IBBOTSON ASSOCIATES INC Activity Q4 2012-Q4 2015

Q4 2015
 Value Shares↓ Weighting
BND BuyVANGUARD BD INDEX FD INCtotal bnd mrkt$41,033,000
+39.3%
508,082
+41.3%
21.24%
+21.2%
VUG BuyVANGUARD INDEX FDSgrowth etf$24,577,000
+49.3%
231,012
+40.7%
12.72%
+29.9%
VTV BuyVANGUARD INDEX FDSvalue etf$20,719,000
+12.5%
254,160
+5.9%
10.72%
-2.1%
BSV BuyVANGUARD BD INDEX FD INCshort trm bond$20,047,000
+100.3%
251,937
+102.4%
10.38%
+74.4%
VEA SellVANGUARD TAX MANAGED INTL FDftse dev mkt etf$18,626,000
-5.2%
507,234
-8.0%
9.64%
-17.5%
SCZ BuyISHARESeafe sml cp etf$9,720,000
+12.1%
194,593
+7.2%
5.03%
-2.4%
VOE SellVANGUARD INDEX FDSmcap vl idxvip$7,673,000
-18.0%
89,277
-20.5%
3.97%
-28.6%
PSP BuyPOWERSHARES ETF TRUSTgbl lstd pvt eqt$6,796,000
+14.5%
645,962
+14.3%
3.52%
-0.3%
VBK SellVANGUARD INDEX FDSsml cp grw etf$6,558,000
-7.4%
54,000
-10.2%
3.39%
-19.4%
IVV BuyISHARES TRcore s&p500 etf$6,516,000
+11.7%
31,804
+5.1%
3.37%
-2.7%
VOT SellVANGUARD INDEX FDSmcap gr idxvip$6,164,000
-45.4%
61,816
-46.8%
3.19%
-52.5%
EMB BuyISHARES TRjpmorgan usd$4,428,000
+4.4%
41,863
+5.0%
2.29%
-9.1%
JNK BuySPDR SERIES TRUSTbrc hgh yld bd$3,662,000
+56.9%
107,992
+65.0%
1.90%
+36.5%
BWX BuySPDR SERIES TRUSTbrclys intl etf$3,408,000
+32.6%
66,013
+33.7%
1.76%
+15.4%
TIP BuyISHARES TRbarclys tips bd$3,240,000
+12.1%
29,537
+13.1%
1.68%
-2.4%
VBR SellVANGUARD INDEX FDSsm cp val etf$2,520,000
-64.3%
25,519
-64.9%
1.30%
-68.9%
VNQ BuyVANGUARD INDEX FDSreit etf$2,410,000
+50.3%
30,228
+42.4%
1.25%
+30.8%
VWO BuyVANGUARD INTL EQUITY INDEX Fmsci emr mkt etf$1,968,000
+0.2%
60,171
+1.4%
1.02%
-12.8%
DJP BuyBARCLAYS BK PLCdjubs cmdt etn36$1,687,000
+4.6%
78,585
+19.1%
0.87%
-9.0%
IWS BuyISHARES TRrussell mcp vl$1,453,000
+8.2%
21,164
+5.7%
0.75%
-5.9%
WPS ExitISHARES TRs&p dev ex-us$0-11,067-0.23%
Q3 2015
 Value Shares↓ Weighting
BND BuyVANGUARD BD INDEX FD INCtotal bnd mrkt$29,467,000
+16.5%
359,663
+15.5%
17.52%
+2.9%
VEA BuyVANGUARD TAX MANAGED INTL FDmsci eafe etf$19,653,000
+118.2%
551,422
+142.7%
11.69%
+92.7%
VTV BuyVANGUARD INDEX FDSvalue etf$18,412,000
+2.2%
239,894
+11.0%
10.95%
-9.7%
VUG BuyVANGUARD INDEX FDSgrowth etf$16,464,000
-4.4%
164,168
+2.1%
9.79%
-15.5%
VOT BuyVANGUARD INDEX FDSmcap gr idxvip$11,298,000
+21.5%
