Invenomic Capital Management LP Quant / Systematic

CIK: 0001769456 · Show all filings

Period: Q2 2021 (← Previous) (Next →)

Filing Date: Aug 16, 2021

Total Value ($000): $417,562 (100.0% shares, 0.0% debt)

Holdings (124)

INVESCO QQQ TR 28.1%
Value ($000) $117,352 Shares 331,100 Est. Cost Unrealized
SPDR S&P 500 ETF TR 10.5%
Value ($000) $44,005 Shares 102,800 Est. Cost Unrealized
SPDR SER TR 3.7%
Value ($000) $15,334 Shares 157,700 Est. Cost Unrealized
LRN STRIDE INC 2.1%
Value ($000) $8,967 Shares 279,071 Est. Cost $26.49 Unrealized +12.5%
HRB BLOCK H & R INC 2.0%
Value ($000) $8,329 Shares 354,763 Est. Cost $13.01 Unrealized +56.1%
BONANZA CREEK ENERGY INC 1.9%
Value ($000) $7,780 Shares 165,281 Est. Cost $31.08 Unrealized
KGC KINROSS GOLD CORP 1.7%
Value ($000) $6,961 Shares 1,096,343 Est. Cost $7.25 Unrealized +2.4%
TECK TECK RESOURCES LTD 1.5%
Value ($000) $6,392 Shares 277,398 Est. Cost $16.88 Unrealized +34.8%
KOP KOPPERS HOLDINGS INC 1.5%
Value ($000) $6,142 Shares 189,864 Est. Cost $29.39 Unrealized +11.2%
PRU PRUDENTIAL FINL INC 1.4%
Value ($000) $5,696 Shares 55,589 Est. Cost $64.14 Unrealized +27.5%
TZOO TRAVELZOO 1.3%
Value ($000) $5,407 Shares 366,324 Est. Cost $6.16 Unrealized +160.9%
BLOCK H & R INC 1.3%
Value ($000) $5,282 Shares 225,000 Est. Cost Unrealized
RGA REINSURANCE GRP OF AMERICA I 1.2%
Value ($000) $5,164 Shares 45,298 Est. Cost $117.67 Unrealized +7.0%
TRIPLE-S MGMT CORP 1.2%
Value ($000) $5,069 Shares 227,613 Est. Cost $23.92 Unrealized
CAH CARDINAL HEALTH INC 1.2%
Value ($000) $5,029 Shares 88,079 Est. Cost $48.94 Unrealized +6.6%
MG MISTRAS GROUP INC 1.2%
Value ($000) $4,995 Shares 508,111 Est. Cost $5.18 Unrealized +108.1%
WKC WORLD FUEL SVCS CORP 1.2%
Value ($000) $4,845 Shares 152,684 Est. Cost $28.87 Unrealized +15.1%
FBP FIRST BANCORP P R 1.0%
Value ($000) $4,374 Shares 366,997 Est. Cost $5.59 Unrealized +90.1%
CNC CENTENE CORP DEL 1.0%
Value ($000) $4,181 Shares 57,333 Est. Cost $61.92 Unrealized +10.6%
BHC BAUSCH HEALTH COS INC 1.0%
Value ($000) $4,151 Shares 141,563 Est. Cost $23.35 Unrealized +29.8%
HLF HERBALIFE NUTRITION LTD 1.0%
Value ($000) $4,110 Shares 77,951 Est. Cost $49.55 Unrealized +0.4%
CELESTICA INC 0.9%
Value ($000) $3,831 Shares 488,011 Est. Cost $7.95 Unrealized
DISCOVERY INC 0.9%
Value ($000) $3,780 Shares 130,432 Est. Cost $28.88 Unrealized
DHIL DIAMOND HILL INVT GROUP INC 0.9%
Value ($000) $3,704 Shares 22,136 Est. Cost $90.55 Unrealized +39.9%
LMT LOCKHEED MARTIN CORP 0.8%
Value ($000) $3,377 Shares 8,927 Est. Cost $302.05 Unrealized +12.1%
DIN DINE BRANDS GLOBAL INC 0.8%
Value ($000) $3,354 Shares 37,582 Est. Cost $64.00 Unrealized +19.0%
SURGALIGN HOLDINGS INC 0.8%
Value ($000) $3,272 Shares 2,353,560 Est. Cost $1.44 Unrealized
LAZARD LTD 0.8%
Value ($000) $3,244 Shares 71,695 Est. Cost $39.70 Unrealized
BPOP POPULAR INC 0.8%
Value ($000) $3,233 Shares 43,078 Est. Cost $66.85 Unrealized 0.0%
