JUMP TRADING, LLC

CIK

1127998

Location

Chicago, IL

Portfolio Value

Micro $89,729,977

Diversification

Diversified

Filing Date

Global Rank

#3,597 / 5,300 ▲ 29 · as of Jun 2020

Top Industry

Financial Data & Stock Exchanges 18.6%

3Y Alpha vs SPY

-4.8%

Period ended 6 years ago

Filed Aug 3, 2020 · 5y

2 quarters · since Mar 2020

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

+58.1%

SPY

+76.0%

Annualised alpha

-4.2%

Max drawdown

−14.7%

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

172 positions · as of Jun 30, 2020 · Δ vs Mar 31, 2020

Top Position

13.0%

+4.0 pts

Top 5

29.8%

−3.9 pts

Top 10

36.4%

−7.8 pts

HHI

294

Diversified−8

Portfolio Trend

2 quarters · across all stocks

Sector Breakdown

As of Jun 30, 2020

Sector	% Portfolio	Value	Positions
Financial Services	30.1%	$27,009,615	31
Unclassified	14.1%	$12,665,189	2
Consumer Cyclical	10.8%	$9,647,237	33
Industrials	9.5%	$8,534,641	18
Healthcare	8.6%	$7,679,170	16
Technology	5.8%	$5,178,198	20
Consumer Defensive	5.6%	$5,047,193	12
Real Estate	4.7%	$4,223,998	13
Communication Services	3.4%	$3,011,806	5
Energy	3.1%	$2,794,732	8
Utilities	2.9%	$2,573,690	9
Basic Materials	1.5%	$1,364,508	5

Last Quarter's Activity

Export CSV

Jun 30, 2020 vs Mar 31, 2020

Added To

Positions the filer increased

25 positions

Ticker	Company	Δ Shares	Shares	Value
DIA	Spdr Dow Jones Industrial Average ETF Trust	+39,247	45,109	$11,632,257
BAC	Bank Of America Corp /De/	+22,240	57,540	$1,366,575
GM	General Motors Co	+13,145	26,219	$663,340
BBD	Bank Bradesco	+11,496	28,522	$108,668
BP	Bp PLC	+11,446	19,938	$464,954
BX	Blackstone Inc.	+10,973	15,660	$887,295
FITB	Fifth Third Bancorp	+10,066	31,274	$602,962
COF	Capital One Financial Corp	+6,946	15,007	$939,288
PNC	Pnc Financial Services Group, Inc.	+5,998	8,226	$865,457
MMM	3M Co	+4,963	6,825	$890,160
CTSH	Cognizant Technology Solutions Corp	+4,586	13,008	$739,114
DIS	Walt Disney Co	+3,849	6,990	$779,454
BIDU	Baidu, Inc.	+2,613	5,174	$620,310
LUV	Southwest Airlines Co	+2,354	10,658	$364,290
AEP	American Electric Power Co Inc	+1,831	4,415	$351,610
LII	Lennox International Inc	+1,511	2,858	$665,885
HRL	Hormel Foods Corp /De/	+1,432	10,248	$494,670
CIEN	Ciena Corp	+1,093	6,963	$377,116
O	Realty Income Corp	+1,083	7,844	$452,245
PM	Philip Morris International Inc.	+1,078	8,593	$602,025
SCHW	Schwab Charles Corp	+978	10,707	$361,254
NBIX	Neurocrine Biosciences Inc	+879	3,461	$422,242
CME	Cme Group Inc.	+821	35,636	$5,792,275
CRL	Charles River Laboratories International, Inc.	+601	2,212	$385,662
FDS	Factset Research Systems Inc	+239	1,887	$619,822
No positions match the current search.

Trimmed

Positions the filer reduced

19 positions

Ticker	Company	Δ Shares	Shares	Value
F	Ford Motor Co	−32,364	21,793	$132,501
AGNC	AGNC Investment Corp.	−24,052	25,898	$334,084
DHI	Horton D R Inc /De/	−11,300	4,273	$236,937
D	Dominion Energy, Inc	−11,155	3,765	$305,642
EOG	Eog Resources Inc	−10,560	7,768	$393,526
HPQ	Hp Inc	−9,336	11,891	$207,260
DXC	DXC Technology Co	−7,282	11,651	$192,241
ABBV	AbbVie Inc.	−6,744	2,102	$206,374
MDT	Medtronic plc	−6,514	2,944	$269,964
ICE	Intercontinental Exchange, Inc.	−2,628	48,008	$4,397,532
PEG	Public Service Enterprise Group Inc	−2,171	5,259	$258,532
MTB	M&T Bank Corp	−2,056	3,238	$336,654
LW	Lamb Weston Holdings, Inc.	−1,813	4,266	$272,725
JNJ	Johnson & Johnson	−1,739	5,480	$770,652
AEE	Ameren Corp	−1,658	3,418	$240,490
WING	Wingstop Inc.	−1,650	1,741	$241,946
APH	Amphenol Corp /De/	−1,420	3,790	$90,779
TT	Trane Technologies plc	−1,353	2,534	$225,475
BALL	BALL Corp	−311	3,472	$241,269
No positions match the current search.

