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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
FRED
7201
DELISTED
Fred's Inc
FRED
– –
-7,240
Closed -$96.1K –
BKS
7202
DELISTED
Barnes & Noble
BKS
– –
-736
Closed -$5.77K –
PETX
7203
DELISTED
Aratana Therapeutics, Inc.
PETX
– –
-3,951
Closed -$24.3K –
AMBR icon
7204
CALL
DELISTED
Amber Road Inc
AMBR
– –
-18
Closed -$1K –
LABL
7205
DELISTED
Multi-Color Corp
LABL
$0 ﹤0.01%
+11
New +$868
2017 Q2
0 quarters
SDLP
7206
CALL
DELISTED
SEADRILL PARTNERS LLC
SDLP
– –
-9
Closed -$2K –
LLL
7207
DELISTED
L3 Technologies, Inc.
LLL
$0 ﹤0.01%
2
-1,302
-100% -$217K
2016 Q4
2 quarters
LLL
7208
PUT
DELISTED
L3 Technologies, Inc.
LLL
– –
-72
Closed -$18K –
LION icon
7209
DELISTED
Fidelity Southern Corporation
LION
– –
-1,337
Closed -$29.6K –
LGCY icon
7210
CALL
DELISTED
Legacy Reserves Inc. Common Stock
LGCY
– –
-60
Closed -$1K –
FTD
7211
CALL
DELISTED
FTD Companies, Inc. Common Stock
FTD
– –
-17
Closed -$1K –
ADYX
7212
DELISTED
Adynxx Inc
ADYX
– –
-17
Closed – –
ADYX
7213
PUT
DELISTED
Adynxx Inc
ADYX
– –
0
– -$2K
2016 Q3
3 quarters
HIFR
7214
CALL
DELISTED
InfraREIT, Inc.
HIFR
– –
-43
Closed -$11K –
KONA
7215
DELISTED
Kona Grill, Inc.
KONA
– –
-176
Closed -$808 –
USG icon
7216
DELISTED
Usg
USG
– –
-2,114
Closed -$63K –
RDC
7217
CALL
DELISTED
Rowan Companies Plc
RDC
– –
-485
Closed -$18K –
ARRS
7218
DELISTED
ARRIS International plc Ordinary Shares
ARRS
– –
-3,577
Closed -$98.3K –
ARRS
7219
PUT
DELISTED
ARRIS International plc Ordinary Shares
ARRS
– –
-262
Closed -$50K –
ACET icon
7220
DELISTED
Aceto Corp
ACET
– –
-100
Closed -$1.49K –
ESL
7221
CALL
DELISTED
Esterline Technologies
ESL
– –
-24
Closed -$5K –
ICON icon
7222
CALL
DELISTED
Iconix Brand Group, Inc.
ICON
– –
-6
Closed -$3K –
NTRI
7223
DELISTED
NutriSystem, Inc.
NTRI
– –
-4,130
Closed -$214K –
ELGX
7224
CALL
DELISTED
Endologix Inc
ELGX
– –
-15
Closed -$11K –
SPA
7225
PUT
DELISTED
Sparton
SPA
– –
-71
Closed -$5K –

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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.