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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
LJPC
5701
CALL
DELISTED
La Jolla Pharmaceutical Company
LJPC
$1K ﹤0.01%
+8
New +$144
2016 Q2
0 quarters
LJPC
5702
PUT
DELISTED
La Jolla Pharmaceutical Company
LJPC
$1K ﹤0.01%
+8
New +$144
2016 Q2
0 quarters
CZR icon
5703
CALL
DELISTED
Caesars Entertainment Corporation
CZR
$1K ﹤0.01%
+20
New +$148
2016 Q2
0 quarters
RESI
5704
CALL
DELISTED
Front Yard Residential Corporation Common Stock
RESI
$1K ﹤0.01%
49
+24
+96% +$254
2015 Q4
2 quarters
RPRX icon
5705
CALL
DELISTED
Repros Therapeutics Inc.
RPRX
$1K ﹤0.01%
+160
New +$307
2016 Q2
0 quarters
RPRX icon
5706
PUT
DELISTED
Repros Therapeutics Inc.
RPRX
$1K ﹤0.01%
34
+21
+162% +$40
2014 Q4
6 quarters
AM icon
5707
PUT
DELISTED
ANTERO MIDSTREAM PARTNERS LP
AM
$1K ﹤0.01%
39
– –
2015 Q4
2 quarters
AA icon
5708
Alcoa
AA
$10.7B
– –
-3,390
Closed -$79.3K –
AAL icon
5709
American Airlines Group
AAL
$8.82B
– –
-52,163
Closed -$1.76M –
AAON icon
5710
CALL
Aaon
AAON
$6.5B
– –
-30
Closed -$1K –
ABBV icon
5711
AbbVie
ABBV
$520B
– –
-9,340
Closed -$569K –
ABEO icon
5712
Abeona Therapeutics
ABEO
$141M
– –
-8
Closed -$547 –
ABEV icon
5713
Ambev
ABEV
$42.1B
– –
-2,364
Closed -$12.7K –
ABG icon
5714
Asbury Automotive
ABG
$3.58B
– –
-537
Closed -$30.1K –
ABG icon
5715
PUT
Asbury Automotive
ABG
$3.58B
– –
-23
Closed -$1K –
ABR icon
5716
Arbor Realty Trust
ABR
$239M
– –
-538
Closed -$3.68K –
ACGL icon
5717
CALL
Arch Capital
ACGL
$35.6B
– –
-114
Closed -$3K –
QUIT icon
5718
Achieve Life Sciences
QUIT
$692M
– –
-4
Closed -$6K –
QUIT icon
5719
PUT
Achieve Life Sciences
QUIT
$692M
– –
0
– -$25K
2015 Q4
2 quarters
ACIW icon
5720
CALL
ACI Worldwide
ACIW
$6.14B
– –
-3
Closed -$5K –
ACLS icon
5721
Axcelis
ACLS
$3.34B
– –
-284
Closed -$3K –
ACTG icon
5722
Acacia Research
ACTG
$406M
– –
-205
Closed -$943 –
ADEA icon
5723
Adeia
ADEA
$1.84B
– –
-1,682
Closed -$13.7K –
ADSK icon
5724
Autodesk
ADSK
$54.2B
– –
-17,905
Closed -$1.04M –
ADTN icon
5725
CALL
Adtran
ADTN
$396M
– –
-44
Closed -$3K –

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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.