New Positions

Positions the filer opened this quarter

25 positions

Ticker	Company	Shares	Value
JPM	Jpmorgan Chase & Co	14,750	$1,387,385
MRK	Merck & Co., Inc.	17,196	$1,268,861
LMT	Lockheed Martin Corp	3,164	$1,154,606
AXP	American Express Co	11,596	$1,103,939
LHX	L3harris Technologies, Inc. /De/	6,136	$1,041,095
SLV	iShares Silver Trust	60,725	$1,032,932
BABA	Alibaba Group Holding Ltd	4,375	$943,687
CVX	Chevron Corp	10,281	$917,373
PFE	Pfizer Inc	28,359	$879,829
T	At&T Inc.	38,241	$873,129
EMR	Emerson Electric Co	13,864	$859,983
DAL	Delta Air Lines, Inc.	24,583	$689,553
PPG	Ppg Industries Inc	6,422	$681,117
TGT	Target Corp	5,210	$624,835
PLD	Prologis, Inc.	6,685	$623,911
CAG	Conagra Brands Inc.	17,018	$598,523
OLLI	Ollie's Bargain Outlet Holdings, Inc.	5,869	$573,107
HOLX	HOLOGIC INC	9,707	$553,299
CVS	CVS HEALTH Corp	8,431	$547,762
MCD	Mcdonalds Corp	2,662	$491,059
VZ	Verizon Communications Inc	8,681	$478,583
CLX	Clorox Co /De/	2,180	$478,226
MCK	Mckesson Corp	3,029	$464,709
HBAN	Huntington Bancshares Inc /Md/	47,926	$433,251
HIG	Hartford Insurance Group, Inc.	11,107	$428,174
No positions match the current search.

Sold Out

Positions the filer fully exited

25 positions

Ticker	Company	Shares	Value
GLD	Spdr Gold Trust	42,503	$6,292,569
QQQ	Invesco Qqq Trust, Series 1	20,085	$3,824,184
MDY	Spdr S&P Midcap 400 ETF Trust	12,100	$3,180,848
CRM	Salesforce, Inc.	6,185	$890,516
ABT	Abbott Laboratories	11,156	$880,319
AIG	American International Group, Inc.	34,043	$825,542
DD	DuPont de Nemours, Inc.	16,120	$689,989
AFL	Aflac Inc	19,632	$672,199
PFG	Principal Financial Group Inc	19,519	$611,725
SNY	Sanofi	11,605	$507,370
VFC	V F Corp	9,197	$497,373
VRSK	Verisk Analytics, Inc.	3,365	$469,013
UDR	UDR, Inc.	12,830	$468,808
AMT	American Tower Corp /Ma/	2,101	$457,492
KEYS	Keysight Technologies, Inc.	5,460	$456,892
RMD	Resmed Inc	3,094	$455,715
STZ	Constellation Brands, Inc.	3,115	$446,566
VALE	Vale S.A.	51,717	$428,733
QCOM	Qualcomm Inc/De	6,288	$425,383
KMB	Kimberly Clark Corp	3,071	$392,688
IFF	International Flavors & Fragrances Inc	3,834	$391,374
KIM	Kimco Realty Corp	40,268	$389,391
ETR	Entergy Corp /De/	8,079	$379,591
PSX	Phillips 66	6,630	$355,699
SNA	Snap-on Inc	3,189	$347,026
No positions match the current search.

Portfolio Positions

Compact Export CSV View 13F filing

172 positions · $89,729,977 total · as of Jun 30, 2020

All sectors Basic Materials Communication Services Consumer Cyclical Consumer Defensive Energy Financial Services Healthcare Industrials Real Estate Technology Utilities

