Invenomic Capital Management LP Quant / Systematic

CIK: 0001769456 · Show all filings

Period: Q4 2020 (← Previous) (Next →)

Filing Date: Feb 17, 2021

Total Value ($000): $392,312 (100.0% shares, 0.0% debt)

Holdings (142)

ISHARES TR 39.1%
Value ($000) $153,471 Shares 535,300 Est. Cost Unrealized
SPDR S&P 500 ETF TR 4.1%
Value ($000) $16,152 Shares 43,200 Est. Cost Unrealized
INVESCO EXCH TRADED FD TR II 3.8%
Value ($000) $14,900 Shares 145,000 Est. Cost Unrealized
BLOCK H & R INC 2.8%
Value ($000) $11,158 Shares 703,500 Est. Cost Unrealized
RENAISSANCE CAP GREENWICH FD 2.6%
Value ($000) $10,041 Shares 155,700 Est. Cost Unrealized
KINROSS GOLD CORP 1.4%
Value ($000) $5,501 Shares 749,500 Est. Cost Unrealized
HRB BLOCK H & R INC 1.3%
Value ($000) $5,010 Shares 315,898 Est. Cost $12.58 Unrealized +15.1%
KGC KINROSS GOLD CORP 1.2%
Value ($000) $4,738 Shares 645,489 Est. Cost $7.33 Unrealized +8.7%
LRN STRIDE INC 1.2%
Value ($000) $4,640 Shares 218,587 Est. Cost $24.83 Unrealized 0.0%
HEIDRICK & STRUGGLES INTL IN 1.2%
Value ($000) $4,620 Shares 157,259 Est. Cost $20.84 Unrealized
CHINA MOBILE LIMITED 1.1%
Value ($000) $4,419 Shares 154,826 Est. Cost $28.54 Unrealized
MG MISTRAS GROUP INC 1.1%
Value ($000) $4,300 Shares 554,035 Est. Cost $5.18 Unrealized +0.6%
VIACOMCBS INC 1.1%
Value ($000) $4,184 Shares 112,300 Est. Cost Unrealized
PRU PRUDENTIAL FINL INC 1.0%
Value ($000) $4,056 Shares 51,948 Est. Cost $63.76 Unrealized -11.7%
TZOO TRAVELZOO 0.9%
Value ($000) $3,630 Shares 384,481 Est. Cost $6.07 Unrealized +41.4%
LUMEN TECHNOLOGIES INC 0.8%
Value ($000) $3,222 Shares 330,500 Est. Cost Unrealized
WKC WORLD FUEL SVCS CORP 0.8%
Value ($000) $3,177 Shares 101,952 Est. Cost $26.68 Unrealized 0.0%
VYX NCR CORP NEW 0.8%
Value ($000) $3,057 Shares 81,365 Est. Cost $13.71 Unrealized +20.9%
CVSA ADTALEM GLOBAL ED INC 0.8%
Value ($000) $3,018 Shares 88,899 Est. Cost $31.54 Unrealized -9.6%
MICHAELS COS INC 0.8%
Value ($000) $2,999 Shares 230,562 Est. Cost $7.86 Unrealized
CSTE CAESARSTONE LTD 0.7%
Value ($000) $2,934 Shares 227,602 Est. Cost $10.69 Unrealized +1.5%
ZILLOW GROUP INC 0.7%
Value ($000) $2,908 Shares 22,400 Est. Cost Unrealized
SKT TANGER FACTORY OUTLET CTRS I 0.7%
Value ($000) $2,821 Shares 283,167 Est. Cost $6.07 Unrealized
BHC BAUSCH HEALTH COS INC 0.7%
Value ($000) $2,802 Shares 134,695 Est. Cost $21.93 Unrealized -14.9%
FBP FIRST BANCORP P R 0.7%
Value ($000) $2,791 Shares 302,682 Est. Cost $4.70 Unrealized +38.0%
KOP KOPPERS HOLDINGS INC 0.7%
Value ($000) $2,684 Shares 86,138 Est. Cost $25.23 Unrealized 0.0%
RGA REINSURANCE GRP OF AMERICA I 0.7%
