SG Capital Management LLC Quant / Systematic

CIK: 0001510099 · Show all filings

Period: Q3 2019 (← Previous) (Next →)

Filing Date: Oct 24, 2019

Total Value ($000): $528,205 (100.0% shares, 0.0% debt)

Holdings (47)

IWM ISHARES TR 10.0%

Value ($000) $52,969 Shares 350,000 Est. Cost — Unrealized —

NVRI HARSCO CORP 8.3%

Value ($000) $44,091 Shares 2,325,481 Est. Cost $21.29 Unrealized -0.4%

LAUR LAUREATE EDUCATION INC 5.9%

Value ($000) $31,278 Shares 1,887,031 Est. Cost $16.23 Unrealized +3.5%

— ELDORADO RESORTS INC 5.4%

Value ($000) $28,388 Shares 712,020 Est. Cost $39.87 Unrealized —

MGRC MCGRATH RENTCORP 4.8%

Value ($000) $25,319 Shares 363,827 Est. Cost $54.57 Unrealized +20.2%

— CAREER EDUCATION CORP 4.3%

Value ($000) $22,911 Shares 1,441,867 Est. Cost $13.24 Unrealized —

— HESKA CORP 3.8%

Value ($000) $20,182 Shares 284,779 Est. Cost $70.87 Unrealized —

— SCIPLAY CORP 3.8%

Value ($000) $19,983 Shares 1,867,601 Est. Cost $11.94 Unrealized —

PENN PENN NATL GAMING INC 3.6%

Value ($000) $19,231 Shares 1,032,527 Est. Cost $22.73 Unrealized -16.7%

FIZZ NATIONAL BEVERAGE CORP 3.0%

Value ($000) $16,041 Shares 361,601 Est. Cost $17.82 Unrealized 0.0%

NSP INSPERITY INC 3.0%

Value ($000) $15,948 Shares 161,710 Est. Cost $91.21 Unrealized 0.0%

— H & E EQUIPMENT SERVICES INC 3.0%

Value ($000) $15,738 Shares 545,320 Est. Cost $30.61 Unrealized —

— UNIVERSAL FST PRODS INC 2.6%

Value ($000) $13,829 Shares 346,774 Est. Cost $36.82 Unrealized —

TMHC TAYLOR MORRISON HOME CORP 2.5%

Value ($000) $13,361 Shares 515,062 Est. Cost $21.93 Unrealized +5.0%

— WORLD WRESTLING ENTMT INC 2.4%

Value ($000) $12,622 Shares 177,403 Est. Cost $71.15 Unrealized —

HURN HURON CONSULTING GROUP INC 2.3%

Value ($000) $12,120 Shares 197,581 Est. Cost $50.06 Unrealized +16.7%

— CHUYS HLDGS INC 2.2%

Value ($000) $11,845 Shares 478,400 Est. Cost — Unrealized —

OMCL OMNICELL INC 2.1%

Value ($000) $10,999 Shares 152,187 Est. Cost $73.39 Unrealized 0.0%

OSIS OSI SYSTEMS INC 2.1%

Value ($000) $10,993 Shares 108,240 Est. Cost $94.61 Unrealized +14.2%

VFC V F CORP 2.1%

Value ($000) $10,968 Shares 123,249 Est. Cost $85.44 Unrealized 0.0%

ROL ROLLINS INC 1.6%

Value ($000) $8,518 Shares 250,000 Est. Cost $21.24 Unrealized 0.0%

ROL ROLLINS INC 1.6%

Value ($000) $8,326 Shares 244,377 Est. Cost $21.24 Unrealized 0.0%

CI CIGNA CORP NEW 1.6%

Value ($000) $8,217 Shares 54,137 Est. Cost $148.86 Unrealized 0.0%

LNN LINDSAY CORP 1.5%

Value ($000) $7,979 Shares 85,935 Est. Cost $83.11 Unrealized 0.0%

— U S CONCRETE INC 1.5%

Value ($000) $7,939 Shares 143,608 Est. Cost $55.28 Unrealized —

