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Timber Hill Portfolio holdings

AUM $15.4M
1-Year Est. Return 30.7%
This Fund
S&P 500
This Quarter Est. Return
+4.54%
1 Year Est. Return
+30.7%
3 Year Est. Return
+59.16%
5 Year Est. Return
+83.08%
10 Year Est. Return
AUM
$1.07B
AUM Growth
-$1.57B
Cap. Flow
-$1.65B
Cap. Flow %
-153.42%
Top 10 Hldgs %
36.63%
Holding
1,052
New
144
Increased
126
Reduced
307
Closed
456
Name Market Value Portfolio Weight Shares or Principal Change
in Stake
Capital Flow
BX icon
651
PUT
Blackstone
BX
$107B
-15,700
Closed -$524K
BXP icon
652
PUT
Boston Properties
BXP
$11.2B
-6,100
Closed -$750K
CAG icon
653
CALL
Conagra Brands
CAG
$7.44B
-7,500
Closed -$268K
CAR icon
654
CALL
Avis
CAR
$5.77B
-13,100
Closed -$357K
CAT icon
655
CALL
Caterpillar
CAT
$384B
-5,000
Closed -$537K
CAT icon
656
PUT
Caterpillar
CAT
$384B
-13,400
Closed -$1.44M
CCL icon
657
CALL
Carnival Corporation Ltd
CCL
$38.4B
-9,600
Closed -$629K
CF icon
658
CF Industries
CF
$18.9B
-7,808
Closed -$218K
CIEN icon
659
PUT
Ciena
CIEN
$48.2B
-10,900
Closed -$273K
CL icon
660
CALL
Colgate-Palmolive
CL
$74.9B
-28,600
Closed -$2.12M
CL icon
661
PUT
Colgate-Palmolive
CL
$74.9B
-14,000
Closed -$1.04M
CLF icon
662
CALL
Cleveland-Cliffs
CLF
$6.82B
-42,300
Closed -$293K
CLF icon
663
Cleveland-Cliffs
CLF
$6.82B
-24,639
Closed -$171K
CLF icon
664
PUT
Cleveland-Cliffs
CLF
$6.82B
-37,100
Closed -$257K
CLX icon
665
PUT
Clorox
CLX
$12.1B
-12,000
Closed -$1.6M
CM icon
666
Canadian Imperial Bank of Commerce
CM
$109B
-18,034
Closed -$732K
CMA
667
CALL
DELISTED
Comerica
CMA
-10,500
Closed -$769K
CMA
668
PUT
DELISTED
Comerica
CMA
-6,500
Closed -$476K
CMCSA icon
669
PUT
Comcast
CMCSA
$85.7B
-10,300
Closed -$401K
CME icon
670
CALL
CME Group
CME
$93.2B
-3,900
Closed -$488K
CME icon
671
PUT
CME Group
CME
$93.2B
-3,000
Closed -$376K
CMG icon
672
PUT
Chipotle Mexican Grill
CMG
$43.2B
-295,000
Closed -$2.46M
CNI icon
673
PUT
Canadian National Railway
CNI
$78.2B
-4,300
Closed -$349K
CNX icon
674
CALL
CNX Resources
CNX
$4.81B
-12,240
Closed -$152K
COF icon
675
CALL
Capital One
COF
$129B
-7,700
Closed -$636K

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Timber Hill's Q3 2017 Portfolio in Review

As of Q3 2017, Timber Hill held 1,052 positions worth $1.07B, down 59% from $2.65B the previous quarter. Its ten largest holdings account for 37% of the portfolio.

Timber Hill withdrew a net $1.65B in Q3 2017, closing 456 positions and reducing 307 holdings. Its most notable exit was State Street SPDR Dow Jones Industrial Average ETF Trust, an estimated $8.45M position sold in full.

By sector, the portfolio is most concentrated in Financials at 1.5% of assets, up from 0.37% a quarter earlier, followed by Real Estate and Energy.

Against the trend, Timber Hill opened a new position in Schwab Short-Term US Treasury ETF worth $12.8M.

  • Timber Hill's largest Q3 2017 buy was Schwab Short-Term US Treasury ETF: 507,842 shares worth $12.8M.
  • Timber Hill added most to iShares Russell 2000 ETF in Q3 2017, an estimated $23.8M increase.
  • Timber Hill's biggest Q3 2017 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $28.5M.
  • Timber Hill fully exited State Street SPDR Dow Jones Industrial Average ETF Trust in Q3 2017, selling an estimated $8.45M.
  • Timber Hill's ten largest holdings make up 37% of its $1.07B portfolio in Q3 2017.
  • Timber Hill opened 144 new positions and closed 456 in Q3 2017.
  • Timber Hill's portfolio value fell 59% quarter-over-quarter to $1.07B.

Based on Timber Hill's 13F filing for Q3 2017, filed 7 Nov 2017.