Alesco Advisors

Alesco Advisors as of March 31, 2011

Portfolio Holdings for Alesco Advisors

Alesco Advisors holds 65 positions in its portfolio as reported in the March 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf (SPY) 23.3 $132M 998k 132.59
iShares S&P MidCap 400 Index (IJH) 12.6 $72M 727k 98.71
iShares S&P SmallCap 600 Index (IJR) 10.1 $58M 783k 73.56
SPDR DJ Wilshire REIT (RWR) 6.4 $37M 566k 64.60
iShares MSCI EAFE Index Fund (EFA) 6.2 $35M 584k 60.08
iShares S&P 500 Index (IVV) 6.1 $35M 260k 133.01
Vanguard Total Bond Market ETF (BND) 4.4 $25M 311k 80.02
SPDR Dow Jones Industrial Average ETF (DIA) 3.9 $22M 182k 123.02
SPDR DJ International Real Estate ETF (RWX) 2.5 $14M 361k 39.03
iShares Barclays TIPS Bond Fund (TIP) 2.3 $13M 120k 109.16
SPDR KBW Bank (KBE) 1.9 $11M 418k 25.82
iShares S&P 500 Value Index (IVE) 1.7 $9.7M 153k 63.31
First Niagara Financial 1.6 $9.0M 662k 13.58
Vanguard REIT ETF (VNQ) 1.1 $6.3M 107k 58.47
iShares S&P MidCap 400 Value Index (IJJ) 1.1 $6.1M 71k 86.19
PowerShares DB Com Indx Trckng Fund 1.0 $5.6M 185k 30.51
SPDR Barclays Capital 1-3 Month T- 1.0 $5.6M 123k 45.85
iShares S&P 500 Growth Index (IVW) 1.0 $5.5M 81k 68.72
iShares S&P SmallCap 600 Value Idx (IJS) 0.9 $5.0M 66k 76.21
iShares S&P MidCap 400 Growth (IJK) 0.8 $4.7M 43k 110.35
iShares S&P SmallCap 600 Growth (IJT) 0.8 $4.7M 60k 79.02
iShares Lehman 7-10 Yr Treas. Bond (IEF) 0.7 $4.2M 45k 93.02
iShares Russell Microcap Index (IWC) 0.6 $3.7M 69k 53.15
Vanguard Emerging Markets ETF (VWO) 0.6 $3.4M 70k 48.95
Paychex (PAYX) 0.6 $3.1M 100k 31.38
iShares Barclays Agency Bond Fund (AGZ) 0.5 $2.7M 25k 109.35
Powershares DB G10 Currency Harvest Fund 0.5 $2.7M 110k 24.36
Vanguard Large-Cap ETF (VV) 0.5 $2.6M 42k 60.78
SPDR S&P International Small Cap (GWX) 0.4 $2.4M 77k 31.59
iShares Gold Trust 0.3 $1.9M 138k 14.02
Vanguard Mid-Cap ETF (VO) 0.3 $1.7M 21k 80.54
SPDR Gold Trust (GLD) 0.3 $1.6M 11k 139.83
iShares Barclays 1-3 Year Cred Bd Fd ETF (IGSB) 0.3 $1.5M 15k 104.45
iShares Lehman 1-3 Year Treas.Bond (SHY) 0.3 $1.5M 18k 83.76
iShares Lehman 3-7 Yr Treasury Bond (IEI) 0.3 $1.5M 13k 114.19
SPDR S&P Emerging Markets Small Cap (EWX) 0.2 $1.4M 27k 53.87
iShares Lehman MBS Bond Fund (MBB) 0.2 $1.3M 12k 105.30
iShares Russell 1000 Growth Index (IWF) 0.2 $1.2M 21k 60.47
Vanguard Europe Pacific ETF (VEA) 0.2 $1.2M 33k 37.30
iShares S&P AMT-Fr Mncpl Bnd (NYF) 0.2 $1.2M 12k 102.33
iShares MSCI EAFE Value Index (EFV) 0.2 $1.2M 22k 52.99
iShares S&P GSCI Commodity-Indexed (GSG) 0.2 $1.1M 29k 37.36
iShares IBoxx $ Invest Grade Corp Bd (LQD) 0.2 $899k 8.3k 108.18
Vanguard Small-Cap ETF (VB) 0.1 $844k 11k 78.95
Rydex Etf Trust s^p500 pur val 0.1 $827k 27k 30.94
SPDR Barclays Capital High Yield B 0.1 $811k 20k 40.50
JPMorgan Chase & Co. (JPM) 0.1 $733k 16k 46.09
iShares MSCI Emerging Markets Indx (EEM) 0.1 $706k 15k 48.70
SPDR S&P MidCap 400 ETF (MDY) 0.1 $569k 3.2k 179.50
iShares FTSE KLD Select Scil Idx (SUSA) 0.1 $557k 9.7k 57.42
Schlumberger (SLB) 0.1 $452k 4.8k 93.27
SPDR Barclays Capital Mortgage Back ETF (SPMB) 0.1 $469k 17k 26.93
General Electric Company 0.1 $334k 17k 20.05
Home Properties 0.1 $324k 5.5k 58.95
Vanguard FTSE All-World ex-US ETF (VEU) 0.1 $365k 7.4k 49.36
M&T Bank Corporation (MTB) 0.1 $283k 3.2k 88.44
PIMCO 1-5 Year US TIPS Index Fund (STPZ) 0.1 $304k 5.7k 53.33
Microsoft Corporation (MSFT) 0.0 $220k 8.7k 25.42
Kimberly-Clark Corporation (KMB) 0.0 $247k 3.8k 65.26
Intel Corporation (INTC) 0.0 $206k 10k 20.20
Pepsi (PEP) 0.0 $218k 3.4k 64.42
iShares Barclays 20+ Yr Treas.Bond (TLT) 0.0 $219k 2.4k 92.21
BioDelivery Sciences International 0.0 $159k 45k 3.53
PAETEC Holding 0.0 $93k 28k 3.35
Sirius XM Radio 0.0 $23k 14k 1.62