ALESCO ADVISORS LLC

Q3 2020 13F-HR Holdings

Location
Pittsford, NY
Holdings as of
9/30/2020
Date filed
11/16/2020
Form type
13F-HR
Num holdings
123
Total value ($000)
$2,223,837
Net value change ($000)
+162,759 (7.9%)
New positions
9
Sold out positions
7
Turnover %
0.4%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/14/2020 Next filing: 2/10/2021 SEC filing

Snapshot: Change Analysis

Compared to Q2 2020
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)
IVV 45,091 9.1%
SCHP 33,601 85.2%
IEFA 17,269 6.1%
BND 13,698 25.4%
IEMG 9,411 10.6%
SPYV 7,060 8.1%
EFV 6,751 12.8%
SPY 6,491 7.6%
MDYV 6,216 29.6%
FLRN 5,845 8.2%
Top Reduces (Value $000, Stocks/ETFs)
IJJ -3,284 -11.0%
TIP -1,804 -10.1%
SCHZ -1,560 -14.1%
GVI -1,374 -100.0%
SCHH -1,208 -42.5%
VNQI -900 -48.9%
SCHO -892 -9.5%
ITM -876 -100.0%
AGG -668 -2.9%
SPAB -543 -42.5%
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