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Livermore
Livermore
ZHEN

Alesco Advisors LLC

SEC CIK
0001269978
Latest filing
Aug 5, 2026

The latest 13F from Alesco Advisors LLC covers Q2 2026 (filed Aug 5, 2026): 230 long positions worth $4.36B. The top 10 holdings make up 68.6% of the portfolio, and the largest is iShares Core S&P 500 ETF at 22.0%. Livermore has 22 filings on Form 13F from this institution, going back to Q1 2021.

What changed in Q2 2026

Share counts compared with Q1 2026: how many positions were new, added to, reduced or sold out, and the biggest buys and sells. Dollar amounts are estimated at the quarter-end prices implied by the filing.

Full comparison
New
15
Est. +$4.58M
Added
59
Est. +$101.4M
Reduced
96
Est. −$50.3M
Sold out
28
Est. −$16.3M

Top 5 holdings

Share of this quarter's portfolio value

  1. iShares Core S&P 500 ETF464287200
    22.0%$961.4M
  2. iShares Core S&P Mid-Cap ETF464287507
    9.5%$414.8M
  3. iShares Core S&P Small Cap ETF464287804
    7.5%$327.6M
  4. iShares Tr46435G326
    6.3%$274.4M
  5. Vanguard Total Bond Market ETF921937835
    5.3%$229.5M

Biggest buys

New and added positions, by estimated amount bought

  1. Vanguard Total Bond Market ETF921937835
    +$27.7MAdded
  2. Schwab US Tips ETF808524870
    +$9.21MAdded
  3. iShares Tr46429B747
    +$9.08MAdded
  4. Goldman Sachs ETF Tr381430529
    +$8.66MAdded
  5. iShares Tr464288646
    +$6.59MAdded

Largest weight increases

New and added positions, by percentage points of the portfolio gained

  1. iShares Tr46429B747
    +0.18 pp0.3% → 0.5%
  2. Goldman Sachs ETF Tr381430529
    +0.16 pp0.4% → 0.6%
  3. iShares Tr46429B655
    +0.13 pp0.2% → 0.3%
  4. iShares Tr46434V407
    +0.12 pp0.2% → 0.4%
  5. iShares Tr464288646
    +0.10 pp0.5% → 0.6%

Biggest sells

Reduced and sold-out positions, by estimated amount sold

  1. iShares Core S&P 500 ETF464287200
    −$8.60MReduced
  2. iShares Core S&P Small Cap ETF464287804
    −$4.61MReduced
  3. American Centy ETF Tr025072349
    −$4.50MReduced
  4. American Centy ETF Tr025072877
    −$3.71MReduced
  5. iShares Core MSCI Eafe ETF46432F842
    −$3.11MReduced

Largest weight decreases

Reduced and sold-out positions, by percentage points of the portfolio lost

  1. iShares Tr46435G326
    −0.29 pp6.6% → 6.3%
  2. iShares Core MSCI Eafe ETF46432F842
    −0.22 pp3.4% → 3.2%
  3. iShares Tr464288877
    −0.21 pp2.5% → 2.3%
  4. American Centy ETF Tr025072349
    −0.06 pp2.7% → 2.6%
  5. MSFTMicrosoft Corp
    −0.06 pp0.2% → 0.1%History

Metrics

13F metrics for Q2 2026, computed only from the numbers in the filings. Definitions below.

Portfolio value
$4.36B
+$444.9M (+11.4%) vs. prior quarter
Positions
230
−13 vs. prior quarter
Top 10 concentration
68.6%
Top 10 as share of value
Turnover
1.6%
Q2 2026, one quarter
Average holding period
20.2 quarters
Weighted by value

How these are calculated

  • Portfolio value: the market value of all long positions in the 13F, as reported at quarter end, excluding options.
  • Top 10 concentration: the combined value of the 10 largest positions as a share of portfolio value.
  • Turnover: the smaller of this quarter's estimated purchases and estimated sales, divided by the average of this and last quarter's portfolio value. Estimates multiply the change in shares by the quarter-end price implied by the filing (market value divided by shares); new positions use this quarter's value and sold-out positions last quarter's. Only positions reported in shares count, and it is not calculated when the previous quarter was not filed.
  • Average holding period: how many consecutive quarters each current position has been held (including this one; a quarter without the position or without a filing starts the count over), weighted by this quarter's value. Counting starts with the first 13F in Livermore (Q1 2021), so positions held before then are understated.

13F filings by quarter

22 quarters, going back to Q1 2021. Bars show each quarter's 13F portfolio value; quarters without a filing are left blank.

