Mesirow Advanced Strategies

Mesirow Advanced Strategies as of Dec. 31, 2011

Portfolio Holdings for Mesirow Advanced Strategies

Mesirow Advanced Strategies holds 294 positions in its portfolio as reported in the December 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Partner Re 2.6 $3.1M 49k 64.21
ProAssurance Corporation (PRA) 2.0 $2.4M 30k 79.83
Discover Financial Services (DFS) 1.8 $2.2M 91k 24.00
Xl Group 1.8 $2.2M 109k 19.77
H&R Block (HRB) 1.7 $2.1M 126k 16.33
Carpenter Technology Corporation (CRS) 1.7 $2.1M 40k 51.49
Informatica Corporation 1.6 $1.9M 53k 36.94
Cabot Corporation (CBT) 1.6 $1.9M 59k 32.13
Rite Aid Corporation 1.5 $1.8M 408k 4.35
CIGNA Corporation 1.5 $1.8M 42k 42.01
Axis Capital Holdings (AXS) 1.5 $1.8M 55k 31.95
Xerox Corporation 1.4 $1.7M 218k 7.96
Selective Insurance (SIGI) 1.4 $1.7M 95k 17.73
Goodrich Corporation 1.4 $1.7M 14k 123.69
Focus Media Holding 1.3 $1.6M 82k 19.49
Melco Crown Entertainment (MLCO) 1.3 $1.6M 161k 9.62
Universal Display Corporation (OLED) 1.3 $1.5M 42k 36.70
Crocs (CROX) 1.2 $1.5M 99k 14.77
Celanese Corporation (CE) 1.2 $1.4M 33k 44.27
Hanover Insurance (THG) 1.2 $1.4M 41k 34.96
Foot Locker (FL) 1.2 $1.4M 59k 23.84
Apollo 1.2 $1.4M 26k 53.87
Allegheny Technologies Incorporated (ATI) 1.1 $1.3M 28k 47.79
Unum (UNM) 1.1 $1.3M 61k 21.07
Gold Fields (GFI) 1.0 $1.2M 78k 15.25
Air Lease Corp (AL) 1.0 $1.2M 50k 23.72
Equinix 1.0 $1.2M 11k 101.41
General Dynamics Corporation (GD) 0.9 $1.1M 17k 66.42
Crown Holdings (CCK) 0.9 $1.0M 31k 33.59
Liberty Media Corp lcpad 0.8 $1.0M 13k 78.05
PG&E Corporation (PCG) 0.8 $1.0M 25k 41.24
Kellogg Company (K) 0.8 $1.0M 20k 50.59
MasterCard Incorporated (MA) 0.8 $920k 2.5k 372.92
PNC Financial Services (PNC) 0.8 $912k 16k 57.66
MetLife (MET) 0.8 $908k 29k 31.19
Ace Limited Cmn 0.7 $884k 13k 70.13
HCC Insurance Holdings 0.7 $891k 32k 27.49
Wisconsin Energy Corporation 0.7 $836k 24k 34.97
Aon Corporation 0.7 $797k 17k 46.80
Molex Incorporated 0.7 $775k 39k 19.77
Cardinal Financial Corporation 0.7 $773k 72k 10.74
International Flavors & Fragrances (IFF) 0.6 $769k 15k 52.44
Rock-Tenn Company 0.6 $759k 13k 57.67
Susquehanna Bancshares 0.6 $739k 88k 8.38
WesBan (WSBC) 0.6 $743k 38k 19.47
First Financial Corporation (THFF) 0.6 $735k 22k 33.26
Bbcn Ban 0.6 $733k 78k 9.44
Air Products & Chemicals (APD) 0.6 $702k 8.2k 85.18
Marsh & McLennan Companies (MMC) 0.6 $710k 23k 31.61
American Electric Power Company (AEP) 0.6 $711k 17k 41.33
Citizens Republic Bancorp In 0.6 $708k 62k 11.41
J.M. Smucker Company (SJM) 0.6 $665k 8.5k 78.13
1st Source Corporation (SRCE) 0.6 $660k 26k 25.34
