ALESCO ADVISORS LLC
Q1 2014 13F-HR Holdings
Net value change ($000)
+26,179
(2.8%)
New positions
11
Sold out positions
6
Turnover %
0.7%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q4 2013
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)
| IVV | 18,287 | 9.3% |
| RWR | 5,535 | 12.9% |
| IJH | 3,233 | 2.8% |
| EFA | 2,714 | 3.4% |
| FLOT | 2,312 | 5.4% |
| XOM | 1,927 | NEW |
| VTIP | 1,493 | 3.6% |
| IJR | 844 | 0.9% |
| RWX | 669 | 2.8% |
| SCHZ | 623 | 32.8% |
Top Reduces (Value $000, Stocks/ETFs)
| DIA | -8,547 | -62.7% |
| POWERSHARES | -4,176 | -32.3% |
| FIRST NIAGARA FINL GP INC | -1,504 | -27.7% |
| IEMG | -862 | -76.7% |
| MBB | -625 | -27.6% |
| SPDR SERIES TRUST | -483 | -100.0% |
| JNJ | -441 | -46.4% |
| LQD | -420 | -39.0% |
| VEA | -396 | -4.2% |
| PAYX | -358 | -8.8% |
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 |
|---|