AA
Alesco Advisors Portfolio holdings
AUM
$4.36B
Turnover
16.67%
1-Year Est. Return
19.15%
This Fund
S&P 500
This Quarter
Est. Return
+2.44%
1 Year Est. Return
+19.15%
3 Year Est. Return
+46.87%
5 Year Est. Return
+40.17%
10 Year Est. Return
+131.66%
AUM
$1.06B
AUM Growth
+$52.2M
(+5.2%)
Cap. Flow
+$29.1M
Cap. Flow
% of AUM
2.74%
Top 10 Holdings %
Top 10 Hldgs %
81.35%
Holding
98
New
4
Increased
40
Reduced
33
Closed
–
Avg Time Held
1.2
years
Top 10 Avg Time Held
1.3
years
Top 20 Avg Time Held
1.3
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI EAFE ETF
EFA
|
+$22.9M |
| 2 |
iPath Bloomberg Commodity Index Total Return ETN due 12 June 2036
DJP
|
+$8.83M |
| 3 |
Vanguard FTSE Developed Markets ETF
VEA
|
+$3.41M |
| 4 |
iShares Micro-Cap ETF
IWC
|
+$1.52M |
| 5 |
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
|
+$1.27M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$7.21M |
| 2 |
iShares Core S&P 500 ETF
IVV
|
+$6.01M |
| 3 |
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
|
+$1.75M |
| 4 |
Invesco DB Commodity Index Tracking Fund
DBC
|
+$1.07M |
| 5 |
PIMCO 1-5 Year US TIPS Index Exchange-Traded Fund
STPZ
|
+$636K |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 98.85% |
| 2 | Technology | 0.45% |
| 3 | Energy | 0.19% |
| 4 | Financials | 0.18% |
| 5 | Healthcare | 0.12% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
iShares Core S&P 500 ETF
IVV
$887B
| $242M | 22.84% |
1,169,795
-29,679
| -2% | -$6.01M |
2013 Q2
6 quarters
|
|
2
iShares Core S&P Mid-Cap ETF
IJH
$121B
| $127M | 11.99% |
4,388,045
+2,355
| +0.1% | +$66.2K |
2013 Q2
6 quarters
|
|
3
iShares Core S&P Small-Cap ETF
IJR
$102B
| $105M | 9.93% |
1,844,796
-5,942
| -0.3% | -$324K |
2013 Q2
6 quarters
|
|
|
4
iShares MSCI EAFE ETF
EFA
$76.3B
| $103M | 9.75% |
1,697,865
+367,235
| +28% | +$22.9M |
2013 Q2
6 quarters
|
|
|
5
State Street SPDR S&P 500 ETF Trust
SPY
$813B
| $98.9M | 9.33% |
481,148
-35,883
| -7% | -$7.21M |
2013 Q2
6 quarters
|
|
6
iShares Floating Rate Bond ETF
FLOT
$11.3B
| $48.3M | 4.56% |
956,272
+8,063
| +0.9% | +$409K |
2013 Q4
4 quarters
|
|
|
7
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$20.6B
| $46.4M | 4.38% |
961,701
+25,768
| +3% | +$1.27M |
2013 Q3
5 quarters
|
|
8
DELISTED
UBS E-TRACS Alerian MLP Infrastructure ETN
MLPI
| $32.6M | 3.07% |
802,107
+19,091
| +2% | +$809K |
2014 Q2
2 quarters
|
|
9
Vanguard Total Bond Market
BND
$162B
| $31.3M | 2.95% |
379,613
-2,660
| -0.7% | -$219K |
2013 Q2
6 quarters
|
|
10
State Street SPDR Dow Jones REIT ETF
RWR
$1.77B
| $26.9M | 2.54% |
296,268
-2,306
| -0.8% | -$202K |
2013 Q2
6 quarters
|
|
11
State Street SPDR Dow Jones International Real Estate ETF
RWX
$240M
| $16M | 1.51% |
385,704
+4,728
| +1% | +$198K |
2013 Q2
6 quarters
|
|
12
iShares S&P 500 Value ETF
IVE
$49.5B
| $13.6M | 1.29% |
145,284
-5,589
| -4% | -$512K |
