Rafferty Asset Management, LLC

SEC CIK: 0001389426
Latest filing: Aug 14, 2026

SEC filings (opens in a new tab)

CME holding history

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

CME overview All 13F holders of CME Full Q2 2026 holdings

Shares (Q2 2026): 105,563
Value: $23.3M
% of portfolio: 0.1%
Quarters held: 22; Since Q1 2021

Holdings of CME by Rafferty Asset Management, LLC, by quarter
Quarter	Shares	Value	% of portfolio	Share change	Action	All holders
Q2 2026	105,563	$23.3M	0.1%	+17,896+20.4%	Added	Holders
Q1 2026	87,667	$25.9M	0.1%	−22,341−20.3%	Reduced	Holders
Q4 2025	110,008	$30.0M	0.1%	−9,917−8.3%	Reduced	Holders
Q3 2025	119,925	$32.4M	0.1%	+105+0.1%	Added	Holders
Q2 2025	119,820	$33.0M	0.1%	+1,681+1.4%	Added	Holders
Q1 2025	118,139	$31.3M	0.1%	−8,994−7.1%	Reduced	Holders
Q4 2024	127,133	$29.5M	0.1%	+5,049+4.1%	Added	Holders
Q3 2024	122,084	$26.9M	0.1%	−4,567−3.6%	Reduced	Holders
Q2 2024	126,651	$24.9M	0.1%	+190.0%	Added	Holders
Q1 2024	126,632	$27.3M	0.1%	−967−0.8%	Reduced	Holders
Q4 2023	127,599	$26.9M	0.1%	+6,896+5.7%	Added	Holders
Q3 2023	120,703	$24.2M	0.1%	+5,287+4.6%	Added	Holders
Q2 2023	115,416	$21.4M	0.1%	−5,840−4.8%	Reduced	Holders
Q1 2023	121,256	$23.2M	0.2%	−17,311−12.5%	Reduced	Holders
Q4 2022	138,567	$23.3M	0.2%	+15,141+12.3%	Added	Holders
Q3 2022	123,426	$21.9M	0.2%	+9,413+8.3%	Added	Holders
Q2 2022	114,013	$23.3M	0.2%	−66,591−36.9%	Reduced	Holders
Q1 2022	180,604	$43.0M	0.3%	−8,741−4.6%	Reduced	Holders
Q4 2021	189,345	$43.3M	0.2%	+17,004+9.9%	Added	Holders
Q3 2021	172,341	$33.3M	0.2%	−30,904−15.2%	Reduced	Holders
Q2 2021	203,245	$43.2M	0.3%	+23,708+13.2%	Added	Holders
Q1 2021	179,537	$36.7M	0.3%	–	–	Holders

Livermore's 13F data starts with Q1 2021, so Q1 2021 has no change from the previous quarter.