-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, EZx1Iw25Sic2/zw0RswndL5AyeJXMUAgwZafw8+BMK3VZnXSBq3d76uB3h0W2XRl IQvc2Xp+m9aTCiN6lymwxg== 0001425649-10-000013.txt : 20100813 0001425649-10-000013.hdr.sgml : 20100813 20100813144138 ACCESSION NUMBER: 0001425649-10-000013 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100630 FILED AS OF DATE: 20100813 DATE AS OF CHANGE: 20100813 EFFECTIVENESS DATE: 20100813 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Falcon Investment Management LLC CENTRAL INDEX KEY: 0001425649 IRS NUMBER: 200574542 STATE OF INCORPORATION: DE FISCAL YEAR END: 0811 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-12667 FILM NUMBER: 101014790 BUSINESS ADDRESS: STREET 1: 4350 VON KARMEN AVENUE STREET 2: 4TH FLOOR CITY: NEWPORT BEACH STATE: CA ZIP: 92660 BUSINESS PHONE: 949-474-5824 MAIL ADDRESS: STREET 1: 4350 VON KARMEN AVENUE STREET 2: 4TH FLOOR CITY: NEWPORT BEACH STATE: CA ZIP: 92660 13F-HR 1 flcnq210.txt PERIOD ENDING Q2 2010 UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for Calendar Year or Quarter Ended: June 31, 2010 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Falcon Investment Management, LLC Address: 4350 Von Karman Avenue Suite 400 Newport Beach, CA 92660 Form 13F File Number: 28-12667 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this submission. Person Signing this Report on Behalf of Reporting Manager: Name: Richard Merage Title: CEO Phone: 949-474-5800 Signature, Place, and Date of Signing: Richard Merage Newport Beach, CA August 9,2010 Report Type (Check only one): [X] 13F HOLDINGS REPORT [ ] 13F NOTICE [ ] 13F COMBINATION REPORT FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 274 Form 13F Information Table Value Total: $231,139 List of Other Included Managers: NONE FORM 13F INFORMATION TABLE Value Shares/ SH/ Put/ Invstmt Other Voting Authority Name of issuer Title of Class CUSIP (x$1000) PRN AMT PRN Call Dscretn Managers Sole Shared None - ---------------------------- -------------- ----------- -------- --------- --- ---- ------- -------- ---- ------ --- A.D.A.M., INC. CMN COM 00088U108 334 104,675 SH SOLE NONE SOLE AMN HEALTHCARE SERVICES INC CMN COM 001744101 847 113,204 SH SOLE NONE SOLE AOL INC. CMN COM 00184X105 1898 91,300 SH SOLE NONE SOLE ATMI INC CMN COM 00207R101 208 14,210 SH SOLE NONE SOLE ATC TECHNOLOGY CORP. CMN COM 00211W104 787 48,807 SH SOLE NONE SOLE AVX CORPORATION NEW COMMON STOCK COM 002444107 837 65,257 SH SOLE NONE SOLE AXT INC CMN COM 00246W103 260 57,703 SH SOLE NONE SOLE ADPT CORPORATION CMN COM 00651F108 219 75,658 SH SOLE NONE SOLE AGILYSYS INC