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CME Group

536 hedge funds and large institutions have $20.8B invested in CME Group in 2013 Q3 according to their latest regulatory filings, with 61 funds opening new positions, 203 increasing their positions, 192 reducing their positions, and 49 closing their positions.

New
Increased
Maintained
Reduced
Closed

32% more call options, than puts

Call options by funds: $415M | Put options by funds: $314M

24% more first-time investments, than exits

New positions opened: 61 | Existing positions closed: 49

11% more capital invested

Capital invested by funds: $18.8B → $20.8B (+$2.01B)

4.27% more ownership

Funds ownership: 453.22%457.49% (+4.3%)

2% more funds holding

Funds holding: 527536 (+9)

6% more repeat investments, than reductions

Existing positions increased: 203 | Existing positions reduced: 192

20% less funds holding in top 10

Funds holding in top 10: 2520 (-5)

Holders
536
Holders Change
+9
Holders Change %
+1.71%
% of All Funds
17.38%
Holding in Top 10
20
Holding in Top 10 Change
-5
Holding in Top 10 Change %
-20%
% of All Funds
0.65%
New
61
Increased
203
Reduced
192
Closed
49
Calls
$415M
Puts
$314M
Net Calls
+$101M
Net Calls Change
-$10.8M
Name Holding Trade Value Shares
Change
Change in
Stake
New York State Common Retirement Fund
51
New York State Common Retirement Fund
New York
$66.3M -$1.65M -22,400 -2%
TCIM
52
TIAA CREF Investment Management
New York
$64.6M -$12.7M -172,904 -17%
MHI
53
Miller Howard Investments
New York
$63M +$1.23M +16,733 +2%
California Public Employees Retirement System
54
California Public Employees Retirement System
California
$62.3M +$1.45M +19,725 +2%
JHIU
55
Janus Henderson Investors US
Colorado
$62.3M +$17.1M +232,723 +38%
Sumitomo Mitsui Trust Group
56
Sumitomo Mitsui Trust Group
Japan
$61.6M -$11.1M -151,255 -15%
MAA
57
Managed Account Advisors
New Jersey
$59.9M +$11.7M +158,391 +24%
U
58
UBS
Switzerland
$59.4M +$7.64M +103,696 +15%
TP
59
Theleme Partners
United Kingdom
$58M -$78.5M -1,065,000 -58%
American Century Companies
60
American Century Companies
Missouri
$57.1M +$28.4M +386,100 +100%
Brown Advisory
61
Brown Advisory
Maryland
$56.8M -$5.87M -79,692 -9%
TAM
62
Tiverton Asset Management
Delaware
$55.4M
RhumbLine Advisers
63
RhumbLine Advisers
Massachusetts
$51.7M -$5.89M -79,940 -10%
BlackRock
64
BlackRock
New York
$51.6M +$2.81M +38,115 +6%
HSBC Holdings
65
HSBC Holdings
United Kingdom
$51M +$7.24M +98,221 +17%
Aviva
66
Aviva
United Kingdom
$48.9M +$86.3K +1,171 +0.2%
New York State Teachers Retirement System (NYSTRS)
67
New York State Teachers Retirement System (NYSTRS)
New York
$48.5M -$670K -9,092 -1%
AllianceBernstein
68
AllianceBernstein
Tennessee
$47.8M +$4.82M +65,362 +11%
VNIM
69
Vaughan Nelson Investment Management
Texas
$47.4M -$22.9M -311,465 -33%
Millennium Management
70
Millennium Management
New York
$45.7M +$1.06M +14,353 +2%
KCM
71
Kornitzer Capital Management
Kansas
$45.7M +$1.48M +20,075 +3%
Charles Schwab
72
Charles Schwab
California
$45.3M +$1.9M +25,817 +4%
GIA
73
Gateway Investment Advisers
Ohio
$45M -$708K -9,610 -2%
Mitsubishi UFJ Trust & Banking
74
Mitsubishi UFJ Trust & Banking
Japan
$45M -$7.37M -99,982 -14%
CS
75
Credit Suisse
Switzerland
$42.9M -$11.9M -162,185 -22%

CME Hedge Fund Activity: Q3 2013 in Review

536 of the 3,084 institutional investors tracked by Wall St. Rank reported a position in CME Group (CME) for Q3 2013, worth a combined $20.8B — up 11% from $18.8B a quarter earlier.

Buyers outnumbered sellers: 61 funds opened new CME positions and 49 closed out — a net gain of 12 holders — while 203 added to existing stakes and 192 trimmed.

The largest buyer was Marketfield Asset Management, opening a new position worth an estimated $160M. The largest seller was Morgan Stanley, cutting an estimated $121M.

  • 536 institutional investors held CME Group (CME) as of Q3 2013, up from 527 in Q2 2013.
  • Funds reported $20.8B of CME Group stock for Q3 2013, up 11% quarter-over-quarter.
  • 61 funds opened new CME Group positions in Q3 2013 and 49 closed out, a net change of +12 holders.
  • The largest CME Group buyer in Q3 2013 was Marketfield Asset Management, an estimated $160M added.
  • The largest CME Group seller in Q3 2013 was Morgan Stanley, an estimated $121M sold.

Based on aggregated 13F filings for Q3 2013.