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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
MCO icon
826
CALL
Moody's
MCO
$84.2B
-7,400
Closed -$900K
MCO icon
827
PUT
Moody's
MCO
$84.2B
-2,000
Closed -$243K
MDLZ icon
828
CALL
Mondelez International
MDLZ
$77.9B
-6,800
Closed -$294K
MDLZ icon
829
PUT
Mondelez International
MDLZ
$77.9B
-7,000
Closed -$302K
MET icon
830
CALL
MetLife
MET
$61.2B
-7,630
Closed -$374K
MET icon
831
PUT
MetLife
MET
$61.2B
-13,352
Closed -$654K
MGM icon
832
CALL
MGM Resorts International
MGM
$11.8B
-18,500
Closed -$579K
MGM icon
833
PUT
MGM Resorts International
MGM
$11.8B
-11,000
Closed -$344K
MLCO icon
834
PUT
Melco Resorts & Entertainment
MLCO
$2.18B
-9,600
Closed -$216K
MLM icon
835
CALL
Martin Marietta Materials
MLM
$34.3B
-1,500
Closed -$334K
MMM icon
836
CALL
3M
MMM
$91.9B
-12,678
Closed -$2.21M
MMM icon
837
PUT
3M
MMM
$91.9B
-1,555
Closed -$271K
MNST icon
838
CALL
Monster Beverage
MNST
$93.2B
-79,800
Closed -$1.98M
MNST icon
839
PUT
Monster Beverage
MNST
$93.2B
-24,800
Closed -$616K
MO icon
840
CALL
Altria Group
MO
$122B
-4,500
Closed -$335K
MO icon
841
PUT
Altria Group
MO
$122B
-5,400
Closed -$402K
MRK icon
842
CALL
Merck
MRK
$323B
-5,345
Closed -$327K
MRK icon
843
Merck
MRK
$323B
-18,365
Closed -$1.12M
MS icon
844
CALL
Morgan Stanley
MS
$337B
-40,300
Closed -$1.8M
MS icon
845
PUT
Morgan Stanley
MS
$337B
-32,000
Closed -$1.43M
MSFT icon
846
PUT
Microsoft
MSFT
$2.89T
-154,800
Closed -$10.7M
MTB icon
847
CALL
M&T Bank
MTB
$36B
-3,100
Closed -$502K
MTN icon
848
PUT
Vail Resorts
MTN
$5.28B
-1,400
Closed -$284K
MU icon
849
CALL
Micron Technology
MU
$1.02T
-29,800
Closed -$890K
MU icon
850
PUT
Micron Technology
MU
$1.02T
-32,300
Closed -$964K

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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.