Q2 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| STRL | New | STERLING CONSTRUCTION CO INC | $3,706,000 | – | 353,953 | – | 6.66% | – |
| TBBK | New | BANCORP INC DEL | $3,686,000 | – | 376,138 | – | 6.62% | – |
| NGVC | New | NATURAL GROCERS BY VITAMIN C | $3,577,000 | – | 240,373 | – | 6.42% | – |
| GORO | New | GOLD RESOURCE CORP | $3,528,000 | – | 858,382 | – | 6.34% | – |
| HRTG | New | HERITAGE INS HLDGS INC | $3,379,000 | – | 258,110 | – | 6.07% | – |
| GCAP | New | GAIN CAP HLDGS INC | $3,293,000 | – | 547,065 | – | 5.92% | – |
| CTRN | New | CITI TRENDS INC | $3,188,000 | – | 157,652 | – | 5.73% | – |
| AVYA | New | AVAYA HLDGS CORP | $3,171,000 | – | 256,577 | – | 5.70% | – |
| NOA | New | NORTH AMERN CONSTR GROUP LTD | $2,931,000 | – | 468,276 | – | 5.26% | – |
| LLNW | New | LIMELIGHT NETWORKS INC | $2,803,000 | – | 380,851 | – | 5.03% | – |
| LNDC | New | LANDEC CORP | $2,503,000 | – | 314,432 | – | 4.50% | – |
| SLRC | New | SOLAR CAP LTD | $2,502,000 | – | 156,296 | – | 4.49% | – |
| TRC | New | TEJON RANCH CO | $2,499,000 | – | 173,574 | – | 4.49% | – |
| RM | New | REGIONAL MGMT CORP | $2,321,000 | – | 131,078 | – | 4.17% | – |
| ASC | New | ARDMORE SHIPPING CORP | $2,231,000 | – | 513,949 | – | 4.01% | – |
| SII | New | SPROTT INC | $1,582,000 | – | 43,824 | – | 2.84% | – |
| ZAGG | New | ZAGG INC | $1,465,000 | – | 466,650 | – | 2.63% | – |
| CATO | New | CATO CORP NEWcl a | $1,406,000 | – | 171,846 | – | 2.52% | – |
| BPFH | New | BOSTON PRIVATE FINL HLDGS IN | $1,350,000 | – | 196,218 | – | 2.42% | – |
| NGS | New | NATURAL GAS SERVICES GROUP | $1,301,000 | – | 207,546 | – | 2.34% | – |
| TLYS | New | TILLYS INCcl a | $1,289,000 | – | 227,339 | – | 2.32% | – |
| RRGB | New | RED ROBIN GOURMET BURGERS IN | $1,068,000 | – | 104,740 | – | 1.92% | – |
| MESA | New | MESA AIR GROUP INC | $761,000 | – | 221,122 | – | 1.37% | – |
| CTHR | New | CHARLES & COLVARD LTD | $136,000 | – | 186,064 | – | 0.24% | – |
Q4 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AVYA | Exit | AVAYA HLDGS CORP | $0 | – | -215,698 | – | -2.46% | – |
| ASC | Exit | ARDMORE SHIPPING CORP | $0 | – | -337,671 | – | -2.52% | – |
| BPFH | Exit | BOSTON PRIVATE FINL HLDGS IN | $0 | – | -198,290 | – | -2.58% | – |
| ZAGG | Exit | ZAGG INC | $0 | – | -400,772 | – | -2.80% | – |
| TRC | Exit | TEJON RANCH CO | $0 | – | -155,384 | – | -2.94% | – |
| GORO | Exit | GOLD RESOURCE CORP | $0 | – | -888,577 | – | -3.02% | – |
| SLRC | Exit | SOLAR CAP LTD | $0 | – | -156,834 | – | -3.61% | – |
| NGVC | Exit | NATURAL GROCERS BY VITAMIN C | $0 | – | -331,192 | – | -3.69% | – |
| RTWIQ | Exit | RTW RETAILWINDS INC | $0 | – | -2,434,852 | – | -3.72% | – |
| LLNW | Exit | LIMELIGHT NETWORKS INC | $0 | – | -1,104,291 | – | -3.73% | – |
| HRTG | Exit | HERITAGE INS HLDGS INC | $0 | – | -225,740 | – | -3.76% | – |
| TBBK | Exit | BANCORP INC DEL | $0 | – | -350,309 | – | -3.87% | – |
| DXLG | Exit | DESTINATION XL GROUP INC | $0 | – | -2,097,715 | – | -3.95% | – |
| RCII | Exit | RENT A CTR INC NEW | $0 | – | -142,387 | – | -4.10% | – |
| CTRN | Exit | CITI TRENDS INC | $0 | – | -213,740 | – | -4.36% | – |
| CTHR | Exit | CHARLES & COLVARD LTD | $0 | – | -2,526,569 | – | -4.59% | – |
| CATO | Exit | CATO CORP NEWcl a | $0 | – | -250,301 | – | -4.92% | – |
| RRGB | Exit | RED ROBIN GOURMET BURGERS IN | $0 | – | -135,153 | – | -5.01% | – |
| RM | Exit | REGIONAL MGMT CORP | $0 | – | -169,395 | – | -5.32% | – |
| SOI | Exit | SOLARIS OILFIELD INFRSTR INC | $0 | – | -359,843 | – | -5.39% | – |
| LNDC | Exit | LANDEC CORP | $0 | – | -445,593 | – | -5.40% | – |
| GCAP | Exit | GAIN CAP HLDGS INC | $0 | – | -964,923 | – | -5.68% | – |
| STRL | Exit | STERLING CONSTRUCTION CO INC | $0 | – | -388,843 | – | -5.70% | – |
| NOA | Exit | NORTH AMERN CONSTR GROUP LTD | $0 | – | -533,919 | – | -6.87% | – |
Q3 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| NOA | Buy | NORTH AMERN CONSTR GROUP LTD | $6,156,000 | +21.6% | 533,919 | +13.9% | 6.87% | +8.8% |
| STRL | Buy | STERLING CONSTRUCTION CO INC | $5,113,000 | +17.2% | 388,843 | +19.7% | 5.70% | +4.9% |
| GCAP | Buy | GAIN CAP HLDGS INC | $5,095,000 | +80.9% | 964,923 | +41.4% | 5.68% | +61.8% |
| LNDC | Buy | LANDEC CORP | $4,844,000 | +40.1% | 445,593 | +20.7% | 5.40% | +25.3% |
| SOI | Buy | SOLARIS OILFIELD INFRSTR INC | $4,829,000 | +8.0% | 359,843 | +20.5% | 5.39% | -3.4% |
| RM | Buy | REGIONAL MGMT CORP | $4,770,000 | +28.8% | 169,395 | +20.6% | 5.32% | +15.2% |
| RRGB | New | RED ROBIN GOURMET BURGERS IN | $4,495,000 | – | 135,153 | – | 5.01% | – |
| CATO | Buy | CATO CORP NEWcl a | $4,408,000 | +168.3% | 250,301 | +87.8% | 4.92% | +139.9% |
| CTHR | Buy | CHARLES & COLVARD LTD | $4,118,000 | +69.3% | 2,526,569 | +64.1% | 4.59% | +51.5% |
| CTRN | Buy | CITI TRENDS INC | $3,911,000 | +73.2% | 213,740 | +38.4% | 4.36% | +55.0% |
| RCII | Sell | RENT A CTR INC NEW | $3,672,000 | -11.2% | 142,387 | -8.3% | 4.10% | -20.5% |
| DXLG | Buy | DESTINATION XL GROUP INC | $3,545,000 | +73.4% | 2,097,715 | +80.6% | 3.95% | +55.1% |
| TBBK | Buy | BANCORP INC DEL | $3,468,000 | +33.4% | 350,309 | +20.2% | 3.87% | +19.3% |
| HRTG | Sell | HERITAGE INS HLDGS INC | $3,375,000 | -24.6% | 225,740 | -22.3% | 3.76% | -32.5% |
| LLNW | New | LIMELIGHT NETWORKS INC | $3,346,000 | – | 1,104,291 | – | 3.73% | – |
| RTWIQ | Buy | RTW RETAILWINDS INC | $3,335,000 | +16.1% | 2,434,852 | +44.1% | 3.72% | +3.9% |
| NGVC | Buy | NATURAL GROCERS BY VITAMIN C | $3,308,000 | +19.8% | 331,192 | +20.5% | 3.69% | +7.1% |
| SLRC | Sell | SOLAR CAP LTD | $3,239,000 | -10.5% | 156,834 | -11.0% | 3.61% | -19.9% |
| GORO | New | GOLD RESOURCE CORP | $2,711,000 | – | 888,577 | – | 3.02% | – |
| TRC | Buy | TEJON RANCH CO | $2,637,000 | +21.2% | 155,384 | +18.5% | 2.94% | +8.4% |
| ZAGG | Buy | ZAGG INC | $2,513,000 | +26.7% | 400,772 | +40.6% | 2.80% | +13.3% |
| BPFH | Buy | BOSTON PRIVATE FINL HLDGS IN | $2,311,000 | +15.5% | 198,290 | +19.7% | 2.58% | +3.3% |
| ASC | Buy | ARDMORE SHIPPING CORP | $2,259,000 | -1.1% | 337,671 | +20.5% | 2.52% | -11.6% |
| AVYA | New | AVAYA HLDGS CORP | $2,206,000 | – | 215,698 | – | 2.46% | – |
| TGB | Exit | TASEKO MINES LTD | $0 | – | -567,337 | – | -0.38% | – |
| INBK | Exit | FIRST INTERNET BANCORP | $0 | – | -107,748 | – | -2.89% | – |
| EGLE | Exit | EAGLE BULK SHIPPING INC | $0 | – | -633,207 | – | -4.14% | – |
| TPC | Exit | TUTOR PERINI CORP | $0 | – | -270,879 | – | -4.68% | – |
| PNNT | Exit | PENNANTPARK INVT CORP | $0 | – | -606,321 | – | -4.78% | – |
| AAWW | Exit | ATLAS AIR WORLDWIDE HLDGS IN | $0 | – | -123,570 | – | -6.88% | – |
Q2 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AAWW | New | ATLAS AIR WORLDWIDE HLDGS IN | $5,516,000 | – | 123,570 | – | 6.88% | – |
| NOA | New | NORTH AMERN CONSTR GROUP LTD | $5,063,000 | – | 468,734 | – | 6.31% | – |
| HRTG | New | HERITAGE INS HLDGS INC | $4,475,000 | – | 290,384 | – | 5.58% | – |
| SOI | New | SOLARIS OILFIELD INFRSTR INC | $4,473,000 | – | 298,586 | – | 5.58% | – |
| STRL | New | STERLING CONSTRUCTION CO INC | $4,361,000 | – | 324,916 | – | 5.44% | – |
| RCII | New | RENT A CTR INC NEW | $4,134,000 | – | 155,241 | – | 5.15% | – |
| PNNT | New | PENNANTPARK INVT CORP | $3,832,000 | – | 606,321 | – | 4.78% | – |
| TPC | New | TUTOR PERINI CORP | $3,757,000 | – | 270,879 | – | 4.68% | – |
| RM | New | REGIONAL MGMT CORP | $3,703,000 | – | 140,438 | – | 4.62% | – |
| SLRC | New | SOLAR CAP LTD | $3,619,000 | – | 176,258 | – | 4.51% | – |
| LNDC | New | LANDEC CORP | $3,458,000 | – | 369,067 | – | 4.31% | – |
| EGLE | New | EAGLE BULK SHIPPING INC | $3,318,000 | – | 633,207 | – | 4.14% | – |
| RTWIQ | New | RTW RETAILWINDS INC | $2,872,000 | – | 1,689,669 | – | 3.58% | – |
| GCAP | New | GAIN CAP HLDGS INC | $2,817,000 | – | 682,187 | – | 3.51% | – |
| NGVC | New | NATURAL GROCERS BY VITAMIN C | $2,762,000 | – | 274,838 | – | 3.44% | – |
| TBBK | New | BANCORP INC DEL | $2,600,000 | – | 291,463 | – | 3.24% | – |
| CTHR | New | CHARLES & COLVARD LTD | $2,432,000 | – | 1,539,596 | – | 3.03% | – |
| INBK | New | FIRST INTERNET BANCORP | $2,321,000 | – | 107,748 | – | 2.89% | – |
| ASC | New | ARDMORE SHIPPING CORP | $2,284,000 | – | 280,223 | – | 2.85% | – |
| CTRN | New | CITI TRENDS INC | $2,258,000 | – | 154,484 | – | 2.82% | – |
| TRC | New | TEJON RANCH CO | $2,176,000 | – | 131,155 | – | 2.71% | – |
| DXLG | New | DESTINATION XL GROUP INC | $2,044,000 | – | 1,161,648 | – | 2.55% | – |
| BPFH | New | BOSTON PRIVATE FINL HLDGS IN | $2,001,000 | – | 165,724 | – | 2.50% | – |
| ZAGG | New | ZAGG INC | $1,984,000 | – | 284,962 | – | 2.47% | – |
| CATO | New | CATO CORP NEWcl a | $1,643,000 | – | 133,311 | – | 2.05% | – |
| TGB | New | TASEKO MINES LTD | $301,000 | – | 567,337 | – | 0.38% | – |
Q4 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GME | Exit | GAMESTOP CORP NEWcl a | $0 | – | -85,199 | – | -1.18% | – |
| RM | Exit | REGIONAL MGMT CORP | $0 | – | -50,420 | – | -1.32% | – |
| FRAN | Exit | FRANCESCAS HLDGS CORP | $0 | – | -397,954 | – | -1.34% | – |
| BBW | Exit | BUILD A BEAR WORKSHOP | $0 | – | -207,669 | – | -1.71% | – |
| BPFH | Exit | BOSTON PRIVATE FINL HLDGS IN | $0 | – | -176,779 | – | -2.19% | – |
| TBBK | Exit | BANCORP INC DEL | $0 | – | -307,594 | – | -2.68% | – |
| CCS | Exit | CENTURY CMNTYS INC | $0 | – | -116,055 | – | -2.77% | – |
| SLRC | Exit | SOLAR CAP LTD | $0 | – | -155,832 | – | -3.02% | – |
| INBK | Exit | FIRST INTERNET BANCORP | $0 | – | -113,866 | – | -3.15% | – |
| TPC | Exit | TUTOR PERINI CORP | $0 | – | -191,333 | – | -3.26% | – |
| EGLE | Exit | EAGLE BULK SHIPPING INC | $0 | – | -647,880 | – | -3.30% | – |
| RVLT | Exit | REVOLUTION LIGHTING TECHNOLO | $0 | – | -1,355,386 | – | -3.50% | – |
| SB | Exit | SAFE BULKERS INC | $0 | – | -1,370,024 | – | -3.58% | – |
| STRL | Exit | STERLING CONSTRUCTION CO INC | $0 | – | -290,213 | – | -3.77% | – |
