Cliff Asness’s DBMF Holdings & Trades

First Buy
Q4 2023
Duration Held
8 Quarters
Largest Add
Q4 2023
+12,163 Shares
Current Position
21,483 Shares
$586,691 Value

Cliff Asness's DBMF Position Overview

Cliff Asness (via Aqr Capital Management LLC) currently holds 21,483 shares of iMGP DBi Managed Futures Strategy ETF (DBMF) worth $586,691, representing 0.00% of the portfolio. First purchased in 2023-Q4, this short-term holding has been held for 8 quarters.

Based on 13F filings, Cliff Asness has maintained this position in DBMF for several quarters, showing initial confidence in the 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

Period Bought/Sold (Sh.) % Change Qtr. End Shares Reported Price
Q4 2023 +12,163 New Buy 12,163 $25.76
Q1 2024 +5,327 Add 43.80% 17,490 $28.68
Q2 2024 +2,296 Add 13.13% 19,786 $30.06
Q3 2024 +10,237 Add 51.74% 30,023 $28.13
Q4 2024 +7,131 Add 23.75% 37,154 $26.16
Q1 2025 -15,396 Reduce 41.44% 21,758 $25.26
Q2 2025 -3,085 Reduce 14.18% 18,673 $25.73
Q3 2025 +2,810 Add 15.05% 21,483 $27.31

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 8 quarters since Q4 2023. Note: Analysis reflects filings available since Q2 2013; earlier records may be incomplete.

Cliff Asness's largest addition to iMGP DBi Managed Futures Strategy ETF (DBMF) was in Q4 2023, adding 12,163 shares worth $313,319. Note: Analysis reflects filings available since Q2 2013; earlier records may be incomplete.

According to the latest 13F filing for Q3 2025, Cliff Asness's firm, Aqr Capital Management LLC, owns 21,483 shares of iMGP DBi Managed Futures Strategy ETF (DBMF), valued at approximately $586,691. Note: Analysis reflects filings available since Q2 2013; earlier records may be incomplete.

As of the Q3 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. Note: Analysis reflects filings available since Q2 2013; earlier records may be incomplete.

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. Note: Analysis reflects filings available since Q2 2013; earlier records may be incomplete.