Value ($000) $2,612 Shares 22,538 Est. Cost $111.67 Unrealized 0.0%
XPERI HOLDING CORP 0.7%
Value ($000) $2,590 Shares 123,909 Est. Cost $17.12 Unrealized
DISCOVERY INC 0.6%
Value ($000) $2,466 Shares 94,131 Est. Cost $28.07 Unrealized
BDC BELDEN INC 0.6%
Value ($000) $2,452 Shares 58,528 Est. Cost $43.96 Unrealized -17.1%
ZD J2 GLOBAL INC 0.6%
Value ($000) $2,438 Shares 24,954 Est. Cost $78.08 Unrealized -7.3%
CMRE COSTAMARE INC 0.6%
Value ($000) $2,402 Shares 290,066 Est. Cost $4.25 Unrealized +37.7%
DHIL DIAMOND HILL INVT GROUP INC 0.6%
Value ($000) $2,386 Shares 15,986 Est. Cost $81.79 Unrealized +25.0%
TECK TECK RESOURCES LTD 0.6%
Value ($000) $2,309 Shares 127,186 Est. Cost $9.18 Unrealized +67.9%
CBT CABOT CORP 0.6%
Value ($000) $2,229 Shares 49,654 Est. Cost $37.95 Unrealized -2.3%
RYZ RYERSON HLDG CORP 0.5%
Value ($000) $2,111 Shares 154,789 Est. Cost $5.81 Unrealized +68.7%
VTRS VIATRIS INC 0.5%
Value ($000) $2,074 Shares 110,657 Est. Cost $13.33 Unrealized 0.0%
GCO GENESCO INC 0.5%
Value ($000) $2,061 Shares 68,488 Est. Cost $19.26 Unrealized +32.7%
WFC WELLS FARGO CO NEW 0.5%
Value ($000) $2,035 Shares 67,437 Est. Cost $21.83 Unrealized +5.5%
INTC INTEL CORP 0.5%
Value ($000) $1,913 Shares 38,381 Est. Cost $44.02 Unrealized 0.0%
RMR RMR GROUP INC 0.5%
Value ($000) $1,887 Shares 48,865 Est. Cost $20.40 Unrealized -5.8%
UGI UGI CORP NEW 0.5%
Value ($000) $1,885 Shares 53,913 Est. Cost $42.31 Unrealized -17.3%
CAL CALERES INC 0.5%
Value ($000) $1,848 Shares 118,084 Est. Cost $14.72 Unrealized -29.0%
MATW MATTHEWS INTL CORP 0.5%
Value ($000) $1,831 Shares 62,278 Est. Cost $21.74 Unrealized +0.5%
UHS UNIVERSAL HLTH SVCS INC 0.5%
Value ($000) $1,831 Shares 13,321 Est. Cost $104.96 Unrealized +15.5%
CSCO CISCO SYS INC 0.5%
Value ($000) $1,827 Shares 40,822 Est. Cost $38.56 Unrealized -8.5%
TAP MOLSON COORS BEVERAGE CO 0.5%
Value ($000) $1,816 Shares 40,183 Est. Cost $31.40 Unrealized +14.2%
MOLSON COORS BEVERAGE CO 0.4%
Value ($000) $1,749 Shares 38,700 Est. Cost Unrealized
T AT&T INC 0.4%
Value ($000) $1,733 Shares 60,255 Est. Cost $15.38 Unrealized 0.0%
GRACE W R & CO DEL NEW 0.4%
Value ($000) $1,642 Shares 29,949 Est. Cost $39.37 Unrealized
CPRI CAPRI HOLDINGS LIMITED 0.4%
Value ($000) $1,586 Shares 37,779 Est. Cost $16.96 Unrealized +80.5%
WW INTL INC 0.4%
Value ($000) $1,584 Shares 64,927 Est. Cost $18.62 Unrealized
VIACOMCBS INC 0.4%
Value ($000) $1,536 Shares 41,234 Est. Cost $41.97 Unrealized
HYREQ HYRECAR INC 0.4%
Value ($000) $1,532 Shares 214,674 Est. Cost $2.52 Unrealized +117.3%
CELESTICA INC 0.4%
Value ($000) $1,523 Shares 188,816 Est. Cost $8.22 Unrealized
C CITIGROUP INC 0.4%
