0001144204-11-028651.txt : 20110512
0001144204-11-028651.hdr.sgml : 20110512
20110512171506
ACCESSION NUMBER: 0001144204-11-028651
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110331
FILED AS OF DATE: 20110512
DATE AS OF CHANGE: 20110512
EFFECTIVENESS DATE: 20110512
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: MIG Absolute Return, 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: 11836705
BUSINESS ADDRESS:
STREET 1: 4350 VON KARMAN AVENUE
STREET 2: 4TH FLOOR
CITY: NEWPORT BEACH
STATE: CA
ZIP: 92660
BUSINESS PHONE: 949-474-5824
MAIL ADDRESS:
STREET 1: 4350 VON KARMAN AVENUE
STREET 2: 4TH FLOOR
CITY: NEWPORT BEACH
STATE: CA
ZIP: 92660
FORMER COMPANY:
FORMER CONFORMED NAME: Falcon Investment Management LLC
DATE OF NAME CHANGE: 20080131
13F-HR
1
v222333_13f-hr.txt
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OMB APPROVAL
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OMB Number: 3235-0006
Expires: December 31, 2009
Estimated average burden
hours per
response..................23.5
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UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: 03-31-2011
----------
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: MIG Absolute Return, LLC
-------------------------------------------------
Address: 4350 Von Karman Avenue 4th Floor
-------------------------------------------------
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 form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Richard Merage
-----------------------------------------------
Title: Managing Partner
-----------------------------------------------
Phone: 949-474-5800
-----------------------------------------------
Signature, Place, and Date of Signing:
/s/ Richard Merage Newport Beach, CA 05/11/11
------------------ ----------------- --------
[Signature] [City, State] [Date]
Report Type (Check only one):
|X| 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report.)
|_| 13F NOTICE. (Check here if no holdings reported are in this report, and
all holdings are reported by other reporting manager(s).)
|_| 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported
by other reporting manager(s).)
List of Other Managers Reporting for this Manager: None
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
---------------------
Form 13F Information Table Entry Total: 242
---------------------
Form 13F Information Table Value Total: $ 255,539
---------------------
(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
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
---------------------------- -------------- ----------- -------- --------- --- ---- ------- -------- ---- ------ ---
8X8 INC CMN COM 282914100 29 10,173 SH SOLE 10,173
A. H. BELO CORPORATION CMN
SERIES A COM 001282102 180 21,541 SH SOLE 21,541
A.M.CASTLE & CO CMN COM 148411101 225 11,891 SH SOLE 11,891
AARON RENTS INC A CMN COM 002535300 280 11,049 SH SOLE 11,049
ACETO CORP CMN COM 004446100 751 94,225 SH SOLE 94,225
ACTUATE CORPORATION COMMON
STOCK COM 00508B102 434 83,550 SH SOLE 83,550
