Intrinsic Edge Capital Management LLC Quant / Systematic

CIK: 0001671754 · Show all filings

Period: Q4 2016 (Next →)

Filing Date: Feb 14, 2017

Total Value ($000): $235,046 (100.0% shares, 0.0% debt)

Holdings (131)

J.C. PENNEY CO INC 3.6%
Value ($000) $8,546 Shares 1,028,395 Est. Cost $8.31 Unrealized
DEVRY EDUCATION GROUP INC 3.4%
Value ($000) $8,060 Shares 258,342 Est. Cost $31.20 Unrealized
US CONCRETE INC 3.2%
Value ($000) $7,578 Shares 115,694 Est. Cost $65.50 Unrealized
FIVN FIVE9 INC 2.5%
Value ($000) $5,892 Shares 415,230 Est. Cost $14.41 Unrealized 0.0%
VRNS VARONIS SYSTEMS INC 2.5%
Value ($000) $5,814 Shares 216,943 Est. Cost $9.51 Unrealized 0.0%
LOPE GRAND CANYON EDUCATION INC 2.3%
Value ($000) $5,404 Shares 92,448 Est. Cost $51.14 Unrealized 0.0%
MTZ MASTEC INC 2.3%
Value ($000) $5,387 Shares 140,849 Est. Cost $33.93 Unrealized 0.0%
AEO AMERICAN EAGLE OUTFITTERS 2.3%
Value ($000) $5,354 Shares 352,952 Est. Cost $13.35 Unrealized 0.0%
NATIONAL INSTRUMENTS CORP 2.2%
Value ($000) $5,119 Shares 166,080 Est. Cost $30.82 Unrealized
EGHT 8X8 INC 2.1%
Value ($000) $4,965 Shares 347,176 Est. Cost $14.50 Unrealized 0.0%
HZO MARINEMAX INC 2.1%
Value ($000) $4,841 Shares 250,178 Est. Cost $19.32 Unrealized 0.0%
EEFT EURONET WORLDWIDE INC 2.0%
Value ($000) $4,739 Shares 65,430 Est. Cost $77.31 Unrealized 0.0%
LNWO SCIENTIFIC GAMES CORP-A 2.0%
Value ($000) $4,717 Shares 336,963 Est. Cost $13.68 Unrealized 0.0%
DKS DICK'S SPORTING GOODS INC 1.9%
Value ($000) $4,491 Shares 84,584 Est. Cost $44.07 Unrealized 0.0%
OPLN KAR AUCTION SERVICES INC 1.9%
Value ($000) $4,375 Shares 102,643 Est. Cost $15.96 Unrealized 0.0%
GMS INC 1.8%
Value ($000) $4,258 Shares 145,424 Est. Cost $29.28 Unrealized
AIR METHODS CORP 1.7%
Value ($000) $4,087 Shares 128,334 Est. Cost $31.85 Unrealized
SCHW SCHWAB (CHARLES) CORP 1.6%
Value ($000) $3,759 Shares 95,228 Est. Cost $31.79 Unrealized 0.0%
ABRAXAS PETROLEUM CORP 1.6%
Value ($000) $3,722 Shares 1,448,260 Est. Cost $2.57 Unrealized
IPGP IPG PHOTONICS CORP 1.6%
Value ($000) $3,691 Shares 37,394 Est. Cost $93.27 Unrealized 0.0%
BBY BEST BUY CO INC 1.5%
Value ($000) $3,445 Shares 80,737 Est. Cost $30.77 Unrealized 0.0%
GSM FERROGLOBE PLC 1.4%
Value ($000) $3,352 Shares 309,531 Est. Cost $9.90 Unrealized 0.0%
OSIS OSI SYSTEMS INC 1.3%
Value ($000) $3,061 Shares 40,213 Est. Cost $72.10 Unrealized 0.0%
BEACON ROOFING SUPPLY INC 1.3%
Value ($000) $2,967 Shares 64,395 Est. Cost $46.08 Unrealized
