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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
ONDK
7126
PUT
DELISTED
On Deck Capital, Inc.
ONDK
– –
-45
Closed -$2K –
CETV
7127
PUT
DELISTED
Central European Media Enterprises Ltd
CETV
– –
-72
Closed -$1K –
MNK
7128
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
– –
-8,283
Closed -$363K –
VSLR
7129
DELISTED
VIVINT SOLAR, INC.
VSLR
– –
-9,112
Closed -$31.2K –
ETFC
7130
DELISTED
E*Trade Financial Corporation
ETFC
– –
-1,539
Closed -$54.4K –
PFNX
7131
DELISTED
Pfenex Inc.
PFNX
– –
-178
Closed -$819 –
GMO
7132
PUT
DELISTED
General Moly, Inc.
GMO
– –
-10
Closed -$2K –
BREW icon
7133
DELISTED
Craft Brew Alliance, Inc.
BREW
– –
-2,659
Closed -$41K –
CCMP
7134
DELISTED
CMC Materials, Inc. Common Stock
CCMP
– –
-2,135
Closed -$161K –
CNXM
7135
DELISTED
CNX Midstream Partners LP
CNXM
– –
-5,114
Closed -$107K –
CNXM
7136
PUT
DELISTED
CNX Midstream Partners LP
CNXM
– –
-146
Closed -$27K –
JE
7137
DELISTED
Just Energy Group Inc
JE
– –
-62
Closed -$11.7K –
CLUB icon
7138
CALL
DELISTED
Town Sports International Holdings, Inc.
CLUB
– –
-23
Closed -$1K –
SHLO
7139
CALL
DELISTED
Shiloh Industries Inc
SHLO
– –
-45
Closed -$2K –
LOGM
7140
DELISTED
LogMein, Inc.
LOGM
– –
-1,751
Closed -$192K –
SMRT icon
7141
DELISTED
Stein Mart Inc
SMRT
$0 ﹤0.01%
264
-2,224
-89% -$4.39K
2016 Q3
3 quarters
ROYT
7142
CALL
DELISTED
PACIFIC COAST OIL TRUST
ROYT
– –
-160
Closed -$1K –
ROYT
7143
DELISTED
PACIFIC COAST OIL TRUST
ROYT
$0 ﹤0.01%
+110
New +$203
2017 Q2
0 quarters
GCAP
7144
CALL
DELISTED
Gain Capital Holdings, Inc.
GCAP
– –
-32
Closed -$3K –
DNR
7145
CALL
DELISTED
Denbury Resources, Inc.
DNR
– –
-117
Closed -$1K –
NE icon
7146
DELISTED
Noble Corporation
NE
– –
-78,671
Closed -$362K –
HCR
7147
DELISTED
Hi-Crush Inc. Common Stock
HCR
– –
-80,003
Closed -$1.1M –
IBKC
7148
CALL
DELISTED
IBERIABANK Corp
IBKC
– –
-82
Closed -$1K –
IBKC
7149
DELISTED
IBERIABANK Corp
IBKC
– –
-11,879
Closed -$943K –
IBKC
7150
PUT
DELISTED
IBERIABANK Corp
IBKC
– –
-314
Closed -$79K –

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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.