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Mount Lucas Management LP

SEC CIK
0001185072
Latest filing
Aug 10, 2026

CME holding history

CME Group Inc. in every 13F filed by Mount Lucas Management LP, including the quarters it was sold out or no filing was made. Changes compare share counts with the previous calendar quarter.

CME overviewAll 13F holders of CMEFull Q2 2026 holdings

Shares (Q2 2026)
5,639
Value
$1.25M
% of portfolio
0.4%
Quarters held
10
Since Q4 2023
Holdings of CME by Mount Lucas Management LP, by quarter
QuarterSharesValue% of portfolioShare changeActionAll holders
Q2 20265,639$1.25M0.4%+216+4.0%AddedHolders
Q1 20265,423$1.60M0.6%+285+5.5%AddedHolders
Q4 20255,138$1.40M0.6%+10+0.2%AddedHolders
Q3 20255,128$1.39M0.6%+166+3.3%AddedHolders
Q2 20254,962$1.37M0.7%+4,962NewHolders
Q1 20250$00.0%−6,722−100.0%Sold outHolders
Q4 20246,722$1.56M0.5%−174−2.5%ReducedHolders
Q3 20246,896$1.52M0.5%−5,165−42.8%ReducedHolders
Q2 202412,061$2.37M0.8%−91−0.7%ReducedHolders
Q1 202412,152$2.62M0.9%−937−7.2%ReducedHolders
Q4 202313,089$2.76M1.0%+13,089NewHolders