USAC USA COMPRESSION PARTNERS LP 1.2%
Value ($000) $2,916 Shares 168,561 Est. Cost $17.30 Unrealized
LEG LEGGETT & PLATT INC 1.2%
Value ($000) $2,763 Shares 56,521 Est. Cost $47.56 Unrealized 0.0%
PFG PRINCIPAL FINANCIAL GROUP 1.2%
Value ($000) $2,719 Shares 47,001 Est. Cost $39.76 Unrealized 0.0%
PIONEER NATURAL RESOURCES CO 1.1%
Value ($000) $2,701 Shares 15,000 Est. Cost $180.07 Unrealized
CONTINENTAL BUILDING PRODUCT 1.1%
Value ($000) $2,532 Shares 109,595 Est. Cost $23.10 Unrealized
SGI TEMPUR SEALY INTERNATIONAL I 1.0%
Value ($000) $2,425 Shares 35,509 Est. Cost $14.93 Unrealized 0.0%
ULTA ULTA SALON COSMETICS & FRAGR 1.0%
Value ($000) $2,415 Shares 9,472 Est. Cost $249.77 Unrealized 0.0%
PAGP PLAINS GP HOLDINGS LP-CL A 1.0%
Value ($000) $2,344 Shares 67,593 Est. Cost $34.68 Unrealized
BOINGO WIRELESS INC 1.0%
Value ($000) $2,338 Shares 191,787 Est. Cost $12.19 Unrealized
COOPER TIRE & RUBBER 0.9%
Value ($000) $2,178 Shares 56,070 Est. Cost $38.84 Unrealized
E TRADE FINANCIAL CORP 0.9%
Value ($000) $2,158 Shares 62,277 Est. Cost $34.65 Unrealized
ELDORADO RESORTS INC 0.9%
Value ($000) $2,112 Shares 124,617 Est. Cost $16.95 Unrealized
CARBONITE INC 0.9%
Value ($000) $2,107 Shares 128,474 Est. Cost $16.40 Unrealized
BBSI BARRETT BUSINESS SVCS INC 0.9%
Value ($000) $2,098 Shares 32,730 Est. Cost $11.84 Unrealized 0.0%
AMTRUST FINANCIAL SERVICES 0.9%
Value ($000) $2,043 Shares 74,628 Est. Cost $27.38 Unrealized
OPK OPKO HEALTH INC 0.9%
Value ($000) $2,029 Shares 218,200 Est. Cost $10.35 Unrealized 0.0%
NORTHSTAR REALTY FINANCE 0.8%
Value ($000) $1,807 Shares 119,300 Est. Cost $15.15 Unrealized
NUANCE COMMUNICATIONS INC 0.8%
Value ($000) $1,782 Shares 119,600 Est. Cost $14.90 Unrealized
CRAFT BREW ALLIANCE INC 0.8%
Value ($000) $1,775 Shares 105,029 Est. Cost $16.90 Unrealized
ORN ORION GROUP HOLDINGS INC 0.7%
Value ($000) $1,690 Shares 169,884 Est. Cost $8.89 Unrealized 0.0%
CONTROL4 CORP 0.7%
Value ($000) $1,657 Shares 162,463 Est. Cost $10.20 Unrealized
ACLS AXCELIS TECHNOLOGIES INC 0.7%
Value ($000) $1,611 Shares 110,726 Est. Cost $13.61 Unrealized 0.0%
NEWFIELD EXPLORATION CO 0.7%
Value ($000) $1,582 Shares 39,050 Est. Cost $40.51 Unrealized
CAH CARDINAL HEALTH INC 0.7%
Value ($000) $1,566 Shares 21,761 Est. Cost $55.30 Unrealized 0.0%
CC CHEMOURS CO/THE 0.7%
Value ($000) $1,557 Shares 70,499 Est. Cost $15.00 Unrealized 0.0%
CEVA CEVA INC 0.7%
Value ($000) $1,556 Shares 46,376 Est. Cost $31.93 Unrealized 0.0%
MITK MITEK SYSTEMS INC 0.7%
