Invenomic Capital Management LP Quant / Systematic

CIK: 0001769456 · Show all filings

Period: Q1 2021 (← Previous) (Next →)

Filing Date: May 13, 2021

Total Value ($000): $448,402 (100.0% shares, 0.0% debt)

Holdings (120)

ISHARES TR 22.1%
Value ($000) $98,893 Shares 447,600 Est. Cost Unrealized
ISHARES TR 12.0%
Value ($000) $53,712 Shares 178,600 Est. Cost Unrealized
SPDR SER TR 7.4%
Value ($000) $33,275 Shares 245,300 Est. Cost Unrealized
VANECK VECTORS ETF TR 4.2%
Value ($000) $18,738 Shares 416,300 Est. Cost Unrealized
ISHARES TR 3.1%
Value ($000) $13,834 Shares 86,000 Est. Cost Unrealized
ARK ETF TR 2.5%
Value ($000) $11,207 Shares 126,300 Est. Cost Unrealized
HRB BLOCK H & R INC 1.7%
Value ($000) $7,643 Shares 350,575 Est. Cost $12.92 Unrealized +24.2%
TZOO TRAVELZOO 1.5%
Value ($000) $6,527 Shares 389,442 Est. Cost $6.16 Unrealized +112.2%
BONANZA CREEK ENERGY INC 1.4%
Value ($000) $6,242 Shares 174,693 Est. Cost $31.08 Unrealized
KGC KINROSS GOLD CORP 1.4%
Value ($000) $6,130 Shares 919,010 Est. Cost $7.22 Unrealized -3.7%
MG MISTRAS GROUP INC 1.3%
Value ($000) $5,994 Shares 525,343 Est. Cost $5.18 Unrealized +70.7%
LRN STRIDE INC 1.2%
Value ($000) $5,603 Shares 186,071 Est. Cost $24.83 Unrealized +4.6%
BHC BAUSCH HEALTH COS INC 1.2%
Value ($000) $5,289 Shares 166,636 Est. Cost $23.35 Unrealized +25.6%
PRU PRUDENTIAL FINL INC 1.2%
Value ($000) $5,225 Shares 57,353 Est. Cost $64.14 Unrealized +5.7%
BLOCK H & R INC 1.1%
Value ($000) $4,905 Shares 225,000 Est. Cost Unrealized
TAP MOLSON COORS BEVERAGE CO 1.0%
Value ($000) $4,427 Shares 86,556 Est. Cost $37.23 Unrealized +13.6%
FBP FIRST BANCORP P R 1.0%
Value ($000) $4,290 Shares 380,987 Est. Cost $5.59 Unrealized +61.1%
DIREXION SHS ETF TR 0.9%
Value ($000) $4,130 Shares 53,700 Est. Cost Unrealized
DIN DINE BRANDS GLOBAL INC 0.9%
Value ($000) $3,980 Shares 44,212 Est. Cost $64.00 Unrealized 0.0%
LMT LOCKHEED MARTIN CORP 0.9%
Value ($000) $3,880 Shares 10,501 Est. Cost $302.05 Unrealized -0.7%
RGA REINSURANCE GRP OF AMERICA I 0.8%
Value ($000) $3,788 Shares 30,053 Est. Cost $113.47 Unrealized +4.7%
CNC CENTENE CORP DEL 0.8%
Value ($000) $3,776 Shares 59,072 Est. Cost $61.92 Unrealized 0.0%
WKC WORLD FUEL SVCS CORP 0.8%
Value ($000) $3,693 Shares 104,919 Est. Cost $26.88 Unrealized +26.2%
CAH CARDINAL HEALTH INC 0.8%
Value ($000) $3,574 Shares 58,840 Est. Cost $47.33 Unrealized +3.4%
DHIL DIAMOND HILL INVT GROUP INC 0.8%
Value ($000) $3,461 Shares 22,181 Est. Cost $90.55 Unrealized +25.0%
KOP KOPPERS HOLDINGS INC 0.8%
Value ($000) $3,444 Shares 99,091 Est. Cost $26.37 Unrealized +28.8%
CSTE CAESARSTONE LTD 0.8%
Value ($000) $3,366 Shares 245,160 Est. Cost $10.83 Unrealized +16.8%
UGI UGI CORP NEW 0.7%
Value ($000) $3,263 Shares 79,553 Est. Cost $41.13 Unrealized -6.0%
CBT CABOT CORP 0.7%
