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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
+4.52%
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
$2.3B
AUM Growth
-$8.99M
Cap. Flow
-$118M
Cap. Flow %
-5.15%
Top 10 Hldgs %
22.88%
Holding
7,527
New
1,408
Increased
2,202
Reduced
2,319
Closed
1,474
Avg Time Held Equity + Options
1 year
Top 10 Avg Time Held Equity + Options
0.4 years
Top 20 Avg Time Held Equity + Options
0.5 years
Avg Time Held Equity only
0.4 years
Top 10 Avg Time Held Equity only
0.4 years
Top 20 Avg Time Held Equity only
0.3 years

Top Buys

Rank Stock Value
1
AMZN icon
Amazon
AMZN
+$83.1M
2
GOOGL icon
Alphabet (Google) Class A
GOOGL
+$37.2M
3
AMGN icon
Amgen
AMGN
+$30.5M
4
MU icon
Micron Technology
MU
+$28.8M
5
QCOM icon
Qualcomm
QCOM
+$18.2M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$29.5M
2
GS icon
Goldman Sachs
GS
+$27.8M
3
GILD icon
Gilead Sciences
GILD
+$27.6M
4
BKNG icon
Booking.com
BKNG
+$25.4M
5
T icon
AT&T
T
+$19.6M

Sector Composition

Rank Sector Weight
1 Miscellaneous 39.87%
2 Technology 13.76%
3 Communication Services 11.79%
4 Consumer Discretionary 10.02%
5 Healthcare 7.62%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake
Capital Flow Held Since
GHL
6976
CALL
DELISTED
Greenhill & Co., Inc.
GHL
– –
-26
Closed -$2K –
VMW
6977
DELISTED
VMware, Inc
VMW
– –
-3,867
Closed -$357K –
SCU
6978
CALL
DELISTED
Sculptor Capital Management, Inc. Class A Common Stock
SCU
– –
-8
Closed -$2K –
NXGN
6979
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
– –
-25,299
Closed -$384K –
NXGN
6980
PUT
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
– –
-206
Closed -$16K –
NEWR
6981
DELISTED
New Relic, Inc.
NEWR
– –
-4,029
Closed -$168K –
AVID
6982
PUT
DELISTED
Avid Technology Inc
AVID
– –
-25
Closed -$1K –
FRGI
6983
PUT
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
– –
-2,141
Closed -$24K –
LTRPA
6984
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
– –
-117
Closed -$1K –
NATI
6985
DELISTED
National Instruments Corp
NATI
– –
-17,227
Closed -$560K –
TRTN
6986
DELISTED
Triton International Limited
TRTN
– –
-8,095
Closed -$239K –
SYNH
6987
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
– –
-18,193
Closed -$945K –
INFI
6988
CALL
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
– –
-236
Closed -$4K –
INFI
6989
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
$0 ﹤0.01%
+6
New +$12
2017 Q2
0 quarters
FRBK
6990
CALL
DELISTED
Republic First Bancorp Inc
FRBK
– –
-2
Closed -$1K –
ACGN
6991
DELISTED
Aceragen Inc
ACGN
– –
0
– –
2017 Q2
0 quarters
AMRS
6992
DELISTED
Amyris Inc.
AMRS
– –
-4,489
Closed -$24.2K –
AMRS
6993
PUT
DELISTED
Amyris Inc.
AMRS
– –
-67
Closed -$310K –
KDNY
6994
PUT
DELISTED
Chinook Therapeutics, Inc. Common Stock
KDNY
– –
-8
Closed -$1K –
PDCE
6995
CALL
DELISTED
PDC Energy, Inc.
PDCE
– –
-162
Closed -$1K –
UNVR
6996
PUT
DELISTED
Univar Solutions Inc.
UNVR
– –
-572
Closed -$24K –
AJRD
6997
PUT
DELISTED
Aerojet Rocketdyne Holdings
AJRD
– –
-50
Closed -$3K –
ISEE
6998
PUT
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
– –
-9
Closed -$9K –
IMBI
6999
DELISTED
iMedia Brands, Inc. Class A Common Stock
IMBI
– –
-1
Closed – –
STCN icon
7000
CALL
DELISTED
Steel Connect, Inc. Common Stock
STCN
– –
-6
Closed -$1K –

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Simplex Trading's Q2 2017 Portfolio in Review

As of Q2 2017, Simplex Trading held 7,527 positions worth $2.3B, down 0.39% from $2.31B the previous quarter. Its ten largest holdings account for 23% of the portfolio.

Simplex Trading withdrew a net $118M in Q2 2017, closing 1,474 positions and reducing 2,319 holdings. Its most notable exit was AT&T, an estimated $19.6M position sold in full.

By sector, the portfolio is most concentrated in Miscellaneous at 40% of assets, up from 40% a quarter earlier, followed by Technology and Communication Services.

Against the trend, Simplex Trading opened a new position in Amgen worth $32.3M.

  • Simplex Trading's largest Q2 2017 buy was Amgen: 187,633 shares worth $32.3M.
  • Simplex Trading added most to Amazon in Q2 2017, an estimated $83.1M increase.
  • Simplex Trading's biggest Q2 2017 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $29.5M.
  • Simplex Trading fully exited AT&T in Q2 2017, selling an estimated $19.6M.
  • Simplex Trading's ten largest holdings make up 23% of its $2.3B portfolio in Q2 2017.
  • Simplex Trading opened 1,408 new positions and closed 1,474 in Q2 2017.
  • Simplex Trading's portfolio value fell 0.39% quarter-over-quarter to $2.3B.

Based on Simplex Trading's 13F filing for Q2 2017, filed 12 Jul 2017.