— SIX FLAGS ENTMT CORP NEW 1.5%

Value ($000) $7,811 Shares 153,793 Est. Cost $50.79 Unrealized —

MMSI MERIT MED SYS INC 1.4%

Value ($000) $7,615 Shares 250,000 Est. Cost $56.73 Unrealized -28.7%

— AARONS INC 1.4%

Value ($000) $7,216 Shares 112,287 Est. Cost $61.41 Unrealized —

AZTA BROOKS AUTOMATION INC 1.3%

Value ($000) $7,100 Shares 191,733 Est. Cost $35.63 Unrealized 0.0%

MTZ MASTEC INC 1.2%

Value ($000) $6,493 Shares 100,000 Est. Cost $47.15 Unrealized +23.8%

— TEAM INC 1.2%

Value ($000) $6,235 Shares 345,405 Est. Cost $18.05 Unrealized —

KFRC KFORCE INC 1.1%

Value ($000) $5,676 Shares 150,000 Est. Cost — Unrealized —

— CAREER EDUCATION CORP 0.9%

Value ($000) $4,767 Shares 300,000 Est. Cost $13.24 Unrealized —

MMSI MERIT MED SYS INC 0.9%

Value ($000) $4,561 Shares 149,729 Est. Cost $56.73 Unrealized -28.7%

CYRX CRYOPORT INC 0.8%

Value ($000) $4,080 Shares 249,470 Est. Cost $20.04 Unrealized 0.0%

— PRIMO WTR CORP 0.7%

Value ($000) $3,579 Shares 291,438 Est. Cost $12.30 Unrealized —

SUI SUN CMNTYS INC 0.5%

Value ($000) $2,486 Shares 16,747 Est. Cost $100.87 Unrealized —

TNC TENNANT CO 0.4%

Value ($000) $2,307 Shares 32,629 Est. Cost $62.09 Unrealized 0.0%

VCEL VERICEL CORP 0.4%

Value ($000) $1,854 Shares 122,472 Est. Cost $17.05 Unrealized +2.6%

HRI HERC HLDGS INC 0.3%

Value ($000) $1,688 Shares 36,302 Est. Cost $39.98 Unrealized 0.0%

RDVT RED VIOLET INC 0.3%

Value ($000) $1,601 Shares 127,000 Est. Cost $13.22 Unrealized 0.0%

UCTT ULTRA CLEAN HLDGS INC 0.3%

Value ($000) $1,482 Shares 101,232 Est. Cost $13.88 Unrealized 0.0%

NWPX NORTHWEST PIPE CO 0.1%

Value ($000) $661 Shares 23,473 Est. Cost $24.16 Unrealized +5.3%

TITN TITAN MACHY INC 0.1%

Value ($000) $530 Shares 36,940 Est. Cost $17.33 Unrealized +2.8%

— BALLANTYNE STRONG INC 0.1%

Value ($000) $302 Shares 97,096 Est. Cost $3.11 Unrealized —

TGLS TECNOGLASS INC 0.1%

Value ($000) $268 Shares 32,947 Est. Cost $6.71 Unrealized 0.0%

— DGSE COMPANIES INC 0.0%

Value ($000) $98 Shares 81,454 Est. Cost $1.20 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
IWM	ISHARES TR	350,000	$52,969	10.0%	—	—	Put	464287655
NVRI	HARSCO CORP	2,325,481	$44,091	8.3%	$21.29	-0.4%	COM	415864107
LAUR	LAUREATE EDUCATION INC	1,887,031	$31,278	5.9%	$16.23	+3.5%	CL A	518613203
—	ELDORADO RESORTS INC	712,020	$28,388	5.4%	$39.87	—	COM	28470R102
MGRC	MCGRATH RENTCORP	363,827	$25,319	4.8%	$54.57	+20.2%	COM	580589109
—	CAREER EDUCATION CORP	1,441,867	$22,911	4.3%	$13.24	—	COM	141665109
—	HESKA CORP	284,779	$20,182	3.8%	$70.87	—	COM RESTRC NEW	42805E306
—	SCIPLAY CORP	1,867,601	$19,983	3.8%	$11.94	—	CL A	809087109
