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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
SSI
6751
DELISTED
Stage Stores Inc
SSI
– –
-973
Closed -$6.06K –
TGE icon
6752
CALL
DELISTED
Tallgrass Energy, LP Class A Shares
TGE
– –
-221
Closed -$20K –
JMEI
6753
DELISTED
Jumei International Holding Limited American depositary shares, each representing ten Class A ordina
JMEI
– –
-3,797
Closed -$208K –
UBIO
6754
DELISTED
Proshares UltraPro NASDAQ Biotechnology
UBIO
– –
-97
Closed -$2K –
CHKR
6755
DELISTED
CHESAPEAKE GRANITE WASH TRUST
CHKR
– –
-376
Closed -$936 –
AVEO
6756
DELISTED
AVEO Pharmaceuticals, Inc.
AVEO
– –
-690
Closed -$6K –
AVEO
6757
PUT
DELISTED
AVEO Pharmaceuticals, Inc.
AVEO
– –
-8
Closed -$32K –
DPLO
6758
DELISTED
DIPLOMAT PHARMACY, INC.
DPLO
– –
-6,473
Closed -$203K –
DPLO
6759
PUT
DELISTED
DIPLOMAT PHARMACY, INC.
DPLO
– –
-16
Closed -$6K –
IPHS
6760
DELISTED
Innophos Holdings, Inc.
IPHS
– –
-278
Closed -$10.4K –
PKD
6761
DELISTED
Parker Drilling Company
PKD
$0 ﹤0.01%
29
+24
+480% +$888
2015 Q2
4 quarters
GNMX icon
6762
DELISTED
Aevi Genomic Medicine Inc
GNMX
– –
-1,274
Closed -$6.69K –
LPT
6763
DELISTED
Liberty Property Trust
LPT
– –
-128
Closed -$4.66K –
WCG
6764
PUT
DELISTED
Wellcare Health Plans, Inc.
WCG
– –
-111
Closed -$14K –
MDR
6765
DELISTED
McDermott International
MDR
– –
-752
Closed -$10.2K –
WAIR
6766
CALL
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
– –
-13
Closed -$2K –
FGP
6767
CALL
DELISTED
Ferrellgas Partners, L.P.
FGP
– –
-39
Closed -$2K –
FGP
6768
DELISTED
Ferrellgas Partners, L.P.
FGP
– –
-973
Closed -$18K –
CARB
6769
DELISTED
Carbonite Inc
CARB
$0 ﹤0.01%
+100
New +$877
2016 Q2
0 quarters
CRR
6770
CALL
DELISTED
Carbo Ceramics Inc.
CRR
– –
-6
Closed -$1K –
HOS icon
6771
CALL
DELISTED
Hornbeck Offshore Services, Inc.
HOS
– –
-20
Closed -$2K –
HOS icon
6772
DELISTED
Hornbeck Offshore Services, Inc.
HOS
– –
-977
Closed -$9.29K –
HOS icon
6773
PUT
DELISTED
Hornbeck Offshore Services, Inc.
HOS
– –
-91
Closed -$5K –
ANFI
6774
CALL
DELISTED
AMIRA NATURE FOODS LTD
ANFI
– –
-94
Closed -$29K –
ASNA
6775
DELISTED
Ascena Retail Group, Inc.
ASNA
– –
-1,200
Closed -$194K –

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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.