ALESCO ADVISORS LLC

Q4 2023 13F-HR Holdings

Location
Pittsford, NY
Holdings as of
12/31/2023
Date filed
2/2/2024
Form type
13F-HR
Num holdings
176
Total value ($000)
$2,851,563
Net value change ($000)
+264,183 (10.2%)
New positions
18
Sold out positions
12
Turnover %
6.7%
Sector allocation + QoQ delta (equities-only)
Prev filing: 11/14/2023 Next filing: 5/10/2024 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
DUHP 66,181 NEW
AVLV 63,531 NEW
IJH 56,398 24.7%
AVUV 50,599 NEW
IVV 44,185 7.4%
IEFA 32,345 12.2%
SPY 10,260 10.1%
SCHP 9,858 8.0%
BND 7,150 7.0%
IEMG 6,270 5.0%
Top Reduces (Value $000, Stocks/ETFs)
SPYV -64,393 -60.5%
MDYV -26,136 -63.3%
IJJ -12,835 -55.7%
PAYX -7,638 -85.7%
IJR -4,435 -2.0%
IVE -2,000 -11.9%
XLK -1,589 -77.6%
FLRN -1,379 -16.4%
ESML -1,154 -18.1%
XLV -915 -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