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Cliff Asness’s iShares MSCI Intl Momentum Factor ETF IMTM Stock Holding History

Cliff Asness’s Portfolio IMTM Stock Details IMTM Fund Activity
Bought
Maintained
Sold
Quarter Market Value Status Shares Change in
Stake 		Trade Value Portfolio Weight Portfolio Position
2026
Q2 		$3.65M Sell
68,529
-2,224
-3% -$116K ﹤0.01% 2205
2026
Q1 		$3.4M Buy
70,753
+41,010
+138% +$2.06M ﹤0.01% 1998
2025
Q4 		$1.43M Buy
29,743
+6,749
+29% +$323K ﹤0.01% 2347
2025
Q3 		$1.1M Buy
22,994
+16,024
+230% +$741K ﹤0.01% 2378
2025
Q2 		$318K Buy
6,970
+1,372
+25% +$58.6K ﹤0.01% 2843
2025
Q1 		$224K Buy
+5,598
New +$221K ﹤0.01% 2834
2024
Q4 		– Sell
-10,384
Closed -$419K – 2902
2024
Q3 		$419K Buy
+10,384
New +$406K ﹤0.01% 2248

Other funds holding IMTM

Mercer Global Advisors
Mercer Global Advisors Denver, Colorado $80.9B AUM 26.08% 1-Year Est. Return
Wealth Enhancement Advisory Services
Wealth Enhancement Advisory Services Plymouth, Minnesota $59.8B AUM 29.42% 1-Year Est. Return
RWM
Ritholtz Wealth Management New York $6.7B AUM 32.7% 1-Year Est. Return
Morgan Stanley
Morgan Stanley New York $1.89T AUM 35.08% 1-Year Est. Return
Northwestern Mutual Wealth Management
Northwestern Mutual Wealth Management Milwaukee, Wisconsin $187B AUM 21.7% 1-Year Est. Return
SP
Symmetry Partners Glastonbury, Connecticut $1.96B AUM 19.83% 1-Year Est. Return
Ameriprise
Ameriprise Minneapolis, Minnesota $495B AUM 43.24% 1-Year Est. Return
Fidelity Investments
Fidelity Investments Boston, Massachusetts $2.3T AUM 54.33% 1-Year Est. Return
Bank of America
Bank of America Charlotte, North Carolina $1.55T AUM 33.47% 1-Year Est. Return
Charles Schwab
Charles Schwab San Francisco, California $751B AUM 38.74% 1-Year Est. Return

Cliff Asness's IMTM Position: Q2 2026 in Review

Cliff Asness reduced its iShares MSCI Intl Momentum Factor ETF (IMTM) stake by 3.1% in Q2 2026, selling an estimated $116K and leaving 68,529 shares worth $3.65M. The position accounts for ﹤0.01% of the portfolio, ranked #2205.

Cliff Asness first reported a position in IMTM in Q3 2024 and has held it in 7 quarters since. 235 funds tracked by Wall St. Rank hold IMTM as of Q2 2026.

  • Cliff Asness held 68,529 shares of iShares MSCI Intl Momentum Factor ETF worth $3.65M as of Q2 2026.
  • Cliff Asness sold 2,224 iShares MSCI Intl Momentum Factor ETF shares in Q2 2026, an estimated $116K.
  • iShares MSCI Intl Momentum Factor ETF made up ﹤0.01% of Cliff Asness's portfolio in Q2 2026, its #2205 holding.
  • Cliff Asness first reported a position in iShares MSCI Intl Momentum Factor ETF in Q3 2024 and has held it in 7 quarters since.
  • 235 funds tracked by Wall St. Rank held iShares MSCI Intl Momentum Factor ETF as of Q2 2026.

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