HYREQ HYRECAR INC 0.8%
Value ($000) $3,206 Shares 153,259 Est. Cost $4.73 Unrealized +225.0%
CVEO CIVEO CORP CDA 0.7%
Value ($000) $2,984 Shares 167,626 Est. Cost $15.96 Unrealized -2.5%
STRIDE INC 0.7%
Value ($000) $2,959 Shares 92,100 Est. Cost Unrealized
FE FIRSTENERGY CORP 0.7%
Value ($000) $2,956 Shares 79,430 Est. Cost $26.63 Unrealized +15.7%
TBI TRUEBLUE INC 0.7%
Value ($000) $2,877 Shares 102,338 Est. Cost $24.87 Unrealized +7.1%
VANECK VECTORS ETF TR 0.7%
Value ($000) $2,847 Shares 60,900 Est. Cost Unrealized
CSTE CAESARSTONE LTD 0.7%
Value ($000) $2,829 Shares 191,701 Est. Cost $10.83 Unrealized +34.4%
RMR RMR GROUP INC 0.7%
Value ($000) $2,817 Shares 72,886 Est. Cost $21.51 Unrealized +10.5%
KINROSS GOLD CORP 0.6%
Value ($000) $2,670 Shares 420,500 Est. Cost Unrealized
HBB HAMILTON BEACH BRANDS HLDG C 0.6%
Value ($000) $2,562 Shares 115,044 Est. Cost $15.53 Unrealized +23.0%
IMMR IMMERSION CORP 0.6%
Value ($000) $2,443 Shares 278,564 Est. Cost $8.57 Unrealized 0.0%
LEXX LEXARIA BIOSCIENCE CORP 0.5%
Value ($000) $2,220 Shares 317,110 Est. Cost $5.86 Unrealized +1.5%
NEU NEWMARKET CORP 0.5%
Value ($000) $2,219 Shares 6,892 Est. Cost $316.40 Unrealized 0.0%
BDC BELDEN INC 0.5%
Value ($000) $2,207 Shares 43,640 Est. Cost $48.30 Unrealized 0.0%
SENEA SENECA FOODS CORP NEW 0.5%
Value ($000) $2,037 Shares 39,893 Est. Cost $48.04 Unrealized +0.4%
TROX TRONOX HOLDINGS PLC 0.4%
Value ($000) $1,826 Shares 81,542 Est. Cost $14.00 Unrealized +56.7%
OVV OVINTIV INC 0.4%
Value ($000) $1,793 Shares 56,985 Est. Cost $26.87 Unrealized 0.0%
VHI VALHI INC NEW 0.4%
Value ($000) $1,780 Shares 73,193 Est. Cost $13.54 Unrealized +91.3%
PRTH PRIORITY TECHNOLOGY HLDGS IN 0.4%
Value ($000) $1,713 Shares 224,247 Est. Cost $3.87 Unrealized +85.8%
TENNECO INC 0.4%
Value ($000) $1,701 Shares 88,029 Est. Cost $9.32 Unrealized
CCS CENTURY CMNTYS INC 0.4%
Value ($000) $1,695 Shares 25,467 Est. Cost $66.17 Unrealized 0.0%
EGO ELDORADO GOLD CORP NEW 0.4%
Value ($000) $1,658 Shares 166,624 Est. Cost $11.82 Unrealized -5.8%
CPRI CAPRI HOLDINGS LIMITED 0.4%
Value ($000) $1,640 Shares 28,680 Est. Cost $16.96 Unrealized +220.8%
HOWARD HUGHES CORP 0.4%
Value ($000) $1,637 Shares 16,793 Est. Cost $97.48 Unrealized
BWEN BROADWIND INC 0.4%
Value ($000) $1,570 Shares 346,687 Est. Cost $4.92 Unrealized 0.0%
CORNERSTONE BLDG BRANDS INC 0.4%
Value ($000) $1,547 Shares 85,113 Est. Cost $9.57 Unrealized
SATS ECHOSTAR CORP 0.4%
Value ($000) $1,537 Shares 63,252 Est. Cost $25.66 Unrealized 0.0%
GOLDMAN SACHS MLP ENERGY REN 0.4%
Value ($000) $1,535 Shares 132,960 Est. Cost $9.55 Unrealized
ATLAS AIR WORLDWIDE HLDGS IN 0.4%
Value ($000) $1,520 Shares 22,311 Est. Cost $58.58 Unrealized
XPERI HOLDING CORP 0.4%
Value ($000) $1,494 Shares 67,152 Est. Cost $18.51 Unrealized
ULH UNIVERSAL LOGISTICS HLDGS IN 0.4%
Value ($000) $1,490 Shares 63,947 Est. Cost $24.35 Unrealized +2.4%
RLGT RADIANT LOGISTICS INC 0.4%
