SG Capital Management LLC Quant / Systematic

Location: Chicago, IL

CIK: 0001510099 · Show all filings

Period: Q4 2015 (← Previous) (Next →)

Filing Date: Feb 16, 2016

Total Value: $462M (100.0% shares, 0.0% debt)

Holdings (49)

— AIR METHODS CORP 7.9%

Value $36.59M Shares 872,656 Est. Cost $37.75 Unrealized —

TREX TREX CO INC 7.1%

Value $32.67M Shares 858,877 Est. Cost $10.02 Unrealized 0.0%

— MOBILE MINI INC 6.7%

Value $30.84M Shares 990,662 Est. Cost $33.46 Unrealized —

— COMSCORE INC 6.1%

Value $28.28M Shares 687,278 Est. Cost $41.93 Unrealized —

MTZ MASTEC INC 5.1%

Value $23.45M Shares 1,349,323 Est. Cost $17.68 Unrealized +0.5%

— U S G CORP 5.0%

Value $23.02M Shares 947,915 Est. Cost $24.29 Unrealized —

— DREW INDS INC 4.3%

Value $19.7M Shares 323,522 Est. Cost $60.89 Unrealized —

IMAX IMAX CORP 4.1%

Value $18.98M Shares 533,926 Est. Cost $35.58 Unrealized +5.4%

— RENTRAK CORP 3.6%

Value $16.85M Shares 354,543 Est. Cost $53.46 Unrealized —

GEO GEO GROUP INC NEW 3.6%

Value $16.78M Shares 580,280 Est. Cost $12.73 Unrealized -5.7%

ROG ROGERS CORP 3.3%

Value $15.11M Shares 293,042 Est. Cost $52.42 Unrealized 0.0%

OPLN KAR AUCTION SVCS INC 3.1%

Value $14.24M Shares 384,600 Est. Cost $14.15 Unrealized 0.0%

AIR AAR CORP 3.0%

Value $14.06M Shares 534,633 Est. Cost $22.41 Unrealized 0.0%

LPX LOUISIANA PAC CORP 2.9%

Value $13.41M Shares 744,349 Est. Cost $17.32 Unrealized 0.0%

— KATE SPADE & CO 2.9%

Value $13.38M Shares 753,244 Est. Cost $17.77 Unrealized —

— MANTECH INTL CORP 2.5%

Value $11.68M Shares 386,371 Est. Cost $25.70 Unrealized —

— NAVIGANT CONSULTING INC 2.5%

Value $11.62M Shares 723,444 Est. Cost $15.91 Unrealized —

— ATLAS AIR WORLDWIDE HLDGS IN 2.4%

Value $11.16M Shares 269,854 Est. Cost $41.34 Unrealized —

ASTE ASTEC INDS INC 2.2%

Value $10.35M Shares 254,232 Est. Cost $33.39 Unrealized 0.0%

LYTS LSI INDS INC 1.8%

Value $8.225M Shares 674,739 Est. Cost $9.45 Unrealized +15.0%

LNWO SCIENTIFIC GAMES CORP 1.7%

Value $8.026M Shares 894,705 Est. Cost $12.79 Unrealized -24.6%

— GREATBATCH INC 1.7%

Value $7.873M Shares 149,961 Est. Cost $52.50 Unrealized —

SAIC SCIENCE APPLICATNS INTL CP N 1.7%

Value $7.873M Shares 171,966 Est. Cost $48.62 Unrealized -6.1%

— BABCOCK & WILCOX ENTERPRIS I 1.5%

Value $6.753M Shares 323,589 Est. Cost $20.87 Unrealized —

CVGW CALAVO GROWERS INC 1.4%

Value $6.667M Shares 136,065 Est. Cost $42.63 Unrealized -0.5%

— KRATON PERFORMANCE POLYMERS 1.2%

Value $5.643M Shares 339,715 Est. Cost $16.61 Unrealized —

SSP SCRIPPS E W CO OHIO 1.2%

Value $5.529M Shares 290,981 Est. Cost $16.43 Unrealized -6.5%