116,146
+33.1%
6.72%
+7.3%
BSV BuyVANGUARD BD INDEX FD INCshort trm bond$10,006,000
+33.0%
124,472
+32.6%
5.95%
+17.4%
VOE SellVANGUARD INDEX FDSmcap vl idxvip$9,352,000
-13.6%
112,346
-6.0%
5.56%
-23.7%
SCZ BuyISHARESeafe sml cp etf$8,672,000
+142.0%
181,544
+158.5%
5.16%
+113.7%
VBK BuyVANGUARD INDEX FDSsml cp grw etf$7,084,000
+26.7%
60,142
+44.4%
4.21%
+11.8%
VBR BuyVANGUARD INDEX FDSsm cp val etf$7,049,000
+11.7%
72,786
+24.3%
4.19%
-1.3%
PSP BuyPOWERSHARES ETF TRUSTgbl lstd pvt eqt$5,934,000
+26.8%
565,150
+39.9%
3.53%
+12.0%
IVV BuyISHARES TRcore s&p500 etf$5,831,000
+3.8%
30,260
+11.6%
3.47%
-8.4%
EMB BuyISHARES TRjpmorgan usd$4,241,000
+16.6%
39,860
+20.5%
2.52%
+3.0%
TIP SellISHARES TRbarclys tips bd$2,891,000
-10.6%
26,118
-9.5%
1.72%
-21.0%
BWX BuySPDR SERIES TRUSTbrclys intl etf$2,571,000
+2.3%
49,378
+2.2%
1.53%
-9.6%
JNK SellSPDR SERIES TRUSTbrc hgh yld bd$2,334,000
-8.6%
65,443
-1.6%
1.39%
-19.3%
VWO BuyVANGUARD INTL EQUITY INDEX Fmsci emr mkt etf$1,964,000
+3.7%
59,349
+28.1%
1.17%
-8.4%
DJP SellBARCLAYS BK PLCdjubs cmdt etn36$1,613,000
-27.2%
65,955
-13.5%
0.96%
-35.7%
VNQ SellVANGUARD INDEX FDSreit etf$1,603,000
-77.0%
21,226
-77.2%
0.95%
-79.7%
IWS BuyISHARES TRrussell mcp vl$1,343,000
+1.4%
20,016
+11.5%
0.80%
-10.4%
WPS SellISHARES TRs&p dev ex-us$386,000
-68.3%
11,067
-66.1%
0.23%
-71.9%
Q2 2015
 Value Shares↓ Weighting
BND NewVANGUARD BD INDEX FD INCtotal bnd mrkt$25,295,000311,28117.03%
VTV NewVANGUARD INDEX FDSvalue etf$18,013,000216,08512.13%
VUG NewVANGUARD INDEX FDSgrowth etf$17,216,000160,82411.59%
VOE NewVANGUARD INDEX FDSmcap vl idxvip$10,822,000119,4837.29%
VOT NewVANGUARD INDEX FDSmcap gr idxvip$9,298,00087,2516.26%
VEA NewVANGUARD TAX MANAGED INTL FDmsci eafe etf$9,008,000227,1756.06%
BSV NewVANGUARD BD INDEX FD INCshort trm bond$7,526,00093,8585.07%
VNQ NewVANGUARD INDEX FDSreit etf$6,964,00093,2434.69%
VBR NewVANGUARD INDEX FDSsm cp val etf$6,311,00058,5414.25%
IVV NewISHARES TRcore s&p500 etf$5,619,00027,1163.78%
VBK NewVANGUARD INDEX FDSsml cp grw etf$5,593,00041,6613.77%
PSP NewPOWERSHARES ETF TRUSTgbl lstd pvt eqt$4,681,000403,8883.15%
EMB NewISHARES TRjpmorgan usd$3,636,00033,0832.45%
SCZ NewISHARESeafe sml cp etf$3,583,00070,2282.41%
TIP NewISHARES TRbarclys tips bd$3,232,00028,8482.18%