AIR TRANSPORT SERVICES GROUP
I*NC CMN COM 00922R105 748 88,483 SH SOLE 88,483
ALAMO GROUP INC CMN COM 011311107 382 13,906 SH SOLE 13,906
ALLIANCE FIBER OPTIC PRODS INC
CMN COM 018680306 680 60,911 SH SOLE 60,911
AMERICAN EAGLE OUTFITTERS INC
(NEW) COM 02553E106 428 26,962 SH SOLE 26,962
AMERICAN GREETINGS CORPORATION
CMN CLASS A COM 026375105 719 30,482 SH SOLE 30,482
AMPCO PITTSBURG CORP CMN COM 032037103 534 19,356 SH SOLE 19,356
AMTECH SYSTEMS INC CMN COM 032332504 804 31,861 SH SOLE 31,861
ANADIGICS INC. COMMON STOCK COM 032515108 501 112,011 SH SOLE 112,011
ANAREN INC CMN COM 032744104 614 30,566 SH SOLE 30,566
ARCH CAPITAL GROUP LTD. CMN COM G0450A105 6,844 69,000 SH SOLE 69,000
ARCTIC CAT INC CMN COM 039670104 777 49,951 SH SOLE 49,951
ARDEN GROUP INC CL-A CMN
CLASS A COM 039762109 4,156 54,456 SH SOLE 54,456
ARKANSAS BEST CORP DEL CMN COM 040790107 378 14,576 SH SOLE 14,576
ASCENA RETAIL GROUP INC CMN COM 04351G101 7,170 221,239 SH SOLE 221,239
ASTEC INDUSTRIES INC CMN COM 046224101 320 8,585 SH SOLE 8,585
ATLAS AIR WORLDWIDE HOLDINGS
CMN COM 049164205 741 10,622 SH SOLE 10,622
AUTOZONE, INC. CMN COM 053332102 3,845 14,055 SH SOLE 14,055
BALLANTYNE OF OMAHA INC CMN COM 058516105 744 103,757 SH SOLE 103,757
BALLY TECHNOLOGIES INC CMN COM 05874B107 3,185 84,150 SH SOLE 84,150
BARNES & NOBLE, INC CMN COM 067774109 286 31,171 SH SOLE 31,171
BB&T CORPORATION CMN COM 054937107 3,470 126,412 SH SOLE 126,412
BEL FUSE INC CL-B CMN CLASS B COM 077347300 573 26,056 SH SOLE 26,056
BERKSHIRE HATHAWAY INC.
CLASS B COM 084670702 351 4,200 SH SOLE 4,200
BLACK DIAMOND INC CMN COM 09202G101 263 38,220 SH SOLE 38,220
BLYTH, INC. CMN COM 09643P207 712 21,903 SH SOLE 21,903
BOISE INC. CMN COM 09746Y105 688 75,106 SH SOLE 75,106
BRONCO DRILLING COMPANY, INC.
CMN COM 112211107 764 67,654 SH SOLE 67,654
BUILD-A-BEAR WORKSHOP, INC.
CMN COM 120076104 667 110,186 SH SOLE 110,186
C D I CORP CMN COM 125071100 398 26,937 SH SOLE 26,937
CABELA'S INCORPORATED CMN
CLASS A COM 126804301 675 26,978 SH SOLE 26,978
CALL/WMT @ 50 EXP 01/21/2012 CALL 931142103 815 2,050 SH CALL SOLE 2,050
CAPELLA EDUCATION COMPANY CMN COM 139594105 647 12,993 SH SOLE 12,993
CARDIONET, INC. CMN COM 14159L103 89 18,498 SH SOLE 18,498
CATO CORPORATION (THE) CMN
CLASS A COM 149205106 765 31,210 SH SOLE 31,210
CHARMING SHOPPES, INC. CMN COM 161133103 922 216,354 SH SOLE 216,354
CHINDEX INTERNATIONAL, INC.
CMN COM 169467107 189 11,800 SH SOLE 11,800
CISCO SYSTEMS, INC. CMN COM 17275R102 312 18,200 SH SOLE 18,200
COACH INC CMN COM 189754104 382 7,347 SH SOLE 7,347
COGNEX CORP CMN COM 192422103 711 25,173 SH SOLE 25,173
COHERENT INC. CMN COM 192479103 229 3,938 SH SOLE 3,938
COHU INC CMN COM 192576106 268 17,432 SH SOLE 17,432
COLDWATER CREEK INC CMN COM 193068103 380 143,824 SH SOLE 143,824
COLLECTIVE BRANDS, INC. CMN COM 19421W100 351 16,253 SH SOLE 16,253
COMCAST CORPORATION CMN CLASS
A VOTING COM 20030N101 415 16,800 SH SOLE 16,800
COMTECH TELECOMM CORP NEW CMN COM 205826209 727 26,722 SH SOLE 26,722
CONNS, INC. CMN COM 208242107 627 139,974 SH SOLE 139,974
