NEPC LLC

Q3 2023 13F-HR Holdings

Location
Boston, MA
Holdings as of
9/30/2023
Date filed
3/8/2024
Form type
13F-HR
Num holdings
42
Total value ($000)
$1,563,557
Net value change ($000)
+716,321 (84.5%)
New positions
16
Sold out positions
13
Turnover %
58.6%
Sector allocation + QoQ delta (equities-only)
Prev filing: 3/8/2024 Next filing: 2/14/2024 SEC filing

Snapshot: Change Analysis

Compared to Q2 2023
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 180,759 180759.0%
VCIT 143,195 NEW
VCSH 141,256 125.4%
VGSH 110,225 NEW
SPHY 87,692 NEW
SCHP 71,834 26121.5%
VTC 71,448 NEW
VGLT 67,273 NEW
VEA 66,701 111168.3%
VWO 54,380 374.8%
Top Reduces (Value $000, Stocks/ETFs)
AGG -243,259 -100.0%
IEFA -130,833 -98.4%
VOO -103,371 -45.2%
IEMG -32,348 -90.7%
ESGU -704 -100.0%
SPY -646 -4.0%
SCHB -597 -31.5%
ESGD -591 -100.0%
SUSA -569 -50.5%
IWM -414 -5.6%
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