JNK NewSPDR SERIES TRUSTbrc hgh yld bd$2,555,00066,4861.72%
BWX NewSPDR SERIES TRUSTbrclys intl etf$2,512,00048,2951.69%
DJP NewBARCLAYS BK PLCdjubs cmdt etn36$2,215,00076,2161.49%
VWO NewVANGUARD INTL EQUITY INDEX Fmsci emr mkt etf$1,894,00046,3371.28%
IWS NewISHARES TRrussell mcp vl$1,324,00017,9500.89%
WPS NewISHARES TRs&p dev ex-us$1,216,00032,6900.82%
Q4 2014
 Value Shares↓ Weighting
PSP ExitPOWERSHARES ETF TRUSTgbl lstd pvt eqt$0-41,579-0.52%
VBK ExitVANGUARD INDEX FDSsml cp grw etf$0-4,034-0.54%
WPS ExitISHARES TRs&p dev ex-us$0-20,137-0.82%
SCZ ExitISHARESeafe sml cp etf$0-18,626-1.01%
IWS ExitISHARES TRrussell mcp vl$0-13,931-1.09%
DJP ExitBARCLAYS BK PLCdjubs cmdt etn36$0-37,465-1.44%
TIP ExitISHARES TRbarclys tips bd$0-15,600-1.96%
VOT ExitVANGUARD INDEX FDSmcap gr idxvip$0-22,673-2.44%
VWO ExitVANGUARD INTL EQUITY INDEX Fmsci emr mkt etf$0-52,690-2.46%
BWX ExitSPDR SERIES TRUSTbrclys intl etf$0-47,715-3.06%
BOND ExitPIMCO ETF TRtotl retn etf$0-28,053-3.41%
JNK ExitSPDR SERIES TRUSTbrc hgh yld bd$0-77,034-3.46%
BSV ExitVANGUARD BD INDEX FD INCshort trm bond$0-44,062-3.94%
EMB ExitISHARES TRjpmorgan usd$0-34,217-4.32%
VBR ExitVANGUARD INDEX FDSsm cp val etf$0-44,154-4.92%
VNQ ExitVANGUARD INDEX FDSreit etf$0-61,295-4.92%
IVV ExitISHARES TRcore s&p500 etf$0-25,324-5.62%
VOE ExitVANGUARD INDEX FDSmcap vl idxvip$0-64,346-6.11%
VUG ExitVANGUARD INDEX FDSgrowth etf$0-81,708-9.11%
VEA ExitVANGUARD TAX MANAGED INTL FDmsci eafe etf$0-215,490-9.58%
BND ExitVANGUARD BD INDEX FD INCtotal bnd mrkt$0-135,137-12.38%
VTV ExitVANGUARD INDEX FDSvalue etf$0-186,058-16.89%
Q3 2014
 Value Shares↓ Weighting
VTV BuyVANGUARD INDEX FDSvalue etf$15,108,000
+52.5%
186,058
+52.0%
16.89%
+24.1%
BND BuyVANGUARD BD INDEX FD INCtotal bnd mrkt$11,072,000
+22.0%
135,137
+22.4%
12.38%
-0.7%
VEA BuyVANGUARD TAX MANAGED INTL FDmsci eafe etf$8,566,000
+22.5%
215,490
+31.2%
9.58%
-0.3%
VUG SellVANGUARD INDEX FDSgrowth etf$8,144,000
+0.1%
81,708
-0.6%
9.11%
-18.5%
VOE BuyVANGUARD INDEX FDSmcap vl idxvip$5,463,000
+26.0%
64,346
+29.1%
6.11%
+2.6%
IVV BuyISHARES TRcore s&p500 etf$5,021,000
+9.0%
25,324
+8.3%
5.62%
-11.3%
VBR BuyVANGUARD INDEX FDSsm cp val etf$4,404,000
+26.0%
44,154
+33.2%
4.92%
+2.6%