CONTINUCARE CORPORATION CMN COM 212172100 696 130,180 SH SOLE 130,180
CRAY INC CMN CLASS COM 225223304 311 48,221 SH SOLE 48,221
CROSSTEX ENERGY LP CMN COM 22765U102 448 26,476 SH SOLE 26,476
CROWN CASTLE INTL CORP COMMON
STOCK COM 228227104 5,191 122,007 SH SOLE 122,007
CUBIC CORP (DELAWARE) CMN COM 229669106 445 7,743 SH SOLE 7,743
CUTERA INC CMN COM 232109108 529 61,677 SH SOLE 61,677
CYMER INC CMN COM 232572107 513 9,066 SH SOLE 9,066
CYNOSURE INC CMN CLASS A COM 232577205 147 10,614 SH SOLE 10,614
DAKTRONICS INC CMN COM 234264109 305 28,362 SH SOLE 28,362
DATALINK CORP CMN COM 237934104 645 100,829 SH SOLE 100,829
DDI CORP. CMN COM 233162502 606 57,332 SH SOLE 57,332
DECKERS OUTDOORS CORP CMN COM 243537107 555 6,444 SH SOLE 6,444
DIGI INTERNATIONAL, INC. CMN COM 253798102 401 37,976 SH SOLE 37,976
DOLAN MEDIA COMPANY CMN COM 25659P402 370 30,502 SH SOLE 30,502
DORMAN PRODUCTS INC CMN COM 258278100 774 18,381 SH SOLE 18,381
DSW INC. CMN CLASS A COM 23334L102 3,588 89,792 SH SOLE 89,792
DUCOMMUN INC DEL CMN COM 264147109 698 29,191 SH SOLE 29,191
DYCOM INDUSTRIES INC CMN COM 267475101 554 31,963 SH SOLE 31,963
EARTHLINK, INC. CMN COM 270321102 237 30,310 SH SOLE 30,310
ECHOSTAR CORPORATION CMN COM 278768106 703 18,579 SH SOLE 18,579
EPLUS INC CMN COM 294268107 531 19,968 SH SOLE 19,968
EXPONENT, INC. CMN COM 30214U102 470 10,528 SH SOLE 10,528
EXTREME NETWORKS INC CMN COM 30226D106 700 200,030 SH SOLE 200,030
FEI COMPANY CMN COM 30241L109 682 20,228 SH SOLE 20,228
FIVE STAR QUALITY CARE INC CMN COM 33832D106 719 88,485 SH SOLE 88,485
FORCE PROTECTION INC. CMN COM 345203202 188 38,279 SH SOLE 38,279
FORMFACTOR INC CMN COM 346375108 526 51,163 SH SOLE 51,163
FREDS INC CL A CMN CLASS A COM 356108100 705 52,892 SH SOLE 52,892
GREAT LAKES DREDGE & DOCK CORP
CMN COM 390607109 681 89,253 SH SOLE 89,253
GRUPO TELEVISA, S.A. GDS REP
5 CPO'S REP 1 L SHARE, 1 A
SHARE AND 1 D SHARE COM 40049J206 4,881 199,000 SH SOLE 199,000
GSI TECHNOLOGY INC CMN COM 36241U106 733 80,591 SH SOLE 80,591
GUESS ?, INC. CMN COM 401617105 358 9,100 SH SOLE 9,100
HARDINGE INC. COMMON STOCK COM 412324303 693 50,560 SH SOLE 50,560
HAWAIIAN HOLDINGS INC CMN COM 419879101 650 108,078 SH SOLE 108,078
HEELYS, INC. CMN COM 42279M107 113 49,249 SH SOLE 49,249
HERBALIFE LTD. CMN COM G4412G101 10,058 123,619 SH SOLE 123,619
HHGREGG INC. CMN COM 42833L108 401 29,958 SH SOLE 29,958
HORNBECK OFFSHORE SERVICES INC
CMN COM 440543106 238 7,721 SH SOLE 7,721
ICONIX BRAND GROUP INC CMN COM 451055107 312 14,505 SH SOLE 14,505
ICU MEDICAL INC CMN COM 44930G107 334 7,625 SH SOLE 7,625
IDT CORPORATION CMN CLASS B COM 448947507 297 11,010 SH SOLE 11,010
IGATE CORPORATION CMN COM 45169U105 730 38,889 SH SOLE 38,889
INFOSPACE, INC. CMN COM 45678T300 157 18,112 SH SOLE 18,112
INGLES MARKETS INC CL-A CMN
CLASS A COM 457030104 696 35,158 SH SOLE 35,158
INSIGHT ENTERPRISES INC CMN COM 45765U103 682 40,070 SH SOLE 40,070
INTEGRATED SILICON SOLUTION
COMMON STOCK COM 45812P107 700 75,524 SH SOLE 75,524
INTERVAL LEISURE GROUP, INC.
