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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
CATM
6701
PUT
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
– –
-55
Closed -$1K –
STAY
6702
CALL
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
– –
-13
Closed -$2K –
CLGX
6703
CALL
DELISTED
Corelogic, Inc.
CLGX
– –
-170
Closed -$5K –
CLGX
6704
PUT
DELISTED
Corelogic, Inc.
CLGX
– –
-10
Closed -$2K –
CMD
6705
DELISTED
Cantel Medical Corporation
CMD
– –
-514
Closed -$36K –
GLUU
6706
CALL
DELISTED
Glu Mobile Inc.
GLUU
– –
-118
Closed -$1K –
GNMK
6707
PUT
DELISTED
GenMark Diagnostics, Inc
GNMK
– –
-17
Closed -$4K –
FPRX
6708
CALL
DELISTED
Five Prime Therapeutics, Inc.
FPRX
– –
-24
Closed -$16K –
MIK
6709
DELISTED
Michaels Stores, Inc
MIK
– –
-476
Closed -$13.4K –
MIK
6710
PUT
DELISTED
Michaels Stores, Inc
MIK
– –
-30
Closed -$2K –
GEN icon
6711
DELISTED
Genesis Healthcare, Inc.
GEN
$0 ﹤0.01%
+303
New +$618
2016 Q2
0 quarters
ANH
6712
PUT
DELISTED
Anworth Mortgage Asset Corporation
ANH
– –
-30
Closed -$1K –
CZZ
6713
PUT
DELISTED
Cosan Limited
CZZ
– –
-33
Closed -$2K –
TCP
6714
PUT
DELISTED
TC Pipelines LP
TCP
– –
-10
Closed -$2K –
EV icon
6715
CALL
DELISTED
Eaton Vance Corp.
EV
– –
-19
Closed -$6K –
EIGI
6716
CALL
DELISTED
Endurance International Group Holdings, Inc.
EIGI
– –
-23
Closed -$10K –
CLCT
6717
DELISTED
Collectors Universe
CLCT
$0 ﹤0.01%
14
– –
2016 Q1
1 quarter
FRAN
6718
CALL
DELISTED
Francesca's Holdings Corporation
FRAN
– –
-2
Closed -$2K –
FRAN
6719
DELISTED
Francesca's Holdings Corporation
FRAN
– –
-196
Closed -$32.6K –
FRAN
6720
PUT
DELISTED
Francesca's Holdings Corporation
FRAN
– –
-3
Closed -$1K –
WMGI
6721
DELISTED
Wright Medical Group Inc
WMGI
$0 ﹤0.01%
+2
New +$37
2016 Q2
0 quarters
APEX
6722
DELISTED
Apex Global Brands Inc. Common Stock
APEX
– –
-11
Closed -$4.84K –
CBL icon
6723
CALL
DELISTED
CBL& Associates Properties, Inc.
CBL
– –
-206
Closed -$7K –
TRQ
6724
DELISTED
Turquoise Hill Resources Ltd
TRQ
– –
-634
Closed -$18.4K –
RST
6725
PUT
DELISTED
ROSETTA STONE INC
RST
– –
-83
Closed -$8K –

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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.