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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
+0.84%
1 Year Est. Return
+30.7%
3 Year Est. Return
+59.16%
5 Year Est. Return
+83.08%
10 Year Est. Return
–
AUM
$20.8B
AUM Growth
+$219M
(+1.1%)
Cap. Flow
-$1.4B
Cap. Flow
% of AUM
-6.74%
Top 10 Holdings %
Top 10 Hldgs %
35.1%
Holding
2,552
New
336
Increased
782
Reduced
917
Closed
497
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$135M |
| 2 |
Invesco CurrencyShares Euro Currency Trust
FXE
|
+$37.5M |
| 3 |
iShares Russell 2000 ETF
IWM
|
+$24M |
| 4 |
Invesco QQQ Trust
QQQ
|
+$22.2M |
| 5 |
Direxion Daily Small Cap Bear 3x ETF
TZA
|
+$14.8M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Russell 1000 Growth ETF
IWF
|
+$13M |
| 2 |
JPMorgan Chase
JPM
|
+$9.53M |
| 3 |
AGN
Allergan plc
AGN
|
+$7.94M |
| 4 |
State Street Materials Select Sector SPDR ETF
XLB
|
+$5.65M |
| 5 |
iShares US Financials ETF
IYF
|
+$5.4M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 0.24% |
| 2 | Consumer Discretionary | 0.23% |
| 3 | Industrials | 0.18% |
| 4 | Materials | 0.18% |
| 5 | Technology | 0.16% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$781B
| $1.85B | 8.91% |
9,008,700
-4,668,700
| -34% | -$911M |
|
|
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$781B
| $1.26B | 6.08% |
6,152,600
-1,375,100
| -18% | -$268M |
|
|
3
PUT
Invesco QQQ Trust
QQQ
$450B
| $950M | 4.57% |
8,701,900
+2,993,300
| +52% | +$311M |
|
4
PUT
iShares S&P 100 ETF
OEF
$19.8B
| $693M | 3.34% |
6,700,700
-294,200
| -4% | -$25.7M |
|
5
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.3B
| $590M | 2.84% |
3,341,000
-2,151,400
| -39% | -$358M |
|
|
6
CALL
iShares S&P 100 ETF
OEF
$19.8B
| $539M | 2.59% |
5,413,900
+974,400
| +22% | +$85M |
|
|
7
CALL
Invesco QQQ Trust
QQQ
$450B
| $503M | 2.42% |
4,609,300
-1,230,200
| -21% | -$128M |
|
|
8
State Street SPDR S&P 500 ETF Trust
SPY
$781B
| $435M | 2.09% |
2,117,564
+691,108
| +48% | +$135M |
|
9
PUT
Apple
AAPL
$4.89T
| $258M | 1.24% |
9,456,800
+4,607,720
| +95% | +$115M |
|
10
PUT
Chevron
CVX
$388B
| $211M | 1.02% |
2,216,500
+1,316,200
| +146% | +$115M |
|
11
PUT
ExxonMobil
XOM
$651B
| $210M | 1.01% |
2,509,200
+869,100
| +53% | +$69.6M |
|
|
12
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.3B
| $207M | 1% |
1,171,700
-888,800
| -43% | -$148M |
|
|
13
CALL
ExxonMobil
XOM
$651B
| $190M | 0.91% |
2,273,800
+635,900
| +39% | +$50.9M |
|
14
CALL
SPDR Gold Trust
GLD
$132B
| $175M | 0.84% |
1,490,400
+714,700
| +92% | +$81M |
|
|
15
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.64B
| $154M | 0.74% |
5,529,400
-2,423,000
| -30% | -$50.2M |
|
16
PUT
Home Depot
HD
$332B
| $151M | 0.73% |
1,131,300
+680,200
| +151% | +$84.8M |
|
17
PUT
3M
MMM
$89B
| $134M | 0.64% |
959,910
+777,161
| +425% | +$99.8M |
|
|
18
CALL
Chevron
CVX
$388B
| $127M | 0.61% |
1,327,600
+342,800
| +35% | +$30M |
|
|
19
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.64B
| $125M | 0.6% |
4,209,600
+565,000
| +16% | +$11.7M |
|
20
PUT
Alphabet (Google) Class A
GOOGL
$3.91T
| $114M | 0.55% |
2,993,000
-151,400
| -5% | -$5.57M |
|
|
21
PUT
Alphabet (Google) Class C
GOOG
$3.9T
| $102M | 0.49% |
2,737,000
-1,139,400
| -29% | -$40.8M |
|
|
22
CALL
Apple
AAPL
$4.89T
| $100M | 0.48% |
3,673,600
-436,800
| -11% | -$10.9M |
|
23
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27B
| $99.5M | 0.48% |
378,600
+208,400
| +122% | +$50.7M |
|
24
PUT
Johnson & Johnson
JNJ
$635B
| $95.4M | 0.46% |
881,900
+218,600
| +33% | +$22.6M |
|
25
PUT
Amazon
AMZN
$2.5T
| $91.6M | 0.44% |
3,086,000
+544,600
| +21% | +$15.5M |
|
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Timber Hill's Q1 2016 Portfolio in Review
As of Q1 2016, Timber Hill held 2,552 positions worth $20.8B, up 1.1% from $20.6B the previous quarter. Its ten largest holdings account for 35% of the portfolio.
Timber Hill withdrew a net $1.4B in Q1 2016, closing 497 positions and reducing 917 holdings. Its most notable exit was iShares Russell 1000 Growth ETF, an estimated $13M position sold in full.
By sector, the portfolio is most concentrated in Financials at 0.24% of assets, down from 0.29% a quarter earlier, followed by Consumer Discretionary and Industrials.
Against the trend, Timber Hill opened a new position in Invesco QQQ Trust worth $23.3M.
- Timber Hill's largest Q1 2016 buy was Invesco QQQ Trust: 213,801 shares worth $23.3M.
- Timber Hill added most to State Street SPDR S&P 500 ETF Trust in Q1 2016, an estimated $135M increase.
- Timber Hill's biggest Q1 2016 reduction was iShares US Financials ETF, cutting an estimated $5.4M.
- Timber Hill fully exited iShares Russell 1000 Growth ETF in Q1 2016, selling an estimated $13M.
- Timber Hill's ten largest holdings make up 35% of its $20.8B portfolio in Q1 2016.
- Timber Hill opened 336 new positions and closed 497 in Q1 2016.
- Timber Hill's portfolio value rose 1.1% quarter-over-quarter to $20.8B.
Based on Timber Hill's 13F filing for Q1 2016, filed 5 May 2016.