Invenomic Capital Management LP Quant / Systematic

CIK: 0001769456 · Show all filings

Period: Q4 2019 (Next →)

Filing Date: Feb 14, 2020

Total Value ($000): $249,083 (100.0% shares, 0.0% debt)

Holdings (125)

BHC BAUSCH HEALTH COS INC 3.2%
Value ($000) $8,011 Shares 267,740 Est. Cost $26.00 Unrealized 0.0%
JBLU JETBLUE AWYS CORP 2.8%
Value ($000) $6,960 Shares 371,795 Est. Cost $18.58 Unrealized 0.0%
ATLAS AIR WORLDWIDE HLDGS IN 2.6%
Value ($000) $6,515 Shares 236,325 Est. Cost $27.57 Unrealized
RJF RAYMOND JAMES FINANCIAL INC 2.4%
Value ($000) $5,905 Shares 66,012 Est. Cost $52.49 Unrealized 0.0%
SPIRIT AIRLS INC 2.2%
Value ($000) $5,531 Shares 137,211 Est. Cost $40.31 Unrealized
DISCOVERY INC 2.2%
Value ($000) $5,509 Shares 180,677 Est. Cost $30.49 Unrealized
MSFT MICROSOFT CORP 2.2%
Value ($000) $5,491 Shares 34,819 Est. Cost $139.23 Unrealized 0.0%
EMN EASTMAN CHEMICAL COMPANY 2.2%
Value ($000) $5,471 Shares 69,026 Est. Cost $61.58 Unrealized 0.0%
BDC BELDEN INC 2.0%
Value ($000) $5,101 Shares 92,736 Est. Cost $52.40 Unrealized 0.0%
PLANTRONICS INC NEW 2.0%
Value ($000) $4,936 Shares 180,542 Est. Cost $27.34 Unrealized
OEC ORION ENGINEERED CARBONS S A 1.9%
Value ($000) $4,844 Shares 251,012 Est. Cost $18.07 Unrealized 0.0%
VIACOMCBS INC 1.8%
Value ($000) $4,606 Shares 109,756 Est. Cost $41.97 Unrealized
PRU PRUDENTIAL FINL INC 1.8%
Value ($000) $4,534 Shares 48,376 Est. Cost $67.37 Unrealized 0.0%
CVS CVS HEALTH CORP 1.8%
Value ($000) $4,510 Shares 60,718 Est. Cost $57.78 Unrealized 0.0%
DHIL DIAMOND HILL INVESTMENT GROU 1.7%
Value ($000) $4,166 Shares 29,661 Est. Cost $91.16 Unrealized 0.0%
CELESTICA INC 1.6%
Value ($000) $4,062 Shares 491,115 Est. Cost $8.27 Unrealized
FLEX FLEX LTD 1.6%
Value ($000) $4,035 Shares 319,736 Est. Cost $8.62 Unrealized 0.0%
CMCSA COMCAST CORP NEW 1.6%
Value ($000) $3,885 Shares 86,388 Est. Cost $37.86 Unrealized 0.0%
FOOT LOCKER INC 1.5%
Value ($000) $3,840 Shares 98,493 Est. Cost $38.99 Unrealized
SANM SANMINA CORPORATION 1.5%
Value ($000) $3,830 Shares 111,859 Est. Cost $32.03 Unrealized 0.0%
CSCO CISCO SYS INC 1.4%
Value ($000) $3,608 Shares 75,230 Est. Cost $38.56 Unrealized 0.0%
LKQ LKQ CORP 1.4%
Value ($000) $3,585 Shares 100,415 Est. Cost $30.49 Unrealized 0.0%
UGI UGI CORP NEW 1.4%
Value ($000) $3,566 Shares 78,954 Est. Cost $45.81 Unrealized 0.0%
AIT APPLIED INDL TECHNOLOGIES IN 1.4%
Value ($000) $3,520 Shares 52,782 Est. Cost $56.88 Unrealized 0.0%
IRDM IRIDIUM COMMUNICATIONS INC 1.4%
Value ($000) $3,470 Shares 140,819 Est. Cost $23.96 Unrealized 0.0%
MICHAELS COS INC 1.3%
Value ($000) $3,361 Shares 415,500 Est. Cost $8.09 Unrealized
TOTAL S A 1.3%
Value ($000) $3,236 Shares 58,528 Est. Cost $55.29 Unrealized
EBAY EBAY INC 1.3%
Value ($000) $3,197 Shares 88,525 Est. Cost $32.64 Unrealized 0.0%
OC OWENS CORNING NEW 1.3%
Value ($000) $3,188 Shares 48,959 Est. Cost $64.02 Unrealized 0.0%
