Mesirow Advanced Strategies

Mesirow Advanced Strategies as of Sept. 30, 2011

Portfolio Holdings for Mesirow Advanced Strategies

Mesirow Advanced Strategies holds 323 positions in its portfolio as reported in the September 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Partner Re 2.5 $3.2M 62k 52.27
Celanese Corporation (CE) 2.0 $2.7M 83k 32.53
ProAssurance Corporation (PRA) 1.6 $2.2M 30k 72.01
Crocs (CROX) 1.6 $2.1M 89k 23.68
PG&E Corporation (PCG) 1.6 $2.1M 49k 42.30
Wyndham Worldwide Corporation 1.4 $1.9M 68k 28.51
Cognizant Technology Solutions (CTSH) 1.4 $1.8M 29k 62.70
Liberty Media 1.4 $1.8M 123k 14.77
Selective Insurance (SIGI) 1.4 $1.8M 138k 13.05
CVS Caremark Corporation (CVS) 1.3 $1.8M 53k 33.59
Comcast Corporation (CMCSA) 1.3 $1.7M 81k 20.90
Carpenter Technology Corporation (CRS) 1.3 $1.7M 38k 44.88
Wells Fargo & Company (WFC) 1.3 $1.7M 69k 24.12
Discover Financial Services (DFS) 1.2 $1.6M 72k 22.93
Swift Transportation Company 1.2 $1.5M 240k 6.44
Target Corporation (TGT) 1.2 $1.5M 31k 49.05
Avery Dennison Corporation (AVY) 1.1 $1.5M 60k 25.08
Cummins (CMI) 1.1 $1.5M 18k 81.68
Digital River 1.1 $1.5M 71k 20.72
Pepsi (PEP) 1.1 $1.5M 24k 61.89
Xerox Corporation 1.1 $1.4M 203k 6.97
Mosaic (MOS) 1.0 $1.4M 28k 48.98
J.M. Smucker Company (SJM) 1.0 $1.3M 18k 72.88
H&R Block (HRB) 1.0 $1.3M 98k 13.31
CF Industries Holdings (CF) 1.0 $1.3M 10k 123.39
Telecomunicacoes de Sao Paulo SA 1.0 $1.3M 48k 26.45
Informatica Corporation 1.0 $1.3M 31k 40.96
Capital One Financial (COF) 0.9 $1.2M 31k 39.63
Equinix 0.9 $1.2M 14k 88.81
Melco Crown Entertainment (MLCO) 0.9 $1.2M 141k 8.31
Universal Display Corporation (OLED) 0.9 $1.1M 24k 47.94
Aetna 0.8 $1.1M 31k 36.35
Hanover Insurance (THG) 0.8 $1.1M 31k 35.49
Unum (UNM) 0.8 $1.1M 52k 20.96
Air Lease Corp (AL) 0.8 $1.1M 57k 19.20
Gold Fields (GFI) 0.8 $1.0M 67k 15.32
Apple (AAPL) 0.8 $1.0M 2.7k 381.04
Ace Limited Cmn 0.8 $1.0M 17k 60.58
Sina Corporation 0.8 $1.0M 14k 71.61
Republic Services (RSG) 0.7 $928k 33k 28.07
Air Products & Chemicals (APD) 0.7 $927k 12k 76.41
MetLife (MET) 0.7 $924k 33k 28.01
Mead Johnson Nutrition 0.7 $909k 13k 68.80
WesBan (WSBC) 0.6 $844k 49k 17.30
Allegheny Technologies Incorporated (ATI) 0.6 $832k 23k 36.97
ITT Educational Services (ESINQ) 0.6 $823k 14k 57.59
AFLAC Incorporated (AFL) 0.6 $779k 22k 34.94
Xl Group 0.6 $776k 41k 18.81
Molex Incorporated 0.6 $758k 45k 16.88
