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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
REV
7076
DELISTED
Revlon, Inc.
REV
– –
-4,561
Closed -$154K –
NTP
7077
DELISTED
Nam Tai Property Inc.
NTP
– –
-92
Closed – –
CKH
7078
DELISTED
Seacor Holdings Inc.
CKH
– –
-9,389
Closed -$494K –
CKH
7079
PUT
DELISTED
Seacor Holdings Inc.
CKH
– –
-143
Closed -$42K –
CHU
7080
CALL
DELISTED
China Unicom (HONG KONG) Limited
CHU
– –
-45
Closed -$8K –
TSS
7081
DELISTED
Total System Services, Inc.
TSS
– –
-561
Closed -$29.1K –
CCIH
7082
DELISTED
Chinacache International Holdings Ltd
CCIH
– –
-18,764
Closed -$148K –
CCIH
7083
PUT
DELISTED
Chinacache International Holdings Ltd
CCIH
– –
-535
Closed -$38K –
OSIR
7084
DELISTED
Osiris Therapeutics, Inc. Common Stock
OSIR
– –
-6,725
Closed -$36.2K –
OSIR
7085
PUT
DELISTED
Osiris Therapeutics, Inc. Common Stock
OSIR
– –
-119
Closed -$122K –
VLP
7086
DELISTED
Valero Energy Partners LP
VLP
– –
-506
Closed -$23.3K –
VLP
7087
PUT
DELISTED
Valero Energy Partners LP
VLP
– –
-18
Closed -$3K –
LPNT
7088
DELISTED
LifePoint Health, Inc.
LPNT
– –
-141
Closed -$9.6K –
GLF
7089
DELISTED
GulfMark Offshore, Inc. Common Stock
GLF
– –
-4,274
Closed -$19.5K –
GLF
7090
PUT
DELISTED
GulfMark Offshore, Inc. Common Stock
GLF
– –
-96
Closed -$22K –
JMBA
7091
PUT
DELISTED
Jamba, Inc.
JMBA
– –
-16
Closed -$4K –
SGY
7092
DELISTED
Stone Energy
SGY
– –
-188
Closed -$7.52K –
PGEM
7093
DELISTED
Ply Gem Holdings, Inc.
PGEM
– –
-197
Closed -$2.88K –
REXX
7094
CALL
DELISTED
Rex Energy Corporation
REXX
– –
-4
Closed -$1K –
AFAM
7095
DELISTED
Almost Family Inc
AFAM
– –
-1,376
Closed -$56.7K –
ALDW
7096
DELISTED
Alon USA Partners LP
ALDW
– –
-367
Closed -$3.76K –
NMRX
7097
DELISTED
Numerex Corp
NMRX
$0 ﹤0.01%
+30
New +$220
2016 Q2
0 quarters
SPLS icon
7098
DELISTED
Staples Inc
SPLS
– –
-21,051
Closed -$201K –
FCH
7099
DELISTED
Felcor Lodging Trust
FCH
– –
-2,790
Closed -$19.6K –
SSRI
7100
DELISTED
Silver Standard Resources
SSRI
– –
-2,736
Closed -$25.4K –

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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.