Intrinsic Edge Capital Management LLC Quant / Systematic

CIK: 0001671754 · Show all filings

Period: Q1 2018 (← Previous) (Next →)

Filing Date: May 2, 2018

Total Value ($000): $657,240 (100.0% shares, 0.0% debt)

Holdings (139)

VRNS VARONIS SYSTEMS INC 3.2%
Value ($000) $20,988 Shares 346,905 Est. Cost $13.83 Unrealized +33.8%
AIT APPLIED INDUSTRIAL TECH INC 2.7%
Value ($000) $17,794 Shares 244,087 Est. Cost $55.55 Unrealized +15.7%
EEFT EURONET WORLDWIDE INC 2.7%
Value ($000) $17,546 Shares 222,325 Est. Cost $88.03 Unrealized 0.0%
FIVN FIVE9 INC 2.5%
Value ($000) $16,455 Shares 552,363 Est. Cost $22.00 Unrealized +24.5%
VONAGE HOLDINGS CORP 2.4%
Value ($000) $15,570 Shares 1,461,976 Est. Cost $10.65 Unrealized
ACM AECOM 2.3%
Value ($000) $14,901 Shares 418,207 Est. Cost $35.51 Unrealized 0.0%
GARDNER DENVER HOLDINGS INC 2.2%
Value ($000) $14,389 Shares 468,987 Est. Cost $30.68 Unrealized
ECHO GLOBAL LOGISTICS INC 2.2%
Value ($000) $14,177 Shares 513,643 Est. Cost $27.98 Unrealized
WCC WESCO INTERNATIONAL INC 2.1%
Value ($000) $14,103 Shares 227,283 Est. Cost $62.62 Unrealized 0.0%
FN FABRINET 2.0%
Value ($000) $13,237 Shares 421,835 Est. Cost $29.52 Unrealized 0.0%
EXTENDED STAY AMERICA INC 2.0%
Value ($000) $13,217 Shares 668,548 Est. Cost $19.77 Unrealized
FLS FLOWSERVE CORP 2.0%
Value ($000) $13,111 Shares 302,596 Est. Cost $36.91 Unrealized 0.0%
OSUR ORASURE TECHNOLOGIES INC 1.9%
Value ($000) $12,633 Shares 747,946 Est. Cost $18.06 Unrealized +5.0%
FMC FMC CORP 1.8%
Value ($000) $11,685 Shares 152,610 Est. Cost $60.69 Unrealized 0.0%
GTLS CHART INDUSTRIES INC 1.7%
Value ($000) $11,467 Shares 194,252 Est. Cost $43.69 Unrealized +23.1%
HI-CRUSH PARTNERS LP 1.6%
Value ($000) $10,642 Shares 1,003,941 Est. Cost $10.67 Unrealized
EGHT 8X8 INC 1.6%
Value ($000) $10,347 Shares 554,809 Est. Cost $17.69 Unrealized 0.0%
II-VI INC 1.5%
Value ($000) $10,097 Shares 246,861 Est. Cost $40.90 Unrealized
AZO AUTOZONE INC 1.5%
Value ($000) $9,845 Shares 15,177 Est. Cost $681.56 Unrealized +5.0%
CXW CORECIVIC INC 1.4%
Value ($000) $9,346 Shares 478,775 Est. Cost $17.45 Unrealized 0.0%
TGT TARGET CORP 1.4%
Value ($000) $9,199 Shares 132,497 Est. Cost $48.06 Unrealized +21.6%
J.C. PENNEY CO INC 1.3%
Value ($000) $8,607 Shares 2,849,879 Est. Cost $3.04 Unrealized
KNX KNIGHT-SWIFT TRANSPORTATION 1.3%
Value ($000) $8,595 Shares 186,808 Est. Cost $38.05 Unrealized +15.4%
URI UNITED RENTALS INC 1.3%
Value ($000) $8,482 Shares 49,104 Est. Cost $133.00 Unrealized +29.3%
CUTERA INC 1.3%
Value ($000) $8,400 Shares 167,164 Est. Cost $45.35 Unrealized
CMTL COMTECH TELECOMMUNICATIONS 1.2%
Value ($000) $8,165 Shares 273,183 Est. Cost $21.77 Unrealized 0.0%
