Alesco Advisors

Alesco Advisors as of June 30, 2011

Portfolio Holdings for Alesco Advisors

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

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf (SPY) 23.7 $139M 1.1M 131.97
iShares S&P MidCap 400 Index (IJH) 12.9 $76M 772k 97.70
iShares S&P SmallCap 600 Index (IJR) 10.2 $60M 815k 73.32
SPDR DJ Wilshire REIT (RWR) 6.3 $37M 557k 66.60
iShares S&P 500 Index (IVV) 6.3 $37M 280k 132.42
iShares MSCI EAFE Index Fund (EFA) 5.9 $35M 574k 60.14
SPDR Dow Jones Industrial Average ETF (DIA) 4.0 $24M 191k 123.83
Vanguard Total Bond Market ETF (BND) 4.0 $24M 292k 81.16
SPDR DJ International Real Estate ETF (RWX) 2.6 $16M 383k 40.38
iShares Barclays TIPS Bond Fund (TIP) 2.4 $14M 127k 110.64
SPDR KBW Bank (KBE) 1.7 $10M 425k 23.99
iShares S&P 500 Value Index (IVE) 1.7 $10M 162k 62.00
First Niagara Financial 1.5 $8.7M 662k 13.20
Vanguard REIT ETF (VNQ) 1.1 $6.4M 106k 60.10
PowerShares DB Com Indx Trckng Fund 1.1 $6.2M 215k 28.96
SPDR Barclays Capital 1-3 Month T- 1.0 $5.6M 123k 45.86
iShares S&P 500 Growth Index (IVW) 0.9 $5.5M 80k 69.48
iShares S&P MidCap 400 Value Index (IJJ) 0.8 $4.5M 53k 83.99
iShares S&P SmallCap 600 Growth (IJT) 0.7 $4.3M 53k 80.40
iShares S&P MidCap 400 Growth (IJK) 0.7 $4.1M 37k 110.94
iShares Russell Microcap Index (IWC) 0.7 $4.1M 81k 51.23
iShares S&P SmallCap 600 Value Idx (IJS) 0.7 $3.9M 53k 74.28
iShares Lehman 7-10 Yr Treas. Bond (IEF) 0.6 $3.7M 39k 95.87
Vanguard Emerging Markets ETF (VWO) 0.6 $3.6M 75k 48.61
Paychex (PAYX) 0.5 $3.1M 100k 30.72
iShares Lehman MBS Bond Fund (MBB) 0.5 $2.9M 27k 106.70
Powershares DB G10 Currency Harvest Fund 0.5 $2.8M 111k 24.78
Vanguard Europe Pacific ETF (VEA) 0.4 $2.6M 68k 38.09
SPDR S&P International Small Cap (GWX) 0.4 $2.6M 81k 31.77
Vanguard Large-Cap ETF (VV) 0.4 $2.5M 42k 60.59
Powershares Senior Loan Portfo mf 0.4 $2.3M 93k 24.83
iShares Barclays Agency Bond Fund (AGZ) 0.3 $1.9M 18k 110.68
iShares Gold Trust 0.3 $1.9M 129k 14.64
SPDR S&P Emerging Markets Small Cap (EWX) 0.3 $1.6M 30k 54.35
SPDR Gold Trust (GLD) 0.3 $1.6M 11k 146.03
iShares Lehman 3-7 Yr Treasury Bond (IEI) 0.3 $1.5M 13k 117.13
iShares S&P AMT-Fr Mncpl Bnd (NYF) 0.3 $1.5M 14k 105.01
iShares Barclays 1-3 Year Cred Bd Fd ETF (IGSB) 0.2 $1.5M 14k 104.92
Vanguard Mid-Cap ETF (VO) 0.2 $1.4M 18k 80.41
iShares MSCI EAFE Value Index (EFV) 0.2 $1.3M 25k 52.34
iShares Russell 1000 Growth Index (IWF) 0.2 $1.3M 21k 60.86
iShares Lehman 1-3 Year Treas.Bond (SHY) 0.2 $1.0M 12k 84.27
iShares IBoxx $ Invest Grade Corp Bd (LQD) 0.2 $926k 8.4k 110.11
Rydex Etf Trust s^p500 pur val 0.1 $812k 26k 31.26
iShares MSCI Emerging Markets Indx (EEM) 0.1 $714k 15k 47.61
JPMorgan Chase & Co. (JPM) 0.1 $612k 15k 40.94
Financial Institutions (FISI) 0.1 $566k 35k 16.41
SPDR S&P MidCap 400 ETF (MDY) 0.1 $563k 3.2k 177.60
Vanguard Small-Cap ETF (VB) 0.1 $608k 7.8k 78.05
iShares FTSE KLD Select Scil Idx (SUSA) 0.1 $560k 9.7k 57.73
SPDR Barclays Capital High Yield B 0.1 $471k 12k 40.26
SPDR Barclays Capital Mortgage Back ETF (SPMB) 0.1 $475k 17k 27.28
Schlumberger (SLB) 0.1 $418k 4.8k 86.47
Home Properties 0.1 $335k 5.5k 60.95
Vanguard FTSE All-World ex-US ETF (VEU) 0.1 $368k 7.4k 49.76
M&T Bank Corporation (MTB) 0.1 $281k 3.2k 87.81
General Electric Company 0.1 $292k 16k 18.84
PIMCO 1-5 Year US TIPS Index Fund (STPZ) 0.1 $304k 5.7k 53.33
Microsoft Corporation (MSFT) 0.0 $211k 8.1k 26.04
Kimberly-Clark Corporation (KMB) 0.0 $252k 3.8k 66.58
Intel Corporation (INTC) 0.0 $226k 10k 22.16
Pepsi (PEP) 0.0 $238k 3.4k 70.33
iShares Lehman Aggregate Bond (AGG) 0.0 $208k 1.9k 106.78
BioDelivery Sciences International 0.0 $129k 40k 3.22
PAETEC Holding 0.0 $133k 28k 4.80