Invenomic Capital Management LP Quant / Systematic

CIK: 0001769456 · Show all filings

Period: Q4 2021 (← Previous) (Next →)

Filing Date: Feb 11, 2022

Total Value ($000): $467,855 (100.0% shares, 0.0% debt)

Holdings (142)

INVESCO QQQ TR 5.4%
Value ($000) $25,104 Shares 63,100 Est. Cost Unrealized
LRN STRIDE INC 2.7%
Value ($000) $12,573 Shares 377,225 Est. Cost $29.22 Unrealized +18.2%
HRB BLOCK H & R INC 2.5%
Value ($000) $11,872 Shares 503,869 Est. Cost $15.50 Unrealized +37.6%
T AT&T INC 2.5%
Value ($000) $11,631 Shares 472,820 Est. Cost $14.67 Unrealized 0.0%
BPOP POPULAR INC 2.3%
Value ($000) $10,911 Shares 132,996 Est. Cost $67.80 Unrealized +5.7%
RGA REINSURANCE GRP OF AMERICA I 2.2%
Value ($000) $10,063 Shares 91,911 Est. Cost $115.08 Unrealized -3.5%
SPDR S&P 500 ETF TR 2.1%
Value ($000) $9,832 Shares 20,700 Est. Cost Unrealized
CAH CARDINAL HEALTH INC 2.1%
Value ($000) $9,762 Shares 189,589 Est. Cost $47.39 Unrealized -5.8%
IMMR IMMERSION CORP 2.1%
Value ($000) $9,698 Shares 1,698,555 Est. Cost $7.25 Unrealized -9.3%
KGC KINROSS GOLD CORP 2.0%
Value ($000) $9,537 Shares 1,641,537 Est. Cost $6.83 Unrealized -12.5%
CI CIGNA CORP NEW 2.0%
Value ($000) $9,439 Shares 41,108 Est. Cost $198.38 Unrealized -0.6%
JACK JACK IN THE BOX INC 2.0%
Value ($000) $9,437 Shares 107,883 Est. Cost $92.89 Unrealized 0.0%
CVSA ADTALEM GLOBAL ED INC 1.9%
Value ($000) $8,802 Shares 297,754 Est. Cost $32.96 Unrealized 0.0%
TRIPLE-S MGMT CORP 1.9%
Value ($000) $8,678 Shares 243,208 Est. Cost $24.65 Unrealized
WKC WORLD FUEL SVCS CORP 1.7%
Value ($000) $8,136 Shares 307,375 Est. Cost $28.93 Unrealized -1.4%
MCK MCKESSON CORP 1.7%
Value ($000) $7,881 Shares 31,705 Est. Cost $201.70 Unrealized +6.5%
SANM SANMINA CORPORATION 1.6%
Value ($000) $7,407 Shares 178,645 Est. Cost $38.46 Unrealized +2.2%
TBI TRUEBLUE INC 1.5%
Value ($000) $6,943 Shares 250,941 Est. Cost $26.42 Unrealized +7.1%
OVV OVINTIV INC 1.4%
Value ($000) $6,540 Shares 194,041 Est. Cost $31.50 Unrealized +13.4%
FE FIRSTENERGY CORP 1.3%
Value ($000) $6,155 Shares 148,007 Est. Cost $29.40 Unrealized +10.9%
CBT CABOT CORP 1.3%
Value ($000) $6,015 Shares 107,024 Est. Cost $47.28 Unrealized +6.6%
FBP FIRST BANCORP P R 1.3%
Value ($000) $6,011 Shares 436,239 Est. Cost $6.39 Unrealized +87.7%
KOP KOPPERS HOLDINGS INC 1.3%
Value ($000) $5,876 Shares 187,735 Est. Cost $29.61 Unrealized +6.9%
CELESTICA INC 1.2%
Value ($000) $5,733 Shares 515,068 Est. Cost $8.03 Unrealized
INGN INOGEN INC 1.2%
Value ($000) $5,624 Shares 165,426 Est. Cost $36.33 Unrealized 0.0%
UBER UBER TECHNOLOGIES INC 1.2%
Value ($000) $5,502 Shares 131,215 Est. Cost $43.21 Unrealized -0.2%
VMWARE INC 1.2%
