Invenomic Capital Management LP Quant / Systematic

CIK: 0001769456 · Show all filings

Period: Q1 2020 (← Previous) (Next →)

Filing Date: May 13, 2020

Total Value ($000): $122,316 (100.0% shares, 0.0% debt)

Holdings (152)

K12 INC 3.4%
Value ($000) $4,157 Shares 220,380 Est. Cost $18.86 Unrealized
ATLAS AIR WORLDWIDE HLDGS IN 3.4%
Value ($000) $4,136 Shares 161,127 Est. Cost $27.57 Unrealized
IDCC INTERDIGITAL INC 3.1%
Value ($000) $3,798 Shares 85,088 Est. Cost $52.66 Unrealized 0.0%
RMR RMR GROUP INC 2.6%
Value ($000) $3,162 Shares 117,245 Est. Cost $21.78 Unrealized 0.0%
UGI UGI CORP NEW 2.4%
Value ($000) $2,991 Shares 112,130 Est. Cost $43.46 Unrealized -12.9%
MSFT MICROSOFT CORP 2.4%
Value ($000) $2,876 Shares 18,241 Est. Cost $139.23 Unrealized +12.3%
ORCL ORACLE CORP 2.3%
Value ($000) $2,850 Shares 58,963 Est. Cost $50.44 Unrealized -5.8%
MSTR MICROSTRATEGY INC 2.0%
Value ($000) $2,429 Shares 20,564 Est. Cost $13.58 Unrealized 0.0%
NOMD NOMAD FOODS LTD 1.9%
Value ($000) $2,381 Shares 128,295 Est. Cost $19.45 Unrealized 0.0%
IWO ISHARES TR 1.9%
Value ($000) $2,323 Shares 553 Est. Cost Unrealized
CSCO CISCO SYS INC 1.9%
Value ($000) $2,278 Shares 57,947 Est. Cost $38.56 Unrealized -4.9%
PRU PRUDENTIAL FINL INC 1.8%
Value ($000) $2,247 Shares 43,103 Est. Cost $67.37 Unrealized -12.5%
ZD J2 GLOBAL INC 1.8%
Value ($000) $2,195 Shares 29,333 Est. Cost $82.18 Unrealized -5.0%
ACH OWENS & MINOR INC NEW 1.8%
Value ($000) $2,172 Shares 237,444 Est. Cost $6.03 Unrealized 0.0%
EA ELECTRONIC ARTS INC 1.7%
Value ($000) $2,048 Shares 20,438 Est. Cost $102.32 Unrealized 0.0%
DISCOVERY INC 1.6%
Value ($000) $1,962 Shares 111,827 Est. Cost $30.49 Unrealized
EBAY EBAY INC 1.6%
Value ($000) $1,954 Shares 64,998 Est. Cost $32.64 Unrealized -3.4%
FDX FEDEX CORP 1.5%
Value ($000) $1,854 Shares 15,293 Est. Cost $135.92 Unrealized -7.2%
VVV VALVOLINE INC 1.4%
Value ($000) $1,773 Shares 135,476 Est. Cost $19.16 Unrealized 0.0%
EMN EASTMAN CHEMICAL COMPANY 1.4%
Value ($000) $1,749 Shares 37,541 Est. Cost $61.58 Unrealized -15.7%
OSISKO GOLD ROYALTIES LTD 1.4%
Value ($000) $1,690 Shares 227,114 Est. Cost $9.71 Unrealized
ACTG ACACIA RESH CORP 1.3%
Value ($000) $1,629 Shares 734,157 Est. Cost $2.44 Unrealized 0.0%
CMCSA COMCAST CORP NEW 1.3%
Value ($000) $1,604 Shares 46,661 Est. Cost $37.86 Unrealized -4.8%
MYLAN N V 1.3%
Value ($000) $1,570 Shares 105,255 Est. Cost $20.09 Unrealized
VIACOMCBS INC 1.2%
Value ($000) $1,504 Shares 107,357 Est. Cost $41.97 Unrealized
BDC BELDEN INC 1.2%
Value ($000) $1,490 Shares 41,314 Est. Cost $52.40 Unrealized -14.1%
