Cliff Asness’s iMGP DBi Managed Futures Strategy ETF DBMF Stock Holding History

Cliff Asness’s Portfolio DBMF Stock Details DBMF Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2026 Q2	$1.2M	Buy	39,068 +15,709	+67%	+$483K	﹤0.01%	2902
2026 Q1	$704K	Buy	23,359 +2,951	+14%	+$88.4K	﹤0.01%	2960
2025 Q4	$573K	Sell	20,408 -1,075	-5%	-$30.7K	﹤0.01%	2837
2025 Q3	$587K	Buy	21,483 +2,810	+15%	+$73.6K	﹤0.01%	2727
2025 Q2	$480K	Sell	18,673 -3,085	-14%	-$78K	﹤0.01%	2631
2025 Q1	$550K	Sell	21,758 -15,396	-41%	-$401K	﹤0.01%	2376
2024 Q4	$972K	Buy	37,154 +7,131	+24%	+$194K	﹤0.01%	1901
2024 Q3	$845K	Buy	30,023 +10,237	+52%	+$292K	﹤0.01%	1931
2024 Q2	$595K	Buy	19,786 +2,296	+13%	+$67.8K	﹤0.01%	1979
2024 Q1	$502K	Buy	17,490 +5,327	+44%	+$144K	﹤0.01%	1957
2023 Q4	$313K	Buy	+12,163	New	+$338K	﹤0.01%	2048

Other funds holding DBMF

LPL Financial San Diego, California $445B AUM 25.58% 1-Year Est. Return

JP Morgan Chase New York $1.81T AUM 41.13% 1-Year Est. Return

Morgan Stanley New York $1.89T AUM 35.08% 1-Year Est. Return

Northwestern Mutual Wealth Management Milwaukee, Wisconsin $187B AUM 21.7% 1-Year Est. Return

TWIM

TIAA Wealth Investment Management New York $15B AUM

Raymond James Financial St Petersburg, Florida $369B AUM 28.27% 1-Year Est. Return

Bank of America Charlotte, North Carolina $1.55T AUM 33.47% 1-Year Est. Return

PPW

Parcion Private Wealth Bellevue, Washington $1.8B AUM 30.57% 1-Year Est. Return

Tidal Investments Milwaukee, Wisconsin $57.8B AUM 72.54% 1-Year Est. Return

CPCM

Cardinal Point Capital Management Toronto, Ontario, Canada $1.77B AUM 26.72% 1-Year Est. Return

Cliff Asness's DBMF Position: Q2 2026 in Review

Cliff Asness increased its iMGP DBi Managed Futures Strategy ETF (DBMF) stake by 67% in Q2 2026, buying an estimated $483K and bringing the position to 39,068 shares worth $1.2M. The position accounts for ﹤0.01% of the portfolio, ranked #2902.

Cliff Asness first reported a position in DBMF in Q4 2023 and has held it in 11 quarters since. 326 funds tracked by Wall St. Rank hold DBMF as of Q2 2026.

Cliff Asness held 39,068 shares of iMGP DBi Managed Futures Strategy ETF worth $1.2M as of Q2 2026.
Cliff Asness bought 15,709 iMGP DBi Managed Futures Strategy ETF shares in Q2 2026, an estimated $483K.
iMGP DBi Managed Futures Strategy ETF made up ﹤0.01% of Cliff Asness's portfolio in Q2 2026, its #2902 holding.
Cliff Asness first reported a position in iMGP DBi Managed Futures Strategy ETF in Q4 2023 and has held it in 11 quarters since.
326 funds tracked by Wall St. Rank held iMGP DBi Managed Futures Strategy ETF as of Q2 2026.

Based on AQR Capital Management's 13F filing for Q2 2026, filed 14 Aug 2026.