CMN COM 00847J105 650 97,233 SH SOLE NONE SOLE AIR TRANSPORT SERVICES GROUP I*NC CMN COM 00922R105 855 179,618 SH SOLE NONE SOLE ALAMO GROUP INC CMN COM 011311107 519 23,909 SH SOLE NONE SOLE ALLIANCE RESOURCE PARTNERS L.P CMN COM 01877R108 463 10,286 SH SOLE NONE SOLE AMERCO CMN COM 023586100 843 15,313 SH SOLE NONE SOLE AMERICAN RAILCAR INDUSTRIES, I*NC. CMN COM 02916P103 492 40,710 SH SOLE NONE SOLE AMER.SCIENCE & ENG.INC. CMN COM 029429107 245 3,211 SH SOLE NONE SOLE AMERICAS CAR MART INC CMN COM 03062T105 856 37,825 SH SOLE NONE SOLE AMPCO PITTSBURG CORP CMN COM 032037103 311 14,922 SH SOLE NONE SOLE AMSURG CORPORATION CMN COM 03232P405 630 35,327 SH SOLE NONE SOLE ANALOGIC CORP (NEW) CMN COM 032657207 237 5,213 SH SOLE NONE SOLE ANDERSONS INC CMN COM 034164103 238 7,298 SH SOLE NONE SOLE APPLE, INC. CMN COM 037833100 4175 16,600 SH SOLE NONE SOLE ARCTIC CAT INC CMN COM 039670104 340 37,279 SH SOLE NONE SOLE ARDEN GROUP INC CL-A CMN CLASS A COM 039762109 1388 15,797 SH SOLE NONE SOLE ARMSTRONG WORLD INDUSTRIES, INC CMN COM 04247X102 174 5,772 SH SOLE NONE SOLE ASSISTED LIVING CONCEPTS, INC. A COM 04544X300 639 21,585 SH SOLE NONE SOLE AUTOZONE, INC. CMN COM 053332102 4622 23,922 SH SOLE NONE SOLE AVIAT NETWORKS INC CMN COM 05366Y102 183 50,526 SH SOLE NONE SOLE BB&T CORPORATION CMN COM 054937107 2605 99,012 SH SOLE NONE SOLE BARNES & NOBLE, INC CMN COM 067774109 159 12,311 SH SOLE NONE SOLE BASIC ENERGY SERVICES INC CMN COM 06985P100 623 80,941 SH SOLE NONE SOLE BENCHMARK ELECTRONICS INC CMN COM 08160H101 762 48,097 SH SOLE NONE SOLE BERKSHIRE HATHAWAY INC. CLASS B COM 084670702 335 4,200 SH SOLE NONE SOLE BJS RESTAURANTS INC CMN COM 09180C106 227 9,625 SH SOLE NONE SOLE BLYTH, INC. CMN COM 09643P207 589 17,298 SH SOLE NONE SOLE BOB EVANS FARMS, INC. CMN COM 096761101 215 8,729 SH SOLE NONE SOLE BON-TON STORES INC CMN COM 09776J101 551 56,550 SH SOLE NONE SOLE BOOKS A MILLION INC CMN COM 098570104 507 84,297 SH SOLE NONE SOLE BROADWIND ENERGY, INC. CMN COM 11161T108 713 54,562 SH SOLE NONE SOLE BROOKS AUTOMATION INC CMN COM 114340102 942 121,927 SH SOLE NONE SOLE BUCKEYE TECHNOLOGIES INC CMN COM 118255108 383 38,467 SH SOLE NONE SOLE BUILD-A-BEAR WORKSHOP, INC. CMN COM 120076104 265 39,023 SH SOLE NONE SOLE C D I CORP CMN COM 125071100 191 12,329 SH SOLE NONE SOLE CH ENERGY GROUP INC CMN COM 12541M102 915 23,307 SH SOLE NONE SOLE CPI CORPORATION CMN COM 125902106 817 36,462 SH SOLE NONE SOLE CTS CORPORATION CMN COM 126501105 823 89,109 SH SOLE NONE SOLE CACI INTERNATIONAL INC CMN CLASS A COM 127190304 425 10,007 SH SOLE NONE SOLE CALUMET SPECIALTY PROD