ALESCO ADVISORS LLC

Q2 2023 13F-HR Holdings

Location
Pittsford, NY
Holdings as of
6/30/2023
Date filed
8/9/2023
Form type
13F-HR
Num holdings
164
Total value ($000)
$2,784,139
Net value change ($000)
+68,995 (2.5%)
New positions
9
Sold out positions
4
Turnover %
2.3%
Sector allocation + QoQ delta (equities-only)
Prev filing: 4/24/2023 Next filing: 11/14/2023 SEC filing

Snapshot: Change Analysis

Compared to Q1 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)
GOVT 58,926 NEW
IVV 44,356 7.4%
IJR 10,965 4.7%
IJH 10,774 4.4%
SPY 7,327 7.3%
SPYV 5,061 4.4%
SUB 5,034 60.3%
MDYV 2,293 5.1%
NYF 2,075 15.3%
BND 1,692 1.7%
Top Reduces (Value $000, Stocks/ETFs)
SCHO -36,502 -76.4%
VCSH -29,348 -85.2%
FLRN -9,089 -53.5%
SHYG -7,306 -75.0%
MBB -2,720 -79.2%
IEI -2,485 -79.2%
IEFA -2,100 -0.7%
Evoqua Water Technologies Corp. -943 -100.0%
EFV -896 -1.3%
FLOT -835 -42.2%
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