ALESCO ADVISORS LLC

Q4 2022 13F-HR Holdings

Location
Pittsford, NY
Holdings as of
12/31/2022
Date filed
1/26/2023
Form type
13F-HR
Num holdings
163
Total value ($000)
$2,583,752
Net value change ($000)
+171,277 (7.1%)
New positions
20
Sold out positions
5
Turnover %
0.7%
Sector allocation + QoQ delta (equities-only)
Prev filing: 11/14/2022 Next filing: 4/24/2023 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)
IEFA 32,011 12.7%
IJR 24,208 11.8%
IVV 13,870 2.6%
IEMG 10,959 9.2%
TIPX 10,791 916.0%
VEA 10,743 31.8%
IJH 9,325 4.1%
VWO 8,895 58.6%
SPYV 8,322 8.0%
EFV 8,263 13.5%
Top Reduces (Value $000, Stocks/ETFs)
SCHO -11,043 -19.6%
FLRN -8,409 -32.4%
TIP -6,066 -64.3%
FLOT -2,682 -57.0%
BA -2,646 -91.5%
VTIP -1,987 -2.4%
STPZ -921 -52.9%
SPIP -902 -100.0%
AGG -834 -20.2%
RWR -822 -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