SG Capital Management LLC Quant / Systematic

Location: Chicago, IL

CIK: 0001510099 · Show all filings

Period: Q1 2019 (← Previous) (Next →)

Filing Date: Apr 16, 2019

Total Value: $548M (100.0% shares, 0.0% debt)

Holdings (44)

IWM ISHARES TR 24.0%

Value $131M Shares 857,900 Est. Cost — Unrealized —

MTZ MASTEC INC 6.5%

Value $35.8M Shares 744,288 Est. Cost $47.15 Unrealized -4.7%

— CAREER EDUCATION CORP 4.4%

Value $23.92M Shares 1,447,860 Est. Cost $12.82 Unrealized —

VREX VAREX IMAGING CORP 3.9%

Value $21.22M Shares 626,382 Est. Cost $30.22 Unrealized 0.0%

MYGN MYRIAD GENETICS INC 3.7%

Value $20.06M Shares 604,159 Est. Cost $30.44 Unrealized 0.0%

TDY TELEDYNE TECHNOLOGIES INC 3.5%

Value $19.36M Shares 81,663 Est. Cost $226.53 Unrealized 0.0%

— MOBILE MINI INC 3.3%

Value $17.98M Shares 529,684 Est. Cost $32.94 Unrealized —

MMSI MERIT MED SYS INC 3.2%

Value $17.37M Shares 280,945 Est. Cost $56.73 Unrealized 0.0%

PENN PENN NATL GAMING INC 3.1%

Value $17.19M Shares 855,142 Est. Cost $23.39 Unrealized 0.0%

— PLANTRONICS INC NEW 2.9%

Value $15.68M Shares 339,952 Est. Cost $46.11 Unrealized —

MASI MASIMO CORP 2.8%

Value $15.18M Shares 109,763 Est. Cost $125.54 Unrealized 0.0%

CRMT AMERICAS CAR MART INC 2.8%

Value $15.16M Shares 166,013 Est. Cost $60.80 Unrealized +28.0%

NVRI HARSCO CORP 2.6%

Value $14.47M Shares 717,908 Est. Cost $23.41 Unrealized -8.0%

MGRC MCGRATH RENTCORP 2.4%

Value $13.03M Shares 230,366 Est. Cost $50.25 Unrealized +6.4%

MYGN MYRIAD GENETICS INC 2.1%

Value $11.62M Shares 350,000 Est. Cost $30.44 Unrealized 0.0%

— PLURALSIGHT INC 2.1%

Value $11.45M Shares 360,701 Est. Cost $31.74 Unrealized —

— LYON WILLIAM HOMES 1.8%

Value $9.89M Shares 643,432 Est. Cost $15.37 Unrealized —

— CUBIC CORP 1.8%

Value $9.882M Shares 175,708 Est. Cost $56.24 Unrealized —

MTZ MASTEC INC 1.8%

Value $9.62M Shares 200,000 Est. Cost $47.15 Unrealized -4.7%

MPAA MOTORCAR PTS AMER INC 1.7%

Value $9.573M Shares 507,311 Est. Cost $22.00 Unrealized -9.4%

MLM MARTIN MARIETTA MATLS INC 1.7%

Value $9.458M Shares 47,012 Est. Cost $177.65 Unrealized 0.0%

TPC TUTOR PERINI CORP 1.7%

Value $9.297M Shares 543,028 Est. Cost $17.52 Unrealized 0.0%

— PLANTRONICS INC NEW 1.7%

Value $9.222M Shares 200,000 Est. Cost $46.11 Unrealized —

KEX KIRBY CORP 1.5%

Value $8.132M Shares 108,263 Est. Cost $72.87 Unrealized 0.0%

— CHUYS HLDGS INC 1.3%