Value ($000) $5,485 Shares 47,334 Est. Cost $115.88 Unrealized
TROX TRONOX HOLDINGS PLC 1.1%
Value ($000) $5,368 Shares 223,410 Est. Cost $18.17 Unrealized +31.7%
UGI UGI CORP NEW 1.1%
Value ($000) $5,197 Shares 113,211 Est. Cost $45.25 Unrealized -1.7%
POSHMARK INC 1.1%
Value ($000) $5,145 Shares 302,154 Est. Cost $17.03 Unrealized
GSM FERROGLOBE PLC 1.1%
Value ($000) $5,141 Shares 827,839 Est. Cost $6.67 Unrealized 0.0%
HAL HALLIBURTON CO 1.1%
Value ($000) $4,977 Shares 217,585 Est. Cost $20.84 Unrealized +4.5%
MG MISTRAS GROUP INC 1.0%
Value ($000) $4,843 Shares 651,816 Est. Cost $6.06 Unrealized +45.1%
DISCOVERY INC 1.0%
Value ($000) $4,797 Shares 209,469 Est. Cost $26.87 Unrealized
TZOO TRAVELZOO 1.0%
Value ($000) $4,756 Shares 504,869 Est. Cost $7.59 Unrealized +39.2%
BLOCK H & R INC 1.0%
Value ($000) $4,712 Shares 200,000 Est. Cost Unrealized
FLEX FLEX LTD 1.0%
Value ($000) $4,596 Shares 250,727 Est. Cost $13.53 Unrealized 0.0%
ONTF ON24 INC 1.0%
Value ($000) $4,487 Shares 258,615 Est. Cost $17.84 Unrealized 0.0%
CIVI CIVITAS RESOURCES INC 0.9%
Value ($000) $4,329 Shares 88,403 Est. Cost $37.02 Unrealized 0.0%
DIN DINE BRANDS GLOBAL INC 0.9%
Value ($000) $4,254 Shares 56,107 Est. Cost $64.86 Unrealized +2.9%
BHC BAUSCH HEALTH COS INC 0.9%
Value ($000) $4,178 Shares 151,298 Est. Cost $23.80 Unrealized +12.5%
CSTE CAESARSTONE LTD 0.9%
Value ($000) $4,051 Shares 357,285 Est. Cost $11.46 Unrealized +1.7%
DMTKQ DERMTECH INC 0.8%
Value ($000) $3,963 Shares 250,786 Est. Cost $15.80 Unrealized
DBX DROPBOX INC 0.8%
Value ($000) $3,756 Shares 153,066 Est. Cost $26.91 Unrealized 0.0%
SAMG SILVERCREST ASSET MGMT GROUP 0.8%
Value ($000) $3,716 Shares 216,393 Est. Cost $15.60 Unrealized +3.8%
BIODELIVERY SCIENCES INTL IN 0.8%
Value ($000) $3,685 Shares 1,188,759 Est. Cost $3.10 Unrealized
DOLE DOLE PLC 0.8%
Value ($000) $3,659 Shares 274,701 Est. Cost $12.66 Unrealized 0.0%
JOANN INC 0.8%
Value ($000) $3,648 Shares 351,502 Est. Cost $10.60 Unrealized
HLF HERBALIFE NUTRITION LTD 0.8%
Value ($000) $3,638 Shares 88,886 Est. Cost $49.38 Unrealized -15.7%
CRESCENT PT ENERGY CORP 0.8%
Value ($000) $3,629 Shares 679,570 Est. Cost $5.34 Unrealized
FISV FISERV INC 0.8%
Value ($000) $3,544 Shares 34,138 Est. Cost $103.40 Unrealized 0.0%
NRDY NERDY INC 0.7%
Value ($000) $3,435 Shares 763,494 Est. Cost $7.14 Unrealized 0.0%
OXY OCCIDENTAL PETE CORP 0.7%
Value ($000) $3,114 Shares 107,434 Est. Cost $29.61 Unrealized 0.0%
SENEA SENECA FOODS CORP NEW 0.6%
Value ($000) $2,995 Shares 62,446 Est. Cost $48.57 Unrealized +1.3%
GDXJ VANECK ETF TRUST 0.6%
Value ($000) $2,943 Shares 70,195 Est. Cost $38.34 Unrealized
PSX PHILLIPS 66 0.6%