BHC BAUSCH HEALTH COS INC 1.2%
Value ($000) $1,473 Shares 95,041 Est. Cost $26.00 Unrealized -7.2%
LKQ LKQ CORP 1.2%
Value ($000) $1,447 Shares 70,555 Est. Cost $30.49 Unrealized -12.7%
DHIL DIAMOND HILL INVESTMENT GROU 1.2%
Value ($000) $1,418 Shares 15,712 Est. Cost $91.16 Unrealized -5.8%
CVS CVS HEALTH CORP 1.1%
Value ($000) $1,348 Shares 22,718 Est. Cost $57.78 Unrealized -4.3%
SPOK SPOK HLDGS INC 1.1%
Value ($000) $1,304 Shares 121,916 Est. Cost $11.80 Unrealized -9.0%
FOOT LOCKER INC 1.0%
Value ($000) $1,267 Shares 57,473 Est. Cost $38.99 Unrealized
TESSCO TECHNOLOGIES INC 1.0%
Value ($000) $1,231 Shares 251,779 Est. Cost $7.99 Unrealized
GS GOLDMAN SACHS GROUP INC 1.0%
Value ($000) $1,225 Shares 7,928 Est. Cost $187.49 Unrealized -1.6%
OC OWENS CORNING NEW 1.0%
Value ($000) $1,215 Shares 31,306 Est. Cost $64.02 Unrealized -12.6%
FFIV F5 NETWORKS INC 1.0%
Value ($000) $1,206 Shares 11,308 Est. Cost $122.31 Unrealized 0.0%
OEC ORION ENGINEERED CARBONS S A 1.0%
Value ($000) $1,192 Shares 159,830 Est. Cost $18.07 Unrealized -19.9%
MITK MITEK SYS INC 1.0%
Value ($000) $1,164 Shares 147,765 Est. Cost $8.43 Unrealized +0.8%
RJF RAYMOND JAMES FINANCIAL INC 0.9%
Value ($000) $1,102 Shares 17,428 Est. Cost $52.49 Unrealized -1.9%
HBIO HARVARD BIOSCIENCE INC 0.9%
Value ($000) $1,086 Shares 491,562 Est. Cost $2.88 Unrealized -5.8%
GRACE W R & CO DEL NEW 0.9%
Value ($000) $1,080 Shares 30,329 Est. Cost $35.61 Unrealized
SANM SANMINA CORPORATION 0.9%
Value ($000) $1,077 Shares 39,490 Est. Cost $32.03 Unrealized -9.0%
TITN TITAN MACHY INC 0.8%
Value ($000) $1,009 Shares 116,069 Est. Cost $15.58 Unrealized -27.1%
MOG/A MOOG INC 0.8%
Value ($000) $991 Shares 19,613 Est. Cost $73.42 Unrealized 0.0%
AEE AMEREN CORP 0.8%
Value ($000) $986 Shares 13,540 Est. Cost $66.87 Unrealized 0.0%
WEYS WEYCO GROUP INC 0.8%
Value ($000) $984 Shares 48,792 Est. Cost $24.71 Unrealized -9.3%
FE FIRSTENERGY CORP 0.8%
Value ($000) $974 Shares 24,318 Est. Cost $36.33 Unrealized 0.0%
CBT CABOT CORP 0.7%
Value ($000) $915 Shares 35,034 Est. Cost $40.02 Unrealized -17.4%
HCA HCA HEALTHCARE INC 0.7%
Value ($000) $906 Shares 10,086 Est. Cost $123.42 Unrealized 0.0%
FLXS FLEXSTEEL INDS INC 0.7%
Value ($000) $898 Shares 81,973 Est. Cost $14.91 Unrealized -9.7%
CAL CALERES INC 0.7%
Value ($000) $891 Shares 171,314 Est. Cost $17.97 Unrealized -27.5%
CELESTICA INC 0.7%
Value ($000) $877 Shares 250,425 Est. Cost $8.27 Unrealized
FLEX FLEX LTD 0.7%
Value ($000) $873 Shares 104,247 Est. Cost $8.62 Unrealized +0.3%
VYX NCR CORP NEW 0.6%