Showing 1–50 of 172 positions by value · page 1 of 4

Ticker	Company	Type	Shares	Δ Shares	Value (USD)	% Δ Value	% of Portfolio
DIA	Spdr Dow Jones Industrial Average ETF Trust	Added	45,109	+39,247	$11,632,257	+805.1%	12.96%
CME	Cme Group Inc. Financial Services	Added	35,636	+821	$5,792,275	−3.8%	6.46%
ICE	Intercontinental Exchange, Inc. Financial Services	Reduced	48,008	-2,628	$4,397,532	+7.5%	4.90%
CBOE	Cboe Global Markets, Inc. Financial Services	Added	37,847	+99	$3,530,368	+4.8%	3.93%
JPM	Jpmorgan Chase & Co Financial Services	NEW	14,750	NEW	$1,387,385	NEW	1.55%
BAC	Bank Of America Corp /De/ Financial Services	Added	57,540	+22,240	$1,366,575	+82.4%	1.52%
MRK	Merck & Co., Inc. Healthcare	NEW	17,196	NEW	$1,268,861	NEW	1.41%
LMT	Lockheed Martin Corp Industrials	NEW	3,164	NEW	$1,154,606	NEW	1.29%
AXP	American Express Co Financial Services	NEW	11,596	NEW	$1,103,939	NEW	1.23%
LHX	L3harris Technologies, Inc. /De/ Industrials	NEW	6,136	NEW	$1,041,095	NEW	1.16%
SLV	iShares Silver Trust	NEW	60,725	NEW	$1,032,932	NEW	1.15%
BABA	Alibaba Group Holding Ltd Consumer Cyclical	NEW	4,375	NEW	$943,687	NEW	1.05%
COF	Capital One Financial Corp Financial Services	Added	15,007	+6,946	$939,288	+131.1%	1.05%
CVX	Chevron Corp Energy	NEW	10,281	NEW	$917,373	NEW	1.02%
MMM	3M Co Industrials	Added	6,825	+4,963	$890,160	+318.8%	0.99%
BX	Blackstone Inc. Financial Services	Added	15,660	+10,973	$887,295	+315.4%	0.99%
PFE	Pfizer Inc Healthcare	NEW	28,359	NEW	$879,829	NEW	0.98%
T	At&T Inc. Communication Services	NEW	38,241	NEW	$873,129	NEW	0.97%
PNC	Pnc Financial Services Group, Inc. Financial Services	Added	8,226	+5,998	$865,457	+305.8%	0.96%
EMR	Emerson Electric Co Industrials	NEW	13,864	NEW	$859,983	NEW	0.96%
DIS	Walt Disney Co Communication Services	Added	6,990	+3,849	$779,454	+156.9%	0.87%
JNJ	Johnson & Johnson Healthcare	Reduced	5,480	-1,739	$770,652	−18.6%	0.86%
CTSH	Cognizant Technology Solutions Corp Technology	Added	13,008	+4,586	$739,114	+88.9%	0.82%
DAL	Delta Air Lines, Inc. Industrials	NEW	24,583	NEW	$689,553	NEW	0.77%
PPG	Ppg Industries Inc Basic Materials	NEW	6,422	NEW	$681,117	NEW	0.76%
LII	Lennox International Inc Industrials	Added	2,858	+1,511	$665,885	+171.9%	0.74%
GM	General Motors Co Consumer Cyclical	Added	26,219	+13,145	$663,340	+144.2%	0.74%
TGT	Target Corp Consumer Defensive	NEW	5,210	NEW	$624,835	NEW	0.70%
PLD	Prologis, Inc. Real Estate	NEW	6,685	NEW	$623,911	NEW	0.70%
BIDU	Baidu, Inc. Communication Services	Added	5,174	+2,613	$620,310	+140.3%	0.69%
FDS	Factset Research Systems Inc Financial Services	Added	1,887	+239	$619,822	+44.3%	0.69%
FITB	Fifth Third Bancorp Financial Services	Added	31,274	+10,066	$602,962	+91.5%	0.67%
PM	Philip Morris International Inc. Consumer Defensive	Added	8,593	+1,078	$602,025	+9.8%	0.67%
CAG	Conagra Brands Inc. Consumer Defensive	NEW	17,018	NEW	$598,523	NEW	0.67%
BKNG	Booking Holdings Inc. Consumer Cyclical	Added	361	+184	$574,834	+141.4%	0.64%
OLLI	Ollie's Bargain Outlet Holdings, Inc. Consumer Defensive	NEW	5,869	NEW	$573,107	NEW	0.64%
HOLX	HOLOGIC INC Healthcare	NEW	9,707	NEW	$553,299	NEW	0.62%
CVS	CVS HEALTH Corp Healthcare	NEW	8,431	NEW	$547,762	NEW	0.61%
HRL	Hormel Foods Corp /De/ Consumer Defensive	Added	10,248	+1,432	$494,670	+20.3%	0.55%
MCD	Mcdonalds Corp Consumer Cyclical	NEW	2,662	NEW	$491,059	NEW	0.55%
VZ	Verizon Communications Inc Communication Services	NEW	8,681	NEW	$478,583	NEW	0.53%
CLX	Clorox Co /De/ Consumer Defensive	NEW	2,180	NEW	$478,226	NEW	0.53%
BP	Bp PLC Energy	Added	19,938	+11,446	$464,954	+124.5%	0.52%
MCK	Mckesson Corp Healthcare	NEW	3,029	NEW	$464,709	NEW	0.52%
O	Realty Income Corp Real Estate	Added	7,844	+1,083	$452,245	+38.4%	0.50%
HBAN	Huntington Bancshares Inc /Md/ Financial Services	NEW	47,926	NEW	$433,251	NEW	0.48%
HIG	Hartford Insurance Group, Inc. Financial Services	NEW	11,107	NEW	$428,174	NEW	0.48%
ELV	Elevance Health, Inc. Healthcare	NEW	1,610	NEW	$423,397	NEW	0.47%
NBIX	Neurocrine Biosciences Inc Healthcare	Added	3,461	+879	$422,242	+88.9%	0.47%
GAP	Gap Inc Consumer Cyclical	NEW	33,312	NEW	$420,397	NEW	0.47%