Graham Capital Management’s CME Group CME Stock Holding History

Graham Capital Management’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
2026 Q1	$23M	Sell	77,801 -2,231	-3%	-$663K	0.56%	36
2025 Q4	$21.9M	Buy	80,032 +3,338	+4%	+$907K	0.52%	40
2025 Q3	$20.7M	Sell	76,694 -10,655	-12%	-$2.9M	0.33%	39
2025 Q2	$24.1M	Buy	87,349 +12,349	+16%	+$3.36M	0.36%	30
2025 Q1	$19.9M	Hold	75,000	–	–	0.35%	32
2024 Q4	$17.4M	Sell	75,000 -1,088	-1%	-$250K	0.26%	38
2024 Q3	$16.8M	Sell	76,088 -937	-1%	-$194K	0.29%	44
2024 Q2	$15.1M	Buy	77,025 +2,025	+3%	+$418K	0.33%	34
2024 Q1	$16.1M	Hold	75,000	–	–	0.3%	43
2023 Q4	$15.8M	Sell	75,000 -573	-0.8%	-$122K	0.35%	43
2023 Q3	$15.1M	Buy	75,573 +573	+0.8%	+$114K	0.36%	53
2023 Q2	$13.9M	Sell	75,000 -8	-0%	-$1.48K	0.4%	39
2023 Q1	$14.4M	Sell	75,008 -14,849	-17%	-$2.69M	0.44%	25
2022 Q4	$15.1M	Buy	89,857 +11,168	+14%	+$1.94M	0.46%	23
2022 Q3	$13.9M	Sell	78,689 -4,208	-5%	-$832K	0.55%	26
2022 Q2	$17M	Buy	82,897 +3,756	+5%	+$796K	0.69%	22
2022 Q1	$18.8M	Buy	79,141 +4,141	+6%	+$973K	0.65%	24
2021 Q4	$17.1M	Hold	75,000	–	–	0.73%	27
2021 Q3	$14.5M	Hold	75,000	–	–	0.74%	31
2021 Q2	$16M	Hold	75,000	–	–	0.83%	30
2021 Q1	$15.3M	Hold	75,000	–	–	0.68%	45
2020 Q4	$13.7M	Hold	75,000	–	–	0.5%	47
2020 Q3	$12.5M	Buy	75,000 +45,000	+150%	+$7.58M	0.43%	36
2020 Q2	$4.88M	Hold	30,000	–	–	0.23%	52
2020 Q1	$5.19M	Hold	30,000	–	–	0.37%	38
2019 Q4	$6.02M	Hold	30,000	–	–	0.22%	58
2019 Q3	$6.34M	Hold	30,000	–	–	0.21%	60
2019 Q2	$5.82M	Hold	30,000	–	–	0.17%	52
2019 Q1	$4.94M	Hold	30,000	–	–	0.27%	44
2018 Q4	$5.64M	Hold	30,000	–	–	0.25%	37
2018 Q3	$5.11M	Hold	30,000	–	–	0.11%	44
2018 Q2	$4.92M	Hold	30,000	–	–	0.18%	48
2018 Q1	$4.85M	Hold	30,000	–	–	0.26%	43
2017 Q4	$4.38M	Hold	30,000	–	–	0.11%	37
2017 Q3	$4.07M	Hold	30,000	–	–	0.09%	46
2017 Q2	$3.76M	Hold	30,000	–	–	0.1%	36
2017 Q1	$3.56M	Hold	30,000	–	–	0.14%	59
2016 Q4	$3.46M	Hold	30,000	–	–	0.14%	39
2016 Q3	$3.14M	Hold	30,000	–	–	0.1%	69
2016 Q2	$2.92M	Hold	30,000	–	–	0.15%	69
2016 Q1	$2.88M	Hold	30,000	–	–	0.31%	66
2015 Q4	$2.72M	Hold	30,000	–	–	0.5%	34
2015 Q3	$2.78M	Hold	30,000	–	–	0.33%	68
2015 Q2	$2.79M	Hold	30,000	–	–	0.15%	90
2015 Q1	$2.84M	Hold	30,000	–	–	0.14%	82
2014 Q4	$2.66M	Sell	30,000 -300	-1%	-$25.4K	0.11%	104
2014 Q3	$2.42M	Buy	30,300 +100	+0.3%	+$7.54K	0.11%	103
2014 Q2	$2.14M	Sell	30,200 -200	-0.7%	-$14.1K	0.06%	112
2014 Q1	$2.25M	Buy	30,400 +300	+1%	+$22.6K	0.12%	83
2013 Q4	$2.36M	Sell	30,100 -100	-0.3%	-$7.83K	0.13%	74
2013 Q3	$2.23M	Buy	30,200 +100	+0.3%	+$7.37K	0.14%	84
2013 Q2	$2.29M	Buy	+30,100	New	+$1.97M	0.15%	54

Other funds holding CME

BlackRock New York $5.72T AUM 30.48% 1-Year Est. Return

VCM

Vanguard Capital Management Malvern, Pennsylvania $4.04T AUM

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

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

Morgan Stanley New York $1.66T AUM 25.57% 1-Year Est. Return

Geode Capital Management Boston, Massachusetts $1.61T AUM 30.72% 1-Year Est. Return

VPM

Vanguard Portfolio Management Malvern, Pennsylvania $1.91T AUM

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

Bank of New York Mellon New York $544B AUM 28.31% 1-Year Est. Return

T. Rowe Price Associates Baltimore, Maryland $865B AUM 30.76% 1-Year Est. Return

Graham Capital Management's CME Position: Q1 2026 in Review

Graham Capital Management reduced its CME Group (CME) stake by 2.8% in Q1 2026, selling an estimated $663K and leaving 77,801 shares worth $23M. The position accounts for 0.56% of the portfolio, ranked #36.

Graham Capital Management first reported a position in CME in Q2 2013 and has held it in 52 quarters since. The position peaked at $24.1M in Q2 2025. 1,790 funds tracked by Wall St. Rank hold CME as of Q1 2026.

Graham Capital Management held 77,801 shares of CME Group worth $23M as of Q1 2026.
Graham Capital Management sold 2,231 CME Group shares in Q1 2026, an estimated $663K.
CME Group made up 0.56% of Graham Capital Management's portfolio in Q1 2026, its #36 holding.
Graham Capital Management first reported a position in CME Group in Q2 2013 and has held it in 52 quarters since.
Graham Capital Management's CME Group position peaked at $24.1M in Q2 2025.
1,790 funds tracked by Wall St. Rank held CME Group as of Q1 2026.

Based on Graham Capital Management's 13F filing for Q1 2026, filed 15 May 2026.