VNQ BuyVANGUARD INDEX FDSreit etf$4,404,000
+388.2%
61,295
+408.7%
4.92%
+297.5%
EMB BuyISHARES TRjpmorgan usd$3,861,000
+51.9%
34,217
+55.2%
4.32%
+23.7%
BSV BuyVANGUARD BD INDEX FD INCshort trm bond$3,528,000
+11.0%
44,062
+11.3%
3.94%
-9.7%
JNK BuySPDR SERIES TRUSTbrc hgh yld bd$3,095,000
+32.1%
77,034
+37.2%
3.46%
+7.6%
BOND NewPIMCO ETF TRtotl retn etf$3,046,00028,0533.41%
BWX BuySPDR SERIES TRUSTbrclys intl etf$2,737,000
+24.5%
47,715
+32.0%
3.06%
+1.3%
VWO BuyVANGUARD INTL EQUITY INDEX Fmsci emr mkt etf$2,198,000
+232.0%
52,690
+243.0%
2.46%
+170.4%
VOT BuyVANGUARD INDEX FDSmcap gr idxvip$2,183,000
+25.7%
22,673
+25.8%
2.44%
+2.3%
TIP BuyISHARES TRbarclys tips bd$1,748,000
+8.9%
15,600
+12.1%
1.96%
-11.3%
DJP SellBARCLAYS BK PLCdjubs cmdt etn36$1,288,000
-34.3%
37,465
-24.6%
1.44%
-46.5%
IWS BuyISHARES TRrussell mcp vl$975,000
+3.7%
13,931
+7.7%
1.09%
-15.6%
SCZ SellISHARESeafe sml cp etf$903,000
-69.8%
18,626
-67.0%
1.01%
-75.4%
WPS BuyISHARES TRs&p dev ex-us$737,000
+164.2%
20,137
+181.8%
0.82%
+115.1%
VBK SellVANGUARD INDEX FDSsml cp grw etf$485,000
-81.6%
4,034
-80.5%
0.54%
-85.0%
PSP SellPOWERSHARES ETF TRUSTgbl lstd pvt eqt$462,000
-79.7%
41,579
-77.5%
0.52%
-83.5%
Q2 2014
 Value Shares↓ Weighting
VTV NewVANGUARD INDEX FDSvalue etf$9,908,000122,39213.61%
BND NewVANGUARD BD INDEX FD INCtotal bnd mrkt$9,074,000110,36212.46%
VUG NewVANGUARD INDEX FDSgrowth etf$8,132,00082,22011.17%
VEA NewVANGUARD TAX MANAGED INTL FDmsci eafe etf$6,994,000164,2239.61%
IVV NewISHARES TRcore s&p500 etf$4,606,00023,3826.33%
VOE NewVANGUARD INDEX FDSmcap vl idxvip$4,334,00049,8535.95%
VBR NewVANGUARD INDEX FDSsm cp val etf$3,496,00033,1394.80%
BSV NewVANGUARD BD INDEX FD INCshort trm bond$3,179,00039,5714.37%
SCZ NewISHARESeafe sml cp etf$2,990,00056,5044.11%
VBK NewVANGUARD INDEX FDSsml cp grw etf$2,639,00020,7133.62%
EMB NewISHARES TRjpmorgan usd$2,541,00022,0423.49%
JNK NewSPDR SERIES TRUSTbrc hgh yld bd$2,343,00056,1423.22%
PSP NewPOWERSHARES ETF TRUSTgbl lstd pvt eqt$2,281,000185,0283.13%
BWX NewSPDR SERIES TRUSTbrclys intl etf$2,199,00036,1573.02%
DJP NewBARCLAYS BK PLCdjubs cmdt etn36$1,959,00049,6772.69%
VOT NewVANGUARD INDEX FDSmcap gr idxvip$1,737,00018,0262.39%
TIP NewISHARES TRbarclys tips bd$1,605,00013,9122.20%
