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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
ISLE
7376
DELISTED
Isle of Capri Casinos Inc
ISLE
– –
-16,566
Closed -$436K –
ISLE
7377
PUT
DELISTED
Isle of Capri Casinos Inc
ISLE
– –
-245
Closed -$68K –
RUSS
7378
DELISTED
Direxion Daily Russia Bear 3x Shares
RUSS
– –
-454
Closed -$14K –
ZLTQ
7379
CALL
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
– –
-106
Closed -$17K –
ZLTQ
7380
PUT
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
– –
-67
Closed -$7K –
UAM
7381
CALL
DELISTED
Universal American Corp
UAM
– –
-40
Closed -$1K –
MEP
7382
CALL
DELISTED
Midcoast Energy Partners, L.P.
MEP
– –
-114
Closed -$1K –
MEP
7383
DELISTED
Midcoast Energy Partners, L.P.
MEP
– –
-132
Closed -$1K –
CHMT
7384
DELISTED
Chemtura Corporation
CHMT
– –
-1,610
Closed -$53K –
XXIA
7385
CALL
DELISTED
Ixia
XXIA
– –
-780
Closed -$10K –
NMBL icon
7386
CALL
DELISTED
Nimble Storage, Inc.
NMBL
– –
-1,063
Closed -$2K –
BEAV
7387
CALL
DELISTED
B/E Aerospace Inc
BEAV
– –
-102
Closed -$32K –
BEAV
7388
PUT
DELISTED
B/E Aerospace Inc
BEAV
– –
-405
Closed -$9K –
KZ
7389
DELISTED
KongZhong Corporation
KZ
– –
-10,747
Closed -$79K –
KZ
7390
PUT
DELISTED
KongZhong Corporation
KZ
– –
-335
Closed -$8K –
CBR
7391
PUT
DELISTED
CIBER Inc.
CBR
– –
-5
Closed -$1K –
MEET
7392
DELISTED
The Meet Group, Inc. Common Stock
MEET
– –
-1,597
Closed -$8.29K –
JOY
7393
CALL
DELISTED
Joy Global Inc
JOY
– –
-333
Closed -$25K –
JOY
7394
DELISTED
Joy Global Inc
JOY
– –
-9,538
Closed -$269K –
JOY
7395
PUT
DELISTED
Joy Global Inc
JOY
– –
-431
Closed -$8K –
CSC
7396
CALL
DELISTED
Computer Sciences
CSC
– –
-97
Closed -$13K –
CSC
7397
PUT
DELISTED
Computer Sciences
CSC
– –
-3
Closed -$1K –
MENT
7398
CALL
DELISTED
Mentor Graphics Corp
MENT
– –
-158
Closed -$3K –
ENH
7399
CALL
DELISTED
Endurance Specialty Holdings Ltd
ENH
– –
-53
Closed -$1K –
PLKI
7400
CALL
DELISTED
Popeyes Louisiana Kitchen, Inc.
PLKI
– –
-224
Closed -$95K –

Similar funds

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.