Value ($000) $1,555 Shares 252,922 Est. Cost $6.53 Unrealized 0.0%
MCK MCKESSON CORP 0.7%
Value ($000) $1,528 Shares 10,881 Est. Cost $136.84 Unrealized 0.0%
FORTRESS INVESTMENT GRP-CL A 0.6%
Value ($000) $1,507 Shares 310,079 Est. Cost $4.86 Unrealized
WESTERN ASSET EMERGING MARKE 0.6%
Value ($000) $1,479 Shares 100,530 Est. Cost $14.71 Unrealized
MANITEX INTERNATIONAL INC 0.6%
Value ($000) $1,478 Shares 215,405 Est. Cost $6.86 Unrealized
ARCH COAL INC - A 0.6%
Value ($000) $1,475 Shares 18,900 Est. Cost $78.04 Unrealized
SLRC SOLAR CAPITAL LTD 0.6%
Value ($000) $1,440 Shares 69,165 Est. Cost $8.67 Unrealized 0.0%
SUMMIT MIDSTREAM PARTNERS LP 0.6%
Value ($000) $1,439 Shares 57,209 Est. Cost $25.15 Unrealized
VCA INC 0.6%
Value ($000) $1,392 Shares 20,270 Est. Cost $68.67 Unrealized
EWZ ISHARES MSCI BRAZIL CAPPED E 0.6%
Value ($000) $1,334 Shares 40,000 Est. Cost $33.35 Unrealized
MTN VAIL RESORTS INC 0.5%
Value ($000) $1,290 Shares 8,000 Est. Cost $158.80 Unrealized 0.0%
HLIT HARMONIC INC 0.5%
Value ($000) $1,263 Shares 252,678 Est. Cost $5.14 Unrealized 0.0%
CACI CACI INTERNATIONAL INC -CL A 0.5%
Value ($000) $1,243 Shares 10,000 Est. Cost $115.48 Unrealized 0.0%
RCL ROYAL CARIBBEAN CRUISES LTD 0.5%
Value ($000) $1,231 Shares 15,000 Est. Cost $71.30 Unrealized 0.0%
ENTERCOM COMMUNICATIONS-CL A 0.5%
Value ($000) $1,226 Shares 80,141 Est. Cost $15.30 Unrealized
KRO KRONOS WORLDWIDE INC 0.5%
Value ($000) $1,209 Shares 101,276 Est. Cost $6.39 Unrealized 0.0%
NORTHSTAR ASSET MANAGEMENT 0.5%
Value ($000) $1,194 Shares 80,000 Est. Cost $14.93 Unrealized
PRIMO WATER CORP 0.5%
Value ($000) $1,191 Shares 96,971 Est. Cost $12.28 Unrealized
ACCELERATE DIAGNOSTICS INC 0.5%
Value ($000) $1,188 Shares 57,264 Est. Cost $20.75 Unrealized
DEL TACO RESTAURANTS INC 0.5%
Value ($000) $1,167 Shares 82,656 Est. Cost $14.12 Unrealized
MRC GLOBAL INC 0.5%
Value ($000) $1,161 Shares 57,328 Est. Cost $20.25 Unrealized
MLM MARTIN MARIETTA MATERIALS 0.5%
Value ($000) $1,157 Shares 5,223 Est. Cost $191.92 Unrealized 0.0%
TGLS TECNOGLASS INC 0.5%
Value ($000) $1,152 Shares 94,071 Est. Cost $9.14 Unrealized 0.0%
SPARTAN MOTORS INC 0.5%
Value ($000) $1,151 Shares 124,415 Est. Cost $9.25 Unrealized
STAMPS.COM INC 0.5%
Value ($000) $1,147 Shares 10,000 Est. Cost $114.70 Unrealized
KRE SPDR S&P REGIONAL BANKING 0.5%
Value ($000) $1,111 Shares 20,000 Est. Cost $55.55 Unrealized
UNITED STATES STEEL CORP 0.5%
Value ($000) $1,100 Shares 33,338 Est. Cost $33.00 Unrealized