Value ($000) $3,189 Shares 60,825 Est. Cost $39.14 Unrealized +13.4%
LAZARD LTD 0.7%
Value ($000) $3,183 Shares 73,152 Est. Cost $39.70 Unrealized
UHS UNIVERSAL HLTH SVCS INC 0.7%
Value ($000) $3,104 Shares 23,268 Est. Cost $115.32 Unrealized +12.0%
WFC WELLS FARGO CO NEW 0.7%
Value ($000) $3,084 Shares 78,930 Est. Cost $23.25 Unrealized +36.0%
HYREQ HYRECAR INC 0.7%
Value ($000) $3,012 Shares 307,388 Est. Cost $4.73 Unrealized +108.3%
FE FIRSTENERGY CORP 0.7%
Value ($000) $2,987 Shares 86,119 Est. Cost $26.63 Unrealized +0.6%
BBCP CONCRETE PUMPING HLDGS INC 0.6%
Value ($000) $2,903 Shares 391,738 Est. Cost $4.87 Unrealized +9.2%
ATLAS AIR WORLDWIDE HLDGS IN 0.6%
Value ($000) $2,633 Shares 43,554 Est. Cost $58.58 Unrealized
TRIPLE-S MGMT CORP 0.6%
Value ($000) $2,597 Shares 99,785 Est. Cost $26.03 Unrealized
EQUITY COMWLTH 0.6%
Value ($000) $2,516 Shares 90,521 Est. Cost $27.79 Unrealized
GPC GENUINE PARTS CO 0.5%
Value ($000) $2,361 Shares 20,426 Est. Cost $93.07 Unrealized 0.0%
MTUS TIMKENSTEEL CORPORATION 0.5%
Value ($000) $2,312 Shares 196,766 Est. Cost $7.47 Unrealized 0.0%
TECK TECK RESOURCES LTD 0.5%
Value ($000) $2,302 Shares 120,009 Est. Cost $9.18 Unrealized +120.6%
TROX TRONOX HOLDINGS PLC 0.5%
Value ($000) $2,213 Shares 120,960 Est. Cost $14.00 Unrealized +24.7%
HOUSTON WIRE & CABLE CO 0.5%
Value ($000) $2,132 Shares 408,473 Est. Cost $4.14 Unrealized
RYZ RYERSON HLDG CORP 0.5%
Value ($000) $2,120 Shares 124,366 Est. Cost $5.81 Unrealized +157.6%
RMR RMR GROUP INC 0.4%
Value ($000) $1,994 Shares 48,865 Est. Cost $20.40 Unrealized +14.2%
CVEO CIVEO CORP CDA 0.4%
Value ($000) $1,982 Shares 129,459 Est. Cost $16.07 Unrealized 0.0%
MET METLIFE INC 0.4%
Value ($000) $1,910 Shares 31,424 Est. Cost $47.61 Unrealized 0.0%
ZD J2 GLOBAL INC 0.4%
Value ($000) $1,909 Shares 15,924 Est. Cost $78.08 Unrealized +20.6%
EGO ELDORADO GOLD CORP NEW 0.4%
Value ($000) $1,896 Shares 175,688 Est. Cost $11.82 Unrealized 0.0%
VIPER ENERGY PARTNERS LP 0.4%
Value ($000) $1,889 Shares 129,782 Est. Cost $13.29 Unrealized
CPRI CAPRI HOLDINGS LIMITED 0.4%
Value ($000) $1,723 Shares 33,784 Est. Cost $16.96 Unrealized +177.8%
VHI VALHI INC NEW 0.4%
Value ($000) $1,673 Shares 81,557 Est. Cost $13.54 Unrealized +37.2%
SBH SALLY BEAUTY HLDGS INC 0.4%
Value ($000) $1,673 Shares 83,126 Est. Cost $10.68 Unrealized +56.7%
LEXX LEXARIA BIOSCIENCE CORP 0.4%
Value ($000) $1,661 Shares 296,101 Est. Cost $5.86 Unrealized 0.0%
LUMN LUMEN TECHNOLOGIES INC 0.4%
Value ($000) $1,644 Shares 123,148 Est. Cost $10.83 Unrealized 0.0%
GRACE W R & CO DEL NEW 0.4%
Value ($000) $1,601 Shares 26,738 Est. Cost $39.37 Unrealized
T AT&T INC 0.4%
Value ($000) $1,592 Shares 52,588 Est. Cost $15.38 Unrealized +5.0%
C CITIGROUP INC 0.4%
Value ($000) $1,588 Shares 21,820 Est. Cost $39.75 Unrealized +41.3%
HLF HERBALIFE NUTRITION LTD 0.3%
