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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
GXP
1026
DELISTED
Great Plains Energy Incorporated
GXP
-7,318
Closed -$214K
CBI
1027
PUT
DELISTED
Chicago Bridge & Iron Nv
CBI
-10,400
Closed -$205K
BRCD
1028
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
-39,363
Closed -$496K
WFM
1029
CALL
DELISTED
Whole Foods Market Inc
WFM
-6,700
Closed -$282K
WFM
1030
PUT
DELISTED
Whole Foods Market Inc
WFM
-11,000
Closed -$463K
PPP
1031
DELISTED
Primero Mining Corp
PPP
-25,446
Closed -$9K
RAI
1032
CALL
DELISTED
Reynolds American Inc
RAI
-9,000
Closed -$585K
RAI
1033
PUT
DELISTED
Reynolds American Inc
RAI
-5,000
Closed -$325K
KCG
1034
PUT
DELISTED
KCG Holdings, Inc.
KCG
-18,100
Closed -$361K
PNRA
1035
CALL
DELISTED
Panera Bread Co
PNRA
-16,700
Closed -$5.25M
PNRA
1036
PUT
DELISTED
Panera Bread Co
PNRA
-3,900
Closed -$1.23M
BHI
1037
CALL
DELISTED
Baker Hughes
BHI
-16,100
Closed -$878K
OKS
1038
CALL
DELISTED
Oneok Partners LP
OKS
-6,900
Closed -$352K
OKS
1039
DELISTED
Oneok Partners LP
OKS
-4,323
Closed -$221K
OKS
1040
PUT
DELISTED
Oneok Partners LP
OKS
-13,900
Closed -$710K
UWC
1041
CALL
DELISTED
PROSHARES TR ULTRA RUSSELL3000
UWC
-10,700
Closed -$1.11M
ATVI
1042
CALL
DELISTED
Activision Blizzard
ATVI
-16,200
Closed -$933K
GG.WS.A
1043
CALL
DELISTED
GOLDCORP INC SERIES A WARRANTS EXP 5/30/2007
GG.WS.A
-37,800
Closed -$488K
GG.WS.A
1044
PUT
DELISTED
GOLDCORP INC SERIES A WARRANTS EXP 5/30/2007
GG.WS.A
-110,200
Closed -$1.42M
WLL
1045
DELISTED
Whiting Petroleum Corporation
WLL
-35
Closed -$59K
GRA
1046
PUT
DELISTED
W.R. Grace & Co.
GRA
-3,000
Closed -$216K
CHL
1047
DELISTED
China Mobile Limited
CHL
-8,604
Closed -$457K
FTR
1048
DELISTED
Frontier Communications Corp.
FTR
-10,654
Closed -$185K
CELG
1049
CALL
DELISTED
Celgene Corp
CELG
-34,700
Closed -$4.51M
CELG
1050
PUT
DELISTED
Celgene Corp
CELG
-32,400
Closed -$4.21M

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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.