NEPC LLC

Q4 2022 13F-HR Holdings

Location
Boston, MA
Holdings as of
12/31/2022
Date filed
3/8/2024
Form type
13F-HR
Num holdings
27
Total value ($000)
$418,656
Net value change ($000)
-320,483 (-43.4%)
New positions
1
Sold out positions
1
Turnover %
14.7%
Sector allocation + QoQ delta (equities-only)
Prev filing: 3/8/2024 Next filing: 3/8/2024 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
VGIT 38,226 NEW
SPY 1,316 10.8%
VWO 906 7.5%
EFA 904 15.6%
SCHX 571 6.6%
SCHB 468 42.2%
IVV 415 7.1%
IWM 371 5.7%
IJH 328 10.3%
IJR 125 4.0%
Top Reduces (Value $000, Stocks/ETFs)
VCSH -343,189 -56.0%
VGSH -20,703 -100.0%
HEFA -699 -10.6%
VTIP -50 -2.9%
EIS -40 -2.2%
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