Invenomic Capital Management LP Quant / Systematic

CIK: 0001769456 · Show all filings

Period: Q3 2021 (← Previous) (Next →)

Filing Date: Nov 15, 2021

Total Value ($000): $308,133 (100.0% shares, 0.0% debt)

Holdings (119)

SPDR SER TR 4.3%
Value ($000) $13,377 Shares 148,100 Est. Cost Unrealized
HRB BLOCK H & R INC 3.2%
Value ($000) $9,798 Shares 391,933 Est. Cost $13.83 Unrealized +56.6%
LRN STRIDE INC 2.9%
Value ($000) $8,957 Shares 249,203 Est. Cost $26.49 Unrealized +23.8%
TRIPLE-S MGMT CORP 2.8%
Value ($000) $8,603 Shares 243,208 Est. Cost $24.65 Unrealized
BONANZA CREEK ENERGY INC 2.7%
Value ($000) $8,364 Shares 174,603 Est. Cost $31.98 Unrealized
KOP KOPPERS HOLDINGS INC 2.7%
Value ($000) $8,168 Shares 261,302 Est. Cost $29.61 Unrealized +1.9%
RGA REINSURANCE GRP OF AMERICA I 2.5%
Value ($000) $7,730 Shares 69,480 Est. Cost $116.37 Unrealized -2.1%
BPOP POPULAR INC 2.3%
Value ($000) $7,079 Shares 91,140 Est. Cost $66.03 Unrealized -1.1%
APPLE INC 2.3%
Value ($000) $7,075 Shares 50,000 Est. Cost Unrealized
IMMR IMMERSION CORP 2.1%
Value ($000) $6,459 Shares 944,269 Est. Cost $7.79 Unrealized -4.2%
KGC KINROSS GOLD CORP 2.0%
Value ($000) $6,276 Shares 1,170,882 Est. Cost $7.17 Unrealized -16.5%
CAH CARDINAL HEALTH INC 2.0%
Value ($000) $6,034 Shares 121,999 Est. Cost $48.93 Unrealized -0.1%
PRU PRUDENTIAL FINL INC 1.9%
Value ($000) $5,920 Shares 56,278 Est. Cost $64.38 Unrealized +29.6%
WKC WORLD FUEL SVCS CORP 1.9%
Value ($000) $5,804 Shares 172,634 Est. Cost $29.24 Unrealized +9.5%
FBP FIRST BANCORP P R 1.9%
Value ($000) $5,732 Shares 435,892 Est. Cost $6.39 Unrealized +67.0%
MG MISTRAS GROUP INC 1.8%
Value ($000) $5,671 Shares 558,099 Est. Cost $5.60 Unrealized +76.3%
TROX TRONOX HOLDINGS PLC 1.8%
Value ($000) $5,545 Shares 224,951 Est. Cost $18.17 Unrealized +13.0%
BLOCK H & R INC 1.6%
Value ($000) $5,001 Shares 200,000 Est. Cost Unrealized
DLTR DOLLAR TREE INC 1.6%
Value ($000) $4,998 Shares 52,215 Est. Cost $96.18 Unrealized 0.0%
TBI TRUEBLUE INC 1.6%
Value ($000) $4,844 Shares 178,903 Est. Cost $25.67 Unrealized +4.2%
TZOO TRAVELZOO 1.6%
Value ($000) $4,841 Shares 417,348 Est. Cost $6.96 Unrealized +82.5%
CELESTICA INC 1.5%
Value ($000) $4,763 Shares 536,395 Est. Cost $8.03 Unrealized
BABA ALIBABA GROUP HLDG LTD 1.4%
Value ($000) $4,314 Shares 29,138 Est. Cost $148.05 Unrealized
MCK MCKESSON CORP 1.4%
Value ($000) $4,200 Shares 21,068 Est. Cost $195.10 Unrealized 0.0%
CNC CENTENE CORP DEL 1.4%
Value ($000) $4,163 Shares 66,802 Est. Cost $62.61 Unrealized +6.7%
DISCOVERY INC 1.3%
Value ($000) $4,098 Shares 168,856 Est. Cost $27.83 Unrealized
BDC BELDEN INC 1.2%
Value ($000) $3,765 Shares 64,624 Est. Cost $49.83 Unrealized +6.4%
HLF HERBALIFE NUTRITION LTD 1.2%
Value ($000) $3,691 Shares 87,092 Est. Cost $49.54 Unrealized -0.2%
FANG DIAMONDBACK ENERGY INC 1.2%
