Cliff Asness's DBMF Position Overview
Cliff Asness (via Aqr Capital Management LLC) currently holds 20,408 shares of iMGP DBi Managed Futures Strategy ETF (DBMF) worth $572,652, representing 0.00% of the portfolio. First purchased in 2023-Q4, this medium-term investment has been held for 9 quarters.
Based on 13F filings, Cliff Asness has maintained a strategic position in DBMF, demonstrating sustained confidence in this investment. Largest addition occurred in Q3 2024, adding 10,237 shares. Largest reduction occurred in Q1 2025, reducing 15,396 shares.
Analysis based on 13F filings available since 2013 Q2
Cliff Asness's iMGP DBi Managed Futures Strategy ETF (DBMF) Holding Value Over Time
Track share changes against reported price movement
Quarterly iMGP DBi Managed Futures Strategy ETF (DBMF) Trades by Cliff Asness
| Report Date | Bought/Sold (Sh.) | % Change | Qtr. End Shares | Reported Price |
|---|---|---|---|---|
| Q4 2025 | -1,075 | Reduce 5.00% | 20,408 | $28.06 |
| Q3 2025 | +2,810 | Add 15.05% | 21,483 | $27.31 |
| Q2 2025 | -3,085 | Reduce 14.18% | 18,673 | $25.73 |
| Q1 2025 | -15,396 | Reduce 41.44% | 21,758 | $25.26 |
| Q4 2024 | +7,131 | Add 23.75% | 37,154 | $26.16 |
| Q3 2024 | +10,237 | Add 51.74% | 30,023 | $28.13 |
| Q2 2024 | +2,296 | Add 13.13% | 19,786 | $30.06 |
| Q1 2024 | +5,327 | Add 43.80% | 17,490 | $28.68 |
| Q4 2023 | +12,163 | New Buy | 12,163 | $25.76 |
Cliff Asness's iMGP DBi Managed Futures Strategy ETF Investment FAQs
Cliff Asness first purchased iMGP DBi Managed Futures Strategy ETF (DBMF) in Q4 2023, acquiring 12,163 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 iMGP DBi Managed Futures Strategy ETF (DBMF) for 9 quarters since Q4 2023.
Cliff Asness's largest addition to iMGP DBi Managed Futures Strategy ETF (DBMF) was in Q4 2023, adding 12,163 shares worth $313,319.
According to the latest 13F filing for Q4 2025, Cliff Asness's firm, Aqr Capital Management LLC, owns 20,408 shares of iMGP DBi Managed Futures Strategy ETF (DBMF), valued at approximately $572,652.
As of the Q4 2025 filing, iMGP DBi Managed Futures Strategy ETF (DBMF) represents approximately 0.00% of Cliff Asness's publicly disclosed stock portfolio, making it one of their key holdings.
Cliff Asness's peak holding in iMGP DBi Managed Futures Strategy ETF (DBMF) was 37,154 shares, as reported at the end of Q4 2024.