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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
+5.77%
1 Year Est. Return
+30.7%
3 Year Est. Return
+59.16%
5 Year Est. Return
+83.08%
10 Year Est. Return
–
AUM
$20.9B
AUM Growth
-$444M
(-2.1%)
Cap. Flow
-$5.41B
Cap. Flow
% of AUM
-25.94%
Top 10 Holdings %
Top 10 Hldgs %
38.53%
Holding
2,416
New
338
Increased
650
Reduced
944
Closed
470
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Invesco CurrencyShares Euro Currency Trust
FXE
|
+$45.5M |
| 2 |
Invesco CurrencyShares Japanese Yen Trust
FXY
|
+$10.9M |
| 3 |
Lockheed Martin
LMT
|
+$10.8M |
| 4 |
RTX Corp
RTX
|
+$10.1M |
| 5 |
Direxion Daily Small Cap Bull 3x ETF
TNA
|
+$8.89M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$101M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$51.3M |
| 3 |
iShares MSCI EAFE ETF
EFA
|
+$34.4M |
| 4 |
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
|
+$22.1M |
| 5 |
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
|
+$20.7M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 0.27% |
| 2 | Financials | 0.22% |
| 3 | Industrials | 0.2% |
| 4 | Healthcare | 0.12% |
| 5 | Technology | 0.11% |
| 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
| $1.82B | 8.72% |
8,416,400
-6,610,300
| -44% | -$1.43B |
|
|
2
PUT
Invesco QQQ Trust
QQQ
$450B
| $1.27B | 6.07% |
10,671,700
+3,259,000
| +44% | +$376M |
|
|
3
CALL
Invesco QQQ Trust
QQQ
$450B
| $900M | 4.31% |
7,582,000
+490,100
| +7% | +$56.6M |
|
|
4
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$781B
| $840M | 4.03% |
15,973,700
-5,944,600
| -27% | -$1.28B |
|
5
PUT
iShares S&P 100 ETF
OEF
$19.8B
| $797M | 3.82% |
7,208,600
-1,710,100
| -19% | -$164M |
|
6
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.3B
| $725M | 3.47% |
3,965,000
-2,142,500
| -35% | -$393M |
|
|
7
CALL
iShares S&P 100 ETF
OEF
$19.8B
| $693M | 3.32% |
5,633,900
-540,700
| -9% | -$51.9M |
|
|
8
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.3B
| $415M | 1.99% |
2,271,700
-174,900
| -7% | -$32.1M |
|
9
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.64B
| $361M | 1.73% |
10,749,030
+3,316,230
| +45% | +$79.9M |
|
|
10
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.64B
| $220M | 1.06% |
6,423,118
+441,518
| +7% | +$10.6M |
|
|
11
State Street SPDR S&P 500 ETF Trust
SPY
$781B
| $186M | 0.89% |
861,751
-469,211
| -35% | -$101M |
|
12
PUT
Apple
AAPL
$4.89T
| $170M | 0.81% |
6,010,000
-1,300,800
| -18% | -$34.4M |
|
|
13
CALL
Apple
AAPL
$4.89T
| $165M | 0.79% |
5,826,000
+1,218,800
| +26% | +$32.3M |
|
14
CALL
JPMorgan Chase
JPM
$939B
| $146M | 0.7% |
2,185,700
+316,700
| +17% | +$20.6M |
|
15
PUT
Goldman Sachs
GS
$313B
| $144M | 0.69% |
894,100
+296,000
| +49% | +$48.1M |
|
|
16
PUT
JPMorgan Chase
JPM
$939B
| $129M | 0.62% |
1,936,600
-981,000
| -34% | -$64M |
|
17
CALL
SPDR Gold Trust
GLD
$132B
| $126M | 0.6% |
999,700
-275,400
| -22% | -$35.1M |
|
18
CALL
ExxonMobil
XOM
$651B
| $123M | 0.59% |
1,406,200
-448,000
| -24% | -$39.7M |
|
|
19
Invesco CurrencyShares Euro Currency Trust
FXE
$331M
| $111M | 0.53% |
1,016,086
+418,659
| +70% | +$45.5M |
|
20
PUT
FedEx
FDX
$74.5B
| $106M | 0.51% |
608,000
+166,800
| +38% | +$27.3M |
|
|
21
PUT
ExxonMobil
XOM
$651B
| $104M | 0.5% |
1,190,100
-233,600
| -16% | -$20.7M |
|
|
22
PUT
Invesco CurrencyShares Euro Currency Trust
FXE
$331M
| $104M | 0.5% |
946,500
+170,400
| +22% | +$18.5M |
|
23
PUT
IBM
IBM
$202B
| $103M | 0.49% |
674,984
-315,578
| -32% | -$47.9M |
|
24
PUT
Alphabet (Google) Class C
GOOG
$3.9T
| $102M | 0.49% |
2,618,000
-102,000
| -4% | -$3.87M |
|
25
iShares Russell 2000 ETF
IWM
$79.8B
| $97.4M | 0.47% |
784,480
+66,678
| +9% | +$8.1M |
|
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Timber Hill's Q3 2016 Portfolio in Review
As of Q3 2016, Timber Hill held 2,416 positions worth $20.9B, down 2.1% from $21.3B the previous quarter. Its ten largest holdings account for 39% of the portfolio.
Timber Hill withdrew a net $5.41B in Q3 2016, closing 470 positions and reducing 944 holdings. Its most notable exit was Invesco QQQ Trust, an estimated $51.3M position sold in full.
By sector, the portfolio is most concentrated in Consumer Discretionary at 0.27% of assets, up from 0.21% a quarter earlier, followed by Financials and Industrials.
Against the trend, Timber Hill opened a new position in RTX Corp worth $9.71M.
- Timber Hill's largest Q3 2016 buy was RTX Corp: 151,811 shares worth $9.71M.
- Timber Hill added most to Invesco CurrencyShares Euro Currency Trust in Q3 2016, an estimated $45.5M increase.
- Timber Hill's biggest Q3 2016 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $101M.
- Timber Hill fully exited Invesco QQQ Trust in Q3 2016, selling an estimated $51.3M.
- Timber Hill's ten largest holdings make up 39% of its $20.9B portfolio in Q3 2016.
- Timber Hill opened 338 new positions and closed 470 in Q3 2016.
- Timber Hill's portfolio value fell 2.1% quarter-over-quarter to $20.9B.
Based on Timber Hill's 13F filing for Q3 2016, filed 2 Nov 2016.