Timber Hill LLC

CIK

1294223

Location

GREENWICH, CT

Portfolio Value

Micro $4,112,297

Diversification

Diversified

Filing Date

Mar 31, 2020

Global Rank

#5,088 / 5,300

Top Industry

Beverages - Non-Alcoholic 19.6%

3Y Alpha vs SPY

-6.4%

Period ended 6 years ago

Filed May 15, 2020 · 6y

Clone Performance

Jun 2023–Jun 2026 · vs SPY

Hypothetical growth of cloning every reported 13F position and rebalancing on each filing, indexed to the same start.

Cloned portfolio

+49.9%

SPY

+76.3%

Annualised alpha

-6.4%

Max drawdown

−13.3%

Estimate. 13F holdings are quarter-lagged and long-only, so the clone rebalances about 45 days after each period end — when the filing becomes public — and excludes options and short positions. Past performance does not predict future results.

Portfolio Concentration

16 positions · as of Mar 31, 2020

Top Position

14.6%

of portfolio value

Top 5

53.1%

of portfolio value

Top 10

80.0%

of portfolio value

HHI

833

Diversified

Sector Breakdown

As of Mar 31, 2020

Sector	% Portfolio	Value	Positions
Consumer Defensive	41.1%	$1,690,048	6
Financial Services	20.2%	$829,864	4
Communication Services	13.1%	$537,300	1
Energy	10.4%	$426,253	2
Utilities	6.4%	$264,682	1
Technology	5.4%	$222,503	1
Consumer Cyclical	3.4%	$141,647	1

Portfolio Positions

Compact Export CSV View 13F filing

16 positions · $4,112,297 total · as of Mar 31, 2020

All sectors Communication Services Consumer Cyclical Consumer Defensive Energy Financial Services Technology Utilities

Ticker	Company	Type	Shares	Δ Shares	Value (USD)	% Δ Value	% of Portfolio
PEP	Pepsico Inc Consumer Defensive	First	5,000	—	$600,500	—	14.60%
VZ	Verizon Communications Inc Communication Services	First	10,000	—	$537,300	—	13.07%
PG	PROCTER & GAMBLE Co Consumer Defensive	First	4,200	—	$462,000	—	11.23%
WFC	Wells Fargo & Company/Mn Financial Services	First	11,100	—	$318,570	—	7.75%
NEE	Nextera Energy Inc Utilities	First	4,400	—	$264,682	—	6.44%
CVX	Chevron Corp Energy	First	3,207	—	$232,379	—	5.65%
COST	Costco Wholesale Corp /New Consumer Defensive	First	810	—	$230,955	—	5.62%
AAPL	Apple Inc. Technology	First	3,500	—	$222,503	—	5.41%
PRU	Prudential Financial Inc Financial Services	First	4,133	—	$215,494	—	5.24%
KO	Coca Cola Co Consumer Defensive	First	4,600	—	$203,550	—	4.95%
XOM	Exxon Mobil Corp Energy	First	5,106	—	$193,874	—	4.71%
MS	Morgan Stanley Financial Services	First	5,200	—	$176,800	—	4.30%
WMT	Walmart Inc. Consumer Defensive	First	4,174	—	$158,083	—	3.84%
AMZN	Amazon Com Inc Consumer Cyclical	First	1,453	—	$141,647	—	3.44%
PSEC	Prospect Capital Corp Financial Services	First	28,000	—	$119,000	—	2.89%
ABEV	Ambev S.A. Consumer Defensive	First	15,200	—	$34,960	—	0.85%