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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
AF
7326
CALL
DELISTED
Astoria Financial Corporation
AF
– –
-479
Closed -$138K –
PRXL
7327
DELISTED
Parexel International Corp
PRXL
– –
-37,177
Closed -$2.77M –
SHOR
7328
DELISTED
ShoreTel, Inc.
SHOR
– –
-3,627
Closed -$22.2K –
SHOR
7329
PUT
DELISTED
ShoreTel, Inc.
SHOR
– –
-85
Closed -$13K –
MYCC
7330
DELISTED
ClubCorp Holdings, Inc.
MYCC
$0 ﹤0.01%
45
-11,238
-100% -$153K
2016 Q3
3 quarters
MYCC
7331
PUT
DELISTED
ClubCorp Holdings, Inc.
MYCC
– –
-121
Closed -$9K –
VTTI
7332
PUT
DELISTED
VTTI Energy Partners LP
VTTI
– –
-206
Closed -$9K –
DFT
7333
CALL
DELISTED
DuPont Fabros Technology Inc.
DFT
– –
-7
Closed -$1K –
UNXL
7334
DELISTED
Uni-Pixel, Inc.
UNXL
– –
-4,239
Closed -$2.25K –
FUEL
7335
DELISTED
Rocket Fuel Inc.
FUEL
$0 ﹤0.01%
243
-5,255
-96% -$19.7K
2017 Q1
1 quarter
MACK icon
7336
CALL
DELISTED
Merrimack Pharmaceuticals, Inc.
MACK
– –
-60
Closed -$6K –
PTHN
7337
DELISTED
Patheon N.V.
PTHN
$0 ﹤0.01%
+8
New +$247
2017 Q2
0 quarters
VMAX icon
7338
DELISTED
REX VolMAXX Long VIX Futures Strategy ETF
VMAX
– –
-63
Closed -$2K –
PPP
7339
DELISTED
Primero Mining Corp
PPP
– –
-1,418
Closed – –
PPP
7340
PUT
DELISTED
Primero Mining Corp
PPP
– –
-108
Closed -$21K –
TVIA
7341
PUT
DELISTED
TerraVia Holdings, Inc. Common Stock
TVIA
– –
-246
Closed -$18K –
SNOW icon
7342
CALL
DELISTED
Intrawest Resorts Holdings, Inc.
SNOW
– –
-48
Closed -$8K –
ELOS
7343
CALL
DELISTED
Syneron Medical Ltd
ELOS
– –
-45
Closed -$1K –
KATE
7344
DELISTED
Kate Spade & Company
KATE
– –
-1,400
Closed -$25.8K –
ALJ
7345
CALL
DELISTED
Alon USA Energy Inc
ALJ
– –
-130
Closed -$3K –
PWE
7346
DELISTED
Penn West Energy Petroleum Ltd
PWE
– –
-1,571
Closed -$2K –
LMIA
7347
PUT
DELISTED
LMI Aerospace Inc
LMIA
– –
-20
Closed -$2K –
CIE
7348
CALL
DELISTED
Cobalt International Energy, Inc
CIE
– –
-38
Closed -$1K –
YHOO
7349
CALL
DELISTED
Yahoo Inc
YHOO
– –
-1,854
Closed -$611K –
YHOO
7350
DELISTED
Yahoo Inc
YHOO
– –
-6,123
Closed -$284K –

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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.