IWS NewISHARES TRrussell mcp vl$940,00012,9391.29%
VNQ NewVANGUARD INDEX FDSreit etf$902,00012,0501.24%
VWO NewVANGUARD INTL EQUITY INDEX Fmsci emr mkt etf$662,00015,3600.91%
WPS NewISHARES TRs&p dev ex-us$279,0007,1450.38%
Q4 2013
 Value Shares↓ Weighting
VWO ExitVANGUARD INTL EQUITY INDEX Fmsci emr mkt etf$0-5,702-0.80%
EMB ExitISHARES TRjpmorgan usd$0-2,681-1.00%
WPS ExitISHARES TRs&p dev ex-us$0-11,651-1.51%
IWS ExitISHARES TRrussell mcp vl$0-8,295-1.75%
GWX ExitSPDR INDEX SHS FDSs&p intl smlcp$0-17,266-1.95%
DJP ExitBARCLAYS BK PLCdjubs cmdt etn36$0-15,530-1.98%
BWX ExitSPDR SERIES TRUSTbrclys intl etf$0-11,111-2.24%
PSP ExitPOWERSHARES ETF TRUSTgbl lstd pvt eqt$0-62,434-2.49%
JNK ExitSPDR SERIES TRUSTbrc hgh yld bd$0-20,776-2.84%
VBK ExitVANGUARD INDEX FDSsml cp grw etf$0-7,425-2.95%
VNQ ExitVANGUARD INDEX FDSreit etf$0-13,191-3.04%
TIP ExitISHARES TRbarclys tips bd$0-8,115-3.14%
VOT ExitVANGUARD INDEX FDSmcap gr idxvip$0-10,854-3.21%
VBR ExitVANGUARD INDEX FDSsm cp val etf$0-13,548-4.24%
VOE ExitVANGUARD INDEX FDSmcap vl idxvip$0-20,715-5.26%
VUG ExitVANGUARD INDEX FDSgrowth etf$0-20,293-5.95%
BSV ExitVANGUARD BD INDEX FD INCshort trm bond$0-25,238-6.97%
IVV ExitISHARES TRcore s&p500 etf$0-13,785-8.05%
VEA ExitVANGUARD TAX MANAGED INTL FDmsci eafe etf$0-69,014-9.43%
VTV ExitVANGUARD INDEX FDSvalue etf$0-56,260-13.56%
BND ExitVANGUARD BD INDEX FD INCtotal bnd mrkt$0-63,641-17.64%
Q3 2013
 Value Shares↓ Weighting
BND BuyVANGUARD BD INDEX FD INCtotal bnd mrkt$5,136,000
+65.3%
63,641
+65.6%
17.64%
+1.5%
VTV BuyVANGUARD INDEX FDSvalue etf$3,949,000
+94.1%
56,260
+86.9%
13.56%
+19.2%
VEA BuyVANGUARD TAX MANAGED INTL FDmsci eafe etf$2,745,000
+33.4%
69,014
+19.5%
9.43%
-18.0%
IVV BuyISHARES TRcore s&p500 etf$2,344,000
+58.6%
13,785
+50.1%
8.05%
-2.6%
BSV BuyVANGUARD BD INDEX FD INCshort trm bond$2,028,000
+44.3%
25,238
+43.8%
6.97%
-11.4%
VUG BuyVANGUARD INDEX FDSgrowth etf$1,731,000
+50.9%
20,293
+38.3%
5.95%
-7.3%
VOE BuyVANGUARD INDEX FDSmcap vl idxvip$1,532,000
+75.9%
20,715
+63.4%
5.26%
+8.0%
VBR BuyVANGUARD INDEX FDSsm cp val etf$1,234,000
+80.9%
13,548
+66.3%
4.24%
+11.1%
VOT BuyVANGUARD INDEX FDSmcap gr idxvip$934,000
+155.2%
10,854
+131.9%
3.21%
+56.7%
TIP BuyISHARES TRbarclys tips bd$914,000
