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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
CC
51
Capital Counsel
New York
$88.5M -$1.23M -13,489 -1%
Deutsche Bank
52
Deutsche Bank
Germany
$88M -$9.09M -99,900 -10%
Goldman Sachs
53
Goldman Sachs
New York
$86.7M -$2.18M -23,989 -3%
California Public Employees Retirement System
54
California Public Employees Retirement System
California
$80.1M -$5.45M -59,900 -7%
RJA
55
Raymond James & Associates
Florida
$78.8M +$2.34M +25,734 +3%
BKBG
56
BHF Kleinwort Benson Group
Belgium
$77.1M +$6.17M +67,799 +9%
UBS AM
57
UBS AM
Illinois
$76.4M -$70.6K -776 -0.1%
Mitsubishi UFJ Trust & Banking
58
Mitsubishi UFJ Trust & Banking
Japan
$73.7M +$4.72M +51,838 +7%
Arrowstreet Capital
59
Arrowstreet Capital
Massachusetts
$69.6M +$13.8M +152,212 +27%
Credit Agricole
60
Credit Agricole
France
$68.3M +$34.4M +377,961 +114%
California State Teachers Retirement System (CalSTRS)
61
California State Teachers Retirement System (CalSTRS)
California
$67.3M +$7.94M +87,327 +14%
MHI
62
Miller Howard Investments
New York
$62.9M -$9.92M -109,061 -14%
RRAM
63
River Road Asset Management
Kentucky
$62.5M -$9.81M -107,779 -14%
HSBC Holdings
64
HSBC Holdings
United Kingdom
$62.4M -$623K -6,851 -1%
PPA
65
Parametric Portfolio Associates
Washington
$62.4M +$6.57M +72,226 +13%
AAM
66
Aberdeen Asset Management
United Kingdom
$60.6M -$1.36M -14,961 -2%
USAA
67
United Services Automobile Association
Texas
$59.3M +$2.97M +32,689 +6%
RP
68
Regal Partners
Australia
$57.4M +$7.28M +80,043 +15%
New York State Teachers Retirement System (NYSTRS)
69
New York State Teachers Retirement System (NYSTRS)
New York
$56.1M -$16.6K -183 -0%
BJ
70
BlackRock Japan
Japan
$55.6M +$10.8M +118,403 +26%
Chevy Chase Trust
71
Chevy Chase Trust
Maryland
$54.1M +$3.71M +40,795 +8%
CS
72
Credit Suisse
Switzerland
$52.8M -$13.8M -151,344 -22%
Massachusetts Financial Services
73
Massachusetts Financial Services
Massachusetts
$51.1M +$620K +6,814 +1%
Citadel Advisors
74
Citadel Advisors
Florida
$51M -$94.1M -1,034,369 -66%
DC
75
Davenport & Co
Virginia
$49.8M -$359K -3,950 -0.8%

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.