Value ($000) $3,675 Shares 38,825 Est. Cost $65.95 Unrealized 0.0%
BHC BAUSCH HEALTH COS INC 1.2%
Value ($000) $3,659 Shares 131,396 Est. Cost $23.35 Unrealized +21.5%
CBT CABOT CORP 1.2%
Value ($000) $3,605 Shares 71,937 Est. Cost $45.75 Unrealized +6.4%
DIN DINE BRANDS GLOBAL INC 1.1%
Value ($000) $3,406 Shares 41,943 Est. Cost $64.23 Unrealized +3.1%
CSTE CAESARSTONE LTD 1.0%
Value ($000) $3,209 Shares 258,360 Est. Cost $11.39 Unrealized +14.1%
TECK TECK RESOURCES LTD 1.0%
Value ($000) $3,207 Shares 128,736 Est. Cost $16.88 Unrealized +35.7%
OVV OVINTIV INC 1.0%
Value ($000) $3,145 Shares 95,654 Est. Cost $27.17 Unrealized +1.6%
DEL TACO RESTAURANTS INC NEW 1.0%
Value ($000) $3,127 Shares 358,152 Est. Cost $8.73 Unrealized
UGI UGI CORP NEW 1.0%
Value ($000) $3,097 Shares 72,670 Est. Cost $45.69 Unrealized 0.0%
DHIL DIAMOND HILL INVT GROUP INC 0.9%
Value ($000) $2,927 Shares 16,660 Est. Cost $90.55 Unrealized +43.7%
FE FIRSTENERGY CORP 0.9%
Value ($000) $2,864 Shares 80,414 Est. Cost $26.69 Unrealized +19.0%
ATLAS AIR WORLDWIDE HLDGS IN 0.9%
Value ($000) $2,811 Shares 34,418 Est. Cost $66.70 Unrealized
SAMG SILVERCREST ASSET MGMT GROUP 0.9%
Value ($000) $2,786 Shares 178,850 Est. Cost $15.48 Unrealized +1.8%
GDXJ VANECK ETF TRUST 0.9%
Value ($000) $2,691 Shares 70,195 Est. Cost $38.34 Unrealized
CI CIGNA CORP NEW 0.9%
Value ($000) $2,622 Shares 13,098 Est. Cost $200.81 Unrealized 0.0%
U S SILICA HLDGS INC 0.8%
Value ($000) $2,467 Shares 308,860 Est. Cost $7.99 Unrealized
MTUS TIMKENSTEEL CORPORATION 0.8%
Value ($000) $2,383 Shares 182,157 Est. Cost $10.15 Unrealized +35.0%
LEXX LEXARIA BIOSCIENCE CORP 0.7%
Value ($000) $2,206 Shares 352,419 Est. Cost $5.92 Unrealized +8.0%
CASS CASS INFORMATION SYS INC 0.7%
Value ($000) $2,188 Shares 52,291 Est. Cost $37.65 Unrealized -0.2%
TAP MOLSON COORS BEVERAGE CO 0.7%
Value ($000) $2,186 Shares 47,127 Est. Cost $40.05 Unrealized +6.5%
SENEA SENECA FOODS CORP NEW 0.7%
Value ($000) $2,159 Shares 44,771 Est. Cost $48.31 Unrealized +4.6%
CVEO CIVEO CORP CDA 0.7%
Value ($000) $2,110 Shares 93,813 Est. Cost $15.96 Unrealized +26.1%
HBB HAMILTON BEACH BRANDS HLDG C 0.7%
Value ($000) $2,021 Shares 128,992 Est. Cost $15.56 Unrealized +1.3%
CORNERSTONE BLDG BRANDS INC 0.7%
Value ($000) $2,006 Shares 137,253 Est. Cost $11.49 Unrealized
XPERI HOLDING CORP 0.6%
Value ($000) $1,968 Shares 104,413 Est. Cost $18.63 Unrealized
CPA COPA HOLDINGS SA 0.6%
Value ($000) $1,921 Shares 23,604 Est. Cost $63.58 Unrealized 0.0%
VHI VALHI INC NEW 0.6%
Value ($000) $1,916 Shares 82,121 Est. Cost $14.63 Unrealized +60.8%
RLGT RADIANT LOGISTICS INC 0.6%
Value ($000) $1,824 Shares 285,438 Est. Cost $6.04 Unrealized +6.5%
SATS ECHOSTAR CORP 0.6%
Value ($000) $1,801 Shares 70,591 Est. Cost $25.55 Unrealized -3.5%
CCS CENTURY CMNTYS INC 0.6%
