Timber Hill LLC

CIK

1294223

Location

GREENWICH, CT

Portfolio Value

Micro $3,918,423

Diversification

Diversified

Filing Date

Mar 31, 2020

Global Rank

#5,091 / 5,303 · as of Mar 2020

Top Industry

Beverages - Non-Alcoholic 20.5%

3Y Alpha vs SPY

-7.4%

Period ended 6 years ago

Filed May 15, 2020 · 6y

Clone Performance

Jul 2023–Jul 2026 · vs SPY

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

Cloned portfolio

+46.7%

SPY

+76.0%

Annualised alpha

-7.1%

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

15 positions · as of Mar 31, 2020

Top Position

15.3%

of portfolio value

Top 5

55.7%

of portfolio value

Top 10

83.9%

of portfolio value

HHI

893

Diversified

Sector Breakdown

As of Mar 31, 2020

Sector	% Portfolio	Value	Positions
Consumer Defensive	43.1%	$1,690,048	6
Financial Services	21.2%	$829,864	4
Communication Services	13.7%	$537,300	1
Utilities	6.8%	$264,682	1
Energy	5.9%	$232,379	1
Technology	5.7%	$222,503	1
Consumer Cyclical	3.6%	$141,647	1

Portfolio Positions

Compact Export CSV View 13F filing

15 positions · $3,918,423 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	—	15.33%
VZ	Verizon Communications Inc Communication Services	First	10,000	—	$537,300	—	13.71%
PG	PROCTER & GAMBLE Co Consumer Defensive	First	4,200	—	$462,000	—	11.79%
WFC	Wells Fargo & Company/Mn Financial Services	First	11,100	—	$318,570	—	8.13%
NEE	Nextera Energy Inc Utilities	First	4,400	—	$264,682	—	6.75%
CVX	Chevron Corp Energy	First	3,207	—	$232,379	—	5.93%
COST	Costco Wholesale Corp /New Consumer Defensive	First	810	—	$230,955	—	5.89%
AAPL	Apple Inc. Technology	First	3,500	—	$222,503	—	5.68%
PRU	Prudential Financial Inc Financial Services	First	4,133	—	$215,494	—	5.50%
KO	Coca Cola Co Consumer Defensive	First	4,600	—	$203,550	—	5.19%
MS	Morgan Stanley Financial Services	First	5,200	—	$176,800	—	4.51%
WMT	Walmart Inc. Consumer Defensive	First	4,174	—	$158,083	—	4.03%
AMZN	Amazon Com Inc Consumer Cyclical	First	1,453	—	$141,647	—	3.61%
PSEC	Prospect Capital Corp Financial Services	First	28,000	—	$119,000	—	3.04%
ABEV	Ambev S.A. Consumer Defensive	First	15,200	—	$34,960	—	0.89%