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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
YUME
7301
CALL
DELISTED
YuMe, Inc.
YUME
– –
-21
Closed -$3K –
YUME
7302
DELISTED
YuMe, Inc.
YUME
$0 ﹤0.01%
+152
New +$671
2017 Q2
0 quarters
BETR icon
7303
DELISTED
Amplify Snack Brands, Inc.
BETR
$0 ﹤0.01%
58
-929
-94% -$8.26K
2017 Q1
1 quarter
BETR icon
7304
PUT
DELISTED
Amplify Snack Brands, Inc.
BETR
– –
-27
Closed -$3K –
SSNI
7305
DELISTED
Silver Spring Networks, Inc.
SSNI
– –
-2,120
Closed -$22.9K –
SYT
7306
DELISTED
Syngenta Ag
SYT
– –
-60,732
Closed -$5.59M –
HSNI
7307
CALL
DELISTED
HSN, Inc.
HSNI
– –
-69
Closed -$1K –
GIMO
7308
DELISTED
Gigamon Inc.
GIMO
– –
-24,379
Closed -$919K –
FIG icon
7309
PUT
DELISTED
Fortress Investment Group Llc
FIG
– –
-161
Closed -$1K –
RT
7310
PUT
DELISTED
Ruby Tuesday Georgia
RT
– –
-52
Closed -$11K –
OME
7311
CALL
DELISTED
Omega Protein
OME
– –
-51
Closed -$2K –
SNAK
7312
PUT
DELISTED
Inventure Foods, Inc.
SNAK
– –
-33
Closed -$6K –
PMC
7313
DELISTED
PharMerica Corporation
PMC
– –
-2,669
Closed -$65.6K –
PMC
7314
PUT
DELISTED
PharMerica Corporation
PMC
– –
-94
Closed -$4K –
RIC
7315
PUT
DELISTED
Richmont Mines Inc.
RIC
– –
-61
Closed -$14K –
FNFV
7316
PUT
DELISTED
Fidelity Natl Financial, Inc.
FNFV
– –
-55
Closed -$1K –
BRCD
7317
PUT
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
– –
-231
Closed -$3K –
RICE
7318
DELISTED
Rice Energy Inc.
RICE
– –
-7,366
Closed -$163K –
BONT
7319
DELISTED
Bon-Ton Stores Inc/The
BONT
– –
-10,263
Closed -$6.23K –
BONT
7320
PUT
DELISTED
Bon-Ton Stores Inc/The
BONT
– –
-100
Closed -$21K –
WNRL
7321
CALL
DELISTED
Western Refining Logistics, LP
WNRL
– –
-118
Closed -$9K –
WNRL
7322
PUT
DELISTED
Western Refining Logistics, LP
WNRL
– –
-121
Closed -$8K –
ATW
7323
DELISTED
Atwood Oceanics
ATW
– –
-6,635
Closed -$57.2K –
ATW
7324
PUT
DELISTED
Atwood Oceanics
ATW
– –
-211
Closed -$71K –
NEFF
7325
CALL
DELISTED
Neff Corporation
NEFF
– –
-13
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.