| KIRK | Exit | KIRKLANDS INC | $0 | – | -417,365 | – | -3.82% | – |
| GCAP | Exit | GAIN CAP HLDGS INC | $0 | – | -678,764 | – | -4.00% | – |
| NWY | Exit | NEW YORK & CO INC | $0 | – | -1,192,837 | – | -4.18% | – |
| HRTG | Exit | HERITAGE INS HLDGS INC | $0 | – | -315,705 | – | -4.25% | – |
| SSINQ | Exit | STAGE STORES INC | $0 | – | -2,419,034 | – | -4.32% | – |
| PNNT | Exit | PENNANTPARK INVT CORP | $0 | – | -639,517 | – | -4.33% | – |
| CMRE | Exit | COSTAMARE INC | $0 | – | -780,621 | – | -4.60% | – |
| RCII | Exit | RENT A CTR INC NEW | $0 | – | -362,371 | – | -4.73% | – |
| FRSH | Exit | PAPA MURPHYS HLDGS INC | $0 | – | -1,039,328 | – | -4.90% | – |
| SOI | Exit | SOLARIS OILFIELD INFRSTR INC | $0 | – | -299,996 | – | -5.14% | – |
| SFS | Exit | SMART & FINAL STORES INC | $0 | – | -1,043,102 | – | -5.40% | – |
| NOA | Exit | NORTH AMERICAN CONST | $0 | – | -738,377 | – | -6.57% | – |
| AAWW | Exit | ATLAS AIR WORLDWIDE HLDGS IN | $0 | – | -120,738 | – | -6.99% | – |
Q3 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AAWW | Buy | ATLAS AIR WORLDWIDE HLDGS IN | $7,697,000 | +37.9% | 120,738 | +55.1% | 6.99% | +41.9% |
| NOA | Sell | NORTH AMERICAN CONST | $7,236,000 | +47.8% | 738,377 | -10.3% | 6.57% | +52.0% |
| SFS | Sell | SMART & FINAL STORES INC | $5,946,000 | +2.2% | 1,043,102 | -0.5% | 5.40% | +5.1% |
| SOI | New | SOLARIS OILFIELD INFRSTR INC | $5,666,000 | – | 299,996 | – | 5.14% | – |
| FRSH | Sell | PAPA MURPHYS HLDGS INC | $5,394,000 | -7.0% | 1,039,328 | -0.5% | 4.90% | -4.3% |
| RCII | Sell | RENT A CTR INC NEW | $5,211,000 | -50.5% | 362,371 | -49.3% | 4.73% | -49.0% |
| CMRE | Sell | COSTAMARE INC | $5,066,000 | -19.0% | 780,621 | -0.5% | 4.60% | -16.7% |
| PNNT | Sell | PENNANTPARK INVT CORP | $4,771,000 | +6.0% | 639,517 | -0.4% | 4.33% | +9.1% |
| SSINQ | Buy | STAGE STORES INC | $4,765,000 | -1.4% | 2,419,034 | +20.6% | 4.32% | +1.5% |
| HRTG | Sell | HERITAGE INS HLDGS INC | $4,679,000 | -11.5% | 315,705 | -0.4% | 4.25% | -8.9% |
| NWY | Sell | NEW YORK & CO INC | $4,605,000 | -44.3% | 1,192,837 | -26.2% | 4.18% | -42.7% |
| GCAP | Sell | GAIN CAP HLDGS INC | $4,411,000 | -39.5% | 678,764 | -29.7% | 4.00% | -37.8% |
| KIRK | New | KIRKLANDS INC | $4,211,000 | – | 417,365 | – | 3.82% | – |
| STRL | Sell | STERLING CONSTRUCTION CO INC | $4,156,000 | +9.3% | 290,213 | -0.6% | 3.77% | +12.4% |
| SB | Sell | SAFE BULKERS INC | $3,946,000 | -15.7% | 1,370,024 | -0.5% | 3.58% | -13.2% |
| RVLT | Sell | REVOLUTION LIGHTING TECHNOLO | $3,850,000 | -32.0% | 1,355,386 | -3.6% | 3.50% | -30.1% |
| EGLE | Sell | EAGLE BULK SHIPPING INC | $3,641,000 | +2.7% | 647,880 | -0.6% | 3.30% | +5.7% |
| TPC | Buy | TUTOR PERINI CORP | $3,597,000 | +40.2% | 191,333 | +37.6% | 3.26% | +44.3% |
| INBK | Sell | FIRST INTERNET BANCORP | $3,468,000 | -11.1% | 113,866 | -0.4% | 3.15% | -8.5% |
| SLRC | Sell | SOLAR CAP LTD | $3,332,000 | +4.3% | 155,832 | -0.3% | 3.02% | +7.3% |
| CCS | Sell | CENTURY CMNTYS INC | $3,047,000 | -17.2% | 116,055 | -0.5% | 2.77% | -14.8% |
| TBBK | Sell | BANCORP INC DEL | $2,950,000 | -8.7% | 307,594 | -0.4% | 2.68% | -6.1% |
| BPFH | Sell | BOSTON PRIVATE FINL HLDGS IN | $2,413,000 | -14.6% | 176,779 | -0.6% | 2.19% | -12.2% |
| FRAN | New | FRANCESCAS HLDGS CORP | $1,476,000 | – | 397,954 | – | 1.34% | – |
| RM | Sell | REGIONAL MGMT CORP | $1,453,000 | -18.1% | 50,420 | -0.5% | 1.32% | -15.8% |
| GME | New | GAMESTOP CORP NEWcl a | $1,301,000 | – | 85,199 | – | 1.18% | – |
| CALL | Exit | MAGICJACK VOCALTEC LTD | $0 | – | -183,919 | – | -1.38% | – |
| SND | Exit | SMART SAND INC | $0 | – | -430,783 | – | -2.02% | – |
Q2 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| RCII | New | RENT A CTR INC NEW | $10,522,000 | – | 714,791 | – | 9.28% | – |
| NWY | New | NEW YORK & CO INC | $8,272,000 | – | 1,615,611 | – | 7.30% | – |
| GCAP | New | GAIN CAP HLDGS INC | $7,293,000 | – | 965,931 | – | 6.43% | – |
| CMRE | New | COSTAMARE INC | $6,257,000 | – | 784,154 | – | 5.52% | – |
| SFS | New | SMART & FINAL STORES INC | $5,818,000 | – | 1,048,435 | – | 5.13% | – |
| FRSH | New | PAPA MURPHYS HLDGS INC | $5,799,000 | – | 1,044,915 | – | 5.12% | – |
| RVLT | New | REVOLUTION LIGHTING TECHNOLO | $5,664,000 | – | 1,405,474 | – | 5.00% | – |
| AAWW | New | ATLAS AIR WORLDWIDE HLDGS IN | $5,582,000 | – | 77,843 | – | 4.92% | – |
| HRTG | New | HERITAGE INS HLDGS INC | $5,285,000 | – | 317,075 | – | 4.66% | – |
| NOA | New | NORTH AMERICAN CONST | $4,897,000 | – | 822,998 | – | 4.32% | – |
| SSINQ | New | STAGE STORES INC | $4,832,000 | – | 2,005,128 | – | 4.26% | – |
| SB | New | SAFE BULKERS INC | $4,680,000 | – | 1,376,578 | – | 4.13% | – |
| PNNT | New | PENNANTPARK INVT CORP | $4,499,000 | – | 642,225 | – | 3.97% | – |
| INBK | New | FIRST INTERNET BANCORP | $3,899,000 | – | 114,334 | – | 3.44% | – |
| STRL | New | STERLING CONSTRUCTION CO INC | $3,803,000 | – | 291,932 | – | 3.36% | – |
| CCS | New | CENTURY CMNTYS INC | $3,680,000 | – | 116,632 | – | 3.25% | – |
| EGLE | New | EAGLE BULK SHIPPING INC | $3,544,000 | – | 651,580 | – | 3.13% | – |
| TBBK | New | BANCORP INC DEL | $3,232,000 | – | 308,971 | – | 2.85% | – |
| SLRC | New | SOLAR CAP LTD | $3,194,000 | – | 156,288 | – | 2.82% | – |
| BPFH | New | BOSTON PRIVATE FINL HLDGS IN | $2,827,000 | – | 177,792 | – | 2.49% | – |
| TPC | New | TUTOR PERINI CORP | $2,565,000 | – | 139,043 | – | 2.26% | – |
| SND | New | SMART SAND INC | $2,288,000 | – | 430,783 | – | 2.02% | – |
| RM | New | REGIONAL MGMT CORP | $1,775,000 | – | 50,690 | – | 1.57% | – |
| BBW | New | BUILD A BEAR WORKSHOP | $1,578,000 | – | 207,669 | – | 1.39% | – |
| CALL | New | MAGICJACK VOCALTEC LTD | $1,564,000 | – | 183,919 | – | 1.38% | – |
Q4 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BBW | Exit | BUILD A BEAR WORKSHOP | $0 | – | -173,405 | – | -1.63% | – |
| CALL | Exit | MAGICJACK VOCALTEC LTD | $0 | – | -251,600 | – | -1.85% | – |
| FSP | Exit | FRANKLIN STREET PPTYS CORP | $0 | – | -190,475 | – | -2.08% | – |
| RM | Exit | REGIONAL MGMT CORP | $0 | – | -83,531 | – | -2.08% | – |
| STRL | Exit | STERLING CONSTRUCTION CO INC | $0 | – | -146,157 | – | -2.28% | – |
| KVHI | Exit | KVH INDS INC | $0 | – | -187,128 | – | -2.30% | – |
| SFS | Exit | SMART & FINAL STORES INC | $0 | – | -316,811 | – | -2.55% | – |
| CCS | Exit | CENTURY CMNTYS INC | $0 | – | -101,462 | – | -2.57% | – |
| BPFH | Exit | BOSTON PRIVATE FINL HLDGS IN | $0 | – | -155,028 | – | -2.63% | – |
| NOA | Exit | NORTH AMERN ENERGY PARTNERS | $0 | – | -611,010 | – | -2.73% | – |
| SLRC | Exit | SOLAR CAP LTD | $0 | – | -134,066 | – | -2.98% | – |
| TA | Exit | TRAVELCENTERS AMER LLC | $0 | – | -686,442 | – | -2.99% | – |
| CMRE | Exit | COSTAMARE INC | $0 | – | -514,006 | – | -3.26% | – |
| INBK | Exit | FIRST INTERNET BANCORP | $0 | – | -98,986 | – | -3.28% | – |
| FRSH | Exit | PAPA MURPHYS HLDGS INC | $0 | – | -546,739 | – | -3.34% | – |
| PNNT | Exit | PENNANTPARK INVT CORP | $0 | – | -438,549 | – | -3.38% | – |
| ABTL | Exit | AUTOBYTEL INC | $0 | – | -530,597 | – | -3.75% | – |
| HRTG | Exit | HERITAGE INS HLDGS INC | $0 | – | -328,519 | – | -4.45% | – |
| CBI | Exit | CHICAGO BRIDGE & IRON CO N V | $0 | – | -259,490 | – | -4.48% | – |
| AAWW | Exit | ATLAS AIR WORLDWIDE HLDGS IN | $0 | – | -67,711 | – | -4.57% | – |
| RT | Exit | RUBY TUESDAY INC | $0 | – | -2,207,678 | – | -4.85% | – |
| RVLT | Exit | REVOLUTION LIGHTING TECHNOLO | $0 | – | -850,212 | – | -5.67% | – |
| GCAP | Exit | GAIN CAP HLDGS INC | $0 | – | -871,047 | – | -5.71% | – |
| BXEFF | Exit | BELLATRIX EXPLORATION LTD | $0 | – | -2,000,644 | – | -5.83% | – |
| NWY | Exit | NEW YORK & CO INC | $0 | – | -2,768,007 | – | -5.91% | – |
| TBBK | Exit | BANCORP INC DEL | $0 | – | -733,340 | – | -6.22% | – |
| ASC | Exit | ARDMORE SHIPPING CORP | $0 | – | -783,346 | – | -6.63% | – |
Q3 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ASC | Buy | ARDMORE SHIPPING CORP | $6,462,000 | +3.5% | 783,346 | +2.3% | 6.63% | +0.1% |
| TBBK | Sell | BANCORP INC DEL | $6,065,000 | -20.5% | 733,340 | -27.1% | 6.22% | -23.1% |
| NWY | Buy | NEW YORK & CO INC | $5,758,000 | +87.5% | 2,768,007 | +24.4% | 5.91% | +81.3% |
| BXEFF | New | BELLATRIX EXPLORATION LTD | $5,682,000 | – | 2,000,644 | – | 5.83% | – |
| GCAP | Buy | GAIN CAP HLDGS INC | $5,566,000 | +4.9% | 871,047 | +2.2% | 5.71% | +1.4% |
| RVLT | Buy | REVOLUTION LIGHTING TECHNOLO | $5,526,000 | +0.8% | 850,212 | +2.2% | 5.67% | -2.5% |
| RT | Buy | RUBY TUESDAY INC | $4,725,000 | +53.2% | 2,207,678 | +43.8% | 4.85% | +48.1% |
| AAWW | Buy | ATLAS AIR WORLDWIDE HLDGS IN | $4,455,000 | +28.6% | 67,711 | +1.9% | 4.57% | +24.3% |
| CBI | New | CHICAGO BRIDGE & IRON CO N V | $4,360,000 | – | 259,490 | – | 4.48% | – |
| HRTG | New | HERITAGE INS HLDGS INC | $4,339,000 | – | 328,519 | – | 4.45% | – |
| ABTL | Buy | AUTOBYTEL INC | $3,656,000 | -23.2% | 530,597 | +40.6% | 3.75% | -25.7% |
| PNNT | Sell | PENNANTPARK INVT CORP | $3,294,000 | -13.2% | 438,549 | -14.6% | 3.38% | -16.0% |
| FRSH | Buy | PAPA MURPHYS HLDGS INC | $3,253,000 | +40.1% | 546,739 | +2.9% | 3.34% | +35.5% |
| INBK | Sell | FIRST INTERNET BANCORP | $3,197,000 | -9.1% | 98,986 | -21.0% | 3.28% | -12.1% |
| CMRE | Buy | COSTAMARE INC | $3,177,000 | -13.0% | 514,006 | +2.9% | 3.26% | -15.9% |
| TA | Buy | TRAVELCENTERS AMER LLC | $2,917,000 | +6.6% | 686,442 | +2.9% | 2.99% | +3.1% |
| SLRC | Buy | SOLAR CAP LTD | $2,901,000 | +1.5% | 134,066 | +2.5% | 2.98% | -1.9% |
| NOA | Buy | NORTH AMERN ENERGY PARTNERS | $2,657,000 | +2.2% | 611,010 | +3.4% | 2.73% | -1.2% |
| BPFH | Buy | BOSTON PRIVATE FINL HLDGS IN | $2,566,000 | +9.7% | 155,028 | +1.7% | 2.63% | +6.1% |
| CCS | Buy | CENTURY CMNTYS INC | $2,506,000 | +1.5% | 101,462 | +1.9% | 2.57% | -1.9% |
| SFS | New | SMART & FINAL STORES INC | $2,487,000 | – | 316,811 | – | 2.55% | – |
