Alesco Advisors

Alesco Advisors as of Sept. 30, 2012

Portfolio Holdings for Alesco Advisors

Alesco Advisors holds 73 positions in its portfolio as reported in the September 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf (SPY) 23.0 $157M 1.1M 143.97
iShares S&P MidCap 400 Index (IJH) 11.9 $81M 818k 98.68
iShares S&P 500 Index (IVV) 10.2 $70M 484k 144.40
iShares S&P SmallCap 600 Index (IJR) 9.8 $67M 865k 77.07
SPDR DJ Wilshire REIT (RWR) 5.0 $34M 477k 71.96
Vanguard Europe Pacific ETF (VEA) 4.9 $33M 1.0M 32.88
Vanguard Total Bond Market ETF (BND) 4.8 $33M 384k 85.15
SPDR Dow Jones Industrial Average ETF (DIA) 4.4 $30M 222k 134.05
SPDR DJ International Real Estate ETF (RWX) 2.8 $19M 491k 39.25
PowerShares DB Com Indx Trckng Fund 1.9 $13M 438k 28.68
iShares S&P 500 Value Index (IVE) 1.7 $12M 180k 65.79
iShares Barclays TIPS Bond Fund (TIP) 1.5 $10M 85k 121.76
SPDR KBW Bank (KBE) 1.4 $9.6M 407k 23.48
iShares MSCI EAFE Index Fund (EFA) 1.3 $8.8M 166k 53.00
iShares Russell Microcap Index (IWC) 0.8 $5.5M 105k 52.84
First Niagara Financial 0.8 $5.5M 682k 8.07
Vanguard Large-Cap ETF (VV) 0.8 $5.5M 83k 65.69
Vanguard Emerging Markets ETF (VWO) 0.7 $4.6M 110k 41.72
Vanguard REIT ETF (VNQ) 0.7 $4.5M 69k 64.97
iShares S&P 500 Growth Index (IVW) 0.7 $4.4M 57k 77.86
iShares S&P SmallCap 600 Growth (IJT) 0.6 $4.3M 52k 83.61
iShares S&P MidCap 400 Value Index (IJJ) 0.6 $4.1M 49k 85.02
iShares S&P MidCap 400 Growth (IJK) 0.6 $3.9M 35k 111.97
iShares S&P SmallCap 600 Value Idx (IJS) 0.5 $3.5M 44k 78.99
Paychex (PAYX) 0.5 $3.3M 100k 33.29
SPDR S&P International Small Cap (GWX) 0.5 $3.1M 114k 27.33
iShares Lehman 3-7 Yr Treasury Bond (IEI) 0.4 $3.0M 24k 123.72
Powershares DB G10 Currency Harvest Fund 0.4 $2.9M 114k 25.37
Powershares Senior Loan Portfo mf 0.4 $2.8M 113k 24.95
iShares Lehman MBS Bond Fund (MBB) 0.4 $2.8M 26k 109.17
SPDR S&P Emerging Markets Small Cap (EWX) 0.4 $2.7M 60k 44.45
SPDR Barclays Capital 1-3 Month T- 0.4 $2.4M 53k 45.81
iShares Barclays 1-3 Year Cred Bd Fd ETF (IGSB) 0.3 $2.3M 21k 105.74
iShares MSCI EAFE Value Index (EFV) 0.3 $2.2M 48k 45.41
iShares Gold Trust 0.3 $2.0M 118k 17.27
Schwab International Equity ETF (SCHF) 0.3 $2.0M 79k 25.82
SPDR Gold Trust (GLD) 0.3 $2.0M 11k 171.93
Vanguard Short-Term Bond ETF (BSV) 0.3 $1.9M 24k 81.45
iShares Lehman 7-10 Yr Treas. Bond (IEF) 0.3 $1.7M 16k 108.46
iShares S&P AMT-Fr Mncpl Bnd (NYF) 0.3 $1.8M 16k 112.68
Vanguard Mid-Cap ETF (VO) 0.2 $1.6M 19k 81.15
Spdr Index Shs Fds s^p global nat res (GNR) 0.2 $1.5M 30k 50.77
iShares Barclays Agency Bond Fund (AGZ) 0.2 $1.4M 12k 114.05
PIMCO 1-5 Year US TIPS Index Fund (STPZ) 0.2 $1.4M 26k 53.90
iShares Russell 1000 Growth Index (IWF) 0.2 $1.4M 21k 66.70
iShares Lehman 1-3 Year Treas.Bond (SHY) 0.2 $1.3M 16k 84.50
Ipath Dow Jones-aig Commodity (DJP) 0.2 $1.2M 27k 44.22
Rydex Etf Trust s^p500 pur val 0.1 $933k 29k 31.86
Vanguard Small-Cap ETF (VB) 0.1 $786k 9.8k 80.16
iShares IBoxx $ Invest Grade Corp Bd (LQD) 0.1 $649k 5.3k 121.76
JPMorgan Chase & Co. (JPM) 0.1 $604k 15k 40.49
iShares Lehman Aggregate Bond (AGG) 0.1 $608k 5.4k 112.49
SPDR S&P MidCap 400 ETF (MDY) 0.1 $610k 3.4k 179.94
iShares MSCI Emerging Markets Indx (EEM) 0.1 $519k 13k 41.29
Schwab Strategic Tr us aggregate b (SCHZ) 0.1 $518k 9.8k 52.79
Johnson & Johnson (JNJ) 0.1 $349k 5.1k 68.84
General Electric Company 0.1 $325k 14k 22.73
Kimberly-Clark Corporation (KMB) 0.1 $325k 3.8k 85.87
Financial Institutions (FISI) 0.1 $348k 19k 18.66
M&T Bank Corporation (MTB) 0.0 $267k 2.8k 95.19
Pepsi (PEP) 0.0 $239k 3.4k 70.63
Vanguard FTSE All-World ex-US ETF (VEU) 0.0 $268k 6.2k 42.93
Schwab Emerging Markets Equity ETF (SCHE) 0.0 $278k 11k 25.04
Microsoft Corporation (MSFT) 0.0 $217k 7.3k 29.71
Schlumberger (SLB) 0.0 $232k 3.2k 72.23
Anaren 0.0 $232k 12k 20.00
iShares S&P Natl AMTFr Mncpl Bd (MUB) 0.0 $207k 1.9k 111.89
SPDR Barclays Capital High Yield B 0.0 $229k 5.7k 40.18
Schwab Strategic Tr 0 (SCHP) 0.0 $223k 3.8k 58.24
Schwab Strategic Tr us reit etf (SCHH) 0.0 $223k 7.4k 30.20
Express Scripts Holding 0.0 $214k 3.4k 62.54
BioDelivery Sciences International 0.0 $158k 25k 6.32
Elephant Talk Communications 0.0 $25k 18k 1.37