ALESCO ADVISORS LLC

Q2 2020 13F-HR Holdings

Location
Pittsford, NY
Holdings as of
6/30/2020
Date filed
8/14/2020
Form type
13F-HR
Num holdings
121
Total value ($000)
$2,061,078
Net value change ($000)
+422,883 (25.8%)
New positions
10
Sold out positions
4
Turnover %
4.7%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/15/2020 Next filing: 11/16/2020 SEC filing

Snapshot: Change Analysis

Compared to Q1 2020
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 99,116 25.1%
SPYV 87,528 NEW
EFV 45,865 647.6%
IJH 41,154 24.0%
IEFA 37,519 15.4%
IJR 34,410 23.6%
FLRN 27,321 62.6%
SCHP 22,683 135.4%
MDYV 19,373 1173.4%
IEMG 16,121 22.3%
Top Reduces (Value $000, Stocks/ETFs)
SCHH -23,619 -89.3%
SCHO -17,261 -64.8%
VNQI -16,823 -90.1%
PDBC -8,068 -95.4%
SPTS -5,160 -100.0%
IJJ -3,446 -10.3%
RWR -2,964 -92.3%
VNQ -2,374 -77.8%
IAU -1,412 -82.6%
SHY -906 -45.0%
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