NEPC LLC

Q3 2021 13F-HR Holdings

Location
Boston, MA
Holdings as of
9/30/2021
Date filed
3/8/2024
Form type
13F-HR
Num holdings
48
Total value ($000)
$340,785
Net value change ($000)
-371,295 (-52.1%)
New positions
0
Sold out positions
21
Turnover %
38.6%
Sector allocation + QoQ delta (equities-only)
Prev filing: 3/8/2024 Next filing: 3/8/2024 SEC filing

Snapshot: Change Analysis

Compared to Q2 2021
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)
VOO 12,585 32.2%
EEM 4,509 35.4%
IEFA 368 2.3%
EIS 62 2.9%
iShares, Inc. 60 2.2%
SUSC 58 81.7%
SUSA 51 78.5%
ESGD 22 84.6%
ESGE 13 81.3%
IYR 10 0.4%
Top Reduces (Value $000, Stocks/ETFs)
AGG -162,962 -92.8%
VV -45,612 -100.0%
VCLT -23,173 -100.0%
IWM -19,902 -76.9%
IVV -19,693 -73.6%
SPY -14,839 -34.0%
VNQ -11,326 -65.9%
IWR -8,610 -100.0%
IWD -7,442 -100.0%
BIV -6,110 -100.0%
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