ACK Asset Management LLC Quant / Systematic

CIK: 0001510940 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Feb 13, 2017

Total Value ($000): $339,994 (100.0% shares, 0.0% debt)

Holdings (30)

DY DYCOM INDUSTRIES INC 8.0%

Value ($000) $27,299 Shares 340,000 Est. Cost $41.89 Unrealized +93.2%

MRCY MERCURY SYSTEMS INC 7.5%

Value ($000) $25,536 Shares 845,000 Est. Cost $15.94 Unrealized +78.2%

LDOS LEIDOS HOLDINGS INC 7.4%

Value ($000) $25,059 Shares 490,000 Est. Cost $37.74 Unrealized +7.3%

— BMC STOCK HOLDINGS INC 6.8%

Value ($000) $23,164 Shares 1,187,900 Est. Cost $17.18 Unrealized —

WMS ADVANCED DRAINAGE SYSTEMS IN 6.2%

Value ($000) $21,218 Shares 1,030,000 Est. Cost $21.82 Unrealized -13.2%

JBSS JOHN B. SANFILIPPO & SON INC 5.6%

Value ($000) $19,005 Shares 270,000 Est. Cost $48.68 Unrealized +26.3%

ROG ROGERS CORP 5.5%

Value ($000) $18,818 Shares 245,000 Est. Cost $61.46 Unrealized +10.2%

— HEADWATERS INC 4.9%

Value ($000) $16,817 Shares 715,000 Est. Cost $21.18 Unrealized —

— CSRA INC 4.7%

Value ($000) $15,920 Shares 500,000 Est. Cost $31.84 Unrealized —

VMI VALMONT INDUSTRIES 4.4%

Value ($000) $14,795 Shares 105,000 Est. Cost $136.04 Unrealized +2.0%

— DEL TACO RESTAURANTS INC 4.3%

Value ($000) $14,776 Shares 1,046,479 Est. Cost $10.75 Unrealized —

KW KENNEDY-WILSON HOLDINGS INC 4.2%

Value ($000) $14,350 Shares 700,000 Est. Cost $20.01 Unrealized +6.7%

— CONTINENTAL BUILDING PRODUCT 3.9%

Value ($000) $13,283 Shares 575,000 Est. Cost $20.62 Unrealized —

VC VISTEON CORP 3.1%

Value ($000) $10,444 Shares 130,000 Est. Cost $74.77 Unrealized 0.0%

— AIR TRANSPORT SERVICES GROUP 2.9%

Value ($000) $9,736 Shares 610,000 Est. Cost $13.46 Unrealized —

— NCI BUILDING SYSTEMS INC 2.3%

Value ($000) $7,927 Shares 506,507 Est. Cost $15.65 Unrealized —

— ATLAS AIR WORLDWIDE HOLDINGS 2.2%

Value ($000) $7,394 Shares 141,788 Est. Cost $52.15 Unrealized —

— VERINT SYSTEMS INC 2.1%

Value ($000) $7,054 Shares 200,100 Est. Cost $36.97 Unrealized —

HDSN HUDSON TECHNOLOGIES INC 1.7%

Value ($000) $5,727 Shares 715,000 Est. Cost $7.05 Unrealized +0.0%

— VERSUM MATERIALS INC 1.7%

Value ($000) $5,628 Shares 200,500 Est. Cost $22.70 Unrealized —

— SMART & FINAL STORES INC 1.6%

Value ($000) $5,341 Shares 378,800 Est. Cost $14.10 Unrealized —

SFM SPROUTS FARMERS MARKET INC 1.5%

Value ($000) $5,203 Shares 275,000 Est. Cost $21.01 Unrealized 0.0%

— SWIFT TRANSPORTATION CO 1.4%

Value ($000) $4,872 Shares 200,000 Est. Cost $24.36 Unrealized —

CHEF CHEFS' WAREHOUSE INC/THE 1.3%

Value ($000) $4,503 Shares 285,000 Est. Cost $13.16 Unrealized 0.0%

— DIEBOLD NIXDORF INC 1.3%