Value ($000) $1,751 Shares 28,505 Est. Cost $65.76 Unrealized -5.3%
ABNB AIRBNB INC 0.6%
Value ($000) $1,729 Shares 10,308 Est. Cost $152.75 Unrealized 0.0%
HURC HURCO CO 0.5%
Value ($000) $1,648 Shares 51,081 Est. Cost $34.28 Unrealized -2.9%
PRTH PRIORITY TECHNOLOGY HLDGS IN 0.5%
Value ($000) $1,646 Shares 246,491 Est. Cost $4.08 Unrealized +51.5%
HOWARD HUGHES CORP 0.5%
Value ($000) $1,645 Shares 18,727 Est. Cost $96.49 Unrealized
TRST TRUSTCO BK CORP N Y 0.5%
Value ($000) $1,587 Shares 49,631 Est. Cost $26.84 Unrealized 0.0%
SPORTSMANS WHSE HLDGS INC 0.5%
Value ($000) $1,584 Shares 90,000 Est. Cost Unrealized
SBH SALLY BEAUTY HLDGS INC 0.5%
Value ($000) $1,576 Shares 93,522 Est. Cost $19.05 Unrealized 0.0%
CPRI CAPRI HOLDINGS LIMITED 0.5%
Value ($000) $1,551 Shares 32,052 Est. Cost $20.90 Unrealized +160.5%
HAL HALLIBURTON CO 0.5%
Value ($000) $1,489 Shares 68,896 Est. Cost $18.81 Unrealized 0.0%
GOLDMAN SACHS MLP ENERGY REN 0.5%
Value ($000) $1,447 Shares 134,543 Est. Cost $9.56 Unrealized
PLPC PREFORMED LINE PRODS CO 0.5%
Value ($000) $1,441 Shares 22,146 Est. Cost $61.77 Unrealized +14.1%
ULH UNIVERSAL LOGISTICS HLDGS IN 0.5%
Value ($000) $1,436 Shares 71,511 Est. Cost $24.06 Unrealized -10.1%
TENNECO INC 0.5%
Value ($000) $1,402 Shares 98,251 Est. Cost $9.83 Unrealized
MET METLIFE INC 0.4%
Value ($000) $1,372 Shares 22,215 Est. Cost $49.56 Unrealized +6.4%
MATV SCHWEITZER-MAUDUIT INTL INC 0.4%
Value ($000) $1,264 Shares 36,460 Est. Cost $33.88 Unrealized -11.2%
LEA LEAR CORP 0.4%
Value ($000) $1,263 Shares 8,069 Est. Cost $146.96 Unrealized 0.0%
SANM SANMINA CORPORATION 0.4%
Value ($000) $1,240 Shares 32,177 Est. Cost $34.56 Unrealized +11.0%
SNDR SCHNEIDER NATIONAL INC 0.4%
Value ($000) $1,233 Shares 54,219 Est. Cost $22.10 Unrealized 0.0%
KNX KNIGHT-SWIFT TRANSN HLDGS IN 0.4%
Value ($000) $1,211 Shares 23,673 Est. Cost $47.86 Unrealized 0.0%
CPS COOPER STD HLDGS INC 0.4%
Value ($000) $1,190 Shares 54,323 Est. Cost $28.58 Unrealized -16.0%
XPOF XPONENTIAL FITNESS INC 0.4%
Value ($000) $1,185 Shares 93,372 Est. Cost $11.61 Unrealized 0.0%
CAPITAL PRODUCT PARTNERS L P 0.4%
Value ($000) $1,175 Shares 90,355 Est. Cost $11.34 Unrealized
RMR RMR GROUP INC 0.4%
Value ($000) $1,155 Shares 34,538 Est. Cost $21.51 Unrealized +12.0%
JOANN INC 0.4%
Value ($000) $1,145 Shares 102,752 Est. Cost $11.14 Unrealized
LAZARD LTD 0.4%
Value ($000) $1,134 Shares 24,767 Est. Cost $39.70 Unrealized
PSYCHEMEDICS CORP 0.3%
Value ($000) $1,065 Shares 125,315 Est. Cost $5.58 Unrealized
UBER UBER TECHNOLOGIES INC 0.3%
Value ($000) $1,043 Shares 23,282 Est. Cost $43.69 Unrealized 0.0%
VTOL BRISTOW GROUP INC 0.3%
Value ($000) $1,022 Shares 32,099 Est. Cost $27.08 Unrealized +7.8%
PLAYAGS INC 0.3%
Value ($000) $995 Shares 126,245 Est. Cost $7.88 Unrealized
SRTS SENSUS HEALTHCARE INC 0.3%
