Absolute Return Capital’s CME Group CME Stock Holding History

Absolute Return Capital’s Portfolio CME Stock Details CME Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2015 Q2	–	Sell	-24,263	Closed	-$2.3M	–	597
2015 Q1	$2.3M	Sell	24,263 -15,909	-40%	-$1.47M	0.06%	288
2014 Q4	$3.56M	Sell	40,172 -58,371	-59%	-$4.95M	0.07%	270
2014 Q3	$7.88M	Buy	98,543 +54,490	+124%	+$4.11M	0.11%	229
2014 Q2	$3.13M	Sell	44,053 -59,474	-57%	-$4.19M	0.04%	478
2014 Q1	$7.66M	Sell	103,527 -15,337	-13%	-$1.16M	0.11%	247
2013 Q4	$9.33M	Sell	118,864 -10,055	-8%	-$787K	0.1%	246
2013 Q3	$9.53M	Sell	128,919 -68,097	-35%	-$5.02M	0.13%	219
2013 Q2	$15M	Buy	+197,016	New	+$12.9M	0.19%	156

Other funds holding CME

Capital World Investors Los Angeles, California $733B AUM 35.63% 1-Year Est. Return

Vanguard Group Malvern, Pennsylvania $6.9T AUM 27.45% 1-Year Est. Return

State Street Boston, Massachusetts $2.9T AUM 29.55% 1-Year Est. Return

Capital International Investors Los Angeles, California $427B AUM 29.17% 1-Year Est. Return

TIM

Thornburg Investment Management Santa Fe, New Mexico $9.63B AUM 35.65% 1-Year Est. Return

BIT

BlackRock Institutional Trust San Francisco, California $675B AUM 16.07% 1-Year Est. Return

JP Morgan Chase New York $1.56T AUM 27.86% 1-Year Est. Return

BFA

BlackRock Fund Advisors San Francisco, California $542B AUM 18.13% 1-Year Est. Return

Capital Research Global Investors Los Angeles, California $645B AUM 30.41% 1-Year Est. Return

JHIU

Janus Henderson Investors US Denver, Colorado $122B AUM 18.26% 1-Year Est. Return

Absolute Return Capital's CME Position: Q2 2015 in Review

Absolute Return Capital sold out of CME Group (CME) in Q2 2015, closing a stake of 24,263 shares — an estimated $2.3M sold.

Absolute Return Capital first reported a position in CME in Q2 2013 and held it in 8 quarters. The position peaked at $15M in Q2 2013. 607 funds tracked by Wall St. Rank hold CME as of Q2 2015.

Absolute Return Capital reported no remaining CME Group position as of Q2 2015 after selling out during the quarter.
Absolute Return Capital sold 24,263 CME Group shares in Q2 2015, an estimated $2.3M.
Absolute Return Capital first reported a position in CME Group in Q2 2013 and held it in 8 quarters.
Absolute Return Capital's CME Group position peaked at $15M in Q2 2013.
607 funds tracked by Wall St. Rank held CME Group as of Q2 2015.

Based on Absolute Return Capital's 13F filing for Q2 2015, filed 14 Aug 2015.