— CARDTRONICS INC 1.2%

Value $5.463M Shares 162,344 Est. Cost $33.65 Unrealized —

— AXCELIS TECHNOLOGIES INC 1.2%

Value $5.395M Shares 2,083,062 Est. Cost $2.67 Unrealized —

— TILE SHOP HLDGS INC 1.1%

Value $5.241M Shares 319,561 Est. Cost $16.40 Unrealized —

MAS MASCO CORP 0.6%

Value $2.932M Shares 103,596 Est. Cost $24.50 Unrealized 0.0%

— ELDORADO RESORTS INC 0.6%

Value $2.855M Shares 259,501 Est. Cost $7.96 Unrealized —

MCRI MONARCH CASINO & RESORT INC 0.6%

Value $2.687M Shares 118,256 Est. Cost $21.23 Unrealized 0.0%

— H & E EQUIPMENT SERVICES INC 0.6%

Value $2.6M Shares 148,740 Est. Cost $17.48 Unrealized —

— COOPER TIRE & RUBR CO 0.6%

Value $2.556M Shares 67,540 Est. Cost $37.84 Unrealized —

— CARROLS RESTAURANT GROUP INC 0.5%

Value $2.13M Shares 181,449 Est. Cost $11.74 Unrealized —

ALCO ALICO INC 0.5%

Value $2.111M Shares 54,571 Est. Cost $40.32 Unrealized -12.5%

OC OWENS CORNING NEW 0.4%

Value $1.947M Shares 41,391 Est. Cost $45.91 Unrealized 0.0%

ARAY ACCURAY INC 0.3%

Value $1.345M Shares 199,199 Est. Cost $6.43 Unrealized 0.0%

LAD LITHIA MTRS INC 0.3%

Value $1.238M Shares 11,607 Est. Cost $114.91 Unrealized 0.0%

— DIEBOLD INC 0.2%

Value $1.131M Shares 37,594 Est. Cost $30.08 Unrealized —

— SONUS NETWORKS INC 0.2%

Value $1.083M Shares 151,887 Est. Cost $7.13 Unrealized —

AGX ARGAN INC 0.2%

Value $943K Shares 29,103 Est. Cost $29.34 Unrealized -4.3%

CASH META FINL GROUP INC 0.2%

Value $827K Shares 18,013 Est. Cost $13.73 Unrealized 0.0%

— S&W SEED CO 0.1%

Value $550K Shares 130,337 Est. Cost $4.70 Unrealized —

— XACTLY CORP 0.1%

Value $243K Shares 28,437 Est. Cost $8.55 Unrealized —

ULBI ULTRALIFE CORP 0.0%

Value $194K Shares 30,059 Est. Cost $4.75 Unrealized +39.0%

— LIQTECH INTL INC 0.0%

Value $93,000 Shares 92,084 Est. Cost $1.01 Unrealized —

RVSB RIVERVIEW BANCORP INC 0.0%

Value $66,000 Shares 14,000 Est. Cost $3.09 Unrealized +17.2%

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
—	AIR METHODS CORP	872,656	$36.59M	7.9%	$37.75	—	COM PAR $.06	009128307
TREX	TREX CO INC	858,877	$32.67M	7.1%	$10.02	0.0%	COM	89531P105
—	MOBILE MINI INC	990,662	$30.84M	6.7%	$33.46	—	COM	60740F105
—	COMSCORE INC	687,278	$28.28M	6.1%	$41.93	—	COM	20564W105
MTZ	MASTEC INC	1,349,323	$23.45M	5.1%	$17.68	+0.5%	COM	576323109
—	U S G CORP	947,915	$23.02M	5.0%	$24.29	—	COM NEW	903293405
—	DREW INDS INC	323,522	$19.7M	4.3%	$60.89	—	COM NEW	26168L205
IMAX	IMAX CORP	533,926	$18.98M	4.1%	$35.58	+5.4%	COM	45245E109
—	RENTRAK CORP	354,543	$16.85M	3.6%	$53.46	—	COM	760174102
GEO	GEO GROUP INC NEW	580,280	$16.78M	3.6%	$12.73	-5.7%	COM	36162J106
