Alpha Architect US Quantitative Momentum ETF
QMOM
7 hedge funds and large institutions have $42.5M invested in Alpha Architect US Quantitative Momentum ETF in 2017 Q4 according to their latest regulatory filings, with 1 funds opening new positions, 2 increasing their positions, 3 reducing their positions, and 3 closing their positions.
16% more capital invested
Capital invested by funds: $36.5M → $42.5M (+$5.93M)
4.15% more ownership
Funds ownership: 88.1% → 92.25% (+4.1%)
0% more funds holding in top 10
Funds holding in top 10: 2 → 2 (0)
22% less funds holding
Funds holding: 9 → 7 (-2)
33% less repeat investments, than reductions
Existing positions increased: 2 | Existing positions reduced: 3
67% less first-time investments, than exits
New positions opened: 1 | Existing positions closed: 3
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
EF
Empowered Funds
Havertown,
Pennsylvania
|
+$3.7M |
| 2 |
EF
Empirical Finance
Havertown,
Pennsylvania
|
+$1.29M |
| 3 |
Royal Bank of Canada
Toronto,
Ontario, Canada
|
+$457K |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
-$685K |
| 2 |
Citadel Advisors
Miami,
Florida
|
-$257K |
| 3 |
UBS Group
Zurich,
Switzerland
|
-$105K |
| 4 |
ACP
Aveo Capital Partners
Englewood,
Colorado
|
-$22.3K |
| 5 |
MA
Menlo Advisors
Menlo Park,
California
|
-$14.2K |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
|
EF
1
Empirical Finance
Havertown,
Pennsylvania
| $24.7M | +$1.29M | +45,704 | +6% |
|
|
EF
2
Empowered Funds
Havertown,
Pennsylvania
| $13.9M | +$3.7M | +130,702 | +37% |
|
|
TAF
3
Tredje AP-fonden
Se-111 91 Stockholm,
Sweden
| $2.3M | -$9.91K | -350 | -1% |
|
4
Brown Advisory
Baltimore,
Maryland
| $694K | – | – | – |
|
|
5
Royal Bank of Canada
Toronto,
Ontario, Canada
| $461K | +$457K | +16,129 | New |
|
|
ACP
6
Aveo Capital Partners
Englewood,
Colorado
| $264K | -$22.3K | -787 | -8% |
|
|
MA
7
Menlo Advisors
Menlo Park,
California
| $226K | -$14.2K | -500 | -6% |
|
|
8
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
| – | -$685K | -25,195 | Closed |
|
|
9
Citadel Advisors
Miami,
Florida
| – | -$257K | -9,447 | Closed |
|
|
10
UBS Group
Zurich,
Switzerland
| – | -$105K | -3,849 | Closed |
|
QMOM Hedge Fund Activity: Q4 2017 in Review
7 of the 4,410 institutional investors tracked by Wall St. Rank reported a position in Alpha Architect US Quantitative Momentum ETF (QMOM) for Q4 2017, worth a combined $42.5M — up 16% from $36.5M a quarter earlier.
Sellers outnumbered buyers: 3 funds closed out of QMOM and 1 opened new positions — a net loss of 2 holders — while 3 trimmed existing stakes and 2 added.
The largest buyer was Empowered Funds, adding an estimated $3.7M. The largest seller was Susquehanna International Group, exiting entirely with an estimated $685K sold.
- 7 institutional investors held Alpha Architect US Quantitative Momentum ETF (QMOM) as of Q4 2017, down from 9 in Q3 2017.
- Funds reported $42.5M of Alpha Architect US Quantitative Momentum ETF stock for Q4 2017, up 16% quarter-over-quarter.
- 1 fund opened new Alpha Architect US Quantitative Momentum ETF positions in Q4 2017 and 3 closed out, a net change of -2 holders.
- The largest Alpha Architect US Quantitative Momentum ETF buyer in Q4 2017 was Empowered Funds, an estimated $3.7M added.
- The largest Alpha Architect US Quantitative Momentum ETF seller in Q4 2017 was Susquehanna International Group, an estimated $685K sold.
Based on aggregated 13F filings for Q4 2017.