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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
-0.13%
1 Year Est. Return
+30.7%
3 Year Est. Return
+59.16%
5 Year Est. Return
+83.08%
10 Year Est. Return
–
AUM
$22.1B
AUM Growth
-$2.72B
(-11%)
Cap. Flow
-$3.74B
Cap. Flow
% of AUM
-16.9%
Top 10 Holdings %
Top 10 Hldgs %
30.49%
Holding
2,884
New
396
Increased
873
Reduced
1,045
Closed
535
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
PepsiCo
PEP
|
+$12.4M |
| 2 |
State Street Industrial Select Sector SPDR ETF
XLI
|
+$9.62M |
| 3 |
Walmart Inc
WMT
|
+$9.01M |
| 4 |
ConocoPhillips
COP
|
+$7.63M |
| 5 |
American Express
AXP
|
+$7.21M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$577M |
| 2 |
Invesco CurrencyShares Euro Currency Trust
FXE
|
+$64.6M |
| 3 |
Invesco QQQ Trust
QQQ
|
+$8.43M |
| 4 |
iShares Russell 1000 Growth ETF
IWF
|
+$8.24M |
| 5 |
iShares Russell Mid-Cap ETF
IWR
|
+$5.61M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 0.41% |
| 2 | Financials | 0.34% |
| 3 | Technology | 0.28% |
| 4 | Consumer Staples | 0.27% |
| 5 | Energy | 0.25% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
PUT
Invesco QQQ Trust
QQQ
$450B
| $1.63B | 7.38% |
15,477,000
-2,199,800
| -12% | -$231M |
|
|
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$781B
| $1.43B | 6.48% |
6,948,700
-2,162,650
| -24% | -$446M |
|
3
CALL
iShares S&P 100 ETF
OEF
$19.8B
| $706M | 3.19% |
5,929,500
-893,200
| -13% | -$81.3M |
|
|
4
CALL
Invesco QQQ Trust
QQQ
$450B
| $657M | 2.97% |
6,221,700
-7,307,400
| -54% | -$767M |
|
|
5
PUT
iShares S&P 100 ETF
OEF
$19.8B
| $535M | 2.42% |
7,361,600
-2,902,000
| -28% | -$264M |
|
|
6
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$781B
| $476M | 2.15% |
18,497,900
-3,407,520
| -16% | -$703M |
|
7
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.3B
| $367M | 1.66% |
2,065,500
-842,400
| -29% | -$150M |
|
8
PUT
Alphabet (Google) Class C
GOOG
$3.9T
| $339M | 1.53% |
12,356,632
+1,900,002
| +18% | +$50.9M |
|
9
CALL
Apple
AAPL
$4.89T
| $339M | 1.53% |
10,884,440
+1,085,760
| +11% | +$32.8M |
|
|
10
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.3B
| $264M | 1.19% |
1,485,300
-1,253,900
| -46% | -$223M |
|
|
11
PUT
Apple
AAPL
$4.89T
| $263M | 1.19% |
8,453,080
+2,067,120
| +32% | +$62.4M |
|
|
12
State Street SPDR S&P 500 ETF Trust
SPY
$781B
| $217M | 0.98% |
1,052,735
-2,797,280
| -73% | -$577M |
|
13
PUT
ExxonMobil
XOM
$651B
| $210M | 0.95% |
2,466,000
+1,613,200
| +189% | +$143M |
|
|
14
PUT
Invesco CurrencyShares Euro Currency Trust
FXE
$331M
| $181M | 0.82% |
1,709,400
+408,800
| +31% | +$45.2M |
|
|
15
CALL
Alphabet (Google) Class C
GOOG
$3.9T
| $172M | 0.78% |
6,251,316
-7,622,069
| -55% | -$204M |
|
|
16
CALL
ExxonMobil
XOM
$651B
| $164M | 0.74% |
1,933,600
-25,200
| -1% | -$2.23M |
|
17
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.64B
| $164M | 0.74% |
4,700,800
+1,671,800
| +55% | +$41.4M |
|
18
PUT
Chevron
CVX
$388B
| $143M | 0.65% |
1,366,700
+835,100
| +157% | +$89.1M |
|
19
PUT
Booking.com
BKNG
$138B
| $139M | 0.63% |
2,982,500
-585,000
| -16% | -$26.2M |
|
|
20
CALL
Invesco CurrencyShares Euro Currency Trust
FXE
$331M
| $136M | 0.61% |
1,285,000
+449,900
| +54% | +$49.8M |
|
21
PUT
State Street Financial Select Sector SPDR ETF
XLF
$56.1B
| $115M | 0.52% |
5,437,486
-1,718,515
| -24% | -$36.4M |
|
|
22
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.64B
| $114M | 0.51% |
3,186,000
-1,546,800
| -33% | -$38.3M |
|
23
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27B
| $111M | 0.5% |
398,800
-386,600
| -49% | -$104M |
|
24
PUT
JPMorgan Chase
JPM
$939B
| $107M | 0.48% |
1,765,900
+483,000
| +38% | +$28.6M |
|
25
CALL
Microsoft
MSFT
$2.84T
| $107M | 0.48% |
2,628,800
+1,191,400
| +83% | +$51.9M |
|
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Timber Hill's Q1 2015 Portfolio in Review
As of Q1 2015, Timber Hill held 2,884 positions worth $22.1B, down 11% from $24.9B the previous quarter. Its ten largest holdings account for 30% of the portfolio.
Timber Hill withdrew a net $3.74B in Q1 2015, closing 535 positions and reducing 1,045 holdings. Its most notable exit was Invesco QQQ Trust, an estimated $8.43M position sold in full.
By sector, the portfolio is most concentrated in Consumer Discretionary at 0.41% of assets, up from 0.3% a quarter earlier, followed by Financials and Technology.
Against the trend, Timber Hill opened a new position in PepsiCo worth $12.3M.
- Timber Hill's largest Q1 2015 buy was PepsiCo: 128,419 shares worth $12.3M.
- Timber Hill added most to Invesco CurrencyShares British Pound Sterling Trust in Q1 2015, an estimated $7.16M increase.
- Timber Hill's biggest Q1 2015 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $577M.
- Timber Hill fully exited Invesco QQQ Trust in Q1 2015, selling an estimated $8.43M.
- Timber Hill's ten largest holdings make up 30% of its $22.1B portfolio in Q1 2015.
- Timber Hill opened 396 new positions and closed 535 in Q1 2015.
- Timber Hill's portfolio value fell 11% quarter-over-quarter to $22.1B.
Based on Timber Hill's 13F filing for Q1 2015, filed 30 Apr 2015.