Crown Holdings (CCK) 0.5 $712k 23k 30.60
Pfizer (PFE) 0.5 $711k 40k 17.68
NYSE Euronext 0.5 $697k 30k 23.25
Wisconsin Energy Corporation 0.5 $701k 22k 31.29
Pantry Inc note 3.000%11/1 0.5 $697k 711k 0.98
Kraft Foods 0.5 $685k 20k 33.57
1st Source Corporation (SRCE) 0.5 $692k 33k 20.82
Walter Energy 0.5 $656k 11k 60.02
First Financial Corporation (THFF) 0.5 $668k 24k 27.49
Conmed Corp note 2.500%11/1 0.5 $644k 644k 1.00
Lincoln National Corporation (LNC) 0.5 $644k 41k 15.63
Sunpower Corp dbcv 1.250% 2/1 0.5 $638k 651k 0.98
Lowe's Companies (LOW) 0.5 $640k 33k 19.33
Lucent Technologies Inc dbcv 2.875% 6/1 0.5 $628k 683k 0.92
Williams Companies (WMB) 0.5 $621k 26k 24.35
Xcel Energy (XEL) 0.5 $619k 25k 24.69
Western Union Company (WU) 0.5 $610k 40k 15.28
Axis Capital Holdings (AXS) 0.5 $601k 23k 25.94
Cardinal Financial Corporation 0.5 $594k 69k 8.63
Seadrill 0.5 $591k 22k 27.53
Dfc Global 0.5 $595k 27k 21.85
Susquehanna Bancshares 0.4 $582k 107k 5.46
First Commonwealth Financial (FCF) 0.4 $569k 154k 3.70
Industries N shs - a - (LYB) 0.4 $565k 23k 24.44
CareFusion Corporation 0.4 $556k 23k 23.96
McKesson Corporation (MCK) 0.4 $537k 7.4k 72.76
MSC Industrial Direct (MSM) 0.4 $537k 9.5k 56.49
Warner Chilcott Plc - 0.4 $543k 38k 14.30
S&T Ban (STBA) 0.4 $540k 33k 16.16
Transocean Inc note 1.500%12/1 0.4 $531k 536k 0.99
Yum! Brands (YUM) 0.4 $525k 11k 49.40
Lakeland Financial Corporation (LKFN) 0.4 $519k 25k 20.65
Avatar Hldgs Inc note 7.500% 2/1 0.4 $511k 538k 0.95
Hologic Inc frnt 2.000%12/1 0.4 $508k 540k 0.94
Total (TTE) 0.4 $506k 12k 43.84
Financial Institutions (FISI) 0.4 $501k 35k 14.26
CIGNA Corporation 0.4 $484k 12k 41.91
First Merchants Corporation (FRME) 0.4 $493k 70k 7.05
Liberty Media 0.4 $480k 7.6k 63.55
SCANA Corporation 0.4 $480k 12k 40.45
American Water Works (AWK) 0.4 $482k 16k 30.16
Union Pacific Corporation (UNP) 0.3 $469k 5.7k 81.75
Comerica Incorporated (CMA) 0.3 $461k 20k 22.97
Old National Ban (ONB) 0.3 $468k 50k 9.33
Ralcorp Holdings 0.3 $467k 6.1k 76.78
Medco Health Solutions 0.3 $448k 9.6k 46.89
HCC Insurance Holdings 0.3 $453k 17k 27.06
Ann 0.3 $451k 20k 22.83
First Community Bancshares (FCBC) 0.3 $438k 43k 10.19
Advanced Micro Devices Inc note 5.750% 8/1 0.3 $420k 416k 1.01
South Jersey Industries 0.3 $422k 8.5k 49.81
Pall Corporation 0.3 $410k 9.7k 42.42
Marsh & McLennan Companies (MMC) 0.3 $406k 15k 26.58