PRTNRS CMN COM 131476103 360 20,335 SH SOLE NONE SOLE CAPELLA EDUCATION COMPANY CMN COM 139594105 669 8,219 SH SOLE NONE SOLE CARLISLE COS INC CMN COM 142339100 651 18,026 SH SOLE NONE SOLE CATO CORPORATION (THE) CMN CLASS A COM 149205106 641 29,118 SH SOLE NONE SOLE CELADON GROUP INC. CMN COM 150838100 247 17,448 SH SOLE NONE SOLE CERADYNE INC CALIF CMN COM 156710105 480 22,455 SH SOLE NONE SOLE CEVA INC CMN COM 157210105 249 19,791 SH SOLE NONE SOLE CHARMING SHOPPES, INC. CMN COM 161133103 208 55,391 SH SOLE NONE SOLE CHECKPOINT SYS INC CMN COM 162825103 188 10,832 SH SOLE NONE SOLE CHRISTOPHER & BANKS CORPORATIO*N CMN COM 171046105 731 118,159 SH SOLE NONE SOLE CLEAR CHANNEL OUTDOOR HOLDINGS CMN A COM 18451C109 359 41,384 SH SOLE NONE SOLE COGNEX CORP CMN COM 192422103 220 12,536 SH SOLE NONE SOLE COHERENT INC. CMN COM 192479103 895 26,087 SH SOLE NONE SOLE COHU INC CMN COM 192576106 681 56,144 SH SOLE NONE SOLE COLUMBUS MCKINNON CORP CMN COM 199333105 58 4,138 SH SOLE NONE SOLE COMFORT SYSTEMS USA INC COMMON STOCK COM 199908104 425 44,025 SH SOLE NONE SOLE COMCAST CORPORATION CMN CLASS A VOTING COM 20030N101 292 16,800 SH SOLE NONE SOLE CONSOLIDATED GRAPHICS INC CMN COM 209341106 457 10,579 SH SOLE NONE SOLE CONTINUCARE CORPORATION CMN COM 212172100 740 221,025 SH SOLE NONE SOLE CROSSTEX ENERGY LP CMN COM 22765U102 915 86,773 SH SOLE NONE SOLE CROSSTEX ENERGY, INC. CMN COM 22765Y104 237 36,909 SH SOLE NONE SOLE CYTOKINETICS INC CMN COM 23282W100 138 58,245 SH SOLE NONE SOLE DSW INC. CMN CLASS A COM 23334L102 375 16,714 SH SOLE NONE SOLE DECKERS OUTDOORS CORP CMN COM 243537107 356 2,490 SH SOLE NONE SOLE DIVX INC CMN COM 255413106 694 90,620 SH SOLE NONE SOLE DRESS BARN INC CMN COM 261570105 5268 221,239 SH SOLE NONE SOLE DREW INDUSTRIES INC NEW CMN COM 26168L205 451 22,347 SH SOLE NONE SOLE DUCOMMUN INC DEL CMN COM 264147109 744 43,523 SH SOLE NONE SOLE DYCOM INDUSTRIES INC CMN COM 267475101 208 24,356 SH SOLE NONE SOLE EARTHLINK, INC. CMN COM 270321102 862 108,335 SH SOLE NONE SOLE EL PASO ELECTRIC (NEW) CMN COM 283677854 225 11,628 SH SOLE NONE SOLE ELECTRO SCIENTIFIC INDS INC CMN COM 285229100 921 68,968 SH SOLE NONE SOLE PERRY ELLIS INTERNATIONAL CMN COM 288853104 826 40,869 SH SOLE NONE SOLE ENNIS INC CMN COM 293389102 876 58,347 SH SOLE NONE SOLE ENPRO INDUSTRIES, INC. CMN COM 29355X107 213 7,551 SH SOLE NONE SOLE EXIDE TECHNOLOGIES CMN COM 302051206 717 137,922 SH SOLE NONE SOLE EXLSERVICE HOLDINGS, INC. CMN COM 302081104 925 53,893 SH SOLE NONE SOLE E Z CORP INC CL-A NON VTG CMN CLASS A COM 302301106 593 31,991 SH SOLE NONE SOLE FLUOR CORPORATION