Simplex Trading Portfolio holdings
Simplex Trading, founded in 2004 and headquartered in Chicago, Illinois, is a technology-driven proprietary trading firm specializing in market-making and liquidity provision, primarily in U.S. equity options and futures options. Leveraging advanced proprietary software and data-driven analysis, the firm optimizes trading strategies and develops innovative solutions to capitalize on financial market opportunities, maintaining a competitive edge through automation and a collaborative team of technologists and traders. With a workforce exceeding 300 and led by CEO Erik Swanson since 2014, Simplex operates with a low-ego, high-intelligence culture, focusing on minimal bureaucracy and rapid execution, while also making strategic venture capital investments in fintech startups. Recognized as a top workplace in Chicago by Built In’s 2025 awards, Simplex continues to evolve, blending cutting-edge technology with a commitment to market efficiency and growth.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Amazon
AMZN
|
+$102M |
| 2 |
TSMC
TSM
|
+$27.8M |
| 3 |
JPMorgan Chase
JPM
|
+$22.4M |
| 4 |
Boeing
BA
|
+$19.4M |
| 5 |
ExxonMobil
XOM
|
+$14.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
SPDR Gold Trust
GLD
|
+$95.5M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$79.6M |
| 3 |
Tesla
TSLA
|
+$75.3M |
| 4 |
NVIDIA
NVDA
|
+$51.6M |
| 5 |
iShares MSCI EAFE ETF
EFA
|
+$40.5M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 0.53% |
| 2 | Technology | 0.4% |
| 3 | Healthcare | 0.22% |
| 4 | Financials | 0.21% |
| 5 | Communication Services | 0.18% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$787B
| $6.95B | 9.46% |
207,564
-45,840
| -18% | -$15.2M |
|
|
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$787B
| $4.51B | 6.13% |
134,673
-2,905
| -2% | -$963K |
|
|
3
PUT
Invesco QQQ Trust
QQQ
$471B
| $3.6B | 4.9% |
129,747
+20,485
| +19% | +$5.56M |
|
|
4
PUT
Tesla
TSLA
$1.42T
| $3.12B | 4.24% |
217,911
-141,879
| -39% | -$16.8M |
|
5
PUT
iShares S&P 100 ETF
OEF
$20.2B
| $2.81B | 3.82% |
260,497
-8,115
| -3% | -$1.25M |
|
|
6
CALL
Tesla
TSLA
$1.42T
| $2.33B | 3.17% |
162,897
-23,673
| -13% | -$2.8M |
|
|
7
PUT
Amazon
AMZN
$2.66T
| $2.3B | 3.13% |
146,240
+36,760
| +34% | +$5.8M |
|
|
8
CALL
Invesco QQQ Trust
QQQ
$471B
| $2.02B | 2.75% |
72,737
+16,127
| +28% | +$4.37M |
|
9
CALL
Apple
AAPL
$4.81T
| $1.97B | 2.68% |
169,893
+78,249
| +85% | +$8.54M |
|
|
10
CALL
iShares S&P 100 ETF
OEF
$20.2B
| $1.84B | 2.5% |
171,368
+23,010
| +16% | +$3.54M |
|
|
11
CALL
Amazon
AMZN
$2.66T
| $1.75B | 2.38% |
111,100
-17,240
| -13% | -$2.72M |
|
|
12
PUT
Apple
AAPL
$4.81T
| $1.48B | 2.01% |
127,596
+18,464
| +17% | +$2.01M |
|
|
13
CALL
SPDR Gold Trust
GLD
$132B
| $1.15B | 1.57% |
64,959
+6,957
| +12% | +$1.25M |
|
|
14
PUT
SPDR Gold Trust
GLD
$132B
| $818M | 1.11% |
46,173
+5,200
| +13% | +$934K |
|
15
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.31B
| $709M | 0.96% |
246,676
-8,146
| -3% | -$253K |
|
16
CALL
Alibaba
BABA
$283B
| $672M | 0.91% |
22,864
-432
| -2% | -$114K |
|
|
17
PUT
Alibaba
BABA
$283B
| $606M | 0.82% |
20,614
+4,105
| +25% | +$1.08M |
|
|
18
CALL
NVIDIA
NVDA
$5.02T
| $597M | 0.81% |
441,440
+237,840
| +117% | +$2.77M |
|
|
19
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.31B
| $559M | 0.76% |
241,088
-25,660
| -10% | -$797K |
|
20
PUT
Microsoft
MSFT
$2.95T
| $552M | 0.75% |
26,230
+7,138
| +37% | +$1.5M |
|
|
21
CALL
Microsoft
MSFT
$2.95T
| $546M | 0.74% |
25,965
+11,173
| +76% | +$2.35M |
|
22
PUT
Meta Platforms (Facebook)
META
$1.63T
| $524M | 0.71% |
20,026
+2,824
| +16% | +$728K |
|
|
23
CALL
Meta Platforms (Facebook)
META
$1.63T
| $518M | 0.71% |
19,790
+3,279
| +20% | +$846K |
|
|
24
PUT
NVIDIA
NVDA
$5.02T
| $484M | 0.66% |
357,720
+110,760
| +45% | +$1.29M |
|
25
CALL
Netflix
NFLX
$286B
| $439M | 0.6% |
87,880
+31,750
| +57% | +$1.58M |
|
Similar funds
Simplex Trading's Q3 2020 Portfolio in Review
As of Q3 2020, Simplex Trading held 9,056 positions worth $73.5B, up 17% from $62.7B the previous quarter. Its ten largest holdings account for 43% of the portfolio.
Simplex Trading's Q3 2020 filing shows 1,403 new, 3,135 increased, 3,122 reduced and 1,191 closed positions. Its largest new stake was Goldman Sachs: 60,397 shares worth $12.1M. The largest sale was SPDR Gold Trust, an estimated $95.5M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 0.53% of assets, up from 0.47% a quarter earlier, followed by Technology and Healthcare.
- Simplex Trading's largest Q3 2020 buy was Goldman Sachs: 60,397 shares worth $12.1M.
- Simplex Trading added most to Amazon in Q3 2020, an estimated $102M increase.
- Simplex Trading's biggest Q3 2020 reduction was SPDR Gold Trust, cutting an estimated $95.5M.
- Simplex Trading fully exited iShares MSCI EAFE ETF in Q3 2020, selling an estimated $40.5M.
- Simplex Trading's ten largest holdings make up 43% of its $73.5B portfolio in Q3 2020.
- Simplex Trading opened 1,403 new positions and closed 1,191 in Q3 2020.
- Simplex Trading's portfolio value rose 17% quarter-over-quarter to $73.5B.
Based on Simplex Trading's 13F filing for Q3 2020, filed 14 Oct 2020.