DBMF — iMGP DBI Managed Futures Strategy ETF
Data updated: 2026-08-26
DBMF — iMGP DBI Managed Futures Strategy ETF. Commodity · $3.89B AUM · 0.85% expense ratio · 25.5% 1-yr return. Holdings, fees, performance and SEC filings.
DBMF Fund Overview
DBMF — iMGP DBI Managed Futures Strategy ETF is a US ETF managed by iM Global Partner Funds, categorised as Commodity. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US ETF
- Manager: iM Global Partner Funds
- Category: Commodity
- Assets under management: $3.89B
- 1-year return: 25.5%
- Ticker: DBMF
- SEC CIK: 0001020425
- SEC series ID: S000072813
- Share class ID: C000229357
DBMF Holdings
Top 10 holdings of iMGP DBI Managed Futures Strategy ETF by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| United States Treasury | 52.68% |
| United States Treasury | 12.50% |
| United States Treasury | 8.00% |
| Fixed Income Clearing Corp. | 3.33% |
| United States Treasury | 1.28% |
| United States Treasury | 1.15% |
| Chicago Mercantile Exchange | 1.06% |
| United States Treasury | 0.95% |
| ICE Futures U.S., Inc. | 0.80% |
| United States Treasury | 0.71% |
DBMF Portfolio Allocation
Asset-class allocation of iMGP DBI Managed Futures Strategy ETF by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Cash & Equivalents | 80.6% |
| Derivatives | 1.9% |
DBMF Performance
Total returns for DBMF (as of 2026-09-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 10.1% |
| 1 year | 25.5% |
| 3 years (annualised) | 8.8% |
| 5 years (annualised) | 8.4% |
DBMF Risk Information
Risk metrics for DBMF, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 10.6%
DBMF Costs and Fees
DBMF costs about $85 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.85%
- Gross expense ratio: 0.85%
- Brokerage commissions: 6.23 bps of average net assets (SEC N-CEN)
DBMF Cashflows
Over the 12 months to 2026-06, iMGP DBI Managed Futures Strategy ETF had net inflows of $2.41B, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-06 | $36.22M |
| 2026-05 | $307.01M |
| 2026-04 | $196.26M |
| 2026-03 | $279.82M |
| 2026-02 | $589.67M |
| 2026-01 | $242.99M |
DBMF Debt Constituents
No individual debt constituents are reported in iMGP DBI Managed Futures Strategy ETF's latest SEC N-PORT filing.
DBMF Prospectus and SEC Filings
Official iMGP DBI Managed Futures Strategy ETF filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
- Prospectus (485BPOS) — filed 2026-04-30
- Prospectus (485BPOS) — filed 2025-04-29
- Prospectus (485BPOS) — filed 2024-04-29
- Portfolio holdings (N-PORT) — filed 2026-08-26
- Portfolio holdings (N-PORT) — filed 2026-05-29
- Portfolio holdings (N-PORT) — filed 2026-02-26
- Annual census (N-CEN) — filed 2026-03-12
- Annual census (N-CEN) — filed 2025-03-17
Related Funds
Other Commodity funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.