CMN COM 46113M108 5,113 312,713 SH SOLE 312,713
ISHARES TRUST - RUSSELL 1000
VALUE INDEX FUND ETF ISHARES
RUSSELL 1000 VAL INDEX ETF 464287598 5,150 75,000 SH SOLE 75,000
ISHARES TRUST-RUSSELL 1000
INDEX FUND ETF ETF 464287622 5,171 70,000 SH SOLE 70,000
J.M. SMUCKER CO. CMN COM 832696405 6,894 96,565 SH SOLE 96,565
JACK IN THE BOX INC. CMN COM 466367109 7,178 316,511 SH SOLE 316,511
JAKKS PACIFIC INC CMN COM 47012E106 336 17,359 SH SOLE 17,359
JEFFERIES GROUP INC (NEW) CMN COM 472319102 289 11,600 SH SOLE 11,600
JOS A BANK CLOTHIERS INC CMN COM 480838101 776 15,245 SH SOLE 15,245
JOURNAL COMMUNICATIONS INC CMN
CLASS A COM 481130102 226 37,630 SH SOLE 37,630
JPMORGAN CHASE & CO CMN COM 46625H100 5,384 116,800 SH SOLE 116,800
KADANT INCORPORATED CMN COM 48282T104 718 27,416 SH SOLE 27,416
KAPSTONE PAPER AND PACKAGING
CORPORATION CMN COM 48562P103 405 23,570 SH SOLE 23,570
KELLY SERVICES INC(CL-A) CMN
CLASS A COM 488152208 739 34,025 SH SOLE 34,025
KENNETH COLE PRODUCTIONS INC
CL-A CLASS A COM 193294105 297 22,928 SH SOLE 22,928
KEYNOTE SYSTEMS INC CMN COM 493308100 732 39,484 SH SOLE 39,484
KINDRED HEALTHCARE INC. CMN COM 494580103 663 27,755 SH SOLE 27,755
KNOT INC CMN COM 499184109 350 29,072 SH SOLE 29,072
KULICKE & SOFFA INDS INC CMN COM 501242101 595 63,592 SH SOLE 63,592
LANNETT COMPANY, INC CMN COM 516012101 446 79,971 SH SOLE 79,971
LASALLE HOTEL PROPERTIES CMN COM 517942108 2,520 93,350 SH SOLE 93,350
LATTICE SEMICONDUCTOR CORP CMN COM 518415104 148 25,023 SH SOLE 25,023
LIBERTY MEDIA HLDG CORP CMN
CLASS A INTERACTIVE COM 53071M104 4,251 265,000 SH SOLE 265,000
LINCOLN EDL SERVICES CORP CMN COM 533535100 675 42,465 SH SOLE 42,465
LO JACK CORP CMN COM 539451104 264 56,358 SH SOLE 56,358
M & F WORLDWIDE CORP CMN COM 552541104 677 26,946 SH SOLE 26,946
MARCUS CORP CMN COM 566330106 530 48,654 SH SOLE 48,654
MASTEC INC CMN COM 576323109 315 15,122 SH SOLE 15,122
MATERIAL SCIENCES CORP CMN COM 576674105 346 47,971 SH SOLE 47,971
MAXYGEN INC. CMN COM 577776107 784 150,714 SH SOLE 150,714
MB FINANCIAL INC NEW CMN COM 55264U108 3,163 150,920 SH SOLE 150,920
MC CLATCHY COMPANY (HLDG CO)
CLASS A COMMON STOCK COM 579489105 467 137,403 SH SOLE 137,403
MEDCATH CORP CMN COM 58404W109 556 39,856 SH SOLE 39,856
MEDICINES CO (THE) CMN COM 584688105 167 10,248 SH SOLE 10,248
MEDQUIST, INC CMN COM 584949101 140 13,647 SH SOLE 13,647