LNWO SCIENTIFIC GAMES CORP 1.2%
Value ($000) $8,157 Shares 196,084 Est. Cost $31.48 Unrealized +48.7%
EXAS EXACT SCIENCES CORP 1.2%
Value ($000) $8,054 Shares 199,713 Est. Cost $48.78 Unrealized 0.0%
POST POST HOLDINGS INC 1.1%
Value ($000) $7,444 Shares 98,254 Est. Cost $50.58 Unrealized 0.0%
HORTONWORKS INC 1.1%
Value ($000) $7,150 Shares 351,003 Est. Cost $20.12 Unrealized
GEO GEO GROUP INC/THE 1.1%
Value ($000) $7,128 Shares 348,238 Est. Cost $15.58 Unrealized 0.0%
ANTERO MIDSTREAM PARTNERS LP 1.1%
Value ($000) $7,125 Shares 275,190 Est. Cost $25.89 Unrealized
SEDG SOLAREDGE TECHNOLOGIES INC 1.1%
Value ($000) $7,027 Shares 133,594 Est. Cost $43.84 Unrealized 0.0%
POLYONE CORPORATION 1.1%
Value ($000) $7,026 Shares 165,246 Est. Cost $42.52 Unrealized
COHERENT INC 1.1%
Value ($000) $7,009 Shares 37,402 Est. Cost $235.17 Unrealized
MRTN MARTEN TRANSPORT LTD 1.1%
Value ($000) $6,978 Shares 306,037 Est. Cost $11.55 Unrealized +7.4%
GBX GREENBRIER COMPANIES INC 1.0%
Value ($000) $6,834 Shares 136,001 Est. Cost $40.08 Unrealized 0.0%
ADM ARCHER-DANIELS-MIDLAND CO 1.0%
Value ($000) $6,821 Shares 157,268 Est. Cost $33.35 Unrealized 0.0%
NSP INSPERITY INC 1.0%
Value ($000) $6,730 Shares 96,767 Est. Cost $52.97 Unrealized 0.0%
NCI BUILDING SYSTEMS INC 1.0%
Value ($000) $6,685 Shares 377,673 Est. Cost $17.70 Unrealized
WEN WENDY'S CO/THE 1.0%
Value ($000) $6,672 Shares 380,198 Est. Cost $16.59 Unrealized 0.0%
TXT TEXTRON INC 1.0%
Value ($000) $6,541 Shares 110,928 Est. Cost $57.79 Unrealized +0.7%
OMCL OMNICELL INC 1.0%
Value ($000) $6,420 Shares 147,926 Est. Cost $45.97 Unrealized 0.0%
WERN WERNER ENTERPRISES INC 1.0%
Value ($000) $6,377 Shares 174,716 Est. Cost $38.92 Unrealized 0.0%
BOOT BOOT BARN HOLDINGS INC 1.0%
Value ($000) $6,366 Shares 359,077 Est. Cost $18.01 Unrealized 0.0%
PLCE CHILDREN'S PLACE INC/THE 0.9%
Value ($000) $6,223 Shares 46,011 Est. Cost $115.34 Unrealized +26.0%
MOS MOSAIC CO/THE 0.9%
Value ($000) $6,072 Shares 250,091 Est. Cost $23.14 Unrealized 0.0%
PROS HOLDINGS INC 0.9%
Value ($000) $5,877 Shares 178,049 Est. Cost $33.01 Unrealized
TTEK TETRA TECH INC 0.9%
Value ($000) $5,836 Shares 119,223 Est. Cost $9.88 Unrealized 0.0%
NTGR NETGEAR INC 0.9%
Value ($000) $5,781 Shares 101,072 Est. Cost $28.77 Unrealized +32.7%
DIN DINE BRANDS GLOBAL INC 0.8%
Value ($000) $4,986 Shares 76,030 Est. Cost $45.03 Unrealized 0.0%
H&E EQUIPMENT SERVICES INC 0.7%
Value ($000) $4,889 Shares 127,028 Est. Cost $26.42 Unrealized
CRESTWOOD EQUITY PARTNERS LP 0.7%
Value ($000) $4,719 Shares 184,339 Est. Cost $25.42 Unrealized
ICHR ICHOR HOLDINGS LTD 0.7%
Value ($000) $4,616 Shares 190,668 Est. Cost $27.35 Unrealized -0.4%