Value ($000) $1,504 Shares 24,388 Est. Cost $39.75 Unrealized +6.6%
CMTL COMTECH TELECOMMUNICATIONS C 0.4%
Value ($000) $1,495 Shares 72,281 Est. Cost $16.52 Unrealized 0.0%
LEA LEAR CORP 0.4%
Value ($000) $1,475 Shares 9,270 Est. Cost $101.80 Unrealized +23.5%
PRTH PRIORITY TECHNOLOGY HLDGS IN 0.4%
Value ($000) $1,418 Shares 201,382 Est. Cost $3.49 Unrealized +22.6%
SPOK SPOK HLDGS INC 0.4%
Value ($000) $1,383 Shares 124,322 Est. Cost $10.79 Unrealized -8.5%
FALCON MINERALS CORP 0.3%
Value ($000) $1,370 Shares 434,999 Est. Cost $3.15 Unrealized
PLPC PREFORMED LINE PRODS CO 0.3%
Value ($000) $1,360 Shares 19,877 Est. Cost $60.68 Unrealized -4.5%
TESSCO TECHNOLOGIES INC 0.3%
Value ($000) $1,273 Shares 203,999 Est. Cost $7.86 Unrealized
SBH SALLY BEAUTY HLDGS INC 0.3%
Value ($000) $1,260 Shares 96,659 Est. Cost $10.68 Unrealized 0.0%
IRIX IRIDEX CORP 0.3%
Value ($000) $1,257 Shares 500,817 Est. Cost $2.08 Unrealized -9.4%
GS GOLDMAN SACHS GROUP INC 0.3%
Value ($000) $1,206 Shares 4,573 Est. Cost $187.49 Unrealized +5.1%
CRANE CO 0.3%
Value ($000) $1,179 Shares 15,183 Est. Cost $77.65 Unrealized
SRTS SENSUS HEALTHCARE INC 0.3%
Value ($000) $1,172 Shares 303,766 Est. Cost $3.64 Unrealized -16.3%
CAH CARDINAL HEALTH INC 0.3%
Value ($000) $1,131 Shares 21,120 Est. Cost $44.47 Unrealized +2.5%
HOUSTON WIRE & CABLE CO 0.3%
Value ($000) $1,118 Shares 400,733 Est. Cost $4.12 Unrealized
TROX TRONOX HOLDINGS PLC 0.3%
Value ($000) $1,050 Shares 71,783 Est. Cost $11.64 Unrealized 0.0%
NATUS MED INC DEL 0.3%
Value ($000) $1,007 Shares 50,252 Est. Cost $20.04 Unrealized
HRTG HERITAGE INS HLDGS INC 0.2%
Value ($000) $960 Shares 94,782 Est. Cost $10.27 Unrealized 0.0%
VHI VALHI INC NEW 0.2%
Value ($000) $936 Shares 61,572 Est. Cost $11.91 Unrealized +26.3%
TANGER FACTORY OUTLET CTRS I 0.2%
Value ($000) $933 Shares 93,700 Est. Cost Unrealized
SANM SANMINA CORPORATION 0.2%
Value ($000) $895 Shares 28,053 Est. Cost $32.03 Unrealized -7.4%
BLUCORA INC 0.2%
Value ($000) $872 Shares 54,807 Est. Cost $11.75 Unrealized
RLGT RADIANT LOGISTICS INC 0.2%
Value ($000) $863 Shares 148,843 Est. Cost $5.59 Unrealized 0.0%
BONANZA CREEK ENERGY INC 0.2%
Value ($000) $792 Shares 40,993 Est. Cost $15.92 Unrealized
ATLAS AIR WORLDWIDE HLDGS IN 0.2%
Value ($000) $758 Shares 13,887 Est. Cost $54.58 Unrealized
CORNERSTONE BLDG BRANDS INC 0.2%
Value ($000) $753 Shares 81,079 Est. Cost $9.29 Unrealized
ITRN ITURAN LOCATION AND CONTROL 0.2%
Value ($000) $739 Shares 38,791 Est. Cost $16.16 Unrealized 0.0%
FOOT LOCKER INC 0.2%
Value ($000) $732 Shares 18,094 Est. Cost $38.99 Unrealized
RED LION HOTELS CORP 0.2%
