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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
ONDK
6726
CALL
DELISTED
On Deck Capital, Inc.
ONDK
– –
-66
Closed -$1K –
ONDK
6727
PUT
DELISTED
On Deck Capital, Inc.
ONDK
– –
-22
Closed -$16K –
NBL
6728
DELISTED
Noble Energy, Inc.
NBL
– –
-798
Closed -$28K –
ASFI
6729
DELISTED
Asta Funding Inc
ASFI
– –
-830
Closed -$7K –
CNXM
6730
DELISTED
CNX Midstream Partners LP
CNXM
– –
-1,558
Closed -$23.8K –
CLUB icon
6731
CALL
DELISTED
Town Sports International Holdings, Inc.
CLUB
– –
-151
Closed -$12K –
CLUB icon
6732
DELISTED
Town Sports International Holdings, Inc.
CLUB
– –
-5,883
Closed -$18.6K –
GSB
6733
DELISTED
GlobalSCAPE, Inc.
GSB
– –
-41
Closed -$150 –
ENT
6734
CALL
DELISTED
Global Eagle Entertainment Inc.
ENT
– –
-5
Closed -$3K –
ENT
6735
PUT
DELISTED
Global Eagle Entertainment Inc.
ENT
– –
0
– -$2K
2016 Q1
1 quarter
LM
6736
CALL
DELISTED
Legg Mason, Inc.
LM
– –
-30
Closed -$15K –
PTLA
6737
CALL
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
– –
-57
Closed -$1K –
PTLA
6738
PUT
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
– –
-200
Closed -$330K –
IBKC
6739
DELISTED
IBERIABANK Corp
IBKC
– –
-3,522
Closed -$204K –
PGNX
6740
DELISTED
Progenics Pharmaceuticals Inc
PGNX
– –
-6,018
Closed -$29.1K –
STML
6741
DELISTED
Stemline Therapeutics, Inc.
STML
– –
-9,883
Closed -$46K –
LTM icon
6742
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
– –
-140
Closed – –
LTM icon
6743
PUT
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
– –
-16
Closed -$1K –
CSFL
6744
PUT
DELISTED
CenterState Bank Corporation Common Stock
CSFL
– –
-19
Closed -$1K –
TUES
6745
DELISTED
Tuesday Morning Corp
TUES
– –
-905
Closed -$6.62K –
TIVO
6746
DELISTED
Tivo Inc
TIVO
– –
-319
Closed -$5.36K –
AKRX
6747
DELISTED
Akorn Inc
AKRX
– –
-26,305
Closed -$729K –
UNT
6748
DELISTED
UNIT Corporation
UNT
$0 ﹤0.01%
64
-1,097
-94% -$14.5K
2015 Q4
2 quarters
UNT
6749
PUT
DELISTED
UNIT Corporation
UNT
– –
-34
Closed -$5K –
SSI
6750
CALL
DELISTED
Stage Stores Inc
SSI
– –
-33
Closed -$3K –

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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.