We are live on
!
Find out more
EMA
Efficient Market Advisors Portfolio holdings
AUM
$727M
Turnover
9.62%
1-Year Est. Return
9.65%
This Fund
S&P 500
This Quarter
Est. Return
+1.23%
1 Year Est. Return
+9.65%
3 Year Est. Return
+5.97%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$466M
AUM Growth
+$45.2M
(+11%)
Cap. Flow
+$42M
Cap. Flow
% of AUM
9.02%
Top 10 Holdings %
Top 10 Hldgs %
70.35%
Holding
214
New
31
Increased
40
Reduced
46
Closed
43
Avg Time Held Equity + Options
1.7
years
Top 10 Avg Time Held Equity + Options
1.8
years
Top 20 Avg Time Held Equity + Options
1.6
years
Avg Time Held Equity only
1.7
years
Top 10 Avg Time Held Equity only
1.8
years
Top 20 Avg Time Held Equity only
1.6
years
Top Buys
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Vanguard S&P 500 ETF
VOO
|
+$10.7M |
| 2 |
Invesco Global Listed Private Equity ETF
PSP
|
+$5.65M |
| 3 |
iShares Core S&P Mid-Cap ETF
IJH
|
+$5.54M |
| 4 |
First Trust Global Tactical Commodity Strategy Fund
FTGC
|
+$2.77M |
| 5 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$2.17M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 99% |
| 2 | Consumer Discretionary | 0.34% |
| 3 | Technology | 0.15% |
| 4 | Real Estate | 0.13% |
| 5 | Consumer Staples | 0.1% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
Vanguard S&P 500 ETF
VOO
$1.04T
| $46.9M | 10.07% |
251,022
-56,970
| -18% | -$10.7M |
2013 Q2
10 quarters
|
|
2
Vanguard FTSE Developed Markets ETF
VEA
$230B
| $45.6M | 9.79% |
1,242,552
+492,553
| +66% | +$18.5M |
2013 Q2
10 quarters
|
|
|
3
iShares Core S&P Mid-Cap ETF
IJH
$123B
| $44.2M | 9.5% |
1,587,750
-193,970
| -11% | -$5.54M |
2013 Q2
10 quarters
|
|
4
iShares Floating Rate Bond ETF
FLOT
$11.3B
| $42.8M | 9.19% |
848,874
-21,422
| -2% | -$1.08M |
2013 Q2
10 quarters
|
|
5
Xtrackers MSCI Europe Hedged Equity ETF
DBEU
$784M
| $32.3M | 6.93% |
1,248,015
+682,590
| +121% | +$18M |
2014 Q3
5 quarters
|
|
6
iShares Core S&P Small-Cap ETF
IJR
$103B
| $30.3M | 6.49% |
549,548
-15,974
| -3% | -$900K |
2013 Q2
10 quarters
|
|
7
Vanguard FTSE Emerging Markets ETF
VWO
$123B
| $25M | 5.37% |
764,122
+17,781
| +2% | +$612K |
2013 Q2
10 quarters
|
|
8
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23.4B
| $22.8M | 4.88% |
435,072
+58,458
| +16% | +$3.07M |
2013 Q2
10 quarters
|
|
9
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.38B
| $19.3M | 4.13% |
749,805
+102,396
| +16% | +$2.73M |
2013 Q3
9 quarters
|
|
10
Invesco Senior Loan ETF
BKLN
$6.28B
| $18.6M | 3.99% |
830,017
-31,578
| -4% | -$719K |
2013 Q2
10 quarters
|
|
11
Invesco Variable Rate Preferred ETF
VRP
$3.01B
| $17.3M | 3.72% |
713,828
+71,184
| +11% | +$1.73M |
2014 Q3
5 quarters
|
|
|
12
Invesco Global Listed Private Equity ETF
PSP
$215M
| $13.5M | 2.9% |
256,505
-104,193
| -29% | -$5.65M |
2013 Q2
10 quarters
|
|
|
13
First Trust Global Tactical Commodity Strategy Fund
FTGC
$3.37B
| $12.9M | 2.78% |
637,024
-129,722
| -17% | -$2.77M |
2014 Q2
6 quarters
|
|
14
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$13.1B
| $9.49M | 2.04% |
89,738
