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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
-10.88%
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
$1.36B
AUM Growth
+$171M
Cap. Flow
-$47.8M
Cap. Flow %
-3.51%
Top 10 Hldgs %
15.2%
Holding
7,014
New
1,811
Increased
2,202
Reduced
1,390
Closed
1,420
Avg Time Held Equity + Options
0.4 years
Top 10 Avg Time Held Equity + Options
0.1 years
Top 20 Avg Time Held Equity + Options
0.1 years
Avg Time Held Equity only
0.3 years
Top 10 Avg Time Held Equity only
0.1 years
Top 20 Avg Time Held Equity only
0.1 years

Top Buys

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$29.8M
2
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$17.1M
3
DIS icon
Walt Disney
DIS
+$14.8M
4
GILD icon
Gilead Sciences
GILD
+$11.8M
5
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$11.2M

Top Sells

Rank Stock Value
1
GOOG icon
Alphabet (Google) Class C
GOOG
+$92.9M
2
AAPL icon
Apple
AAPL
+$22.5M
3
META icon
Meta Platforms (Facebook)
META
+$20.5M
4
IBM icon
IBM
IBM
+$12.7M
5
BIDU icon
Baidu
BIDU
+$10M

Sector Composition

Rank Sector Weight
1 Miscellaneous 65.37%
2 Healthcare 6.71%
3 Communication Services 4.77%
4 Technology 4.7%
5 Consumer Discretionary 4.67%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow Held Since
TECL icon
51
PUT
Direxion Daily Technology Bull 3x ETF
TECL
$4.09B
$5.4M 0.4%
39,430
+9,870
+33% +$33K
2014 Q4
3 quarters
HYG icon
52
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.9B
$5.33M 0.39%
64,004
+63,190
+7,763% +$5.48M
2015 Q1
2 quarters
GS icon
53
Goldman Sachs
GS
$264B
$5.23M 0.38%
30,107
-24,312
-45% -$4.77M
2014 Q4
3 quarters
AIG icon
54
American International
AIG
$43B
$5.07M 0.37%
89,193
+42,874
+93% +$2.62M
2015 Q2
1 quarter
META icon
55
PUT
Meta Platforms (Facebook)
META
$1.64T
$5M 0.37%
11,181
+6,720
+151% +$617K
2014 Q4
3 quarters
WMB icon
56
Williams Companies
WMB
$86.4B
$4.99M 0.37%
135,538
-36,631
-21% -$1.82M
2015 Q2
1 quarter
SIAL
57
DELISTED
SIGMA - ALDRICH CORP
SIAL
$4.81M 0.35%
34,601
+14,221
+70% +$1.98M
2015 Q1
2 quarters
BIIB icon
58
Biogen
BIIB
$37.5B
$4.74M 0.35%
16,253
-12,703
-44% -$4.19M
2015 Q1
2 quarters
VXX icon
59
CALL
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$4.74M 0.35%
1,127
+793
+237% +$264K
2014 Q4
3 quarters
HCA icon
60
HCA Healthcare
HCA
$104B
$4.66M 0.34%
60,292
-21,334
-26% -$1.89M
2015 Q1
2 quarters
AAPL icon
61
Apple
AAPL
$5.18T
$4.29M 0.31%
155,604
-766,148
-83% -$22.5M
2014 Q4
3 quarters
APC icon
62
DELISTED
Anadarko Petroleum
APC
$4.28M 0.31%
70,823
+48,638
+219% +$3.46M
2015 Q1
2 quarters
BKNG icon
63
PUT
Booking.com
BKNG
$119B
$4.24M 0.31%
45,450
+10,700
+31% +$532K
2014 Q4
3 quarters
VTRS icon
64
PUT
Viatris
VTRS
$23.9B
$4.17M 0.31%
3,473
+942
+37% +$52.5K
2014 Q4
3 quarters
CMG icon
65
CALL
Chipotle Mexican Grill
CMG
$44.6B
$4.16M 0.3%
50,000
+16,200
+48% +$230K
2014 Q4
3 quarters
CAT icon
66
PUT
Caterpillar
CAT
$275B
$4.1M 0.3%
4,757
+3,993
+523% +$305K
2014 Q4
3 quarters
SBUX icon
67
Starbucks
SBUX
$121B
$3.92M 0.29%
68,899
+62,615
+996% +$3.51M
2015 Q1
2 quarters
PCP
68
DELISTED
PRECISION CASTPARTS CORP
PCP
$3.6M 0.26%
15,676
+11,816
+306% +$2.54M
2015 Q1
2 quarters
AXP icon
69
American Express
AXP
$215B
$3.59M 0.26%
48,425
-10,078
-17% -$775K
2015 Q1
2 quarters
DIA icon
70
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46B
$3.57M 0.26%
7,179
+5,188
+261% +$885K
2015 Q1
2 quarters
PANW icon
71
Palo Alto Networks
PANW
$264B
$3.46M 0.25%
120,582
+70,848
+142% +$2.09M
2015 Q1
2 quarters
GLD icon
72
PUT
SPDR Gold Trust
GLD
$130B
$3.34M 0.24%
4,268
+3,346
+363% +$361K
2015 Q1
2 quarters
BHC icon
73
Bausch Health
BHC
$3.13B
$3.24M 0.24%
18,168
+9,317
+105% +$2.17M
2014 Q4
3 quarters
SUNE icon
74
PUT
DELISTED
SUNEDISON, INC COM
SUNE
$3.21M 0.24%
4,679
+3,882
+487% +$69.6K
2014 Q4
3 quarters
SPY icon
75
State Street SPDR S&P 500 ETF Trust
SPY
$800B
$3.11M 0.23%
+16,235
New +$3.29M
2015 Q3
0 quarters
1 2
3
4 5

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Simplex Trading's Q3 2015 Portfolio in Review

As of Q3 2015, Simplex Trading held 7,014 positions worth $1.36B, up 14% from $1.19B the previous quarter. Its ten largest holdings account for 15% of the portfolio.

Simplex Trading withdrew a net $47.8M in Q3 2015, closing 1,420 positions and reducing 1,390 holdings. Its most notable exit was IBM, an estimated $12.7M position sold in full.

By sector, the portfolio is most concentrated in Miscellaneous at 65% of assets, up from 42% a quarter earlier, followed by Healthcare and Communication Services.

Against the trend, Simplex Trading opened a new position in iShares Russell 2000 ETF worth $27.5M.

  • Simplex Trading's largest Q3 2015 buy was iShares Russell 2000 ETF: 251,486 shares worth $27.5M.
  • Simplex Trading added most to iShares MSCI Emerging Markets ETF in Q3 2015, an estimated $11.2M increase.
  • Simplex Trading's biggest Q3 2015 reduction was Alphabet (Google) Class C, cutting an estimated $92.9M.
  • Simplex Trading fully exited IBM in Q3 2015, selling an estimated $12.7M.
  • Simplex Trading's ten largest holdings make up 15% of its $1.36B portfolio in Q3 2015.
  • Simplex Trading opened 1,811 new positions and closed 1,420 in Q3 2015.
  • Simplex Trading's portfolio value rose 14% quarter-over-quarter to $1.36B.

Based on Simplex Trading's 13F filing for Q3 2015, filed 8 Oct 2015.