| KVHI | Buy | KVH INDS INC | $2,237,000 | +29.1% | 187,128 | +2.6% | 2.30% | +24.9% |
| STRL | Sell | STERLING CONSTRUCTION CO INC | $2,226,000 | -28.7% | 146,157 | -38.8% | 2.28% | -31.0% |
| RM | Buy | REGIONAL MGMT CORP | $2,022,000 | +4.7% | 83,531 | +2.2% | 2.08% | +1.3% |
| FSP | Buy | FRANKLIN STREET PPTYS CORP | $2,022,000 | -0.3% | 190,475 | +4.0% | 2.08% | -3.6% |
| CALL | New | MAGICJACK VOCALTEC LTD | $1,799,000 | – | 251,600 | – | 1.85% | – |
| BBW | Sell | BUILD A BEAR WORKSHOP | $1,586,000 | -70.1% | 173,405 | -65.9% | 1.63% | -71.1% |
| GVA | Exit | GRANITE CONSTR INC | $0 | – | -6,688 | – | -0.34% | – |
| ZUMZ | Exit | ZUMIEZ INC | $0 | – | -72,322 | – | -0.95% | – |
| CNTY | Exit | CENTURY CASINOS INC | $0 | – | -175,372 | – | -1.37% | – |
| RILY | Exit | B RILEY FINL INC | $0 | – | -88,511 | – | -1.74% | – |
| ACRE | Exit | ARES COML REAL ESTATE CORP | $0 | – | -130,496 | – | -1.81% | – |
| WMAR | Exit | WEST MARINE INC | $0 | – | -302,215 | – | -4.12% | – |
| BXE | Exit | BELLATRIX EXPLORATION LTD | $0 | – | -8,693,132 | – | -5.35% | – |
Q2 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TBBK | New | BANCORP INC DEL | $7,628,000 | – | 1,006,430 | – | 8.10% | – |
| ASC | New | ARDMORE SHIPPING CORP | $6,241,000 | – | 765,771 | – | 6.62% | – |
| RVLT | New | REVOLUTION LIGHTING TECHNOLO | $5,481,000 | – | 831,713 | – | 5.82% | – |
| BBW | New | BUILD A BEAR WORKSHOP | $5,312,000 | – | 508,291 | – | 5.64% | – |
| GCAP | New | GAIN CAP HLDGS INC | $5,307,000 | – | 851,904 | – | 5.63% | – |
| BXE | New | BELLATRIX EXPLORATION LTD | $5,039,000 | – | 8,693,132 | – | 5.35% | – |
| ABTL | New | AUTOBYTEL INC | $4,759,000 | – | 377,383 | – | 5.05% | – |
| WMAR | New | WEST MARINE INC | $3,883,000 | – | 302,215 | – | 4.12% | – |
| PNNT | New | PENNANTPARK INVT CORP | $3,793,000 | – | 513,235 | – | 4.02% | – |
| CMRE | New | COSTAMARE INC | $3,652,000 | – | 499,680 | – | 3.88% | – |
| INBK | New | FIRST INTERNET BANCORP | $3,516,000 | – | 125,340 | – | 3.73% | – |
| AAWW | New | ATLAS AIR WORLDWIDE HLDGS IN | $3,465,000 | – | 66,444 | – | 3.68% | – |
| STRL | New | STERLING CONSTRUCTION CO INC | $3,121,000 | – | 238,749 | – | 3.31% | – |
| RT | New | RUBY TUESDAY INC | $3,085,000 | – | 1,534,884 | – | 3.27% | – |
| NWY | New | NEW YORK & CO INC | $3,071,000 | – | 2,225,204 | – | 3.26% | – |
| SLRC | New | SOLAR CAP LTD | $2,859,000 | – | 130,751 | – | 3.03% | – |
| TA | New | TRAVELCENTERS AMER LLC | $2,736,000 | – | 667,202 | – | 2.90% | – |
| NOA | New | NORTH AMERN ENERGY PARTNERS | $2,600,000 | – | 591,062 | – | 2.76% | – |
| CCS | New | CENTURY CMNTYS INC | $2,470,000 | – | 99,576 | – | 2.62% | – |
| BPFH | New | BOSTON PRIVATE FINL HLDGS IN | $2,339,000 | – | 152,379 | – | 2.48% | – |
| FRSH | New | PAPA MURPHYS HLDGS INC | $2,322,000 | – | 531,396 | – | 2.46% | – |
| FSP | New | FRANKLIN STREET PPTYS CORP | $2,029,000 | – | 183,141 | – | 2.15% | – |
| RM | New | REGIONAL MGMT CORP | $1,931,000 | – | 81,724 | – | 2.05% | – |
| KVHI | New | KVH INDS INC | $1,733,000 | – | 182,441 | – | 1.84% | – |
| ACRE | New | ARES COML REAL ESTATE CORP | $1,708,000 | – | 130,496 | – | 1.81% | – |
| RILY | New | B RILEY FINL INC | $1,642,000 | – | 88,511 | – | 1.74% | – |
| CNTY | New | CENTURY CASINOS INC | $1,292,000 | – | 175,372 | – | 1.37% | – |
| ZUMZ | New | ZUMIEZ INC | $893,000 | – | 72,322 | – | 0.95% | – |
| GVA | New | GRANITE CONSTR INC | $323,000 | – | 6,688 | – | 0.34% | – |
Q4 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| KEY | Exit | KEYCORP NEW | $0 | – | -17,340 | – | -0.56% | – |
| PCBK | Exit | PACIFIC CONTINENTAL CORP | $0 | – | -20,251 | – | -0.90% | – |
| GVA | Exit | GRANITE CONSTR INC | $0 | – | -7,056 | – | -0.93% | – |
| GCAP | Exit | GAIN CAP HLDGS INC | $0 | – | -83,308 | – | -1.36% | – |
| RDSB | Exit | ROYAL DUTCH SHELL PLCspon adr b | $0 | – | -10,892 | – | -1.52% | – |
| CNTY | Exit | CENTURY CASINOS INC | $0 | – | -87,522 | – | -1.60% | – |
| KVHI | Exit | KVH INDS INC | $0 | – | -74,531 | – | -1.73% | – |
| AA | Exit | ALCOA INC | $0 | – | -69,132 | – | -1.85% | – |
| GENC | Exit | GENCOR INDS INC | $0 | – | -58,560 | – | -1.85% | – |
| RM | Exit | REGIONAL MGMT CORP | $0 | – | -32,721 | – | -1.87% | – |
| BPFH | Exit | BOSTON PRIVATE FINL HLDGS IN | $0 | – | -62,503 | – | -2.12% | – |
| TPC | Exit | TUTOR PERINI CORP | $0 | – | -38,160 | – | -2.16% | – |
| ZUMZ | Exit | ZUMIEZ INC | $0 | – | -45,829 | – | -2.18% | – |
| SKUL | Exit | SKULLCANDY INC | $0 | – | -139,089 | – | -2.33% | – |
| ACRE | Exit | ARES COML REAL ESTATE CORP | $0 | – | -71,365 | – | -2.37% | – |
| FSP | Exit | FRANKLIN STREET PPTYS CORP | $0 | – | -74,551 | – | -2.48% | – |
| SLRC | Exit | SOLAR CAP LTD | $0 | – | -47,656 | – | -2.58% | – |
| GME | Exit | GAMESTOP CORP NEWcl a | $0 | – | -39,285 | – | -2.86% | – |
| ORN | Exit | ORION GROUP HOLDINGS INC | $0 | – | -164,038 | – | -2.96% | – |
| TLYS | Exit | TILLYS INCcl a | $0 | – | -128,583 | – | -3.18% | – |
| INBK | Exit | FIRST INTERNET BANCORP | $0 | – | -58,930 | – | -3.59% | – |
| WMAR | Exit | WEST MARINE INC | $0 | – | -177,776 | – | -3.88% | – |
| PNNT | Exit | PENNANTPARK INVT CORP | $0 | – | -235,747 | – | -4.68% | – |
| ASC | Exit | ARDMORE SHIPPING CORP | $0 | – | -268,477 | – | -4.98% | – |
| AAVVF | Exit | ADVANTAGE OIL & GAS LTD | $0 | – | -279,357 | – | -5.18% | – |
| BBW | Exit | BUILD A BEAR WORKSHOP | $0 | – | -192,607 | – | -5.26% | – |
| ABTL | Exit | AUTOBYTEL INC | $0 | – | -114,584 | – | -5.38% | – |
| CCS | Exit | CENTURY CMNTYS INC | $0 | – | -99,908 | – | -5.67% | – |
| NWY | Exit | NEW YORK & CO INC | $0 | – | -960,766 | – | -5.72% | – |
| AAOI | Exit | APPLIED OPTOELECTRONICS INC | $0 | – | -104,578 | – | -6.13% | – |
| STRL | Exit | STERLING CONSTRUCTION CO INC | $0 | – | -498,929 | – | -10.18% | – |
Q3 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| STRL | Sell | STERLING CONSTRUCTION CO INC | $3,862,000 | +57.1% | 498,929 | -0.3% | 10.18% | +30.7% |
| AAOI | Sell | APPLIED OPTOELECTRONICS INC | $2,323,000 | +39.6% | 104,578 | -29.9% | 6.13% | +16.2% |
| NWY | Buy | NEW YORK & CO INC | $2,171,000 | +149.0% | 960,766 | +64.1% | 5.72% | +107.2% |
| CCS | Sell | CENTURY CMNTYS INC | $2,149,000 | +23.6% | 99,908 | -0.3% | 5.67% | +2.9% |
| ABTL | Sell | AUTOBYTEL INC | $2,040,000 | +28.0% | 114,584 | -0.3% | 5.38% | +6.5% |
| BBW | New | BUILD A BEAR WORKSHOP | $1,995,000 | – | 192,607 | – | 5.26% | – |
| AAVVF | Sell | ADVANTAGE OIL & GAS LTD | $1,964,000 | +25.3% | 279,357 | -0.4% | 5.18% | +4.3% |
| ASC | Buy | ARDMORE SHIPPING CORP | $1,890,000 | +177.9% | 268,477 | +167.4% | 4.98% | +131.3% |
| PNNT | Sell | PENNANTPARK INVT CORP | $1,773,000 | +9.9% | 235,747 | -0.2% | 4.68% | -8.6% |
| WMAR | Sell | WEST MARINE INC | $1,470,000 | -1.8% | 177,776 | -0.4% | 3.88% | -18.3% |
| INBK | Buy | FIRST INTERNET BANCORP | $1,361,000 | +19.3% | 58,930 | +23.0% | 3.59% | -0.7% |
| TLYS | Sell | TILLYS INCcl a | $1,207,000 | +32.2% | 128,583 | -18.5% | 3.18% | +10.0% |
| ORN | Buy | ORION GROUP HOLDINGS INC | $1,124,000 | +42.8% | 164,038 | +10.7% | 2.96% | +18.8% |
| GME | New | GAMESTOP CORP NEWcl a | $1,084,000 | – | 39,285 | – | 2.86% | – |
| SLRC | Buy | SOLAR CAP LTD | $978,000 | +7.9% | 47,656 | +0.2% | 2.58% | -10.2% |
| FSP | Sell | FRANKLIN STREET PPTYS CORP | $939,000 | +2.3% | 74,551 | -0.4% | 2.48% | -14.9% |
| ACRE | Sell | ARES COML REAL ESTATE CORP | $899,000 | -17.3% | 71,365 | -19.3% | 2.37% | -31.2% |
| SKUL | Sell | SKULLCANDY INC | $882,000 | -62.8% | 139,089 | -64.0% | 2.33% | -69.1% |
| ZUMZ | New | ZUMIEZ INC | $825,000 | – | 45,829 | – | 2.18% | – |
| TPC | Sell | TUTOR PERINI CORP | $819,000 | -9.2% | 38,160 | -0.3% | 2.16% | -24.4% |
| BPFH | Sell | BOSTON PRIVATE FINL HLDGS IN | $802,000 | +8.5% | 62,503 | -0.3% | 2.12% | -9.7% |
| RM | Sell | REGIONAL MGMT CORP | $708,000 | +47.2% | 32,721 | -0.4% | 1.87% | +22.5% |
| GENC | Buy | GENCOR INDS INC | $702,000 | -22.7% | 58,560 | +0.1% | 1.85% | -35.7% |
| AA | Sell | ALCOA INC | $701,000 | +7.8% | 69,132 | -1.4% | 1.85% | -10.3% |
| KVHI | Sell | KVH INDS INC | $657,000 | +14.1% | 74,531 | -0.4% | 1.73% | -5.1% |
| CNTY | Sell | CENTURY CASINOS INC | $605,000 | +10.6% | 87,522 | -0.4% | 1.60% | -8.0% |
| RDSB | Sell | ROYAL DUTCH SHELL PLCspon adr b | $575,000 | -7.3% | 10,892 | -1.5% | 1.52% | -22.8% |
| GCAP | Sell | GAIN CAP HLDGS INC | $515,000 | -2.6% | 83,308 | -0.4% | 1.36% | -19.0% |
| GVA | Sell | GRANITE CONSTR INC | $351,000 | +6.0% | 7,056 | -2.8% | 0.93% | -11.7% |
| PCBK | Buy | PACIFIC CONTINENTAL CORP | $341,000 | +7.9% | 20,251 | +0.6% | 0.90% | -10.2% |
| KEY | Sell | KEYCORP NEW | $211,000 | +7.1% | 17,340 | -2.9% | 0.56% | -10.9% |
| RCKY | Exit | ROCKY BRANDS INC | $0 | – | -38,111 | – | -1.38% | – |
| ESV | Exit | ENSCO PLC | $0 | – | -56,424 | – | -1.74% | – |
| VPG | Exit | VISHAY PRECISION GROUP INC | $0 | – | -43,292 | – | -1.84% | – |
| ODP | Exit | OFFICE DEPOT INC | $0 | – | -193,623 | – | -2.03% | – |
| BXE | Exit | BELLATRIX EXPLORATION LTD | $0 | – | -756,393 | – | -2.37% | – |
Q2 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| STRL | New | STERLING CONSTRUCTION CO INC | $2,458,000 | – | 500,548 | – | 7.79% | – |
| SKUL | New | SKULLCANDY INC | $2,373,000 | – | 386,467 | – | 7.52% | – |
| CCS | New | CENTURY CMNTYS INC | $1,738,000 | – | 100,223 | – | 5.51% | – |
| AAOI | New | APPLIED OPTOELECTRONICS INC | $1,664,000 | – | 149,224 | – | 5.27% | – |
| PNNT | New | PENNANTPARK INVT CORP | $1,614,000 | – | 236,329 | – | 5.11% | – |
| ABTL | New | AUTOBYTEL INC | $1,594,000 | – | 114,893 | – | 5.05% | – |
| AAVVF | New | ADVANTAGE OIL & GAS LTD | $1,567,000 | – | 280,351 | – | 4.96% | – |
| WMAR | New | WEST MARINE INC | $1,497,000 | – | 178,424 | – | 4.74% | – |
| INBK | New | FIRST INTERNET BANCORP | $1,141,000 | – | 47,901 | – | 3.62% | – |