Value ($000) $731 Shares 211,125 Est. Cost $3.46 Unrealized
PSYCHEMEDICS CORP 0.2%
Value ($000) $680 Shares 133,613 Est. Cost $5.22 Unrealized
VLO VALERO ENERGY CORP 0.2%
Value ($000) $672 Shares 11,878 Est. Cost $48.55 Unrealized -16.4%
GRPN GROUPON INC 0.2%
Value ($000) $672 Shares 17,684 Est. Cost $27.46 Unrealized 0.0%
VIPER ENERGY PARTNERS LP 0.2%
Value ($000) $656 Shares 56,382 Est. Cost $11.63 Unrealized
CHINA MOBILE LIMITED 0.2%
Value ($000) $648 Shares 14,600 Est. Cost Unrealized
LAZARD LTD 0.2%
Value ($000) $632 Shares 14,943 Est. Cost $24.86 Unrealized
BLUEKNIGHT ENERGY PARTNERS L 0.2%
Value ($000) $618 Shares 311,862 Est. Cost $1.57 Unrealized
SII SPROTT INC 0.2%
Value ($000) $604 Shares 20,805 Est. Cost $22.75 Unrealized +20.1%
HBB HAMILTON BEACH BRANDS HLDG C 0.1%
Value ($000) $586 Shares 33,450 Est. Cost $11.40 Unrealized +49.2%
VRA VERA BRADLEY INC 0.1%
Value ($000) $567 Shares 71,165 Est. Cost $5.34 Unrealized +41.7%
INGN INOGEN INC 0.1%
Value ($000) $499 Shares 11,166 Est. Cost $32.47 Unrealized +6.3%
OEC ORION ENGINEERED CARBONS S A 0.1%
Value ($000) $498 Shares 29,063 Est. Cost $16.53 Unrealized -7.7%
TDS TELEPHONE & DATA SYS INC 0.1%
Value ($000) $495 Shares 26,699 Est. Cost $18.38 Unrealized 0.0%
VSAT VIASAT INC 0.1%
Value ($000) $488 Shares 14,944 Est. Cost $34.38 Unrealized 0.0%
CX CEMEX SAB DE CV 0.1%
Value ($000) $487 Shares 94,257 Est. Cost $3.28 Unrealized
GOLDMAN SACHS MLP ENERGY REN 0.1%
Value ($000) $480 Shares 61,776 Est. Cost $7.77 Unrealized
UFI UNIFI INC 0.1%
Value ($000) $464 Shares 26,131 Est. Cost $20.52 Unrealized -24.6%
PLCE CHILDRENS PL INC 0.1%
Value ($000) $458 Shares 9,128 Est. Cost $27.44 Unrealized +32.6%
TENNECO INC 0.1%
Value ($000) $425 Shares 40,163 Est. Cost $6.94 Unrealized
GOLD STD VENTURES CORP 0.1%
Value ($000) $411 Shares 567,458 Est. Cost $0.76 Unrealized
LMT LOCKHEED MARTIN CORP 0.1%
Value ($000) $410 Shares 1,156 Est. Cost $318.96 Unrealized 0.0%
HOUGHTON MIFFLIN HARCOURT CO 0.1%
Value ($000) $410 Shares 123,119 Est. Cost $3.33 Unrealized
CSGS CSG SYS INTL INC 0.1%
Value ($000) $403 Shares 8,931 Est. Cost $38.18 Unrealized 0.0%
TBI TRUEBLUE INC 0.1%
Value ($000) $365 Shares 19,558 Est. Cost $17.98 Unrealized 0.0%
FDX FEDEX CORP 0.1%
Value ($000) $356 Shares 1,374 Est. Cost $135.92 Unrealized +84.8%
FANG DIAMONDBACK ENERGY INC 0.1%
Value ($000) $355 Shares 7,346 Est. Cost $29.82 Unrealized 0.0%
UNIVERSAL STAINLESS & ALLOY 0.1%
Value ($000) $347 Shares 46,381 Est. Cost $13.34 Unrealized
OI O-I GLASS INC 0.1%
Value ($000) $345 Shares 28,952 Est. Cost $10.91 Unrealized +4.5%
ALOT ASTRONOVA INC 0.1%