Value ($000) $1,487 Shares 214,700 Est. Cost $5.91 Unrealized +22.4%
MTUS TIMKENSTEEL CORPORATION 0.4%
Value ($000) $1,469 Shares 103,808 Est. Cost $7.47 Unrealized +80.9%
PLPC PREFORMED LINE PRODS CO 0.3%
Value ($000) $1,459 Shares 19,671 Est. Cost $60.68 Unrealized +18.7%
GLATFELTER CORPORATION 0.3%
Value ($000) $1,345 Shares 96,304 Est. Cost $13.97 Unrealized
FAF FIRST AMERN FINL CORP 0.3%
Value ($000) $1,303 Shares 20,892 Est. Cost $54.10 Unrealized 0.0%
HRTG HERITAGE INSURANCE HLDGS INC 0.3%
Value ($000) $1,270 Shares 147,986 Est. Cost $10.05 Unrealized -8.3%
CVSA ADTALEM GLOBAL ED INC 0.3%
Value ($000) $1,267 Shares 35,562 Est. Cost $33.94 Unrealized +10.6%
CBT CABOT CORP 0.3%
Value ($000) $1,261 Shares 22,157 Est. Cost $39.14 Unrealized +36.0%
SAMG SILVERCREST ASSET MGMT GROUP 0.3%
Value ($000) $1,213 Shares 80,616 Est. Cost $15.14 Unrealized 0.0%
TAP MOLSON COORS BEVERAGE CO 0.3%
Value ($000) $1,213 Shares 22,590 Est. Cost $37.23 Unrealized +30.6%
VIPER ENERGY PARTNERS LP 0.3%
Value ($000) $1,192 Shares 63,282 Est. Cost $13.29 Unrealized
GHM GRAHAM CORP 0.3%
Value ($000) $1,177 Shares 85,579 Est. Cost $13.89 Unrealized 0.0%
HURC HURCO CO 0.3%
Value ($000) $1,172 Shares 33,468 Est. Cost $34.79 Unrealized 0.0%
NHC NATIONAL HEALTHCARE CORP 0.3%
Value ($000) $1,158 Shares 16,574 Est. Cost $72.68 Unrealized 0.0%
FOOT LOCKER INC 0.3%
Value ($000) $1,135 Shares 18,417 Est. Cost $39.38 Unrealized
SANM SANMINA CORPORATION 0.3%
Value ($000) $1,122 Shares 28,782 Est. Cost $34.11 Unrealized +20.9%
IRIX IRIDEX CORP 0.3%
Value ($000) $1,104 Shares 156,395 Est. Cost $2.08 Unrealized +264.8%
KRATON CORP 0.3%
Value ($000) $1,062 Shares 32,903 Est. Cost $32.28 Unrealized
CPS COOPER STD HLDGS INC 0.2%
Value ($000) $1,039 Shares 35,828 Est. Cost $30.94 Unrealized 0.0%
SRTS SENSUS HEALTHCARE INC 0.2%
Value ($000) $1,031 Shares 267,900 Est. Cost $3.64 Unrealized +3.0%
MATV SCHWEITZER-MAUDUIT INTL INC 0.2%
Value ($000) $1,016 Shares 25,165 Est. Cost $35.58 Unrealized 0.0%
C CITIGROUP INC 0.2%
Value ($000) $998 Shares 14,108 Est. Cost $39.75 Unrealized +57.8%
CAPITAL PRODUCT PARTNERS L P 0.2%
Value ($000) $982 Shares 80,487 Est. Cost $11.14 Unrealized
CMTL COMTECH TELECOMMUNICATIONS C 0.2%
Value ($000) $952 Shares 39,405 Est. Cost $23.25 Unrealized 0.0%
FITB FIFTH THIRD BANCORP 0.2%
Value ($000) $918 Shares 24,010 Est. Cost $33.48 Unrealized 0.0%
ARK ETF TR 0.2%
Value ($000) $878 Shares 5,700 Est. Cost Unrealized
ARRY ARRAY TECHNOLOGIES INC 0.2%
Value ($000) $867 Shares 55,595 Est. Cost $21.09 Unrealized 0.0%
MET METLIFE INC 0.2%
Value ($000) $822 Shares 13,739 Est. Cost $47.61 Unrealized +15.7%
VTOL BRISTOW GROUP INC 0.2%
Value ($000) $796 Shares 31,086 Est. Cost $27.01 Unrealized 0.0%
BWA BORGWARNER INC 0.2%
Value ($000) $777 Shares 16,017 Est. Cost $32.23 Unrealized +27.7%
PSYCHEMEDICS CORP 0.2%
Value ($000) $777 Shares 111,654 Est. Cost $5.22 Unrealized
RYZ RYERSON HLDG CORP 0.2%
