Timber Hill LLC
Regulatory profile
From Form ADV, the SEC filer profile, 13D/13G type codes and N-CEN, never from the name.
Portfolio style
Measured from the filed 13F common-share book for Jun 30, 2020, never from the firm's own description.
Closest benchmark: every 13F filer's combined book, active share 99.8%; sector active share 69.3% against the combined 13F book's sector weights.
Over time 2 measured quarters
How the bands are measured
Style bands measure the filed 13F common-share book each closed quarter, tested in this order. Unknown: under $10,000,000 of valued equity or 5 stocks. Index-like (100+ stocks): active share of 20% or less against the closest benchmark, which is the S&P 500, S&P MidCap 400, S&P SmallCap 600, Russell 1000, Russell 2000, Nasdaq-100 or Dow Jones Industrial Average (weighted by an index-tracking fund's reported holdings or the index's constituents nearest the quarter end, over the names resolved to companies, and only when those are 90%+ of its weight) or every 13F filer's combined book, or index series holding 80%+ of the registered fund assets it advises (N-CEN) and equal to 50%+ of its book. Systematic-like: 500+ stocks, 100%+ annual turnover and a top 10 weight of 25% or less. Concentrated: a top 10 weight of 60%+ or 12 or fewer effective positions. Diversified active: none of these. Turnover is the smaller of buys and sells over average equity value, summed over four quarters: low under 30%, high 100%+. Horizon is the value-weighted number of quarters each position has been held: short under 4, long 12+.
Clone Performance
Build a hypothetical price-return history from this filer's public 13F holdings.
View clone backtestPortfolio Concentration
3 tracked positions · as of Jun 30, 2020 · Δ vs Mar 31, 2020Portfolio Trend
Sector Breakdown
As of Jun 30, 2020| Sector | % Portfolio | Value |
|---|---|---|
| Unclassified | 100.0% | $15,439,500 |
Last Quarter's Activity
Export CSVAdded To
Positions the filer increasedTrimmed
Positions the filer reducedNew Positions
Positions the filer opened this quarterSold Out
Positions the filer fully exited| Ticker | Company | Shares | Value | Open |
|---|---|---|---|---|
| AMZN | Amazon Com Inc | 1,453 | $2,832,943 | |
| ERY | Direxion Daily Energy Bear 2X Shares | 20,000 | $2,328,000 | |
| NEE | Nextera Energy Inc | 4,400 | $1,058,728 | |
| XLI | State Street(R) Industrial Select Sector SPDR(R) ETF | 15,200 | $896,952 | |
| AAPL | Apple Inc. | 3,500 | $890,015 | |
| PEP | Pepsico Inc | 5,000 | $600,500 | |
| VZ | Verizon Communications Inc | 10,000 | $537,300 | |
| WMT | Walmart Inc. | 4,174 | $474,249 | |
| PG | PROCTER & GAMBLE Co | 4,200 | $462,000 | |
| XLV | State Street(R) Health Care Select Sector SPDR(R) ETF | 3,600 | $318,888 | |
| WFC | Wells Fargo & Company | 11,100 | $318,570 | |
| XLU | State Street(R) Utilities Select Sector SPDR(R) ETF | 4,500 | $249,345 | |
| CVX | Chevron Corp | 3,207 | $232,379 | |
| COST | Costco Wholesale Corp | 810 | $230,955 | |
| PRU | Prudential Financial Inc | 4,133 | $215,494 | |
| KO | Coca Cola Co | 4,600 | $203,550 | |
| XOM | ExxonMobil Holdings Corp | 5,106 | $193,874 | |
| MS | Morgan Stanley | 5,200 | $176,800 | |
| KRE | State Street(R) SPDR(R) S&P(R) Regional Banking ETF | 5,000 | $162,950 | |
| PSEC | Prospect Capital Corp | 28,000 | $119,000 | |
| ABEV | Ambev S.A. | 15,200 | $34,960 | |
| SOXX | iShares Semiconductor ETF | 100,000 | $0 | |
| IWF | iShares Russell 1000 Growth ETF | 8,300 | $0 | |
| — | 6,000 | $0 | ||
| IWD | iShares Russell 1000 Value ETF | 2,600 | $0 | |
| No positions match the current search. | ||||
| Ticker | Company | Type | Shares | Value (USD) | % of Portfolio | History |
|---|---|---|---|---|---|---|
| SMH |
VanEck Semiconductor ETF
|
Reduced | 50,000 | $7,640,000 | 49.48% | |
| XRT |
State Street(R) SPDR(R) S&P(R) Retail ETF
|
Reduced | 150,000 | $6,432,000 | 41.66% | |
| KIE |
State Street(R) SPDR(R) S&P(R) Insurance ETF
|
Reduced | 50,000 | $1,367,500 | 8.86% |
Covers the securities this platform tracks: U.S.-listed common stock and the put/call positions reported on it. A 13F can also report security types outside that coverage — preferred shares, bonds, warrants, untracked share classes — so the filing's own declared total can exceed the figures above. The source filing is linked at the top of this table.