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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
+5.22%
1 Year Est. Return
+30.7%
3 Year Est. Return
+59.16%
5 Year Est. Return
+83.08%
10 Year Est. Return
–
AUM
$13.8B
AUM Growth
-$7.97B
(-37%)
Cap. Flow
-$10.9B
Cap. Flow
% of AUM
-78.95%
Top 10 Holdings %
Top 10 Hldgs %
40.5%
Holding
2,551
New
367
Increased
438
Reduced
1,252
Closed
480
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Vanguard S&P 500 ETF
VOO
|
+$20.4M |
| 2 |
Vanguard Total Stock Market ETF
VTI
|
+$12.2M |
| 3 |
Procter & Gamble
PG
|
+$8.57M |
| 4 |
Mastercard
MA
|
+$8.42M |
| 5 |
iShares Core S&P 500 ETF
IVV
|
+$6.68M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Russell 2000 ETF
IWM
|
+$67.7M |
| 2 |
Invesco CurrencyShares Euro Currency Trust
FXE
|
+$30.7M |
| 3 |
State Street Industrial Select Sector SPDR ETF
XLI
|
+$13M |
| 4 |
Invesco QQQ Trust
QQQ
|
+$12.2M |
| 5 |
iShares US Real Estate ETF
IYR
|
+$11M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 0.42% |
| 2 | Consumer Discretionary | 0.31% |
| 3 | Consumer Staples | 0.26% |
| 4 | Technology | 0.26% |
| 5 | Materials | 0.25% |
| 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
| $1.34B | 9.71% |
5,699,300
-8,390,100
| -60% | -$1.95B |
|
|
2
PUT
Invesco QQQ Trust
QQQ
$450B
| $1.03B | 7.41% |
7,744,800
-1,482,900
| -16% | -$189M |
|
|
3
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$781B
| $728M | 5.26% |
3,089,600
-6,516,900
| -68% | -$1.51B |
|
|
4
CALL
Invesco QQQ Trust
QQQ
$450B
| $647M | 4.68% |
4,891,200
-2,259,400
| -32% | -$289M |
|
5
PUT
iShares S&P 100 ETF
OEF
$19.8B
| $453M | 3.27% |
3,490,700
-4,410,500
| -56% | -$455M |
|
6
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.3B
| $433M | 3.13% |
2,100,100
+187,700
| +10% | +$38.3M |
|
|
7
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.3B
| $410M | 2.96% |
1,986,700
-7,600
| -0.4% | -$1.55M |
|
|
8
CALL
iShares S&P 100 ETF
OEF
$19.8B
| $298M | 2.15% |
2,193,600
-3,958,400
| -64% | -$409M |
|
9
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.64B
| $136M | 0.98% |
3,914,800
-4,080,600
| -51% | -$106M |
|
10
PUT
Apple
AAPL
$4.89T
| $129M | 0.93% |
3,592,400
+565,600
| +19% | +$18.6M |
|
|
11
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.64B
| $129M | 0.93% |
3,771,000
-8,346,316
| -69% | -$217M |
|
12
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.3B
| $117M | 0.84% |
2,649,800
-951,000
| -26% | -$40.7M |
|
13
PUT
JPMorgan Chase
JPM
$939B
| $103M | 0.74% |
1,169,900
-546,100
| -32% | -$48.2M |
|
14
PUT
Home Depot
HD
$332B
| $97.3M | 0.7% |
662,800
+367,500
| +124% | +$52.1M |
|
|
15
CALL
JPMorgan Chase
JPM
$939B
| $96M | 0.69% |
1,092,600
-444,900
| -29% | -$39.2M |
|
16
PUT
Goldman Sachs
GS
$313B
| $90.5M | 0.65% |
393,800
-296,800
| -43% | -$71.7M |
|
17
CALL
Booking.com
BKNG
$138B
| $87.2M | 0.63% |
1,225,000
-2,500
| -0.2% | -$165K |
|
|
18
State Street SPDR S&P 500 ETF Trust
SPY
$781B
| $83M | 0.6% |
351,987
+24,415
| +7% | +$5.67M |
|
|
19
CALL
Apple
AAPL
$4.89T
| $79.8M | 0.58% |
2,221,600
-2,076,000
| -48% | -$68.4M |
|
|
20
PUT
Booking.com
BKNG
$138B
| $79M | 0.57% |
1,110,000
+160,000
| +17% | +$10.6M |
|
|
21
CALL
Invesco CurrencyShares Euro Currency Trust
FXE
$331M
| $74.1M | 0.54% |
716,600
-674,600
| -48% | -$69.8M |
|
22
PUT
State Street Technology Select Sector SPDR ETF
XLK
$115B
| $71.3M | 0.52% |
2,676,400
+2,560,200
| +2,203% | +$66M |
|
23
PUT
Wells Fargo
WFC
$261B
| $70.5M | 0.51% |
1,266,600
-154,500
| -11% | -$8.77M |
|
24
CALL
IBM
IBM
$202B
| $69.8M | 0.5% |
419,028
-12,761
| -3% | -$2.14M |
|
|
25
PUT
IBM
IBM
$202B
| $65.8M | 0.48% |
395,493
-61,191
| -13% | -$10.3M |
|
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Timber Hill's Q1 2017 Portfolio in Review
As of Q1 2017, Timber Hill held 2,551 positions worth $13.8B, down 37% from $21.8B the previous quarter. Its ten largest holdings account for 40% of the portfolio.
Timber Hill withdrew a net $10.9B in Q1 2017, closing 480 positions and reducing 1,252 holdings. Its most notable exit was Abbott, an estimated $5.53M position sold in full.
By sector, the portfolio is most concentrated in Financials at 0.42% of assets, up from 0.29% a quarter earlier, followed by Consumer Discretionary and Consumer Staples.
Against the trend, Timber Hill opened a new position in iShares Core S&P 500 ETF worth $6.78M.
- Timber Hill's largest Q1 2017 buy was iShares Core S&P 500 ETF: 28,553 shares worth $6.78M.
- Timber Hill added most to Vanguard S&P 500 ETF in Q1 2017, an estimated $20.4M increase.
- Timber Hill's biggest Q1 2017 reduction was iShares Russell 2000 ETF, cutting an estimated $67.7M.
- Timber Hill fully exited Abbott in Q1 2017, selling an estimated $5.53M.
- Timber Hill's ten largest holdings make up 40% of its $13.8B portfolio in Q1 2017.
- Timber Hill opened 367 new positions and closed 480 in Q1 2017.
- Timber Hill's portfolio value fell 37% quarter-over-quarter to $13.8B.
Based on Timber Hill's 13F filing for Q1 2017, filed 10 May 2017.