2013 Q2
6 quarters
|
|
|
13
Vanguard FTSE Developed Markets ETF
VEA
$227B
| $11.9M | 1.13% |
315,073
+88,118
| +39% | +$3.41M |
2013 Q2
6 quarters
|
|
|
14
iShares Micro-Cap ETF
IWC
$1.26B
| $10.5M | 0.99% |
136,648
+20,950
| +18% | +$1.52M |
2013 Q2
6 quarters
|
|
|
15
iPath Bloomberg Commodity Index Total Return ETN due 12 June 2036
DJP
$887M
| $9.23M | 0.87% |
308,681
+266,741
| +636% | +$8.83M |
2013 Q2
6 quarters
|
|
16
Vanguard FTSE Emerging Markets ETF
VWO
$124B
| $6.81M | 0.64% |
170,253
+18,997
| +13% | +$782K |
2013 Q2
6 quarters
|
|
17
iShares TIPS Bond ETF
TIP
$14.3B
| $6.76M | 0.64% |
60,355
+1,297
| +2% | +$146K |
2013 Q2
6 quarters
|
|
18
Vanguard Morningstar Large-Cap ETF
VV
$54.6B
| $4.84M | 0.46% |
51,275
-4,855
| -9% | -$448K |
2013 Q2
6 quarters
|
|
|
19
Invesco DB Commodity Index Tracking Fund
DBC
$1.97B
| $4.67M | 0.44% |
252,978
-50,487
| -17% | -$1.07M |
2013 Q2
6 quarters
|
|
20
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23.3B
| $4.39M | 0.41% |
83,536
+1,200
| +1% | +$63.2K |
2013 Q2
6 quarters
|
|
21
iShares S&P Mid-Cap 400 Growth ETF
IJK
$10.4B
| $4.07M | 0.38% |
101,864
-540
| -0.5% | -$21K |
2013 Q2
6 quarters
|
|
22
iShares S&P Mid-Cap 400 Value ETF
IJJ
$8.43B
| $4.04M | 0.38% |
63,292
| – | – |
2013 Q2
6 quarters
|
|
23
Paychex
PAYX
$38.6B
| $3.94M | 0.37% |
85,388
+12
| +0% | +$554 |
2013 Q2
6 quarters
|
|
24
First Trust Senior Loan Fund ETF
FTSL
$2.48B
| $3.86M | 0.36% |
79,637
+967
| +1% | +$47.2K |
2014 Q3
1 quarter
|
|
25
State Street SPDR S&P Emerging Markets Small Cap ETF
EWX
$659M
| $3.84M | 0.36% |
86,591
+8,323
| +11% | +$385K |
2013 Q2
6 quarters
|
|
Similar funds
ROTUOC
GCM
BCP
ZP
CCM
HIM
CAL
SCA
Alesco Advisors's Q4 2014 Portfolio in Review
As of Q4 2014, Alesco Advisors held 98 positions worth $1.06B, up 5.2% from $1.01B the previous quarter. Its ten largest holdings account for 81% of the portfolio.
Trading was light in Q4 2014: portfolio turnover was 4.1%. Alesco Advisors opened 4 new positions and made no exits, leaving the 98-position portfolio largely intact.
By sector, the portfolio is most concentrated in Miscellaneous at 99% of assets, up from 99% a quarter earlier, followed by Technology and Energy.
- Alesco Advisors's largest Q4 2014 buy was PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund: 6,450 shares worth $650K.
- Alesco Advisors added most to iShares MSCI EAFE ETF in Q4 2014, an estimated $22.9M increase.
- Alesco Advisors's biggest Q4 2014 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $7.21M.
- Alesco Advisors's ten largest holdings make up 81% of its $1.06B portfolio in Q4 2014.
- Alesco Advisors opened 4 new positions and closed 0 in Q4 2014.
- Alesco Advisors's portfolio value rose 5.2% quarter-over-quarter to $1.06B.
Based on Alesco Advisors's 13F filing for Q4 2014, filed 13 Feb 2015.