Value ($000) $4,401 Shares 175,000 Est. Cost $25.15 Unrealized —

UFI UNIFI INC 1.2%

Value ($000) $4,166 Shares 127,688 Est. Cost $27.23 Unrealized +12.8%

LMB LIMBACH HOLDINGS INC 0.8%

Value ($000) $2,820 Shares 200,000 Est. Cost $14.08 Unrealized 0.0%

— MERIDIAN BIOSCIENCE INC 0.7%

Value ($000) $2,468 Shares 139,450 Est. Cost $19.24 Unrealized —

— TRAVELPORT WORLDWIDE LTD 0.5%

Value ($000) $1,763 Shares 125,000 Est. Cost $14.10 Unrealized —

— FERRO CORP 0.1%

Value ($000) $507 Shares 35,378 Est. Cost $14.33 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
DY	DYCOM INDUSTRIES INC	340,000	$27,299	8.0%	$41.89	+93.2%	COM	267475101
MRCY	MERCURY SYSTEMS INC	845,000	$25,536	7.5%	$15.94	+78.2%	COM	589378108
LDOS	LEIDOS HOLDINGS INC	490,000	$25,059	7.4%	$37.74	+7.3%	COM	525327102
—	BMC STOCK HOLDINGS INC	1,187,900	$23,164	6.8%	$17.18	—	COM	05591B109
WMS	ADVANCED DRAINAGE SYSTEMS IN	1,030,000	$21,218	6.2%	$21.82	-13.2%	COM	00790R104
JBSS	JOHN B. SANFILIPPO & SON INC	270,000	$19,005	5.6%	$48.68	+26.3%	COM	800422107
ROG	ROGERS CORP	245,000	$18,818	5.5%	$61.46	+10.2%	COM	775133101
—	HEADWATERS INC	715,000	$16,817	4.9%	$21.18	—	COM	42210P102
—	CSRA INC	500,000	$15,920	4.7%	$31.84	—	COM	12650T104
VMI	VALMONT INDUSTRIES	105,000	$14,795	4.4%	$136.04	+2.0%	COM	920253101
—	DEL TACO RESTAURANTS INC	1,046,479	$14,776	4.3%	$10.75	—	COM	245496104
KW	KENNEDY-WILSON HOLDINGS INC	700,000	$14,350	4.2%	$20.01	+6.7%	COM	489398107
—	CONTINENTAL BUILDING PRODUCT	575,000	$13,283	3.9%	$20.62	—	COM	211171103
VC	VISTEON CORP	130,000	$10,444	3.1%	$74.77	0.0%	COM	92839U206
—	AIR TRANSPORT SERVICES GROUP	610,000	$9,736	2.9%	$13.46	—	COM	00922R105
—	NCI BUILDING SYSTEMS INC	506,507	$7,927	2.3%	$15.65	—	COM	628852204
—	ATLAS AIR WORLDWIDE HOLDINGS	141,788	$7,394	2.2%	$52.15	—	COM	049164205
—	VERINT SYSTEMS INC	200,100	$7,054	2.1%	$36.97	—	COM	92343X100
HDSN	HUDSON TECHNOLOGIES INC	715,000	$5,727	1.7%	$7.05	+0.0%	COM	444144109
—	VERSUM MATERIALS INC	200,500	$5,628	1.7%	$22.70	—	COM	92532W103
—	SMART & FINAL STORES INC	378,800	$5,341	1.6%	$14.10	—	COM	83190B101
SFM	SPROUTS FARMERS MARKET INC	275,000	$5,203	1.5%	$21.01	0.0%	COM	85208M102
—	SWIFT TRANSPORTATION CO	200,000	$4,872	1.4%	$24.36	—	COM	87074U101
CHEF	CHEFS' WAREHOUSE INC/THE	285,000	$4,503	1.3%	$13.16	0.0%	COM	163086101
—	DIEBOLD NIXDORF INC	175,000	$4,401	1.3%	$25.15	—	COM	253651103
UFI	UNIFI INC	127,688	$4,166	1.2%	$27.23	+12.8%	COM	904677200
LMB	LIMBACH HOLDINGS INC	200,000	$2,820	0.8%	$14.08	0.0%	COM	53263P105
—	MERIDIAN BIOSCIENCE INC	139,450	$2,468	0.7%	$19.24	—	COM	589584101
—	TRAVELPORT WORLDWIDE LTD	125,000	$1,763	0.5%	$14.10	—	COM	G9019D104
—	FERRO CORP	35,378	$507	0.1%	$14.33	—	COM	315405100