PENN	PENN NATL GAMING INC	1,032,527	$19,231	3.6%	$22.73	-16.7%	COM	707569109
FIZZ	NATIONAL BEVERAGE CORP	361,601	$16,041	3.0%	$17.82	0.0%	COM	635017106
NSP	INSPERITY INC	161,710	$15,948	3.0%	$91.21	0.0%	COM	45778Q107
—	H & E EQUIPMENT SERVICES INC	545,320	$15,738	3.0%	$30.61	—	COM	404030108
—	UNIVERSAL FST PRODS INC	346,774	$13,829	2.6%	$36.82	—	COM	913543104
TMHC	TAYLOR MORRISON HOME CORP	515,062	$13,361	2.5%	$21.93	+5.0%	COM	87724P106
—	WORLD WRESTLING ENTMT INC	177,403	$12,622	2.4%	$71.15	—	CL A	98156Q108
HURN	HURON CONSULTING GROUP INC	197,581	$12,120	2.3%	$50.06	+16.7%	COM	447462102
—	CHUYS HLDGS INC	478,400	$11,845	2.2%	—	—	Put	171604101
OMCL	OMNICELL INC	152,187	$10,999	2.1%	$73.39	0.0%	COM	68213N109
OSIS	OSI SYSTEMS INC	108,240	$10,993	2.1%	$94.61	+14.2%	COM	671044105
VFC	V F CORP	123,249	$10,968	2.1%	$85.44	0.0%	COM	918204108
ROL	ROLLINS INC	250,000	$8,518	1.6%	$21.24	0.0%	Put	775711104
ROL	ROLLINS INC	244,377	$8,326	1.6%	$21.24	0.0%	COM	775711104
CI	CIGNA CORP NEW	54,137	$8,217	1.6%	$148.86	0.0%	COM	125523100
LNN	LINDSAY CORP	85,935	$7,979	1.5%	$83.11	0.0%	COM	535555106
—	U S CONCRETE INC	143,608	$7,939	1.5%	$55.28	—	COM NEW	90333L201
—	SIX FLAGS ENTMT CORP NEW	153,793	$7,811	1.5%	$50.79	—	COM	83001A102
MMSI	MERIT MED SYS INC	250,000	$7,615	1.4%	$56.73	-28.7%	Put	589889104
—	AARONS INC	112,287	$7,216	1.4%	$61.41	—	COM PAR $0.50	002535300
AZTA	BROOKS AUTOMATION INC	191,733	$7,100	1.3%	$35.63	0.0%	COM	114340102
MTZ	MASTEC INC	100,000	$6,493	1.2%	$47.15	+23.8%	Put	576323109
—	TEAM INC	345,405	$6,235	1.2%	$18.05	—	COM	878155100
KFRC	KFORCE INC	150,000	$5,676	1.1%	—	—	Call	493732101
—	CAREER EDUCATION CORP	300,000	$4,767	0.9%	$13.24	—	Put	141665109
MMSI	MERIT MED SYS INC	149,729	$4,561	0.9%	$56.73	-28.7%	COM	589889104
CYRX	CRYOPORT INC	249,470	$4,080	0.8%	$20.04	0.0%	COM PAR $0.001	229050307
—	PRIMO WTR CORP	291,438	$3,579	0.7%	$12.30	—	COM	74165N105
SUI	SUN CMNTYS INC	16,747	$2,486	0.5%	$100.87	—	COM	866674104
TNC	TENNANT CO	32,629	$2,307	0.4%	$62.09	0.0%	COM	880345103
VCEL	VERICEL CORP	122,472	$1,854	0.4%	$17.05	+2.6%	COM	92346J108
HRI	HERC HLDGS INC	36,302	$1,688	0.3%	$39.98	0.0%	COM	42704L104
RDVT	RED VIOLET INC	127,000	$1,601	0.3%	$13.22	0.0%	COM	75704L104
UCTT	ULTRA CLEAN HLDGS INC	101,232	$1,482	0.3%	$13.88	0.0%	COM	90385V107
NWPX	NORTHWEST PIPE CO	23,473	$661	0.1%	$24.16	+5.3%	COM	667746101
TITN	TITAN MACHY INC	36,940	$530	0.1%	$17.33	+2.8%	COM	88830R101
—	BALLANTYNE STRONG INC	97,096	$302	0.1%	$3.11	—	COM	058516105
TGLS	TECNOGLASS INC	32,947	$268	0.1%	$6.71	0.0%	SHS	G87264100
—	DGSE COMPANIES INC	81,454	$98	0.0%	$1.20	—	COM	23323G106