BEACON ROOFING SUPPLY INC 0.7%
Value ($000) $4,591 Shares 86,508 Est. Cost $63.76 Unrealized
ORLY O'REILLY AUTOMOTIVE INC 0.7%
Value ($000) $4,505 Shares 18,209 Est. Cost $16.91 Unrealized 0.0%
HRI HERC HOLDINGS INC 0.7%
Value ($000) $4,470 Shares 68,821 Est. Cost $60.07 Unrealized 0.0%
PERFICIENT INC 0.7%
Value ($000) $4,340 Shares 189,352 Est. Cost $21.61 Unrealized
HRTG HERITAGE INSURANCE HOLDINGS 0.7%
Value ($000) $4,307 Shares 284,075 Est. Cost $16.34 Unrealized +4.8%
SRI STONERIDGE INC 0.7%
Value ($000) $4,306 Shares 156,000 Est. Cost $22.34 Unrealized +9.3%
FORTRESS TRANSPORTATION & IN 0.7%
Value ($000) $4,299 Shares 269,521 Est. Cost $15.95 Unrealized
ASTE ASTEC INDUSTRIES INC 0.6%
Value ($000) $3,747 Shares 67,906 Est. Cost $47.69 Unrealized +15.4%
TABULA RASA HEALTHCARE INC 0.6%
Value ($000) $3,686 Shares 95,000 Est. Cost $38.80 Unrealized
LKQ LKQ CORP 0.5%
Value ($000) $3,599 Shares 94,838 Est. Cost $30.59 Unrealized +19.1%
ELDORADO RESORTS INC 0.5%
Value ($000) $3,596 Shares 108,973 Est. Cost $25.65 Unrealized
UNIVERSAL STAINLESS & ALLOY 0.5%
Value ($000) $3,580 Shares 130,195 Est. Cost $19.59 Unrealized
PROOFPOINT INC 0.5%
Value ($000) $3,574 Shares 31,446 Est. Cost $88.81 Unrealized
CRMT AMERICA'S CAR-MART INC 0.5%
Value ($000) $3,289 Shares 65,199 Est. Cost $45.04 Unrealized +5.6%
RRC RANGE RESOURCES CORP 0.5%
Value ($000) $3,053 Shares 210,000 Est. Cost $14.95 Unrealized 0.0%
SPARTAN MOTORS INC 0.4%
Value ($000) $2,920 Shares 169,776 Est. Cost $11.36 Unrealized
BBSI BARRETT BUSINESS SVCS INC 0.4%
Value ($000) $2,842 Shares 34,289 Est. Cost $16.32 Unrealized 0.0%
USAC USA COMPRESSION PARTNERS LP 0.4%
Value ($000) $2,791 Shares 164,877 Est. Cost $16.85 Unrealized
CCI CROWN CASTLE INTL CORP 0.4%
Value ($000) $2,740 Shares 25,000 Est. Cost $77.70 Unrealized 0.0%
PIONEER NATURAL RESOURCES CO 0.4%
Value ($000) $2,577 Shares 15,000 Est. Cost $162.38 Unrealized
MPAA MOTORCAR PARTS OF AMERICA IN 0.4%
Value ($000) $2,546 Shares 118,826 Est. Cost $24.28 Unrealized 0.0%
KFY KORN/FERRY INTERNATIONAL 0.4%
Value ($000) $2,544 Shares 49,305 Est. Cost $39.77 Unrealized 0.0%
SUPERIOR INDUSTRIES INTL 0.4%
Value ($000) $2,536 Shares 190,714 Est. Cost $13.30 Unrealized
KOP KOPPERS HOLDINGS INC 0.4%
Value ($000) $2,304 Shares 56,065 Est. Cost $42.63 Unrealized 0.0%
CTSH COGNIZANT TECH SOLUTIONS-A 0.3%
Value ($000) $2,295 Shares 28,511 Est. Cost $70.61 Unrealized 0.0%
OPK OPKO HEALTH INC 0.3%
Value ($000) $2,219 Shares 700,000 Est. Cost $4.25 Unrealized -5.3%
MGRC MCGRATH RENTCORP 0.3%
Value ($000) $2,158 Shares 40,200 Est. Cost $49.96 Unrealized 0.0%
CVR REFINING LP 0.3%
