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CME Group

632 hedge funds and large institutions have $24.9B invested in CME Group in 2016 Q1 according to their latest regulatory filings, with 60 funds opening new positions, 233 increasing their positions, 224 reducing their positions, and 60 closing their positions.

New
Increased
Maintained
Reduced
Closed

21% more call options, than puts

Call options by funds: $131M | Put options by funds: $108M

9.19% more ownership

Funds ownership: 485.53%494.72% (+9.2%)

4% more repeat investments, than reductions

Existing positions increased: 233 | Existing positions reduced: 224

0% more first-time investments, than exits

New positions opened: 60 | Existing positions closed: 60

0% less funds holding

Funds holding: 635632 (-3)

4% less capital invested

Capital invested by funds: $25.9B → $24.9B (-$971M)

10% less funds holding in top 10

Funds holding in top 10: 2926 (-3)

Holders
632
Holders Change
-3
Holders Change %
-0.47%
% of All Funds
16.84%
Holding in Top 10
26
Holding in Top 10 Change
-3
Holding in Top 10 Change %
-10.34%
% of All Funds
0.69%
New
60
Increased
233
Reduced
224
Closed
60
Calls
$131M
Puts
$108M
Net Calls
+$22.9M
Net Calls Change
+$16.9M
Name Holding Trade Value Shares
Change
Change in
Stake
Norges Bank
26
Norges Bank
Norway
$257M -$7.64M -83,944 -3%
Bank of America
27
Bank of America
North Carolina
$244M -$29.3M -322,181 -11%
CCM
28
Cantillon Capital Management
New York
$237M -$9.08M -99,767 -4%
CGT
29
Capital Guardian Trust
California
$227M +$17.6M +193,704 +9%
VAM
30
Vontobel Asset Management
New York
$194M +$8.23M +90,413 +5%
Dimensional Fund Advisors
31
Dimensional Fund Advisors
Texas
$193M -$922K -10,131 -0.5%
Primecap Management
32
Primecap Management
California
$187M +$10.7M +118,150 +6%
Ninety One (UK)
33
Ninety One (UK)
United Kingdom
$151M +$140M +1,540,731 +5,298%
BIM
34
BlackRock Investment Management
Delaware
$149M +$2.17M +23,905 +2%
AllianceBernstein
35
AllianceBernstein
Tennessee
$138M +$457K +5,019 +0.3%
Legal & General Group
36
Legal & General Group
United Kingdom
$134M +$2.49M +27,322 +2%
D.E. Shaw & Co
37
D.E. Shaw & Co
New York
$132M +$14.5M +159,074 +13%
Fidelity International
38
Fidelity International
Bermuda
$123M -$27.7M -303,937 -19%
Alkeon Capital Management
39
Alkeon Capital Management
New York
$122M +$116M +1,271,950 New
Allianz Asset Management
40
Allianz Asset Management
Germany
$117M -$25.9M -284,817 -19%
Charles Schwab
41
Charles Schwab
California
$117M +$33M +362,281 +42%
CA
42
Cortland Advisers
Delaware
$107M -$35.2M -387,085 -26%
WBC
43
Westpac Banking Corp
Australia
$106M -$3.01M -33,124 -3%
UBS Group
44
UBS Group
Switzerland
$105M -$2.1M -23,122 -2%
Sumitomo Mitsui Trust Group
45
Sumitomo Mitsui Trust Group
Japan
$104M +$2.12M +23,261 +2%
BlackRock
46
BlackRock
New York
$99.9M +$1.35M +14,795 +1%
APG Asset Management
47
APG Asset Management
Netherlands
$99M -$16.6M -182,366 -15%
TCIM
48
TIAA CREF Investment Management
New York
$95M +$16.1M +176,790 +22%
CFC
49
Cincinnati Financial Corp
Ohio
$93.6M
New York State Common Retirement Fund
50
New York State Common Retirement Fund
New York
$93.1M +$6.2M +68,100 +8%

CME Hedge Fund Activity: Q1 2016 in Review

632 of the 3,753 institutional investors tracked by Wall St. Rank reported a position in CME Group (CME) for Q1 2016, worth a combined $24.9B — down 3.8% from $25.9B a quarter earlier.

Fund positioning in CME was balanced in Q1 2016: 60 funds opened new positions, 60 closed out, 233 added to existing stakes and 224 trimmed.

The largest buyer was Royal London Asset Management, adding an estimated $671M. The largest seller was Thornburg Investment Management, cutting an estimated $411M.

  • 632 institutional investors held CME Group (CME) as of Q1 2016, down from 635 in Q4 2015.
  • Funds reported $24.9B of CME Group stock for Q1 2016, down 3.8% quarter-over-quarter.
  • 60 funds opened new CME Group positions in Q1 2016 and 60 closed out, a net change of 0 holders.
  • The largest CME Group buyer in Q1 2016 was Royal London Asset Management, an estimated $671M added.
  • The largest CME Group seller in Q1 2016 was Thornburg Investment Management, an estimated $411M sold.

Based on aggregated 13F filings for Q1 2016.