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CME Group

658 hedge funds and large institutions have $26.8B invested in CME Group in 2016 Q2 according to their latest regulatory filings, with 79 funds opening new positions, 282 increasing their positions, 189 reducing their positions, and 43 closing their positions.

New
Increased
Maintained
Reduced
Closed

84% more first-time investments, than exits

New positions opened: 79 | Existing positions closed: 43

49% more repeat investments, than reductions

Existing positions increased: 282 | Existing positions reduced: 189

27% more funds holding in top 10

Funds holding in top 10: 2633 (+7)

9.69% more ownership

Funds ownership: 494.72%504.41% (+9.7%)

8% more capital invested

Capital invested by funds: $24.9B → $26.8B (+$1.88B)

4% more funds holding

Funds holding: 632658 (+26)

15% less call options, than puts

Call options by funds: $144M | Put options by funds: $168M

Holders
658
Holders Change
+26
Holders Change %
+4.11%
% of All Funds
17.56%
Holding in Top 10
33
Holding in Top 10 Change
+7
Holding in Top 10 Change %
+26.92%
% of All Funds
0.88%
New
79
Increased
282
Reduced
189
Closed
43
Calls
$144M
Puts
$168M
Net Calls
-$24.4M
Net Calls Change
-$47.2M
Name Holding Trade Value Shares
Change
Change in
Stake
Millennium Management
76
Millennium Management
New York
$57.6M +$36.7M +388,494 +192%
New York State Teachers Retirement System (NYSTRS)
77
New York State Teachers Retirement System (NYSTRS)
New York
$56.9M +$1.99K +21 +0%
RhumbLine Advisers
78
RhumbLine Advisers
Massachusetts
$54.1M +$4.31M +45,636 +9%
Chevy Chase Trust
79
Chevy Chase Trust
Maryland
$53.7M -$1.12M -11,816 -2%
TA
80
Teachers Advisors
New York
$53.6M +$3.45M +36,557 +7%
TD Asset Management
81
TD Asset Management
Ontario, Canada
$51.4M +$2.65M +28,046 +6%
MTB
82
Mizuho Trust & Banking
Japan
$51M +$3.08M +32,581 +7%
Massachusetts Financial Services
83
Massachusetts Financial Services
Massachusetts
$50.4M -$1.37M -14,530 -3%
RRAM
84
River Road Asset Management
Kentucky
$50.3M -$12.7M -134,888 -21%
DC
85
Davenport & Co
Virginia
$50.1M -$389K -4,116 -0.8%
CS
86
Credit Suisse
Switzerland
$49.7M -$3.69M -39,080 -7%
Prudential Financial
87
Prudential Financial
New Jersey
$49.5M +$302K +3,200 +0.6%
Adage Capital Partners
88
Adage Capital Partners
Massachusetts
$49.3M +$161K +1,700 +0.3%
Morgan Stanley
89
Morgan Stanley
New York
$49.1M +$5.35M +56,619 +13%
State Board of Administration of Florida Retirement System
90
State Board of Administration of Florida Retirement System
Florida
$48.8M +$9.19M +97,294 +24%
Balyasny Asset Management
91
Balyasny Asset Management
Illinois
$48.7M +$42.2M +446,515 +843%
Mawer Investment Management
92
Mawer Investment Management
Alberta, Canada
$48.2M +$3.51M +37,115 +8%
SAM
93
Sentinel Asset Management
Vermont
$45.4M +$860K +9,100 +2%
Renaissance Technologies
94
Renaissance Technologies
New York
$44.1M +$42.8M +453,095 New
CI
95
Capital International
California
$43.6M -$3.16M -33,400 -7%
CM
96
Castleark Management
Illinois
$42.9M -$3.43M -36,320 -8%
AQR Capital Management
97
AQR Capital Management
Connecticut
$42.5M +$21.6M +229,075 +111%
EA
98
Emerald Acquisition
Washington
$39M +$37.9M +400,695 New
KeyBank National Association
99
KeyBank National Association
Ohio
$38.8M +$1.27M +13,457 +3%
BAPIM
100
British Airways Pensions Investment Management
United Kingdom
$38.6M

CME Hedge Fund Activity: Q2 2016 in Review

658 of the 3,748 institutional investors tracked by Wall St. Rank reported a position in CME Group (CME) for Q2 2016, worth a combined $26.8B — up 7.5% from $24.9B a quarter earlier.

Buyers outnumbered sellers: 79 funds opened new CME positions and 43 closed out — a net gain of 36 holders — while 282 added to existing stakes and 189 trimmed.

The largest buyer was Fidelity Investments, adding an estimated $281M. The largest seller was Royal London Asset Management, cutting an estimated $698M.

  • 658 institutional investors held CME Group (CME) as of Q2 2016, up from 632 in Q1 2016.
  • Funds reported $26.8B of CME Group stock for Q2 2016, up 7.5% quarter-over-quarter.
  • 79 funds opened new CME Group positions in Q2 2016 and 43 closed out, a net change of +36 holders.
  • The largest CME Group buyer in Q2 2016 was Fidelity Investments, an estimated $281M added.
  • The largest CME Group seller in Q2 2016 was Royal London Asset Management, an estimated $698M sold.

Based on aggregated 13F filings for Q2 2016.