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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
CNSL icon
6576
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
– –
-1,902
Closed -$47.2K –
AGR icon
6577
CALL
DELISTED
Avangrid, Inc.
AGR
– –
-200
Closed -$26K –
AUMN icon
6578
DELISTED
Golden Minerals Company
AUMN
$0 ﹤0.01%
61
– –
2016 Q1
1 quarter
LUMO icon
6579
DELISTED
Lumos Pharma, Inc. Common Stock
LUMO
– –
-2,510
Closed -$311K –
TCS icon
6580
CALL
DELISTED
THE CONTAINER STORE GROUP, INC.
TCS
– –
-4
Closed -$7K –
SEEL icon
6581
DELISTED
Seelos Therapeutics, Inc. Common Stock
SEEL
– –
0
– –
2014 Q4
6 quarters
VGR icon
6582
DELISTED
Vector Group Ltd.
VGR
– –
-2,809
Closed -$35.3K –
EGRX icon
6583
DELISTED
Eagle Pharmaceuticals, Inc.
EGRX
– –
-2,351
Closed -$97.9K –
PRFT icon
6584
DELISTED
Perficient Inc
PRFT
– –
-1,224
Closed -$25.4K –
TUP icon
6585
CALL
DELISTED
Tupperware Brands Corporation
TUP
– –
-8
Closed -$2K –
TUP icon
6586
DELISTED
Tupperware Brands Corporation
TUP
– –
-12,421
Closed -$709K –
EGIO icon
6587
PUT
DELISTED
Edgio, Inc. Common Stock
EGIO
– –
-2
Closed -$6K –
BIG icon
6588
DELISTED
Big Lots, Inc.
BIG
– –
-7,123
Closed -$338K –
LL icon
6589
DELISTED
LL Flooring Holdings, Inc.
LL
– –
-2,917
Closed -$40.4K –
TWOU icon
6590
DELISTED
2U Inc
TWOU
– –
-13
Closed -$10.6K –
CONN icon
6591
CALL
DELISTED
Conn's Inc.
CONN
– –
-226
Closed -$5K –
WRK icon
6592
DELISTED
WestRock Company
WRK
– –
-6,884
Closed -$258K –
SIX icon
6593
DELISTED
Six Flags Entertainment Corp.
SIX
– –
-2,285
Closed -$133K –
ERF icon
6594
PUT
DELISTED
Enerplus Corporation
ERF
– –
-35
Closed -$1K –
CAMP icon
6595
DELISTED
CalAmp Corp.
CAMP
– –
-246
Closed -$86.5K –
CMLS icon
6596
DELISTED
Cumulus Media Inc. Class A Common Stock
CMLS
– –
-63
Closed – –
CMLS icon
6597
PUT
DELISTED
Cumulus Media Inc. Class A Common Stock
CMLS
– –
-1
Closed -$1K –
DOOR icon
6598
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
– –
-548
Closed -$37.6K –
GENE
6599
DELISTED
Genetic Technologies Ltd.
GENE
– –
-1
Closed – –
TAST icon
6600
DELISTED
Carrols Restaurant Group, Inc.
TAST
– –
-707
Closed -$9.28K –

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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.