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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
OMEX icon
6276
Odyssey Marine Exploration
OMEX
$23.8M
– –
-1
Closed -$77 –
OMF icon
6277
CALL
OneMain Financial
OMF
$6.27B
– –
-157
Closed -$50K –
ACH icon
6278
Accendra Health
ACH
$9.7M
– –
-997
Closed -$37.5K –
ACH icon
6279
PUT
Accendra Health
ACH
$9.7M
– –
-31
Closed -$5K –
ONTO icon
6280
Onto Innovation
ONTO
$9.6B
– –
-2,374
Closed -$41.9K –
OPCH icon
6281
Option Care Health
OPCH
$4.74B
– –
-217
Closed -$2.22K –
ORI icon
6282
Old Republic International
ORI
$9.6B
– –
-506
Closed -$9.45K –
ORLY icon
6283
O'Reilly Automotive
ORLY
$73.4B
– –
-41,130
Closed -$727K –
ORMP icon
6284
PUT
Oramed Pharmaceuticals
ORMP
$162M
– –
-9
Closed -$1K –
ORN icon
6285
CALL
Orion Group Holdings
ORN
$306M
– –
-244
Closed -$65K –
OSIS icon
6286
CALL
OSI Systems
OSIS
$3.01B
– –
-46
Closed -$4K –
OSUR icon
6287
CALL
OraSure Technologies
OSUR
$251M
– –
-32
Closed -$1K –
OTEX icon
6288
Open Text
OTEX
$6B
– –
-1,338
Closed -$37.9K –
OXY icon
6289
Occidental Petroleum
OXY
$58.3B
– –
-7,764
Closed -$580K –
OZK icon
6290
Bank OZK
OZK
$5.41B
– –
-5,795
Closed -$228K –
PAAS icon
6291
Pan American Silver
PAAS
$15.4B
– –
-17,188
Closed -$246K –
PAGP icon
6292
Plains GP Holdings
PAGP
$5.21B
– –
-244
Closed -$6.29K –
PALI icon
6293
CALL
Palisade Bio
PALI
$194M
– –
0
– -$1K
2014 Q4
6 quarters
PALI icon
6294
Palisade Bio
PALI
$194M
– –
0
– –
2014 Q4
6 quarters
PALI icon
6295
PUT
Palisade Bio
PALI
$194M
– –
0
– -$7K
2015 Q1
5 quarters
PANW icon
6296
Palo Alto Networks
PANW
$260B
– –
-6,978
Closed -$162K –
PAYX icon
6297
PUT
Paychex
PAYX
$41.3B
– –
-136
Closed -$1K –
PBI icon
6298
CALL
Pitney Bowes
PBI
$2.1B
– –
-31
Closed -$6K –
PBPB icon
6299
PUT
DELISTED
Potbelly
PBPB
– –
-5
Closed -$3K –
PCH icon
6300
DELISTED
PotlatchDeltic
PCH
– –
-1,935
Closed -$65.5K –

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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.