Value ($000) $784 Shares 44,281 Est. Cost $17.17 Unrealized 0.0%
GAP GAP INC 0.6%
Value ($000) $768 Shares 109,063 Est. Cost $13.84 Unrealized -11.7%
HOUSTON WIRE & CABLE CO 0.6%
Value ($000) $738 Shares 336,566 Est. Cost $4.41 Unrealized
WW INTL INC 0.6%
Value ($000) $738 Shares 43,594 Est. Cost $16.93 Unrealized
OI O-I GLASS INC 0.6%
Value ($000) $714 Shares 100,475 Est. Cost $10.91 Unrealized 0.0%
PLPC PREFORMED LINE PRODS CO 0.6%
Value ($000) $696 Shares 13,956 Est. Cost $62.29 Unrealized -15.1%
MICHAELS COS INC 0.6%
Value ($000) $695 Shares 428,573 Est. Cost $7.89 Unrealized
KGC KINROSS GOLD CORP 0.6%
Value ($000) $683 Shares 171,562 Est. Cost $4.84 Unrealized 0.0%
DFIN DONNELLEY FINL SOLUTIONS INC 0.6%
Value ($000) $676 Shares 128,204 Est. Cost $10.02 Unrealized -15.4%
IRIX IRIDEX CORP 0.5%
Value ($000) $660 Shares 410,284 Est. Cost $2.11 Unrealized +22.1%
GLATFELTER 0.5%
Value ($000) $605 Shares 49,520 Est. Cost $12.22 Unrealized
BLUCORA INC 0.5%
Value ($000) $579 Shares 48,080 Est. Cost $12.04 Unrealized
LAZARD LTD 0.5%
Value ($000) $555 Shares 23,557 Est. Cost $23.56 Unrealized
PRGS PROGRESS SOFTWARE CORP 0.4%
Value ($000) $526 Shares 16,455 Est. Cost $40.26 Unrealized 0.0%
IP INTL PAPER CO 0.4%
Value ($000) $523 Shares 16,794 Est. Cost $31.89 Unrealized -10.6%
UNIVERSAL STAINLESS & ALLOY 0.4%
Value ($000) $521 Shares 67,615 Est. Cost $14.90 Unrealized
SPY SPDR S&P 500 ETF TR 0.4%
Value ($000) $512 Shares 118 Est. Cost Unrealized
LAMR LAMAR ADVERTISING CO NEW 0.4%
Value ($000) $512 Shares 9,992 Est. Cost $51.24 Unrealized
UHS UNIVERSAL HLTH SVCS INC 0.4%
Value ($000) $510 Shares 5,148 Est. Cost $123.19 Unrealized 0.0%
HEIDRICK & STRUGGLES INTL IN 0.4%
Value ($000) $495 Shares 22,023 Est. Cost $22.48 Unrealized
WADDELL & REED FINL INC 0.4%
Value ($000) $483 Shares 42,479 Est. Cost $11.37 Unrealized
UFI UNIFI INC 0.4%
Value ($000) $474 Shares 41,017 Est. Cost $20.52 Unrealized 0.0%
KELYA KELLY SVCS INC 0.4%
Value ($000) $453 Shares 35,760 Est. Cost $16.08 Unrealized 0.0%
MYE MYERS INDS INC 0.4%
Value ($000) $442 Shares 41,039 Est. Cost $12.05 Unrealized 0.0%
TRINITY BIOTECH PLC 0.4%
Value ($000) $441 Shares 401,019 Est. Cost $1.03 Unrealized
WESTROCK CO 0.4%
Value ($000) $440 Shares 15,543 Est. Cost $28.31 Unrealized
HIBBETT SPORTS INC 0.4%
Value ($000) $436 Shares 39,931 Est. Cost $10.92 Unrealized
IBM INTERNATIONAL BUSINESS MACHS 0.4%
Value ($000) $435 Shares 3,922 Est. Cost $98.28 Unrealized 0.0%
IMMR IMMERSION CORP 0.3%
Value ($000) $426 Shares 79,601 Est. Cost $6.91 Unrealized 0.0%
BIGGQ BIG LOTS INC 0.3%
Value ($000) $404 Shares 28,445 Est. Cost $19.79 Unrealized -0.9%
