Alpha Architect US Quantitative Momentum ETF
QMOM
15 hedge funds and large institutions have $51.5M invested in Alpha Architect US Quantitative Momentum ETF in 2020 Q1 according to their latest regulatory filings, with 4 funds opening new positions, 4 increasing their positions, 3 reducing their positions, and 5 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)
3.24% less ownership
Funds ownership: 97.68% → 94.44% (-3.2%)
12% less funds holding
Funds holding: 17 → 15 (-2)
17% less capital invested
Capital invested by funds: $61.7M → $51.5M (-$10.2M)
20% less first-time investments, than exits
New positions opened: 4 | Existing positions closed: 5
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
AIP
Almanack Investment Partners
Wayne,
Pennsylvania
|
+$3.75M |
| 2 |
CIM
Cambria Investment Management
Manhattan Beach,
California
|
+$3.06M |
| 3 |
KCM
Kathmere Capital Management
Wayne,
Pennsylvania
|
+$1.76M |
| 4 |
Citadel Advisors
Miami,
Florida
|
+$1.18M |
| 5 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
+$1.06M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
EF
Empirical Finance
Havertown,
Pennsylvania
|
-$10.6M |
| 2 |
Jane Street
New York
|
-$953K |
| 3 |
MA
Menlo Advisors
Menlo Park,
California
|
-$313K |
| 4 |
Royal Bank of Canada
Toronto,
Ontario, Canada
|
-$300K |
| 5 |
RJA
Raymond James & Associates
St Petersburg,
Florida
|
-$261K |
QMOM Hedge Fund Activity: Q1 2020 in Review
15 of the 4,539 institutional investors tracked by Wall St. Rank reported a position in Alpha Architect US Quantitative Momentum ETF (QMOM) for Q1 2020, worth a combined $51.5M — down 17% from $61.7M a quarter earlier.
Sellers outnumbered buyers: 5 funds closed out of QMOM and 4 opened new positions — a net loss of 1 holder — while 3 trimmed existing stakes and 4 added.
The largest buyer was Almanack Investment Partners, adding an estimated $3.75M. The largest seller was Empirical Finance, cutting an estimated $10.6M.
- 15 institutional investors held Alpha Architect US Quantitative Momentum ETF (QMOM) as of Q1 2020, down from 17 in Q4 2019.
- Funds reported $51.5M of Alpha Architect US Quantitative Momentum ETF stock for Q1 2020, down 17% quarter-over-quarter.
- 4 funds opened new Alpha Architect US Quantitative Momentum ETF positions in Q1 2020 and 5 closed out, a net change of -1 holder.
- The largest Alpha Architect US Quantitative Momentum ETF buyer in Q1 2020 was Almanack Investment Partners, an estimated $3.75M added.
- The largest Alpha Architect US Quantitative Momentum ETF seller in Q1 2020 was Empirical Finance, an estimated $10.6M sold.
Based on aggregated 13F filings for Q1 2020.