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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
BSA
126
Braun Stacey Associates
New York
$19.3M +$2.03M +22,299 +12%
National Pension Service
127
National Pension Service
South Korea
$19M +$685K +7,533 +4%
Aviva
128
Aviva
United Kingdom
$18.7M +$913K +10,034 +5%
RIG
129
Roosevelt Investment Group
New York
$18.7M -$16.8M -185,203 -49%
Canada Life
130
Canada Life
Manitoba, Canada
$18.7M -$1.74M -19,095 -9%
WG
131
Winton Group
United Kingdom
$18.3M -$12.1M -132,625 -41%
Lord, Abbett & Co
132
Lord, Abbett & Co
New Jersey
$18.3M +$17.3M +190,200 New
US Bancorp
133
US Bancorp
Minnesota
$18.2M +$4.85M +53,309 +39%
Two Sigma Advisers
134
Two Sigma Advisers
New York
$18M +$15.4M +169,669 +942%
TAM
135
Tiverton Asset Management
Delaware
$17.6M -$1.56M -17,095 -9%
FA
136
Friess Associates
Delaware
$17.4M +$2.09K +23 +0%
MLICM
137
Metropolitan Life Insurance Company (MetLife)
New York
$17M -$280K -3,073 -2%
BIM
138
BRC Investment Management
Colorado
$16.7M +$15.8M +174,070 New
RJFSA
139
Raymond James Financial Services Advisors
Florida
$16.7M +$2.59M +28,478 +20%
Retirement Systems of Alabama
140
Retirement Systems of Alabama
Alabama
$16.6M -$236K -2,595 -1%
FSA
141
Franklin Street Advisors
North Carolina
$16.4M +$521K +5,726 +3%
MAM
142
Marketfield Asset Management
New York
$16.3M -$3.36M -36,955 -18%
AIG
143
American International Group
New York
$16.1M +$2.3M +25,266 +18%
UB
144
UMB Bank
Missouri
$16.1M +$1.46M +16,030 +11%
CIM
145
Corda Investment Management
Texas
$16.1M -$793K -8,713 -5%
Kayne Anderson Rudnick Investment Management
146
Kayne Anderson Rudnick Investment Management
California
$16M -$851K -9,353 -5%
PAMU
147
Pictet Asset Management (UK)
United Kingdom
$15.9M +$145K +1,590 +0.9%
Canada Pension Plan Investment Board
148
Canada Pension Plan Investment Board
Ontario, Canada
$15.8M -$5.52M -60,700 -27%
SMDAM
149
Sumitomo Mitsui DS Asset Management
Japan
$15.8M +$3.25M +35,689 +28%
CHA
150
Cedar Hill Associates
Illinois
$15.8M +$1.61M +17,700 +12%

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.