Invenomic Capital Management LP Quant / Systematic

CIK: 0001769456 · Show all filings

Period: Q3 2020 (← Previous) (Next →)

Filing Date: Nov 13, 2020

Total Value ($000): $181,527 (100.0% shares, 0.0% debt)

Holdings (141)

QQQ INVESCO QQQ TR 8.2%
Value ($000) $14,920 Shares 53,700 Est. Cost Unrealized
IWO ISHARES TR 3.8%
Value ($000) $6,911 Shares 31,200 Est. Cost Unrealized
SPDR S&P 500 ETF TR 2.7%
Value ($000) $4,856 Shares 14,500 Est. Cost Unrealized
HRB BLOCK H & R INC 2.5%
Value ($000) $4,496 Shares 276,015 Est. Cost $12.31 Unrealized -1.6%
HEIDRICK & STRUGGLES INTL IN 2.3%
Value ($000) $4,176 Shares 212,498 Est. Cost $20.84 Unrealized
SKT TANGER FACTORY OUTLET CTRS I 2.3%
Value ($000) $4,130 Shares 684,769 Est. Cost $6.07 Unrealized
DHIL DIAMOND HILL INVT GROUP INC 2.2%
Value ($000) $4,073 Shares 32,241 Est. Cost $81.79 Unrealized +1.2%
LUMEN TECHNOLOGIES INC 1.8%
Value ($000) $3,335 Shares 330,500 Est. Cost Unrealized
UGI UGI CORP NEW 1.6%
Value ($000) $2,837 Shares 86,009 Est. Cost $42.31 Unrealized -21.6%
DISCOVERY INC 1.6%
Value ($000) $2,816 Shares 143,694 Est. Cost $28.07 Unrealized
TANGER FACTORY OUTLET CTRS I 1.5%
Value ($000) $2,806 Shares 465,400 Est. Cost Unrealized
BHC BAUSCH HEALTH COS INC 1.5%
Value ($000) $2,795 Shares 179,864 Est. Cost $21.93 Unrealized -21.5%
PLCE CHILDRENS PL INC 1.5%
Value ($000) $2,746 Shares 96,867 Est. Cost $27.44 Unrealized 0.0%
K12 INC 1.5%
Value ($000) $2,734 Shares 103,800 Est. Cost $18.86 Unrealized
FBP FIRST BANCORP P R 1.4%
Value ($000) $2,631 Shares 504,037 Est. Cost $4.70 Unrealized 0.0%
VYX NCR CORP NEW 1.4%
Value ($000) $2,627 Shares 118,666 Est. Cost $13.71 Unrealized -13.3%
CPRI CAPRI HOLDINGS LIMITED 1.4%
Value ($000) $2,617 Shares 145,399 Est. Cost $16.96 Unrealized 0.0%
MOLSON COORS BEVERAGE CO 1.4%
Value ($000) $2,601 Shares 77,500 Est. Cost Unrealized
WW INTL INC 1.4%
Value ($000) $2,590 Shares 137,238 Est. Cost $18.62 Unrealized
CARDINAL HEALTH INC 1.4%
Value ($000) $2,587 Shares 55,100 Est. Cost Unrealized
TZOO TRAVELZOO 1.4%
Value ($000) $2,489 Shares 387,066 Est. Cost $6.07 Unrealized +10.2%
MICHAELS COS INC 1.4%
Value ($000) $2,488 Shares 257,723 Est. Cost $7.86 Unrealized
UHS UNIVERSAL HLTH SVCS INC 1.3%
Value ($000) $2,339 Shares 21,855 Est. Cost $104.96 Unrealized -0.7%
TECK TECK RESOURCES LTD 1.3%
Value ($000) $2,315 Shares 166,316 Est. Cost $9.18 Unrealized +29.0%
VIACOMCBS INC 1.3%
Value ($000) $2,279 Shares 81,360 Est. Cost $41.97 Unrealized
BDC BELDEN INC 1.2%
Value ($000) $2,227 Shares 71,558 Est. Cost $43.96 Unrealized -26.2%
PRU PRUDENTIAL FINL INC 1.2%
