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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
XYL icon
6551
Xylem
XYL
$21.7B
– –
-390
Closed -$16.9K –
ZBH icon
6552
Zimmer Biomet
ZBH
$19.6B
– –
-11,162
Closed -$1.26M –
ZBRA icon
6553
CALL
Zebra Technologies
ZBRA
$15.1B
– –
-88
Closed -$8K –
ZD icon
6554
Ziff Davis
ZD
$1.73B
– –
-2,588
Closed -$144K –
ZTS icon
6555
Zoetis
ZTS
$33.6B
– –
-2,017
Closed -$95.3K –
ZUMZ icon
6556
CALL
Zumiez
ZUMZ
$216M
– –
-63
Closed -$6K –
MTUS icon
6557
CALL
Metallus
MTUS
$699M
– –
-11
Closed -$6K –
CPAY icon
6558
Corpay
CPAY
$29.7B
– –
-18,647
Closed -$2.77M –
TRAW icon
6559
Traws Pharma
TRAW
$4.1M
– –
0
– –
2014 Q4
6 quarters
TRAW icon
6560
PUT
Traws Pharma
TRAW
$4.1M
– –
0
– -$2K
2016 Q1
1 quarter
CNH icon
6561
CNH Industrial
CNH
$19.1B
– –
-1,789
Closed -$11K –
CNH icon
6562
PUT
CNH Industrial
CNH
$19.1B
– –
-11
Closed -$1K –
ONIT icon
6563
CALL
Onity Group
ONIT
$230M
– –
-20
Closed -$1K –
NBIS icon
6564
Nebius Group N.V.
NBIS
$31.7B
– –
-7,774
Closed -$151K –
TVRD icon
6565
Tvardi Therapeutics
TVRD
$14.7M
– –
-190
Closed -$41.4K –
VIVS icon
6566
VivoSim Labs
VIVS
$1.72M
– –
-87
Closed -$58.4K –
TPC icon
6567
Tutor Perini Cor
TPC
$5.19B
– –
-1,313
Closed -$25.6K –
BECN icon
6568
CALL
DELISTED
Beacon Roofing Supply, Inc.
BECN
– –
-13
Closed -$1K –
CMRX icon
6569
DELISTED
Chimerix, Inc.
CMRX
– –
-38,314
Closed -$189K –
ENZ icon
6570
PUT
DELISTED
Enzo Biochem, Inc.
ENZ
– –
-49
Closed -$11K –
NVRO icon
6571
DELISTED
NEVRO CORP.
NVRO
– –
-3,126
Closed -$212K –
ITCI icon
6572
DELISTED
Intra-Cellular Therapies Inc.
ITCI
– –
-1,867
Closed -$67.1K –
VOXX icon
6573
DELISTED
VOXX International Corporation Class A
VOXX
$0 ﹤0.01%
+49
New +$182
2016 Q2
0 quarters
SUM icon
6574
CALL
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
– –
-25
Closed -$5K –
B icon
6575
CALL
DELISTED
Barnes Group Inc.
B
– –
-24
Closed -$2K –

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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.