MESABI TRUST UBI CMN COM 590672101 802 19,483 SH SOLE 19,483
METRO HEALTH NETWORKS INC CMN COM 592142103 708 149,712 SH SOLE 149,712
MICREL INC CMN COM 594793101 196 14,515 SH SOLE 14,515
MICROSOFT CORPORATION CMN COM 594918104 789 31,058 SH SOLE 31,058
MILLER INDS INC CMN COM 600551204 700 43,128 SH SOLE 43,128
MODUSLINK GLOBAL SOLUTIONS,
IN*C CMN COM 60786L107 371 67,869 SH SOLE 67,869
MOLINA HEALTHCARE, INC. CMN COM 60855R100 789 19,720 SH SOLE 19,720
MOTORCAR PARTS OF AMERICA, INC
CMN COM 620071100 685 48,983 SH SOLE 48,983
MOVADO GROUP INC CMN COM 624580106 741 50,443 SH SOLE 50,443
MUELLER INDUSTRIES INC CMN COM 624756102 724 19,782 SH SOLE 19,782
NACCO INDS INC CL-A (COM) CMN
CLASS A COM 629579103 731 6,604 SH SOLE 6,604
NATIONAL BEVERAGE CORP CMN COM 635017106 332 24,185 SH SOLE 24,185
NETGEAR, INC. CMN COM 64111Q104 260 8,014 SH SOLE 8,014
NEW ENERGY SYSTEMS GROUP CMN COM 643847106 178 35,920 SH SOLE 35,920
NEW YORK & COMPANY, INC. CMN COM 649295102 466 66,450 SH SOLE 66,450
NEWPARK RES INC CMN COM 651718504 314 39,916 SH SOLE 39,916
NEWPORT CORP CMN COM 651824104 364 20,429 SH SOLE 20,429
NUTRISYSTEM, INC. CMN COM 67069D108 389 26,849 SH SOLE 26,849
OMEGA PROTEIN CORPORATION CMN COM 68210P107 717 53,149 SH SOLE 53,149
OPLINK COMMUNICATIONS INC CMN COM 68375Q403 615 31,563 SH SOLE 31,563
ORION MARINE GROUP INC CMN COM 68628V308 362 33,673 SH SOLE 33,673
PACIFIC SUNWEAR OF CALIFORNIA
INC COM 694873100 642 177,398 SH SOLE 177,398
PACWEST BANCORP CMN COM 695263103 4,149 190,780 SH SOLE 190,780
PAR PHARMACEUTICAL COS INC CMN COM 69888P106 680 21,866 SH SOLE 21,866
PC MALL INC CMN COM 69323K100 704 67,879 SH SOLE 67,879
PEP BOYS MANNY-MOE &JACK CMN COM 713278109 761 59,907 SH SOLE 59,907
PEPSICO INC CMN COM 713448108 6,856 106,450 SH SOLE 106,450
PHOTRONICS INC CMN COM 719405102 518 57,715 SH SOLE 57,715
POLYONE CORP CMN COM 73179P106 242 17,056 SH SOLE 17,056
POWER-ONE INC. CMN COM 73930R102 159 18,187 SH SOLE 18,187
POZEN INC CMN COM 73941U102 100 18,530 SH SOLE 18,530
PREFORMED LINE PRODS CO CMN COM 740444104 551 7,971 SH SOLE 7,971
PREMIERE GLOBAL SVCS INC CMN COM 740585104 591 77,496 SH SOLE 77,496
QUIKSILVER INC CMN COM 74838C106 183 41,405 SH SOLE 41,405
REGIS CORP. CMN COM 758932107 5,464 308,020 SH SOLE 308,020
RENT-A-CENTER INC CMN COM 76009N100 5,344 153,084 SH SOLE 153,084
REPUBLIC AIRWAYS HOLDINGS,
INC*. CMN COM 760276105 540 83,911 SH SOLE 83,911