CMN COM 343412102 3230 76,000 SH SOLE NONE SOLE FORRESTER RESEARCH INC. CMN COM 346563109 882 29,157 SH SOLE NONE SOLE FORTRESS INVESTMENT GROUP LLC CMN A COM 34958B106 1509 525,900 SH SOLE NONE SOLE FOSTER L.B. CL A CMN COM 350060109 832 32,082 SH SOLE NONE SOLE H.B. FULLER COMPANY CMN COM 359694106 395 20,805 SH SOLE NONE SOLE G & K SERVICES INC (CL-A) CMN CLASS A COM 361268105 540 26,142 SH SOLE NONE SOLE GASTAR EXPLORATION LTD CMN SERIES COM 367299203 215 59,670 SH SOLE NONE SOLE GEORESOURCES INC CMN COM 372476101 426 30,566 SH SOLE NONE SOLE GIBRALTAR INDUSTRIES INC CMN COM 374689107 580 57,402 SH SOLE NONE SOLE GLATFELTER CMN COM 377316104 652 60,078 SH SOLE NONE SOLE GLOBAL INDS LTD CMN COM 379336100 355 79,009 SH SOLE NONE SOLE GOOGLE, INC. CMN CLASS A COM 38259P508 2492 5,600 SH SOLE NONE SOLE GRIFFON CORPORATION CMN COM 398433102 233 21,053 SH SOLE NONE SOLE GRUPO TELEVISA, COM 40049J206 4504 258,711 SH SOLE NONE SOLE GUESS ?, INC. CMN COM 401617105 247 7,900 SH SOLE NONE SOLE GYMBOREE CORP. CMN COM 403777105 3301 77,300 SH SOLE NONE SOLE HQ SUSTAINABLE MARITIME IND, I*NC CMN COM 40426A208 1063 212,535 SH SOLE NONE SOLE HANSEN NATURAL CORP CMN COM 411310105 7130 182,308 SH SOLE NONE SOLE HARTE-HANKS COMMUNICATIONS,INC COM 416196103 578 55,275 SH SOLE NONE SOLE HARVEST NATURAL RESOURCES INC CMN COM 41754V103 845 114,614 SH SOLE NONE SOLE HAVERTY FURNITURE COS INC CMN COM 419596101 531 43,175 SH SOLE NONE SOLE HAYNES INTERNATIONAL, INC. CMN COM 420877201 946 30,678 SH SOLE NONE SOLE HEADWATERS INC CMN COM 42210P102 565 198,959 SH SOLE NONE SOLE HEALTH NET, INC. CMN COM 42222G108 238 9,782 SH SOLE NONE SOLE HEALTHTRONICS INC. CMN COM 42222L107 466 96,513 SH SOLE NONE SOLE HEALTHSPRING, INC. CMN COM 42224N101 839 54,120 SH SOLE NONE SOLE HEIDRICK & STRUGGLES INC. CMN COM 422819102 881 38,587 SH SOLE NONE SOLE HUTCHINSON TECHNOLOGIES CMN COM 448407106 773 178,519 SH SOLE NONE SOLE IDT CORPORATION CMN CLASS B COM 448947507 322 25,265 SH SOLE NONE SOLE CALL/ESI @ 130 EXP 01/22/2011 CALL 45068B109 132 726 SH CALL SOLE NONE SOLE CALL/ESI @ 125 EXP 01/22/2011 CALL 45068B109 26 115 SH CALL SOLE NONE SOLE IGATE CORPORATION CMN COM 45169U105 913 71,243 SH SOLE NONE SOLE IMPERIAL SUGAR COMPANY CMN COM 453096208 162 16,032 SH SOLE NONE SOLE INFOSPACE, INC. CMN COM 45678T300 837 111,304 SH SOLE NONE SOLE INSIGHT ENTERPRISES INC CMN COM 45765U103 636 48,329 SH SOLE NONE SOLE INSITUFORM TECHNOLOGIES INC CMN CLASS A COM 457667103 221 10,813 SH SOLE NONE SOLE INSTEEL INDUSTRIES INC CMN COM 45774W108 129 11,096 SH SOLE NONE SOLE INTEGRATED SILICON SOLUTION COMMON COM 