CULP CULP INC 0.3%
Value ($000) $403 Shares 54,789 Est. Cost $9.87 Unrealized 0.0%
KBR KBR INC 0.3%
Value ($000) $400 Shares 19,316 Est. Cost $24.09 Unrealized 0.0%
UNIVAR SOLUTIONS INC 0.3%
Value ($000) $399 Shares 37,202 Est. Cost $24.24 Unrealized
PLANTRONICS INC NEW 0.3%
Value ($000) $391 Shares 38,893 Est. Cost $27.34 Unrealized
NXPI NXP SEMICONDUCTORS N V 0.3%
Value ($000) $357 Shares 4,312 Est. Cost $104.72 Unrealized +1.3%
FANG DIAMONDBACK ENERGY INC 0.3%
Value ($000) $356 Shares 13,579 Est. Cost $49.28 Unrealized 0.0%
SRTS SENSUS HEALTHCARE INC 0.3%
Value ($000) $353 Shares 141,135 Est. Cost $4.53 Unrealized -17.9%
MOS MOSAIC CO NEW 0.3%
Value ($000) $337 Shares 31,132 Est. Cost $17.61 Unrealized -14.2%
HBB HAMILTON BEACH BRANDS HLDG C 0.3%
Value ($000) $333 Shares 35,080 Est. Cost $14.62 Unrealized -19.1%
GIL GILDAN ACTIVEWEAR INC 0.3%
Value ($000) $333 Shares 26,118 Est. Cost $21.86 Unrealized 0.0%
GIII G-III APPAREL GROUP LTD 0.3%
Value ($000) $327 Shares 42,542 Est. Cost $24.97 Unrealized -9.1%
HURC HURCO COMPANIES INC 0.3%
Value ($000) $325 Shares 11,155 Est. Cost $35.17 Unrealized -14.8%
CX CEMEX SAB DE CV 0.3%
Value ($000) $325 Shares 153,361 Est. Cost $3.28 Unrealized
SIERRA WIRELESS INC 0.3%
Value ($000) $316 Shares 55,546 Est. Cost $9.55 Unrealized
TLYS TILLYS INC 0.3%
Value ($000) $316 Shares 76,621 Est. Cost $7.97 Unrealized -23.9%
MG MISTRAS GROUP INC 0.2%
Value ($000) $299 Shares 70,275 Est. Cost $11.65 Unrealized -21.7%
W WAYFAIR INC 0.2%
Value ($000) $289 Shares 5,398 Est. Cost $76.53 Unrealized 0.0%
CSTE CAESARSTONE LTD 0.2%
Value ($000) $288 Shares 27,235 Est. Cost $11.52 Unrealized 0.0%
CRI CARTERS INC 0.2%
Value ($000) $287 Shares 4,369 Est. Cost $79.28 Unrealized 0.0%
FERRO CORP 0.2%
Value ($000) $281 Shares 29,993 Est. Cost $9.37 Unrealized
DRTTF DIRTT ENVIRONMENTAL SOLUT LT 0.2%
Value ($000) $280 Shares 280,885 Est. Cost $3.19 Unrealized -28.2%
HYREQ HYRECAR INC 0.2%
Value ($000) $279 Shares 205,249 Est. Cost $2.42 Unrealized +16.1%
TOTAL S A 0.2%
Value ($000) $272 Shares 7,292 Est. Cost $55.29 Unrealized
PRTH PRIORITY TECHNOLOGY HLDGS INC 0.2%
Value ($000) $271 Shares 139,915 Est. Cost $3.48 Unrealized -29.7%
PDC ENERGY INC 0.2%
Value ($000) $266 Shares 42,770 Est. Cost $6.22 Unrealized
NAK NORTHERN DYNASTY MINERALS LT 0.2%
Value ($000) $264 Shares 685,443 Est. Cost $0.52 Unrealized -9.5%
URI UNITED RENTALS INC 0.2%
Value ($000) $255 Shares 2,477 Est. Cost $140.67 Unrealized -8.7%
WWW WOLVERINE WORLD WIDE INC 0.2%
Value ($000) $254 Shares 16,717 Est. Cost $23.90 Unrealized 0.0%
