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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
FPRX
7101
CALL
DELISTED
Five Prime Therapeutics, Inc.
FPRX
– –
-52
Closed -$9K –
FPRX
7102
PUT
DELISTED
Five Prime Therapeutics, Inc.
FPRX
– –
-25
Closed -$28K –
GMLP
7103
DELISTED
Golar LNG Partners LP
GMLP
– –
-8,873
Closed -$187K –
HMSY
7104
DELISTED
HMS Holdings Corp.
HMSY
– –
-327
Closed -$6.29K –
SYNC
7105
CALL
DELISTED
Synacor, Inc.
SYNC
– –
-105
Closed -$1K –
SYNC
7106
DELISTED
Synacor, Inc.
SYNC
– –
-66
Closed -$234 –
GEN icon
7107
DELISTED
Genesis Healthcare, Inc.
GEN
$0 ﹤0.01%
175
-325
-65% -$691
2017 Q1
1 quarter
GEN icon
7108
PUT
DELISTED
Genesis Healthcare, Inc.
GEN
– –
-5
Closed -$1K –
ANH
7109
DELISTED
Anworth Mortgage Asset Corporation
ANH
$0 ﹤0.01%
+89
New +$526
2017 Q2
0 quarters
DL
7110
DELISTED
China Distance Education Holdings Limited
DL
– –
-1,905
Closed -$18.8K –
QEP
7111
CALL
DELISTED
QEP RESOURCES, INC.
QEP
– –
-1,148
Closed -$34K –
ZAGG
7112
DELISTED
ZAGG Inc Common Stock (Delaware)
ZAGG
– –
-4,000
Closed -$31.9K –
ZAGG
7113
PUT
DELISTED
ZAGG Inc Common Stock (Delaware)
ZAGG
– –
-110
Closed -$1K –
TNAV
7114
CALL
DELISTED
Telenav Inc.
TNAV
– –
-28
Closed -$10K –
CEL
7115
CALL
DELISTED
Cellcom Israel, Ltd.
CEL
– –
-164
Closed -$4K –
BMCH
7116
PUT
DELISTED
BMC Stock Holdings, Inc
BMCH
– –
-672
Closed -$7K –
LN
7117
CALL
DELISTED
LINE Corporation
LN
– –
-38
Closed -$3K –
PRCP
7118
CALL
DELISTED
Perceptron Inc
PRCP
– –
-11
Closed -$1K –
GPOR icon
7119
PUT
DELISTED
Gulfport Energy Corp.
GPOR
– –
-70
Closed -$6K –
MLPI icon
7120
DELISTED
UBS E-TRACS Alerian MLP Infrastructure ETN
MLPI
– –
-4,952
Closed -$144K –
BITA icon
7121
DELISTED
Bitauto Holdings Limited
BITA
– –
-1,296
Closed -$36.3K –
APEX
7122
CALL
DELISTED
Apex Global Brands Inc. Common Stock
APEX
– –
-10
Closed -$3K –
IMMU
7123
DELISTED
Immunomedics Inc
IMMU
– –
-43,115
Closed -$303K –
AXAS
7124
DELISTED
Abraxas Petroleum Corp
AXAS
$0 ﹤0.01%
+6
New +$225
2017 Q2
0 quarters
ONDK
7125
CALL
DELISTED
On Deck Capital, Inc.
ONDK
– –
-119
Closed -$3K –

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.