Peak $4.36B (Q2 2026)

Q1 2021: $2.64BQ2 2021: $2.77BQ3 2021: $2.83BQ4 2021: $2.99BQ1 2022: $2.95BQ2 2022: $2.59BQ3 2022: $2.41BQ4 2022: $2.58BQ1 2023: $2.72BQ2 2023: $2.78BQ3 2023: $2.59BQ4 2023: $2.85BQ1 2024: $3.04BQ2 2024: $3.05BQ3 2024: $3.24BQ4 2024: $3.18BQ1 2025: $3.19BQ2 2025: $3.48BQ3 2025: $3.69BQ4 2025: $3.87BQ1 2026: $3.92BQ2 2026: $4.36B
Q1 2021Q2 2026
13F filings of Alesco Advisors LLC by quarter
QuarterFiledPositionsValueTop 3 holdingsChangesFiling
Q2 2026Aug 5, 2026230$4.36BiShares Core S&P 500 ETFiShares Core S&P Mid-Cap ETFiShares Core S&P Small Cap ETFvs. Q1 2026SEC
Q1 2026May 13, 2026243$3.92BiShares Core S&P 500 ETFiShares Core S&P Mid-Cap ETFiShares Core S&P Small Cap ETFvs. Q4 2025SEC
Q4 2025Jan 28, 2026203$3.87BiShares Core S&P 500 ETFiShares Core S&P Mid-Cap ETFiShares Core S&P Small Cap ETFvs. Q3 2025SEC
Q3 2025Oct 29, 2025202$3.69BiShares Core S&P 500 ETFiShares Core S&P Mid-Cap ETFiShares Core S&P Small Cap ETFvs. Q2 2025SEC
Q2 2025Jul 9, 2025193$3.48BiShares Core S&P 500 ETFiShares Core S&P Mid-Cap ETFiShares Core S&P Small Cap ETFvs. Q1 2025SEC
Q1 2025May 12, 2025191$3.19BiShares Core S&P 500 ETFiShares Core S&P Mid-Cap ETFiShares Core S&P Small Cap ETFvs. Q4 2024SEC
Q4 2024Feb 6, 2025191$3.18BiShares Core S&P 500 ETFiShares Core S&P Mid-Cap ETFiShares Core S&P Small Cap ETFvs. Q3 2024SEC
Q3 2024Nov 12, 2024188$3.24BiShares Core S&P 500 ETFiShares Core S&P Mid-Cap ETFiShares Core S&P Small Cap ETFvs. Q2 2024SEC
Q2 2024Aug 13, 2024187$3.05BiShares Core S&P 500 ETFiShares Core MSCI Eafe ETFiShares Core S&P Mid-Cap ETFvs. Q1 2024SEC
Q1 2024May 10, 2024185$3.04BiShares Core S&P 500 ETFiShares Core S&P Mid-Cap ETFiShares Core MSCI Eafe ETFvs. Q4 2023SEC
Q4 2023Feb 2, 2024176$2.85BiShares Core S&P 500 ETFiShares Core MSCI Eafe ETFiShares Core S&P Mid-Cap ETFvs. Q3 2023SEC
Q3 2023Nov 14, 2023170$2.59BiShares Core S&P 500 ETFiShares Core MSCI Eafe ETFiShares Core S&P Mid-Cap ETFvs. Q2 2023SEC
Q2 2023Aug 9, 2023164$2.78BiShares Core S&P 500 ETFiShares Core MSCI Eafe ETFiShares Core S&P Mid-Cap ETFvs. Q1 2023SEC
Q1 2023Apr 24, 2023159$2.72BiShares Core S&P 500 ETFiShares Core MSCI Eafe ETFiShares Core S&P Mid-Cap ETFvs. Q4 2022SEC
Q4 2022Jan 26, 2023163$2.58BiShares Core S&P 500 ETFiShares Core MSCI Eafe ETFiShares Core S&P Mid-Cap ETFvs. Q3 2022SEC
Q3 2022Nov 14, 2022148$2.41BiShares Core S&P 500 ETFiShares Core MSCI Eafe ETFiShares Core S&P Mid-Cap ETFvs. Q2 2022SEC
Q2 2022Aug 15, 2022142$2.59BiShares Core S&P 500 ETFiShares Core MSCI Eafe ETFiShares Core S&P Mid-Cap ETFvs. Q1 2022SEC
Q1 2022May 16, 2022143$2.95BiShares Core S&P 500 ETFiShares Core MSCI Eafe ETFiShares Core S&P Mid-Cap ETFvs. Q4 2021SEC
Q4 2021Feb 14, 2022141$2.99BiShares Core S&P 500 ETFiShares Core MSCI Eafe ETFiShares Core S&P Mid-Cap ETFvs. Q3 2021SEC
Q3 2021Nov 15, 2021134$2.83BiShares Core S&P 500 ETFiShares Core MSCI Eafe ETFiShares Core S&P Mid-Cap ETFvs. Q2 2021SEC
Q2 2021Aug 16, 2021135$2.77BiShares Core S&P 500 ETFiShares Core MSCI Eafe ETFiShares Core S&P Mid-Cap ETFvs. Q1 2021SEC
Q1 2021May 17, 2021127$2.64BiShares Core S&P 500 ETFiShares Core MSCI Eafe ETFiShares Core S&P Mid-Cap ETF–SEC