Alesco Advisors, LLC, An ESL Co
SEC Form 13F institutional filer · CIK 0001269978
13F-HR · 92 reported holdings · 2026-03-31
Reported long-US-equity value
$2.73B
Top-10 concentration
96.8%
Alesco Advisors, LLC, An ESL Co — $2.73B AUM allocation strategy
Alesco Advisors, LLC, An ESL Co files SEC Form 13F and reports $2.73B of long US equity value across 92 reported holdings for 2026-03-31.
Its largest sector bet is Financials 8.5%, followed by Information Technology 0.8% and Communication Services 0.2%.
The top 10 holdings account for 97% of reported value — a conviction-weighted book concentrated in its best ideas. The sector and industry splits below are of the same reported value. Track quarter-over-quarter adds, trims, new positions and exits below — sourced from SEC 13F filings, public domain.
Alesco Advisors, LLC, An ESL Co — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$2.73B
total across 92 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
97% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$SCHW +147K sh · +$4.77M+$VOO +61.8K sh · +$4.24M+$GS +48.2K sh · +$4.86M
Biggest trims (shares)
−$SPGI −5.1K sh · −$944K−$SPY −4.57K sh · −$9.84M−$IWM −2.29K sh · −$1.4M
Sector allocation (share of reported value)
each slice is a share of the reported long-US-equity value — smaller sectors and the rest of the book roll into “Other holdings”
Qtr shift = share-point change vs the prior quarter's filing — first period tracked for this filer; the column fills in with the next quarterly refresh.
Industry allocation (share of reported value)
- Investment Banking & Brokerage7.0%—
- Financial Exchanges & Data0.9%—
- Technology Hardware, Storage & Peripherals0.3%—
- Systems Software0.3%—
- Asset Management & Custody Banks0.3%—
- Interactive Media & Services0.2%—
- Broadline Retail0.2%—
- Multi-Sector Holdings0.2%—
- Other holdings90.7%—
the finer GICS cut of the same book — same denominator — smaller industries roll into “Other holdings”
Qtr shift = share-point change vs the prior quarter's filing — first period tracked for this filer; the column fills in with the next quarterly refresh.
Top S&P 500 holdings
4 of 4 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $SCHW | Charles Schwab Corporation | 6.49M | $175M | +147K | 6.4% |
| $SPGI | S&P Global Inc | 142K | $23.3M | -5.1K | 0.9% |
| $GS | Goldman Sachs Group Inc | 163K | $16.3M | +48.2K | 0.6% |
| $AAPL | Apple Inc | 36.2K | $9.2M | +5.77K | 0.3% |
…and 88 more holdings in the full 13F filing (top positions only shown).
SEC Form 13F data sets · public domain · 45-day filing lag · >$100M AUM managers · as reported
← All 13F filers·← QuantOrb.pro
How to read Δ QoQ — the five insight categories, and the caveats
The categories. Analysts, quants and retail traders look past total portfolio value to isolate actionable signals. Five categories matter.
Conviction & concentration shifts
New positions vs complete exits — a brand-new stock signals high conviction; a full liquidation suggests a broken thesis or tax-loss harvesting. Aggressive sizing — look at share count, not dollars: a 20% share increase during a drawdown is strong dip-buying. Concentration — a narrowing top-5/10 means conviction; spreading capital across more names means hedging.
Sector & macro allocation rotations
Aggregating Δ QoQ moves across sectors shows where smart money is leaning in or sneaking out — rotating out of growth into defensives or energy, for example. The fund's total long equity exposure quarter-over-quarter is a proxy for overall institutional risk appetite.
Crowding & smart-money consensus
When several managers initiate or expand the same stock in the same quarter, that is institutional consensus. Contrarian reads: top pickers buying hard into a beaten-down name the market is selling.
Derivative & option overlays
Reported call/put changes indicate whether managers are adding downside hedges or leveraging upside exposure. Note: a long increase may be half of a market-neutral pair trade.
Who reads this
| Retail "cloners" | High-conviction ideas to replicate ~45 days after quarter-end. |
| Corporate IR | Which funds bought or dumped the stock, before the next call. |
| Quant / algo traders | Cross-sectional factor inputs: flow, momentum, ownership. |
Four caveats before you trade on it
- 45-day lag — holdings are quarter-end; positions may already be closed.
- Long-only — 13Fs miss shorts, pair trades and cash.
- No non-US / fixed income — the picture is US equities plus options.
- Corporate actions — splits and spinoffs distort raw share deltas.
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