Mount Lucas Management’s CME Group CME Stock Holding History

Mount Lucas 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 Q2	$1.25M	Buy	5,639 +216	+4%	+$59.8K	0.44%	62
2026 Q1	$1.6M	Buy	5,423 +285	+6%	+$84.7K	0.59%	48
2025 Q4	$1.4M	Buy	5,138 +10	+0.2%	+$2.72K	0.56%	58
2025 Q3	$1.39M	Buy	5,128 +166	+3%	+$45.2K	0.57%	56
2025 Q2	$1.37M	Buy	+4,962	New	+$1.35M	0.58%	52
2025 Q1	–	Sell	-6,722	Closed	-$1.56M	–	159
2024 Q4	$1.56M	Sell	6,722 -174	-3%	-$40K	0.54%	44
2024 Q3	$1.52M	Sell	6,896 -5,165	-43%	-$1.07M	0.52%	52
2024 Q2	$2.37M	Sell	12,061 -91	-0.7%	-$18.8K	0.68%	48
2024 Q1	$2.62M	Sell	12,152 -937	-7%	-$197K	0.71%	43
2023 Q4	$2.76M	Buy	+13,089	New	+$2.79M	0.79%	34

Other funds holding CME

BlackRock New York $6.73T AUM 46.02% 1-Year Est. Return

Vanguard Capital Management Malvern, Pennsylvania $4.68T AUM

State Street Boston, Massachusetts $3.37T AUM 44.26% 1-Year Est. Return

Morgan Stanley New York $1.89T AUM 35.08% 1-Year Est. Return

Geode Capital Management Boston, Massachusetts $1.88T AUM 44.46% 1-Year Est. Return

Vanguard Portfolio Management Malvern, Pennsylvania $2.22T AUM

Capital World Investors Los Angeles, California $846B AUM 46.74% 1-Year Est. Return

JP Morgan Chase New York $1.81T AUM 41.13% 1-Year Est. Return

Sanders Capital West Palm Beach, Florida $99.8B AUM 47.9% 1-Year Est. Return

Norges Bank Oslo, Norway $1T AUM

Mount Lucas Management's CME Position: Q2 2026 in Review

Mount Lucas Management increased its CME Group (CME) stake by 4% in Q2 2026, buying an estimated $59.8K and bringing the position to 5,639 shares worth $1.25M. The position accounts for 0.44% of the portfolio, ranked #62.

Mount Lucas Management first reported a position in CME in Q4 2023 and has held it in 10 quarters since. The position peaked at $2.76M in Q4 2023. 1,701 funds tracked by Wall St. Rank hold CME as of Q2 2026.

Mount Lucas Management held 5,639 shares of CME Group worth $1.25M as of Q2 2026.
Mount Lucas Management bought 216 CME Group shares in Q2 2026, an estimated $59.8K.
CME Group made up 0.44% of Mount Lucas Management's portfolio in Q2 2026, its #62 holding.
Mount Lucas Management first reported a position in CME Group in Q4 2023 and has held it in 10 quarters since.
Mount Lucas Management's CME Group position peaked at $2.76M in Q4 2023.
1,701 funds tracked by Wall St. Rank held CME Group as of Q2 2026.

Based on Mount Lucas Management's 13F filing for Q2 2026, filed 10 Aug 2026.