NEPC LLC

Q1 2020 13F-HR Holdings

Location
Boston, MA
Holdings as of
3/31/2020
Date filed
3/8/2024
Form type
13F-HR
Num holdings
28
Total value ($000)
$181,290
Net value change ($000)
-15,466 (-7.9%)
New positions
5
Sold out positions
3
Turnover %
50.2%
Sector allocation + QoQ delta (equities-only)
Prev filing: 3/8/2024 Next filing: 3/8/2024 SEC filing

Snapshot: Change Analysis

Compared to Q4 2019
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)
VCLT 15,630 NEW
IGIB 10,695 4493.7%
TLT 10,570 NEW
VCSH 5,794 NEW
IEFA 4,468 NEW
IEMG 4,320 NEW
SPY 710 7.0%
EIS 272 47.2%
VT 105 5.5%
GLD 5 3.5%
Top Reduces (Value $000, Stocks/ETFs)
IGOV -22,739 -100.0%
VNQI -4,983 -56.6%
VWO -3,953 -23.6%
AGG -3,120 -100.0%
EMLC -2,597 -30.0%
HEFA -1,443 -20.7%
EFA -1,233 -23.0%
IWM -1,195 -30.9%
IVV -968 -20.1%
IJR -919 -33.1%
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