Value ($000) $343 Shares 32,214 Est. Cost $6.73 Unrealized +37.1%
GILT GILAT SATELLITE NETWORKS LTD 0.1%
Value ($000) $320 Shares 49,082 Est. Cost $5.19 Unrealized 0.0%
BBCP CONCRETE PUMPING HLDGS INC 0.1%
Value ($000) $320 Shares 83,706 Est. Cost $3.22 Unrealized 0.0%
TWI TITAN INTL INC ILL 0.1%
Value ($000) $298 Shares 61,407 Est. Cost $2.20 Unrealized +86.3%
KSS KOHLS CORP 0.1%
Value ($000) $296 Shares 7,279 Est. Cost $20.17 Unrealized +44.2%
ATRO ASTRONICS CORP 0.1%
Value ($000) $288 Shares 21,741 Est. Cost $9.83 Unrealized 0.0%
EXPERIENCE INVT CORP 0.1%
Value ($000) $284 Shares 115,962 Est. Cost $1.23 Unrealized
ZEUS OLYMPIC STEEL INC 0.1%
Value ($000) $267 Shares 20,032 Est. Cost $13.44 Unrealized 0.0%
BIOLASE INC 0.1%
Value ($000) $253 Shares 607,420 Est. Cost $0.42 Unrealized
BWA BORGWARNER INC 0.1%
Value ($000) $245 Shares 6,342 Est. Cost $24.21 Unrealized +29.9%
BHR BRAEMAR HOTELS & RESORTS INC 0.1%
Value ($000) $228 Shares 49,588 Est. Cost $2.86 Unrealized
WADDELL & REED FINL INC 0.1%
Value ($000) $221 Shares 8,694 Est. Cost $25.42 Unrealized
EEX EMERALD HOLDING INC 0.1%
Value ($000) $213 Shares 39,313 Est. Cost $2.59 Unrealized +39.9%
PROFIRE ENERGY INC 0.0%
Value ($000) $196 Shares 229,645 Est. Cost $0.74 Unrealized
DRIVE SHACK INC 0.0%
Value ($000) $183 Shares 76,846 Est. Cost $1.85 Unrealized
NATR NATURES SUNSHINE PRODS INC 0.0%
Value ($000) $183 Shares 12,245 Est. Cost $11.71 Unrealized 0.0%
LIVN LIVANOVA PLC 0.0%
Value ($000) $174 Shares 2,633 Est. Cost $55.61 Unrealized 0.0%
AMPCO-PITTSBURG CORP 0.0%
Value ($000) $171 Shares 193,742 Est. Cost $0.37 Unrealized
TDC TERADATA CORP DEL 0.0%
Value ($000) $166 Shares 7,397 Est. Cost $21.45 Unrealized 0.0%
FE FIRSTENERGY CORP 0.0%
Value ($000) $154 Shares 5,028 Est. Cost $24.24 Unrealized 0.0%
DISCOVERY INC 0.0%
Value ($000) $152 Shares 5,047 Est. Cost $19.43 Unrealized
IBM INTERNATIONAL BUSINESS MACHS 0.0%
Value ($000) $137 Shares 1,085 Est. Cost $93.41 Unrealized 0.0%
EQT EQT CORP 0.0%
Value ($000) $135 Shares 10,629 Est. Cost $13.53 Unrealized 0.0%
PKE PARK AEROSPACE CORP 0.0%
Value ($000) $119 Shares 8,860 Est. Cost $11.22 Unrealized +9.7%
TENNECO INC 0.0%
Value ($000) $82 Shares 7,700 Est. Cost Unrealized
SRAX SRAX INC 0.0%
Value ($000) $57 Shares 18,481 Est. Cost $2.49 Unrealized
FDP FRESH DEL MONTE PRODUCE INC 0.0%
Value ($000) $25 Shares 1,055 Est. Cost $22.45 Unrealized -6.6%
NC NACCO INDS INC 0.0%
Value ($000) $14 Shares 541 Est. Cost $18.80 Unrealized +10.5%
STEEL PARTNERS HLDGS L P 0.0%
Value ($000) $13 Shares 1,222 Est. Cost $6.17 Unrealized
DT DYNATRACE INC 0.0%
Value ($000) $1 Shares 4 Est. Cost $39.71 Unrealized 0.0%