| ACRE | New | ARES COML REAL ESTATE CORP | $1,087,000 | – | 88,428 | – | 3.44% | – |
| FSP | New | FRANKLIN STREET PPTYS CORP | $918,000 | – | 74,820 | – | 2.91% | – |
| TLYS | New | TILLYS INCcl a | $913,000 | – | 157,745 | – | 2.89% | – |
| GENC | New | GENCOR INDS INC | $908,000 | – | 58,493 | – | 2.88% | – |
| SLRC | New | SOLAR CAP LTD | $906,000 | – | 47,568 | – | 2.87% | – |
| TPC | New | TUTOR PERINI CORP | $902,000 | – | 38,294 | – | 2.86% | – |
| NWY | New | NEW YORK & CO INC | $872,000 | – | 585,312 | – | 2.76% | – |
| ORN | New | ORION GROUP HOLDINGS INC | $787,000 | – | 148,238 | – | 2.49% | – |
| BXE | New | BELLATRIX EXPLORATION LTD | $749,000 | – | 756,393 | – | 2.37% | – |
| BPFH | New | BOSTON PRIVATE FINL HLDGS IN | $739,000 | – | 62,714 | – | 2.34% | – |
| ASC | New | ARDMORE SHIPPING CORP | $680,000 | – | 100,409 | – | 2.16% | – |
| AA | New | ALCOA INC | $650,000 | – | 70,099 | – | 2.06% | – |
| ODP | New | OFFICE DEPOT INC | $641,000 | – | 193,623 | – | 2.03% | – |
| RDSB | New | ROYAL DUTCH SHELL PLCspon adr b | $620,000 | – | 11,063 | – | 1.96% | – |
| VPG | New | VISHAY PRECISION GROUP INC | $581,000 | – | 43,292 | – | 1.84% | – |
| KVHI | New | KVH INDS INC | $576,000 | – | 74,807 | – | 1.82% | – |
| ESV | New | ENSCO PLC | $548,000 | – | 56,424 | – | 1.74% | – |
| CNTY | New | CENTURY CASINOS INC | $547,000 | – | 87,874 | – | 1.73% | – |
| GCAP | New | GAIN CAP HLDGS INC | $529,000 | – | 83,631 | – | 1.68% | – |
| RM | New | REGIONAL MGMT CORP | $481,000 | – | 32,840 | – | 1.52% | – |
| RCKY | New | ROCKY BRANDS INC | $435,000 | – | 38,111 | – | 1.38% | – |
| GVA | New | GRANITE CONSTR INC | $331,000 | – | 7,261 | – | 1.05% | – |
| PCBK | New | PACIFIC CONTINENTAL CORP | $316,000 | – | 20,122 | – | 1.00% | – |
| KEY | New | KEYCORP NEW | $197,000 | – | 17,857 | – | 0.62% | – |
Q4 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| PLAB | Exit | PHOTRONICS INC | $0 | – | -15,000 | – | -0.45% | – |
| CTT | Exit | CATCHMARK TIMBER TR INCcl a | $0 | – | -13,275 | – | -0.45% | – |
| SCHN | Exit | SCHNITZER STL INDScl a | $0 | – | -11,312 | – | -0.51% | – |
| TA | Exit | TRAVELCENTERS AMER LLC | $0 | – | -15,919 | – | -0.54% | – |
| BPFH | Exit | BOSTON PRIVATE FINL HLDGS IN | $0 | – | -17,787 | – | -0.69% | – |
| RCKY | Exit | ROCKY BRANDS INC | $0 | – | -16,167 | – | -0.76% | – |
| GVA | Exit | GRANITE CONSTR INC | $0 | – | -8,265 | – | -0.81% | – |
| KEY | Exit | KEYCORP NEW | $0 | – | -19,063 | – | -0.82% | – |
| LNDC | Exit | LANDEC CORP | $0 | – | -22,332 | – | -0.86% | – |
| PERY | Exit | ELLIS PERRY INTL INC | $0 | – | -13,471 | – | -0.98% | – |
| OMG | Exit | OM GROUP INC | $0 | – | -10,695 | – | -1.16% | – |
| PIPR | Exit | PIPER JAFFRAY COS | $0 | – | -10,191 | – | -1.22% | – |
| KTEC | Exit | KEY TECHNOLOGY INC | $0 | – | -31,595 | – | -1.23% | – |
| TTI | Exit | TETRA TECHNOLOGIES INC DEL | $0 | – | -74,597 | – | -1.46% | – |
| ABTL | Exit | AUTOBYTEL INC | $0 | – | -27,099 | – | -1.50% | – |
| POWL | Exit | POWELL INDS INC | $0 | – | -16,435 | – | -1.64% | – |
| PNNT | Exit | PENNANTPARK INVT CORP | $0 | – | -92,793 | – | -1.98% | – |
| PCBK | Exit | PACIFIC CONTINENTAL CORP | $0 | – | -48,429 | – | -2.13% | – |
| WD | Exit | WALKER & DUNLOP INC | $0 | – | -29,332 | – | -2.53% | – |
| FSP | Exit | FRANKLIN STREET PPTYS CORP | $0 | – | -77,069 | – | -2.74% | – |
| ACRE | Exit | ARES COML REAL ESTATE CORP | $0 | – | -75,586 | – | -3.00% | – |
| RT | Exit | RUBY TUESDAY INC | $0 | – | -162,716 | – | -3.34% | – |
| TLYS | Exit | TILLYS INCcl a | $0 | – | -143,473 | – | -3.49% | – |
| WMAR | Exit | WEST MARINE INC | $0 | – | -128,340 | – | -3.73% | – |
| NWY | Exit | NEW YORK & CO INC | $0 | – | -462,975 | – | -3.80% | – |
| GENC | Exit | GENCOR INDS INC | $0 | – | -131,434 | – | -3.93% | – |
| CTRL | Exit | CONTROL4 CORP | $0 | – | -167,680 | – | -4.53% | – |
| RM | Exit | REGIONAL MGMT CORP | $0 | – | -94,137 | – | -4.83% | – |
| AAVVF | Exit | ADVANTAGE OIL & GAS LTD | $0 | – | -308,846 | – | -5.32% | – |
| INBK | Exit | FIRST INTERNET BANCORP | $0 | – | -50,898 | – | -5.38% | – |
| GCAP | Exit | GAIN CAP HLDGS INC | $0 | – | -264,904 | – | -6.38% | – |
| STRL | Exit | STERLING CONSTRUCTION CO INC | $0 | – | -486,259 | – | -6.61% | – |
| CCS | Exit | CENTURY CMNTYS INC | $0 | – | -105,783 | – | -6.95% | – |
| ASC | Exit | ARDMORE SHIPPING CORP | $0 | – | -176,962 | – | -7.07% | – |
| PBY | Exit | PEP BOYS MANNY MOE & JACK | $0 | – | -177,699 | – | -7.17% | – |
Q3 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| PBY | Sell | PEP BOYS MANNY MOE & JACK | $2,166,000 | -8.2% | 177,699 | -7.6% | 7.17% | +16.7% |
| ASC | Sell | ARDMORE SHIPPING CORP | $2,138,000 | -8.0% | 176,962 | -7.8% | 7.07% | +16.9% |
| CCS | Sell | CENTURY CMNTYS INC | $2,100,000 | -1.4% | 105,783 | -0.0% | 6.95% | +25.3% |
| STRL | Sell | STERLING CONSTRUCTION CO INC | $1,999,000 | -2.5% | 486,259 | -5.2% | 6.61% | +23.9% |
| GCAP | Sell | GAIN CAP HLDGS INC | $1,929,000 | -29.5% | 264,904 | -7.5% | 6.38% | -10.5% |
| INBK | Sell | FIRST INTERNET BANCORP | $1,626,000 | -2.9% | 50,898 | -25.6% | 5.38% | +23.4% |
| AAVVF | Sell | ADVANTAGE OIL & GAS LTD | $1,609,000 | -23.5% | 308,846 | -7.2% | 5.32% | -2.8% |
| RM | Sell | REGIONAL MGMT CORP | $1,459,000 | -18.6% | 94,137 | -6.2% | 4.83% | +3.5% |
| CTRL | Buy | CONTROL4 CORP | $1,368,000 | +2.9% | 167,680 | +12.1% | 4.53% | +30.7% |
| GENC | Sell | GENCOR INDS INC | $1,188,000 | -12.5% | 131,434 | -6.4% | 3.93% | +11.2% |
| NWY | Sell | NEW YORK & CO INC | $1,148,000 | -14.7% | 462,975 | -7.8% | 3.80% | +8.4% |
| WMAR | Buy | WEST MARINE INC | $1,127,000 | +32.6% | 128,340 | +45.6% | 3.73% | +68.5% |
| TLYS | New | TILLYS INCcl a | $1,056,000 | – | 143,473 | – | 3.49% | – |
| RT | Sell | RUBY TUESDAY INC | $1,010,000 | -14.9% | 162,716 | -14.0% | 3.34% | +8.1% |
| ACRE | New | ARES COML REAL ESTATE CORP | $906,000 | – | 75,586 | – | 3.00% | – |
| FSP | Sell | FRANKLIN STREET PPTYS CORP | $828,000 | -16.4% | 77,069 | -12.0% | 2.74% | +6.2% |
| WD | Sell | WALKER & DUNLOP INC | $765,000 | -14.3% | 29,332 | -12.1% | 2.53% | +8.9% |
| PCBK | Sell | PACIFIC CONTINENTAL CORP | $645,000 | -12.7% | 48,429 | -11.4% | 2.13% | +10.9% |
| PNNT | Sell | PENNANTPARK INVT CORP | $600,000 | -34.9% | 92,793 | -11.6% | 1.98% | -17.3% |
| POWL | Sell | POWELL INDS INC | $495,000 | -24.1% | 16,435 | -11.4% | 1.64% | -3.5% |
| ABTL | Sell | AUTOBYTEL INC | $454,000 | -7.2% | 27,099 | -11.3% | 1.50% | +18.0% |
| TTI | Sell | TETRA TECHNOLOGIES INC DEL | $441,000 | -54.5% | 74,597 | -50.9% | 1.46% | -42.1% |
| KTEC | Buy | KEY TECHNOLOGY INC | $372,000 | +102.2% | 31,595 | +127.1% | 1.23% | +157.0% |
| PIPR | Sell | PIPER JAFFRAY COS | $369,000 | -26.5% | 10,191 | -11.3% | 1.22% | -6.6% |
| OMG | Sell | OM GROUP INC | $352,000 | -13.3% | 10,695 | -11.5% | 1.16% | +10.2% |
| PERY | Sell | ELLIS PERRY INTL INC | $296,000 | -16.9% | 13,471 | -10.0% | 0.98% | +5.6% |
| LNDC | Sell | LANDEC CORP | $261,000 | -30.4% | 22,332 | -14.0% | 0.86% | -11.6% |
| KEY | Sell | KEYCORP NEW | $248,000 | -26.0% | 19,063 | -14.6% | 0.82% | -6.0% |
| GVA | Sell | GRANITE CONSTR INC | $245,000 | -37.7% | 8,265 | -25.3% | 0.81% | -20.7% |
| RCKY | Sell | ROCKY BRANDS INC | $229,000 | -32.0% | 16,167 | -10.3% | 0.76% | -13.6% |
| BPFH | Sell | BOSTON PRIVATE FINL HLDGS IN | $208,000 | -22.1% | 17,787 | -10.6% | 0.69% | -1.0% |
| TA | Sell | TRAVELCENTERS AMER LLC | $164,000 | -62.3% | 15,919 | -45.6% | 0.54% | -52.0% |
| SCHN | Sell | SCHNITZER STL INDScl a | $153,000 | -32.9% | 11,312 | -13.2% | 0.51% | -14.8% |
| CTT | Sell | CATCHMARK TIMBER TR INCcl a | $136,000 | -24.9% | 13,275 | -15.2% | 0.45% | -4.5% |
| DCIX | Exit | DIANA CONTAINERSHIPS INC | $0 | – | -80,562 | – | -0.44% | – |
| CCJ | Exit | CAMECO CORP | $0 | – | -13,253 | – | -0.49% | – |
| PTEN | Exit | PATTERSON UTI ENERGY INC | $0 | – | -10,212 | – | -0.50% | – |
| SPNV | Exit | SUPERIOR ENERGY SVCS INC | $0 | – | -10,025 | – | -0.55% | – |
| WAFD | Exit | WASHINGTON FED INC | $0 | – | -10,619 | – | -0.65% | – |
| NBR | Exit | NABORS INDUSTRIES LTD | $0 | – | -19,626 | – | -0.74% | – |
| CMA | Exit | COMERICA INC | $0 | – | -6,698 | – | -0.90% | – |
| STLY | Exit | STANLEY FURNITURE CO INC | $0 | – | -126,858 | – | -0.98% | – |
| SKYW | Exit | SKYWEST INC | $0 | – | -32,059 | – | -1.26% | – |
| ZINCQ | Exit | HORSEHEAD HLDG CORP | $0 | – | -60,828 | – | -1.86% | – |
| UNTCQ | Exit | UNIT CORP | $0 | – | -27,424 | – | -1.94% | – |
| LINC | Exit | LINCOLN EDL SVCS CORP | $0 | – | -703,896 | – | -3.70% | – |
Q2 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GCAP | New | GAIN CAP HLDGS INC | $2,738,000 | – | 286,368 | – | 7.13% | – |
| PBY | New | PEP BOYS MANNY MOE & JACK | $2,359,000 | – | 192,276 | – | 6.14% | – |
| ASC | New | ARDMORE SHIPPING CORP | $2,324,000 | – | 191,924 | – | 6.05% | – |
| CCS | New | CENTURY CMNTYS INC | $2,130,000 | – | 105,827 | – | 5.54% | – |
| AAVVF | New | ADVANTAGE OIL & GAS LTD | $2,103,000 | – | 332,798 | – | 5.47% | – |
| STRL | New | STERLING CONSTRUCTION CO INC | $2,051,000 | – | 512,793 | – | 5.34% | – |
| RM | New | REGIONAL MGMT CORP | $1,792,000 | – | 100,354 | – | 4.66% | – |
| INBK | New | FIRST INTERNET BANCORP | $1,675,000 | – | 68,384 | – | 4.36% | – |
| LINC | New | LINCOLN EDL SVCS CORP | $1,422,000 | – | 703,896 | – | 3.70% | – |
| GENC | New | GENCOR INDS INC | $1,358,000 | – | 140,446 | – | 3.54% | – |
| NWY | New | NEW YORK & CO INC | $1,346,000 | – | 502,329 | – | 3.50% | – |
| CTRL | New | CONTROL4 CORP | $1,330,000 | – | 149,593 | – | 3.46% | – |
| RT | New | RUBY TUESDAY INC | $1,187,000 | – | 189,244 | – | 3.09% | – |
| FSP | New | FRANKLIN STREET PPTYS CORP | $991,000 | – | 87,613 | – | 2.58% | – |
| TTI | New | TETRA TECHNOLOGIES INC DEL | $969,000 | – | 151,883 | – | 2.52% | – |
| PNNT | New | PENNANTPARK INVT CORP | $922,000 | – | 104,963 | – | 2.40% | – |
