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Alpha Architect US Quantitative Value ETF

11 hedge funds and large institutions have $37.5M invested in Alpha Architect US Quantitative Value ETF in 2017 Q1 according to their latest regulatory filings, with 1 funds opening new positions, 4 increasing their positions, 5 reducing their positions, and 4 closing their positions.

New
Increased
Maintained
Reduced
Closed

20% less repeat investments, than reductions

Existing positions increased: 4 | Existing positions reduced: 5

27% less funds holding

Funds holding: 1511 (-4)

50% less funds holding in top 10

Funds holding in top 10: 21 (-1)

59% less capital invested

Capital invested by funds: $92.1M → $37.5M (-$54.5M)

75% less first-time investments, than exits

New positions opened: 1 | Existing positions closed: 4

95.81% less ownership

Funds ownership: 154.81%59.01% (-96%)

Holders
11
Holders Change
-4
Holders Change %
-26.67%
% of All Funds
0.27%
Holding in Top 10
1
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-50%
% of All Funds
0.02%
New
1
Increased
4
Reduced
5
Closed
4
Calls
Puts
Net Calls
Net Calls Change
Name Holding Trade Value Shares
Change
Change in
Stake
EF
1
Empirical Finance
Pennsylvania
$28.4M +$4.13M +164,429 +17%
MA
2
Menlo Advisors
California
$4.76M +$13.3K +530 +0.3%
LNC
3
Lincoln National Corp
Pennsylvania
$1.99M -$83.5K -3,326 -4%
WA
4
WFG Advisors
Texas
$940K -$690K -27,492 -43%
Brown Advisory
5
Brown Advisory
Maryland
$658K
Jane Street
6
Jane Street
New York
$420K +$184K +7,336 +80%
IA
7
IFP Advisors
Florida
$136K -$1.26K -50 -0.9%
UBS Group
8
UBS Group
Switzerland
$71K -$1.83K -73 -3%
Envestnet Asset Management
9
Envestnet Asset Management
Illinois
$33K -$122K -4,851 -79%
AG
10
Advisor Group
Arizona
$27K +$527 +21 +2%
LYV
11
Live Your Vision
Pennsylvania
$25K +$25.1K +1,000 New
EF
12
Empowered Funds
Pennsylvania
-$57M -2,300,000 Closed
VKH
13
Virtu KCG Holdings
New York
-$717K -28,986 Closed
Citadel Advisors
14
Citadel Advisors
Florida
-$651K -26,284 Closed
Royal Bank of Canada
15
Royal Bank of Canada
Ontario, Canada
-$507K -20,500 Closed

QVAL Hedge Fund Activity: Q1 2017 in Review

11 of the 4,018 institutional investors tracked by Wall St. Rank reported a position in Alpha Architect US Quantitative Value ETF (QVAL) for Q1 2017, worth a combined $37.5M — down 59% from $92.1M a quarter earlier.

Sellers outnumbered buyers: 4 funds closed out of QVAL and 1 opened new positions — a net loss of 3 holders — while 5 trimmed existing stakes and 4 added.

The largest buyer was Empirical Finance, adding an estimated $4.13M. The largest seller was Empowered Funds, exiting entirely with an estimated $57M sold.

  • 11 institutional investors held Alpha Architect US Quantitative Value ETF (QVAL) as of Q1 2017, down from 15 in Q4 2016.
  • Funds reported $37.5M of Alpha Architect US Quantitative Value ETF stock for Q1 2017, down 59% quarter-over-quarter.
  • 1 fund opened new Alpha Architect US Quantitative Value ETF positions in Q1 2017 and 4 closed out, a net change of -3 holders.
  • The largest Alpha Architect US Quantitative Value ETF buyer in Q1 2017 was Empirical Finance, an estimated $4.13M added.
  • The largest Alpha Architect US Quantitative Value ETF seller in Q1 2017 was Empowered Funds, an estimated $57M sold.

Based on aggregated 13F filings for Q1 2017.