Alesco Advisors

Alesco Advisors as of Dec. 31, 2011

Portfolio Holdings for Alesco Advisors

Alesco Advisors holds 73 positions in its portfolio as reported in the December 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf (SPY) 22.8 $137M 1.1M 125.50
iShares S&P MidCap 400 Index (IJH) 12.2 $73M 835k 87.61
iShares S&P SmallCap 600 Index (IJR) 10.2 $61M 898k 68.30
iShares S&P 500 Index (IVV) 8.5 $51M 407k 125.96
SPDR DJ Wilshire REIT (RWR) 6.7 $40M 624k 64.40
Vanguard Total Bond Market ETF (BND) 4.3 $26M 311k 83.54
Vanguard Europe Pacific ETF (VEA) 4.3 $26M 840k 30.63
SPDR Dow Jones Industrial Average ETF (DIA) 4.2 $25M 206k 121.85
SPDR DJ International Real Estate ETF (RWX) 2.4 $14M 452k 31.83
iShares Barclays TIPS Bond Fund (TIP) 2.3 $14M 119k 116.69
iShares S&P 500 Value Index (IVE) 1.7 $10M 179k 57.83
iShares MSCI EAFE Index Fund (EFA) 1.4 $8.6M 173k 49.53
SPDR KBW Bank (KBE) 1.4 $8.2M 411k 19.83
Vanguard REIT ETF (VNQ) 1.0 $6.1M 106k 58.00
PowerShares DB Com Indx Trckng Fund 1.0 $5.9M 222k 26.84
First Niagara Financial 0.9 $5.7M 662k 8.63
iShares S&P 500 Growth Index (IVW) 0.9 $5.4M 80k 67.43
Vanguard Large-Cap ETF (VV) 0.8 $4.9M 85k 57.29
iShares Russell Microcap Index (IWC) 0.8 $4.7M 105k 44.65
iShares S&P SmallCap 600 Growth (IJT) 0.8 $4.5M 60k 74.47
SPDR Barclays Capital 1-3 Month T- 0.7 $4.3M 94k 45.83
iShares S&P MidCap 400 Growth (IJK) 0.7 $4.2M 42k 98.73
iShares S&P MidCap 400 Value Index (IJJ) 0.7 $4.0M 52k 75.97
iShares S&P SmallCap 600 Value Idx (IJS) 0.6 $3.7M 53k 69.76
Vanguard Emerging Markets ETF (VWO) 0.6 $3.6M 94k 38.21
iShares Lehman MBS Bond Fund (MBB) 0.6 $3.5M 32k 108.08
iShares Lehman 7-10 Yr Treas. Bond (IEF) 0.6 $3.4M 32k 105.56
Paychex (PAYX) 0.5 $3.0M 100k 30.11
Powershares DB G10 Currency Harvest Fund 0.4 $2.5M 105k 23.76
SPDR S&P International Small Cap (GWX) 0.4 $2.5M 97k 25.17
Powershares Senior Loan Portfo mf 0.4 $2.4M 102k 23.81
Schwab International Equity ETF (SCHF) 0.3 $2.0M 86k 23.43
iShares Barclays 1-3 Year Cred Bd Fd ETF (IGSB) 0.3 $1.9M 18k 104.19
iShares Barclays Agency Bond Fund (AGZ) 0.3 $1.9M 17k 112.95
SPDR S&P Emerging Markets Small Cap (EWX) 0.3 $1.8M 47k 37.73
iShares Gold Trust 0.3 $1.6M 107k 15.23
iShares MSCI EAFE Value Index (EFV) 0.3 $1.6M 38k 42.70
iShares Lehman 3-7 Yr Treasury Bond (IEI) 0.3 $1.6M 13k 122.03
Vanguard Mid-Cap ETF (VO) 0.2 $1.5M 21k 71.96
SPDR Gold Trust (GLD) 0.2 $1.4M 9.5k 152.01
iShares Lehman 1-3 Year Treas.Bond (SHY) 0.2 $1.4M 17k 84.50
iShares S&P AMT-Fr Mncpl Bnd (NYF) 0.2 $1.4M 13k 108.21
Vanguard Short-Term Bond ETF (BSV) 0.2 $1.3M 16k 80.82
iShares Russell 1000 Growth Index (IWF) 0.2 $1.2M 21k 57.80
Spdr Index Shs Fds s^p global nat res (GNR) 0.2 $975k 20k 48.99
PIMCO 1-5 Year US TIPS Index Fund (STPZ) 0.1 $816k 15k 53.33
Rydex Etf Trust s^p500 pur val 0.1 $868k 31k 27.82
Vanguard Small-Cap ETF (VB) 0.1 $707k 10k 69.66
iShares IBoxx $ Invest Grade Corp Bd (LQD) 0.1 $690k 6.1k 113.77
iShares FTSE KLD Select Scil Idx (SUSA) 0.1 $594k 11k 55.00
iShares MSCI Emerging Markets Indx (EEM) 0.1 $523k 14k 37.91
iShares Lehman Aggregate Bond (AGG) 0.1 $567k 5.1k 110.20
SPDR S&P MidCap 400 ETF (MDY) 0.1 $533k 3.3k 159.34
JPMorgan Chase & Co. (JPM) 0.1 $497k 15k 33.25
Financial Institutions (FISI) 0.1 $462k 29k 16.13
SPDR Barclays Capital Mortgage Back ETF (SPMB) 0.1 $477k 17k 27.39
Johnson & Johnson (JNJ) 0.1 $396k 6.0k 65.60
iShares Barclays Inter Crd Bd Fund ETF) (IGIB) 0.1 $391k 3.7k 107.12
General Electric Company 0.1 $275k 15k 17.89
Kimberly-Clark Corporation (KMB) 0.1 $278k 3.8k 73.45
Schlumberger (SLB) 0.1 $328k 4.8k 68.25
Home Properties 0.1 $316k 5.5k 57.50
Vanguard FTSE All-World ex-US ETF (VEU) 0.1 $294k 7.4k 39.70
M&T Bank Corporation (MTB) 0.0 $214k 2.8k 76.29
Intel Corporation (INTC) 0.0 $247k 10k 24.22
Pepsi (PEP) 0.0 $225k 3.4k 66.49
SPDR Barclays Capital High Yield B 0.0 $213k 5.6k 38.38
Schwab Strategic Tr 0 (SCHP) 0.0 $242k 4.4k 55.53
Microsoft Corporation (MSFT) 0.0 $202k 7.8k 25.98
Windstream Corporation 0.0 $150k 13k 11.76
DynaVox 0.0 $46k 13k 3.65
BioDelivery Sciences International 0.0 $32k 40k 0.80
Elephant Talk Communications 0.0 $48k 18k 2.63