Value ($000) $1,505 Shares 33,928 Est. Cost $49.32 Unrealized 0.0%
KINROSS GOLD CORP 0.3%
Value ($000) $1,480 Shares 221,900 Est. Cost Unrealized
RLGT RADIANT LOGISTICS INC 0.3%
Value ($000) $1,470 Shares 211,597 Est. Cost $5.89 Unrealized +12.3%
GCO GENESCO INC 0.3%
Value ($000) $1,454 Shares 30,614 Est. Cost $19.26 Unrealized +123.2%
HBB HAMILTON BEACH BRANDS HLDG C 0.3%
Value ($000) $1,448 Shares 79,824 Est. Cost $13.96 Unrealized +13.2%
PRTH PRIORITY TECHNOLOGY HLDGS IN 0.3%
Value ($000) $1,396 Shares 201,145 Est. Cost $3.49 Unrealized +123.9%
PLPC PREFORMED LINE PRODS CO 0.3%
Value ($000) $1,367 Shares 19,877 Est. Cost $60.68 Unrealized +15.5%
AD UNITED STATES CELLULAR CORP 0.3%
Value ($000) $1,265 Shares 34,693 Est. Cost $19.11 Unrealized 0.0%
HRTG HERITAGE INS HLDGS INC 0.3%
Value ($000) $1,258 Shares 113,482 Est. Cost $10.30 Unrealized +1.4%
ORCL ORACLE CORP 0.3%
Value ($000) $1,252 Shares 17,845 Est. Cost $60.61 Unrealized 0.0%
LUMEN TECHNOLOGIES INC 0.3%
Value ($000) $1,216 Shares 91,100 Est. Cost Unrealized
CORNERSTONE BLDG BRANDS INC 0.3%
Value ($000) $1,211 Shares 86,297 Est. Cost $9.57 Unrealized
TENNECO INC 0.3%
Value ($000) $1,163 Shares 108,474 Est. Cost $9.32 Unrealized
TGLS TECNOGLASS INC 0.2%
Value ($000) $1,110 Shares 92,289 Est. Cost $7.91 Unrealized 0.0%
SRTS SENSUS HEALTHCARE INC 0.2%
Value ($000) $1,103 Shares 288,202 Est. Cost $3.64 Unrealized +12.7%
VYX NCR CORP NEW 0.2%
Value ($000) $1,099 Shares 28,966 Est. Cost $13.71 Unrealized +60.5%
IRIX IRIDEX CORP 0.2%
Value ($000) $1,074 Shares 159,045 Est. Cost $2.08 Unrealized +176.4%
XPERI HOLDING CORP 0.2%
Value ($000) $1,065 Shares 48,942 Est. Cost $17.12 Unrealized
CELESTICA INC 0.2%
Value ($000) $1,060 Shares 126,692 Est. Cost $8.22 Unrealized
CSCO CISCO SYS INC 0.2%
Value ($000) $1,051 Shares 20,328 Est. Cost $38.56 Unrealized +5.3%
CAPITAL PRODUCT PARTNERS L P 0.2%
Value ($000) $1,047 Shares 94,011 Est. Cost $11.14 Unrealized
ULH UNIVERSAL LOGISTICS HLDGS IN 0.2%
Value ($000) $1,045 Shares 39,715 Est. Cost $24.00 Unrealized 0.0%
CAL CALERES INC 0.2%
Value ($000) $1,042 Shares 47,807 Est. Cost $14.72 Unrealized +8.6%
FANG DIAMONDBACK ENERGY INC 0.2%
Value ($000) $1,035 Shares 14,091 Est. Cost $42.15 Unrealized +31.9%
FOOT LOCKER INC 0.2%
Value ($000) $1,017 Shares 18,094 Est. Cost $38.99 Unrealized
BLUEKNIGHT ENERGY PARTNERS L 0.2%
Value ($000) $1,011 Shares 311,862 Est. Cost $1.57 Unrealized
SENEA SENECA FOODS CORP NEW 0.2%
Value ($000) $924 Shares 19,630 Est. Cost $47.82 Unrealized 0.0%
SANM SANMINA CORPORATION 0.2%
Value ($000) $921 Shares 22,253 Est. Cost $32.03 Unrealized +13.5%
BWA BORGWARNER INC 0.2%
Value ($000) $874 Shares 18,841 Est. Cost $32.23 Unrealized +12.6%
CMRE COSTAMARE INC 0.2%
Value ($000) $871 Shares 90,625 Est. Cost $4.25 Unrealized +86.1%
CVSA ADTALEM GLOBAL ED INC 0.2%