ROG	ROGERS CORP	293,042	$15.11M	3.3%	$52.42	0.0%	COM	775133101
OPLN	KAR AUCTION SVCS INC	384,600	$14.24M	3.1%	$14.15	0.0%	COM	48238T109
AIR	AAR CORP	534,633	$14.06M	3.0%	$22.41	0.0%	COM	000361105
LPX	LOUISIANA PAC CORP	744,349	$13.41M	2.9%	$17.32	0.0%	COM	546347105
—	KATE SPADE & CO	753,244	$13.38M	2.9%	$17.77	—	COM	485865109
—	MANTECH INTL CORP	386,371	$11.68M	2.5%	$25.70	—	CL A	564563104
—	NAVIGANT CONSULTING INC	723,444	$11.62M	2.5%	$15.91	—	COM	63935N107
—	ATLAS AIR WORLDWIDE HLDGS IN	269,854	$11.16M	2.4%	$41.34	—	COM NEW	049164205
ASTE	ASTEC INDS INC	254,232	$10.35M	2.2%	$33.39	0.0%	COM	046224101
LYTS	LSI INDS INC	674,739	$8.225M	1.8%	$9.45	+15.0%	COM	50216C108
LNWO	SCIENTIFIC GAMES CORP	894,705	$8.026M	1.7%	$12.79	-24.6%	CL A	80874P109
—	GREATBATCH INC	149,961	$7.873M	1.7%	$52.50	—	COM	39153L106
SAIC	SCIENCE APPLICATNS INTL CP N	171,966	$7.873M	1.7%	$48.62	-6.1%	COM	808625107
—	BABCOCK & WILCOX ENTERPRIS I	323,589	$6.753M	1.5%	$20.87	—	COM	05614L100
CVGW	CALAVO GROWERS INC	136,065	$6.667M	1.4%	$42.63	-0.5%	COM	128246105
—	KRATON PERFORMANCE POLYMERS	339,715	$5.643M	1.2%	$16.61	—	COM	50077C106
SSP	SCRIPPS E W CO OHIO	290,981	$5.529M	1.2%	$16.43	-6.5%	CL A NEW	811054402
—	CARDTRONICS INC	162,344	$5.463M	1.2%	$33.65	—	COM	14161H108
—	AXCELIS TECHNOLOGIES INC	2,083,062	$5.395M	1.2%	$2.67	—	COM	054540109
—	TILE SHOP HLDGS INC	319,561	$5.241M	1.1%	$16.40	—	COM	88677Q109
MAS	MASCO CORP	103,596	$2.932M	0.6%	$24.50	0.0%	COM	574599106
—	ELDORADO RESORTS INC	259,501	$2.855M	0.6%	$7.96	—	COM	28470R102
MCRI	MONARCH CASINO & RESORT INC	118,256	$2.687M	0.6%	$21.23	0.0%	COM	609027107
—	H & E EQUIPMENT SERVICES INC	148,740	$2.6M	0.6%	$17.48	—	COM	404030108
—	COOPER TIRE & RUBR CO	67,540	$2.556M	0.6%	$37.84	—	COM	216831107
—	CARROLS RESTAURANT GROUP INC	181,449	$2.13M	0.5%	$11.74	—	COM	14574X104
ALCO	ALICO INC	54,571	$2.111M	0.5%	$40.32	-12.5%	COM	016230104
OC	OWENS CORNING NEW	41,391	$1.947M	0.4%	$45.91	0.0%	COM	690742101
ARAY	ACCURAY INC	199,199	$1.345M	0.3%	$6.43	0.0%	COM	004397105
LAD	LITHIA MTRS INC	11,607	$1.238M	0.3%	$114.91	0.0%	CL A	536797103
—	DIEBOLD INC	37,594	$1.131M	0.2%	$30.08	—	COM	253651103
—	SONUS NETWORKS INC	151,887	$1.083M	0.2%	$7.13	—	COM NEW	835916503
AGX	ARGAN INC	29,103	$943K	0.2%	$29.34	-4.3%	COM	04010E109
CASH	META FINL GROUP INC	18,013	$827K	0.2%	$13.73	0.0%	COM	59100U108
—	S&W SEED CO	130,337	$550K	0.1%	$4.70	—	COM	785135104
—	XACTLY CORP	28,437	$243K	0.1%	$8.55	—	COM	98386L101
ULBI	ULTRALIFE CORP	30,059	$194K	0.0%	$4.75	+39.0%	COM	903899102
—	LIQTECH INTL INC	92,084	$93,000	0.0%	$1.01	—	COM	53632A102
RVSB	RIVERVIEW BANCORP INC	14,000	$66,000	0.0%	$3.09	+17.2%	COM	769397100