Cameron International Corporation 0.5 $644k 13k 49.16
First Merchants Corporation (FRME) 0.5 $630k 74k 8.46
Spdr S&p 500 Etf (SPY) 0.5 $623k 5.0k 125.50
Equity Residential (EQR) 0.5 $593k 10k 57.01
AvalonBay Communities (AVB) 0.5 $594k 4.5k 130.64
Berkshire Hills Ban (BHLB) 0.5 $595k 27k 22.18
Xcel Energy (XEL) 0.5 $585k 21k 27.63
Financial Institutions (FISI) 0.5 $583k 36k 16.15
Hancock Holding Company (HWC) 0.5 $588k 18k 31.98
First Citizens BancShares (FCNCA) 0.5 $571k 3.3k 174.99
Oracle Corporation (ORCL) 0.5 $577k 23k 25.65
Lakeland Financial Corporation (LKFN) 0.5 $559k 22k 25.86
Suntrust Banks Inc $1.00 Par Cmn 0.5 $556k 31k 17.70
Baxter International (BAX) 0.5 $551k 11k 49.44
First Commonwealth Financial (FCF) 0.5 $535k 102k 5.26
Valassis Communications 0.4 $532k 28k 19.25
Arch Coal 0.4 $529k 37k 14.50
Alpha Natural Resources 0.4 $527k 26k 20.42
Endurance Specialty Hldgs Lt 0.4 $529k 14k 38.23
AFLAC Incorporated (AFL) 0.4 $514k 12k 43.28
Temple-Inland 0.4 $517k 16k 31.73
Validus Holdings 0.4 $500k 16k 31.49
Marriott International (MAR) 0.4 $485k 17k 29.18
St. Jude Medical 0.4 $490k 14k 34.32
Danaher Corporation (DHR) 0.4 $471k 10k 47.05
Lowe's Companies (LOW) 0.4 $464k 18k 25.38
City National Corporation 0.4 $472k 11k 44.21
Bank of New York Mellon Corporation (BK) 0.4 $455k 23k 19.92
Colgate-Palmolive Company (CL) 0.4 $457k 4.9k 92.45
South Jersey Industries 0.4 $451k 7.9k 56.82
First Community Bancshares (FCBC) 0.4 $435k 35k 12.48
Old National Ban (ONB) 0.3 $422k 36k 11.65
Western Union Company (WU) 0.3 $410k 22k 18.27
Walter Energy 0.3 $402k 6.6k 60.62
Peoples Ban (PEBO) 0.3 $403k 27k 14.82
Avnet (AVT) 0.3 $398k 13k 31.07
Halliburton Company (HAL) 0.3 $391k 11k 34.53
Mack-Cali Realty (VRE) 0.3 $399k 15k 26.67
Fiserv (FI) 0.3 $381k 6.5k 58.71
Corn Products International 0.3 $385k 7.3k 52.64
Aspen Insurance Holdings 0.3 $387k 15k 26.51
Innospec (IOSP) 0.3 $383k 14k 28.05
Vishay Precision (VPG) 0.3 $381k 24k 15.97
Cemex SAB de CV (CX) 0.3 $375k 70k 5.39
Medco Health Solutions 0.3 $359k 6.4k 55.89
IDEX Corporation (IEX) 0.3 $359k 9.7k 37.13
Kemper Corp Del (KMPR) 0.3 $360k 12k 29.21
MB Financial 0.3 $342k 20k 17.09
Via 0.3 $345k 7.6k 45.45
At&t (T) 0.3 $348k 12k 30.22
BancorpSouth 0.3 $342k 31k 11.03
CareFusion Corporation 0.3 $347k 14k 25.39
Macy's (M) 0.3 $342k 11k 32.15
Valspar Corporation 0.3 $334k 8.6k 39.03
Yum! Brands (YUM) 0.3 $340k 5.8k 59.00
AutoZone (AZO) 0.3 $337k 1.0k 325.29
Sina Corporation 0.3 $335k 6.4k 51.98
Commerce Bancshares (CBSH) 0.3 $336k 8.8k 38.17
TrustCo Bank Corp NY 0.3 $337k 60k 5.61
Regency Centers Corporation (REG) 0.3 $338k 9.0k 37.64
Barnes (B) 0.3 $329k 14k 24.12
