IBBOTSON ASSOCIATES INC

Q2 2014 13F-HR Holdings

Location
Chicago, IL
Holdings as of
6/30/2014
Date filed
8/7/2014
Form type
13F-HR
Num holdings
21
Total value ($000)
$72,800
Net value change ($000)
+10,799 (17.4%)
New positions
0
Sold out positions
0
Turnover %
0.0%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/14/2014 Next filing: — SEC filing

Snapshot: Change Analysis

Compared to Q1 2014
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)
VTV 2,643 36.4%
VOE 2,267 109.7%
EMB 1,931 316.6%
VUG 1,383 20.5%
SCZ 1,060 54.9%
ATMP 802 69.3%
VBR 633 22.1%
SPDR SERIES TRUST 556 31.1%
IVV 539 13.3%
VBK 492 22.9%
Top Reduces (Value $000, Stocks/ETFs)
VOT -1,001 -36.6%
BND -939 -9.4%
iSHARES TRUST -161 -36.6%
BWX -58 -2.6%
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.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type