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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
SFS
6801
PUT
DELISTED
Smart & Final Stores, Inc.
SFS
– –
-20
Closed -$3K –
INSY
6802
CALL
DELISTED
Insys Therapeutics, Inc.
INSY
– –
-358
Closed -$30K –
TVPT
6803
DELISTED
Travelport Worldwide Limited
TVPT
– –
-53
Closed -$712 –
HIFR
6804
DELISTED
InfraREIT, Inc.
HIFR
– –
-44,577
Closed -$756K –
BRS
6805
DELISTED
Bristow Group, Inc.
BRS
– –
-1,239
Closed -$20.9K –
AKAO
6806
DELISTED
Achaogen Inc
AKAO
– –
-185
Closed -$643 –
KONA
6807
PUT
DELISTED
Kona Grill, Inc.
KONA
– –
-18
Closed -$1K –
USG icon
6808
DELISTED
Usg
USG
– –
-10,164
Closed -$277K –
CBK icon
6809
PUT
DELISTED
Christopher & Banks Corporation
CBK
– –
-5
Closed -$2K –
RDC
6810
DELISTED
Rowan Companies Plc
RDC
– –
-5,797
Closed -$100K –
IDTI
6811
DELISTED
Integrated Device Technology I
IDTI
– –
-866
Closed -$18.3K –
CLD
6812
CALL
DELISTED
Cloud Peak Energy Inc
CLD
– –
-32
Closed -$1K –
NTRI
6813
DELISTED
NutriSystem, Inc.
NTRI
– –
-6,560
Closed -$158K –
TLP
6814
DELISTED
Transmontaigne
TLP
– –
-1,873
Closed -$73.9K –
TLP
6815
PUT
DELISTED
Transmontaigne
TLP
– –
-69
Closed -$23K –
ATHN
6816
DELISTED
Athenahealth, Inc.
ATHN
– –
-923
Closed -$122K –
VVC
6817
PUT
DELISTED
Vectren Corporation
VVC
– –
-4
Closed -$1K –
ESIO
6818
DELISTED
Electro Scientific Industries
ESIO
$0 ﹤0.01%
96
-563
-85% -$3.85K
2016 Q1
1 quarter
BOJA
6819
CALL
DELISTED
Bojangles', Inc. Common Stock
BOJA
– –
-82
Closed -$8K –
INTX
6820
DELISTED
Intersections, Inc.
INTX
$0 ﹤0.01%
459
+138
+43% +$329
2016 Q1
1 quarter
HDP
6821
PUT
DELISTED
Hortonworks, Inc.
HDP
– –
-10
Closed -$6K –
RHE
6822
DELISTED
Regional Health Properties, Inc.
RHE
– –
-474
Closed -$13K –
GOV
6823
DELISTED
Government Properties Income Trust
GOV
– –
-1,997
Closed -$39K –
GOV
6824
PUT
DELISTED
Government Properties Income Trust
GOV
– –
-151
Closed -$1K –
ECYT
6825
PUT
DELISTED
Endocyte, Inc. Common Stock
ECYT
– –
-79
Closed -$19K –

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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.