ALESCO ADVISORS LLC

Q1 2020 13F-HR Holdings

Location
Pittsford, NY
Holdings as of
3/31/2020
Date filed
5/15/2020
Form type
13F-HR
Num holdings
116
Total value ($000)
$1,638,195
Net value change ($000)
-291,867 (-15.1%)
New positions
5
Sold out positions
56
Turnover %
2.1%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/14/2020 Next filing: 8/14/2020 SEC filing

Snapshot: Change Analysis

Compared to Q4 2019
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)
SCHP 13,546 421.7%
FLRN 4,830 12.5%
SHYG 4,465 NEW
IEI 3,230 98.1%
VOE 2,349 167.3%
VV 1,675 25.4%
STIP 1,144 13.6%
VCSH 720 NEW
ESGD 657 NEW
VGSH 605 NEW
Top Reduces (Value $000, Stocks/ETFs)
IJR -45,477 -23.8%
IEFA -42,978 -15.0%
IJH -42,061 -19.7%
IJJ -21,965 -39.7%
SPY -20,402 -21.9%
IEMG -18,325 -20.2%
IVV -12,241 -3.0%
SCHH -9,829 -27.1%
SCHWAB STRATEGIC TRUST -6,975 -72.7%
VTIP -5,113 -9.2%
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