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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
INVN icon
5626
CALL
DELISTED
Invensense Inc
INVN
$1K ﹤0.01%
30
-37
-55% -$256
2014 Q4
6 quarters
SBY
5627
CALL
DELISTED
Silver Bay Realty Trust Corp.
SBY
$1K ﹤0.01%
28
– –
2016 Q1
1 quarter
ISLE
5628
PUT
DELISTED
Isle of Capri Casinos Inc
ISLE
$1K ﹤0.01%
+41
New +$642
2016 Q2
0 quarters
CHMT
5629
CALL
DELISTED
Chemtura Corporation
CHMT
$1K ﹤0.01%
+6
New +$162
2016 Q2
0 quarters
KZ
5630
PUT
DELISTED
KongZhong Corporation
KZ
$1K ﹤0.01%
4
-59
-94% -$365
2016 Q1
1 quarter
CSC
5631
PUT
DELISTED
Computer Sciences
CSC
$1K ﹤0.01%
+19
New +$768
2016 Q2
0 quarters
ENH
5632
PUT
DELISTED
Endurance Specialty Holdings Ltd
ENH
$1K ﹤0.01%
+9
New +$590
2016 Q2
0 quarters
CYNO
5633
PUT
DELISTED
Cynosure, Inc. Class A
CYNO
$1K ﹤0.01%
+5
New +$238
2016 Q2
0 quarters
ROSG
5634
CALL
DELISTED
Rosetta Genomics Ltd.
ROSG
$1K ﹤0.01%
+5
New +$71
2016 Q2
0 quarters
CNV
5635
DELISTED
CNOVA N.V.
CNV
$1K ﹤0.01%
+381
New +$1.62K
2016 Q2
0 quarters
CNV
5636
PUT
DELISTED
CNOVA N.V.
CNV
$1K ﹤0.01%
8
+5
+167% +$21
2016 Q1
1 quarter
CLNY
5637
CALL
DELISTED
Colony Capital, Inc.
CLNY
$1K ﹤0.01%
41
-17
-29% -$295
2016 Q1
1 quarter
MHGC
5638
CALL
DELISTED
Morgans Hotel Group Co.
MHGC
$1K ﹤0.01%
+699
New +$1.32K
2016 Q2
0 quarters
AEGR
5639
DELISTED
Aegerion Pharmaceuticals
AEGR
$1K ﹤0.01%
805
-5,170
-87% -$11.8K
2015 Q4
2 quarters
QLTI icon
5640
PUT
DELISTED
QLT Inc
QLTI
$1K ﹤0.01%
27
-142
-84% -$218
2016 Q1
1 quarter
FULL
5641
DELISTED
Full Circle Capital Corporation
FULL
$1K ﹤0.01%
+521
New +$1.35K
2016 Q2
0 quarters
DRYS
5642
CALL
DELISTED
DryShips Inc. Common Stock
DRYS
– –
0
– –
2016 Q1
1 quarter
FCS
5643
PUT
DELISTED
FAIRCHILD SEMICONDUCTOR INTL INC COMMON
FCS
$1K ﹤0.01%
82
-8
-9% -$159
2015 Q4
2 quarters
STR icon
5644
PUT
DELISTED
QUESTAR CORP
STR
$1K ﹤0.01%
20
– –
2016 Q1
1 quarter
SQNM
5645
CALL
DELISTED
SEQUENOM INC NEW
SQNM
$1K ﹤0.01%
+157
New +$187
2016 Q2
0 quarters
CSH
5646
PUT
DELISTED
CASH AMERICA INTERNATIONAL INC
CSH
$1K ﹤0.01%
+41
New +$1.58K
2016 Q2
0 quarters
UNTD
5647
CALL
DELISTED
UNITED ONLINE INC COM NEW
UNTD
$1K ﹤0.01%
+10
New +$110
2016 Q2
0 quarters
CPGX
5648
PUT
DELISTED
COLUMBIA PIPELINE GROUP IN COM STK (DE)
CPGX
$1K ﹤0.01%
560
-293
-34% -$7.47K
2015 Q3
3 quarters
AZUR
5649
PUT
DELISTED
AZURE MIDSTREAM PARTNERS LP COM UNT LTD PARTNER INT
AZUR
$1K ﹤0.01%
+6
New +$6
2016 Q2
0 quarters
CRC icon
5650
PUT
DELISTED
California Resources Corporation
CRC
$1K ﹤0.01%
24
+21
+700% +$334
2015 Q2
4 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.