Value ($000) $2,697 Shares 37,214 Est. Cost $64.72 Unrealized 0.0%
KINROSS GOLD CORP 0.6%
Value ($000) $2,673 Shares 460,000 Est. Cost Unrealized
SNEX STONEX GROUP INC 0.5%
Value ($000) $2,500 Shares 40,811 Est. Cost $29.49 Unrealized 0.0%
FDP FRESH DEL MONTE PRODUCE INC 0.5%
Value ($000) $2,499 Shares 90,562 Est. Cost $25.99 Unrealized 0.0%
SBH SALLY BEAUTY HLDGS INC 0.5%
Value ($000) $2,451 Shares 132,743 Est. Cost $18.81 Unrealized -3.1%
XPERI HOLDING CORP 0.5%
Value ($000) $2,401 Shares 126,966 Est. Cost $18.68 Unrealized
UHS UNIVERSAL HLTH SVCS INC 0.5%
Value ($000) $2,376 Shares 18,324 Est. Cost $125.78 Unrealized 0.0%
ATLAS AIR WORLDWIDE HLDGS IN 0.5%
Value ($000) $2,272 Shares 24,142 Est. Cost $66.70 Unrealized
TAP MOLSON COORS BEVERAGE CO 0.5%
Value ($000) $2,229 Shares 48,093 Est. Cost $40.06 Unrealized +0.7%
GAP GAP INC 0.5%
Value ($000) $2,197 Shares 124,459 Est. Cost $17.56 Unrealized 0.0%
HBB HAMILTON BEACH BRANDS HLDG C 0.5%
Value ($000) $2,182 Shares 151,977 Est. Cost $15.26 Unrealized -10.9%
PRU PRUDENTIAL FINL INC 0.5%
Value ($000) $2,160 Shares 19,955 Est. Cost $64.38 Unrealized +38.0%
CONVEY HEALTH SOLUTIONS HLDG 0.5%
Value ($000) $2,148 Shares 256,951 Est. Cost $8.36 Unrealized
U S SILICA HLDGS INC 0.5%
Value ($000) $2,139 Shares 227,533 Est. Cost $7.99 Unrealized
STRA STRATEGIC ED INC 0.5%
Value ($000) $2,118 Shares 36,634 Est. Cost $55.39 Unrealized 0.0%
TRST TRUSTCO BK CORP N Y 0.4%
Value ($000) $2,104 Shares 63,158 Est. Cost $27.01 Unrealized +2.2%
VHI VALHI INC NEW 0.4%
Value ($000) $2,007 Shares 69,814 Est. Cost $14.63 Unrealized +74.8%
LYB LYONDELLBASELL INDUSTRIES N 0.4%
Value ($000) $1,917 Shares 20,777 Est. Cost $68.36 Unrealized 0.0%
PRTH PRIORITY TECHNOLOGY HLDGS IN 0.4%
Value ($000) $1,904 Shares 268,907 Est. Cost $4.26 Unrealized +44.8%
CORNERSTONE BLDG BRANDS INC 0.4%
Value ($000) $1,898 Shares 108,816 Est. Cost $11.49 Unrealized
ABM ABM INDS INC 0.4%
Value ($000) $1,850 Shares 45,277 Est. Cost $41.41 Unrealized 0.0%
CVEO CIVEO CORP CDA 0.4%
Value ($000) $1,835 Shares 95,721 Est. Cost $16.03 Unrealized +24.0%
BDC BELDEN INC 0.4%
Value ($000) $1,800 Shares 27,383 Est. Cost $49.83 Unrealized +24.6%
DAN DANA INC 0.4%
Value ($000) $1,784 Shares 78,189 Est. Cost $20.72 Unrealized 0.0%
MTUS TIMKENSTEEL CORPORATION 0.4%
Value ($000) $1,753 Shares 106,264 Est. Cost $10.15 Unrealized +43.6%
NATUS MED INC DEL 0.4%
Value ($000) $1,686 Shares 71,033 Est. Cost $23.74 Unrealized
MAPS WM TECHNOLOGY INC 0.3%
Value ($000) $1,636 Shares 273,641 Est. Cost $9.80 Unrealized 0.0%
CHKP CHECK POINT SOFTWARE TECH LT 0.3%
Value ($000) $1,630 Shares 13,987 Est. Cost $115.91 Unrealized 0.0%