Value ($000) $985 Shares 273,342 Est. Cost $3.64 Unrealized +0.4%
UFI UNIFI INC 0.3%
Value ($000) $948 Shares 43,226 Est. Cost $22.75 Unrealized 0.0%
FOOT LOCKER INC 0.3%
Value ($000) $938 Shares 20,524 Est. Cost $40.03 Unrealized
WEYS WEYCO GROUP INC 0.3%
Value ($000) $873 Shares 38,536 Est. Cost $21.72 Unrealized +5.8%
FONR FONAR CORP 0.3%
Value ($000) $843 Shares 54,539 Est. Cost $17.22 Unrealized -1.5%
LANDSEA HOMES CORP 0.3%
Value ($000) $813 Shares 93,861 Est. Cost $8.66 Unrealized
BWA BORGWARNER INC 0.3%
Value ($000) $773 Shares 17,897 Est. Cost $32.76 Unrealized +13.8%
VIACOMCBS INC 0.2%
Value ($000) $741 Shares 18,772 Est. Cost $44.54 Unrealized
SABR SABRE CORP 0.2%
Value ($000) $741 Shares 62,561 Est. Cost $11.34 Unrealized 0.0%
HYREQ HYRECAR INC 0.2%
Value ($000) $645 Shares 75,864 Est. Cost $4.73 Unrealized +189.6%
LZB LA Z BOY INC 0.2%
Value ($000) $602 Shares 18,680 Est. Cost $34.47 Unrealized 0.0%
QCOM QUALCOMM INC 0.2%
Value ($000) $602 Shares 4,666 Est. Cost $128.84 Unrealized 0.0%
POWL POWELL INDS INC 0.2%
Value ($000) $587 Shares 23,886 Est. Cost $24.79 Unrealized 0.0%
ORN ORION GROUP HLDGS INC 0.2%
Value ($000) $573 Shares 105,198 Est. Cost $5.75 Unrealized -4.8%
ZVOI ZOVIO INC 0.2%
Value ($000) $563 Shares 235,424 Est. Cost $3.00 Unrealized -17.5%
GRPN GROUPON INC 0.2%
Value ($000) $521 Shares 22,871 Est. Cost $29.57 Unrealized 0.0%
GAIA GAIA INC NEW 0.2%
Value ($000) $521 Shares 54,878 Est. Cost $10.92 Unrealized -3.5%
AMESITE INC 0.2%
Value ($000) $503 Shares 280,203 Est. Cost $1.80 Unrealized
OVBC OHIO VY BANC CORP 0.2%
Value ($000) $501 Shares 18,358 Est. Cost $25.62 Unrealized +1.7%
AVD AMERICAN VANGUARD CORP 0.1%
Value ($000) $431 Shares 28,638 Est. Cost $15.47 Unrealized 0.0%
GORES METROPOULOS II INC 0.1%
Value ($000) $409 Shares 240,287 Est. Cost $1.43 Unrealized
AGROFRESH SOLUTIONS INC 0.1%
Value ($000) $368 Shares 170,610 Est. Cost $2.01 Unrealized
OPBK OP BANCORP 0.1%
Value ($000) $334 Shares 32,528 Est. Cost $10.27 Unrealized -1.0%
EGO ELDORADO GOLD CORP NEW 0.1%
Value ($000) $278 Shares 35,898 Est. Cost $11.82 Unrealized -25.2%
LUMN LUMEN TECHNOLOGIES INC 0.1%
Value ($000) $265 Shares 21,316 Est. Cost $10.89 Unrealized +4.3%
VEON LTD 0.1%
Value ($000) $244 Shares 117,341 Est. Cost $1.80 Unrealized
BSVN BANK7 CORP 0.1%
Value ($000) $206 Shares 9,577 Est. Cost $14.78 Unrealized +23.6%
BWEN BROADWIND INC 0.0%
Value ($000) $127 Shares 49,174 Est. Cost $4.92 Unrealized -28.7%
GOLD STD VENTURES CORP 0.0%
Value ($000) $114 Shares 250,675 Est. Cost $0.76 Unrealized
CBFV CB FINL SVCS INC 0.0%
Value ($000) $96 Shares 4,140 Est. Cost $17.91 Unrealized +6.8%
OVLY OAK VY BANCORP OAKDALE CALIF 0.0%
Value ($000) $95 Shares 5,329 Est. Cost $17.80 Unrealized -0.9%
MERIDA MERGER CORP I 0.0%
Value ($000) $12 Shares 9,927 Est. Cost $1.21 Unrealized