We are live on ! Find out more
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
DCP
7001
CALL
DELISTED
DCP Midstream, LP
DCP
– –
-299
Closed -$18K –
RUTH
7002
CALL
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
– –
-76
Closed -$19K –
MGI
7003
DELISTED
MoneyGram International, Inc. New
MGI
– –
-394
Closed -$6.79K –
ABB
7004
DELISTED
ABB Ltd
ABB
– –
-36,216
Closed -$888K –
TA
7005
CALL
DELISTED
TravelCenters of America LLC
TA
– –
-17
Closed -$1K –
BSMX
7006
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
– –
-3,150
Closed -$29.2K –
OIG
7007
DELISTED
Orbital Infrastructure Group, Inc. Common Stock
OIG
– –
-47
Closed -$8K –
AGFS
7008
CALL
DELISTED
AgroFresh Solutions Inc
AGFS
– –
-30
Closed -$5K –
ALR
7009
PUT
DELISTED
AlerisLife Inc
ALR
– –
-7
Closed -$2K –
FCRD
7010
DELISTED
First Eagle Alternative Capital BDC, Inc. Common Stock
FCRD
– –
-882
Closed -$8.73K –
CAJ
7011
DELISTED
Canon, Inc.
CAJ
– –
-14
Closed -$471 –
UMPQ
7012
CALL
DELISTED
Umpqua Holdings Corp
UMPQ
– –
-327
Closed -$5K –
UMPQ
7013
DELISTED
Umpqua Holdings Corp
UMPQ
– –
-2,714
Closed -$48.1K –
UMPQ
7014
PUT
DELISTED
Umpqua Holdings Corp
UMPQ
– –
-148
Closed -$9K –
RFP
7015
DELISTED
Resolute Forest Products Inc.
RFP
– –
-13,410
Closed -$66.5K –
RFP
7016
PUT
DELISTED
Resolute Forest Products Inc.
RFP
– –
-135
Closed -$27K –
SRNE
7017
DELISTED
Sorrento Therapeutics, Inc.
SRNE
– –
-2,037
Closed -$8K –
SRNE
7018
PUT
DELISTED
Sorrento Therapeutics, Inc.
SRNE
– –
-20
Closed -$2K –
ZNH
7019
CALL
DELISTED
China Southern Airlines Company Limited
ZNH
– –
-17
Closed -$4K –
VIVO icon
7020
DELISTED
Meridian Bioscience Inc
VIVO
– –
-8,982
Closed -$129K –
VIVO icon
7021
PUT
DELISTED
Meridian Bioscience Inc
VIVO
– –
-19
Closed -$2K –
BNFT
7022
DELISTED
Benefitfocus, Inc.
BNFT
– –
-1,764
Closed -$56.6K –
BNFT
7023
PUT
DELISTED
Benefitfocus, Inc.
BNFT
– –
-41
Closed -$1K –
SPNE
7024
CALL
DELISTED
SeaSpine Holdings Corporation Common Stock
SPNE
– –
-52
Closed -$2K –
HIL
7025
DELISTED
Hill International, Inc. Common Stock
HIL
– –
-188
Closed – –
279 280
281
282 283

Similar funds

Canada Pension Plan Investment Board
Canada Pension Plan Investment Board Toronto Ontario, Ontario, Canada $181B AUM 41.77% 1-Year Est. Return
SG Americas Securities
SG Americas Securities New York $179B AUM 65.34% 1-Year Est. Return
California Public Employees Retirement System
California Public Employees Retirement System Sacramento, California $177B AUM 39.86% 1-Year Est. Return
Jennison Associates
Jennison Associates New York $167B AUM 44.17% 1-Year Est. Return
D.E. Shaw & Co
D.E. Shaw & Co New York $210B AUM 57.28% 1-Year Est. Return
T. Rowe Price Investment Management
T. Rowe Price Investment Management Baltimore, Maryland $153B AUM 38.14% 1-Year Est. Return
Schroder Investment Management Group
Schroder Investment Management Group London, United Kingdom $141B AUM 34.18% 1-Year Est. Return
National Bank of Canada
National Bank of Canada Montreal, Quebec, Canada $140B AUM 46.34% 1-Year Est. Return

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.