Value ($000) $2,223 Shares 34,992 Est. Cost $67.37 Unrealized -25.2%
CAH CARDINAL HEALTH INC 1.2%
Value ($000) $2,129 Shares 45,361 Est. Cost $44.47 Unrealized +0.3%
ZD J2 GLOBAL INC 1.1%
Value ($000) $2,067 Shares 29,868 Est. Cost $78.08 Unrealized -27.4%
TAP MOLSON COORS BEVERAGE CO 1.1%
Value ($000) $2,065 Shares 61,526 Est. Cost $31.40 Unrealized 0.0%
GRACE W R & CO DEL NEW 1.1%
Value ($000) $2,059 Shares 51,094 Est. Cost $39.37 Unrealized
MG MISTRAS GROUP INC 1.1%
Value ($000) $1,908 Shares 487,921 Est. Cost $5.17 Unrealized -22.3%
OEC ORION ENGINEERED CARBONS S A 1.0%
Value ($000) $1,850 Shares 147,878 Est. Cost $16.53 Unrealized -27.5%
CMRE COSTAMARE INC 1.0%
Value ($000) $1,831 Shares 301,758 Est. Cost $4.25 Unrealized 0.0%
CVSA ADTALEM GLOBAL ED INC 1.0%
Value ($000) $1,752 Shares 71,413 Est. Cost $32.28 Unrealized 0.0%
VIACOMCBS INC 1.0%
Value ($000) $1,751 Shares 62,500 Est. Cost Unrealized
CSCO CISCO SYS INC 1.0%
Value ($000) $1,737 Shares 44,089 Est. Cost $38.56 Unrealized -3.9%
MOLSON COORS BEVERAGE CO 0.9%
Value ($000) $1,705 Shares 50,800 Est. Cost Unrealized
CAL CALERES INC 0.9%
Value ($000) $1,686 Shares 176,356 Est. Cost $14.72 Unrealized -49.3%
WFC WELLS FARGO CO NEW 0.9%
Value ($000) $1,628 Shares 69,223 Est. Cost $21.83 Unrealized 0.0%
FFIV F5 NETWORKS INC 0.9%
Value ($000) $1,624 Shares 13,224 Est. Cost $126.28 Unrealized +6.5%
GCO GENESCO INC 0.8%
Value ($000) $1,472 Shares 68,362 Est. Cost $19.26 Unrealized +1.6%
GS GOLDMAN SACHS GROUP INC 0.8%
Value ($000) $1,440 Shares 7,165 Est. Cost $187.49 Unrealized -4.5%
MYLAN NV 0.8%
Value ($000) $1,411 Shares 95,119 Est. Cost $20.09 Unrealized
DFIN DONNELLEY FINL SOLUTIONS INC 0.8%
Value ($000) $1,407 Shares 105,265 Est. Cost $9.30 Unrealized +11.3%
HBB HAMILTON BEACH BRANDS HLDG C 0.8%
Value ($000) $1,392 Shares 71,587 Est. Cost $11.40 Unrealized +29.6%
LEA LEAR CORP 0.8%
Value ($000) $1,385 Shares 12,705 Est. Cost $101.80 Unrealized 0.0%
KGC KINROSS GOLD CORP 0.7%
Value ($000) $1,352 Shares 153,233 Est. Cost $5.29 Unrealized +63.6%
TESSCO TECHNOLOGIES INC 0.7%
Value ($000) $1,307 Shares 243,376 Est. Cost $7.86 Unrealized
FDP FRESH DEL MONTE PRODUCE INC 0.7%
Value ($000) $1,250 Shares 54,518 Est. Cost $22.45 Unrealized -9.4%
MTZ MASTEC INC 0.7%
Value ($000) $1,237 Shares 29,310 Est. Cost $41.86 Unrealized +2.7%
VLO VALERO ENERGY CORP 0.6%
Value ($000) $1,112 Shares 25,657 Est. Cost $48.55 Unrealized -12.2%
FDX FEDEX CORP 0.6%
Value ($000) $1,066 Shares 4,237 Est. Cost $135.92 Unrealized +33.1%
C CITIGROUP INC 0.6%
Value ($000) $1,057 Shares 24,513 Est. Cost $39.75 Unrealized +3.2%