Center Financial Corporation 0.3 $406k 87k 4.69
Endurance Specialty Hldgs Lt 0.3 $404k 12k 34.12
Marathon Petroleum Corp (MPC) 0.3 $410k 15k 27.07
Cme (CME) 0.3 $401k 1.6k 246.31
Penn National Gaming (PENN) 0.3 $404k 12k 33.25
Life Technologies 0.3 $391k 10k 38.45
Ameriprise Financial (AMP) 0.3 $378k 9.6k 39.32
Avnet (AVT) 0.3 $374k 14k 26.07
Honeywell International (HON) 0.3 $367k 8.4k 43.95
Cash America International 0.3 $372k 7.3k 51.17
JPMorgan Chase & Co. (JPM) 0.3 $361k 12k 30.08
Suno 0.3 $354k 11k 31.03
Advance Auto Parts (AAP) 0.3 $353k 6.1k 58.07
BRE Properties 0.3 $360k 8.5k 42.29
Arrow Financial Corporation (AROW) 0.3 $357k 16k 22.26
General Dynamics Corporation (GD) 0.3 $346k 6.1k 56.95
CONSOL Energy 0.3 $343k 10k 33.93
Post Properties 0.3 $347k 10k 34.76
TrustCo Bank Corp NY 0.3 $342k 77k 4.46
Acacia Research Corporation (ACTG) 0.3 $349k 9.7k 35.99
Signet Jewelers (SIG) 0.3 $341k 10k 33.76
City National Corporation 0.2 $336k 8.9k 37.79
Aspen Insurance Holdings 0.2 $336k 15k 23.02
AMERIGROUP Corporation 0.2 $337k 8.6k 39.00
Innospec (IOSP) 0.2 $337k 14k 24.24
Banner Corp (BANR) 0.2 $327k 26k 12.79
Kemper Corp Del (KMPR) 0.2 $327k 14k 23.93
CSX Corporation (CSX) 0.2 $315k 17k 18.66
International Flavors & Fragrances (IFF) 0.2 $324k 5.8k 56.16
Goodrich Corporation 0.2 $319k 2.6k 120.79
Nara Ban 0.2 $318k 52k 6.06
Sandy Spring Ban (SASR) 0.2 $322k 22k 14.61
Vishay Precision (VPG) 0.2 $324k 25k 13.19
On Semiconductor Corp note 4/1 0.2 $301k 298k 1.01
Hologic (HOLX) 0.2 $299k 20k 15.20
Liz Claiborne 0.2 $305k 61k 5.00
AvalonBay Communities (AVB) 0.2 $309k 2.7k 114.19
Bank of America Corporation (BAC) 0.2 $286k 47k 6.13
American Electric Power Company (AEP) 0.2 $294k 7.7k 38.07
Fortune Brands 0.2 $291k 5.4k 54.17
OceanFirst Financial (OCFC) 0.2 $286k 25k 11.69
MB Financial 0.2 $283k 19k 14.72
Newmont Mining Corporation (NEM) 0.2 $272k 4.3k 62.96
Chesapeake Energy Corporation 0.2 $282k 11k 25.51
H.J. Heinz Company 0.2 $273k 5.4k 50.53
Ez (EZPW) 0.2 $280k 9.8k 28.54
Northwest Natural Gas 0.2 $283k 6.4k 44.13
Peoples Ban (PEBO) 0.2 $280k 25k 11.01
Taubman Centers 0.2 $272k 5.4k 50.31
Aon Corporation 0.2 $270k 6.4k 41.95
Anadarko Petroleum Corporation 0.2 $264k 4.2k 63.01
Commerce Bancshares (CBSH) 0.2 $264k 7.6k 34.72
StellarOne 0.2 $270k 27k 9.97
Kinross Gold Corp (KGC) 0.2 $271k 18k 14.76
Aviat Networks 0.2 $267k 114k 2.35
Manulife Finl Corp (MFC) 0.2 $262k 23k 11.31