Value $7.283M Shares 319,849 Est. Cost $22.77 Unrealized —

STRA STRATEGIC ED INC 1.2%

Value $6.785M Shares 51,675 Est. Cost $101.36 Unrealized 0.0%

— K12 INC 1.2%

Value $6.751M Shares 197,797 Est. Cost $34.13 Unrealized —

CVLT COMMVAULT SYSTEMS INC 1.2%

Value $6.474M Shares 100,000 Est. Cost — Unrealized —

— U S SILICA HLDGS INC 1.2%

Value $6.426M Shares 370,158 Est. Cost $17.36 Unrealized —

KRE SPDR SERIES TRUST 1.2%

Value $6.422M Shares 125,089 Est. Cost $51.34 Unrealized —

UEIC UNIVERSAL ELECTRS INC 0.9%

Value $4.988M Shares 134,265 Est. Cost $30.68 Unrealized 0.0%

— H & E EQUIPMENT SERVICES INC 0.8%

Value $4.334M Shares 172,587 Est. Cost $34.05 Unrealized —

OSIS OSI SYSTEMS INC 0.7%

Value $4.03M Shares 46,007 Est. Cost $83.70 Unrealized 0.0%

TTEK TETRA TECH INC NEW 0.6%

Value $3.468M Shares 58,195 Est. Cost $11.21 Unrealized 0.0%

SUI SUN CMNTYS INC 0.5%

Value $2.922M Shares 24,654 Est. Cost $97.88 Unrealized —

— FORTRESS TRANS INFRST INVS L 0.5%

Value $2.852M Shares 166,703 Est. Cost $17.11 Unrealized —

KNX KNIGHT SWIFT TRANSN HLDGS IN 0.5%

Value $2.557M Shares 78,252 Est. Cost $29.69 Unrealized 0.0%

— UNIVERSAL FST PRODS INC 0.4%

Value $2.321M Shares 77,636 Est. Cost $29.90 Unrealized —

AORT CRYOLIFE INC 0.4%

Value $2.227M Shares 76,358 Est. Cost $28.53 Unrealized 0.0%

NWPX NORTHWEST PIPE CO 0.2%

Value $1.199M Shares 49,958 Est. Cost $23.71 Unrealized 0.0%

— HI-CRUSH PARTNERS LP 0.1%

Value $570K Shares 128,155 Est. Cost $4.45 Unrealized —

VREX VAREX IMAGING CORP 0.0%

Value $203K Shares 6,000 Est. Cost $30.22 Unrealized 0.0%

— MAJESCO 0.0%

Value $154K Shares 21,785 Est. Cost $7.07 Unrealized —

— XCEL BRANDS INC 0.0%

Value $43,000 Shares 25,000 Est. Cost $1.72 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
IWM	ISHARES TR	857,900	$131M	24.0%	—	—	Put	464287655
MTZ	MASTEC INC	744,288	$35.8M	6.5%	$47.15	-4.7%	COM	576323109
—	CAREER EDUCATION CORP	1,447,860	$23.92M	4.4%	$12.82	—	COM	141665109
VREX	VAREX IMAGING CORP	626,382	$21.22M	3.9%	$30.22	0.0%	COM	92214X106
MYGN	MYRIAD GENETICS INC	604,159	$20.06M	3.7%	$30.44	0.0%	COM	62855J104
TDY	TELEDYNE TECHNOLOGIES INC	81,663	$19.36M	3.5%	$226.53	0.0%	COM	879360105
—	MOBILE MINI INC	529,684	$17.98M	3.3%	$32.94	—	COM	60740F105
MMSI	MERIT MED SYS INC	280,945	$17.37M	3.2%	$56.73	0.0%	COM	589889104
PENN	PENN NATL GAMING INC	855,142	$17.19M	3.1%	$23.39	0.0%	COM	707569109
