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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
CVG
7251
PUT
DELISTED
Convergys
CVG
– –
-62
Closed -$2K –
ANDV
7252
DELISTED
Andeavor
ANDV
– –
-49,269
Closed -$4.16M –
XCRA
7253
DELISTED
Xcerra Corporation
XCRA
– –
-6,865
Closed -$66.7K –
NDRO
7254
DELISTED
Enduro Royalty Trust
NDRO
– –
-100
Closed – –
DNO
7255
DELISTED
United States Short Oil Fund
DNO
– –
-3,236
Closed -$230K –
GST
7256
DELISTED
Gastar Exploration Inc.
GST
– –
-5,606
Closed -$6.73K –
SHLM
7257
DELISTED
Schulman (A.) Inc
SHLM
– –
-2,971
Closed -$88.3K –
PRKR
7258
DELISTED
Parkervision Inc
PRKR
– –
-946
Closed -$2.02K –
PRKR
7259
PUT
DELISTED
Parkervision Inc
PRKR
– –
-32
Closed -$4K –
CPLA
7260
PUT
DELISTED
Capella Education Company
CPLA
– –
-9
Closed -$1K –
WGL
7261
CALL
DELISTED
Wgl Holdings
WGL
– –
-18
Closed -$2K –
WGL
7262
DELISTED
Wgl Holdings
WGL
– –
-1,091
Closed -$90.4K –
KND
7263
DELISTED
Kindred Healthcare
KND
– –
-1,280
Closed -$12.6K –
YGE
7264
DELISTED
Yingli Green Energy Holding Comp
YGE
– –
-757
Closed -$1K –
YGE
7265
PUT
DELISTED
Yingli Green Energy Holding Comp
YGE
– –
-13
Closed -$1K –
ANTH
7266
PUT
DELISTED
Anthera Pharmaceuticals, Inc.
ANTH
– –
-28
Closed -$11K –
CAFD
7267
CALL
DELISTED
8point3 Energy Partners LP
CAFD
– –
-239
Closed -$29K –
CAFD
7268
PUT
DELISTED
8point3 Energy Partners LP
CAFD
– –
-41
Closed -$1K –
RPXC
7269
PUT
DELISTED
RPX Corporation
RPXC
– –
-16
Closed -$1K –
GNRT
7270
CALL
DELISTED
Gener8 Maritime, Inc.
GNRT
– –
-19
Closed -$2K –
GNRT
7271
PUT
DELISTED
Gener8 Maritime, Inc.
GNRT
– –
-74
Closed -$1K –
CXRX
7272
CALL
DELISTED
Concordia International Corp. Common Stock
CXRX
– –
-84
Closed -$2K –
RSO
7273
DELISTED
Resource Capital Corp.
RSO
– –
-10,376
Closed -$100K –
BBRG
7274
DELISTED
Bravo Brio Restaurant Group Inc.
BBRG
– –
-205
Closed -$1K –
PZE
7275
CALL
DELISTED
Petrobras Argentina S A
PZE
– –
-11
Closed -$3K –
289 290
291
292 293

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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.