RICHARDSON ELECTRONICS LTD CMN COM 763165107 516 39,166 SH SOLE 39,166
RIGEL PHARMACEUTICALS INC CMN COM 766559603 493 69,314 SH SOLE 69,314
ROCKY BRANDS, INC. CMN COM 774515100 325 21,253 SH SOLE 21,253
RTI INTERNATIONAL METALS CMN COM 74973W107 243 7,811 SH SOLE 7,811
RUDOLPH TECHNOLOGIES INC CMN COM 781270103 318 29,053 SH SOLE 29,053
SCHOLASTIC CORPORATION CMN COM 807066105 655 24,211 SH SOLE 24,211
SCICLONE PHARMACEUTICALS INC
CMN COM 80862K104 690 170,787 SH SOLE 170,787
SHOE CARNIVAL INC CMN COM 824889109 326 11,610 SH SOLE 11,610
SILICON IMAGE INC CMN COM 82705T102 541 60,362 SH SOLE 60,362
SKILLED HEALTHCARE GROUP, INC.
CMN COM 83066R107 708 49,173 SH SOLE 49,173
SKYWEST,INC CMN COM 830879102 493 29,142 SH SOLE 29,142
SMART MODULAR TECHNOLOGIES,
IN*C. CMN COM G82245104 774 99,718 SH SOLE 99,718
SMITH MICRO SOFTWARE INC CMN COM 832154108 731 78,074 SH SOLE 78,074
SONOSITE INC CMN COM 83568G104 317 9,524 SH SOLE 9,524
SPARTAN MOTORS INC. CMN COM 846819100 121 17,606 SH SOLE 17,606
SPARTAN STORES INC CMN COM 846822104 668 45,193 SH SOLE 45,193
SPECTRUM CONTROL INC CMN COM 847615101 987 50,132 SH SOLE 50,132
STAGE STORES INC CMN COM 85254C305 327 16,994 SH SOLE 16,994
STAMPS COM INC CMN COM 852857200 579 43,342 SH SOLE 43,342
STAR GAS PARTNERS, L.P. COMMON
UNITS REPRESENTING LIMITED
PARTNER INTERESTS COM 85512C105 732 128,447 SH SOLE 128,447
STEELCASE INC. CLASS A COMMON
STOCK COM 858155203 167 14,656 SH SOLE 14,656
STEIN MART INC CMN COM 858375108 150 14,825 SH SOLE 14,825
STEWART ENTERPRISES INC
CLASS A COM 860370105 316 41,406 SH SOLE 41,406
STND MOTOR PROD INC CL-A CMN COM 853666105 796 57,537 SH SOLE 57,537
SUNPOWER CORPORATION CMN
CLASS A COM 867652109 579 33,788 SH SOLE 33,788
SUPERGEN INC CMN COM 868059106 191 61,715 SH SOLE 61,715
SUPERIOR INDS INTL INC CMN COM 868168105 554 21,592 SH SOLE 21,592
SUPERVALU INC CMN COM 868536103 497 55,703 SH SOLE 55,703
SUSSER HLDGS CORP CMN COM 869233106 272 20,791 SH SOLE 20,791
SYCAMORE NETWORKS INC CMN COM 871206405 811 33,189 SH SOLE 33,189
SYMMETRICOM INC CMN COM 871543104 191 31,224 SH SOLE 31,224
SYNAPTICS, INC. CMN COM 87157D109 207 7,671 SH SOLE 7,671
SYNNEX CORPORATION CMN COM 87162W100 645 19,695 SH SOLE 19,695
TECHTARGET, INC. CMN COM 87874R100 460 51,616 SH SOLE 51,616
TELLABS INC. CMN COM 879664100 313 59,796 SH SOLE 59,796
TELULAR CORP (NEW) CMN COM 87970T208 748 103,040 SH SOLE 103,040