CSTE CAESARSTONE LTD 0.6%
Value ($000) $1,048 Shares 106,890 Est. Cost $10.50 Unrealized -2.9%
CBT CABOT CORP 0.6%
Value ($000) $1,028 Shares 28,520 Est. Cost $38.59 Unrealized -12.8%
FLEX FLEX LTD 0.5%
Value ($000) $992 Shares 89,057 Est. Cost $8.62 Unrealized -5.4%
CELESTICA INC 0.5%
Value ($000) $974 Shares 141,134 Est. Cost $8.27 Unrealized
RYZ RYERSON HLDG CORP 0.5%
Value ($000) $972 Shares 169,612 Est. Cost $5.81 Unrealized 0.0%
BV BRIGHTVIEW HLDGS INC 0.5%
Value ($000) $961 Shares 84,294 Est. Cost $12.00 Unrealized 0.0%
HBAN HUNTINGTON BANCSHARES INC 0.5%
Value ($000) $960 Shares 104,692 Est. Cost $7.28 Unrealized 0.0%
LAZARD LTD 0.5%
Value ($000) $947 Shares 28,632 Est. Cost $24.86 Unrealized
VRA VERA BRADLEY INC 0.5%
Value ($000) $946 Shares 154,787 Est. Cost $5.34 Unrealized 0.0%
SII SPROTT INC 0.5%
Value ($000) $944 Shares 27,642 Est. Cost $22.75 Unrealized +50.5%
KSS KOHLS CORP 0.5%
Value ($000) $927 Shares 49,997 Est. Cost $20.17 Unrealized +4.9%
HOUSTON WIRE & CABLE CO 0.5%
Value ($000) $922 Shares 368,825 Est. Cost $4.23 Unrealized
BLOCK H & R INC 0.5%
Value ($000) $888 Shares 54,500 Est. Cost Unrealized
XPERI HOLDING CORP 0.5%
Value ($000) $877 Shares 76,311 Est. Cost $14.76 Unrealized
IMMR IMMERSION CORP 0.5%
Value ($000) $874 Shares 124,038 Est. Cost $6.72 Unrealized +12.2%
IRIX IRIDEX CORP 0.5%
Value ($000) $866 Shares 441,410 Est. Cost $2.11 Unrealized -1.9%
HYREQ HYRECAR INC 0.5%
Value ($000) $832 Shares 263,958 Est. Cost $2.52 Unrealized +34.7%
FOOT LOCKER INC 0.4%
Value ($000) $798 Shares 24,141 Est. Cost $38.99 Unrealized
SANM SANMINA CORPORATION 0.4%
Value ($000) $778 Shares 28,759 Est. Cost $32.03 Unrealized -15.0%
BONANZA CREEK ENERGY INC 0.4%
Value ($000) $774 Shares 41,145 Est. Cost $15.92 Unrealized
MTS SYS CORP 0.4%
Value ($000) $745 Shares 39,000 Est. Cost $17.58 Unrealized
VHI VALHI INC NEW 0.4%
Value ($000) $742 Shares 56,380 Est. Cost $11.62 Unrealized +3.2%
PLPC PREFORMED LINE PRODS CO 0.4%
Value ($000) $740 Shares 15,193 Est. Cost $61.53 Unrealized -14.0%
EMN EASTMAN CHEM CO 0.4%
Value ($000) $692 Shares 8,862 Est. Cost $61.58 Unrealized +1.4%
OC OWENS CORNING NEW 0.4%
Value ($000) $677 Shares 9,830 Est. Cost $64.02 Unrealized +0.2%
GIII G III APPAREL GROUP LTD 0.4%
Value ($000) $671 Shares 51,164 Est. Cost $19.93 Unrealized -39.9%
SPOK SPOK HLDGS INC 0.4%
Value ($000) $653 Shares 68,670 Est. Cost $11.53 Unrealized -13.3%
RMR RMR GROUP INC 0.3%
Value ($000) $622 Shares 22,620 Est. Cost $21.78 Unrealized -23.2%
BLUCORA INC 0.3%
Value ($000) $617 Shares 65,496 Est. Cost $11.75 Unrealized
