN
$1K ﹤0.01%
47
+11
+31% +$97
2015 Q4
2 quarters
MN icon
5522
PUT
DELISTED
MANNING & NAPIER, INC.
MN
$1K ﹤0.01%
+65
New +$571
2016 Q2
0 quarters
CTT
5523
DELISTED
CATCHMARK TIMBER TRUST, INC.
CTT
$1K ﹤0.01%
+115
New +$1.28K
2016 Q2
0 quarters
MTOR
5524
CALL
DELISTED
MERITOR, Inc.
MTOR
$1K ﹤0.01%
31
+26
+520% +$214
2016 Q1
1 quarter
CDK
5525
PUT
DELISTED
CDK Global, Inc.
CDK
$1K ﹤0.01%
15
-27
-64% -$1.4K
2015 Q3
3 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.