45812P107 200 26,494 SH SOLE NONE SOLE INTER PARFUMS INC CMN COM 458334109 766 53,814 SH SOLE NONE SOLE INTERDIGITAL INC CMN COM 45867G101 220 8,927 SH SOLE NONE SOLE INTERLINE BRANDS, INC. CMN COM 458743101 825 47,736 SH SOLE NONE SOLE INTERVAL LEISURE GROUP, INC. CMN COM 46113M108 3096 248,680 SH SOLE NONE SOLE J&J SNACK FOODS CORP CMN COM 466032109 858 20,383 SH SOLE NONE SOLE JACK IN THE BOX INC. CMN COM 466367109 6156 316,511 SH SOLE NONE SOLE JEFFERIES GROUP INC (NEW) CMN COM 472319102 245 11,600 SH SOLE NONE SOLE JOS A BANK CLOTHIERS INC CMN COM 480838101 201 3,727 SH SOLE NONE SOLE JOURNAL COMMUNICATIONS INC CMN CLASS A COM 481130102 413 104,017 SH SOLE NONE SOLE KMG CHEMICALS INC CMN COM 482564101 602 41,939 SH SOLE NONE SOLE KADANT INCORPORATED CMN COM 48282T104 372 21,341 SH SOLE NONE SOLE KELLY SERVICES INC(CL-A) CMN CLASS A COM 488152208 917 61,672 SH SOLE NONE SOLE KENDLE INTERNATIONAL INC CMN COM 48880L107 755 65,530 SH SOLE NONE SOLE KINDRED HEALTHCARE INC. CMN COM 494580103 180 14,002 SH SOLE NONE SOLE KIRKLANDS INC CMN COM 497498105 221 13,113 SH SOLE NONE SOLE KNOT INC CMN COM 499184109 463 59,489 SH SOLE NONE SOLE KORN/FERRY INTERNATIONAL CMN COM 500643200 664 47,793 SH SOLE NONE SOLE KRATOS DEFENSE & SECURITY SOL *INC CMN COM 50077B207 145 13,812 SH SOLE NONE SOLE LMI AEROSPACE INC CMN COM 502079106 178 11,288 SH SOLE NONE SOLE LANDAUER INC CMN COM 51476K103 697 11,444 SH SOLE NONE SOLE LAYNE CHRISTENSEN COMPANY COM 521050104 204 8,403 SH SOLE NONE SOLE MB FINANCIAL INC NEW CMN COM 55264U108 2775 150,920 SH SOLE NONE SOLE MV OIL TRUST CMN COM 553859109 921 35,715 SH SOLE NONE SOLE MWI VETERINARY SUPPLY, INC. CMN COM 55402X105 245 4,876 SH SOLE NONE SOLE MACQUARIE INFRASTRUCTURE CO LL CMN COM 55608B105 420 32,820 SH SOLE NONE SOLE MAGELLAN HEALTH SERVICES, INC. CMN COM 559079207 825 22,727 SH SOLE NONE SOLE MANHATTAN ASSOCIATES INC CMN COM 562750109 671 24,349 SH SOLE NONE SOLE MARCUS CORP CMN COM 566330106 447 47,297 SH SOLE NONE SOLE MARINEMAX INC CMN COM 567908108 409 58,994 SH SOLE NONE SOLE MATRIXX INITIATIVES INC CMN COM 57685L105 449 97,541 SH SOLE NONE SOLE MAXIMUS INC CMN COM 577933104 220 3,799 SH SOLE NONE SOLE MCCORMICK & SCHMICKS SEAFOOD CMN COM 579793100 113 15,097 SH SOLE NONE SOLE MEDIA GENERAL INC CMN CLASS A COM 584404107 361 36,941 SH SOLE NONE SOLE MEDICIS PHARMACEUTICAL CORP CL-A (NEW) COM 584690309 217 9,900 SH SOLE NONE SOLE MESABI TRUST UBI CMN COM 590672101 229 13,168 SH SOLE NONE SOLE METHODE ELECTRONICS, INC CMN COM 591520200 863 88,565 SH SOLE NONE SOLE METRO HEALTH NETWORKS INC CMN COM 592142103 405 108,542 SH