IP INTERNATIONAL PAPER CO 0.3%
Value ($000) $616 Shares 15,177 Est. Cost $31.89 Unrealized -12.3%
EA ELECTRONIC ARTS INC 0.3%
Value ($000) $613 Shares 4,703 Est. Cost $102.32 Unrealized +29.5%
SP PLUS CORP 0.3%
Value ($000) $610 Shares 33,971 Est. Cost $20.32 Unrealized
CPS COOPER STD HLDGS INC 0.3%
Value ($000) $578 Shares 43,770 Est. Cost $13.91 Unrealized 0.0%
UNB UNION BANKSHARES INC 0.3%
Value ($000) $548 Shares 27,002 Est. Cost $19.86 Unrealized -4.1%
SRTS SENSUS HEALTHCARE INC 0.3%
Value ($000) $548 Shares 217,627 Est. Cost $3.88 Unrealized -27.3%
CULP CULP INC 0.3%
Value ($000) $528 Shares 42,511 Est. Cost $8.58 Unrealized +22.5%
MOS MOSAIC CO NEW 0.3%
Value ($000) $514 Shares 28,134 Est. Cost $17.61 Unrealized -17.1%
NOMD NOMAD FOODS LTD 0.3%
Value ($000) $500 Shares 19,626 Est. Cost $19.45 Unrealized +22.0%
CX CEMEX SAB DE CV 0.3%
Value ($000) $479 Shares 125,866 Est. Cost $3.28 Unrealized
RIGNET INC 0.3%
Value ($000) $472 Shares 115,130 Est. Cost $2.35 Unrealized
EEX EMERALD HOLDING INC 0.3%
Value ($000) $468 Shares 229,233 Est. Cost $2.59 Unrealized 0.0%
TITN TITAN MACHY INC 0.3%
Value ($000) $462 Shares 34,916 Est. Cost $15.58 Unrealized -22.0%
TWI TITAN INTL INC ILL 0.2%
Value ($000) $451 Shares 156,038 Est. Cost $2.20 Unrealized 0.0%
PSYCHEMEDICS CORP 0.2%
Value ($000) $446 Shares 101,084 Est. Cost $5.26 Unrealized
BLUEKNIGHT ENERGY PARTNERS L 0.2%
Value ($000) $444 Shares 288,526 Est. Cost $1.54 Unrealized
PLANTRONICS INC NEW 0.2%
Value ($000) $436 Shares 36,800 Est. Cost Unrealized
SELECT INTERIOR CONCEPTS INC 0.2%
Value ($000) $425 Shares 61,576 Est. Cost $6.90 Unrealized
PRTH PRIORITY TECHNOLOGY HLDGS IN 0.2%
Value ($000) $421 Shares 133,599 Est. Cost $3.09 Unrealized -19.9%
OI O-I GLASS INC 0.2%
Value ($000) $409 Shares 38,635 Est. Cost $10.91 Unrealized -2.1%
LKQ LKQ CORP 0.2%
Value ($000) $392 Shares 14,147 Est. Cost $30.49 Unrealized -13.2%
TENNECO INC 0.2%
Value ($000) $371 Shares 53,486 Est. Cost $6.94 Unrealized
UFI UNIFI INC 0.2%
Value ($000) $367 Shares 28,638 Est. Cost $20.52 Unrealized -39.1%
STRA STRATEGIC ED INC 0.2%
Value ($000) $365 Shares 3,987 Est. Cost $103.25 Unrealized 0.0%
CVS CVS HEALTH CORP 0.2%
Value ($000) $361 Shares 6,188 Est. Cost $57.78 Unrealized -9.3%
CHARAH SOLUTIONS INC 0.2%
Value ($000) $349 Shares 113,840 Est. Cost $3.14 Unrealized
STEEL PARTNERS HLDGS L P 0.2%
Value ($000) $334 Shares 54,107 Est. Cost $6.17 Unrealized
ALOT ASTRONOVA INC 0.2%
Value ($000) $333 Shares 41,604 Est. Cost $6.73 Unrealized +8.1%
WWW WOLVERINE WORLD WIDE INC 0.2%
Value ($000) $328 Shares 12,695 Est. Cost $23.90 Unrealized -10.2%