| WD | New | WALKER & DUNLOP INC | $893,000 | – | 33,379 | – | 2.32% | – |
| WMAR | New | WEST MARINE INC | $850,000 | – | 88,167 | – | 2.21% | – |
| UNTCQ | New | UNIT CORP | $744,000 | – | 27,424 | – | 1.94% | – |
| PCBK | New | PACIFIC CONTINENTAL CORP | $739,000 | – | 54,641 | – | 1.92% | – |
| ZINCQ | New | HORSEHEAD HLDG CORP | $713,000 | – | 60,828 | – | 1.86% | – |
| POWL | New | POWELL INDS INC | $652,000 | – | 18,540 | – | 1.70% | – |
| PIPR | New | PIPER JAFFRAY COS | $502,000 | – | 11,495 | – | 1.31% | – |
| ABTL | New | AUTOBYTEL INC | $489,000 | – | 30,556 | – | 1.27% | – |
| SKYW | New | SKYWEST INC | $482,000 | – | 32,059 | – | 1.26% | – |
| TA | New | TRAVELCENTERS AMER LLC | $435,000 | – | 29,288 | – | 1.13% | – |
| OMG | New | OM GROUP INC | $406,000 | – | 12,079 | – | 1.06% | – |
| GVA | New | GRANITE CONSTR INC | $393,000 | – | 11,063 | – | 1.02% | – |
| STLY | New | STANLEY FURNITURE CO INC | $377,000 | – | 126,858 | – | 0.98% | – |
| LNDC | New | LANDEC CORP | $375,000 | – | 25,969 | – | 0.98% | – |
| PERY | New | ELLIS PERRY INTL INC | $356,000 | – | 14,960 | – | 0.93% | – |
| CMA | New | COMERICA INC | $344,000 | – | 6,698 | – | 0.90% | – |
| RCKY | New | ROCKY BRANDS INC | $337,000 | – | 18,016 | – | 0.88% | – |
| KEY | New | KEYCORP NEW | $335,000 | – | 22,309 | – | 0.87% | – |
| NBR | New | NABORS INDUSTRIES LTD | $283,000 | – | 19,626 | – | 0.74% | – |
| BPFH | New | BOSTON PRIVATE FINL HLDGS IN | $267,000 | – | 19,887 | – | 0.70% | – |
| WAFD | New | WASHINGTON FED INC | $248,000 | – | 10,619 | – | 0.65% | – |
| SCHN | New | SCHNITZER STL INDScl a | $228,000 | – | 13,037 | – | 0.59% | – |
| SPNV | New | SUPERIOR ENERGY SVCS INC | $211,000 | – | 10,025 | – | 0.55% | – |
| PTEN | New | PATTERSON UTI ENERGY INC | $192,000 | – | 10,212 | – | 0.50% | – |
| CCJ | New | CAMECO CORP | $189,000 | – | 13,253 | – | 0.49% | – |
| KTEC | New | KEY TECHNOLOGY INC | $184,000 | – | 13,913 | – | 0.48% | – |
| CTT | New | CATCHMARK TIMBER TR INCcl a | $181,000 | – | 15,661 | – | 0.47% | – |
| DCIX | New | DIANA CONTAINERSHIPS INC | $170,000 | – | 80,562 | – | 0.44% | – |
| PLAB | New | PHOTRONICS INC | $143,000 | – | 15,000 | – | 0.37% | – |
Q4 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| DCIX | Exit | DIANA CONTAINERSHIPS INC | $0 | – | -16,418 | – | -0.02% | – |
| IAG | Exit | IAMGOLD CORP | $0 | – | -51,684 | – | -0.08% | – |
| MDR | Exit | MCDERMOTT INTL INC | $0 | – | -28,835 | – | -0.09% | – |
| MRVL | Exit | MARVELL TECHNOLOGY GROUP LTDord | $0 | – | -22,236 | – | -0.16% | – |
| HEROQ | Exit | HERCULES OFFSHORE INC | $0 | – | -161,954 | – | -0.19% | – |
| CCJ | Exit | CAMECO CORP | $0 | – | -23,018 | – | -0.21% | – |
| CRY | Exit | CRYOLIFE INC | $0 | – | -41,846 | – | -0.22% | – |
| CPST | Exit | CAPSTONE TURBINE CORP | $0 | – | -388,723 | – | -0.22% | – |
| LUV | Exit | SOUTHWEST AIRLS CO | $0 | – | -12,737 | – | -0.23% | – |
| SF | Exit | STIFEL FINL CORP | $0 | – | -9,876 | – | -0.24% | – |
| PLG | Exit | PLATINUM GROUP METALS LTD | $0 | – | -553,461 | – | -0.26% | – |
| PWR | Exit | QUANTA SVCS INC | $0 | – | -14,237 | – | -0.27% | – |
| HART | Exit | HARVARD APPARATUS REGENER TE | $0 | – | -67,005 | – | -0.29% | – |
| KEY | Exit | KEYCORP NEW | $0 | – | -40,781 | – | -0.29% | – |
| CMA | Exit | COMERICA INC | $0 | – | -11,638 | – | -0.31% | – |
| TCPTF | Exit | THOMPSON CREEK METALS CO INC | $0 | – | -273,850 | – | -0.32% | – |
| GENC | Exit | GENCOR INDS INC | $0 | – | -71,740 | – | -0.37% | – |
| STLY | Exit | STANLEY FURNITURE CO INC | $0 | – | -277,798 | – | -0.41% | – |
| NBR | Exit | NABORS INDUSTRIES LTD | $0 | – | -50,780 | – | -0.61% | – |
| BALT | Exit | BALTIC TRADING LIMITED | $0 | – | -314,767 | – | -0.69% | – |
| POWL | Exit | POWELL INDS INC | $0 | – | -39,061 | – | -0.84% | – |
| PCBK | Exit | PACIFIC CONTINENTAL CORP | $0 | – | -126,603 | – | -0.86% | – |
| BPFH | Exit | BOSTON PRIVATE FINL HLDGS IN | $0 | – | -136,924 | – | -0.89% | – |
| HAFC | Exit | HANMI FINL CORP | $0 | – | -84,691 | – | -0.90% | – |
| UFPI | Exit | UNIVERSAL FST PRODS INC | $0 | – | -44,495 | – | -1.00% | – |
| PLCM | Exit | POLYCOM INC | $0 | – | -155,738 | – | -1.01% | – |
| OPLK | Exit | OPLINK COMMUNICATIONS INC | $0 | – | -116,876 | – | -1.04% | – |
| MRCY | Exit | MERCURY SYS INC | $0 | – | -183,275 | – | -1.06% | – |
| ASC | Exit | ARDMORE SHIPPING CORP | $0 | – | -202,961 | – | -1.17% | – |
| GTI | Exit | GRAFTECH INTL LTD | $0 | – | -489,917 | – | -1.18% | – |
| WAFD | Exit | WASHINGTON FED INC | $0 | – | -111,630 | – | -1.20% | – |
| LAYN | Exit | LAYNE CHRISTENSEN CO | $0 | – | -238,264 | – | -1.22% | – |
| RCKY | Exit | ROCKY BRANDS INC | $0 | – | -175,666 | – | -1.30% | – |
| SCHN | Exit | SCHNITZER STL INDScl a | $0 | – | -107,731 | – | -1.36% | – |
| ALEX | Exit | ALEXANDER & BALDWIN INC NEW | $0 | – | -72,422 | – | -1.37% | – |
| ASTE | Exit | ASTEC INDS INC | $0 | – | -75,096 | – | -1.44% | – |
| VSH | Exit | VISHAY INTERTECHNOLOGY INC | $0 | – | -192,934 | – | -1.45% | – |
| XCRA | Exit | XCERRA CORP | $0 | – | -288,390 | – | -1.49% | – |
| LINC | Exit | LINCOLN EDL SVCS CORP | $0 | – | -1,007,689 | – | -1.49% | – |
| UFS | Exit | DOMTAR CORP | $0 | – | -80,841 | – | -1.50% | – |
| RTI | Exit | RTI INTL METALS INC | $0 | – | -120,029 | – | -1.56% | – |
| RFP | Exit | RESOLUTE FST PRODS INC | $0 | – | -191,804 | – | -1.58% | – |
| FOR | Exit | FORESTAR GROUP INC | $0 | – | -174,342 | – | -1.63% | – |
| ESIO | Exit | ELECTRO SCIENTIFIC INDS | $0 | – | -469,502 | – | -1.68% | – |
| WMAR | Exit | WEST MARINE INC | $0 | – | -354,732 | – | -1.68% | – |
| SKYW | Exit | SKYWEST INC | $0 | – | -411,503 | – | -1.69% | – |
| GFIG | Exit | GFI GROUP INC | $0 | – | -635,206 | – | -1.81% | – |
| RTIX | Exit | RTI SURGICAL INC | $0 | – | -763,715 | – | -1.92% | – |
| TBBK | Exit | BANCORP INC DEL | $0 | – | -428,553 | – | -1.94% | – |
| TPLMQ | Exit | TRIANGLE PETE CORP | $0 | – | -346,239 | – | -2.01% | – |
| AAVVF | Exit | ADVANTAGE OIL & GAS LTD | $0 | – | -761,780 | – | -2.04% | – |
| CBT | Exit | CABOT CORP | $0 | – | -77,104 | – | -2.06% | – |
| GVA | Exit | GRANITE CONSTR INC | $0 | – | -124,305 | – | -2.08% | – |
| GCAP | Exit | GAIN CAP HLDGS INC | $0 | – | -635,536 | – | -2.13% | – |
| FSP | Exit | FRANKLIN STREET PPTYS CORP | $0 | – | -362,077 | – | -2.14% | – |
| PERY | Exit | ELLIS PERRY INTL INC | $0 | – | -202,087 | – | -2.17% | – |
| PTEN | Exit | PATTERSON UTI ENERGY INC | $0 | – | -126,826 | – | -2.17% | – |
| FSYS | Exit | FUEL SYS SOLUTIONS INC | $0 | – | -471,187 | – | -2.21% | – |
| DRH | Exit | DIAMONDROCK HOSPITALITY CO | $0 | – | -335,705 | – | -2.24% | – |
| RT | Exit | RUBY TUESDAY INC | $0 | – | -725,729 | – | -2.25% | – |
| CTRN | Exit | CITI TRENDS INC | $0 | – | -197,004 | – | -2.29% | – |
| PBY | Exit | PEP BOYS MANNY MOE & JACK | $0 | – | -507,904 | – | -2.38% | – |
| RDC | Exit | ROWAN COMPANIES PLC | $0 | – | -179,771 | – | -2.40% | – |
| TA | Exit | TRAVELCENTERS OF AMERICA LLC | $0 | – | -467,417 | – | -2.43% | – |
| BMR | Exit | BIOMED REALTY TRUST INC | $0 | – | -230,690 | – | -2.46% | – |
| PIPR | Exit | PIPER JAFFRAY COS | $0 | – | -93,227 | – | -2.57% | – |
| OMG | Exit | OM GROUP INC | $0 | – | -188,833 | – | -2.58% | – |
| PLAB | Exit | PHOTRONICS INC | $0 | – | -622,460 | – | -2.64% | – |
| FORM | Exit | FORMFACTOR INC | $0 | – | -707,710 | – | -2.67% | – |
| SPNV | Exit | SUPERIOR ENERGY SVCS INC | $0 | – | -165,997 | – | -2.88% | – |
| UNTCQ | Exit | UNIT CORP | $0 | – | -93,025 | – | -2.88% | – |
| KLIC | Exit | KULICKE & SOFFA INDS INC | $0 | – | -478,746 | – | -3.59% | – |
Q3 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| KLIC | Sell | KULICKE & SOFFA INDS INC | $6,812,000 | -10.7% | 478,746 | -10.5% | 3.59% | +4.8% |
| SPNV | Sell | SUPERIOR ENERGY SVCS INC | $5,456,000 | -9.8% | 165,997 | -0.8% | 2.88% | +5.9% |
| UNTCQ | Sell | UNIT CORP | $5,456,000 | -15.5% | 93,025 | -0.9% | 2.88% | -0.9% |
| FORM | Sell | FORMFACTOR INC | $5,075,000 | -14.3% | 707,710 | -0.5% | 2.67% | +0.6% |
| PLAB | Sell | PHOTRONICS INC | $5,011,000 | -7.0% | 622,460 | -0.6% | 2.64% | +9.1% |
| OMG | Sell | OM GROUP INC | $4,900,000 | -20.5% | 188,833 | -0.7% | 2.58% | -6.8% |
| PIPR | Sell | PIPER JAFFRAY COS | $4,870,000 | -8.9% | 93,227 | -9.7% | 2.57% | +6.9% |
| BMR | Sell | BIOMED REALTY TRUST INC | $4,660,000 | -8.1% | 230,690 | -0.7% | 2.46% | +7.8% |
| TA | Sell | TRAVELCENTERS OF AMERICA LLC | $4,618,000 | +10.7% | 467,417 | -0.5% | 2.43% | +29.8% |
| RDC | Sell | ROWAN COMPANIES PLC | $4,550,000 | -20.9% | 179,771 | -0.2% | 2.40% | -7.2% |
| PBY | Buy | PEP BOYS MANNY MOE & JACK | $4,526,000 | -18.6% | 507,904 | +4.7% | 2.38% | -4.5% |
| CTRN | Sell | CITI TRENDS INC | $4,354,000 | +2.2% | 197,004 | -0.8% | 2.29% | +19.9% |
| RT | Buy | RUBY TUESDAY INC | $4,274,000 | -21.9% | 725,729 | +0.7% | 2.25% | -8.3% |
| DRH | Sell | DIAMONDROCK HOSPITALITY CO | $4,256,000 | -1.8% | 335,705 | -0.7% | 2.24% | +15.2% |
| FSYS | Sell | FUEL SYS SOLUTIONS INC | $4,199,000 | -20.5% | 471,187 | -0.6% | 2.21% | -6.7% |
| PTEN | Sell | PATTERSON UTI ENERGY INC | $4,125,000 | -37.9% | 126,826 | -33.3% | 2.17% | -27.2% |
| PERY | Sell | ELLIS PERRY INTL INC | $4,112,000 | +16.0% | 202,087 | -0.6% | 2.17% | +36.1% |
| FSP | Sell | FRANKLIN STREET PPTYS CORP | $4,063,000 | -11.2% | 362,077 | -0.4% | 2.14% | +4.2% |
| GCAP | Buy | GAIN CAP HLDGS INC | $4,048,000 | +53.0% | 635,536 | +89.1% | 2.13% | +79.5% |
| GVA | Sell | GRANITE CONSTR INC | $3,954,000 | -12.2% | 124,305 | -0.7% | 2.08% | +3.0% |
| CBT | Sell | CABOT CORP | $3,915,000 | -36.9% | 77,104 | -28.0% | 2.06% | -26.0% |
| AAVVF | Buy | ADVANTAGE OIL & GAS LTD | $3,877,000 | +1.0% | 761,780 | +33.4% | 2.04% | +18.6% |
| TPLMQ | Sell | TRIANGLE PETE CORP | $3,812,000 | -23.6% | 346,239 | -18.4% | 2.01% | -10.4% |
| TBBK | Buy | BANCORP INC DEL | $3,681,000 | -14.3% | 428,553 | +18.9% | 1.94% | +0.6% |