SOLE NONE SOLE MICREL INC CMN COM 594793101 285 27,999 SH SOLE NONE SOLE MICROSTRATEGY INC CMN CLASS A COM 594972408 204 2,719 SH SOLE NONE SOLE MIRANT CORPORATION CMN COM 60467R100 193 18,237 SH SOLE NONE SOLE MODINE MFG CO CMN COM 607828100 406 52,928 SH SOLE NONE SOLE MODUSLINK GLOBAL SOLUTIONS, IN*C CMN COM 60786L107 770 127,737 SH SOLE NONE SOLE MORGAN STANLEY CMN COM 617446448 2855 123,000 SH SOLE NONE SOLE MUELLER INDUSTRIES INC CMN COM 624756102 224 9,094 SH SOLE NONE SOLE NABI BIOPHARMACEUTICALS CMN COM 629519109 923 169,668 SH SOLE NONE SOLE NACCO INDS INC CL-A (COM) CMN CLASS A COM 629579103 452 5,090 SH SOLE NONE SOLE NATIONAL BEVERAGE CORP CMN COM 635017106 334 27,166 SH SOLE NONE SOLE NATIONAL PRESTO IND. INC CMN COM 637215104 815 8,775 SH SOLE NONE SOLE NETGEAR, INC. CMN COM 64111Q104 573 32,103 SH SOLE NONE SOLE NEW YORK & COMPANY, INC. CMN COM 649295102 302 131,796 SH SOLE NONE SOLE NEWPORT CORP CMN COM 651824104 196 21,583 SH SOLE NONE SOLE NICOR INC CMN COM 654086107 231 5,704 SH SOLE NONE SOLE NORTHWESTERN CORPORATION CMN COM 668074305 487 18,574 SH SOLE NONE SOLE OM GROUP INC CMN COM 670872100 536 22,469 SH SOLE NONE SOLE ODYSSEY HEALTHCARE INC CMN COM 67611V101 449 16,822 SH SOLE NONE SOLE OLYMPIC STEEL, INC. CMN COM 68162K106 401 17,476 SH SOLE NONE SOLE OPLINK COMMUNICATIONS INC CMN COM 68375Q403 600 41,891 SH SOLE NONE SOLE PACER INTERNATIONAL INC CMN COM 69373H106 453 64,799 SH SOLE NONE SOLE PACWEST BANCORP CMN COM 695263103 3138 171,403 SH SOLE NONE SOLE PEP BOYS MANNY-MOE &JACK CMN COM 713278109 439 49,511 SH SOLE NONE SOLE PEPSICO INC CMN COM 713448108 5039 82,680 SH SOLE NONE SOLE PERMIAN BASIN RTY TR UBI CMN COM 714236106 219 11,973 SH SOLE NONE SOLE PHILLIPS-VAN HEUSEN CORP CMN COM 718592108 186 4,029 SH SOLE NONE SOLE PIEDMONT NATURAL GAS CO INC CMN COM 720186105 356 14,084 SH SOLE NONE SOLE PINNACLE AIRLINES CORP CMN COM 723443107 237 43,558 SH SOLE NONE SOLE POWELL INDS INC CMN COM 739128106 814 29,771 SH SOLE NONE SOLE POWER INTEGRATIONS INC CMN COM 739276103 216 6,700 SH SOLE NONE SOLE PRESTIGE BRANDS HOLDINGS, INC. CMN COM 74112D101 226 31,900 SH SOLE NONE SOLE QUAKER CHEMICAL CORP CMN COM 747316107 876 32,332 SH SOLE NONE SOLE QUEST SOFTWARE, INC CMN COM 74834T103 855 47,399 SH SOLE NONE SOLE QUIDEL CORP CMN COM 74838J101 770 60,691 SH SOLE NONE SOLE RADIO ONE, INC. CMN CLASS D NON VTG COM 75040P405 28 21,494 SH SOLE NONE SOLE REALNETWORKS, INC. COMMON STOCK COM 75605L104 860 260,716 SH SOLE NONE SOLE REGIS CORP. CMN COM 758932107 4541 291,620 SH SOLE NONE SOLE RENT-A-CENTER INC CMN COM 76009N100 4177 206,171 SH SOLE