ROYAL DUTCH SHELL PLC 1.3%
Value ($000) $3,146 Shares 53,343 Est. Cost $58.98 Unrealized
ORCL ORACLE CORP 1.2%
Value ($000) $3,095 Shares 58,414 Est. Cost $50.44 Unrealized 0.0%
GS GOLDMAN SACHS GROUP INC 1.2%
Value ($000) $3,057 Shares 13,297 Est. Cost $187.49 Unrealized 0.0%
CBT CABOT CORP 1.2%
Value ($000) $3,055 Shares 64,289 Est. Cost $40.02 Unrealized 0.0%
NXPI NXP SEMICONDUCTORS N V 1.2%
Value ($000) $3,046 Shares 23,936 Est. Cost $104.72 Unrealized 0.0%
CVSA ADTALEM GLOBAL ED INC 1.1%
Value ($000) $2,854 Shares 81,600 Est. Cost $34.43 Unrealized 0.0%
CMP COMPASS MINERALS INTL INC 1.1%
Value ($000) $2,770 Shares 45,447 Est. Cost $49.59 Unrealized 0.0%
CAL CALERES INC 1.1%
Value ($000) $2,724 Shares 114,705 Est. Cost $20.41 Unrealized 0.0%
GAP GAP INC 1.1%
Value ($000) $2,714 Shares 153,528 Est. Cost $13.84 Unrealized 0.0%
ALB ALBEMARLE CORP CMN 1.1%
Value ($000) $2,690 Shares 36,829 Est. Cost $61.60 Unrealized 0.0%
SPOK SPOK HLDGS INC 1.1%
Value ($000) $2,684 Shares 219,523 Est. Cost $11.80 Unrealized 0.0%
UNIVERSAL STAINLESS & ALLOY 1.1%
Value ($000) $2,633 Shares 176,765 Est. Cost $14.90 Unrealized
MYLAN N V 1.0%
Value ($000) $2,595 Shares 129,142 Est. Cost $20.09 Unrealized
MITK MITEK SYS INC 1.0%
Value ($000) $2,582 Shares 337,543 Est. Cost $8.43 Unrealized 0.0%
COVANTA HLDGS CORP 1.0%
Value ($000) $2,570 Shares 173,214 Est. Cost $14.84 Unrealized
OSISKO GOLD ROYALTIES LTD 1.0%
Value ($000) $2,567 Shares 264,358 Est. Cost $9.71 Unrealized
LEA LEAR CORP 1.0%
Value ($000) $2,524 Shares 18,396 Est. Cost $109.43 Unrealized 0.0%
TITN TITAN MACHY INC 1.0%
Value ($000) $2,465 Shares 166,769 Est. Cost $15.58 Unrealized 0.0%
ZD J2 GLOBAL INC 1.0%
Value ($000) $2,457 Shares 26,224 Est. Cost $82.66 Unrealized 0.0%
TILE INTERFACE INC 0.9%
Value ($000) $2,177 Shares 131,189 Est. Cost $16.10 Unrealized 0.0%
HBIO HARVARD BIOSCIENCE INC 0.8%
Value ($000) $2,111 Shares 692,110 Est. Cost $2.88 Unrealized 0.0%
PLAY DAVE & BUSTERS ENTMT INC 0.8%
Value ($000) $2,105 Shares 52,400 Est. Cost $40.04 Unrealized 0.0%
JLL JONES LANG LASALLE INC 0.8%
Value ($000) $2,080 Shares 11,948 Est. Cost $157.06 Unrealized 0.0%
FDX FEDEX CORP 0.8%
Value ($000) $1,989 Shares 13,158 Est. Cost $137.51 Unrealized 0.0%
HURC HURCO COMPANIES INC 0.8%
Value ($000) $1,912 Shares 49,851 Est. Cost $35.17 Unrealized 0.0%
AVD AMERICAN VANGUARD CORP 0.8%
Value ($000) $1,909 Shares 98,076 Est. Cost $15.30 Unrealized 0.0%
CORNERSTONE BLDG BRANDS INC 0.7%
Value ($000) $1,850 Shares 217,395 Est. Cost $8.51 Unrealized
HOUSTON WIRE & CABLE CO 0.7%
Value ($000) $1,816 Shares 411,671 Est. Cost $4.41 Unrealized
TDC TERADATA CORP DEL 0.7%
Value ($000) $1,786 Shares 66,688 Est. Cost $27.81 Unrealized 0.0%
FLXS FLEXSTEEL INDS INC 0.7%
Value ($000) $1,715 Shares 86,060 Est. Cost $14.91 Unrealized 0.0%
SCSC SCANSOURCE INC 0.7%
Value ($000) $1,713 Shares 46,363 Est. Cost $33.98 Unrealized 0.0%