OC OWENS CORNING NEW 0.3%
Value ($000) $1,597 Shares 17,652 Est. Cost $90.77 Unrealized 0.0%
RLGT RADIANT LOGISTICS INC 0.3%
Value ($000) $1,593 Shares 218,565 Est. Cost $6.04 Unrealized +19.0%
HURC HURCO CO 0.3%
Value ($000) $1,548 Shares 52,115 Est. Cost $34.23 Unrealized -6.9%
VSH VISHAY INTERTECHNOLOGY INC 0.3%
Value ($000) $1,528 Shares 69,865 Est. Cost $18.84 Unrealized 0.0%
COCO VITA COCO CO INC 0.3%
Value ($000) $1,488 Shares 133,161 Est. Cost $12.72 Unrealized 0.0%
SABR SABRE CORP 0.3%
Value ($000) $1,487 Shares 173,171 Est. Cost $10.22 Unrealized -6.2%
CASS CASS INFORMATION SYS INC 0.3%
Value ($000) $1,475 Shares 37,519 Est. Cost $37.65 Unrealized -0.0%
PLPC PREFORMED LINE PRODS CO 0.3%
Value ($000) $1,463 Shares 22,617 Est. Cost $61.85 Unrealized +5.8%
LEXX LEXARIA BIOSCIENCE CORP 0.3%
Value ($000) $1,454 Shares 359,113 Est. Cost $5.91 Unrealized -3.8%
GOLDMAN SACHS MLP ENERGY REN 0.3%
Value ($000) $1,406 Shares 134,543 Est. Cost $9.56 Unrealized
ULH UNIVERSAL LOGISTICS HLDGS IN 0.3%
Value ($000) $1,376 Shares 72,973 Est. Cost $23.97 Unrealized -17.4%
TRUECAR INC 0.3%
Value ($000) $1,374 Shares 404,112 Est. Cost $3.40 Unrealized
PAYSAFE LIMITED 0.3%
Value ($000) $1,371 Shares 350,696 Est. Cost $3.91 Unrealized
LUMN LUMEN TECHNOLOGIES INC 0.3%
Value ($000) $1,275 Shares 101,659 Est. Cost $11.58 Unrealized +1.6%
CLF CLEVELAND-CLIFFS INC NEW 0.3%
Value ($000) $1,265 Shares 58,103 Est. Cost $21.54 Unrealized 0.0%
CPS COOPER STD HLDGS INC 0.3%
Value ($000) $1,241 Shares 55,365 Est. Cost $28.49 Unrealized -17.3%
NNBR NN INC 0.3%
Value ($000) $1,235 Shares 301,182 Est. Cost $4.90 Unrealized 0.0%
CAL CALERES INC 0.3%
Value ($000) $1,211 Shares 53,384 Est. Cost $22.60 Unrealized 0.0%
STRT STRATTEC SEC CORP 0.3%
Value ($000) $1,185 Shares 32,012 Est. Cost $38.65 Unrealized 0.0%
OXY/WS OCCIDENTAL PETE CORP 0.3%
Value ($000) $1,184 Shares 93,922 Est. Cost $12.61 Unrealized
BWA BORGWARNER INC 0.2%
Value ($000) $1,165 Shares 25,843 Est. Cost $34.31 Unrealized +10.2%
FONR FONAR CORP 0.2%
Value ($000) $1,151 Shares 76,883 Est. Cost $16.88 Unrealized -4.9%
HANESBRANDS INC 0.2%
Value ($000) $1,150 Shares 68,804 Est. Cost $16.71 Unrealized
SATS ECHOSTAR CORP 0.2%
Value ($000) $1,006 Shares 38,173 Est. Cost $25.55 Unrealized +3.3%
HYREQ HYRECAR INC 0.2%
Value ($000) $979 Shares 207,745 Est. Cost $5.69 Unrealized +9.7%
ORN ORION GROUP HLDGS INC 0.2%
Value ($000) $975 Shares 258,517 Est. Cost $4.98 Unrealized -10.7%
STRYVE FOODS INC 0.2%
Value ($000) $953 Shares 241,036 Est. Cost $3.95 Unrealized
WEYS WEYCO GROUP INC 0.2%
Value ($000) $942 Shares 39,307 Est. Cost $21.75 Unrealized +7.4%
GOLD STD VENTURES CORP 0.2%
