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CME Group

635 hedge funds and large institutions have $25.9B invested in CME Group in 2015 Q4 according to their latest regulatory filings, with 66 funds opening new positions, 234 increasing their positions, 230 reducing their positions, and 49 closing their positions.

New
Increased
Maintained
Reduced
Closed

35% more first-time investments, than exits

New positions opened: 66 | Existing positions closed: 49

2% more funds holding

Funds holding: 625635 (+10)

4% more call options, than puts

Call options by funds: $140M | Put options by funds: $134M

2% more repeat investments, than reductions

Existing positions increased: 234 | Existing positions reduced: 230

3% less capital invested

Capital invested by funds: $26.6B → $25.9B (-$699M)

1.64% less ownership

Funds ownership: 487.17%485.53% (-1.6%)

3% less funds holding in top 10

Funds holding in top 10: 3029 (-1)

Holders
635
Holders Change
+10
Holders Change %
+1.6%
% of All Funds
16.66%
Holding in Top 10
29
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-3.33%
% of All Funds
0.76%
New
66
Increased
234
Reduced
230
Closed
49
Calls
$140M
Puts
$134M
Net Calls
+$5.94M
Net Calls Change
-$32.7M
Name Holding Trade Value Shares
Change
Change in
Stake
CC
51
Capital Counsel
New York
$84.7M -$1.72M -18,236 -2%
Goldman Sachs
52
Goldman Sachs
New York
$83.9M +$13.1M +138,717 +18%
New York State Common Retirement Fund
53
New York State Common Retirement Fund
New York
$81.6M -$12.1M -128,248 -12%
California Public Employees Retirement System
54
California Public Employees Retirement System
California
$80.9M +$2.38M +25,300 +3%
Charles Schwab
55
Charles Schwab
California
$77.6M +$3.03M +32,218 +4%
TCIM
56
TIAA CREF Investment Management
New York
$73.6M +$1.43M +15,158 +2%
UBS AM
57
UBS AM
Illinois
$72.2M -$14.9M -158,662 -17%
RJA
58
Raymond James & Associates
Florida
$72M +$9.92M +105,425 +15%
MHI
59
Miller Howard Investments
New York
$69.2M +$71M +754,669 +7,955%
RRAM
60
River Road Asset Management
Kentucky
$68.8M -$12.5M -133,151 -15%
BKBG
61
BHF Kleinwort Benson Group
Belgium
$66.6M +$3.98M +42,276 +6%
Mitsubishi UFJ Trust & Banking
62
Mitsubishi UFJ Trust & Banking
Japan
$64.8M -$1.1M -11,707 -2%
CS
63
Credit Suisse
Switzerland
$63.5M +$6.78M +72,039 +11%
FAF
64
Första AP-fonden
Sweden
$59.8M +$76.3M +810,453 New
AAM
65
Aberdeen Asset Management
United Kingdom
$59.7M +$36.6M +388,377 +151%
HSBC Holdings
66
HSBC Holdings
United Kingdom
$59.5M -$5.26M -55,924 -8%
California State Teachers Retirement System (CalSTRS)
67
California State Teachers Retirement System (CalSTRS)
California
$55.5M +$915K +9,721 +2%
Millennium Management
68
Millennium Management
New York
$54.4M +$16.9M +179,458 +43%
USAA
69
United Services Automobile Association
Texas
$53M -$736K -7,820 -1%
New York State Teachers Retirement System (NYSTRS)
70
New York State Teachers Retirement System (NYSTRS)
New York
$52.9M +$4.24K +45 +0%
PPA
71
Parametric Portfolio Associates
Washington
$52.3M +$3.07M +32,582 +6%
Arrowstreet Capital
72
Arrowstreet Capital
Massachusetts
$51.9M -$43.6M -463,516 -45%
Adage Capital Partners
73
Adage Capital Partners
Massachusetts
$50.5M +$1.98M +21,000 +4%
Massachusetts Financial Services
74
Massachusetts Financial Services
Massachusetts
$47.6M -$850K -9,030 -2%
DC
75
Davenport & Co
Virginia
$47.4M +$269K +2,858 +0.5%

CME Hedge Fund Activity: Q4 2015 in Review

635 of the 3,812 institutional investors tracked by Wall St. Rank reported a position in CME Group (CME) for Q4 2015, worth a combined $25.9B — down 2.6% from $26.6B a quarter earlier.

Buyers outnumbered sellers: 66 funds opened new CME positions and 49 closed out — a net gain of 17 holders — while 234 added to existing stakes and 230 trimmed.

The largest buyer was Westpac Banking Corp, adding an estimated $103M. The largest seller was Thornburg Investment Management, cutting an estimated $127M.

  • 635 institutional investors held CME Group (CME) as of Q4 2015, up from 625 in Q3 2015.
  • Funds reported $25.9B of CME Group stock for Q4 2015, down 2.6% quarter-over-quarter.
  • 66 funds opened new CME Group positions in Q4 2015 and 49 closed out, a net change of +17 holders.
  • The largest CME Group buyer in Q4 2015 was Westpac Banking Corp, an estimated $103M added.
  • The largest CME Group seller in Q4 2015 was Thornburg Investment Management, an estimated $127M sold.

Based on aggregated 13F filings for Q4 2015.