Value ($000) $2,152 Shares 164,900 Est. Cost $16.55 Unrealized
KEYW HOLDING CORP/THE 0.3%
Value ($000) $2,119 Shares 269,531 Est. Cost $6.76 Unrealized
AMERICAN MIDSTREAM PARTNERS 0.3%
Value ($000) $2,067 Shares 191,431 Est. Cost $12.31 Unrealized
GATX GATX CORP 0.3%
Value ($000) $2,055 Shares 30,000 Est. Cost $57.96 Unrealized 0.0%
HIGHPOINT RESOURCES CORP 0.3%
Value ($000) $2,032 Shares 400,000 Est. Cost $5.08 Unrealized
ARGO GROUP INTERNATIONAL 0.3%
Value ($000) $1,992 Shares 34,708 Est. Cost $57.39 Unrealized
DORM DORMAN PRODUCTS INC 0.3%
Value ($000) $1,986 Shares 30,000 Est. Cost $71.24 Unrealized 0.0%
HZO MARINEMAX INC 0.3%
Value ($000) $1,921 Shares 98,767 Est. Cost $20.61 Unrealized 0.0%
AMERICAN RAILCAR INDUSTRIES 0.3%
Value ($000) $1,871 Shares 50,000 Est. Cost $37.42 Unrealized
BRIDGEPOINT EDUCATION INC 0.3%
Value ($000) $1,806 Shares 267,943 Est. Cost $7.77 Unrealized
HELE HELEN OF TROY LTD 0.3%
Value ($000) $1,740 Shares 20,000 Est. Cost $90.98 Unrealized 0.0%
ENSG ENSIGN GROUP INC/THE 0.3%
Value ($000) $1,710 Shares 65,000 Est. Cost $23.22 Unrealized 0.0%
COHU COHU INC 0.3%
Value ($000) $1,665 Shares 73,000 Est. Cost $23.16 Unrealized -6.7%
GSV CAPITAL CORP 0.2%
Value ($000) $1,587 Shares 210,505 Est. Cost $4.95 Unrealized
RHP RYMAN HOSPITALITY PROPERTIES 0.2%
Value ($000) $1,549 Shares 20,000 Est. Cost $77.45 Unrealized
SAIA SAIA INC 0.2%
Value ($000) $1,503 Shares 20,000 Est. Cost $74.36 Unrealized 0.0%
APOLLO GLOBAL MANAGEMENT - A 0.2%
Value ($000) $1,481 Shares 50,000 Est. Cost $24.32 Unrealized
FLR FLUOR CORP 0.2%
Value ($000) $1,431 Shares 25,000 Est. Cost $54.24 Unrealized 0.0%
UCTT ULTRA CLEAN HOLDINGS INC 0.2%
Value ($000) $1,403 Shares 72,884 Est. Cost $21.09 Unrealized 0.0%
MANITEX INTERNATIONAL INC 0.2%
Value ($000) $1,367 Shares 119,571 Est. Cost $9.38 Unrealized
MBUU MALIBU BOATS INC - A 0.2%
Value ($000) $1,331 Shares 40,089 Est. Cost $30.50 Unrealized +6.7%
CVGW CALAVO GROWERS INC 0.2%
Value ($000) $1,308 Shares 14,191 Est. Cost $75.65 Unrealized 0.0%
FORM FORMFACTOR INC 0.2%
Value ($000) $1,260 Shares 92,318 Est. Cost $16.73 Unrealized -13.6%
SANDSTORM GOLD LTD 0.2%
Value ($000) $1,190 Shares 250,000 Est. Cost $4.21 Unrealized
AAP ADVANCE AUTO PARTS INC 0.2%
Value ($000) $1,186 Shares 10,000 Est. Cost $100.42 Unrealized 0.0%
CAPITAL SENIOR LIVING CORP 0.2%
Value ($000) $1,160 Shares 107,898 Est. Cost $10.75 Unrealized
LADENBURG THALMANN FINANCIAL 0.2%
Value ($000) $1,146 Shares 350,427 Est. Cost $3.13 Unrealized
MCRI MONARCH CASINO & RESORT INC 0.2%
Value ($000) $1,143 Shares 27,018 Est. Cost $30.14 Unrealized +45.6%
CSI COMPRESSCO LP 0.2%
Value ($000) $1,045 Shares 143,900 Est. Cost $5.72 Unrealized
