Cliff Asness's CME Position Overview
Cliff Asness (via Aqr Capital Management LLC) currently holds 2.01 M shares of CME Group Inc. (CME) worth $548.08 M, representing 0.29% of the portfolio. First purchased in 2012-Q4, this long-term strategic position has been held for 53 quarters.
Based on 13F filings since 2013, Cliff Asness has maintained a long-term strategic position in CME, representing a significant commitment to this investment thesis. Largest addition occurred in Q1 2018, adding 841,031 shares. Largest reduction occurred in Q3 2018, reducing 705,798 shares.
Analysis based on 13F filings available since 2013 Q2
Cliff Asness's CME Group (CME) Holding Value Over Time
Track share changes against reported price movement
Quarterly CME Group (CME) Trades by Cliff Asness
| Report Date | Bought/Sold (Sh.) | % Change | Qtr. End Shares | Reported Price |
|---|---|---|---|---|
| Q4 2025 | -424,744 | Reduce 17.47% | 2.01 M | $273.08 |
| Q3 2025 | +39,607 | Add 1.66% | 2.43 M | $270.19 |
| Q2 2025 | -391,579 | Reduce 14.07% | 2.39 M | $273.92 |
| Q1 2025 | +260,065 | Add 10.30% | 2.78 M | $264.22 |
| Q4 2024 | +598,027 | Add 31.06% | 2.52 M | $232.23 |
| Q3 2024 | +696,101 | Add 56.61% | 1.93 M | $218.97 |
| Q2 2024 | +117,263 | Add 10.54% | 1.23 M | $195.46 |
| Q1 2024 | +247,584 | Add 28.63% | 1.11 M | $215.29 |
| Q4 2023 | +180,585 | Add 26.40% | 864,719 | $210.60 |
| Q3 2023 | -5,099 | Reduce 0.74% | 684,134 | $200.22 |
| Q2 2023 | -31,823 | Reduce 4.41% | 689,233 | $184.43 |
| Q1 2023 | +113,006 | Add 18.58% | 721,056 | $189.92 |
| Q4 2022 | +209,928 | Add 52.73% | 608,050 | $168.06 |
| Q3 2022 | +34,460 | Add 9.48% | 398,122 | $177.13 |
| Q2 2022 | -19,710 | Reduce 5.14% | 363,662 | $203.17 |
| Q1 2022 | -144,546 | Reduce 27.38% | 383,372 | $237.86 |
| Q4 2021 | -43,384 | Reduce 7.59% | 527,918 | $228.46 |
| Q3 2021 | +146,380 | Add 34.45% | 571,302 | $193.38 |
| Q2 2021 | +2,609 | Add 0.62% | 424,922 | $212.68 |
| Q1 2021 | -21,438 | Reduce 4.83% | 422,313 | $204.23 |
| Q4 2020 | -214,837 | Reduce 32.62% | 443,751 | $179.30 |
| Q3 2020 | -107,947 | Reduce 14.08% | 658,588 | $167.31 |
| Q2 2020 | -129,037 | Reduce 14.41% | 766,535 | $162.54 |
| Q1 2020 | -40,139 | Reduce 4.29% | 895,572 | $172.91 |
| Q4 2019 | -59,688 | Reduce 6.00% | 935,711 | $200.72 |
| Q3 2019 | -70,485 | Reduce 6.61% | 995,399 | $211.34 |
| Q2 2019 | -342,518 | Reduce 24.32% | 1.07 M | $194.05 |
| Q1 2019 | -173,898 | Reduce 10.99% | 1.41 M | $163.30 |
| Q4 2018 | +110,021 | Add 7.47% | 1.58 M | $188.12 |
| Q3 2018 | -705,798 | Reduce 32.40% | 1.47 M | $170.21 |
| Q2 2018 | +651,942 | Add 42.72% | 2.18 M | $164.44 |
| Q1 2018 | +841,031 | Add 122.76% | 1.53 M | $161.74 |
| Q4 2017 | +94,992 | Add 16.10% | 685,104 | $146.05 |
| Q3 2017 | +112,257 | Add 23.49% | 590,112 | $135.72 |
| Q2 2017 | -803 | Reduce 0.17% | 477,855 | $125.24 |
| Q1 2017 | +2,393 | Add 0.50% | 478,658 | $118.80 |
| Q4 2016 | -2,287 | Reduce 0.48% | 476,265 | $115.35 |
| Q3 2016 | +42,188 | Add 9.67% | 478,552 | $104.52 |
| Q2 2016 | +229,075 | Add 110.51% | 436,364 | $97.40 |
| Q1 2016 | -17,004 | Reduce 7.58% | 207,289 | $96.05 |
| Q4 2015 | +113,798 | Add 102.99% | 224,293 | $90.60 |
| Q3 2015 | +47,123 | Add 74.36% | 110,495 | $92.74 |
| Q2 2015 | +27,414 | Add 76.24% | 63,372 | $93.05 |
| Q1 2015 | -1,810 | Reduce 4.79% | 35,958 | $94.72 |
| Q4 2014 | -66,942 | Reduce 63.93% | 37,768 | $88.65 |
| Q3 2014 | -19,600 | Reduce 15.77% | 104,710 | $79.95 |
| Q2 2014 | -39,000 | Reduce 23.88% | 124,310 | $70.95 |
| Q1 2014 | +9,600 | Add 6.25% | 163,310 | $74.01 |
| Q4 2013 | +55,013 | Add 55.74% | 153,710 | $78.46 |
| Q3 2013 | -10,600 | Reduce 9.70% | 98,697 | $73.88 |
| Q2 2013 | +109,297 | Add 0.00% | 109,297 | $75.98 |
| Q4 2012 | +145,947 | Add 0.00% | 145,947 | $50.71 |
Cliff Asness's CME Group Investment FAQs
Cliff Asness first purchased CME Group Inc. (CME) in Q4 2012, acquiring 145,947 shares, as reported in their 13F filing for that period. Note: Analysis reflects filings available since Q2 2013; earlier records may be incomplete.
Cliff Asness has held CME Group Inc. (CME) for 53 quarters since Q4 2012.
Cliff Asness's largest addition to CME Group Inc. (CME) was in Q1 2018, adding 1,526,135 shares worth $246.84 M.
According to the latest 13F filing for Q4 2025, Cliff Asness's firm, Aqr Capital Management LLC, owns 2,007,043 shares of CME Group Inc. (CME), valued at approximately $548.08 M.
As of the Q4 2025 filing, CME Group Inc. (CME) represents approximately 0.29% of Cliff Asness's publicly disclosed stock portfolio, making it one of their key holdings.
Cliff Asness's peak holding in CME Group Inc. (CME) was 2,783,759 shares, as reported at the end of Q1 2025.