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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
ITG icon
7226
CALL
DELISTED
Investment Technology Group Inc
ITG
– –
-253
Closed -$17K –
TLP
7227
PUT
DELISTED
Transmontaigne
TLP
– –
-20
Closed -$1K –
TAHO
7228
DELISTED
Tahoe Resources Inc
TAHO
$0 ﹤0.01%
14
-2,278
-99% -$19.8K
2017 Q1
1 quarter
SN icon
7229
DELISTED
Sanchez Energy Corporation
SN
– –
-52,978
Closed -$393K –
ORBK
7230
DELISTED
Orbotech Ltd
ORBK
– –
-5,782
Closed -$196K –
P icon
7231
DELISTED
Pandora Media Inc
P
– –
-59,151
Closed -$569K –
VXZ icon
7232
DELISTED
iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019
VXZ
– –
-791
Closed -$19.5K –
BOJA
7233
CALL
DELISTED
Bojangles', Inc. Common Stock
BOJA
– –
-77
Closed -$7K –
BOJA
7234
DELISTED
Bojangles', Inc. Common Stock
BOJA
– –
-383
Closed -$7.06K –
DM icon
7235
DELISTED
Dominion Energy Midstream Ptr LP
DM
– –
-1,036
Closed -$31K –
KANG
7236
CALL
DELISTED
iKang Healthcare Group, Inc.
KANG
– –
-1,923
Closed -$40K –
EQGP
7237
DELISTED
EQGP Holdings, LP
EQGP
– –
-31
Closed -$835 –
HDP
7238
PUT
DELISTED
Hortonworks, Inc.
HDP
– –
-162
Closed -$10K –
RHE
7239
DELISTED
Regional Health Properties, Inc.
RHE
– –
-16
Closed – –
XOXO
7240
DELISTED
Xo Group Inc
XOXO
$0 ﹤0.01%
42
-377
-90% -$6.48K
2017 Q1
1 quarter
SEP
7241
DELISTED
Spectra Engy Parters Lp
SEP
– –
-298
Closed -$13K –
RSYS
7242
CALL
DELISTED
Radisys Corp
RSYS
– –
-48
Closed -$1K –
RSYS
7243
DELISTED
Radisys Corp
RSYS
$0 ﹤0.01%
+33
New +$129
2017 Q2
0 quarters
OCLR
7244
DELISTED
Oclaro Inc.
OCLR
– –
-105,386
Closed -$954K –
AET
7245
DELISTED
Aetna Inc
AET
– –
-35,925
Closed -$5.08M –
JONE
7246
DELISTED
Jones Energy, Inc.
JONE
– –
-13
Closed -$525 –
NWY
7247
CALL
DELISTED
New York & Co Inc
NWY
– –
-511
Closed -$1K –
PNK
7248
DELISTED
Pinnacle Entertainment Inc.
PNK
– –
-51,577
Closed -$1.04M –
WEB
7249
DELISTED
Web.com Group, Inc.
WEB
– –
-3,075
Closed -$65.1K –
KLXI
7250
DELISTED
KLX Inc.
KLXI
– –
-839
Closed -$34K –
288 289
290
291 292

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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.