StellarOne 0.3 $324k 29k 11.37
British American Tobac (BTI) 0.3 $318k 3.4k 94.81
Ametek (AME) 0.3 $320k 7.6k 42.13
American Water Works (AWK) 0.3 $318k 10k 31.86
Diana Containerships 0.3 $311k 57k 5.43
Citigroup (C) 0.3 $311k 12k 26.33
Reinsurance Group of America (RGA) 0.2 $298k 5.7k 52.34
Union First Market Bankshares 0.2 $298k 22k 13.28
Gardner Denver 0.2 $297k 3.8k 77.18
OceanFirst Financial (OCFC) 0.2 $296k 23k 13.07
Dfc Global 0.2 $297k 17k 18.03
Darden Restaurants (DRI) 0.2 $290k 6.4k 45.60
Fluor Corporation (FLR) 0.2 $293k 5.8k 50.32
United Technologies Corporation 0.2 $289k 3.9k 73.20
East West Ban (EWBC) 0.2 $283k 14k 19.75
Zions Bancorporation (ZION) 0.2 $285k 18k 16.27
First Niagara Financial 0.2 $284k 33k 8.63
Warner Chilcott Plc - 0.2 $285k 19k 15.15
Camden Property Trust (CPT) 0.2 $290k 4.7k 62.17
Microsoft Corporation (MSFT) 0.2 $275k 11k 25.98
Republic Services (RSG) 0.2 $277k 10k 27.58
Energizer Holdings 0.2 $272k 3.5k 77.54
Baker Hughes Incorporated 0.2 $278k 5.7k 48.65
Hartford Financial Services (HIG) 0.2 $261k 16k 16.26
Expeditors International of Washington (EXPD) 0.2 $266k 6.5k 40.99
Nordstrom (JWN) 0.2 $265k 5.3k 49.72
MSC Industrial Direct (MSM) 0.2 $258k 3.6k 71.69
Hewlett-Packard Company 0.2 $259k 10k 25.75
Service Corporation International (SCI) 0.2 $261k 25k 10.66
Arrow Financial Corporation (AROW) 0.2 $261k 11k 23.44
Banner Corp (BANR) 0.2 $269k 16k 17.17
Chevron Corporation (CVX) 0.2 $255k 2.4k 106.52
W.W. Grainger (GWW) 0.2 $256k 1.4k 187.41
Vornado Realty Trust (VNO) 0.2 $251k 3.3k 76.85
Ingram Micro 0.2 $247k 14k 18.19
Associated Banc- (ASB) 0.2 $253k 23k 11.18
Taubman Centers 0.2 $256k 4.1k 62.09
U.S. Bancorp (USB) 0.2 $244k 9.0k 27.06
CNB Financial Corporation (CCNE) 0.2 $238k 15k 15.80
SCANA Corporation 0.2 $232k 5.1k 45.08
Aqua America 0.2 $231k 11k 22.01
Northwest Natural Gas 0.2 $225k 4.7k 48.02
Golar Lng (GLNG) 0.2 $223k 5.0k 44.51
Weatherford International Lt reg 0.2 $229k 16k 14.65
Seadrill 0.2 $233k 7.0k 33.14
Equity One 0.2 $231k 14k 16.99
Franklin Resources (BEN) 0.2 $211k 2.2k 96.04
Thermo Fisher Scientific (TMO) 0.2 $217k 4.8k 44.96
Echostar Corporation (SATS) 0.2 $221k 11k 20.96
Stewart Enterprises 0.2 $221k 38k 5.75
Kimco Realty Corporation (KIM) 0.2 $220k 14k 16.26
Ameriprise Financial (AMP) 0.2 $208k 4.2k 49.68
Procter & Gamble Company (PG) 0.2 $208k 3.1k 66.80
Home Properties 0.2 $199k 3.5k 57.63
Aviat Networks 0.2 $205k 112k 1.83
Host Hotels & Resorts (HST) 0.2 $196k 13k 14.74
Nu Skin Enterprises (NUS) 0.2 $194k 4.0k 48.66
Washington Real Estate Investment Trust (ELME) 0.2 $188k 6.9k 27.32