Diana Containerships 0.2 $266k 58k 4.58
PNC Financial Services (PNC) 0.2 $256k 5.3k 48.15
Safeway 0.2 $257k 16k 16.62
BancorpSouth 0.2 $251k 29k 8.77
Jarden Corporation 0.2 $256k 9.0k 28.30
Aqua America 0.2 $246k 11k 21.54
McDermott International 0.2 $245k 23k 10.76
Echostar Corporation (SATS) 0.2 $239k 11k 22.60
Patterson Companies (PDCO) 0.2 $234k 8.2k 28.61
Cameron International Corporation 0.2 $237k 5.7k 41.60
Validus Holdings 0.2 $239k 9.6k 24.90
Citigroup (C) 0.2 $243k 9.5k 25.64
Cal Dive Intl Inc note 3.250%12/1 0.2 $222k 226k 0.98
Reinsurance Group of America (RGA) 0.2 $220k 4.8k 45.99
Expeditors International of Washington (EXPD) 0.2 $221k 5.5k 40.48
TJX Companies (TJX) 0.2 $224k 4.0k 55.50
Service Corporation International (SCI) 0.2 $228k 25k 9.16
Coinstar 0.2 $225k 5.6k 40.05
MasterCard Incorporated (MA) 0.2 $206k 648.00 317.90
Suntrust Banks Inc $1.00 Par Cmn 0.2 $210k 12k 17.95
Prudential Financial (PRU) 0.2 $214k 4.6k 46.79
Stewart Enterprises 0.2 $217k 37k 5.94
Ingram Micro 0.2 $212k 13k 16.13
CNB Financial Corporation (CCNE) 0.2 $207k 16k 12.82
Madison Square Garden 0.2 $218k 9.6k 22.77
Allied World Assurance 0.2 $206k 3.8k 53.62
Franklin Resources (BEN) 0.1 $196k 2.1k 95.42
Laboratory Corp. of America Holdings 0.1 $197k 2.5k 79.02
Raytheon Company 0.1 $202k 4.9k 40.92
Delphi Financial 0.1 $195k 9.1k 21.54
Regency Centers Corporation (REG) 0.1 $202k 5.7k 35.26
First Citizens BancShares (FCNCA) 0.1 $186k 1.3k 143.41
HSN 0.1 $179k 5.4k 33.15
Hess (HES) 0.1 $192k 3.7k 52.40
East West Ban (EWBC) 0.1 $189k 13k 14.88
Weatherford International Lt reg 0.1 $190k 16k 12.24
Park Sterling Bk Charlott 0.1 $179k 52k 3.42
Range Resources (RRC) 0.1 $173k 3.0k 58.47
Platinum Underwriter/ptp 0.1 $176k 5.7k 30.81
Ida (IDA) 0.1 $176k 4.7k 37.82
Berkshire Hills Ban (BHLB) 0.1 $166k 9.0k 18.52
Kimco Realty Corporation (KIM) 0.1 $177k 12k 15.05
Royal Dutch Shell 0.1 $158k 2.6k 61.38
Tyco International Ltd S hs 0.1 $153k 3.8k 40.73
Ca 0.1 $164k 8.5k 19.40
Kellogg Company (K) 0.1 $155k 2.9k 53.21
Rock-Tenn Company 0.1 $156k 3.2k 48.81
OSI Systems (OSIS) 0.1 $163k 4.9k 33.56
Cooper Industries 0.1 $150k 3.2k 46.17
Halliburton Company (HAL) 0.1 $147k 4.8k 30.49
SL Green Realty 0.1 $146k 2.5k 58.17
Golar Lng (GLNG) 0.1 $151k 4.8k 31.75
Tower Ban 0.1 $150k 7.1k 21.01
Hca Holdings (HCA) 0.1 $150k 7.4k 20.15
Valspar Corporation 0.1 $134k 4.3k 31.20
