CME Group Inc.
US ˙ NasdaqGS ˙ US12572Q1058

SecurityCME / CME Group Inc.
InstitutionDimensional Fund Advisors Lp
Latest Disclosed Ownership1,159,966 shares
Latest Disclosed Value $ 342,613,114
Dimensional Fund Advisors Lp reports 0.77% increase in ownership of CME / CME Group Inc.

On May 7, 2026 - Dimensional Fund Advisors Lp filed a 13F-HR form disclosing ownership of 1,159,966 shares of CME Group Inc. (US:CME) valued at $342,595,958 USD as of March 31, 2026. The entity filed a previous 13F-HR on February 12, 2026 disclosing 1,151,064 shares of CME Group Inc.. This represents a change in shares of 0.77% during the quarter. The current value of the position is $293,053,810 USD.

Institutional Ownership: 13F and NPORT Filings

The Security and Class in the table below are shown exactly as filed by the investor. We do our best to track continuity of investments through acquisitions, and this will be reflected in the table as changes in names. In addition to descriptive data, performance of the investment is shown over time. To calculate quarterly performance, we first calculate cost basis of the shares purchased during the quarter, then use that to calculate gross profit. Quarterly return is Gross Profit / Starting Portfolio value.

Note that cost basis is calculated and stored in thousands, so small quarterly changes in shares frequently result in a cost basis of zero.

