Alesco Advisors

Alesco Advisors as of March 31, 2012

Portfolio Holdings for Alesco Advisors

Alesco Advisors holds 75 positions in its portfolio as reported in the March 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf (SPY) 22.5 $146M 1.0M 140.81
iShares S&P MidCap 400 Index (IJH) 12.0 $78M 783k 99.22
iShares S&P 500 Index (IVV) 10.1 $65M 462k 141.21
iShares S&P SmallCap 600 Index (IJR) 9.8 $64M 834k 76.31
SPDR DJ Wilshire REIT (RWR) 5.5 $36M 502k 70.83
Vanguard Europe Pacific ETF (VEA) 4.7 $31M 903k 34.03
Vanguard Total Bond Market ETF (BND) 4.5 $29M 350k 83.28
SPDR Dow Jones Industrial Average ETF (DIA) 4.3 $28M 213k 131.80
SPDR DJ International Real Estate ETF (RWX) 2.7 $17M 469k 36.82
PowerShares DB Com Indx Trckng Fund 1.8 $12M 413k 28.80
iShares S&P 500 Value Index (IVE) 1.7 $11M 169k 64.93
iShares Barclays TIPS Bond Fund (TIP) 1.6 $11M 90k 117.65
SPDR KBW Bank (KBE) 1.5 $9.7M 408k 23.85
iShares MSCI EAFE Index Fund (EFA) 1.4 $9.4M 172k 54.89
First Niagara Financial 1.0 $6.6M 667k 9.84
Vanguard Large-Cap ETF (VV) 0.8 $5.4M 84k 64.44
iShares S&P 500 Growth Index (IVW) 0.8 $5.2M 69k 75.37
Vanguard REIT ETF (VNQ) 0.8 $5.1M 79k 63.65
iShares Russell Microcap Index (IWC) 0.8 $4.9M 96k 51.40
iShares S&P SmallCap 600 Growth (IJT) 0.7 $4.5M 54k 82.60
iShares S&P MidCap 400 Growth (IJK) 0.7 $4.4M 39k 112.43
Vanguard Emerging Markets ETF (VWO) 0.6 $4.2M 96k 43.47
iShares S&P MidCap 400 Value Index (IJJ) 0.6 $4.0M 47k 85.40
SPDR Barclays Capital 1-3 Month T- 0.6 $3.9M 86k 45.83
iShares S&P SmallCap 600 Value Idx (IJS) 0.5 $3.5M 44k 78.56
Paychex (PAYX) 0.5 $3.1M 100k 30.99
iShares Lehman MBS Bond Fund (MBB) 0.5 $3.0M 28k 107.96
SPDR S&P International Small Cap (GWX) 0.4 $2.8M 98k 28.77
iShares Lehman 7-10 Yr Treas. Bond (IEF) 0.4 $2.7M 26k 103.30
Powershares DB G10 Currency Harvest Fund 0.4 $2.7M 109k 25.01
Powershares Senior Loan Portfo mf 0.4 $2.7M 109k 24.58
Schwab International Equity ETF (SCHF) 0.3 $2.3M 87k 26.04
SPDR S&P Emerging Markets Small Cap (EWX) 0.3 $2.2M 48k 45.93
iShares Barclays 1-3 Year Cred Bd Fd ETF (IGSB) 0.3 $2.1M 20k 105.11
iShares Gold Trust 0.3 $2.0M 120k 16.27
iShares MSCI EAFE Value Index (EFV) 0.3 $1.8M 39k 47.00
SPDR Gold Trust (GLD) 0.3 $1.8M 11k 162.16
Vanguard Mid-Cap ETF (VO) 0.2 $1.6M 20k 81.59
iShares S&P AMT-Fr Mncpl Bnd (NYF) 0.2 $1.6M 15k 109.33
iShares Lehman 1-3 Year Treas.Bond (SHY) 0.2 $1.5M 18k 84.33
iShares Russell 1000 Growth Index (IWF) 0.2 $1.4M 21k 66.07
iShares Barclays Agency Bond Fund (AGZ) 0.2 $1.4M 12k 112.63
Spdr Index Shs Fds s^p global nat res (GNR) 0.2 $1.3M 25k 52.66
iShares Lehman 3-7 Yr Treasury Bond (IEI) 0.2 $1.1M 9.1k 121.08
Rydex Etf Trust s^p500 pur val 0.1 $976k 30k 32.30
Vanguard Small-Cap ETF (VB) 0.1 $772k 9.8k 78.74
PIMCO 1-5 Year US TIPS Index Fund (STPZ) 0.1 $773k 14k 54.06
JPMorgan Chase & Co. (JPM) 0.1 $687k 15k 45.96
iShares IBoxx $ Invest Grade Corp Bd (LQD) 0.1 $620k 5.4k 115.56
iShares Lehman Aggregate Bond (AGG) 0.1 $601k 5.5k 109.77
SPDR S&P MidCap 400 ETF (MDY) 0.1 $613k 3.4k 180.83
iShares MSCI Emerging Markets Indx (EEM) 0.1 $540k 13k 42.92
Vanguard Short-Term Bond ETF (BSV) 0.1 $483k 6.0k 80.99
Johnson & Johnson (JNJ) 0.1 $395k 6.0k 65.98
iShares Barclays Inter Crd Bd Fund ETF) (IGIB) 0.1 $397k 3.7k 108.77
General Electric Company 0.1 $309k 15k 20.10
Schlumberger (SLB) 0.1 $335k 4.8k 69.91
Financial Institutions (FISI) 0.1 $302k 19k 16.20
Schwab Strategic Tr us aggregate b (SCHZ) 0.1 $307k 6.0k 51.46
Microsoft Corporation (MSFT) 0.0 $256k 7.9k 32.30
M&T Bank Corporation (MTB) 0.0 $244k 2.8k 86.99
Kimberly-Clark Corporation (KMB) 0.0 $280k 3.8k 73.98
Intel Corporation (INTC) 0.0 $287k 10k 28.14
Apple (AAPL) 0.0 $276k 461.00 598.70
International Business Machines (IBM) 0.0 $240k 1.2k 208.70
Pepsi (PEP) 0.0 $256k 3.9k 66.42
Home Properties 0.0 $273k 4.5k 61.06
Vanguard FTSE All-World ex-US ETF (VEU) 0.0 $267k 6.0k 44.28
Praxair 0.0 $204k 1.8k 114.61
SPDR Barclays Capital High Yield B 0.0 $219k 5.6k 39.46
Schwab Emerging Markets Equity ETF (SCHE) 0.0 $220k 8.5k 25.81
Schwab Strategic Tr us reit etf (SCHH) 0.0 $213k 7.2k 29.65
Xerox Corporation 0.0 $143k 18k 8.05
BioDelivery Sciences International 0.0 $97k 40k 2.42
Elephant Talk Communications 0.0 $41k 18k 2.25