Value ($000) $921 Shares 2,077,445 Est. Cost $0.48 Unrealized
FOOT LOCKER INC 0.2%
Value ($000) $913 Shares 20,926 Est. Cost $40.10 Unrealized
PSYCHEMEDICS CORP 0.2%
Value ($000) $878 Shares 126,477 Est. Cost $5.58 Unrealized
PLAYAGS INC 0.2%
Value ($000) $874 Shares 128,647 Est. Cost $7.86 Unrealized
VEON LTD 0.2%
Value ($000) $819 Shares 479,287 Est. Cost $1.73 Unrealized
MLR MILLER INDS INC TENN 0.2%
Value ($000) $815 Shares 24,389 Est. Cost $31.76 Unrealized 0.0%
HLLY HOLLEY INC 0.2%
Value ($000) $782 Shares 60,243 Est. Cost $12.10 Unrealized 0.0%
ZYNGA INC 0.2%
Value ($000) $778 Shares 121,474 Est. Cost $6.40 Unrealized
HOWARD HUGHES CORP 0.2%
Value ($000) $772 Shares 7,586 Est. Cost $96.49 Unrealized
VTOL BRISTOW GROUP INC 0.2%
Value ($000) $739 Shares 23,323 Est. Cost $27.08 Unrealized +24.4%
IBEX IBEX LTD 0.2%
Value ($000) $705 Shares 54,634 Est. Cost $15.87 Unrealized 0.0%
VIACOMCBS INC 0.1%
Value ($000) $578 Shares 19,162 Est. Cost $44.25 Unrealized
GRPN GROUPON INC 0.1%
Value ($000) $541 Shares 23,335 Est. Cost $29.45 Unrealized -20.8%
GAIA GAIA INC NEW 0.1%
Value ($000) $480 Shares 56,037 Est. Cost $10.89 Unrealized -14.4%
GORES METROPOULOS II INC 0.1%
Value ($000) $464 Shares 245,174 Est. Cost $1.44 Unrealized
IP INTERNATIONAL PAPER CO 0.1%
Value ($000) $444 Shares 9,460 Est. Cost $41.02 Unrealized 0.0%
TENNECO INC 0.1%
Value ($000) $438 Shares 38,727 Est. Cost $9.83 Unrealized
OPBK OP BANCORP 0.1%
Value ($000) $423 Shares 33,199 Est. Cost $10.31 Unrealized +17.1%
MERIDA MERGER CORP I 0.1%
Value ($000) $394 Shares 352,537 Est. Cost $1.12 Unrealized
AVD AMERICAN VANGUARD CORP 0.1%
Value ($000) $368 Shares 22,442 Est. Cost $15.47 Unrealized -0.8%
LAREDO PETROLEUM INC 0.1%
Value ($000) $365 Shares 6,065 Est. Cost $60.18 Unrealized
DEL TACO RESTAURANTS INC NEW 0.1%
Value ($000) $352 Shares 28,261 Est. Cost $8.73 Unrealized
LANDSEA HOMES CORP 0.1%
Value ($000) $345 Shares 47,092 Est. Cost $8.66 Unrealized
EGO ELDORADO GOLD CORP NEW 0.1%
Value ($000) $342 Shares 36,595 Est. Cost $11.77 Unrealized -21.5%
ZVOI ZOVIO INC 0.1%
Value ($000) $305 Shares 240,350 Est. Cost $2.97 Unrealized -40.9%
AMESITE INC 0.1%
Value ($000) $280 Shares 271,717 Est. Cost $1.80 Unrealized
BSVN BANK7 CORP 0.0%
Value ($000) $221 Shares 9,577 Est. Cost $14.78 Unrealized +46.1%
AGROFRESH SOLUTIONS INC 0.0%
Value ($000) $107 Shares 53,807 Est. Cost $2.01 Unrealized
CBFV CB FINL SVCS INC 0.0%
Value ($000) $100 Shares 4,140 Est. Cost $17.91 Unrealized +11.8%
BWEN BROADWIND INC 0.0%
Value ($000) $93 Shares 49,174 Est. Cost $4.92 Unrealized -46.5%
OVLY OAK VY BANCORP OAKDALE CALIF 0.0%
Value ($000) $93 Shares 5,329 Est. Cost $17.80 Unrealized -1.0%