NONE SOLE RICHARDSON ELECTRONICS LTD CMN COM 763165107 403 44,732 SH SOLE NONE SOLE RICK'S CABARET INTERNATIONAL INC (NEW) COM 765641303 207 26,286 SH SOLE NONE SOLE SFN GROUP INC CMN COM 784153108 751 137,513 SH SOLE NONE SOLE SANTARUS INC CMN COM 802817304 430 173,306 SH SOLE NONE SOLE SCANSOURCE INC CMN COM 806037107 457 18,341 SH SOLE NONE SOLE SCHAWK INC CMN CLASS A COM 806373106 475 31,745 SH SOLE NONE SOLE SCHIFF NUTRITION INTL INC CMN COM 806693107 458 64,304 SH SOLE NONE SOLE SCHOLASTIC CORPORATION CMN COM 807066105 820 33,978 SH SOLE NONE SOLE SCHOOL SPECIALTY, INC. COMMON STOCK COM 807863105 793 43,881 SH SOLE NONE SOLE A SCHULMAN INC CMN COM 808194104 806 42,507 SH SOLE NONE SOLE SCICLONE PHARMACEUTICALS INC CMN COM 80862K104 730 274,505 SH SOLE NONE SOLE THE E.W. SCRIPPS COMPANY CMN CLASS A COM 811054402 559 75,252 SH SOLE NONE SOLE SEABORD CORP. MASS. CMN COM 811543107 615 407 SH SOLE NONE SOLE SERVICE CORP INTERNATL CMN COM 817565104 406 54,868 SH SOLE NONE SOLE SHOE CARNIVAL INC CMN COM 824889109 807 39,363 SH SOLE NONE SOLE SILICON IMAGE INC CMN COM 82705T102 896 255,398 SH SOLE NONE SOLE SKYLINE CORPORATION CMN COM 830830105 94 5,192 SH SOLE NONE SOLE J.M. SMUCKER CO. CMN COM 832696405 5815 96,565 SH SOLE NONE SOLE SONOSITE INC CMN COM 83568G104 443 16,324 SH SOLE NONE SOLE SOUTHWEST GAS CORP CMN COM 844895102 482 16,324 SH SOLE NONE SOLE SPARTECH CORP (NEW) CMN COM 847220209 729 71,077 SH SOLE NONE SOLE STANDARD MICROSYSTEMS CMN COM 853626109 466 20,007 SH SOLE NONE SOLE STND MOTOR PROD INC CL-A CMN COM 853666105 665 82,457 SH SOLE NONE SOLE STANDARD PACIFIC CORP NEW CMN COM 85375C101 349 104,858 SH SOLE NONE SOLE STANDEX INTERNATL CORP CMN COM 854231107 836 32,976 SH SOLE NONE SOLE STEELCASE INC. CLASS A COMMON STOCK COM 858155203 909 117,252 SH SOLE NONE SOLE STEIN MART INC CMN COM 858375108 566 90,912 SH SOLE NONE SOLE STEPAN CO CMN COM 858586100 676 9,885 SH SOLE NONE SOLE STEWART ENTERPRISES INC CLASS A COM 860370105 858 158,631 SH SOLE NONE SOLE STURM, RUGER & COMPANY INC. CMN COM 864159108 426 29,741 SH SOLE NONE SOLE SUPER MICRO COMPUTER, INC. CMN COM 86800U104 213 15,797 SH SOLE NONE SOLE SUPERIOR INDS INTL INC CMN COM 868168105 838 62,342 SH SOLE NONE SOLE SUPERVALU INC CMN COM 868536103 217 20,000 SH SOLE NONE SOLE SYCAMORE NETWORKS INC CMN COM 871206405 409 24,592 SH SOLE NONE SOLE SYNNEX CORPORATION CMN COM 87162W100 264 10,296 SH SOLE NONE SOLE SYSTEMAX INC CMN COM 871851101 750 49,763 SH SOLE NONE SOLE THQ INC (NEW) CMN COM 872443403 184 42,606 SH SOLE NONE SOLE TJX COMPANIES INC (NEW) CMN COM 872540109 340 8,100 SH SOLE NONE