| RTIX | Sell | RTI SURGICAL INC | $3,651,000 | +9.2% | 763,715 | -0.6% | 1.92% | +28.2% |
| GFIG | Sell | GFI GROUP INC | $3,437,000 | -1.7% | 635,206 | -39.7% | 1.81% | +15.4% |
| SKYW | New | SKYWEST INC | $3,201,000 | – | 411,503 | – | 1.69% | – |
| WMAR | Buy | WEST MARINE INC | $3,192,000 | +5.1% | 354,732 | +19.8% | 1.68% | +23.3% |
| ESIO | Sell | ELECTRO SCIENTIFIC INDS | $3,188,000 | -1.0% | 469,502 | -0.7% | 1.68% | +16.3% |
| FOR | Sell | FORESTAR GROUP INC | $3,089,000 | -7.8% | 174,342 | -0.7% | 1.63% | +8.2% |
| RFP | New | RESOLUTE FST PRODS INC | $3,000,000 | – | 191,804 | – | 1.58% | – |
| RTI | Sell | RTI INTL METALS INC | $2,960,000 | -7.9% | 120,029 | -0.7% | 1.56% | +8.1% |
| UFS | New | DOMTAR CORP | $2,840,000 | – | 80,841 | – | 1.50% | – |
| LINC | Buy | LINCOLN EDL SVCS CORP | $2,832,000 | -21.5% | 1,007,689 | +25.5% | 1.49% | -7.8% |
| XCRA | Sell | XCERRA CORP | $2,823,000 | +6.9% | 288,390 | -0.6% | 1.49% | +25.4% |
| VSH | Sell | VISHAY INTERTECHNOLOGY INC | $2,757,000 | -48.7% | 192,934 | -44.4% | 1.45% | -39.8% |
| ASTE | Sell | ASTEC INDS INC | $2,739,000 | -17.4% | 75,096 | -0.7% | 1.44% | -3.1% |
| ALEX | Sell | ALEXANDER & BALDWIN INC NEW | $2,605,000 | -13.8% | 72,422 | -0.7% | 1.37% | +1.1% |
| SCHN | Sell | SCHNITZER STL INDScl a | $2,591,000 | -8.3% | 107,731 | -0.6% | 1.36% | +7.6% |
| RCKY | Sell | ROCKY BRANDS INC | $2,475,000 | -1.6% | 175,666 | -0.6% | 1.30% | +15.4% |
| LAYN | Sell | LAYNE CHRISTENSEN CO | $2,313,000 | -27.4% | 238,264 | -0.5% | 1.22% | -14.8% |
| WAFD | Sell | WASHINGTON FED INC | $2,273,000 | -9.8% | 111,630 | -0.7% | 1.20% | +5.8% |
| GTI | Buy | GRAFTECH INTL LTD | $2,244,000 | -52.2% | 489,917 | +9.1% | 1.18% | -44.0% |
| ASC | New | ARDMORE SHIPPING CORP | $2,213,000 | – | 202,961 | – | 1.17% | – |
| MRCY | Sell | MERCURY SYS INC | $2,018,000 | -3.6% | 183,275 | -0.7% | 1.06% | +13.1% |
| OPLK | Sell | OPLINK COMMUNICATIONS INC | $1,966,000 | -37.1% | 116,876 | -36.6% | 1.04% | -26.3% |
| PLCM | Sell | POLYCOM INC | $1,913,000 | -43.8% | 155,738 | -42.7% | 1.01% | -34.1% |
| UFPI | Sell | UNIVERSAL FST PRODS INC | $1,901,000 | -12.1% | 44,495 | -0.7% | 1.00% | +3.2% |
| HAFC | Sell | HANMI FINL CORP | $1,708,000 | -5.0% | 84,691 | -0.6% | 0.90% | +11.5% |
| BPFH | Sell | BOSTON PRIVATE FINL HLDGS IN | $1,697,000 | -8.4% | 136,924 | -0.6% | 0.89% | +7.5% |
| PCBK | Sell | PACIFIC CONTINENTAL CORP | $1,626,000 | -7.0% | 126,603 | -0.6% | 0.86% | +9.2% |
| POWL | Sell | POWELL INDS INC | $1,596,000 | -37.9% | 39,061 | -0.6% | 0.84% | -27.1% |
| BALT | Sell | BALTIC TRADING LIMITED | $1,303,000 | -31.2% | 314,767 | -0.6% | 0.69% | -19.2% |
| NBR | Sell | NABORS INDUSTRIES LTD | $1,156,000 | -40.6% | 50,780 | -23.4% | 0.61% | -30.3% |
| CMA | Sell | COMERICA INC | $580,000 | -2.2% | 11,638 | -1.6% | 0.31% | +15.0% |
| KEY | Sell | KEYCORP NEW | $544,000 | -8.4% | 40,781 | -1.5% | 0.29% | +7.5% |
| PWR | Sell | QUANTA SVCS INC | $517,000 | +4.0% | 14,237 | -0.9% | 0.27% | +22.0% |
| SF | Sell | STIFEL FINL CORP | $463,000 | -1.9% | 9,876 | -1.0% | 0.24% | +15.1% |
| LUV | Sell | SOUTHWEST AIRLS CO | $430,000 | -14.9% | 12,737 | -32.3% | 0.23% | 0.0% |
| CCJ | Sell | CAMECO CORP | $406,000 | -11.0% | 23,018 | -1.0% | 0.21% | +4.4% |
| MRVL | Sell | MARVELL TECHNOLOGY GROUP LTDord | $300,000 | -6.8% | 22,236 | -1.0% | 0.16% | +9.0% |
| MDR | Sell | MCDERMOTT INTL INC | $165,000 | -30.1% | 28,835 | -1.0% | 0.09% | -17.9% |
| IAG | Sell | IAMGOLD CORP | $143,000 | -33.5% | 51,684 | -1.0% | 0.08% | -22.7% |
| CDVIQ | Exit | CAL DIVE INTL INC DEL | $0 | – | -2,216,136 | – | -1.31% | – |
| MRTN | Exit | MARTEN TRANS LTD | $0 | – | -131,628 | – | -1.32% | – |
| KEGXQ | Exit | KEY ENERGY SVCS INC | $0 | – | -322,976 | – | -1.33% | – |
| SWC | Exit | STILLWATER MNG CO | $0 | – | -261,201 | – | -2.06% | – |
Q2 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| KLIC | New | KULICKE & SOFFA INDS INC | $7,624,000 | – | 534,631 | – | 3.42% | – |
| PTEN | New | PATTERSON UTI ENERGY INC | $6,646,000 | – | 190,209 | – | 2.98% | – |
| UNTCQ | New | UNIT CORP | $6,459,000 | – | 93,845 | – | 2.90% | – |
| CBT | New | CABOT CORP | $6,206,000 | – | 107,018 | – | 2.79% | – |
| OMG | New | OM GROUP INC | $6,166,000 | – | 190,125 | – | 2.77% | – |
| SPNV | New | SUPERIOR ENERGY SVCS INC | $6,047,000 | – | 167,304 | – | 2.72% | – |
| FORM | New | FORMFACTOR INC | $5,921,000 | – | 711,611 | – | 2.66% | – |
| RDC | New | ROWAN COMPANIES PLC | $5,750,000 | – | 180,087 | – | 2.58% | – |
| PBY | New | PEP BOYS MANNY MOE & JACK | $5,560,000 | – | 485,169 | – | 2.50% | – |
| RT | New | RUBY TUESDAY INC | $5,471,000 | – | 720,792 | – | 2.46% | – |
| PLAB | New | PHOTRONICS INC | $5,386,000 | – | 626,318 | – | 2.42% | – |
| VSH | New | VISHAY INTERTECHNOLOGY INC | $5,374,000 | – | 346,884 | – | 2.41% | – |
| PIPR | New | PIPER JAFFRAY COS | $5,345,000 | – | 103,243 | – | 2.40% | – |
| FSYS | New | FUEL SYS SOLUTIONS INC | $5,280,000 | – | 473,935 | – | 2.37% | – |
| BMR | New | BIOMED REALTY TRUST INC | $5,071,000 | – | 232,313 | – | 2.28% | – |
| TPLMQ | New | TRIANGLE PETE CORP | $4,989,000 | – | 424,563 | – | 2.24% | – |
| GTI | New | GRAFTECH INTL LTD | $4,698,000 | – | 449,175 | – | 2.11% | – |
| SWC | New | STILLWATER MNG CO | $4,584,000 | – | 261,201 | – | 2.06% | – |
| FSP | New | FRANKLIN STREET PPTYS CORP | $4,575,000 | – | 363,681 | – | 2.05% | – |
| GVA | New | GRANITE CONSTR INC | $4,503,000 | – | 125,159 | – | 2.02% | – |
| DRH | New | DIAMONDROCK HOSPITALITY CO | $4,335,000 | – | 338,168 | – | 1.95% | – |
| TBBK | New | BANCORP INC DEL | $4,293,000 | – | 360,413 | – | 1.93% | – |
| CTRN | New | CITI TRENDS INC | $4,260,000 | – | 198,503 | – | 1.91% | – |
| TA | New | TRAVELCENTERS OF AMERICA LLC | $4,173,000 | – | 469,883 | – | 1.87% | – |
| AAVVF | New | ADVANTAGE OIL & GAS LTD | $3,837,000 | – | 571,088 | – | 1.72% | – |
| LINC | New | LINCOLN EDL SVCS CORP | $3,606,000 | – | 803,173 | – | 1.62% | – |
| PERY | New | ELLIS PERRY INTL INC | $3,546,000 | – | 203,364 | – | 1.59% | – |
| GFIG | New | GFI GROUP INC | $3,497,000 | – | 1,053,314 | – | 1.57% | – |
| PLCM | New | POLYCOM INC | $3,406,000 | – | 271,811 | – | 1.53% | – |
| FOR | New | FORESTAR GROUP INC | $3,350,000 | – | 175,485 | – | 1.50% | – |
| RTIX | New | RTI SURGICAL INC | $3,343,000 | – | 768,458 | – | 1.50% | – |
| ASTE | New | ASTEC INDS INC | $3,317,000 | – | 75,611 | – | 1.49% | – |
| ESIO | New | ELECTRO SCIENTIFIC INDS | $3,219,000 | – | 472,693 | – | 1.44% | – |
| RTI | New | RTI INTL METALS INC | $3,213,000 | – | 120,844 | – | 1.44% | – |
| LAYN | New | LAYNE CHRISTENSEN CO | $3,186,000 | – | 239,557 | – | 1.43% | – |
| OPLK | New | OPLINK COMMUNICATIONS INC | $3,128,000 | – | 184,338 | – | 1.40% | – |
| WMAR | New | WEST MARINE INC | $3,037,000 | – | 295,990 | – | 1.36% | – |
| ALEX | New | ALEXANDER & BALDWIN INC NEW | $3,023,000 | – | 72,923 | – | 1.36% | – |
| KEGXQ | New | KEY ENERGY SVCS INC | $2,952,000 | – | 322,976 | – | 1.33% | – |
| MRTN | New | MARTEN TRANS LTD | $2,941,000 | – | 131,628 | – | 1.32% | – |
| CDVIQ | New | CAL DIVE INTL INC DEL | $2,925,000 | – | 2,216,136 | – | 1.31% | – |
| SCHN | New | SCHNITZER STL INDScl a | $2,826,000 | – | 108,407 | – | 1.27% | – |
| GCAP | New | GAIN CAP HLDGS INC | $2,645,000 | – | 336,077 | – | 1.19% | – |
| XCRA | New | XCERRA CORP | $2,641,000 | – | 290,204 | – | 1.19% | – |
| POWL | New | POWELL INDS INC | $2,570,000 | – | 39,308 | – | 1.15% | – |
| WAFD | New | WASHINGTON FED INC | $2,521,000 | – | 112,397 | – | 1.13% | – |
| RCKY | New | ROCKY BRANDS INC | $2,516,000 | – | 176,764 | – | 1.13% | – |
| UFPI | New | UNIVERSAL FST PRODS INC | $2,163,000 | – | 44,791 | – | 0.97% | – |
| MRCY | New | MERCURY SYS INC | $2,093,000 | – | 184,525 | – | 0.94% | – |
| NBR | New | NABORS INDUSTRIES LTD | $1,947,000 | – | 66,302 | – | 0.87% | – |
| BALT | New | BALTIC TRADING LIMITED | $1,894,000 | – | 316,558 | – | 0.85% | – |
| BPFH | New | BOSTON PRIVATE FINL HLDGS IN | $1,852,000 | – | 137,784 | – | 0.83% | – |
| HAFC | New | HANMI FINL CORP | $1,797,000 | – | 85,231 | – | 0.81% | – |
| PCBK | New | PACIFIC CONTINENTAL CORP | $1,749,000 | – | 127,391 | – | 0.78% | – |
| TCPTF | New | THOMPSON CREEK METALS CO INC | $811,000 | – | 273,850 | – | 0.36% | – |
| GENC | New | GENCOR INDS INC | $790,000 | – | 71,740 | – | 0.36% | – |
| STLY | New | STANLEY FURNITURE CO INC | $744,000 | – | 277,798 | – | 0.33% | – |
| HART | New | HARVARD APPARATUS REGENER TE | $700,000 | – | 67,005 | – | 0.31% | – |
| PLG | New | PLATINUM GROUP METALS LTD | $653,000 | – | 553,461 | – | 0.29% | – |
| HEROQ | New | HERCULES OFFSHORE INC | $651,000 | – | 161,954 | – | 0.29% | – |
| KEY | New | KEYCORP NEW | $594,000 | – | 41,417 | – | 0.27% | – |
| CMA | New | COMERICA INC | $593,000 | – | 11,827 | – | 0.27% | – |
| CPST | New | CAPSTONE TURBINE CORP | $587,000 | – | 388,723 | – | 0.26% | – |
| LUV | New | SOUTHWEST AIRLS CO | $505,000 | – | 18,807 | – | 0.23% | – |
| PWR | New | QUANTA SVCS INC | $497,000 | – | 14,371 | – | 0.22% | – |
| SF | New | STIFEL FINL CORP | $472,000 | – | 9,975 | – | 0.21% | – |
| CCJ | New | CAMECO CORP | $456,000 | – | 23,247 | – | 0.20% | – |
| CRY | New | CRYOLIFE INC | $375,000 | – | 41,846 | – | 0.17% | – |
| MRVL | New | MARVELL TECHNOLOGY GROUP LTDord | $322,000 | – | 22,460 | – | 0.14% | – |
| MDR | New | MCDERMOTT INTL INC | $236,000 | – | 29,134 | – | 0.11% | – |
| IAG | New | IAMGOLD CORP | $215,000 | – | 52,187 | – | 0.10% | – |
| DCIX | New | DIANA CONTAINERSHIPS INC | $42,000 | – | 16,418 | – | 0.02% | – |
Q4 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| DCIX | Exit | DIANA CONTAINERSHIPS INC | $0 | – | -12,943 | – | -0.02% | – |
| GENC | Exit | GENCOR INDS INC | $0 | – | -15,929 | – | -0.04% | – |
| PALDF | Exit | NORTH AMERN PALLADIUM LTD | $0 | – | -210,494 | – | -0.06% | – |
