Alpha Architect International Quantitative Momentum ETF
IMOM
3 hedge funds and large institutions have $27.9M invested in Alpha Architect International Quantitative Momentum ETF in 2017 Q1 according to their latest regulatory filings, with 0 funds opening new positions, 3 increasing their positions, 0 reducing their positions, and 3 closing their positions.
13% less capital invested
Capital invested by funds: $31.9M → $27.9M (-$4.02M)
50% less funds holding
Funds holding: 6 → 3 (-3)
50% less funds holding in top 10
Funds holding in top 10: 2 → 1 (-1)
100% less first-time investments, than exits
New positions opened: 0 | Existing positions closed: 3
100.52% less ownership
Funds ownership: 186.07% → 85.56% (-101%)
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
EF
Empirical Finance
Havertown,
Pennsylvania
|
+$11.7M |
| 2 |
VKH
Virtu KCG Holdings
New York
|
+$358K |
| 3 |
Jane Street
New York
|
+$34.7K |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
EF
Empowered Funds
Havertown,
Pennsylvania
|
-$17.2M |
| 2 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
-$425K |
| 3 |
Citadel Advisors
Miami,
Florida
|
-$367K |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
|
EF
1
Empirical Finance
Havertown,
Pennsylvania
| $26.6M | +$11.7M | +485,201 | +84% |
|
|
VKH
2
Virtu KCG Holdings
New York
| $830K | +$358K | +14,813 | +81% |
|
|
3
Jane Street
New York
| $402K | +$34.7K | +1,437 | +10% |
|
|
EF
4
Empowered Funds
Havertown,
Pennsylvania
| – | -$17.2M | -750,000 | Closed |
|
|
5
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
| – | -$425K | -18,643 | Closed |
|
|
6
Citadel Advisors
Miami,
Florida
| – | -$367K | -16,101 | Closed |
|
IMOM Hedge Fund Activity: Q1 2017 in Review
3 of the 4,018 institutional investors tracked by Wall St. Rank reported a position in Alpha Architect International Quantitative Momentum ETF (IMOM) for Q1 2017, worth a combined $27.9M — down 13% from $31.9M a quarter earlier.
Sellers outnumbered buyers: 3 funds closed out of IMOM and 0 opened new positions — a net loss of 3 holders — while 0 trimmed existing stakes and 3 added.
The largest buyer was Empirical Finance, adding an estimated $11.7M. The largest seller was Empowered Funds, exiting entirely with an estimated $17.2M sold.
- 3 institutional investors held Alpha Architect International Quantitative Momentum ETF (IMOM) as of Q1 2017, down from 6 in Q4 2016.
- Funds reported $27.9M of Alpha Architect International Quantitative Momentum ETF stock for Q1 2017, down 13% quarter-over-quarter.
- 0 funds opened new Alpha Architect International Quantitative Momentum ETF positions in Q1 2017 and 3 closed out, a net change of -3 holders.
- The largest Alpha Architect International Quantitative Momentum ETF buyer in Q1 2017 was Empirical Finance, an estimated $11.7M added.
- The largest Alpha Architect International Quantitative Momentum ETF seller in Q1 2017 was Empowered Funds, an estimated $17.2M sold.
Based on aggregated 13F filings for Q1 2017.