Ez (EZPW) 0.2 $195k 7.4k 26.38
Herbalife Ltd Com Stk (HLF) 0.2 $192k 3.7k 51.57
Range Resources (RRC) 0.1 $184k 3.0k 61.83
PerkinElmer (RVTY) 0.1 $181k 9.0k 20.01
Torchmark Corporation 0.1 $174k 4.0k 43.40
Solutia 0.1 $184k 11k 17.30
Darling International (DAR) 0.1 $177k 13k 13.31
Molina Healthcare (MOH) 0.1 $178k 8.0k 22.29
Allied World Assurance 0.1 $176k 2.8k 62.77
Sanchez Energy Corp C ommon stocks 0.1 $183k 11k 17.25
Regions Financial Corporation (RF) 0.1 $173k 40k 4.29
Ca 0.1 $172k 8.5k 20.17
Park Sterling Bk Charlott 0.1 $170k 42k 4.09
Teva Pharmaceutical Industries (TEVA) 0.1 $161k 4.0k 40.35
Family Dollar Stores 0.1 $151k 2.6k 57.55
SL Green Realty 0.1 $158k 2.4k 66.53
Penn National Gaming (PENN) 0.1 $152k 4.0k 38.05
Tesoro Corporation 0.1 $155k 6.6k 23.33
WestAmerica Ban (WABC) 0.1 $156k 3.6k 43.83
Anadarko Petroleum Corporation 0.1 $146k 1.9k 76.28
Ashland 0.1 $140k 2.4k 57.31
Dex (DXCM) 0.1 $148k 16k 9.31
Triangle Petroleum Corporation 0.1 $148k 25k 5.98
Comcast Corporation (CMCSA) 0.1 $126k 5.3k 23.69
Bank of America Corporation (BAC) 0.1 $126k 23k 5.55
Hologic (HOLX) 0.1 $131k 7.5k 17.50
Zimmer Holdings (ZBH) 0.1 $128k 2.4k 53.22
Laboratory Corp. of America Holdings 0.1 $124k 1.4k 85.87
Knight Transportation 0.1 $117k 7.5k 15.62
PSS World Medical 0.1 $115k 4.7k 24.22
Dime Community Bancshares 0.1 $114k 9.0k 12.62
Ida (IDA) 0.1 $116k 2.7k 42.41
Acacia Research Corporation (ACTG) 0.1 $120k 3.3k 36.64
Johnson & Johnson (JNJ) 0.1 $107k 1.6k 65.68
Total (TTE) 0.1 $112k 2.2k 51.28
Patterson Companies (PDCO) 0.1 $110k 3.7k 29.60
Advance Auto Parts (AAP) 0.1 $107k 1.5k 69.57
Eagle Materials (EXP) 0.1 $112k 4.4k 25.69
Life Technologies 0.1 $107k 2.8k 38.74
MGM Resorts International. (MGM) 0.1 $111k 11k 10.43
Nabors Industries 0.1 $112k 6.4k 17.39
Waddell & Reed Financial 0.1 $98k 4.0k 24.70
Vodafone 0.1 $95k 3.4k 28.09
First Midwest Ban 0.1 $99k 9.7k 10.16
Hershey Company (HSY) 0.1 $99k 1.6k 62.03
Big Lots (BIGGQ) 0.1 $100k 2.7k 37.64
Patterson-UTI Energy (PTEN) 0.1 $94k 4.7k 19.98
Sandy Spring Ban (SASR) 0.1 $97k 5.5k 17.61
Michael Kors Holdings 0.1 $101k 3.7k 27.25
American Financial (AFG) 0.1 $89k 2.4k 36.90
Royal Dutch Shell 0.1 $82k 1.1k 72.76
Ingersoll-rand Co Ltd-cl A 0.1 $86k 2.8k 30.55
BPZ Resources 0.1 $88k 31k 2.85
BorgWarner (BWA) 0.1 $79k 1.2k 63.97
Schweitzer-Mauduit International (MATV) 0.1 $80k 1.2k 66.83
Trina Solar 0.1 $83k 12k 6.72
Tower Ban 0.1 $87k 3.0k 28.66
Northeast Utilities System 0.1 $76k 2.1k 35.90
Bemis Company 0.1 $74k 2.5k 30.00
VCA Antech 0.1 $75k 3.8k 19.64
Montpelier Re Holdings/mrh 0.1 $70k 4.0k 17.65
Brinker International (EAT) 0.1 $72k 2.7k 26.77
