Parametric Risk Advisors’s CME Group CME Stock Holding History

Parametric Risk Advisors’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
2016 Q3	$4.73M	Sell	45,226 -41,211	-48%	-$4.3M	0.32%	50
2016 Q2	$8.42M	Buy	86,437 +41,165	+91%	+$3.89M	0.55%	39
2016 Q1	$4.35M	Buy	45,272 +2,692	+6%	+$245K	0.3%	55
2015 Q4	$3.86M	Hold	42,580	–	–	0.27%	55
2015 Q3	$3.95M	Sell	42,580 -45,500	-52%	-$4.32M	0.26%	48
2015 Q2	$8.2M	Buy	88,080 +10,500	+14%	+$980K	0.54%	34
2015 Q1	$7.35M	Sell	77,580 -2,500	-3%	-$232K	0.5%	34
2014 Q4	$7.1M	Hold	80,080	–	–	0.47%	37
2014 Q3	$6.4M	Hold	80,080	–	–	0.43%	40
2014 Q2	$5.68M	Hold	80,080	–	–	0.37%	48
2014 Q1	$5.93M	Hold	80,080	–	–	0.41%	46
2013 Q4	$6.28M	Hold	80,080	–	–	0.44%	44
2013 Q3	$5.92M	Sell	80,080 -22,500	-22%	-$1.66M	0.42%	40
2013 Q2	$7.79M	Buy	+102,580	New	+$6.73M	0.54%	31

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

BIT

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

BFA

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

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

Fidelity Investments Boston, Massachusetts $1.9T AUM 41.92% 1-Year Est. Return

Edgewood Management Greenwich, Connecticut $15.5B AUM 9.67% 1-Year Est. Return

JHIU

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

Parametric Risk Advisors's CME Position: Q3 2016 in Review

Parametric Risk Advisors reduced its CME Group (CME) stake by 48% in Q3 2016, selling an estimated $4.3M and leaving 45,226 shares worth $4.73M. The position accounts for 0.32% of the portfolio, ranked #50.

Parametric Risk Advisors first reported a position in CME in Q2 2013 and has held it in 14 quarters since. The position peaked at $8.42M in Q2 2016. 692 funds tracked by Wall St. Rank hold CME as of Q3 2016.

Parametric Risk Advisors held 45,226 shares of CME Group worth $4.73M as of Q3 2016.
Parametric Risk Advisors sold 41,211 CME Group shares in Q3 2016, an estimated $4.3M.
CME Group made up 0.32% of Parametric Risk Advisors's portfolio in Q3 2016, its #50 holding.
Parametric Risk Advisors first reported a position in CME Group in Q2 2013 and has held it in 14 quarters since.
Parametric Risk Advisors's CME Group position peaked at $8.42M in Q2 2016.
692 funds tracked by Wall St. Rank held CME Group as of Q3 2016.

Based on Parametric Risk Advisors's 13F filing for Q3 2016, filed 14 Nov 2016.