Alpha Architect US Quantitative Momentum ETF
QMOM
9 hedge funds and large institutions have $63.4M invested in Alpha Architect US Quantitative Momentum ETF in 2018 Q4 according to their latest regulatory filings, with 1 funds opening new positions, 4 increasing their positions, 3 reducing their positions, and 4 closing their positions.
33% more repeat investments, than reductions
Existing positions increased: 4 | Existing positions reduced: 3
0% more funds holding in top 10
Funds holding in top 10: 2 → 2 (0)
0.27% less ownership
Funds ownership: 104.97% → 104.7% (-0.27%)
25% less funds holding
Funds holding: 12 → 9 (-3)
29% less capital invested
Capital invested by funds: $89M → $63.4M (-$25.6M)
75% less first-time investments, than exits
New positions opened: 1 | Existing positions closed: 4
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Jane Street
New York
|
+$2.09M |
| 2 |
RJA
Raymond James & Associates
St Petersburg,
Florida
|
+$1.83M |
| 3 |
CIBC World Market
Toronto,
Ontario, Canada
|
+$959K |
| 4 |
Royal Bank of Canada
Toronto,
Ontario, Canada
|
+$164K |
| 5 |
UBS Group
Zurich,
Switzerland
|
+$39.9K |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
EF
Empirical Finance
Havertown,
Pennsylvania
|
-$4.87M |
| 2 |
EF
Empowered Funds
Havertown,
Pennsylvania
|
-$3.05M |
| 3 |
MA
Menlo Advisors
Menlo Park,
California
|
-$269K |
| 4 |
JFA
JNBA Financial Advisors
Bloomington,
Minnesota
|
-$25K |
| 5 |
AOWM
Alpha Omega Wealth Management
Richmond,
Virginia
|
-$13.4K |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
|
EF
1
Empirical Finance
Havertown,
Pennsylvania
| $32.8M | -$4.87M | -174,752 | -12% |
|
|
EF
2
Empowered Funds
Havertown,
Pennsylvania
| $23.5M | -$3.05M | -109,447 | -11% |
|
|
3
Jane Street
New York
| $2.54M | +$2.09M | +74,814 | +290% |
|
|
RJA
4
Raymond James & Associates
St Petersburg,
Florida
| $2.46M | +$1.83M | +65,519 | +205% |
|
|
5
CIBC World Market
Toronto,
Ontario, Canada
| $867K | +$959K | +34,383 | New |
|
6
Brown Advisory
Baltimore,
Maryland
| $612K | – | – | – |
|
|
7
Royal Bank of Canada
Toronto,
Ontario, Canada
| $548K | +$164K | +5,877 | +37% |
|
|
8
UBS Group
Zurich,
Switzerland
| $86K | +$39.9K | +1,431 | +72% |
|
|
AOWM
9
Alpha Omega Wealth Management
Richmond,
Virginia
| $7K | -$13.4K | -480 | -64% |
|
|
MA
10
Menlo Advisors
Menlo Park,
California
| – | -$269K | -7,920 | Closed |
|
|
JFA
11
JNBA Financial Advisors
Bloomington,
Minnesota
| – | -$25K | -745 | Closed |
|
|
LYV
12
Live Your Vision
West Conshohocken,
Pennsylvania
| – | -$5K | -150 | Closed |
|
|
AG
13
Advisor Group
Phoenix,
Arizona
| – | -$1K | -18 | Closed |
|
QMOM Hedge Fund Activity: Q4 2018 in Review
9 of the 4,489 institutional investors tracked by Wall St. Rank reported a position in Alpha Architect US Quantitative Momentum ETF (QMOM) for Q4 2018, worth a combined $63.4M — down 29% from $89M a quarter earlier.
Sellers outnumbered buyers: 4 funds closed out of QMOM and 1 opened new positions — a net loss of 3 holders — while 3 trimmed existing stakes and 4 added.
The largest buyer was Jane Street, adding an estimated $2.09M. The largest seller was Empirical Finance, cutting an estimated $4.87M.
- 9 institutional investors held Alpha Architect US Quantitative Momentum ETF (QMOM) as of Q4 2018, down from 12 in Q3 2018.
- Funds reported $63.4M of Alpha Architect US Quantitative Momentum ETF stock for Q4 2018, down 29% quarter-over-quarter.
- 1 fund opened new Alpha Architect US Quantitative Momentum ETF positions in Q4 2018 and 4 closed out, a net change of -3 holders.
- The largest Alpha Architect US Quantitative Momentum ETF buyer in Q4 2018 was Jane Street, an estimated $2.09M added.
- The largest Alpha Architect US Quantitative Momentum ETF seller in Q4 2018 was Empirical Finance, an estimated $4.87M sold.
Based on aggregated 13F filings for Q4 2018.