Alpha Architect US Quantitative Momentum ETF
QMOM
6 hedge funds and large institutions have $28.2M invested in Alpha Architect US Quantitative Momentum ETF in 2017 Q1 according to their latest regulatory filings, with 2 funds opening new positions, 1 increasing their positions, 2 reducing their positions, and 1 closing their positions.
100% more first-time investments, than exits
New positions opened: 2 | Existing positions closed: 1
20% more funds holding
Funds holding: 5 → 6 (+1)
38% less capital invested
Capital invested by funds: $45.4M → $28.2M (-$17.2M)
50% less funds holding in top 10
Funds holding in top 10: 2 → 1 (-1)
50% less repeat investments, than reductions
Existing positions increased: 1 | Existing positions reduced: 2
115.94% less ownership
Funds ownership: 197.47% → 81.53% (-116%)
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
EF
Empirical Finance
Havertown,
Pennsylvania
|
+$4.77M |
| 2 |
Jane Street
New York
|
+$2.59M |
| 3 |
MA
Menlo Advisors
Menlo Park,
California
|
+$210K |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
EF
Empowered Funds
Havertown,
Pennsylvania
|
-$24.6M |
| 2 |
TAF
Tredje AP-fonden
Se-111 91 Stockholm,
Sweden
|
-$258K |
| 3 |
Royal Bank of Canada
Toronto,
Ontario, Canada
|
-$55.4K |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
|
EF
1
Empirical Finance
Havertown,
Pennsylvania
| $22.7M | +$4.77M | +185,870 | +27% |
|
|
2
Jane Street
New York
| $2.58M | +$2.59M | +100,873 | New |
|
|
TAF
3
Tredje AP-fonden
Se-111 91 Stockholm,
Sweden
| $1.42M | -$258K | -10,040 | -40% |
|
|
4
Royal Bank of Canada
Toronto,
Ontario, Canada
| $664K | -$55.4K | -2,159 | -8% |
|
5
Brown Advisory
Baltimore,
Maryland
| $621K | – | – | – |
|
|
MA
6
Menlo Advisors
Menlo Park,
California
| $209K | +$210K | +8,170 | New |
|
|
EF
7
Empowered Funds
Havertown,
Pennsylvania
| – | -$24.6M | -1,000,000 | Closed |
|
QMOM Hedge Fund Activity: Q1 2017 in Review
6 of the 4,018 institutional investors tracked by Wall St. Rank reported a position in Alpha Architect US Quantitative Momentum ETF (QMOM) for Q1 2017, worth a combined $28.2M — down 38% from $45.4M a quarter earlier.
Buyers outnumbered sellers: 2 funds opened new QMOM positions and 1 closed out — a net gain of 1 holder — while 1 added to existing stakes and 2 trimmed.
The largest buyer was Empirical Finance, adding an estimated $4.77M. The largest seller was Empowered Funds, exiting entirely with an estimated $24.6M sold.
- 6 institutional investors held Alpha Architect US Quantitative Momentum ETF (QMOM) as of Q1 2017, up from 5 in Q4 2016.
- Funds reported $28.2M of Alpha Architect US Quantitative Momentum ETF stock for Q1 2017, down 38% quarter-over-quarter.
- 2 funds opened new Alpha Architect US Quantitative Momentum ETF positions in Q1 2017 and 1 closed out, a net change of +1 holder.
- The largest Alpha Architect US Quantitative Momentum ETF buyer in Q1 2017 was Empirical Finance, an estimated $4.77M added.
- The largest Alpha Architect US Quantitative Momentum ETF seller in Q1 2017 was Empowered Funds, an estimated $24.6M sold.
Based on aggregated 13F filings for Q1 2017.