LAD LITHIA MOTORS INC-CL A 0.5%
Value ($000) $1,100 Shares 11,358 Est. Cost $91.67 Unrealized 0.0%
CASH META FINANCIAL GROUP INC 0.4%
Value ($000) $1,029 Shares 10,000 Est. Cost $26.63 Unrealized 0.0%
HDSN HUDSON TECHNOLOGIES INC 0.4%
Value ($000) $1,008 Shares 125,793 Est. Cost $7.06 Unrealized 0.0%
DUFF & PHELPS GLOBAL UTILITY 0.4%
Value ($000) $1,003 Shares 64,700 Est. Cost $15.50 Unrealized
RILY B. RILEY FINANCIAL INC 0.4%
Value ($000) $998 Shares 54,066 Est. Cost $15.12 Unrealized 0.0%
CONSOL ENERGY INC 0.4%
Value ($000) $912 Shares 50,000 Est. Cost $18.24 Unrealized
FLWS 1-800-FLOWERS.COM INC-CL A 0.4%
Value ($000) $907 Shares 84,736 Est. Cost $10.07 Unrealized 0.0%
PCH POTLATCH CORP 0.4%
Value ($000) $833 Shares 20,000 Est. Cost $41.65 Unrealized
ABIOMED INC 0.3%
Value ($000) $806 Shares 7,151 Est. Cost $112.71 Unrealized
MKSI MKS INSTRUMENTS INC 0.3%
Value ($000) $802 Shares 13,500 Est. Cost $50.13 Unrealized 0.0%
SANDSTORM GOLD LTD 0.3%
Value ($000) $791 Shares 202,900 Est. Cost $3.90 Unrealized
APOLLO SENIOR FLOATING RATE 0.3%
Value ($000) $783 Shares 45,000 Est. Cost $17.40 Unrealized
NVMI NOVA MEASURING INSTRUMENTS 0.3%
Value ($000) $777 Shares 59,027 Est. Cost $12.62 Unrealized 0.0%
TSCO TRACTOR SUPPLY COMPANY 0.3%
Value ($000) $758 Shares 10,000 Est. Cost $12.32 Unrealized 0.0%
BLACKROCK RESOURCES & COMMOD 0.3%
Value ($000) $744 Shares 90,000 Est. Cost $8.27 Unrealized
SOLAR SENIOR CAPITAL LTD 0.3%
Value ($000) $704 Shares 42,793 Est. Cost $16.45 Unrealized
LMB LIMBACH HOLDINGS INC 0.3%
Value ($000) $699 Shares 49,600 Est. Cost $14.08 Unrealized 0.0%
NCLH NORWEGIAN CRUISE LINE HOLDIN 0.3%
Value ($000) $638 Shares 15,000 Est. Cost $40.03 Unrealized 0.0%
SWKS SKYWORKS SOLUTIONS INC 0.3%
Value ($000) $631 Shares 8,447 Est. Cost $63.42 Unrealized 0.0%
INVUITY INC 0.3%
Value ($000) $589 Shares 102,369 Est. Cost $5.75 Unrealized
CASTLE BRANDS INC 0.2%
Value ($000) $580 Shares 763,499 Est. Cost $0.76 Unrealized
MNRO MONRO MUFFLER BRAKE INC 0.2%
Value ($000) $572 Shares 10,000 Est. Cost $57.59 Unrealized 0.0%
TSEM TOWER SEMICONDUCTOR LTD 0.2%
Value ($000) $571 Shares 30,000 Est. Cost $17.24 Unrealized 0.0%
DIVERSIFIED REAL ASST INC FD 0.2%
Value ($000) $553 Shares 35,483 Est. Cost $15.58 Unrealized
NEW YORK & CO 0.2%
Value ($000) $547 Shares 241,053 Est. Cost $2.27 Unrealized
COHEN & STEERS CLOSED-END OP 0.2%
Value ($000) $540 Shares 46,146 Est. Cost $11.70 Unrealized
AMBER ROAD INC 0.2%
