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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
SNOW icon
6901
DELISTED
Intrawest Resorts Holdings, Inc.
SNOW
– –
-792
Closed -$7.93K –
CBPO
6902
CALL
DELISTED
China Biologic Products Holdings, Inc.
CBPO
– –
-38
Closed -$14K –
BXE
6903
DELISTED
Bellatrix Exploration Ltd.
BXE
– –
-161
Closed – –
BXE
6904
PUT
DELISTED
Bellatrix Exploration Ltd.
BXE
– –
-1
Closed -$2K –
ALJ
6905
CALL
DELISTED
Alon USA Energy Inc
ALJ
– –
-19
Closed -$1K –
OKS
6906
DELISTED
Oneok Partners LP
OKS
– –
-3,162
Closed -$116K –
CIE
6907
CALL
DELISTED
Cobalt International Energy, Inc
CIE
– –
-20
Closed -$6K –
MJN
6908
DELISTED
Mead Johnson Nutrition Company
MJN
– –
-72,469
Closed -$6.14M –
XCO
6909
DELISTED
Exco Resources
XCO
– –
-357
Closed -$6.2K –
JNS
6910
CALL
DELISTED
Janus Capital Group Inc
JNS
– –
-16
Closed -$1K –
SALE
6911
DELISTED
RetailMeNot, Inc. Series 1
SALE
– –
-723
Closed -$5.51K –
SALE
6912
PUT
DELISTED
RetailMeNot, Inc. Series 1
SALE
– –
-4
Closed -$2K –
STV
6913
DELISTED
China Digital Tv Hldgs Co Ltd
STV
– –
-1
Closed – –
SBY
6914
PUT
DELISTED
Silver Bay Realty Trust Corp.
SBY
– –
-16
Closed -$1K –
HW
6915
CALL
DELISTED
Headwaters Inc
HW
– –
-133
Closed -$21K –
RUSS
6916
DELISTED
Direxion Daily Russia Bear 3x Shares
RUSS
– –
-763
Closed -$74K –
XXIA
6917
DELISTED
Ixia
XXIA
– –
-5,501
Closed -$56.5K –
XXIA
6918
PUT
DELISTED
Ixia
XXIA
– –
-94
Closed -$8K –
MEET
6919
PUT
DELISTED
The Meet Group, Inc. Common Stock
MEET
– –
-30
Closed -$3K –
CEB
6920
DELISTED
CEB Inc.
CEB
– –
-204
Closed -$13K –
MENT
6921
PUT
DELISTED
Mentor Graphics Corp
MENT
– –
-23
Closed -$1K –
PLKI
6922
DELISTED
Popeyes Louisiana Kitchen, Inc.
PLKI
– –
-951
Closed -$51.8K –
PLKI
6923
PUT
DELISTED
Popeyes Louisiana Kitchen, Inc.
PLKI
– –
-47
Closed -$24K –
CYNO
6924
CALL
DELISTED
Cynosure, Inc. Class A
CYNO
– –
-14
Closed -$10K –
TNGO
6925
DELISTED
Tangoe, Inc.
TNGO
– –
-97
Closed – –

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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.