Regions Financial Corporation (RF) 0.1 $134k 40k 3.34
Equity Residential (EQR) 0.1 $138k 2.7k 51.94
Knight Transportation 0.1 $134k 10k 13.35
BPZ Resources 0.1 $136k 49k 2.76
Bank of New York Mellon Corporation (BK) 0.1 $124k 6.7k 18.54
Teva Pharmaceutical Industries (TEVA) 0.1 $125k 3.4k 37.18
Walt Disney Company (DIS) 0.1 $122k 4.0k 30.15
Great Plains Energy Incorporated 0.1 $119k 6.1k 19.37
Autoliv (ALV) 0.1 $114k 2.3k 48.70
SandRidge Energy 0.1 $115k 21k 5.55
Alterra Capital Holdings Lim 0.1 $123k 6.5k 18.98
Simon Property (SPG) 0.1 $113k 1.0k 109.82
Nu Skin Enterprises (NUS) 0.1 $109k 2.7k 40.37
Aol 0.1 $108k 9.0k 12.03
Corn Products International 0.1 $106k 2.7k 39.32
A. O. Smith Corporation (AOS) 0.1 $108k 3.4k 32.02
Associated Banc- (ASB) 0.1 $112k 12k 9.33
MasTec (MTZ) 0.1 $102k 5.8k 17.68
Washington Trust Ban (WASH) 0.1 $102k 5.1k 19.87
Triangle Petroleum Corporation 0.1 $100k 28k 3.59
Bpz Resources Inc bond 0.1 $105k 128k 0.82
Fidelity National Financial 0.1 $87k 5.7k 15.18
Union First Market Bankshares 0.1 $96k 9.0k 10.72
Montpelier Re Holdings/mrh 0.1 $91k 5.2k 17.67
Johnson & Johnson (JNJ) 0.1 $79k 1.2k 63.40
Northrop Grumman Corporation (NOC) 0.1 $80k 1.5k 52.25
Waddell & Reed Financial 0.1 $74k 2.9k 25.12
American Financial (AFG) 0.1 $75k 2.4k 31.09
Danaher Corporation (DHR) 0.1 $75k 1.8k 41.97
Affymax (AFFY) 0.1 $85k 19k 4.50
MarketAxess Holdings (MKTX) 0.1 $74k 2.8k 26.07
Molina Healthcare (MOH) 0.1 $78k 5.1k 15.40
James River Coal 4.5% 2015 conv 0.1 $85k 112k 0.76
AutoZone (AZO) 0.1 $72k 226.00 318.58
Dryships/drys 0.1 $63k 27k 2.35
IDEX Corporation (IEX) 0.1 $62k 2.0k 31.17
Brinker International (EAT) 0.1 $64k 3.1k 20.92
Zions Bancorporation (ZION) 0.1 $62k 4.4k 14.10
Ingersoll-rand Co Ltd-cl A 0.1 $72k 2.6k 27.96
DXP Enterprises (DXPE) 0.1 $71k 3.8k 18.84
PacWest Ban 0.1 $67k 4.8k 13.97
Udr (UDR) 0.1 $68k 3.1k 21.99
Te Connectivity Ltd for 0.1 $68k 2.4k 28.04
Martin Marietta Materials (MLM) 0.0 $50k 786.00 63.61
Family Dollar Stores 0.0 $47k 918.00 51.20
Sonoco Products Company (SON) 0.0 $53k 1.9k 28.43
Mohawk Industries (MHK) 0.0 $47k 1.1k 43.20
First Midwest Ban 0.0 $59k 8.0k 7.35
Markel Corporation (MKL) 0.0 $59k 166.00 355.42
Patterson-UTI Energy (PTEN) 0.0 $58k 3.3k 17.46
ACTUANT CORP CONVERTIBLE security 0.0 $58k 53k 1.09
Chefs Whse (CHEF) 0.0 $50k 4.3k 11.75
Accretive Health Inc cmn 0.0 $57k 2.7k 21.11
