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Ibbotson Associates Portfolio holdings
AUM
$193M
Turnover
4.76%
1-Year Est. Return
3.52%
This Fund
S&P 500
This Quarter Est. Return
+1.94%
1 Year Est. Return
-3.52%
3 Year Est. Return
–
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$193M
AUM Growth
+$25M
(+15%)
Cap. Flow
+$21.4M
Cap. Flow % of AUM
Cap. Flow %
11.08%
Top 10 Holdings %
Top 10 Hldgs %
83.99%
Holding
21
New
–
Increased
15
Reduced
5
Closed
1
Avg Time Held
2.5
years
Top 10 Avg Time Held
1.3
years
Top 20 Avg Time Held
2.3
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Vanguard Total Bond Market
BND
|
+$12.1M |
| 2 |
Vanguard Short-Term Bond ETF
BSV
|
+$10.2M |
| 3 |
Vanguard Morningstar Growth ETF
VUG
|
+$7.18M |
| 4 |
State Street SPDR Bloomberg High Yield Bond ETF
JNK
|
+$1.5M |
| 5 |
Vanguard Morningstar Value ETF
VTV
|
+$1.17M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Vanguard Morningstar Mid-Cap Growth ETF
VOT
|
+$5.5M |
| 2 |
Vanguard Morningstar Small-Cap Value ETF
VBR
|
+$4.82M |
| 3 |
Vanguard Morningstar Mid-Cap Value ETF
VOE
|
+$2.02M |
| 4 |
Vanguard FTSE Developed Markets ETF
VEA
|
+$1.66M |
| 5 |
Vanguard Morningstar Small-Cap Growth ETF
VBK
|
+$757K |
Sector Composition
| Rank | Sector | Weight |
|---|
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
Vanguard Total Bond Market
BND
$164B
| $41M | 21.24% |
508,082
+148,419
| +41% | +$12.1M |
2013 Q2
10 quarters
|
|
|
2
Vanguard Morningstar Growth ETF
VUG
$229B
| $24.6M | 12.72% |
1,386,072
+401,064
| +41% | +$7.18M |
2013 Q2
10 quarters
|
|
|
3
Vanguard Morningstar Value ETF
VTV
$194B
| $20.7M | 10.72% |
254,160
+14,266
| +6% | +$1.17M |
2013 Q2
10 quarters
|
|
|
4
Vanguard Short-Term Bond ETF
BSV
$45.6B
| $20M | 10.38% |
251,937
+127,465
| +102% | +$10.2M |
2013 Q2
10 quarters
|
|
|
5
Vanguard FTSE Developed Markets ETF
VEA
$230B
| $18.6M | 9.64% |
507,234
-44,188
| -8% | -$1.66M |
2013 Q2
10 quarters
|
|
6
iShares MSCI EAFE Small-Cap ETF
SCZ
$12.8B
| $9.7M | 5.03% |
194,593
+13,049
| +7% | +$652K |
2014 Q1
7 quarters
|
|
|
7
Vanguard Morningstar Mid-Cap Value ETF
VOE
$24.3B
| $7.67M | 3.97% |
89,277
-23,069
| -21% | -$2.02M |
2013 Q2
10 quarters
|
|
8
Invesco Global Listed Private Equity ETF
PSP
$218M
| $6.8M | 3.52% |
129,192
+16,162
| +14% | +$876K |
2013 Q2
10 quarters
|
|
|
9
Vanguard Morningstar Small-Cap Growth ETF
VBK
$22.7B
| $6.56M | 3.39% |
54,000
-6,142
| -10% | -$757K |
2013 Q2
10 quarters
|
|
10
iShares Core S&P 500 ETF
IVV
$887B
| $6.52M | 3.37% |
31,804
+1,544
| +5% | +$319K |
2013 Q2
10 quarters
|
|
|
11
Vanguard Morningstar Mid-Cap Growth ETF
VOT
$19.2B
| $6.16M | 3.19% |
61,816
-54,330
| -47% | -$5.5M |
2013 Q2
10 quarters
|
|
12
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$12.9B
| $4.43M | 2.29% |
41,863
+2,003
| +5% | +$216K |
2013 Q2
10 quarters
|
|
|
13
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$5.67B
| $3.66M | 1.9% |
35,997
+14,183
| +65% | +$1.5M |
2013 Q2
10 quarters
|
|
14
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.32B
| $3.41M | 1.76% |
132,026
+33,270
| +34% | +$863K |
2013 Q2
10 quarters
|
|
15
iShares TIPS Bond ETF
TIP
$14.6B
| $3.24M | 1.68% |
29,537
+3,419
| +13% | +$378K |
2013 Q2
10 quarters
|
|
|
16
Vanguard Morningstar Small-Cap Value ETF
VBR
$36.6B
| $2.52M | 1.3% |
25,519
-47,267
| -65% | -$4.82M |
2013 Q2
10 quarters
|
|
17
Vanguard Real Estate ETF
VNQ
$36.8B
| $2.41M | 1.25% |
30,228
+9,002
| +42% | +$713K |
2013 Q2
10 quarters
|
|
18
Vanguard FTSE Emerging Markets ETF
VWO
$120B
| $1.97M | 1.02% |
60,171
+822
| +1% | +$28.3K |
2013 Q2
10 quarters
|
|
19
iPath Bloomberg Commodity Index Total Return ETN due 12 June 2036
DJP
$877M
| $1.69M | 0.87% |
78,585
+12,630
| +19% | +$292K |
2013 Q2
10 quarters
|
|
20
iShares Russell Mid-Cap Value ETF
IWS
$15.7B
| $1.45M | 0.75% |
21,164
+1,148
| +6% | +$80.7K |
2013 Q2
10 quarters
|
|
21
DELISTED
iShares International Developed Property ETF
WPS
| – | – |
-11,067
| Closed | -$386K | – |
|
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Ibbotson Associates's Q4 2015 Portfolio in Review
As of Q4 2015, Ibbotson Associates held 21 positions worth $193M, up 15% from $168M the previous quarter. Its ten largest holdings account for 84% of the portfolio.
Ibbotson Associates deployed $21.4M of net new capital in Q4 2015, adding to 15 existing holdings.
On the sell side, the largest reduction was Vanguard Morningstar Mid-Cap Growth ETF, an estimated $5.5M trimmed.
- Ibbotson Associates added most to Vanguard Total Bond Market in Q4 2015, an estimated $12.1M increase.
- Ibbotson Associates's biggest Q4 2015 reduction was Vanguard Morningstar Mid-Cap Growth ETF, cutting an estimated $5.5M.
- Ibbotson Associates fully exited iShares International Developed Property ETF in Q4 2015, selling an estimated $386K.
- Ibbotson Associates's ten largest holdings make up 84% of its $193M portfolio in Q4 2015.
- Ibbotson Associates opened 0 new positions and closed 1 in Q4 2015.
- Ibbotson Associates's portfolio value rose 15% quarter-over-quarter to $193M.
Based on Ibbotson Associates's 13F filing for Q4 2015, filed 11 Feb 2016.