Alesco Advisors

Alesco Advisors as of Sept. 30, 2011

Portfolio Holdings for Alesco Advisors

Alesco Advisors holds 66 positions in its portfolio as reported in the September 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf (SPY) 23.3 $126M 1.1M 113.15
iShares S&P MidCap 400 Index (IJH) 12.0 $65M 830k 77.99
iShares S&P SmallCap 600 Index (IJR) 9.7 $52M 893k 58.54
iShares S&P 500 Index (IVV) 8.6 $46M 406k 113.69
SPDR DJ Wilshire REIT (RWR) 6.4 $35M 611k 56.50
Vanguard Total Bond Market ETF (BND) 4.4 $24M 281k 83.74
SPDR Dow Jones Industrial Average ETF (DIA) 4.1 $22M 205k 108.93
Vanguard Europe Pacific ETF (VEA) 3.9 $21M 690k 30.13
SPDR DJ International Real Estate ETF (RWX) 2.5 $14M 429k 32.05
iShares Barclays TIPS Bond Fund (TIP) 2.5 $13M 116k 114.30
iShares MSCI EAFE Index Fund (EFA) 2.0 $11M 228k 47.78
iShares S&P 500 Value Index (IVE) 1.7 $8.9M 173k 51.58
SPDR KBW Bank (KBE) 1.4 $7.5M 426k 17.54
First Niagara Financial 1.1 $6.1M 662k 9.15
Vanguard REIT ETF (VNQ) 1.0 $5.6M 110k 50.87
PowerShares DB Com Indx Trckng Fund 1.0 $5.4M 210k 25.75
iShares S&P 500 Growth Index (IVW) 0.9 $5.1M 84k 61.23
SPDR Barclays Capital 1-3 Month T- 0.9 $4.7M 103k 45.85
iShares Russell Microcap Index (IWC) 0.8 $4.2M 107k 39.35
iShares S&P SmallCap 600 Growth (IJT) 0.8 $4.1M 64k 64.46
iShares S&P MidCap 400 Growth (IJK) 0.7 $3.9M 44k 89.84
iShares S&P MidCap 400 Value Index (IJJ) 0.7 $3.6M 54k 66.00
iShares Lehman 7-10 Yr Treas. Bond (IEF) 0.7 $3.5M 33k 105.06
iShares S&P SmallCap 600 Value Idx (IJS) 0.6 $3.2M 54k 59.19
iShares Lehman MBS Bond Fund (MBB) 0.5 $2.9M 27k 108.19
Vanguard Emerging Markets ETF (VWO) 0.5 $2.8M 78k 35.83
Paychex (PAYX) 0.5 $2.6M 100k 26.37
Powershares DB G10 Currency Harvest Fund 0.5 $2.6M 111k 22.95
SPDR S&P International Small Cap (GWX) 0.4 $2.2M 88k 25.12
Powershares Senior Loan Portfo mf 0.4 $2.2M 94k 23.00
Vanguard Large-Cap ETF (VV) 0.4 $2.1M 41k 51.65
iShares Barclays Agency Bond Fund (AGZ) 0.3 $1.9M 17k 112.68
SPDR S&P Emerging Markets Small Cap (EWX) 0.3 $1.7M 45k 38.82
iShares Gold Trust 0.3 $1.7M 107k 15.83
Vanguard Short-Term Bond ETF (BSV) 0.3 $1.5M 19k 81.42
SPDR Gold Trust (GLD) 0.3 $1.6M 10k 158.05
iShares Barclays 1-3 Year Cred Bd Fd ETF (IGSB) 0.3 $1.6M 15k 104.01
iShares Lehman 3-7 Yr Treasury Bond (IEI) 0.3 $1.6M 13k 121.46
Vanguard FTSE All-World ex-US ETF (VEU) 0.3 $1.5M 38k 38.72
iShares S&P AMT-Fr Mncpl Bnd (NYF) 0.2 $1.4M 13k 107.58
Schwab International Equity ETF (SCHF) 0.2 $1.4M 59k 23.05
iShares MSCI EAFE Value Index (EFV) 0.2 $1.2M 30k 41.49
iShares Lehman 1-3 Year Treas.Bond (SHY) 0.2 $1.2M 14k 84.58
Vanguard Mid-Cap ETF (VO) 0.2 $1.2M 18k 65.09
iShares Russell 1000 Growth Index (IWF) 0.2 $1.1M 21k 52.59
iShares IBoxx $ Invest Grade Corp Bd (LQD) 0.2 $877k 7.8k 112.29
Spdr Index Shs Fds s^p global nat res (GNR) 0.1 $729k 16k 45.56
Rydex Etf Trust s^p500 pur val 0.1 $659k 26k 25.44
iShares FTSE KLD Select Scil Idx (SUSA) 0.1 $580k 12k 50.00
iShares MSCI Emerging Markets Indx (EEM) 0.1 $538k 15k 35.10
iShares Lehman Aggregate Bond (AGG) 0.1 $468k 4.3k 110.09
SPDR S&P MidCap 400 ETF (MDY) 0.1 $475k 3.3k 142.00
SPDR Barclays Capital Mortgage Back ETF (SPMB) 0.1 $485k 17k 27.85
JPMorgan Chase & Co. (JPM) 0.1 $450k 15k 30.10
Financial Institutions (FISI) 0.1 $408k 29k 14.24
SPDR Barclays Capital High Yield B 0.1 $423k 12k 36.15
PIMCO 1-5 Year US TIPS Index Fund (STPZ) 0.1 $371k 7.0k 53.00
Home Properties 0.1 $312k 5.5k 56.77
Ipath Dow Jones-aig Commodity (DJP) 0.1 $330k 7.9k 41.77
Kimberly-Clark Corporation (KMB) 0.1 $269k 3.8k 71.07
Schlumberger (SLB) 0.1 $287k 4.8k 59.72
General Electric Company 0.0 $236k 16k 15.23
Intel Corporation (INTC) 0.0 $218k 10k 21.37
Pepsi (PEP) 0.0 $209k 3.4k 61.76
PAETEC Holding 0.0 $147k 28k 5.30
BioDelivery Sciences International 0.0 $44k 40k 1.10