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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
GNMX icon
7176
DELISTED
Aevi Genomic Medicine Inc
GNMX
– –
-300
Closed -$434 –
GNMX icon
7177
PUT
DELISTED
Aevi Genomic Medicine Inc
GNMX
– –
-68
Closed -$21K –
ACHN
7178
DELISTED
Achillion Pharmaceuticals
ACHN
– –
-3,271
Closed -$13.1K –
MDR
7179
DELISTED
McDermott International
MDR
– –
-7,997
Closed -$157K –
TOO
7180
CALL
DELISTED
Teekay Offshore Partners L.P.
TOO
– –
-66
Closed -$1K –
ARQL
7181
CALL
DELISTED
Arqule Inc
ARQL
– –
-65
Closed -$1K –
WAIR
7182
PUT
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
– –
-21
Closed -$2K –
FGP
7183
CALL
DELISTED
Ferrellgas Partners, L.P.
FGP
– –
-236
Closed -$8K –
ARTX
7184
CALL
DELISTED
Arotech Corporation
ARTX
– –
-479
Closed -$3K –
ASNA
7185
DELISTED
Ascena Retail Group, Inc.
ASNA
$0 ﹤0.01%
+7
New +$404
2017 Q2
0 quarters
ONCE
7186
DELISTED
Spark Therapeutics, Inc. Common Stock
ONCE
– –
-3,986
Closed -$223K –
TUZ
7187
CALL
DELISTED
PIMCO 1-3 Year U.S. Treasury Index Exchange-Traded Fund
TUZ
– –
-2
Closed -$1K –
STI icon
7188
DELISTED
SunTrust Banks, Inc.
STI
– –
-5,020
Closed -$279K –
SEMG icon
7189
DELISTED
SEMGROUP CORPORATION
SEMG
– –
-2,336
Closed -$72.6K –
CBM
7190
DELISTED
Cambrex Corporation
CBM
– –
-8,198
Closed -$461K –
MCRN
7191
CALL
DELISTED
Milacron Holdings Corp.
MCRN
– –
-2
Closed -$1K –
DF
7192
CALL
DELISTED
Dean Foods Company
DF
– –
-49
Closed -$3K –
AREX
7193
DELISTED
Approach Resources Inc.
AREX
$0 ﹤0.01%
11
-1,368
-99% -$3.56K
2017 Q1
1 quarter
DEST
7194
DELISTED
Destination Maternity Corporation
DEST
$0 ﹤0.01%
+10
New +$41
2017 Q2
0 quarters
SHOS
7195
DELISTED
Sears Hometown and Outlet Stores, Inc.
SHOS
– –
-2,162
Closed -$6.87K –
TYPE
7196
DELISTED
Monotype Imaging Holdings Inc.
TYPE
– –
-528
Closed -$10.3K –
NVLN
7197
DELISTED
Novelion Therapeutics Inc. Common Shares
NVLN
– –
-6,819
Closed -$65.7K –
VSM
7198
CALL
DELISTED
Versum Materials, Inc.
VSM
– –
-127
Closed -$13K –
NRE
7199
DELISTED
NorthStar Realty Europe Corp.
NRE
– –
-409
Closed -$4K –
CHSP
7200
CALL
DELISTED
Chesapeake Lodging Trust
CHSP
– –
-9
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.