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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
+1.91%
1 Year Est. Return
+30.7%
3 Year Est. Return
+59.16%
5 Year Est. Return
+83.08%
10 Year Est. Return
–
AUM
$21.3B
AUM Growth
+$524M
(+2.5%)
Cap. Flow
+$6.37B
Cap. Flow
% of AUM
29.89%
Top 10 Holdings %
Top 10 Hldgs %
31.16%
Holding
2,466
New
411
Increased
812
Reduced
840
Closed
387
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI EAFE ETF
EFA
|
+$35.4M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$25M |
| 3 |
State Street SPDR S&P Retail ETF
XRT
|
+$23.6M |
| 4 |
iShares Expanded Tech-Software Sector ETF
IGV
|
+$19.8M |
| 5 |
Invesco CurrencyShares Euro Currency Trust
FXE
|
+$18.5M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$163M |
| 2 |
Direxion Daily Small Cap Bull 3x ETF
TNA
|
+$21.5M |
| 3 |
iShares Biotechnology ETF
IBB
|
+$16.9M |
| 4 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$15.2M |
| 5 |
Direxion Daily Small Cap Bear 3x ETF
TZA
|
+$15.2M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 0.27% |
| 2 | Consumer Discretionary | 0.21% |
| 3 | Consumer Staples | 0.17% |
| 4 | Materials | 0.16% |
| 5 | Energy | 0.14% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$781B
| $1.15B | 5.38% |
15,026,700
+8,874,100
| +144% | +$1.84B |
|
2
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.3B
| $1.09B | 5.13% |
6,107,500
+2,766,500
| +83% | +$491M |
|
3
PUT
iShares S&P 100 ETF
OEF
$19.8B
| $952M | 4.47% |
8,918,700
+2,218,000
| +33% | +$205M |
|
|
4
PUT
Invesco QQQ Trust
QQQ
$450B
| $797M | 3.74% |
7,412,700
-1,289,200
| -15% | -$139M |
|
|
5
CALL
Invesco QQQ Trust
QQQ
$450B
| $763M | 3.58% |
7,091,900
+2,482,600
| +54% | +$268M |
|
|
6
CALL
iShares S&P 100 ETF
OEF
$19.8B
| $642M | 3.01% |
6,174,600
+760,700
| +14% | +$70.2M |
|
|
7
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.3B
| $438M | 2.06% |
2,446,600
+1,274,900
| +109% | +$226M |
|
|
8
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$781B
| $296M | 1.39% |
21,918,300
+12,909,600
| +143% | +$2.68B |
|
|
9
State Street SPDR S&P 500 ETF Trust
SPY
$781B
| $279M | 1.31% |
1,330,962
-786,602
| -37% | -$163M |
|
10
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.64B
| $232M | 1.09% |
7,432,800
+1,903,400
| +34% | +$44.3M |
|
|
11
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.64B
| $197M | 0.93% |
5,981,600
+1,772,000
| +42% | +$41.2M |
|
12
PUT
JPMorgan Chase
JPM
$939B
| $181M | 0.85% |
2,917,600
+2,114,400
| +263% | +$132M |
|
13
PUT
Apple
AAPL
$4.89T
| $175M | 0.82% |
7,310,800
-2,146,000
| -23% | -$53.3M |
|
14
CALL
ExxonMobil
XOM
$651B
| $174M | 0.82% |
1,854,200
-419,600
| -18% | -$37.1M |
|
15
PUT
Chevron
CVX
$388B
| $169M | 0.79% |
1,611,600
-604,900
| -27% | -$60.8M |
|
16
CALL
SPDR Gold Trust
GLD
$132B
| $161M | 0.76% |
1,275,100
-215,300
| -14% | -$25.9M |
|
17
PUT
IBM
IBM
$202B
| $144M | 0.67% |
990,562
+586,492
| +145% | +$84M |
|
18
PUT
Home Depot
HD
$332B
| $142M | 0.67% |
1,113,700
-17,600
| -2% | -$2.33M |
|
|
19
PUT
ExxonMobil
XOM
$651B
| $133M | 0.63% |
1,423,700
-1,085,500
| -43% | -$96M |
|
|
20
PUT
SPDR Gold Trust
GLD
$132B
| $121M | 0.57% |
954,100
+424,300
| +80% | +$51.1M |
|
21
CALL
Alphabet (Google) Class C
GOOG
$3.9T
| $120M | 0.56% |
3,456,000
+1,060,000
| +44% | +$38.1M |
|
|
22
CALL
JPMorgan Chase
JPM
$939B
| $116M | 0.55% |
1,869,000
+807,000
| +76% | +$50.4M |
|
|
23
CALL
Home Depot
HD
$332B
| $112M | 0.53% |
880,200
+571,000
| +185% | +$75.5M |
|
|
24
CALL
Apple
AAPL
$4.89T
| $110M | 0.52% |
4,607,200
+933,600
| +25% | +$23.2M |
|
25
PUT
Invesco CurrencyShares British Pound Sterling Trust
FXB
$76.9M
| $108M | 0.51% |
832,100
+610,100
| +275% | +$85.6M |
|
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Timber Hill's Q2 2016 Portfolio in Review
As of Q2 2016, Timber Hill held 2,466 positions worth $21.3B, up 2.5% from $20.8B the previous quarter. Its ten largest holdings account for 31% of the portfolio.
Timber Hill deployed $6.37B of net new capital in Q2 2016, opening 411 new positions and adding to 812 existing holdings. Its largest new stake was iShares MSCI EAFE ETF: 615,421 shares worth $34.4M.
By sector, the portfolio is most concentrated in Financials at 0.27% of assets, up from 0.24% a quarter earlier, followed by Consumer Discretionary and Consumer Staples.
On the sell side, the largest reduction was State Street SPDR S&P 500 ETF Trust, an estimated $163M trimmed.
- Timber Hill's largest Q2 2016 buy was iShares MSCI EAFE ETF: 615,421 shares worth $34.4M.
- Timber Hill added most to Invesco QQQ Trust in Q2 2016, an estimated $25M increase.
- Timber Hill's biggest Q2 2016 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $163M.
- Timber Hill fully exited Vanguard Small-Cap Value ETF in Q2 2016, selling an estimated $14.1M.
- Timber Hill's ten largest holdings make up 31% of its $21.3B portfolio in Q2 2016.
- Timber Hill opened 411 new positions and closed 387 in Q2 2016.
- Timber Hill's portfolio value rose 2.5% quarter-over-quarter to $21.3B.
Based on Timber Hill's 13F filing for Q2 2016, filed 4 Aug 2016.