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
+1.99%
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
$1.08B
AUM Growth
+$21.3M
(+2%)
Cap. Flow
+$1.36M
Cap. Flow
% of AUM
0.13%
Top 10 Holdings %
Top 10 Hldgs %
82.26%
Holding
100
New
2
Increased
43
Reduced
33
Closed
2
Avg Time Held
1.4
years
Top 10 Avg Time Held
1.6
years
Top 20 Avg Time Held
1.4
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Vanguard Total Bond Market
BND
|
+$3.26M |
| 2 |
UBS E-TRACS Alerian MLP Infrastructure ETN
MLPI
|
+$3.06M |
| 3 |
iShares Floating Rate Bond ETF
FLOT
|
+$2.52M |
| 4 |
iShares MSCI EAFE ETF
EFA
|
+$2.03M |
| 5 |
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
|
+$2.01M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iPath Bloomberg Commodity Index Total Return ETN due 12 June 2036
DJP
|
+$7.5M |
| 2 |
DBV
Invesco DB G10 Currency Harvest Fund
DBV
|
+$3.28M |
| 3 |
iShares MBS ETF
MBB
|
+$1.75M |
| 4 |
Invesco DB Commodity Index Tracking Fund
DBC
|
+$1.56M |
| 5 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$1.51M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 98.84% |
| 2 | Technology | 0.47% |
| 3 | Financials | 0.2% |
| 4 | Energy | 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
| $244M | 22.61% |
1,175,878
+6,083
| +0.5% | +$1.26M |
2013 Q2
7 quarters
|
|
2
iShares Core S&P Mid-Cap ETF
IJH
$121B
| $132M | 12.2% |
4,337,160
-50,885
| -1% | -$1.51M |
2013 Q2
7 quarters
|
|
|
3
iShares MSCI EAFE ETF
EFA
$76.3B
| $111M | 10.27% |
1,730,185
+32,320
| +2% | +$2.03M |
2013 Q2
7 quarters
|
|
4
iShares Core S&P Small-Cap ETF
IJR
$102B
| $107M | 9.94% |
1,820,920
-23,876
| -1% | -$1.37M |
2013 Q2
7 quarters
|
|
|
5
State Street SPDR S&P 500 ETF Trust
SPY
$813B
| $97.8M | 9.05% |
473,826
-7,322
| -2% | -$1.51M |
2013 Q2
7 quarters
|
|
|
6
iShares Floating Rate Bond ETF
FLOT
$11.3B
| $51M | 4.71% |
1,006,163
+49,891
| +5% | +$2.52M |
2013 Q4
5 quarters
|
|
|
7
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$20.6B
| $48.6M | 4.5% |
1,003,116
+41,415
| +4% | +$2.01M |
2013 Q3
6 quarters
|
|
|
8
Vanguard Total Bond Market
BND
$162B
| $34.9M | 3.23% |
418,772
+39,159
| +10% | +$3.26M |
2013 Q2
7 quarters
|
|
|
9
DELISTED
UBS E-TRACS Alerian MLP Infrastructure ETN
MLPI
| $33.4M | 3.09% |
881,226
+79,119
| +10% | +$3.06M |
2014 Q2
3 quarters
|
|
10
State Street SPDR Dow Jones REIT ETF
RWR
$1.77B
| $28.7M | 2.65% |
303,193
+6,925
| +2% | +$659K |
2013 Q2
7 quarters
|
|
11
State Street SPDR Dow Jones International Real Estate ETF
RWX
$240M
| $17.1M | 1.59% |
395,595
+9,891
| +3% | +$430K |
2013 Q2
7 quarters
|
|
12
iShares S&P 500 Value ETF
IVE
$49.5B
| $13.5M | 1.25% |
146,104
+820
| +0.6% | +$76.2K |
2013 Q2
7 quarters
|
|
13
Vanguard FTSE Developed Markets ETF
VEA
$227B
| $13.2M | 1.22% |
330,651
+15,578
| +5% | +$610K |
2013 Q2
7 quarters
