ALESCO ADVISORS LLC

Q4 2021 13F-HR Holdings

Location
Pittsford, NY
Holdings as of
12/31/2021
Date filed
2/14/2022
Form type
13F-HR
Num holdings
141
Total value ($000)
$2,988,570
Net value change ($000)
+158,208 (5.6%)
New positions
9
Sold out positions
2
Turnover %
2.0%
Sector allocation + QoQ delta (equities-only)
Prev filing: 11/15/2021 Next filing: 5/16/2022 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
SCHO 72,978 645.5%
VCSH 44,504 NEW
IVV 42,362 6.3%
IJH 15,131 5.8%
SPY 12,173 10.5%
ESGU 11,451 38.3%
SPYV 9,065 7.1%
SUSB 6,982 NEW
IJR 6,883 3.1%
EAGG 4,510 20.5%
Top Reduces (Value $000, Stocks/ETFs)
FLRN -69,080 -69.4%
AGG -12,211 -65.0%
FLOT -4,694 -53.5%
SCHZ -3,837 -50.3%
VCIT -3,144 -100.0%
BND -2,937 -3.1%
TIP -1,773 -13.3%
STPZ -1,294 -37.3%
STIP -908 -6.7%
IWC -787 -4.9%
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