+35.6%
8,115
+34.9%
3.14%
-16.7%
VNQ BuyVANGUARD INDEX FDSreit etf$886,000
+153.9%
13,191
+159.7%
3.04%
+55.9%
VBK BuyVANGUARD INDEX FDSsml cp grw etf$859,000
+253.5%
7,425
+214.9%
2.95%
+117.1%
JNK BuySPDR SERIES TRUSTbrc hgh yld bd$826,000
+27.5%
20,776
+26.7%
2.84%
-21.7%
PSP BuyPOWERSHARES ETF TRUSTgbl lstd pvt eqt$724,000
+88.5%
62,434
+77.3%
2.49%
+15.8%
BWX BuySPDR SERIES TRUSTbrclys intl etf$653,000
+33.0%
11,111
+27.3%
2.24%
-18.3%
DJP BuyBARCLAYS BK PLCdjubs cmdt etn36$578,000
+58.8%
15,530
+55.6%
1.98%
-2.5%
GWX BuySPDR INDEX SHS FDSs&p intl smlcp$567,000
+42.5%
17,266
+25.0%
1.95%
-12.5%
IWS BuyISHARES TRrussell mcp vl$510,000
+54.1%
8,295
+45.2%
1.75%
-5.3%
WPS BuyISHARES TRs&p dev ex-us$439,000
+66.3%
11,651
+55.3%
1.51%
+2.2%
EMB BuyISHARES TRjpmorgan usd$291,000
+13.7%
2,681
+14.9%
1.00%
-30.2%
VWO SellVANGUARD INTL EQUITY INDEX Fmsci emr mkt etf$234,000
-29.1%
5,702
-32.9%
0.80%
-56.4%
Q2 2013
 Value Shares↓ Weighting
BND NewVANGUARD BD INDEX FD INCtotal bnd mrkt$3,108,00038,42517.38%
VEA NewVANGUARD TAX MANAGED INTL FDmsci eafe etf$2,057,00057,76711.50%
VTV NewVANGUARD INDEX FDSvalue etf$2,035,00030,10411.38%
IVV NewISHARES TRcore s&p500 etf$1,478,0009,1848.27%
BSV NewVANGUARD BD INDEX FD INCshort trm bond$1,405,00017,5497.86%
VUG NewVANGUARD INDEX FDSgrowth etf$1,147,00014,6756.42%
VOE NewVANGUARD INDEX FDSmcap vl idxvip$871,00012,6804.87%
VBR NewVANGUARD INDEX FDSsm cp val etf$682,0008,1463.81%
TIP NewISHARES TRbarclys tips bd$674,0006,0163.77%
JNK NewSPDR SERIES TRUSTbrc hgh yld bd$648,00016,4003.62%
BWX NewSPDR SERIES TRUSTbrclys intl etf$491,0008,7302.75%
GWX NewSPDR INDEX SHS FDSs&p intl smlcp$398,00013,8172.23%
PSP NewPOWERSHARES ETF TRUSTgbl lstd pvt eqt$384,00035,2072.15%
VOT NewVANGUARD INDEX FDSmcap gr idxvip$366,0004,6802.05%
DJP NewBARCLAYS BK PLCdjubs cmdt etn36$364,0009,9832.04%
VNQ NewVANGUARD INDEX FDSreit etf$349,0005,0801.95%
IWS NewISHARES TRrussell mcp vl$331,0005,7111.85%
VWO NewVANGUARD INTL EQUITY INDEX Fmsci emr mkt etf$330,0008,5001.85%
WPS NewISHARES TRs&p dev ex-us$264,0007,5021.48%
EMB NewISHARES TRjpmorgan usd$256,0002,3341.43%
VBK NewVANGUARD INDEX FDSsml cp grw etf$243,0002,3581.36%

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