| GLW | Exit | CORNING INC | $0 | – | -15,277 | – | -0.07% | – |
| HEROQ | Exit | HERCULES OFFSHORE INC | $0 | – | -31,062 | – | -0.07% | – |
| LINC | Exit | LINCOLN EDL SVCS CORP | $0 | – | -50,061 | – | -0.07% | – |
| AAPL | Exit | APPLE INC | $0 | – | -520 | – | -0.08% | – |
| SLTM | Exit | SOLTA MED INC | $0 | – | -135,435 | – | -0.09% | – |
| CRY | Exit | CRYOLIFE INC | $0 | – | -41,846 | – | -0.09% | – |
| HBIO | Exit | HARVARD BIOSCIENCE INC | $0 | – | -59,195 | – | -0.10% | – |
| IEZ | Exit | ISHARESus oil eq&sv etf | $0 | – | -5,583 | – | -0.11% | – |
| CPST | Exit | CAPSTONE TURBINE CORP | $0 | – | -318,089 | – | -0.12% | – |
| BAC | Exit | BANK OF AMERICA CORPORATION | $0 | – | -26,709 | – | -0.12% | – |
| TCPTF | Exit | THOMPSON CREEK METALS CO INC | $0 | – | -109,752 | – | -0.12% | – |
| SYRG | Exit | SYNERGY RES CORP | $0 | – | -42,864 | – | -0.13% | – |
| MGPI | Exit | MGP INGREDIENTS INC NEW | $0 | – | -82,706 | – | -0.13% | – |
| STLY | Exit | STANLEY FURNITURE CO INC | $0 | – | -157,306 | – | -0.18% | – |
| GOOGL | Exit | GOOGLE INCcl a | $0 | – | -852 | – | -0.23% | – |
| AMZN | Exit | AMAZON COM INC | $0 | – | -2,810 | – | -0.27% | – |
| LTXC | Exit | LTX-CREDENCE CORP | $0 | – | -209,043 | – | -0.43% | – |
| IAG | Exit | IAMGOLD CORP | $0 | – | -297,207 | – | -0.44% | – |
| HAFC | Exit | HANMI FINL CORP | $0 | – | -85,467 | – | -0.44% | – |
| NVDA | Exit | NVIDIA CORP | $0 | – | -92,585 | – | -0.45% | – |
| NGS | Exit | NATURAL GAS SERVICES GROUP | $0 | – | -59,280 | – | -0.49% | – |
| LUV | Exit | SOUTHWEST AIRLS CO | $0 | – | -109,848 | – | -0.50% | – |
| RKUS | Exit | RUCKUS WIRELESS INC | $0 | – | -100,000 | – | -0.52% | – |
| AMP | Exit | AMERIPRISE FINL INC | $0 | – | -18,894 | – | -0.53% | – |
| MDR | Exit | MCDERMOTT INTL INC | $0 | – | -232,044 | – | -0.54% | – |
| RCKY | Exit | ROCKY BRANDS INC | $0 | – | -102,245 | – | -0.55% | – |
| MRVL | Exit | MARVELL TECHNOLOGY GROUP LTDord | $0 | – | -182,129 | – | -0.65% | – |
| BPFH | Exit | BOSTON PRIVATE FINL HLDGS IN | $0 | – | -191,729 | – | -0.66% | – |
| PCBK | Exit | PACIFIC CONTINENTAL CORP | $0 | – | -166,404 | – | -0.68% | – |
| MRTN | Exit | MARTEN TRANS LTD | $0 | – | -131,840 | – | -0.70% | – |
| PWR | Exit | QUANTA SVCS INC | $0 | – | -85,333 | – | -0.73% | – |
| RTIX | Exit | RTI SURGICAL INC | $0 | – | -633,788 | – | -0.74% | – |
| SF | Exit | STIFEL FINL CORP | $0 | – | -57,713 | – | -0.74% | – |
| SWC | Exit | STILLWATER MNG CO | $0 | – | -240,441 | – | -0.82% | – |
| RBCN | Exit | RUBICON TECHNOLOGY INC | $0 | – | -225,294 | – | -0.85% | – |
| POWL | Exit | POWELL INDS INC | $0 | – | -49,440 | – | -0.94% | – |
| KEGXQ | Exit | KEY ENERGY SVCS INC | $0 | – | -426,756 | – | -0.97% | – |
| UFPI | Exit | UNIVERSAL FST PRODS INC | $0 | – | -75,957 | – | -0.99% | – |
| VPFG | Exit | VIEWPOINT FINL GROUP INC MD | $0 | – | -161,684 | – | -1.04% | – |
| TPLMQ | Exit | TRIANGLE PETE CORP | $0 | – | -370,571 | – | -1.13% | – |
| CMA | Exit | COMERICA INC | $0 | – | -92,751 | – | -1.13% | – |
| FOR | Exit | FORESTAR GROUP INC | $0 | – | -169,984 | – | -1.14% | – |
| GFIG | Exit | GFI GROUP INC | $0 | – | -936,508 | – | -1.15% | – |
| KEY | Exit | KEYCORP NEW | $0 | – | -328,123 | – | -1.16% | – |
| TBBK | Exit | BANCORP INC DEL | $0 | – | -216,813 | – | -1.19% | – |
| WAFD | Exit | WASHINGTON FED INC | $0 | – | -189,528 | – | -1.22% | – |
| NBR | Exit | NABORS INDUSTRIES LTD | $0 | – | -269,872 | – | -1.34% | – |
| ASTE | Exit | ASTEC INDS INC | $0 | – | -126,197 | – | -1.41% | – |
| RT | Exit | RUBY TUESDAY INC | $0 | – | -616,703 | – | -1.44% | – |
| GCAP | Exit | GAIN CAP HLDGS INC | $0 | – | -384,568 | – | -1.50% | – |
| MW | Exit | MENS WEARHOUSE INC | $0 | – | -142,462 | – | -1.51% | – |
| WMAR | Exit | WEST MARINE INC | $0 | – | -419,405 | – | -1.58% | – |
| ALEX | Exit | ALEXANDER & BALDWIN INC NEW | $0 | – | -142,701 | – | -1.60% | – |
| TTI | Exit | TETRA TECHNOLOGIES INC DEL | $0 | – | -433,724 | – | -1.69% | – |
| FSP | Exit | FRANKLIN STREET PPTYS CORP | $0 | – | -429,442 | – | -1.70% | – |
| BMR | Exit | BIOMED REALTY TRUST INC | $0 | – | -294,484 | – | -1.70% | – |
| CDVIQ | Exit | CAL DIVE INTL INC DEL | $0 | – | -2,716,698 | – | -1.73% | – |
| LAYN | Exit | LAYNE CHRISTENSEN CO | $0 | – | -286,421 | – | -1.78% | – |
| RTI | Exit | RTI INTL METALS INC | $0 | – | -180,920 | – | -1.80% | – |
| PIPR | Exit | PIPER JAFFRAY COS | $0 | – | -171,613 | – | -1.83% | – |
| DRH | Exit | DIAMONDROCK HOSPITALITY CO | $0 | – | -569,547 | – | -1.89% | – |
| GVA | Exit | GRANITE CONSTR INC | $0 | – | -201,953 | – | -1.92% | – |
| SPNV | Exit | SUPERIOR ENERGY SVCS INC | $0 | – | -250,102 | – | -1.94% | – |
| CNMD | Exit | CONMED CORP | $0 | – | -189,611 | – | -2.00% | – |
| ANDE | Exit | ANDERSONS INC | $0 | – | -92,257 | – | -2.00% | – |
| PTEN | Exit | PATTERSON UTI ENERGY INC | $0 | – | -304,580 | – | -2.02% | – |
| GTI | Exit | GRAFTECH INTL LTD | $0 | – | -784,500 | – | -2.06% | – |
| CIR | Exit | CIRCOR INTL INC | $0 | – | -114,286 | – | -2.21% | – |
| MRCY | Exit | MERCURY SYS INC | $0 | – | -779,086 | – | -2.42% | – |
| PLCM | Exit | POLYCOM INC | $0 | – | -779,319 | – | -2.64% | – |
| UNTCQ | Exit | UNIT CORP | $0 | – | -189,692 | – | -2.74% | – |
| KLIC | Exit | KULICKE & SOFFA INDS INC | $0 | – | -790,433 | – | -2.83% | – |
| ESIO | Exit | ELECTRO SCIENTIFIC INDS | $0 | – | -786,137 | – | -2.85% | – |
| CTRN | Exit | CITI TRENDS INC | $0 | – | -550,497 | – | -2.99% | – |
| RDC | Exit | ROWAN COMPANIES PLC | $0 | – | -265,004 | – | -3.02% | – |
| CBT | Exit | CABOT CORP | $0 | – | -240,838 | – | -3.19% | – |
| VSH | Exit | VISHAY INTERTECHNOLOGY INC | $0 | – | -800,402 | – | -3.20% | – |
| PLAB | Exit | PHOTRONICS INC | $0 | – | -1,316,792 | – | -3.20% | – |
| FSYS | Exit | FUEL SYS SOLUTIONS INC | $0 | – | -537,195 | – | -3.28% | – |
| OMG | Exit | OM GROUP INC | $0 | – | -326,536 | – | -3.42% | – |
Q3 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| OMG | Sell | OM GROUP INC | $11,030,000 | -8.0% | 326,536 | -15.8% | 3.42% | +5.3% |
| FSYS | Sell | FUEL SYS SOLUTIONS INC | $10,561,000 | -5.7% | 537,195 | -14.2% | 3.28% | +7.9% |
| PLAB | Sell | PHOTRONICS INC | $10,324,000 | -19.7% | 1,316,792 | -17.4% | 3.20% | -8.0% |
| VSH | Sell | VISHAY INTERTECHNOLOGY INC | $10,317,000 | -29.4% | 800,402 | -23.9% | 3.20% | -19.2% |
| CBT | Sell | CABOT CORP | $10,286,000 | -10.0% | 240,838 | -21.2% | 3.19% | +3.1% |
| RDC | Sell | ROWAN COMPANIES PLC | $9,731,000 | -7.7% | 265,004 | -14.4% | 3.02% | +5.7% |
| CTRN | Sell | CITI TRENDS INC | $9,623,000 | -7.2% | 550,497 | -22.8% | 2.99% | +6.3% |
| ESIO | Buy | ELECTRO SCIENTIFIC INDS | $9,190,000 | +24.8% | 786,137 | +14.9% | 2.85% | +42.9% |
| KLIC | Buy | KULICKE & SOFFA INDS INC | $9,129,000 | +18.6% | 790,433 | +13.6% | 2.83% | +35.8% |
| UNTCQ | Sell | UNIT CORP | $8,819,000 | +5.4% | 189,692 | -3.5% | 2.74% | +20.7% |
| PLCM | Buy | POLYCOM INC | $8,510,000 | +22.6% | 779,319 | +18.2% | 2.64% | +40.5% |
| MRCY | Sell | MERCURY SYS INC | $7,784,000 | -14.0% | 779,086 | -20.6% | 2.42% | -1.5% |
| CIR | Sell | CIRCOR INTL INC | $7,106,000 | -4.0% | 114,286 | -21.5% | 2.21% | +9.9% |
| GTI | Sell | GRAFTECH INTL LTD | $6,629,000 | -7.6% | 784,500 | -20.4% | 2.06% | +5.8% |
| PTEN | Sell | PATTERSON UTI ENERGY INC | $6,512,000 | -14.2% | 304,580 | -22.3% | 2.02% | -1.8% |
| ANDE | Sell | ANDERSONS INC | $6,449,000 | -18.5% | 92,257 | -38.0% | 2.00% | -6.6% |
| CNMD | Sell | CONMED CORP | $6,440,000 | -13.5% | 189,611 | -20.5% | 2.00% | -1.0% |
| SPNV | Sell | SUPERIOR ENERGY SVCS INC | $6,263,000 | -18.2% | 250,102 | -15.3% | 1.94% | -6.4% |
| GVA | Sell | GRANITE CONSTR INC | $6,180,000 | -7.1% | 201,953 | -9.7% | 1.92% | +6.3% |
| DRH | Sell | DIAMONDROCK HOSPITALITY CO | $6,077,000 | -9.8% | 569,547 | -21.2% | 1.89% | +3.3% |
| PIPR | Sell | PIPER JAFFRAY COS | $5,885,000 | +0.4% | 171,613 | -7.4% | 1.83% | +15.1% |
| RTI | Sell | RTI INTL METALS INC | $5,796,000 | -0.8% | 180,920 | -14.2% | 1.80% | +13.6% |
| LAYN | Sell | LAYNE CHRISTENSEN CO | $5,717,000 | -7.3% | 286,421 | -9.4% | 1.78% | +6.2% |
| CDVIQ | Sell | CAL DIVE INTL INC DEL | $5,569,000 | -12.0% | 2,716,698 | -19.3% | 1.73% | +0.8% |
| BMR | Sell | BIOMED REALTY TRUST INC | $5,474,000 | -17.0% | 294,484 | -9.6% | 1.70% | -4.9% |
| FSP | Sell | FRANKLIN STREET PPTYS CORP | $5,471,000 | -14.3% | 429,442 | -11.2% | 1.70% | -1.8% |
| TTI | Sell | TETRA TECHNOLOGIES INC DEL | $5,435,000 | -35.8% | 433,724 | -47.4% | 1.69% | -26.5% |
| ALEX | Sell | ALEXANDER & BALDWIN INC NEW | $5,140,000 | -44.2% | 142,701 | -38.5% | 1.60% | -36.2% |
| WMAR | Sell | WEST MARINE INC | $5,083,000 | +6.3% | 419,405 | -3.5% | 1.58% | +21.8% |
| MW | Sell | MENS WEARHOUSE INC | $4,851,000 | -38.8% | 142,462 | -32.0% | 1.51% | -29.9% |
| GCAP | Sell | GAIN CAP HLDGS INC | $4,842,000 | +10.5% | 384,568 | -44.6% | 1.50% | +26.6% |
| RT | Buy | RUBY TUESDAY INC | $4,625,000 | +1.2% | 616,703 | +24.5% | 1.44% | +15.9% |
| ASTE | Sell | ASTEC INDS INC | $4,538,000 | -5.8% | 126,197 | -10.1% | 1.41% | +8.0% |
| NBR | Sell | NABORS INDUSTRIES LTD | $4,334,000 | +4.2% | 269,872 | -0.7% | 1.34% | +19.2% |
| WAFD | Sell | WASHINGTON FED INC | $3,920,000 | -13.6% | 189,528 | -21.2% | 1.22% | -1.1% |
| TBBK | Sell | BANCORP INC DEL | $3,835,000 | -22.1% | 216,813 | -34.0% | 1.19% | -10.8% |
| KEY | Sell | KEYCORP NEW | $3,740,000 | +2.5% | 328,123 | -0.7% | 1.16% | +17.4% |
| GFIG | Sell | GFI GROUP INC | $3,699,000 | -15.7% | 936,508 | -16.6% | 1.15% | -3.5% |
| FOR | Sell | FORESTAR GROUP INC | $3,660,000 | -15.4% | 169,984 | -21.2% | 1.14% | -3.2% |
| CMA | Sell | COMERICA INC | $3,646,000 | -2.0% | 92,751 | -0.7% | 1.13% | +12.2% |
| TPLMQ | Sell | TRIANGLE PETE CORP | $3,639,000 | -3.9% | 370,571 | -31.4% | 1.13% | +10.0% |