BWA BORGWARNER INC 0.2%
Value ($000) $317 Shares 8,188 Est. Cost $24.21 Unrealized +31.1%
STLD STEEL DYNAMICS INC 0.2%
Value ($000) $317 Shares 11,070 Est. Cost $24.97 Unrealized +4.5%
PRIM PRIMORIS SVCS CORP 0.2%
Value ($000) $302 Shares 16,726 Est. Cost $16.62 Unrealized +6.5%
AP AMPCO-PITTSBURG CORP 0.2%
Value ($000) $302 Shares 91,582 Est. Cost $3.21 Unrealized 0.0%
PKOH PARK OHIO HLDGS CORP 0.2%
Value ($000) $301 Shares 18,720 Est. Cost $13.96 Unrealized 0.0%
NC NACCO INDS INC 0.2%
Value ($000) $286 Shares 15,712 Est. Cost $18.80 Unrealized 0.0%
TLYS TILLYS INC 0.2%
Value ($000) $285 Shares 47,217 Est. Cost $7.97 Unrealized -30.3%
MITK MITEK SYS INC 0.2%
Value ($000) $281 Shares 22,121 Est. Cost $8.43 Unrealized +33.7%
PROFIRE ENERGY INC 0.2%
Value ($000) $274 Shares 370,415 Est. Cost $0.74 Unrealized
LUMEN TECHNOLOGIES INC 0.1%
Value ($000) $271 Shares 26,866 Est. Cost $9.73 Unrealized
GP STRATEGIES CORP 0.1%
Value ($000) $247 Shares 25,636 Est. Cost $6.51 Unrealized
BHR BRAEMAR HOTELS & RESORTS INC 0.1%
Value ($000) $238 Shares 95,270 Est. Cost $2.86 Unrealized
GOLD STD VENTURES CORP 0.1%
Value ($000) $230 Shares 295,150 Est. Cost $0.80 Unrealized
DRIVE SHACK INC 0.1%
Value ($000) $219 Shares 195,555 Est. Cost $1.85 Unrealized
INGN INOGEN INC 0.1%
Value ($000) $214 Shares 7,374 Est. Cost $31.42 Unrealized 0.0%
UNIVERSAL STAINLESS & ALLOY 0.1%
Value ($000) $201 Shares 36,619 Est. Cost $14.90 Unrealized
KRATON CORPORATION 0.1%
Value ($000) $200 Shares 11,203 Est. Cost $17.85 Unrealized
TREEHOUSE FOODS INC 0.1%
Value ($000) $156 Shares 3,846 Est. Cost $43.04 Unrealized
EXPERIENCE INVT CORP 0.1%
Value ($000) $143 Shares 116,517 Est. Cost $1.23 Unrealized
DISCOVERY INC 0.1%
Value ($000) $142 Shares 6,513 Est. Cost $19.43 Unrealized
RJF RAYMOND JAMES FINL INC 0.1%
Value ($000) $137 Shares 1,877 Est. Cost $52.49 Unrealized -14.8%
PKE PARK AEROSPACE CORP 0.1%
Value ($000) $125 Shares 11,440 Est. Cost $11.22 Unrealized 0.0%
TOTAL SE 0.1%
Value ($000) $102 Shares 2,967 Est. Cost $55.29 Unrealized
AMPCO-PITTSBURG CORP 0.0%
Value ($000) $71 Shares 193,742 Est. Cost $0.37 Unrealized
CYPRESS ENVIRONMENTL PARTNR 0.0%
Value ($000) $70 Shares 32,920 Est. Cost $5.50 Unrealized
SRAX SRAX INC 0.0%
Value ($000) $67 Shares 22,499 Est. Cost $2.49 Unrealized
MATW MATTHEWS INTL CORP 0.0%
Value ($000) $42 Shares 1,878 Est. Cost $18.02 Unrealized 0.0%
BIOLASE INC 0.0%
Value ($000) $14 Shares 50,472 Est. Cost $0.47 Unrealized
DRTTF DIRTT ENVIRONMENTAL SOLUTION 0.0%
Value ($000) $14 Shares 8,834 Est. Cost $3.19 Unrealized -53.1%