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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
VVP
76
Vulcan Value Partners
Alabama
$42.6M +$10.2M +138,991 +32%
California State Teachers Retirement System (CalSTRS)
77
California State Teachers Retirement System (CalSTRS)
California
$42.1M +$1.29M +17,562 +3%
Massachusetts Financial Services
78
Massachusetts Financial Services
Massachusetts
$41.5M +$8.96M +121,578 +28%
PI
79
PGGM Investments
Netherlands
$41.5M +$25.3M +343,691 +158%
BIM
80
BlackRock Investment Management
Delaware
$40.9M -$10.6M -144,218 -21%
State Board of Administration of Florida Retirement System
81
State Board of Administration of Florida Retirement System
Florida
$40.5M -$2.05M -27,760 -5%
CA
82
Commerzbank Aktiengesellschaft
Germany
$39.7M +$26.5M +359,956 +202%
RFC
83
Russell Frank Company
Washington
$39.2M +$20.9M +283,516 +115%
USAA
84
United Services Automobile Association
Texas
$38.6M +$7.49M +101,636 +24%
FWIA
85
Fort Washington Investment Advisors
Ohio
$38.5M +$16.6K +226 +0%
Morgan Stanley
86
Morgan Stanley
New York
$38.2M -$121M -1,644,464 -76%
Victory Capital Management
87
Victory Capital Management
Texas
$36.7M +$36.6M +496,531 New
PPA
88
Parametric Portfolio Associates
Washington
$35.6M -$1.43M -19,356 -4%
NMVA
89
New Mountain Vantage Advisers
New York
$35.1M -$4.87M -66,094 -12%
ASC
90
Atalanta Sosnoff Capital
New York
$34.4M -$5.43M -73,748 -14%
RP
91
Regal Partners
Australia
$34.2M +$1.33M +18,025 +4%
MTB
92
Mizuho Trust & Banking
Japan
$33.3M
Canada Pension Plan Investment Board
93
Canada Pension Plan Investment Board
Ontario, Canada
$33.2M -$11.6M -156,803 -26%
CI
94
Capital International
California
$32.7M -$5.4M -73,327 -14%
Mawer Investment Management
95
Mawer Investment Management
Alberta, Canada
$30.7M +$56.7K +770 +0.2%
Prudential Financial
96
Prudential Financial
New Jersey
$30.4M -$214K -2,900 -0.7%
BJ
97
BlackRock Japan
Japan
$29.7M +$2.33M +31,607 +9%
Barclays
98
Barclays
United Kingdom
$28.9M +$1.36M +18,420 +5%
TRSOTSOK
99
Teachers Retirement System of the State of Kentucky
Kentucky
$28.9M -$147K -2,000 -0.5%
Adage Capital Partners
100
Adage Capital Partners
Massachusetts
$28.3M +$1.52M +20,600 +6%

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.