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Disclosed Equity Positions (from 13F/NPORT Filings)
File
Date		 Effective
Date		Form Security Class ID Avg Price
Paid (Est)		 Reported
Shares		 ΔShares ΔShares
(%)		 Reported
Value
(x1000)		 ΔValue
(%)		 Alloc
(%)		 ΔAlloc ΔAlloc (%) Cost Basis
(x1000)		 Unrealized
Gain/Loss
(x1000)
2026-05-07 2026-03-31 13F CME GROUP COM 12572Q105 1,159,966 8,902 0.77 342,613 8.99 0.0153
2026-02-12 2025-12-31 13F CME GROUP COM 12572Q105 1,151,064 -16,629 -1.42 314,366 -0.37 0.0659
2025-11-12 2025-09-30 13F CME GROUP COM 12572Q105 1,167,693 71,258 6.50 315,520 4.41 0.0677
2025-08-12 2025-06-30 13F CME GROUP COM 12572Q105 1,096,435 -38,642 -3.40 302,190 0.36 0.0700
2025-05-13 2025-03-31 13F CME GROUP COM 12572Q105 1,135,077 39,971 3.65 301,100 18.40 0.0748
2025-02-13 2024-12-31 13F CME GROUP COM 12572Q105 1,095,106 29,662 2.78 254,314 8.19 0.0611
2024-11-07 2024-09-30 13F CME GROUP COM 12572Q105 1,065,444 -4,426 -0.41 235,068 11.76 0.0570
2024-08-09 2024-06-30 13F CME GROUP COM 12572Q105 1,069,870 203,251 23.45 210,328 12.73 0.0549
2024-05-10 2024-03-31 13F CME GROUP COM 12572Q105 866,619 26,741 3.18 186,574 5.48 0.0505
2024-02-07 2023-12-31 13F CME GROUP COM 12572Q105 839,878 1,367 0.16 176,881 5.35 0.0516
2023-11-09 2023-09-30 13F CME GROUP COM 12572Q105 838,511 -12,833 -1.51 167,899 6.44 0.0551
2023-08-09 2023-06-30 13F CME GROUP COM 12572Q105 851,344 33,902 4.15 157,735 0.76 0.0503
2023-05-12 2023-03-31 13F CME GROUP COM 12572Q105 817,442 16,709 2.09 156,542 116,721.64 0.0527
2023-02-09 2022-12-31 13F CME GROUP COM 12572Q105 800,733 -616 -0.08 135 -99.91 0.0398
2022-11-10 2022-09-30 13F CME GROUP COM 12572Q105 801,349 26,150 3.37 141,952 -10.54 0.0545
2022-08-12 2022-06-30 13F CME GROUP COM 12572Q105 775,199 4,616 0.60 158,682 -13.43 0.0569
2022-05-13 2022-03-31 13F CME GROUP COM 12572Q105 770,583 -3,715 -0.48 183,309 3.63 0.0565
2022-02-09 2021-12-31 13F CME GROUP COM 12572Q105 774,298 -14,102 -1.79 176,896 16.02 0.0535
2021-11-12 2021-09-30 13F CME GROUP COM 12572Q105 788,400 -5,177 -0.65 152,475 -9.66 0.0491
2021-08-12 2021-06-30 13F CME GROUP COM 12572Q105 793,577 -61,966 -7.24 168,780 -3.47 0.0534
2021-05-14 2021-03-31 13F CME GROUP COM 12572Q105 855,543 -8,010 -0.93 174,843 11.23 0.0578
2021-03-08 2020-12-31 13F/A-2 CME GROUP COM 12572Q105 863,553 38,146 4.62 157,190 13.83 0.0568
2021-02-11 2020-12-31 13F CME GROUP COM 12572Q105 863,553 38,146 157,190 56,768.6729
2020-11-12 2020-09-30 13F CME GROUP COM 12572Q105 825,407 46,576 5.98 138,089 9.09 0.0586
2020-08-13 2020-06-30 13F CME GROUP COM 12572Q105 778,831 -31,231 -3.86 126,587 -9.63 0.0556
2020-05-14 2020-03-31 13F CME GROUP COM 12572Q105 810,062 -43,106 -5.05 140,070 -18.20 0.0730
2020-02-14 2019-12-31 13F CME GROUP COM 12572Q105 853,168 -18,834 -2.16 171,241 -7.09 0.0624
2019-11-12 2019-09-30 13F CME GROUP COM 12572Q105 872,002 -30,800 -3.41 184,302 5.17 0.0716
2019-08-13 2019-06-30 13F CME GROUP COM 12572Q105 902,802 -497 -0.06 175,243 17.88 0.0680
2019-08-12 2019-03-31 13F/A-2 CME GROUP COM 12572Q105 903,299 -2,875 -0.32 148,658 -12.79 0.0592
2019-05-10 2019-03-31 13F CME GROUP COM 12572Q105 903,299 -2,875 148,658
2019-02-26 2018-12-31 13F/A-1 CME GROUP COM 12572Q105 906,174 24,717 2.80 170,463 13.61 0.0772
2019-02-13 2018-12-31 13F CME GROUP COM 12572Q105 906,174 24,717 170,463
2018-11-13 2018-09-30 13F CME GROUP COM 12572Q105 881,457 -15,228 -1.70 150,040 2.08 0.0571
2018-08-10 2018-06-30 13F CME GROUP COM 12572Q105 896,685 -11,039 -1.22 146,986 0.12 0.0586
2018-05-11 2018-03-31 13F CME GROUP COM 12572Q105 907,724 -25,538 -2.74 146,815 7.71 0.0612
2018-02-12 2017-12-31 13F CME GROUP COM 12572Q105 933,262 -139,832 -13.03 136,306 -6.38 0.0565
2017-11-13 2017-09-30 13F CME GROUP COM 12572Q105 1,073,094 -123,696 -10.34 145,598 -2.86 0.0636
2017-08-11 2017-06-30 13F CME GROUP COM 12572Q105 1,196,790 -141,354 -10.56 149,886 -5.71 0.0692
2017-05-12 2017-03-31 13F CME GROUP COM 12572Q105 1,338,144 -406,882 -23.32 158,971 -21.02 0.0760
2017-02-09 2016-12-31 13F CME GROUP COM 12572Q105 1,745,026 -205,275 -10.53 201,290 -1.25 0.1005
2016-11-10 2016-09-30 13F CME GROUP COM 12572Q105 1,950,301 -66,959 -3.32 203,847 3.76 0.1102
2016-08-09 2016-06-30 13F CME GROUP COM 12572Q105 2,017,260 3,128 0.16 196,468 1.56 0.1130
2016-05-13 2016-03-31 13F CME GROUP COM 12572Q105 2,014,132 -10,131 -0.50 193,450 5.47 0.1158
2016-02-10 2015-12-31 13F CME GROUP COM 12572Q105 2,024,263 -30,324 -1.48 183,409 -3.74 0.1143
2015-11-13 2015-09-30 13F CME GROUP COM 12572Q105 2,054,587 -195,231 -8.68 190,526 -9.00 0.1251
2015-08-14 2015-06-30 13F CME GROUP COM 12572Q105 2,249,818 -208,810 -8.49 209,366 -10.09 0.1282
2015-05-14 2015-03-31 13F CME GROUP COM 12572Q105 2,458,628 4,701 0.19 232,855 7.03 0.1470
2015-02-06 2014-12-31 13F CME GROUP COM 12572Q105 2,453,927 38,392 1.59 217,568 12.65 0.1429
2014-11-13 2014-09-30 13F CME GROUP COM 12572Q105 2,415,535 -353,054 -12.75 193,129 -1.67 0.1368
2014-08-08 2014-06-30 13F CME GROUP COM 12572Q105 2,768,589 -191,173 -6.46 196,417 -10.33 0.1365
2014-05-14 2014-03-31 13F CME GROUP COM 12572Q105 2,959,762 3,882 0.13 219,054 -5.55 0.1637
2014-02-12 2013-12-31 13F CME GROUP COM 12572Q105 2,955,880 21,769 0.74 231,918 6.98 0.1807
2013-11-13 2013-09-30 13F CME GROUP COM 12572Q105 2,934,111 12,844 0.44 216,784 -2.34 0.1876
2013-08-15 2013-06-30 13F CME GROUP COM 12572Q105 2,921,267 2,921,267 221,970 0.2090
Legend
Shares
The total number of shares held by the institution at the end of the reporting period (the effective date). This is provided in the filing.
Value
The total value of the shares as of the effective date. This is provided in the filing.
Avg. Share Price
The weighted average share price of the shares held by the institution. We use FIFO accounting to determine this price
Class
This is the security class as indicated by the filer. There are a variety of values for this field. Common values include "EC" = equity common, "EP" - equity preferred
Allocation (%)
The percent of the institution's portfolio that this position represents. This is provided in NPORT filings. For 13F filings, we calculate it.
Change in Allocation
The change in allocation from the prior reporting period. This is calculated as current allocation - prior allocation.
Change in Allocation (%)
The percent change in allocation from the prior reporting period. This is calculated as (current allocation - prior allocation) / prior allocation.
Cost Basis
The total cost of the shares held. This is calculated as reported shares * avg. share price
Unrealized Gain/Loss
This is the market value of the position as of the effective date minus the cost basis.