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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
DBVT icon
5901
CALL
DBV Technologies S.A. American Depositary Shares
DBVT
$718M
– –
-1
Closed -$1K –
DCI icon
5902
Donaldson
DCI
$10.1B
– –
-2,229
Closed -$71K –
DCO icon
5903
CALL
Ducommun
DCO
$2.15B
– –
-11
Closed -$2K –
DECK icon
5904
Deckers Outdoor
DECK
$11.3B
– –
-14,484
Closed -$134K –
DFS icon
5905
DELISTED
Discover Financial Services
DFS
– –
-1,397
Closed -$76K –
DGX icon
5906
PUT
Quest Diagnostics
DGX
$28.6B
– –
-21
Closed -$1K –
DHC icon
5907
Diversified Healthcare Trust
DHC
$1.77B
– –
-17,297
Closed -$322K –
DHX icon
5908
CALL
DHI Group
DHX
$190M
– –
-65
Closed -$3K –
DIN icon
5909
Dine Brands
DIN
$447M
– –
-889
Closed -$76.3K –
DIN icon
5910
PUT
Dine Brands
DIN
$447M
– –
-63
Closed -$3K –
DIOD icon
5911
CALL
Diodes
DIOD
$4.22B
– –
-27
Closed -$1K –
DMLP icon
5912
PUT
Dorchester Minerals
DMLP
$1.43B
– –
-8
Closed -$2K –
DNN icon
5913
Denison Mines
DNN
$1.89B
– –
-5,600
Closed -$3.1K –
DOX icon
5914
CALL
Amdocs
DOX
$4.61B
– –
-54
Closed -$2K –
DQ icon
5915
Daqo New Energy
DQ
$773M
– –
-740
Closed -$3.45K –
DQ icon
5916
PUT
Daqo New Energy
DQ
$773M
– –
-50
Closed -$1K –
DRH icon
5917
Diamondrock Hospitality Co
DRH
$2.94B
$0 ﹤0.01%
+43
New +$396
2016 Q2
0 quarters
DRI icon
5918
Darden Restaurants
DRI
$25.8B
– –
-12,873
Closed -$842K –
DRRX icon
5919
DELISTED
DURECT Corp
DRRX
$0 ﹤0.01%
+9
New +$116
2016 Q2
0 quarters
DUST icon
5920
Direxion Daily Gold Miners Index Bear 2X ETF
DUST
$59.7M
– –
0
– -$25K
2015 Q2
4 quarters
DXD icon
5921
ProShares UltraShort Dow 30
DXD
$38.9M
– –
-334
Closed -$126K –
DY icon
5922
Dycom Industries
DY
$6.79B
– –
-5,718
Closed -$432K –
EBS icon
5923
CALL
Emergent Biosolutions
EBS
$303M
– –
-10
Closed -$4K –
EC icon
5924
Ecopetrol
EC
$31.5B
– –
-3,535
Closed -$32.9K –
ECL icon
5925
Ecolab
ECL
$85.4B
– –
-6,533
Closed -$762K –

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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.