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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
VWTR
5526
CALL
DELISTED
Vidler Water Resouces, Inc. Common Stock
VWTR
$1K ﹤0.01%
+82
New +$787
2016 Q2
0 quarters
ZNGA
5527
CALL
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$1K ﹤0.01%
81
-59
-42% -$147
2015 Q4
2 quarters
ZNGA
5528
PUT
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$1K ﹤0.01%
+54
New +$135
2016 Q2
0 quarters
SRGA
5529
DELISTED
Surgalign Holdings, Inc. Common Stock
SRGA
$1K ﹤0.01%
+10
New +$1.17K
2016 Q2
0 quarters
XENT
5530
PUT
DELISTED
Intersect ENT, Inc
XENT
$1K ﹤0.01%
+2
New +$31
2016 Q2
0 quarters
HMHC
5531
CALL
DELISTED
Houghton Mifflin Harcourt Company
HMHC
$1K ﹤0.01%
+20
New +$363
2016 Q2
0 quarters
HMHC
5532
PUT
DELISTED
Houghton Mifflin Harcourt Company
HMHC
$1K ﹤0.01%
+5
New +$91
2016 Q2
0 quarters
PBCT
5533
CALL
DELISTED
People's United Financial Inc
PBCT
$1K ﹤0.01%
131
+92
+236% +$1.43K
2015 Q4
2 quarters
CONE
5534
PUT
DELISTED
CyrusOne Inc Common Stock
CONE
$1K ﹤0.01%
+50
New +$2.41K
2016 Q2
0 quarters
NUAN
5535
CALL
DELISTED
Nuance Communications, Inc.
NUAN
$1K ﹤0.01%
172
-79
-31% -$1.17K
2015 Q2
4 quarters
CSLT
5536
PUT
DELISTED
CASTLIGHT HEALTH, INC.
CSLT
$1K ﹤0.01%
101
+89
+742% +$349
2016 Q1
1 quarter
GTS
5537
DELISTED
Triple-S Management Corporation
GTS
$1K ﹤0.01%
+45
New +$1.05K
2016 Q2
0 quarters
GSS
5538
DELISTED
Golden Star Resources Ltd.
GSS
$1K ﹤0.01%
+500
New +$1.53K
2016 Q2
0 quarters
TGP
5539
CALL
DELISTED
Teekay LNG Partners L.P.
TGP
$1K ﹤0.01%
30
-59
-66% -$770
2016 Q1
1 quarter
RAVN
5540
DELISTED
Raven Industries Inc
RAVN
$1K ﹤0.01%
+57
New +$997
2016 Q2
0 quarters
INOV icon
5541
PUT
DELISTED
Inovalon Holdings, Inc. Class A Common Stock
INOV
$1K ﹤0.01%
2
– –
2016 Q1
1 quarter
TLGT
5542
CALL
DELISTED
Teligent, Inc
TLGT
$1K ﹤0.01%
+6
New +$349
2016 Q2
0 quarters
CORE
5543
PUT
DELISTED
Core Mark Holding Co., Inc.
CORE
$1K ﹤0.01%
28
-136
-83% -$5.76K
2015 Q2
4 quarters
GLOG
5544
PUT
DELISTED
GASLOG LTD
GLOG
$1K ﹤0.01%
39
-191
-83% -$2.31K
2016 Q1
1 quarter
CTB
5545
CALL
DELISTED
Cooper Tire & Rubber Co.
CTB
$1K ﹤0.01%
83
-42
-34% -$1.39K
2014 Q4
6 quarters
FLIR
5546
CALL
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$1K ﹤0.01%
38
-171
-82% -$5.34K
2015 Q2
4 quarters
FLIR
5547
PUT
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$1K ﹤0.01%
+41
New +$1.28K
2016 Q2
0 quarters
RNET
5548
CALL
DELISTED
RigNet, Inc.
RNET
$1K ﹤0.01%
+19
New +$255
2016 Q2
0 quarters
WDR
5549
PUT
DELISTED
Waddell & Reed Financial, Inc.
WDR
$1K ﹤0.01%
7
-57
-89% -$1.16K
2015 Q4
2 quarters
GLUU
5550
PUT
DELISTED
Glu Mobile Inc.
GLUU
$1K ﹤0.01%
33
-433
-93% -$1.09K
2014 Q4
6 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.