Alesco Advisors

Alesco Advisors as of June 30, 2012

Portfolio Holdings for Alesco Advisors

Alesco Advisors holds 71 positions in its portfolio as reported in the June 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf (SPY) 22.8 $144M 1.1M 136.10
iShares S&P MidCap 400 Index (IJH) 11.8 $75M 793k 94.17
iShares S&P 500 Index (IVV) 10.1 $64M 468k 136.75
iShares S&P SmallCap 600 Index (IJR) 9.7 $62M 842k 73.27
SPDR DJ Wilshire REIT (RWR) 5.5 $35M 477k 72.89
Vanguard Total Bond Market ETF (BND) 4.9 $31M 370k 84.38
Vanguard Europe Pacific ETF (VEA) 4.8 $30M 960k 31.57
SPDR Dow Jones Industrial Average ETF (DIA) 4.4 $28M 216k 128.45
SPDR DJ International Real Estate ETF (RWX) 2.8 $18M 484k 36.78
PowerShares DB Com Indx Trckng Fund 1.8 $11M 434k 25.75
iShares S&P 500 Value Index (IVE) 1.7 $11M 174k 62.28
iShares Barclays TIPS Bond Fund (TIP) 1.6 $10M 85k 119.70
SPDR KBW Bank (KBE) 1.4 $9.0M 408k 22.04
iShares MSCI EAFE Index Fund (EFA) 1.3 $8.5M 170k 49.96
iShares Russell Microcap Index (IWC) 0.8 $5.3M 106k 50.04
Vanguard Large-Cap ETF (VV) 0.8 $5.2M 84k 62.09
First Niagara Financial 0.8 $5.1M 667k 7.65
iShares S&P 500 Growth Index (IVW) 0.8 $4.9M 66k 73.51
Vanguard REIT ETF (VNQ) 0.7 $4.6M 70k 65.43
iShares S&P SmallCap 600 Growth (IJT) 0.7 $4.2M 52k 80.72
Vanguard Emerging Markets ETF (VWO) 0.6 $4.1M 102k 39.93
iShares S&P MidCap 400 Growth (IJK) 0.6 $4.0M 38k 105.86
iShares S&P MidCap 400 Value Index (IJJ) 0.6 $3.5M 43k 81.63
iShares S&P SmallCap 600 Value Idx (IJS) 0.5 $3.3M 44k 74.32
Paychex (PAYX) 0.5 $3.1M 100k 31.41
SPDR Barclays Capital 1-3 Month T- 0.5 $3.1M 67k 45.81
iShares Lehman 3-7 Yr Treasury Bond (IEI) 0.5 $3.0M 24k 123.02
iShares Lehman MBS Bond Fund (MBB) 0.4 $2.8M 26k 108.43
Powershares Senior Loan Portfo mf 0.4 $2.8M 114k 24.38
SPDR S&P International Small Cap (GWX) 0.4 $2.7M 105k 25.81
Powershares DB G10 Currency Harvest Fund 0.4 $2.7M 109k 24.61
SPDR S&P Emerging Markets Small Cap (EWX) 0.3 $2.2M 52k 41.67
iShares Barclays 1-3 Year Cred Bd Fd ETF (IGSB) 0.3 $2.1M 20k 104.69
Schwab International Equity ETF (SCHF) 0.3 $2.1M 88k 24.17
iShares Gold Trust 0.3 $1.9M 120k 15.56
iShares MSCI EAFE Value Index (EFV) 0.3 $1.8M 43k 42.46
SPDR Gold Trust (GLD) 0.3 $1.8M 12k 155.19
iShares S&P AMT-Fr Mncpl Bnd (NYF) 0.3 $1.8M 16k 110.87
iShares Lehman 7-10 Yr Treas. Bond (IEF) 0.3 $1.7M 16k 107.95
Vanguard Mid-Cap ETF (VO) 0.2 $1.5M 20k 77.19
iShares Barclays Agency Bond Fund (AGZ) 0.2 $1.4M 12k 113.44
Spdr Index Shs Fds s^p global nat res (GNR) 0.2 $1.3M 28k 47.57
iShares Russell 1000 Growth Index (IWF) 0.2 $1.3M 21k 63.24
iShares Lehman 1-3 Year Treas.Bond (SHY) 0.2 $1.3M 15k 84.36
Ipath Dow Jones-aig Commodity (DJP) 0.2 $1.1M 27k 40.18
PIMCO 1-5 Year US TIPS Index Fund (STPZ) 0.2 $1.0M 19k 53.37
Rydex Etf Trust s^p500 pur val 0.1 $880k 30k 29.32
Vanguard Small-Cap ETF (VB) 0.1 $746k 9.8k 76.08
Vanguard Short-Term Bond ETF (BSV) 0.1 $715k 8.8k 81.12
iShares Lehman Aggregate Bond (AGG) 0.1 $605k 5.4k 111.21
iShares IBoxx $ Invest Grade Corp Bd (LQD) 0.1 $630k 5.4k 117.65
SPDR S&P MidCap 400 ETF (MDY) 0.1 $581k 3.4k 171.39
iShares MSCI Emerging Markets Indx (EEM) 0.1 $492k 13k 39.11
JPMorgan Chase & Co. (JPM) 0.1 $533k 15k 35.73
Schwab Strategic Tr us aggregate b (SCHZ) 0.1 $476k 9.1k 52.40
Johnson & Johnson (JNJ) 0.1 $357k 5.3k 67.52
General Electric Company 0.1 $367k 18k 20.82
Kimberly-Clark Corporation (KMB) 0.1 $317k 3.8k 83.75
Financial Institutions (FISI) 0.1 $315k 19k 16.89
Microsoft Corporation (MSFT) 0.0 $223k 7.3k 30.53
M&T Bank Corporation (MTB) 0.0 $232k 2.8k 82.71
Intel Corporation (INTC) 0.0 $232k 8.7k 26.68
Pepsi (PEP) 0.0 $239k 3.4k 70.63
Vanguard FTSE All-World ex-US ETF (VEU) 0.0 $249k 6.1k 41.02
SPDR Barclays Capital High Yield B 0.0 $225k 5.7k 39.47
Schwab Emerging Markets Equity ETF (SCHE) 0.0 $240k 10k 23.39
Schlumberger (SLB) 0.0 $208k 3.2k 64.76
BioDelivery Sciences International 0.0 $166k 37k 4.49
Schwab Strategic Tr 0 (SCHP) 0.0 $206k 3.6k 57.25
Schwab Strategic Tr us reit etf (SCHH) 0.0 $217k 7.1k 30.44
Elephant Talk Communications 0.0 $31k 18k 1.70