Value ($000) $513 Shares 56,505 Est. Cost $9.08 Unrealized
INPHI CORP 0.2%
Value ($000) $500 Shares 11,202 Est. Cost $44.63 Unrealized
EXAS EXACT SCIENCES CORP 0.2%
Value ($000) $453 Shares 33,900 Est. Cost $16.14 Unrealized 0.0%
COHEN & STEERS MLP INCOME AN 0.2%
Value ($000) $447 Shares 41,020 Est. Cost $10.90 Unrealized
NEWLINK GENETICS CORP 0.2%
Value ($000) $411 Shares 40,000 Est. Cost $10.28 Unrealized
SALIENT MIDSTREAM & MLP FUND 0.2%
Value ($000) $407 Shares 30,000 Est. Cost $13.57 Unrealized
LMP CAPITAL AND INCOME FUND 0.2%
Value ($000) $399 Shares 30,000 Est. Cost $13.30 Unrealized
KAYNE ANDERSON MLP INVESTMEN 0.2%
Value ($000) $392 Shares 20,000 Est. Cost $19.60 Unrealized
COHEN & STEERS INFRASTRUCTUR 0.2%
Value ($000) $387 Shares 20,000 Est. Cost $19.35 Unrealized
TORTOISE MLP FUND INC 0.2%
Value ($000) $382 Shares 20,000 Est. Cost $19.10 Unrealized
MFS CHARTER INCOME TRUST 0.1%
Value ($000) $341 Shares 40,000 Est. Cost $8.53 Unrealized
Put EURONET WORLDWI 02/17/2017 75.00 0.1%
Value ($000) $326 Shares 700 Est. Cost $465.71 Unrealized
LULU LULULEMON ATHLETICA INC 0.1%
Value ($000) $325 Shares 5,000 Est. Cost $59.64 Unrealized 0.0%
WY WEYERHAEUSER CO 0.1%
Value ($000) $301 Shares 10,000 Est. Cost $21.68 Unrealized 0.0%
GAMCO GLOBAL GOLD NATURAL RE 0.1%
Value ($000) $265 Shares 50,000 Est. Cost $5.30 Unrealized
DEL FRISCO'S RESTAURANT GROU 0.1%
Value ($000) $252 Shares 14,807 Est. Cost $17.02 Unrealized
NAVIGANT CONSULTING INC 0.1%
Value ($000) $246 Shares 9,405 Est. Cost $26.16 Unrealized
CHEROKEE INC 0.1%
Value ($000) $244 Shares 23,245 Est. Cost $10.50 Unrealized
FIDELITY & GUARANTY LIFE 0.1%
Value ($000) $237 Shares 10,000 Est. Cost $23.70 Unrealized
WLDN WILLDAN GROUP INC 0.1%
Value ($000) $226 Shares 10,000 Est. Cost $20.30 Unrealized 0.0%
REXNORD CORP 0.1%
Value ($000) $196 Shares 10,000 Est. Cost $19.60 Unrealized
ELLSWORTH GROWTH AND INCOME 0.1%
Value ($000) $174 Shares 21,092 Est. Cost $8.25 Unrealized
XACTLY CORP 0.1%
Value ($000) $160 Shares 14,545 Est. Cost $11.00 Unrealized
OHA INVESTMENT CORP 0.1%
Value ($000) $151 Shares 87,440 Est. Cost $1.73 Unrealized
FIDUCIARY/CLAYMORE MLP OPPOR 0.1%
Value ($000) $149 Shares 10,000 Est. Cost $14.90 Unrealized
EATON VANCE FLOAT RT INC TR 0.1%
Value ($000) $149 Shares 10,000 Est. Cost $14.90 Unrealized
NUVEEN ENERGY MLP TOT RET FD 0.1%
Value ($000) $135 Shares 10,000 Est. Cost $13.50 Unrealized
CBRE CLARION GL R/E INCOME F 0.0%
Value ($000) $110 Shares 15,000 Est. Cost $7.33 Unrealized