SIERRA WIRELESS INC 0.7%
Value ($000) $1,639 Shares 171,636 Est. Cost $9.55 Unrealized
NNBR NN INC 0.7%
Value ($000) $1,638 Shares 177,109 Est. Cost $8.02 Unrealized 0.0%
FDP FRESH DEL MONTE PRODUCE INC 0.6%
Value ($000) $1,593 Shares 45,541 Est. Cost $27.49 Unrealized 0.0%
BIGGQ BIG LOTS INC 0.6%
Value ($000) $1,457 Shares 50,736 Est. Cost $19.79 Unrealized 0.0%
TESSCO TECHNOLOGIES INC 0.6%
Value ($000) $1,431 Shares 119,657 Est. Cost $11.96 Unrealized
TESSCO TECHNOLOGIES INC 0.6%
Value ($000) $1,385 Shares 123,462 Est. Cost $11.22 Unrealized
WDC WESTERN DIGITAL CORP 0.5%
Value ($000) $1,327 Shares 20,902 Est. Cost $40.69 Unrealized 0.0%
WEYS WEYCO GROUP INC 0.5%
Value ($000) $1,301 Shares 49,184 Est. Cost $24.71 Unrealized 0.0%
T AT&T INC 0.5%
Value ($000) $1,294 Shares 33,116 Est. Cost $18.86 Unrealized 0.0%
VLO VALERO ENERGY CORP NEW 0.5%
Value ($000) $1,285 Shares 13,720 Est. Cost $73.62 Unrealized 0.0%
UNIVAR SOLUTIONS INC 0.5%
Value ($000) $1,239 Shares 51,114 Est. Cost $24.24 Unrealized
CHANGE HEALTHCARE INC 0.5%
Value ($000) $1,170 Shares 71,377 Est. Cost $16.39 Unrealized
SDCCQ SMILEDIRECTCLUB INC 0.4%
Value ($000) $1,114 Shares 127,396 Est. Cost $10.00 Unrealized 0.0%
DBI DESIGNER BRANDS INC 0.4%
Value ($000) $1,102 Shares 69,975 Est. Cost $14.38 Unrealized 0.0%
TIVITY HEALTH INC 0.4%
Value ($000) $1,066 Shares 52,401 Est. Cost $20.34 Unrealized
IP INTL PAPER CO 0.4%
Value ($000) $1,066 Shares 23,135 Est. Cost $31.89 Unrealized 0.0%
DFIN DONNELLEY FINL SOLUTIONS INC 0.4%
Value ($000) $1,037 Shares 99,026 Est. Cost $10.47 Unrealized 0.0%
ATENTO S A 0.4%
Value ($000) $1,037 Shares 360,130 Est. Cost $2.88 Unrealized
HYREQ HYRECAR INC 0.4%
Value ($000) $1,028 Shares 391,131 Est. Cost $2.42 Unrealized 0.0%
TENNECO INC 0.4%
Value ($000) $934 Shares 71,275 Est. Cost $13.10 Unrealized
IRIX IRIDEX CORP 0.4%
Value ($000) $918 Shares 409,823 Est. Cost $2.11 Unrealized 0.0%
WCC WESCO INTL INC 0.4%
Value ($000) $912 Shares 15,356 Est. Cost $50.70 Unrealized 0.0%
BERRY GLOBAL GROUP INC 0.4%
Value ($000) $885 Shares 18,646 Est. Cost $47.46 Unrealized
PLPC PREFORMED LINE PRODS CO 0.3%
Value ($000) $837 Shares 13,866 Est. Cost $62.29 Unrealized 0.0%
AIOT POWERFLEET INC 0.3%
Value ($000) $824 Shares 126,517 Est. Cost $6.02 Unrealized 0.0%
TLYS TILLYS INC 0.3%
Value ($000) $810 Shares 66,157 Est. Cost $8.27 Unrealized 0.0%
MOS MOSAIC CO NEW 0.3%
Value ($000) $720 Shares 33,299 Est. Cost $17.61 Unrealized 0.0%
CXW CORECIVIC INC 0.3%
Value ($000) $700 Shares 40,286 Est. Cost $14.86 Unrealized 0.0%
NVT NVENT ELECTRIC PLC 0.3%
Value ($000) $650 Shares 25,432 Est. Cost $20.60 Unrealized 0.0%
ALRM ALARM COM HLDGS INC 0.3%
Value ($000) $640 Shares 14,901 Est. Cost $45.09 Unrealized 0.0%
GIII G-III APPAREL GROUP LTD 0.2%
Value ($000) $587 Shares 17,520 Est. Cost $28.22 Unrealized 0.0%
AFIIQ ARMSTRONG FLOORING INC 0.2%
