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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
SAFM
7051
CALL
DELISTED
Sanderson Farms Inc
SAFM
– –
-84
Closed -$73K –
GPL
7052
CALL
DELISTED
Great Panther Mining Limited
GPL
– –
-40
Closed -$1K –
NTUS
7053
DELISTED
Natus Medical Inc
NTUS
– –
-1,303
Closed -$47.1K –
WMC
7054
CALL
DELISTED
Western Asset Mortgage Capital Corporation
WMC
– –
-5
Closed -$1K –
NP icon
7055
PUT
DELISTED
Neenah, Inc. Common Stock
NP
– –
-5
Closed -$1K –
TVTY
7056
CALL
DELISTED
Tivity Health, Inc. Common Stock
TVTY
– –
-1
Closed -$1K –
TREC
7057
DELISTED
Trecora Resources
TREC
– –
-220
Closed -$2K –
TREC
7058
PUT
DELISTED
Trecora Resources
TREC
– –
-41
Closed -$3K –
MIME
7059
DELISTED
Mimecast Limited
MIME
– –
-500
Closed -$11K –
MIME
7060
PUT
DELISTED
Mimecast Limited
MIME
– –
-5
Closed -$1K –
FOE
7061
PUT
DELISTED
Ferro Corporation
FOE
– –
-31
Closed -$1K –
HMHC
7062
DELISTED
Houghton Mifflin Harcourt Company
HMHC
– –
-1,150
Closed -$14.1K –
HMHC
7063
PUT
DELISTED
Houghton Mifflin Harcourt Company
HMHC
– –
-9
Closed -$2K –
ISBC
7064
PUT
DELISTED
Investors Bancorp, Inc.
ISBC
– –
-18
Closed -$1K –
RRD
7065
CALL
DELISTED
RR Donnelley & Sons Co.
RRD
– –
-182
Closed -$1K –
VCRA
7066
CALL
DELISTED
VOCERA COMMUNICATIONS, INC.
VCRA
– –
-5
Closed -$3K –
CSLT
7067
PUT
DELISTED
CASTLIGHT HEALTH, INC.
CSLT
– –
-34
Closed -$4K –
FMBI
7068
CALL
DELISTED
First Midwest Bancorp Inc/IL
FMBI
– –
-30
Closed -$4K –
XLNX
7069
DELISTED
Xilinx Inc
XLNX
– –
-10,182
Closed -$643K –
SC
7070
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
– –
-21,648
Closed -$263K –
GSS
7071
CALL
DELISTED
Golden Star Resources Ltd.
GSS
– –
-76
Closed -$5K –
GSS
7072
DELISTED
Golden Star Resources Ltd.
GSS
$0 ﹤0.01%
+180
New +$642
2017 Q2
0 quarters
GSS
7073
PUT
DELISTED
Golden Star Resources Ltd.
GSS
– –
-28
Closed -$2K –
MRLN icon
7074
PUT
DELISTED
Marlin Business Services Corp
MRLN
– –
-45
Closed -$1K –
COR icon
7075
PUT
DELISTED
Coresite Realty Corporation
COR
– –
-66
Closed -$1K –

Similar funds

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.