SOLE TELETECH HOLDINGS INC CMN COM 879939106 438 33,943 SH SOLE NONE SOLE TEXAS ROADHOUSE, INC. CMN COM 882681109 4235 335,588 SH SOLE NONE SOLE TIMBERLAND CO CLASS A CMN CLASS A COM 887100105 364 22,563 SH SOLE NONE SOLE TRACTOR SUPPLY CO CMN COM 892356106 222 3,643 SH SOLE NONE SOLE TREDEGAR CORPORATION CMN COM 894650100 887 54,325 SH SOLE NONE SOLE TRINITY INDUSTRIES INC (DEL) CMN COM 896522109 3047 171,928 SH SOLE NONE SOLE UFP TECHNOLOGIES INC CMN COM 902673102 434 47,230 SH SOLE NONE SOLE UIL HLDG CORP CMN COM 902748102 450 17,995 SH SOLE NONE SOLE USANA HEALTH SCIENCES CMN COM 90328M107 931 25,483 SH SOLE NONE SOLE USA MOBILITY INC CMN COM 90341G103 866 67,009 SH SOLE NONE SOLE UNITED STATIONERS INC CMN COM 913004107 676 12,402 SH SOLE NONE SOLE UNIVERSAL AMERICAN FINANCIAL COM 913377107 895 62,165 SH SOLE NONE SOLE UNIVERSAL ELECTRS INC CMN COM 913483103 142 8,530 SH SOLE NONE SOLE UNIVERSAL TECHNICAL INSTITUTE CMN COM 913915104 446 18,886 SH SOLE NONE SOLE UTSTARCOM INC CMN COM 918076100 160 86,851 SH SOLE NONE SOLE VSE CORP CMN COM 918284100 587 18,441 SH SOLE NONE SOLE VAALCO ENERGY, INC. CMN COM 91851C201 891 159,104 SH SOLE NONE SOLE VALUEVISION MEDIA INC CMN CLASS A COM 92047K107 140 78,984 SH SOLE NONE SOLE VIAD CORP CMN COM 92552R406 181 10,267 SH SOLE NONE SOLE VISA INC. CMN CLASS A COM 92826C839 2066 29,200 SH SOLE NONE SOLE VOLCOM, INC. CMN COM 92864N101 5242 282,272 SH SOLE NONE SOLE WD 40 CO CMN COM 929236107 927 27,752 SH SOLE NONE SOLE WAL MART STORES INC CMN COM 931142103 4175 86,860 SH SOLE NONE SOLE CALL/WMT @ 50 EXP 01/21/2012 CALL 931142103 887 2,050 SH CALL SOLE NONE SOLE WALGREEN CO. CMN COM 931422109 227 8,500 SH SOLE NONE SOLE WASHINGTON POST CO CL B CMN CLASS B COM 939640108 212 517 SH SOLE NONE SOLE WATTS WATER TECHNOLOGIES INC CMN COM 942749102 595 20,767 SH SOLE NONE SOLE WAUSAU PAPER CORP CMN COM 943315101 398 58,813 SH SOLE NONE SOLE WELLCARE HEALTH PLANS INC CMN COM 94946T106 403 16,995 SH SOLE NONE SOLE WET SEAL INC CL-A CMN CLASS A COM 961840105 188 51,458 SH SOLE NONE SOLE WHIRLPOOL CORP. CMN COM 963320106 316 3,600 SH SOLE NONE SOLE WORLD FUEL SERVICES CORP CMN COM 981475106 218 8,400 SH SOLE NONE SOLE WORLD WRESTLING ENTERTAINMENT CMN COM 98156Q108 446 28,670 SH SOLE NONE SOLE WYNDHAM WORLDWIDE CORP. CMN COM 98310W108 2014 100,000 SH SOLE NONE SOLE ARCH CAPITAL GROUP LTD. CMN COM G0450A105 4606 61,827 SH SOLE NONE SOLE HERBALIFE LTD. CMN COM G4412G101 4000 86,867 SH SOLE NONE SOLE SMART MODULAR TECHNOLOGIES, IN*C. CMN COM G82245104 458 78,339 SH SOLE NONE SOLE
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