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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

Top Buys

Rank Stock Value
1
LNKD
LinkedIn Corporation
LNKD
+$21.4M
2
GLD icon
SPDR Gold Trust
GLD
+$17.3M
3
QIHU
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
+$15M
4
BIIB icon
Biogen
BIIB
+$14.9M
5
V icon
Visa
V
+$14.1M

Top Sells

Rank Stock Value
1
AVGO icon
Broadcom
AVGO
+$36.7M
2
GOOG icon
Alphabet (Google) Class C
GOOG
+$20.1M
3
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$15.8M
4
C icon
Citigroup
C
+$14.7M
5
MDY icon
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
+$13.1M

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
CACC icon
5826
CALL
Credit Acceptance
CACC
$5.12B
– –
-6
Closed -$39K –
CAF icon
5827
Morgan Stanley China A Share Fund
CAF
$216M
– –
-250
Closed -$4K –
CAF icon
5828
PUT
Morgan Stanley China A Share Fund
CAF
$216M
– –
-20
Closed -$1K –
CAKE icon
5829
CALL
Cheesecake Factory
CAKE
$5.44B
– –
-15
Closed -$3K –
CAKE icon
5830
Cheesecake Factory
CAKE
$5.44B
– –
-2,497
Closed -$126K –
CALM icon
5831
Cal-Maine
CALM
$3.1B
– –
-3,588
Closed -$169K –
CASY icon
5832
Casey's General Stores
CASY
$26.3B
– –
-1,373
Closed -$159K –
CBRE icon
5833
PUT
CBRE Group
CBRE
$38.4B
– –
-34
Closed -$1K –
CCK icon
5834
CALL
Crown Holdings
CCK
$13.1B
– –
-53
Closed -$3K –
CDE icon
5835
Coeur Mining
CDE
$14.3B
– –
-25,088
Closed -$197K –
CE icon
5836
Celanese
CE
$5.64B
– –
-2,286
Closed -$159K –
CEVA icon
5837
CEVA Inc
CEVA
$730M
– –
-5,319
Closed -$119K –
CFG icon
5838
CALL
Citizens Financial Group
CFG
$27.4B
– –
-416
Closed -$40K –
CG icon
5839
CALL
Carlyle Group
CG
$14.1B
– –
-150
Closed -$9K –
CGEN icon
5840
CALL
Compugen
CGEN
$199M
– –
-9
Closed -$1K –
CGEN icon
5841
Compugen
CGEN
$199M
$0 ﹤0.01%
41
-148
-78% -$988
2016 Q1
1 quarter
CGNX icon
5842
Cognex
CGNX
$8.42B
– –
-300
Closed -$6.05K –
CHDN icon
5843
CALL
Churchill Downs
CHDN
$6.84B
– –
-12
Closed -$1K –
CHEF icon
5844
CALL
Chefs' Warehouse
CHEF
$4.64B
– –
-7
Closed -$2K –
CHEF icon
5845
Chefs' Warehouse
CHEF
$4.64B
$0 ﹤0.01%
+21
New +$358
2016 Q2
0 quarters
CHEF icon
5846
PUT
Chefs' Warehouse
CHEF
$4.64B
– –
-7
Closed -$1K –
CHH icon
5847
Choice Hotels
CHH
$5.29B
– –
-272
Closed -$13.2K –
CI icon
5848
Cigna
CI
$78.3B
– –
-1,507
Closed -$199K –
CIA icon
5849
Citizens
CIA
$165M
– –
-6,883
Closed -$53.3K –
CIA icon
5850
PUT
Citizens
CIA
$165M
– –
-131
Closed -$9K –
232 233
234
235 236

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California Public Employees Retirement System
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Jennison Associates
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D.E. Shaw & Co
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T. Rowe Price Investment Management
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Schroder Investment Management Group
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National Bank of Canada
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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.