MEET GROUP INC/THE 0.1%
Value ($000) $952 Shares 455,416 Est. Cost $2.09 Unrealized
WMS ADVANCED DRAINAGE SYSTEMS IN 0.1%
Value ($000) $932 Shares 35,976 Est. Cost $23.25 Unrealized 0.0%
Put POWERSHARES QQQ 04/20/2018 169.00 0.1%
Value ($000) $923 Shares 946 Est. Cost $163.00 Unrealized
EWZ ISHARES MSCI BRAZIL ETF 0.1%
Value ($000) $898 Shares 20,000 Est. Cost $44.90 Unrealized
HERSHA HOSPITALITY TRUST 0.1%
Value ($000) $895 Shares 50,000 Est. Cost $17.90 Unrealized
CAPL CROSSAMERICA PARTNERS LP 0.1%
Value ($000) $847 Shares 41,191 Est. Cost $23.76 Unrealized
DENNY'S CORP 0.1%
Value ($000) $813 Shares 52,696 Est. Cost $15.43 Unrealized
MANU MANCHESTER UNITED PLC-CL A 0.1%
Value ($000) $773 Shares 40,265 Est. Cost $16.37 Unrealized +20.4%
ACACIA COMMUNICATIONS INC 0.1%
Value ($000) $769 Shares 20,000 Est. Cost $38.45 Unrealized
Put ISHARES RUSSELL 04/20/2018 152.50 0.1%
Value ($000) $709 Shares 1,892 Est. Cost $374.74 Unrealized
ACCELERATE DIAGNOSTICS INC 0.1%
Value ($000) $686 Shares 30,000 Est. Cost $24.00 Unrealized
RAIL FREIGHTCAR AMERICA INC 0.1%
Value ($000) $670 Shares 50,000 Est. Cost $15.14 Unrealized 0.0%
LDOS LEIDOS HOLDINGS INC 0.1%
Value ($000) $654 Shares 10,000 Est. Cost $58.80 Unrealized 0.0%
LITE LUMENTUM HOLDINGS INC 0.1%
Value ($000) $638 Shares 10,000 Est. Cost $57.38 Unrealized 0.0%
ORBCOMM INC 0.1%
Value ($000) $631 Shares 67,316 Est. Cost $9.37 Unrealized
HTLD HEARTLAND EXPRESS INC 0.1%
Value ($000) $602 Shares 33,469 Est. Cost $22.57 Unrealized -6.5%
XCERRA CORP 0.1%
Value ($000) $583 Shares 50,000 Est. Cost $11.66 Unrealized
BTU PEABODY ENERGY CORP 0.1%
Value ($000) $548 Shares 15,000 Est. Cost $34.66 Unrealized 0.0%
CUI GLOBAL INC 0.1%
Value ($000) $484 Shares 186,280 Est. Cost $2.74 Unrealized
MOBILE MINI INC 0.1%
Value ($000) $404 Shares 9,280 Est. Cost $43.53 Unrealized
Put ELDORADO RESORT 06/15/2018 35.00 0.1%
Value ($000) $378 Shares 1,080 Est. Cost $350.00 Unrealized
ARLP ALLIANCE RESOURCE PARTNERS 0.1%
Value ($000) $353 Shares 20,000 Est. Cost $17.65 Unrealized
TELARIA INC 0.1%
Value ($000) $348 Shares 92,572 Est. Cost $4.21 Unrealized
BOTTOMLINE TECHNOLOGIES (DE) 0.0%
Value ($000) $316 Shares 8,164 Est. Cost $34.68 Unrealized
CALY CALLAWAY GOLF COMPANY 0.0%
Value ($000) $312 Shares 19,051 Est. Cost $15.14 Unrealized 0.0%
HEALTH INSURANCE INNOVATIO-A 0.0%
Value ($000) $289 Shares 10,000 Est. Cost $28.90 Unrealized
Put WINNEBAGO INDUS 04/20/2018 42.00 0.0%
Value ($000) $280 Shares 584 Est. Cost $479.45 Unrealized
TRONOX LTD-CL A 0.0%
Value ($000) $240 Shares 13,000 Est. Cost $17.98 Unrealized
ROADRUNNER TRANSPORTATION SY 0.0%
Value ($000) $152 Shares 60,000 Est. Cost $2.53 Unrealized