|
|
14
iShares Micro-Cap ETF
IWC
$1.26B
| $11.2M | 1.03% |
141,064
+4,416
| +3% | +$340K |
2013 Q2
7 quarters
|
|
15
Vanguard FTSE Emerging Markets ETF
VWO
$124B
| $7.24M | 0.67% |
177,054
+6,801
| +4% | +$277K |
2013 Q2
7 quarters
|
|
16
iShares TIPS Bond ETF
TIP
$14.3B
| $6.92M | 0.64% |
60,928
+573
| +0.9% | +$65K |
2013 Q2
7 quarters
|
|
17
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23.3B
| $5.45M | 0.5% |
103,216
+19,680
| +24% | +$1.04M |
2013 Q2
7 quarters
|
|
18
Schwab US Aggregate Bond ETF
SCHZ
$10.6B
| $4.93M | 0.46% |
186,466
+60,084
| +48% | +$1.58M |
2013 Q2
7 quarters
|
|
19
Vanguard Morningstar Large-Cap ETF
VV
$54.6B
| $4.83M | 0.45% |
50,770
-505
| -1% | -$47.9K |
2013 Q2
7 quarters
|
|
20
Paychex
PAYX
$38.6B
| $4.19M | 0.39% |
84,401
-987
| -1% | -$47.9K |
2013 Q2
7 quarters
|
|
21
iShares Core US Aggregate Bond ETF
AGG
$137B
| $4.16M | 0.39% |
37,372
+14,698
| +65% | +$1.63M |
2013 Q2
7 quarters
|
|
22
iShares S&P Mid-Cap 400 Growth ETF
IJK
$10.4B
| $4.16M | 0.38% |
96,964
-4,900
| -5% | -$203K |
2013 Q2
7 quarters
|
|
23
State Street SPDR S&P Emerging Markets Small Cap ETF
EWX
$659M
| $3.98M | 0.37% |
88,877
+2,286
| +3% | +$102K |
2013 Q2
7 quarters
|
|
24
iShares S&P Mid-Cap 400 Value ETF
IJJ
$8.43B
| $3.95M | 0.37% |
60,362
-2,930
| -5% | -$188K |
2013 Q2
7 quarters
|
|
25
First Trust Senior Loan Fund ETF
FTSL
$2.48B
| $3.93M | 0.36% |
79,883
+246
| +0.3% | +$12.1K |
2014 Q3
2 quarters
|
|
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Alesco Advisors's Q1 2015 Portfolio in Review
As of Q1 2015, Alesco Advisors held 100 positions worth $1.08B, up 2% from $1.06B the previous quarter. Its ten largest holdings account for 82% of the portfolio.
Trading was light in Q1 2015: portfolio turnover was 4%. Alesco Advisors opened 2 new positions and exited 2, leaving the 100-position portfolio largely intact.
By sector, the portfolio is most concentrated in Miscellaneous at 99% of assets, down from 99% a quarter earlier, followed by Technology and Financials.
- Alesco Advisors's largest Q1 2015 buy was State Street SPDR Bloomberg Short Term International Treasury Bond ETF: 15,410 shares worth $468K.
- Alesco Advisors added most to Vanguard Total Bond Market in Q1 2015, an estimated $3.26M increase.
- Alesco Advisors's biggest Q1 2015 reduction was iPath Bloomberg Commodity Index Total Return ETN due 12 June 2036, cutting an estimated $7.5M.
- Alesco Advisors fully exited Invesco DB G10 Currency Harvest Fund in Q1 2015, selling an estimated $3.28M.
- Alesco Advisors's ten largest holdings make up 82% of its $1.08B portfolio in Q1 2015.
- Alesco Advisors opened 2 new positions and closed 2 in Q1 2015.
- Alesco Advisors's portfolio value rose 2% quarter-over-quarter to $1.08B.
Based on Alesco Advisors's 13F filing for Q1 2015, filed 14 May 2015.