Cliff Asness's IMTM Position Overview
Cliff Asness (via Aqr Capital Management LLC) currently holds 68,529 shares of iShares MSCI Intl Momentum Factor ETF (IMTM) worth $3.65 M, representing 0.00% of the portfolio. First purchased in 2024-Q3, this short-term holding has been held for 8 quarters.
Based on 13F filings, Cliff Asness has maintained this position in IMTM for several quarters, showing initial confidence in the investment. Largest addition occurred in Q1 2026, adding 41,010 shares. Largest reduction occurred in Q4 2024, reducing 10,384 shares.
Analysis based on 13F filings available since 2013 Q2
Cliff Asness's iShares MSCI Intl Momentum Factor ETF (IMTM) Holding Value Over Time
Track share changes against reported price movement
Quarterly iShares MSCI Intl Momentum Factor ETF (IMTM) Trades by Cliff Asness
| Report Date | Bought/Sold (Sh.) | % Change | Qtr. End Shares | Reported Price |
|---|---|---|---|---|
| Q2 2026 | -2,224 | Reduce 3.14% | 68,529 | $53.33 |
| Q1 2026 | +41,010 | Add 137.88% | 70,753 | $48.02 |
| Q4 2025 | +6,749 | Add 29.35% | 29,743 | $47.97 |
| Q3 2025 | +16,024 | Add 229.90% | 22,994 | $47.88 |
| Q2 2025 | +1,372 | Add 24.51% | 6,970 | $45.69 |
| Q1 2025 | +5,598 | New Buy | 5,598 | $39.94 |
| Q4 2024 | -10,384 | Sold Out | 0 | $0.00 |
| Q3 2024 | +10,384 | New Buy | 10,384 | $40.38 |
Cliff Asness's iShares MSCI Intl Momentum Factor ETF Investment FAQs
Cliff Asness first purchased iShares MSCI Intl Momentum Factor ETF (IMTM) in Q3 2024, acquiring 10,384 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 iShares MSCI Intl Momentum Factor ETF (IMTM) for 8 quarters since Q3 2024.
Cliff Asness's largest addition to iShares MSCI Intl Momentum Factor ETF (IMTM) was in Q1 2026, adding 70,753 shares worth $3.4 M.
According to the latest 13F filing for Q2 2026, Cliff Asness's firm, Aqr Capital Management LLC, owns 68,529 shares of iShares MSCI Intl Momentum Factor ETF (IMTM), valued at approximately $3.65 M.
As of the Q2 2026 filing, iShares MSCI Intl Momentum Factor ETF (IMTM) 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 iShares MSCI Intl Momentum Factor ETF (IMTM) was 70,753 shares, as reported at the end of Q1 2026.