Value ($000) $586 Shares 137,333 Est. Cost $4.89 Unrealized 0.0%
DRTTF DIRTT ENVIRONMENTAL SOLUT LT 0.2%
Value ($000) $551 Shares 168,088 Est. Cost $3.80 Unrealized 0.0%
TRINITY BIOTECH PLC 0.2%
Value ($000) $526 Shares 511,119 Est. Cost $1.03 Unrealized
SRTS SENSUS HEALTHCARE INC 0.2%
Value ($000) $518 Shares 146,311 Est. Cost $4.53 Unrealized 0.0%
HBB HAMILTON BEACH BRANDS HLDG C 0.2%
Value ($000) $508 Shares 26,622 Est. Cost $15.50 Unrealized 0.0%
MG MISTRAS GROUP INC 0.2%
Value ($000) $505 Shares 35,410 Est. Cost $14.14 Unrealized 0.0%
URI UNITED RENTALS INC 0.2%
Value ($000) $465 Shares 2,792 Est. Cost $140.67 Unrealized 0.0%
BHC BAUSCH HEALTH COS INC 0.2%
Value ($000) $456 Shares 363 Est. Cost $26.00 Unrealized 0.0%
CX CEMEX SAB DE CV 0.2%
Value ($000) $403 Shares 106,410 Est. Cost $3.79 Unrealized
GROW U S GLOBAL INVS INC 0.2%
Value ($000) $376 Shares 260,771 Est. Cost $1.61 Unrealized 0.0%
PRTH PRIORITY TECHNOLOGY HLDGS INC 0.1%
Value ($000) $358 Shares 146,118 Est. Cost $3.48 Unrealized 0.0%
FRANCESCAS HLDGS CORP 0.1%
Value ($000) $326 Shares 31,353 Est. Cost $10.40 Unrealized
SRAX SRAX INC 0.1%
Value ($000) $326 Shares 130,912 Est. Cost $2.49 Unrealized
NAK NORTHERN DYNASTY MINERALS LT 0.1%
Value ($000) $279 Shares 650,960 Est. Cost $0.52 Unrealized 0.0%
JUNIPER NETWORKS INC 0.1%
Value ($000) $231 Shares 9,375 Est. Cost $24.64 Unrealized
O2MICRO INTERNATIONAL LTD 0.1%
Value ($000) $211 Shares 119,841 Est. Cost $1.76 Unrealized
OI O-I GLASS INC 0.1%
Value ($000) $167 Shares 2,826 Est. Cost Unrealized
CYPRESS ENERGY PARTNERS LP 0.0%
Value ($000) $112 Shares 12,187 Est. Cost $9.19 Unrealized
VIACOMCBS INC 0.0%
Value ($000) $109 Shares 625 Est. Cost $41.97 Unrealized
NEW FRONTIER HEALTH CORP 0.0%
Value ($000) $103 Shares 67,456 Est. Cost Unrealized
CISION LTD 0.0%
Value ($000) $85 Shares 8,485 Est. Cost $10.02 Unrealized
IWO ISHARES TR 0.0%
Value ($000) $70 Shares 596 Est. Cost Unrealized
AVX CORP NEW 0.0%
Value ($000) $65 Shares 3,166 Est. Cost $20.53 Unrealized
PMTS CPI CARD GROUP INC 0.0%
Value ($000) $64 Shares 70,685 Est. Cost $1.50 Unrealized 0.0%
SHIFTPIXY, INC. 0.0%
Value ($000) $60 Shares 6,908 Est. Cost $8.69 Unrealized
BIGGQ BIG LOTS INC 0.0%
Value ($000) $48 Shares 636 Est. Cost $19.79 Unrealized 0.0%
LIBBEY INC 0.0%
Value ($000) $26 Shares 18,143 Est. Cost $1.43 Unrealized
SPIRIT AIRLS INC 0.0%
Value ($000) $22 Shares 1,462 Est. Cost $40.31 Unrealized
UPS UNITED PARCEL SERVICE INC 0.0%
Value ($000) $17 Shares 15 Est. Cost Unrealized
ALPS ETF TR 0.0%
Value ($000) $10 Shares 937 Est. Cost Unrealized
OLLI OLLIES BARGAIN OUTLT HLDGS I 0.0%
Value ($000) $6 Shares 465 Est. Cost Unrealized
SPDR SERIES TRUST 0.0%
Value ($000) $2 Shares 2,308 Est. Cost Unrealized
SPY SPDR S&P 500 ETF TR 0.0%
Value ($000) $1 Shares 658 Est. Cost Unrealized
ON ON SEMICONDUCTOR CORP 0.0%
Value ($000) $1 Shares 938 Est. Cost $21.12 Unrealized 0.0%