X0202 4 2007-06-20 1 0000929186 FIRST MERCURY FINANCIAL CORP FMR 0001378138 FMFC Holdings, LLC 222 WEST ADAMS STREET, SUITE 1000 CHICAGO IL 60606 0 0 1 0 Common Stock 2007-06-20 4 S 0 1729260 19.25 D 0 D Glencoe Capital, LLC ("Glencoe"), as the manager of FMFC Holdings, LLC, may be deemed to be the beneficial owner of these shares. Glencoe disclaims any beneficial ownership in these shares except to the extent of its pecuniary interest therein. /s/ Eric Orsic, as Attorney-in-Fact 2007-06-22