Alesco Advisors

Alesco Advisors as of Dec. 31, 2010

Portfolio Holdings for Alesco Advisors

Alesco Advisors holds 64 positions in its portfolio as reported in the December 2010 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf (SPY) 23.6 $127M 1.0M 125.75
iShares S&P MidCap 400 Index (IJH) 12.5 $67M 741k 90.69
iShares S&P SmallCap 600 Index (IJR) 9.9 $53M 780k 68.47
iShares MSCI EAFE Index Fund (EFA) 6.4 $35M 595k 58.22
SPDR DJ Wilshire REIT (RWR) 6.4 $34M 565k 61.02
iShares S&P 500 Index (IVV) 6.0 $32M 255k 126.25
SPDR Dow Jones Industrial Average ETF (DIA) 3.9 $21M 180k 115.63
Vanguard Total Bond Market ETF (BND) 3.5 $19M 234k 80.27
SPDR DJ International Real Estate ETF (RWX) 2.4 $13M 331k 38.93
iShares Barclays TIPS Bond Fund (TIP) 2.3 $12M 113k 107.52
iShares S&P 500 Value Index (IVE) 2.1 $12M 194k 59.59
SPDR KBW Bank (KBE) 1.9 $10M 395k 25.91
First Niagara Financial 1.7 $9.1M 653k 13.98
iShares S&P 500 Growth Index (IVW) 1.5 $7.9M 121k 65.65
iShares S&P MidCap 400 Value Index (IJJ) 1.4 $7.3M 92k 79.46
iShares S&P MidCap 400 Growth (IJK) 1.2 $6.7M 66k 100.72
Vanguard REIT ETF (VNQ) 1.1 $5.9M 106k 55.37
SPDR Barclays Capital 1-3 Month T- 1.1 $5.6M 123k 45.85
iShares S&P SmallCap 600 Value Idx (IJS) 1.0 $5.6M 78k 71.89
PowerShares DB Com Indx Trckng Fund 0.9 $5.0M 182k 27.55
iShares S&P SmallCap 600 Growth (IJT) 0.9 $5.0M 69k 72.59
iShares Russell Microcap Index (IWC) 0.8 $4.4M 87k 50.11
Vanguard Emerging Markets ETF (VWO) 0.7 $3.8M 79k 48.15
Paychex (PAYX) 0.6 $3.1M 101k 30.91
Vanguard Large-Cap ETF (VV) 0.5 $2.6M 45k 57.61
Powershares DB G10 Currency Harvest Fund 0.5 $2.6M 110k 23.74
SPDR S&P International Small Cap (GWX) 0.4 $2.4M 76k 30.84
iShares Gold Trust 0.4 $1.9M 138k 13.90
SPDR Gold Trust (GLD) 0.3 $1.6M 11k 138.72
Vanguard Mid-Cap ETF (VO) 0.3 $1.5M 21k 74.46
iShares Barclays 1-3 Year Cred Bd Fd ETF (IGSB) 0.3 $1.5M 14k 104.28
iShares Lehman 1-3 Year Treas.Bond (SHY) 0.3 $1.4M 17k 83.98
SPDR S&P Emerging Markets Small Cap (EWX) 0.2 $1.2M 21k 57.01
iShares Russell 1000 Growth Index (IWF) 0.2 $1.2M 21k 57.26
iShares Barclays Agency Bond Fund (AGZ) 0.2 $1.2M 11k 109.52
iShares S&P GSCI Commodity-Indexed (GSG) 0.2 $1.1M 31k 34.10
iShares S&P AMT-Fr Mncpl Bnd (NYF) 0.2 $1.1M 11k 99.98
iShares MSCI EAFE Value Index (EFV) 0.2 $1.0M 21k 50.77
iShares IBoxx $ Invest Grade Corp Bd (LQD) 0.2 $901k 8.3k 108.44
Vanguard Small-Cap ETF (VB) 0.1 $759k 11k 72.63
Rydex Etf Trust s^p500 pur val 0.1 $771k 27k 28.59
iShares MSCI Emerging Markets Indx (EEM) 0.1 $687k 14k 47.64
Vanguard Europe Pacific ETF (VEA) 0.1 $704k 20k 36.15
JPMorgan Chase & Co. (JPM) 0.1 $654k 15k 42.42
iShares Lehman 7-10 Yr Treas. Bond (IEF) 0.1 $591k 6.3k 93.82
iShares Lehman 3-7 Yr Treasury Bond (IEI) 0.1 $596k 5.2k 114.65
SPDR S&P MidCap 400 ETF (MDY) 0.1 $527k 3.2k 164.68
iShares FTSE KLD Select Scil Idx (SUSA) 0.1 $560k 10k 54.91
Schlumberger (SLB) 0.1 $405k 4.9k 83.50
SPDR Barclays Capital Mortgage Back ETF (SPMB) 0.1 $453k 17k 26.44
Vanguard FTSE All-World ex-US ETF (VEU) 0.1 $362k 7.6k 47.73
SPDR Barclays Capital High Yield B 0.1 $357k 9.0k 39.71
Vanguard Extended Duration ETF (EDV) 0.1 $379k 4.6k 82.80
General Electric Company 0.1 $336k 18k 18.29
Home Properties 0.1 $305k 5.5k 55.49
M&T Bank Corporation (MTB) 0.1 $279k 3.2k 87.05
Pepsi (PEP) 0.1 $243k 3.7k 65.33
iShares Barclays 20+ Yr Treas.Bond (TLT) 0.1 $249k 2.7k 94.12
PIMCO 1-5 Year US TIPS Index Fund (STPZ) 0.1 $294k 5.6k 52.58
Microsoft Corporation (MSFT) 0.0 $234k 8.4k 27.91
Kimberly-Clark Corporation (KMB) 0.0 $239k 3.8k 63.04
Intel Corporation (INTC) 0.0 $215k 10k 21.03
BioDelivery Sciences International 0.0 $213k 60k 3.55
PAETEC Holding 0.0 $104k 28k 3.74