ALESCO ADVISORS LLC

Q3 2023 13F-HR Holdings

Location
Pittsford, NY
Holdings as of
9/30/2023
Date filed
11/14/2023
Form type
13F-HR
Num holdings
170
Total value ($000)
$2,587,380
Net value change ($000)
-196,759 (-7.1%)
New positions
14
Sold out positions
8
Turnover %
0.4%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/9/2023 Next filing: 2/2/2024 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)
GVI 1,643 NEW
XLK 1,633 394.4%
GOVT 1,377 2.3%
SGOV 1,338 78.5%
XLV 915 NEW
XLY 736 NEW
XLC 573 NEW
SPDW 562 NEW
XLF 561 NEW
MUB 528 4.0%
Top Reduces (Value $000, Stocks/ETFs)
IVV -41,915 -6.5%
IEFA -33,056 -11.1%
IJH -24,581 -9.7%
IJR -24,508 -10.0%
SPYV -14,164 -11.7%
IEMG -13,292 -9.6%
SPY -6,419 -5.9%
MDYV -6,218 -13.1%
TIPX -5,367 -48.0%
EFV -4,180 -5.9%
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