Value ($000) $842 Shares 21,277 Est. Cost $31.54 Unrealized +23.6%
ITRN ITURAN LOCATION AND CONTROL 0.2%
Value ($000) $824 Shares 38,791 Est. Cost $16.16 Unrealized +29.3%
CRANE CO 0.2%
Value ($000) $821 Shares 8,736 Est. Cost $77.65 Unrealized
CX CEMEX SAB DE CV 0.2%
Value ($000) $821 Shares 117,805 Est. Cost $4.01 Unrealized
GOLDMAN SACHS MLP ENERGY REN 0.2%
Value ($000) $786 Shares 80,300 Est. Cost $8.24 Unrealized
VLO VALERO ENERGY CORP 0.2%
Value ($000) $771 Shares 10,776 Est. Cost $48.55 Unrealized +17.8%
PSYCHEMEDICS CORP 0.2%
Value ($000) $699 Shares 112,767 Est. Cost $5.22 Unrealized
NOC NORTHROP GRUMMAN CORP 0.2%
Value ($000) $687 Shares 2,123 Est. Cost $278.19 Unrealized 0.0%
DISCOVERY INC 0.1%
Value ($000) $546 Shares 14,775 Est. Cost $28.07 Unrealized
TDS TELEPHONE & DATA SYS INC 0.1%
Value ($000) $519 Shares 22,601 Est. Cost $18.38 Unrealized +11.1%
ZEUS OLYMPIC STEEL INC 0.1%
Value ($000) $481 Shares 16,341 Est. Cost $13.44 Unrealized +44.3%
TESSCO TECHNOLOGIES INC 0.1%
Value ($000) $474 Shares 65,353 Est. Cost $7.86 Unrealized
TBI TRUEBLUE INC 0.1%
Value ($000) $471 Shares 21,372 Est. Cost $18.20 Unrealized +12.7%
SAFEGUARD SCIENTIFICS INC 0.1%
Value ($000) $440 Shares 64,563 Est. Cost $6.82 Unrealized
SLGN SILGAN HOLDINGS INC 0.1%
Value ($000) $437 Shares 10,410 Est. Cost $39.03 Unrealized 0.0%
RETAIL VALUE INC 0.1%
Value ($000) $431 Shares 23,003 Est. Cost $18.74 Unrealized
UNIVERSAL STAINLESS & ALLOY 0.1%
Value ($000) $427 Shares 42,011 Est. Cost $13.34 Unrealized
OI O-I GLASS INC 0.1%
Value ($000) $379 Shares 25,703 Est. Cost $10.91 Unrealized +18.1%
AGROFRESH SOLUTIONS INC 0.1%
Value ($000) $361 Shares 180,661 Est. Cost $2.00 Unrealized
SPOK SPOK HLDGS INC 0.1%
Value ($000) $359 Shares 34,192 Est. Cost $10.79 Unrealized +6.1%
ORN ORION GROUP HLDGS INC 0.1%
Value ($000) $359 Shares 59,142 Est. Cost $5.76 Unrealized 0.0%
SURGALIGN HOLDINGS INC 0.1%
Value ($000) $337 Shares 154,626 Est. Cost $2.18 Unrealized
GOLD STD VENTURES CORP 0.1%
Value ($000) $297 Shares 512,074 Est. Cost $0.76 Unrealized
VEON LTD 0.0%
Value ($000) $218 Shares 123,403 Est. Cost $1.77 Unrealized
WW INTL INC 0.0%
Value ($000) $199 Shares 6,352 Est. Cost $18.62 Unrealized
BIOX BIOCERES CROP SOLUTIONS CORP 0.0%
Value ($000) $195 Shares 19,121 Est. Cost $8.39 Unrealized 0.0%
BSVN BANK7 CORP 0.0%
Value ($000) $183 Shares 10,403 Est. Cost $14.73 Unrealized 0.0%
EQT EQT CORP 0.0%
Value ($000) $177 Shares 9,486 Est. Cost $13.53 Unrealized +20.8%
IBM INTERNATIONAL BUSINESS MACHS 0.0%
Value ($000) $130 Shares 971 Est. Cost $93.41 Unrealized +5.0%
TENNECO INC 0.0%
Value ($000) $83 Shares 7,700 Est. Cost Unrealized
SRAX SRAX INC 0.0%
Value ($000) $78 Shares 16,483 Est. Cost $2.49 Unrealized
FALCON MINERALS CORP 0.0%
Value ($000) $64 Shares 14,127 Est. Cost $3.15 Unrealized