Rf Microdevices Inc note 0.750% 4/1 0.0 $35k 34k 1.03
DST Systems 0.0 $35k 801.00 43.70
Timken Company (TKR) 0.0 $34k 1.0k 32.44
Valassis Communications 0.0 $34k 1.8k 18.63
Stryker Corporation (SYK) 0.0 $43k 918.00 46.84
Cousins Properties 0.0 $42k 7.2k 5.87
Brookline Ban (BRKL) 0.0 $38k 4.9k 7.72
International Bancshares Corporation (IBOC) 0.0 $42k 3.2k 13.26
Actuant Corporation 0.0 $39k 2.0k 19.90
GeoEye 0.0 $38k 1.3k 28.34
Jefferies 0.0 $37k 3.0k 12.48
Sonus Networks 0.0 $43k 20k 2.17
Genworth Financial (GNW) 0.0 $30k 5.1k 5.83
Progressive Corporation (PGR) 0.0 $25k 1.4k 17.72
Via 0.0 $30k 771.00 38.91
CBS Corporation 0.0 $30k 1.5k 20.59
Astoria Financial Corporation 0.0 $20k 2.7k 7.54
CNA Financial Corporation (CNA) 0.0 $31k 1.4k 22.50
Invesco (IVZ) 0.0 $20k 1.3k 15.52
Mack-Cali Realty (VRE) 0.0 $30k 1.1k 26.36
Robbins & Myers 0.0 $20k 582.00 34.36
Enterprise Financial Services (EFSC) 0.0 $25k 1.8k 13.81
Southwest Ban 0.0 $20k 4.6k 4.32
Metals USA Holdings 0.0 $23k 2.6k 8.83
Brandywine Realty Trust (BDN) 0.0 $23k 2.8k 8.12
State Street Corporation (STT) 0.0 $12k 376.00 31.91
Signature Bank (SBNY) 0.0 $7.0k 139.00 50.36
Ryland 0.0 $11k 1.0k 10.68
SVB Financial (SIVBQ) 0.0 $10k 275.00 36.36
D.R. Horton (DHI) 0.0 $9.0k 1.0k 8.74
Vornado Realty Trust (VNO) 0.0 $19k 257.00 73.93
First Financial Bankshares (FFIN) 0.0 $9.0k 351.00 25.64
Southside Bancshares (SBSI) 0.0 $10k 531.00 18.83
Ashland 0.0 $10k 232.00 43.10
Greenhill & Co 0.0 $15k 515.00 29.13
Home BancShares (HOMB) 0.0 $11k 507.00 21.70
Piedmont Natural Gas Company 0.0 $15k 514.00 29.18
PrivateBan 0.0 $8.0k 1.1k 7.55
WestAmerica Ban (WABC) 0.0 $18k 478.00 37.66
Carriage Services (CSV) 0.0 $17k 2.9k 5.79
M.D.C. Holdings 0.0 $9.0k 515.00 17.48
Nabors Industries 0.0 $14k 1.1k 12.24
First of Long Island Corporation (FLIC) 0.0 $13k 567.00 22.93
Walter Energy Inc option 0.0 $18k 300.00 60.00
ACCRETIVE Health 0.0 $13k 631.00 20.60
West Coast Banc Or 0.0 $15k 1.1k 13.64
Pulte (PHM) 0.0 $6.0k 1.6k 3.79
Commercial Metals Company (CMC) 0.0 $1.0k 82.00 12.20
CFS Ban 0.0 $3.0k 758.00 3.96
Dime Community Bancshares 0.0 $5.0k 480.00 10.42
Werner Enterprises (WERN) 0.0 $4.0k 208.00 19.23
Macerich Company (MAC) 0.0 $2.0k 38.00 52.63
First Ban (FBNC) 0.0 $6.0k 621.00 9.66
S.Y. Ban 0.0 $6.0k 336.00 17.86
Suffolk Ban 0.0 $6.0k 771.00 7.78
Univest Corp. of PA (UVSP) 0.0 $6.0k 487.00 12.32
Cavium 0.0 $1.0k 27.00 37.04