+4,665
| +5% | +$503K |
2014 Q4
4 quarters
|
|
15
iShares Preferred and Income Securities ETF
PFF
$12.1B
| $7.2M | 1.54% |
185,228
-11,701
| -6% | -$455K |
2013 Q2
10 quarters
|
|
16
iShares Core MSCI EAFE ETF
IEFA
$192B
| $6.68M | 1.43% |
122,910
+71,722
| +140% | +$3.98M |
2014 Q4
4 quarters
|
|
17
iShares Core MSCI Emerging Markets ETF
IEMG
$153B
| $6.56M | 1.41% |
166,603
+60,989
| +58% | +$2.54M |
2013 Q4
8 quarters
|
|
18
iShares Currency Hedged MSCI Eurozone ETF
HEZU
$566M
| $6.37M | 1.37% |
246,571
+157,290
| +176% | +$4.18M |
2014 Q4
4 quarters
|
|
19
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
$7.96B
| $4.64M | 1% |
+297,260
| New | +$4.99M |
2015 Q4
0 quarters
|
|
20
State Street Blackstone Senior Loan ETF
SRLN
$5.39B
| $4.54M | 0.97% |
98,403
+32,402
| +49% | +$1.52M |
2014 Q3
5 quarters
|
|
21
iShares Russell 2000 ETF
IWM
$77.2B
| $3.34M | 0.72% |
29,618
-2,089
| -7% | -$241K |
2013 Q2
10 quarters
|
|
22
State Street SPDR S&P 500 ETF Trust
SPY
$815B
| $3.04M | 0.65% |
14,888
-5,598
| -27% | -$1.15M |
2013 Q2
10 quarters
|
|
23
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
$1.67B
| $2.79M | 0.6% |
30,411
+7,175
| +31% | +$678K |
2013 Q3
9 quarters
|
|
24
Vanguard Morningstar Large-Cap ETF
VV
$54.7B
| $2.48M | 0.53% |
26,500
-11,273
| -30% | -$1.06M |
2013 Q2
10 quarters
|
|
25
Schwab US Large- Cap ETF
SCHX
$74.5B
| $2.44M | 0.52% |
301,242
+243,462
| +421% | +$1.98M |
2013 Q2
10 quarters
|
|
Similar funds
LT
LAM
BT
CCK
FFEC
AIU
NAM
KI
Efficient Market Advisors's Q4 2015 Portfolio in Review
As of Q4 2015, Efficient Market Advisors held 214 positions worth $466M, up 11% from $421M the previous quarter. Its ten largest holdings account for 70% of the portfolio.
Efficient Market Advisors deployed $42M of net new capital in Q4 2015, opening 31 new positions and adding to 40 existing holdings. Its largest new stake was Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF: 297,260 shares worth $4.64M.
By sector, the portfolio is most concentrated in Miscellaneous at 99% of assets, down from 99% a quarter earlier, followed by Consumer Discretionary and Technology.
On the sell side, the largest reduction was Vanguard S&P 500 ETF, an estimated $10.7M trimmed.
- Efficient Market Advisors's largest Q4 2015 buy was Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF: 297,260 shares worth $4.64M.
- Efficient Market Advisors added most to Vanguard FTSE Developed Markets ETF in Q4 2015, an estimated $18.5M increase.
- Efficient Market Advisors's biggest Q4 2015 reduction was Vanguard S&P 500 ETF, cutting an estimated $10.7M.
- Efficient Market Advisors fully exited iShares 0-1 Year Treasury Bond ETF in Q4 2015, selling an estimated $19K.
- Efficient Market Advisors's ten largest holdings make up 70% of its $466M portfolio in Q4 2015.
- Efficient Market Advisors opened 31 new positions and closed 43 in Q4 2015.
- Efficient Market Advisors's portfolio value rose 11% quarter-over-quarter to $466M.
Based on Efficient Market Advisors's 13F filing for Q4 2015, filed 19 Jan 2016.