Cliff Asness’s Franklin US Mid Cap Multifactor Index ETF FLQM Stock Holding History

Cliff Asness’s Portfolio FLQM Stock Details FLQM Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2026 Q2	$479K	Buy	8,280 +488	+6%	+$27.7K	﹤0.01%	3406
2026 Q1	$428K	Sell	7,792 -1,289	-14%	-$73.5K	﹤0.01%	3213
2025 Q4	$511K	Sell	9,081 -5,826	-39%	-$327K	﹤0.01%	2900
2025 Q3	$842K	Sell	14,907 -2,342	-14%	-$131K	﹤0.01%	2535
2025 Q2	$937K	Sell	17,249 -5,129	-23%	-$270K	﹤0.01%	2245
2025 Q1	$1.19M	Sell	22,378 -1,715	-7%	-$93.7K	﹤0.01%	1924
2024 Q4	$1.31M	Buy	24,093 +4,120	+21%	+$232K	﹤0.01%	1748
2024 Q3	$1.11M	Buy	19,973 +11,793	+144%	+$629K	﹤0.01%	1787
2024 Q2	$420K	Buy	8,180 +2,716	+50%	+$140K	﹤0.01%	2130
2024 Q1	$292K	Buy	+5,464	New	+$272K	﹤0.01%	2138

Other funds holding FLQM

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

Ameriprise Minneapolis, Minnesota $495B AUM 43.24% 1-Year Est. Return

Cetera Investment Advisers Schaumburg, Illinois $110B AUM 26.29% 1-Year Est. Return

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

LFG

Larson Financial Group St Louis, Missouri $3.81B AUM 32.31% 1-Year Est. Return

Harbor Group Bedford, New Hampshire $851M AUM 15.46% 1-Year Est. Return

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

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

HighTower Advisors Chicago, Illinois $103B AUM 28.65% 1-Year Est. Return

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

Cliff Asness's FLQM Position: Q2 2026 in Review

Cliff Asness increased its Franklin US Mid Cap Multifactor Index ETF (FLQM) stake by 6.3% in Q2 2026, buying an estimated $27.7K and bringing the position to 8,280 shares worth $479K. The position accounts for ﹤0.01% of the portfolio, ranked #3406.

Cliff Asness first reported a position in FLQM in Q1 2024 and has held it in 10 quarters since. The position peaked at $1.31M in Q4 2024. 167 funds tracked by Wall St. Rank hold FLQM as of Q2 2026.

Cliff Asness held 8,280 shares of Franklin US Mid Cap Multifactor Index ETF worth $479K as of Q2 2026.
Cliff Asness bought 488 Franklin US Mid Cap Multifactor Index ETF shares in Q2 2026, an estimated $27.7K.
Franklin US Mid Cap Multifactor Index ETF made up ﹤0.01% of Cliff Asness's portfolio in Q2 2026, its #3406 holding.
Cliff Asness first reported a position in Franklin US Mid Cap Multifactor Index ETF in Q1 2024 and has held it in 10 quarters since.
Cliff Asness's Franklin US Mid Cap Multifactor Index ETF position peaked at $1.31M in Q4 2024.
167 funds tracked by Wall St. Rank held Franklin US Mid Cap Multifactor Index ETF as of Q2 2026.

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