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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
WBA icon
76
DELISTED
Walgreens Boots Alliance
WBA
$3.11M 0.23%
+37,433
New +$3.38M
2015 Q3
0 quarters
QCOM icon
77
Qualcomm
QCOM
$185B
$3.07M 0.23%
57,229
-8,026
-12% -$477K
2014 Q4
3 quarters
EA icon
78
DELISTED
Electronic Arts
EA
$3.04M 0.22%
+44,835
New +$3.14M
2015 Q3
0 quarters
AGN
79
PUT
DELISTED
Allergan plc
AGN
$3.03M 0.22%
1,574
+855
+119% +$263K
2015 Q1
2 quarters
MU icon
80
Micron Technology
MU
$881B
$3.01M 0.22%
201,260
-234,994
-54% -$4.04M
2014 Q4
3 quarters
DIS icon
81
PUT
Walt Disney
DIS
$205B
$2.99M 0.22%
6,918
+5,772
+504% +$629K
2014 Q4
3 quarters
ABBV icon
82
AbbVie
ABBV
$521B
$2.98M 0.22%
54,799
+27,448
+100% +$1.79M
2015 Q1
2 quarters
TEVA icon
83
Teva Pharmaceutical Industries Limited
TEVA
$51.9B
$2.96M 0.22%
52,467
+25,244
+93% +$1.64M
2015 Q2
1 quarter
GS icon
84
PUT
Goldman Sachs
GS
$264B
$2.95M 0.22%
4,046
+1,714
+73% +$336K
2014 Q4
3 quarters
AET
85
DELISTED
Aetna Inc
AET
$2.85M 0.21%
+26,029
New +$3.01M
2015 Q3
0 quarters
AGN
86
CALL
DELISTED
Allergan plc
AGN
$2.77M 0.2%
1,618
+323
+25% +$99.2K
2015 Q1
2 quarters
APC icon
87
PUT
DELISTED
Anadarko Petroleum
APC
$2.75M 0.2%
2,102
+1,317
+168% +$93.6K
2015 Q1
2 quarters
TWTR
88
PUT
DELISTED
Twitter, Inc.
TWTR
$2.72M 0.2%
3,867
+659
+21% +$19.8K
2014 Q4
3 quarters
VXX icon
89
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$2.72M 0.2%
959
+668
+230% +$222K
2014 Q4
3 quarters
WMB icon
90
PUT
Williams Companies
WMB
$86.4B
$2.59M 0.19%
4,212
+969
+30% +$48.3K
2014 Q4
3 quarters
BMY icon
91
Bristol-Myers Squibb
BMY
$130B
$2.58M 0.19%
43,515
+37,376
+609% +$2.37M
2015 Q1
2 quarters
FIT
92
PUT
DELISTED
Fitbit, Inc. Class A common stock
FIT
$2.58M 0.19%
2,101
+1,986
+1,727% +$81.1K
2015 Q2
1 quarter
NKE icon
93
Nike
NKE
$56.4B
$2.55M 0.19%
+41,514
New +$2.35M
2015 Q3
0 quarters
QCOM icon
94
PUT
Qualcomm
QCOM
$185B
$2.54M 0.19%
2,572
+1,518
+144% +$90.2K
2014 Q4
3 quarters
GDX icon
95
VanEck Gold Miners ETF
GDX
$25.2B
$2.54M 0.19%
184,992
+13,800
+8% +$199K
2014 Q4
3 quarters
RXD icon
96
PUT
ProShares UltraShort Health Care
RXD
$2.72M
$2.53M 0.19%
820
+441
+116% +$89K
2015 Q1
2 quarters
EWA icon
97
PUT
iShares MSCI Australia ETF
EWA
$1.23B
$2.53M 0.19%
6,166
+4,113
+200% +$80.5K
2014 Q4
3 quarters
XLI icon
98
State Street Industrial Select Sector SPDR ETF
XLI
$30.9B
$2.5M 0.18%
+50,229
New +$2.64M
2015 Q3
0 quarters
COP icon
99
ConocoPhillips
COP
$168B
$2.48M 0.18%
+51,787
New +$2.63M
2015 Q3
0 quarters
FDX icon
100
PUT
FedEx
FDX
$75.9B
$2.48M 0.18%
1,400
+481
+52% +$76.8K
2014 Q4
3 quarters
2 3
4
5 6

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National Bank of Canada
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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.