| VPFG | Sell | VIEWPOINT FINL GROUP INC MD | $3,342,000 | -20.7% | 161,684 | -20.1% | 1.04% | -9.2% |
| UFPI | Sell | UNIVERSAL FST PRODS INC | $3,189,000 | -16.1% | 75,957 | -20.2% | 0.99% | -3.9% |
| KEGXQ | Buy | KEY ENERGY SVCS INC | $3,111,000 | +1628.3% | 426,756 | +1311.7% | 0.97% | +1871.4% |
| POWL | Sell | POWELL INDS INC | $3,030,000 | -21.6% | 49,440 | -33.9% | 0.94% | -10.2% |
| RBCN | Sell | RUBICON TECHNOLOGY INC | $2,729,000 | -59.2% | 225,294 | -73.2% | 0.85% | -53.3% |
| SWC | Sell | STILLWATER MNG CO | $2,647,000 | -8.7% | 240,441 | -10.9% | 0.82% | +4.6% |
| SF | Sell | STIFEL FINL CORP | $2,379,000 | +14.7% | 57,713 | -0.7% | 0.74% | +31.3% |
| RTIX | Sell | RTI SURGICAL INC | $2,370,000 | -33.7% | 633,788 | -33.4% | 0.74% | -24.0% |
| PWR | Sell | QUANTA SVCS INC | $2,347,000 | +3.2% | 85,333 | -0.7% | 0.73% | +18.3% |
| MRTN | Sell | MARTEN TRANS LTD | $2,263,000 | -27.9% | 131,840 | -34.2% | 0.70% | -17.5% |
| PCBK | Sell | PACIFIC CONTINENTAL CORP | $2,181,000 | -28.1% | 166,404 | -35.3% | 0.68% | -17.6% |
| BPFH | Sell | BOSTON PRIVATE FINL HLDGS IN | $2,126,000 | -57.7% | 191,729 | -59.5% | 0.66% | -51.6% |
| MRVL | Sell | MARVELL TECHNOLOGY GROUP LTDord | $2,095,000 | -38.5% | 182,129 | -37.3% | 0.65% | -29.6% |
| RCKY | Sell | ROCKY BRANDS INC | $1,780,000 | -21.7% | 102,245 | -31.9% | 0.55% | -10.2% |
| MDR | Sell | MCDERMOTT INTL INC | $1,724,000 | -9.8% | 232,044 | -0.7% | 0.54% | +3.3% |
| AMP | Sell | AMERIPRISE FINL INC | $1,721,000 | +11.8% | 18,894 | -0.7% | 0.53% | +28.1% |
| LUV | Sell | SOUTHWEST AIRLS CO | $1,599,000 | -22.6% | 109,848 | -31.5% | 0.50% | -11.4% |
| NGS | Sell | NATURAL GAS SERVICES GROUP | $1,590,000 | -47.6% | 59,280 | -54.1% | 0.49% | -39.9% |
| NVDA | Sell | NVIDIA CORP | $1,440,000 | -53.7% | 92,585 | -58.2% | 0.45% | -47.0% |
| HAFC | Sell | HANMI FINL CORP | $1,417,000 | -38.3% | 85,467 | -34.2% | 0.44% | -29.4% |
| IAG | Sell | IAMGOLD CORP | $1,412,000 | +8.9% | 297,207 | -0.7% | 0.44% | +24.4% |
| LTXC | New | LTX-CREDENCE CORP | $1,378,000 | – | 209,043 | – | 0.43% | – |
| STLY | Buy | STANLEY FURNITURE CO INC | $584,000 | +60.0% | 157,306 | +72.3% | 0.18% | +82.8% |
| MGPI | Sell | MGP INGREDIENTS INC NEW | $433,000 | -12.3% | 82,706 | -0.2% | 0.13% | 0.0% |
| SYRG | Sell | SYNERGY RES CORP | $418,000 | +21.2% | 42,864 | -9.0% | 0.13% | +38.3% |
| TCPTF | Buy | THOMPSON CREEK METALS CO INC | $394,000 | +69.1% | 109,752 | +42.9% | 0.12% | +93.7% |
| CRY | Sell | CRYOLIFE INC | $293,000 | +11.4% | 41,846 | -0.2% | 0.09% | +28.2% |
| SLTM | Sell | SOLTA MED INC | $280,000 | -9.4% | 135,435 | -0.2% | 0.09% | +3.6% |
| LINC | Buy | LINCOLN EDL SVCS CORP | $231,000 | +32.0% | 50,061 | +50.8% | 0.07% | +53.2% |
| GENC | New | GENCOR INDS INC | $137,000 | – | 15,929 | – | 0.04% | – |
| DCIX | Buy | DIANA CONTAINERSHIPS INC | $49,000 | +4.3% | 12,943 | +17.4% | 0.02% | +15.4% |
| WGRP | Exit | WILLBROS GROUP INC DEL | $0 | – | -14,947 | – | -0.02% | – |
| JOEZ | Exit | JOES JEANS INC | $0 | – | -185,822 | – | -0.08% | – |
| HPQ | Exit | HEWLETT PACKARD CO | $0 | – | -14,172 | – | -0.10% | – |
| KEYN | Exit | KEYNOTE SYS INC | $0 | – | -173,651 | – | -0.93% | – |
Q2 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| VSH | New | VISHAY INTERTECHNOLOGY INC | $14,616,000 | – | 1,052,245 | – | 3.96% | – |
| PLAB | New | PHOTRONICS INC | $12,853,000 | – | 1,594,680 | – | 3.48% | – |
| OMG | New | OM GROUP INC | $11,993,000 | – | 387,885 | – | 3.25% | – |
| CBT | New | CABOT CORP | $11,429,000 | – | 305,441 | – | 3.10% | – |
| FSYS | New | FUEL SYS SOLUTIONS INC | $11,205,000 | – | 626,302 | – | 3.04% | – |
| RDC | New | ROWAN COMPANIES PLC | $10,542,000 | – | 309,436 | – | 2.86% | – |
| CTRN | New | CITI TRENDS INC | $10,365,000 | – | 713,346 | – | 2.81% | – |
| ALEX | New | ALEXANDER & BALDWIN INC NEW | $9,218,000 | – | 231,895 | – | 2.50% | – |
| MRCY | New | MERCURY SYS INC | $9,051,000 | – | 981,667 | – | 2.45% | – |
| TTI | New | TETRA TECHNOLOGIES INC DEL | $8,461,000 | – | 824,649 | – | 2.29% | – |
| UNTCQ | New | UNIT CORP | $8,367,000 | – | 196,497 | – | 2.27% | – |
| MW | New | MENS WEARHOUSE INC | $7,926,000 | – | 209,405 | – | 2.15% | – |
| ANDE | New | ANDERSONS INC | $7,909,000 | – | 148,687 | – | 2.14% | – |
| KLIC | New | KULICKE & SOFFA INDS INC | $7,698,000 | – | 696,085 | – | 2.09% | – |
| SPNV | New | SUPERIOR ENERGY SVCS INC | $7,659,000 | – | 295,244 | – | 2.08% | – |
| PTEN | New | PATTERSON UTI ENERGY INC | $7,587,000 | – | 391,991 | – | 2.06% | – |
| CNMD | New | CONMED CORP | $7,447,000 | – | 238,374 | – | 2.02% | – |
| CIR | New | CIRCOR INTL INC | $7,404,000 | – | 145,578 | – | 2.01% | – |
| ESIO | New | ELECTRO SCIENTIFIC INDS | $7,363,000 | – | 684,287 | – | 2.00% | – |
| GTI | New | GRAFTECH INTL LTD | $7,176,000 | – | 985,646 | – | 1.94% | – |
| PLCM | New | POLYCOM INC | $6,941,000 | – | 659,160 | – | 1.88% | – |
| DRH | New | DIAMONDROCK HOSPITALITY CO | $6,735,000 | – | 722,669 | – | 1.83% | – |
| RBCN | New | RUBICON TECHNOLOGY INC | $6,696,000 | – | 840,148 | – | 1.82% | – |
| GVA | New | GRANITE CONSTR INC | $6,655,000 | – | 223,611 | – | 1.80% | – |
| BMR | New | BIOMED REALTY TRUST INC | $6,592,000 | – | 325,840 | – | 1.79% | – |
| FSP | New | FRANKLIN STREET PPTYS CORP | $6,384,000 | – | 483,622 | – | 1.73% | – |
| CDVIQ | New | CAL DIVE INTL INC DEL | $6,332,000 | – | 3,368,370 | – | 1.72% | – |
| LAYN | New | LAYNE CHRISTENSEN CO | $6,166,000 | – | 316,057 | – | 1.67% | – |
| PIPR | New | PIPER JAFFRAY COS | $5,859,000 | – | 185,367 | – | 1.59% | – |
| RTI | New | RTI INTL METALS INC | $5,842,000 | – | 210,810 | – | 1.58% | – |
| BPFH | New | BOSTON PRIVATE FINL HLDGS IN | $5,031,000 | – | 472,884 | – | 1.36% | – |
| TBBK | New | BANCORP INC DEL | $4,923,000 | – | 328,449 | – | 1.33% | – |
| ASTE | New | ASTEC INDS INC | $4,815,000 | – | 140,431 | – | 1.30% | – |
| WMAR | New | WEST MARINE INC | $4,781,000 | – | 434,635 | – | 1.30% | – |
| RT | New | RUBY TUESDAY INC | $4,571,000 | – | 495,235 | – | 1.24% | – |
| WAFD | New | WASHINGTON FED INC | $4,539,000 | – | 240,444 | – | 1.23% | – |
| GFIG | New | GFI GROUP INC | $4,390,000 | – | 1,122,777 | – | 1.19% | – |
| GCAP | New | GAIN CAP HLDGS INC | $4,380,000 | – | 694,161 | – | 1.19% | – |
| FOR | New | FORESTAR GROUP INC | $4,326,000 | – | 215,639 | – | 1.17% | – |
| VPFG | New | VIEWPOINT FINL GROUP INC MD | $4,212,000 | – | 202,419 | – | 1.14% | – |
| NBR | New | NABORS INDUSTRIES LTD | $4,160,000 | – | 271,721 | – | 1.13% | – |
| POWL | New | POWELL INDS INC | $3,865,000 | – | 74,837 | – | 1.05% | – |
| UFPI | New | UNIVERSAL FST PRODS INC | $3,799,000 | – | 95,177 | – | 1.03% | – |
| TPLMQ | New | TRIANGLE PETE CORP | $3,787,000 | – | 540,298 | – | 1.03% | – |
| CMA | New | COMERICA INC | $3,722,000 | – | 93,444 | – | 1.01% | – |
| KEY | New | KEYCORP NEW | $3,649,000 | – | 330,539 | – | 0.99% | – |
| RTIX | New | RTI BIOLOGICS INC | $3,576,000 | – | 950,998 | – | 0.97% | – |
| KEYN | New | KEYNOTE SYS INC | $3,432,000 | – | 173,651 | – | 0.93% | – |
| MRVL | New | MARVELL TECHNOLOGY GROUP LTDord | $3,404,000 | – | 290,697 | – | 0.92% | – |
| MRTN | New | MARTEN TRANS LTD | $3,138,000 | – | 200,271 | – | 0.85% | – |
| NVDA | New | NVIDIA CORP | $3,113,000 | – | 221,746 | – | 0.84% | – |
| PCBK | New | PACIFIC CONTINENTAL CORP | $3,034,000 | – | 257,157 | – | 0.82% | – |
| NGS | New | NATURAL GAS SERVICES GROUP | $3,034,000 | – | 129,200 | – | 0.82% | – |
| SWC | New | STILLWATER MNG CO | $2,898,000 | – | 269,844 | – | 0.79% | – |
| HAFC | New | HANMI FINL CORP | $2,297,000 | – | 129,977 | – | 0.62% | – |
| RCKY | New | ROCKY BRANDS INC | $2,272,000 | – | 150,216 | – | 0.62% | – |
| PWR | New | QUANTA SVCS INC | $2,274,000 | – | 85,953 | – | 0.62% | – |
| SF | New | STIFEL FINL CORP | $2,074,000 | – | 58,144 | – | 0.56% | – |
| LUV | New | SOUTHWEST AIRLS CO | $2,066,000 | – | 160,293 | – | 0.56% | – |
| MDR | New | MCDERMOTT INTL INC | $1,912,000 | – | 233,675 | – | 0.52% | – |
| AMP | New | AMERIPRISE FINL INC | $1,540,000 | – | 19,034 | – | 0.42% | – |
| IAG | New | IAMGOLD CORP | $1,297,000 | – | 299,428 | – | 0.35% | – |
| RKUS | New | RUCKUS WIRELESS INC | $1,281,000 | – | 100,000 | – | 0.35% | – |
| AMZN | New | AMAZON COM INC | $780,000 | – | 2,810 | – | 0.21% | – |
| GOOGL | New | GOOGLE INCcl a | $750,000 | – | 852 | – | 0.20% | – |
| MGPI | New | MGP INGREDIENTS INC NEW | $494,000 | – | 82,856 | – | 0.13% | – |
| CPST | New | CAPSTONE TURBINE CORP | $372,000 | – | 318,089 | – | 0.10% | – |
| STLY | New | STANLEY FURNITURE CO INC | $365,000 | – | 91,314 | – | 0.10% | – |
| HPQ | New | HEWLETT PACKARD CO | $351,000 | – | 14,172 | – | 0.10% | – |
| SYRG | New | SYNERGY RES CORP | $345,000 | – | 47,080 | – | 0.09% | – |
| BAC | New | BANK OF AMERICA CORPORATION | $343,000 | – | 26,709 | – | 0.09% | – |
| IEZ | New | ISHARES TRdj oil equip | $317,000 | – | 5,583 | – | 0.09% | – |
| SLTM | New | SOLTA MED INC | $309,000 | – | 135,745 | – | 0.08% | – |
| JOEZ | New | JOES JEANS INC | $305,000 | – | 185,822 | – | 0.08% | – |
| HBIO | New | HARVARD BIOSCIENCE INC | $278,000 | – | 59,195 | – | 0.08% | – |
| CRY | New | CRYOLIFE INC | $263,000 | – | 41,946 | – | 0.07% | – |
| TCPTF | New | THOMPSON CREEK METALS CO INC | $233,000 | – | 76,812 | – | 0.06% | – |
| HEROQ | New | HERCULES OFFSHORE INC | $219,000 | – | 31,062 | – | 0.06% | – |
| GLW | New | CORNING INC | $217,000 | – | 15,277 | – | 0.06% | – |
| PALDF | New | NORTH AMERN PALLADIUM LTD | $208,000 | – | 210,494 | – | 0.06% | – |
| AAPL | New | APPLE INC | $206,000 | – | 520 | – | 0.06% | – |
| KEGXQ | New | KEY ENERGY SVCS INC | $180,000 | – | 30,229 | – | 0.05% | – |
| LINC | New | LINCOLN EDL SVCS CORP | $175,000 | – | 33,202 | – | 0.05% | – |
| WGRP | New | WILLBROS GROUP INC DEL | $92,000 | – | 14,947 | – | 0.02% | – |
| DCIX | New | DIANA CONTAINERSHIPS INC | $47,000 | – | 11,023 | – | 0.01% | – |