ALESCO ADVISORS LLC

Q3 2022 13F-HR Holdings

Location
Pittsford, NY
Holdings as of
9/30/2022
Date filed
11/14/2022
Form type
13F-HR
Num holdings
148
Total value ($000)
$2,412,475
Net value change ($000)
-176,096 (-6.8%)
New positions
9
Sold out positions
3
Turnover %
0.2%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/15/2022 Next filing: 1/26/2023 SEC filing

Snapshot: Change Analysis

Compared to Q2 2022
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)
IJR 7,916 4.0%
BND 4,667 5.8%
MUB 4,220 101.3%
IWC 2,319 17.4%
EAGG 1,192 5.0%
TIPX 1,178 NEW
ESML 960 20.7%
NYF 833 11.0%
DFIS 600 NEW
DFEV 503 95.4%
Top Reduces (Value $000, Stocks/ETFs)
IVV -59,521 -10.0%
IEFA -21,457 -7.9%
SCHO -20,460 -26.7%
SPYV -10,591 -9.2%
IEMG -10,411 -8.1%
IJH -9,223 -3.9%
EFV -7,555 -11.0%
VCSH -7,483 -18.5%
SPY -6,953 -7.0%
FLRN -6,378 -19.7%
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