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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
ABMD
7026
PUT
DELISTED
Abiomed Inc
ABMD
– –
-136
Closed -$7K –
NH
7027
DELISTED
NantHealth, Inc
NH
– –
-31
Closed -$1.72K –
NH
7028
PUT
DELISTED
NantHealth, Inc
NH
– –
0
– -$1K
2017 Q1
1 quarter
AGTC
7029
DELISTED
Applied Genetic Technologies Corporation
AGTC
– –
-15
Closed -$84 –
AGTC
7030
PUT
DELISTED
Applied Genetic Technologies Corporation
AGTC
– –
-10
Closed -$3K –
PBFX
7031
CALL
DELISTED
PBF LOGISTICS LP
PBFX
– –
-33
Closed -$3K –
CLR
7032
DELISTED
CONTINENTAL RESOURCES INC.
CLR
– –
-21,969
Closed -$869K –
ZEN
7033
DELISTED
ZENDESK INC
ZEN
– –
-6,485
Closed -$178K –
CFMS
7034
CALL
DELISTED
Conformis, Inc. Common Stock
CFMS
– –
-5
Closed -$7K –
CFMS
7035
PUT
DELISTED
Conformis, Inc. Common Stock
CFMS
– –
-2
Closed -$13K –
ZVO
7036
PUT
DELISTED
Zovio Inc. Common Stock
ZVO
– –
-201
Closed -$2K –
FNHC
7037
DELISTED
FedNat Holding Company Common Stock
FNHC
– –
-170
Closed -$2.71K –
TMX
7038
DELISTED
Terminix Global Holdings, Inc.
TMX
– –
-10,393
Closed -$272K –
TMX
7039
PUT
DELISTED
Terminix Global Holdings, Inc.
TMX
– –
-1,120
Closed -$12K –
BRG
7040
DELISTED
Bluerock Residential Growth REIT, Inc.
BRG
– –
-9,586
Closed -$122K –
BRG
7041
PUT
DELISTED
Bluerock Residential Growth REIT, Inc.
BRG
– –
-119
Closed -$6K –
DRE
7042
DELISTED
Duke Realty Corp.
DRE
– –
-1,179
Closed -$33.1K –
DRE
7043
PUT
DELISTED
Duke Realty Corp.
DRE
– –
-200
Closed -$3K –
GCP
7044
PUT
DELISTED
GCP Applied Technologies Inc.
GCP
– –
-30
Closed -$1K –
PTR
7045
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
– –
-16,575
Closed -$1.12M –
PTR
7046
PUT
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
– –
-589
Closed -$58K –
AXU
7047
DELISTED
Alexco Resource Corp
AXU
– –
-1,498
Closed -$2.08K –
AXU
7048
PUT
DELISTED
Alexco Resource Corp
AXU
– –
-19
Closed -$9K –
AUTO
7049
CALL
DELISTED
AutoWeb, Inc. Common Stock
AUTO
– –
-42
Closed -$4K –
ATHX
7050
PUT
DELISTED
Athersys, Inc. Common Stock
ATHX
– –
-3
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.