—	PLANTRONICS INC NEW	339,952	$15.68M	2.9%	$46.11	—	COM	727493108
MASI	MASIMO CORP	109,763	$15.18M	2.8%	$125.54	0.0%	COM	574795100
CRMT	AMERICAS CAR MART INC	166,013	$15.16M	2.8%	$60.80	+28.0%	COM	03062T105
NVRI	HARSCO CORP	717,908	$14.47M	2.6%	$23.41	-8.0%	COM	415864107
MGRC	MCGRATH RENTCORP	230,366	$13.03M	2.4%	$50.25	+6.4%	COM	580589109
MYGN	MYRIAD GENETICS INC	350,000	$11.62M	2.1%	$30.44	0.0%	Put	62855J104
—	PLURALSIGHT INC	360,701	$11.45M	2.1%	$31.74	—	COM CL A	72941B106
—	LYON WILLIAM HOMES	643,432	$9.89M	1.8%	$15.37	—	CL A NEW	552074700
—	CUBIC CORP	175,708	$9.882M	1.8%	$56.24	—	COM	229669106
MTZ	MASTEC INC	200,000	$9.62M	1.8%	$47.15	-4.7%	Put	576323109
MPAA	MOTORCAR PTS AMER INC	507,311	$9.573M	1.7%	$22.00	-9.4%	COM	620071100
MLM	MARTIN MARIETTA MATLS INC	47,012	$9.458M	1.7%	$177.65	0.0%	COM	573284106
TPC	TUTOR PERINI CORP	543,028	$9.297M	1.7%	$17.52	0.0%	COM	901109108
—	PLANTRONICS INC NEW	200,000	$9.222M	1.7%	$46.11	—	Put	727493108
KEX	KIRBY CORP	108,263	$8.132M	1.5%	$72.87	0.0%	COM	497266106
—	CHUYS HLDGS INC	319,849	$7.283M	1.3%	$22.77	—	COM	171604101
STRA	STRATEGIC ED INC	51,675	$6.785M	1.2%	$101.36	0.0%	COM	86272C103
—	K12 INC	197,797	$6.751M	1.2%	$34.13	—	COM	48273U102
CVLT	COMMVAULT SYSTEMS INC	100,000	$6.474M	1.2%	—	—	Call	204166102
—	U S SILICA HLDGS INC	370,158	$6.426M	1.2%	$17.36	—	COM	90346E103
KRE	SPDR SERIES TRUST	125,089	$6.422M	1.2%	$51.34	—	S&P REGL BKG	78464A698
UEIC	UNIVERSAL ELECTRS INC	134,265	$4.988M	0.9%	$30.68	0.0%	COM	913483103
—	H & E EQUIPMENT SERVICES INC	172,587	$4.334M	0.8%	$34.05	—	COM	404030108
OSIS	OSI SYSTEMS INC	46,007	$4.03M	0.7%	$83.70	0.0%	COM	671044105
TTEK	TETRA TECH INC NEW	58,195	$3.468M	0.6%	$11.21	0.0%	COM	88162G103
SUI	SUN CMNTYS INC	24,654	$2.922M	0.5%	$97.88	—	COM	866674104
—	FORTRESS TRANS INFRST INVS L	166,703	$2.852M	0.5%	$17.11	—	COM REP LTD LIAB	34960P101
KNX	KNIGHT SWIFT TRANSN HLDGS IN	78,252	$2.557M	0.5%	$29.69	0.0%	CL A	499049104
—	UNIVERSAL FST PRODS INC	77,636	$2.321M	0.4%	$29.90	—	COM	913543104
AORT	CRYOLIFE INC	76,358	$2.227M	0.4%	$28.53	0.0%	COM	228903100
NWPX	NORTHWEST PIPE CO	49,958	$1.199M	0.2%	$23.71	0.0%	COM	667746101
—	HI-CRUSH PARTNERS LP	128,155	$570K	0.1%	$4.45	—	COM UNIT LTD	428337109
VREX	VAREX IMAGING CORP	6,000	$203K	0.0%	$30.22	0.0%	Put	92214X106
—	MAJESCO	21,785	$154K	0.0%	$7.07	—	COM	56068V102
—	XCEL BRANDS INC	25,000	$43,000	0.0%	$1.72	—	COM NEW	98400M101