Quantitative Systematic Strategies’s CME Group CME Stock Holding History

Quantitative Systematic Strategies’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
2020 Q1	–	Sell	-1,236	Closed	-$248K	–	300
2019 Q4	$248K	Buy	1,236 +243	+24%	+$49.9K	0.04%	474
2019 Q3	$210K	Buy	+993	New	+$207K	0.05%	400
2018 Q2	–	Sell	-3,203	Closed	-$518K	–	645
2018 Q1	$518K	Buy	+3,203	New	+$510K	0.11%	304
2017 Q4	–	Sell	-2,346	Closed	-$318K	–	563
2017 Q3	$318K	Sell	2,346 -8,312	-78%	-$1.05M	0.08%	321
2017 Q2	$1.33M	Buy	+10,658	New	+$1.27M	0.34%	113
2017 Q1	–	Sell	-7,180	Closed	-$830K	–	370
2016 Q4	$830K	Sell	7,180 -3,651	-34%	-$406K	0.34%	140
2016 Q3	$1.13M	Buy	10,831 +138	+1%	+$14.4K	0.42%	84
2016 Q2	$1.03M	Buy	+10,693	New	+$1.01M	0.48%	37
2016 Q1	–	Sell	-5,318	Closed	-$486K	–	478
2015 Q4	$486K	Buy	5,318 +1,330	+33%	+$125K	0.13%	189
2015 Q3	$370K	Sell	3,988 -4,583	-53%	-$436K	0.18%	255
2015 Q2	$791K	Buy	8,571 +4,081	+91%	+$381K	0.18%	194
2015 Q1	$426K	Buy	+4,490	New	+$416K	0.12%	237
2014 Q3	–	Sell	-5,273	Closed	-$371K	–	321
2014 Q2	$371K	Buy	5,273 +1,690	+47%	+$119K	0.27%	148
2014 Q1	$265K	Buy	+3,583	New	+$270K	0.22%	204

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

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

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

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

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

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

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

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

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

Quantitative Systematic Strategies's CME Position: Q1 2020 in Review

Quantitative Systematic Strategies sold out of CME Group (CME) in Q1 2020, closing a stake of 1,236 shares — an estimated $248K sold.

Quantitative Systematic Strategies first reported a position in CME in Q1 2014 and held it in 14 quarters. The position peaked at $1.33M in Q2 2017. 1,029 funds tracked by Wall St. Rank hold CME as of Q1 2020.

Quantitative Systematic Strategies reported no remaining CME Group position as of Q1 2020 after selling out during the quarter.
Quantitative Systematic Strategies sold 1,236 CME Group shares in Q1 2020, an estimated $248K.
Quantitative Systematic Strategies first reported a position in CME Group in Q1 2014 and held it in 14 quarters.
Quantitative Systematic Strategies's CME Group position peaked at $1.33M in Q2 2017.
1,029 funds tracked by Wall St. Rank held CME Group as of Q1 2020.

Based on Quantitative Systematic Strategies's 13F filing for Q1 2020, filed 6 May 2020.