CONSOL Energy 0.1 $68k 1.9k 36.62
Washington Trust Ban (WASH) 0.1 $77k 3.2k 23.89
Superior Energy Services 0.1 $76k 2.7k 28.59
WSFS Financial Corporation (WSFS) 0.1 $71k 2.0k 35.97
Apartment Investment and Management 0.1 $60k 2.6k 22.99
Liz Claiborne 0.1 $57k 6.6k 8.58
McKesson Corporation (MCK) 0.1 $62k 793.00 78.18
Markel Corporation (MKL) 0.1 $55k 133.00 413.53
GeoEye 0.1 $59k 2.7k 22.24
Metals USA Holdings 0.1 $59k 5.2k 11.26
DigitalGlobe 0.1 $61k 3.6k 17.03
Autoliv (ALV) 0.0 $42k 776.00 54.12
CNA Financial Corporation (CNA) 0.0 $48k 1.8k 26.95
Steel Dynamics (STLD) 0.0 $51k 3.9k 13.19
Fulton Financial (FULT) 0.0 $47k 4.8k 9.87
Jefferies 0.0 $48k 3.5k 13.83
Boston Properties (BXP) 0.0 $49k 489.00 100.20
Chefs Whse (CHEF) 0.0 $43k 2.4k 17.96
Suntech Power Holdings 0.0 $35k 16k 2.20
Platinum Underwriter/ptp 0.0 $38k 1.1k 34.23
Alere 0.0 $33k 1.4k 23.37
Brookline Ban (BRKL) 0.0 $41k 4.9k 8.35
OSI Systems (OSIS) 0.0 $31k 638.00 48.59
Southside Bancshares (SBSI) 0.0 $34k 1.6k 21.92
Greenhill & Co 0.0 $38k 1.0k 36.61
Lincoln National Corporation (LNC) 0.0 $26k 1.3k 19.56
DST Systems 0.0 $21k 452.00 46.46
News Corporation 0.0 $20k 1.1k 17.67
Syneron Medical Ltd ord 0.0 $26k 2.3k 11.13
Prosperity Bancshares (PB) 0.0 $21k 511.00 41.10
Noble Corporation Com Stk 0.0 $29k 963.00 30.11
Rowan Companies 0.0 $23k 772.00 29.79
Werner Enterprises (WERN) 0.0 $25k 1.1k 23.65
PacWest Ban 0.0 $28k 1.5k 18.73
Carriage Services (CSV) 0.0 $19k 3.4k 5.65
Enterprise Financial Services (EFSC) 0.0 $27k 1.8k 15.04
Sonus Networks 0.0 $28k 12k 2.41
Udr (UDR) 0.0 $27k 1.1k 25.40
Walter Energy Inc option 0.0 $18k 300.00 60.00
Signature Bank (SBNY) 0.0 $8.0k 139.00 57.55
Ryland 0.0 $16k 1.0k 15.56
Hubbell Incorporated 0.0 $8.0k 113.00 70.80
D.R. Horton (DHI) 0.0 $13k 1.0k 12.62
International Bancshares Corporation (IBOC) 0.0 $11k 622.00 17.68
First Financial Bankshares (FFIN) 0.0 $12k 348.00 34.48
First Cash Financial Services 0.0 $9.0k 264.00 34.09
Home BancShares (HOMB) 0.0 $13k 507.00 25.64
Corporate Office Properties Trust (CDP) 0.0 $7.0k 329.00 21.28
M.D.C. Holdings 0.0 $9.0k 515.00 17.48
First of Long Island Corporation (FLIC) 0.0 $15k 560.00 26.79
Brandywine Realty Trust (BDN) 0.0 $12k 1.3k 9.21
First Ban (FBNC) 0.0 $7.0k 621.00 11.27
S.Y. Ban 0.0 $7.0k 336.00 20.83
Suffolk Ban 0.0 $8.0k 771.00 10.38
Pulte (PHM) 0.0 $5.0k 835.00 5.99
Roper Industries (ROP) 0.0 $3.0k 39.00 76.92
Atmos Energy Corporation (ATO) 0.0 $2.0k 63.00 31.75
Wintrust Financial Corporation (WTFC) 0.0 $2.0k 77.00 25.97
First Republic Bank/san F (FRCB) 0.0 $3.0k 100.00 30.00
Bankunited (BKU) 0.0 $2.0k 90.00 22.22