TESSERA TECHNOLOGIES, INC. CMN COM 88164L100 753 41,254 SH SOLE 41,254
TEXAS ROADHOUSE, INC. CMN COM 882681109 5,950 350,188 SH SOLE 350,188
THE E.W. SCRIPPS COMPANY CMN
CLASS A COM 811054402 519 52,415 SH SOLE 52,415
THE JONES GROUP INC CMN COM 48020T101 729 52,989 SH SOLE 52,989
THE PANTRY INC CMN COM 698657103 688 46,383 SH SOLE 46,383
THQ INC (NEW) CMN COM 872443403 71 15,544 SH SOLE 15,544
TJX COMPANIES INC (NEW) CMN COM 872540109 484 9,742 SH SOLE 9,742
TOLLGRADE COMMUNICATIONS INC
CMN COM 889542106 691 68,539 SH SOLE 68,539
TPC GROUP INC CMN COM 89236Y104 502 17,405 SH SOLE 17,405
TRAVELCENTERS OF AMERICA LLC
CMN COM 894174101 704 92,943 SH SOLE 92,943
TRAVELZOO INC CMN COM 89421Q106 682 10,249 SH SOLE 10,249
TRIPLE-S MANAGEMENT CORP CMN
CLASS B COM 896749108 571 27,729 SH SOLE 27,729
TUTOR PERINI CORPORATION CMN COM 901109108 394 16,182 SH SOLE 16,182
ULTRALIFE CORPORATION CMN COM 903899102 115 22,605 SH SOLE 22,605
UNIFI INC. CMN COM 904677200 173 10,198 SH SOLE 10,198
UNIVERSAL AMERICAN FINANCIAL
CORPORATION COM 913377107 803 35,045 SH SOLE 35,045
UNIVERSAL CORPORATION CMN COM 913456109 415 9,521 SH SOLE 9,521
UNIVERSAL ELECTRS INC CMN COM 913483103 555 18,781 SH SOLE 18,781
UNIVERSAL STAINLESS & ALLOY
CMN COM 913837100 476 14,114 SH SOLE 14,114
USA MOBILITY INC CMN COM 90341G103 774 53,485 SH SOLE 53,485
USEC INC CMN COM 90333E108 165 37,515 SH SOLE 37,515
VAALCO ENERGY, INC. CMN COM 91851C201 753 97,003 SH SOLE 97,003
VEECO INSTRUMENTS INC CMN COM 922417100 408 8,027 SH SOLE 8,027
VIAD CORP CMN COM 92552R406 618 25,806 SH SOLE 25,806
VIROPHARMA INCORPORATED CMN COM 928241108 745 37,446 SH SOLE 37,446
VISA INC. CMN CLASS A COM 92826C839 3,239 44,000 SH SOLE 44,000
VITAL IMAGES INC CMN COM 92846N104 356 26,348 SH SOLE 26,348
VOLCOM, INC. CMN COM 92864N101 7,876 425,037 SH SOLE 425,037
WAL MART STORES INC CMN COM 931142103 4,521 86,860 SH SOLE 86,860
WALGREEN CO. CMN COM 931422109 341 8,500 SH SOLE 8,500
WAUSAU PAPER CORP CMN COM 943315101 503 65,778 SH SOLE 65,778
WELLCARE HEALTH PLANS INC CMN COM 94946T106 750 17,875 SH SOLE 17,875
WESTELL TECHNOLOGIES INC CMN
CLASS A COM 957541105 92 26,204 SH SOLE 26,204
WHIRLPOOL CORP. CMN COM 963320106 2,595 30,395 SH SOLE 30,395
WILLBROS GROUP, INC CMN COM 969203108 543 49,737 SH SOLE 49,737
WMS INDS INC CMN COM 929297109 5,588 158,081 SH SOLE 158,081
ZALE CORP (NEW) CMN COM 988858106 678 170,042 SH SOLE 170,042