ALESCO ADVISORS LLC

Q3 2021 13F-HR Holdings

Location
Pittsford, NY
Holdings as of
9/30/2021
Date filed
11/15/2021
Form type
13F-HR
Num holdings
134
Total value ($000)
$2,830,362
Net value change ($000)
+61,781 (2.2%)
New positions
3
Sold out positions
4
Turnover %
0.1%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/16/2021 Next filing: 2/14/2022 SEC filing

Snapshot: Change Analysis

Compared to Q2 2021
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)
ESGU 27,804 1304.7%
EAGG 19,918 968.3%
ESGD 5,901 400.1%
FLRN 5,771 6.2%
SCHP 5,032 4.2%
BND 4,916 5.5%
ESML 3,787 1123.7%
VTIP 3,623 4.7%
IJH 2,926 1.1%
ESGE 2,923 250.7%
Top Reduces (Value $000, Stocks/ETFs)
IJR -6,049 -2.7%
IVV -5,776 -0.9%
AGG -4,253 -18.5%
VMBS -3,379 -92.0%
IEMG -3,264 -2.2%
IEF -1,595 -100.0%
IEI -1,463 -28.4%
VWO -1,285 -7.3%
TIP -1,151 -7.9%
VEA -1,125 -2.6%
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.
Filter:
Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type