Value ($000) $760 Shares 52,073 Est. Cost $5.81 Unrealized +172.0%
VIACOMCBS INC 0.2%
Value ($000) $756 Shares 16,743 Est. Cost $45.15 Unrealized
ARK ETF TR 0.2%
Value ($000) $740 Shares 8,000 Est. Cost Unrealized
WEYS WEYCO GROUP INC 0.2%
Value ($000) $706 Shares 31,571 Est. Cost $21.44 Unrealized 0.0%
RETAIL VALUE INC 0.2%
Value ($000) $705 Shares 32,399 Est. Cost $19.61 Unrealized
NOC NORTHROP GRUMMAN CORP 0.2%
Value ($000) $656 Shares 1,805 Est. Cost $278.19 Unrealized +20.0%
ZVOI ZOVIO INC 0.1%
Value ($000) $544 Shares 209,828 Est. Cost $3.06 Unrealized 0.0%
ORN ORION GROUP HLDGS INC 0.1%
Value ($000) $541 Shares 94,043 Est. Cost $5.78 Unrealized +0.7%
UNIVERSAL STAINLESS & ALLOY 0.1%
Value ($000) $395 Shares 39,169 Est. Cost $13.34 Unrealized
TESSCO TECHNOLOGIES INC 0.1%
Value ($000) $376 Shares 61,138 Est. Cost $7.86 Unrealized
AGROFRESH SOLUTIONS INC 0.1%
Value ($000) $319 Shares 153,495 Est. Cost $2.00 Unrealized
SPOK SPOK HLDGS INC 0.1%
Value ($000) $306 Shares 31,784 Est. Cost $10.79 Unrealized -1.0%
GORES METROPOULOS II INC 0.1%
Value ($000) $301 Shares 214,991 Est. Cost $1.40 Unrealized
GAIA GAIA INC NEW 0.1%
Value ($000) $285 Shares 25,866 Est. Cost $11.35 Unrealized 0.0%
FONR FONAR CORP 0.1%
Value ($000) $278 Shares 15,724 Est. Cost $17.85 Unrealized 0.0%
INTC INTEL CORP 0.1%
Value ($000) $275 Shares 4,900 Est. Cost $53.58 Unrealized 0.0%
SPORTSMANS WHSE HLDGS INC 0.1%
Value ($000) $264 Shares 14,900 Est. Cost Unrealized
LUMN LUMEN TECHNOLOGIES INC 0.1%
Value ($000) $258 Shares 18,922 Est. Cost $10.83 Unrealized +13.2%
GOLD STD VENTURES CORP 0.1%
Value ($000) $243 Shares 434,707 Est. Cost $0.76 Unrealized
VEON LTD 0.0%
Value ($000) $192 Shares 104,896 Est. Cost $1.77 Unrealized
BSVN BANK7 CORP 0.0%
Value ($000) $163 Shares 9,440 Est. Cost $14.73 Unrealized +5.3%
IBM INTERNATIONAL BUSINESS MACHS 0.0%
Value ($000) $120 Shares 823 Est. Cost $93.41 Unrealized +21.4%
OPBK OP BANCORP 0.0%
Value ($000) $112 Shares 11,079 Est. Cost $10.47 Unrealized 0.0%
OVLY OAK VY BANCORP OAKDALE CALIF 0.0%
Value ($000) $96 Shares 5,261 Est. Cost $17.80 Unrealized 0.0%
CBFV CB FINL SVCS INC 0.0%
Value ($000) $90 Shares 4,087 Est. Cost $17.90 Unrealized 0.0%
CASS CASS INFORMATION SYS INC 0.0%
Value ($000) $87 Shares 2,129 Est. Cost $39.49 Unrealized 0.0%
SBFG SB FINL GROUP INC 0.0%
Value ($000) $82 Shares 4,421 Est. Cost $17.65 Unrealized 0.0%
SALISBURY BANCORP INC 0.0%
Value ($000) $79 Shares 1,555 Est. Cost $50.80 Unrealized
FRAF FRANKLIN FINL SVCS CORP 0.0%
Value ($000) $76 Shares 2,372 Est. Cost $25.24 Unrealized 0.0%
OVBC OHIO VY BANC CORP 0.0%
Value ($000) $73 Shares 2,987 Est. Cost $23.41 Unrealized 0.0%
PEBK PEOPLES BANCORP N C INC 0.0%
Value ($000) $46 Shares 1,791 Est. Cost $24.34 Unrealized 0.0%
BLUEKNIGHT ENERGY PARTNERS L 0.0%
Value ($000) $38 Shares 9,859 Est. Cost $1.57 Unrealized
LANDSEA HOMES CORP 0.0%
Value ($000) $9 Shares 1,070 Est. Cost $8.41 Unrealized