IBBOTSON ASSOCIATES INC

Q1 2014 13F-HR Holdings

Location
Chicago, IL
Holdings as of
3/31/2014
Date filed
5/14/2014
Form type
13F-HR
Num holdings
21
Total value ($000)
$62,001
Net value change ($000)
+16,452 (36.1%)
New positions
1
Sold out positions
1
Turnover %
5.9%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/7/2014 Next filing: 8/7/2014 SEC filing

Snapshot: Change Analysis

Compared to Q4 2013
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
VUG 3,383 100.5%
BND 2,517 33.6%
VEA 2,253 48.8%
SCZ 1,930 NEW
BWX 1,227 119.1%
VTV 1,130 18.4%
VOT 878 47.2%
Invesco Global Listed Private Equity ETF 785 76.7%
VBR 732 34.4%
VBK 613 40.0%
Top Reduces (Value $000, Stocks/ETFs)
GWX -1,516 -100.0%
VOE -442 -17.6%
EMB -64 -9.5%
Instrument mix + QoQ Δ (ex-options)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
Filter:
Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type