NEPC LLC

Q2 2022 13F-HR Holdings

Location
Boston, MA
Holdings as of
6/30/2022
Date filed
3/8/2024
Form type
13F-HR
Num holdings
31
Total value ($000)
$698,770
Net value change ($000)
+550,938 (372.7%)
New positions
2
Sold out positions
2
Turnover %
91.1%
Sector allocation + QoQ delta (equities-only)
Prev filing: 3/8/2024 Next filing: 3/8/2024 SEC filing

Snapshot: Change Analysis

Compared to Q1 2022
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)
VCSH 551,452 NEW
VGSH 29,833 NEW
SPY 6,960 45.0%
SCHX 3,614 65.9%
VTV 54 7.5%
SUSC 17 2.3%
Top Reduces (Value $000, Stocks/ETFs)
VNQ -34,024 -100.0%
ACWV -4,833 -100.0%
VWO -1,456 -9.8%
IWM -1,411 -17.5%
IVV -1,208 -16.4%
EFA -1,148 -15.1%
IJH -611 -15.7%
IJR -559 -14.3%
HEFA -469 -6.2%
EIS -468 -20.3%
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