LIBERTY MEDIA CORP DEL 0.2%
Value ($000) $249 Shares 13,087 Est. Cost $19.03 Unrealized
CYPRESS ENERGY PARTNERS LP 0.2%
Value ($000) $246 Shares 55,222 Est. Cost $5.50 Unrealized
SRAX SRAX INC 0.2%
Value ($000) $244 Shares 121,145 Est. Cost $2.49 Unrealized
IRDM IRIDIUM COMMUNICATIONS INC 0.2%
Value ($000) $228 Shares 10,208 Est. Cost $23.96 Unrealized +8.0%
VLO VALERO ENERGY CORP NEW 0.2%
Value ($000) $223 Shares 4,912 Est. Cost $73.62 Unrealized -22.3%
PH PARKER HANNIFIN CORP 0.2%
Value ($000) $221 Shares 1,707 Est. Cost $166.66 Unrealized 0.0%
GP STRATEGIES CORP 0.2%
Value ($000) $219 Shares 33,632 Est. Cost $6.51 Unrealized
PLAY DAVE & BUSTERS ENTMT INC 0.2%
Value ($000) $213 Shares 16,305 Est. Cost $40.04 Unrealized -14.5%
ATLAS AIR WORLDWIDE HLDGS IN 0.2%
Value ($000) $185 Shares 1,030 Est. Cost $27.57 Unrealized
INTC INTEL CORP 0.1%
Value ($000) $175 Shares 3,224 Est. Cost $52.33 Unrealized 0.0%
TILE INTERFACE INC 0.1%
Value ($000) $173 Shares 22,776 Est. Cost $16.10 Unrealized -13.3%
JUNIPER NETWORKS INC 0.1%
Value ($000) $168 Shares 8,767 Est. Cost $24.64 Unrealized
CMP COMPASS MINERALS INTL INC 0.1%
Value ($000) $168 Shares 4,358 Est. Cost $49.59 Unrealized -2.8%
ZUMZ ZUMIEZ INC 0.1%
Value ($000) $163 Shares 9,409 Est. Cost $28.19 Unrealized 0.0%
STLD STEEL DYNAMICS INC 0.1%
Value ($000) $161 Shares 7,162 Est. Cost $24.36 Unrealized 0.0%
GROW U S GLOBAL INVS INC 0.1%
Value ($000) $154 Shares 158,898 Est. Cost $1.61 Unrealized -24.3%
EME EMCOR GROUP INC 0.1%
Value ($000) $151 Shares 2,462 Est. Cost $75.42 Unrealized 0.0%
HRB BLOCK H & R INC 0.1%
Value ($000) $149 Shares 10,574 Est. Cost $16.67 Unrealized 0.0%
EB EVENTBRITE INC 0.1%
Value ($000) $147 Shares 20,150 Est. Cost $16.88 Unrealized 0.0%
TZOO TRAVELZOO 0.1%
Value ($000) $146 Shares 37,153 Est. Cost $8.81 Unrealized 0.0%
O2MICRO INTERNATIONAL LTD 0.1%
Value ($000) $145 Shares 112,874 Est. Cost $1.76 Unrealized
CENTURYLINK INC 0.1%
Value ($000) $140 Shares 14,842 Est. Cost $9.43 Unrealized
DISCOVERY INC 0.1%
Value ($000) $140 Shares 7,207 Est. Cost $19.43 Unrealized
SHIFTPIXY INC 0.1%
Value ($000) $131 Shares 24,448 Est. Cost $6.30 Unrealized
TDC TERADATA CORP DEL 0.1%
Value ($000) $130 Shares 6,351 Est. Cost $27.81 Unrealized -17.1%
AFIIQ ARMSTRONG FLOORING INC 0.1%
Value ($000) $118 Shares 82,666 Est. Cost $4.89 Unrealized -36.7%
CALLON PETE CO DEL 0.1%
Value ($000) $118 Shares 215,824 Est. Cost $0.55 Unrealized
LEA LEAR CORP 0.1%
Value ($000) $109 Shares 1,345 Est. Cost $109.43 Unrealized -6.4%
LOVE LOVESAC COMPANY 0.1%
Value ($000) $106 Shares 18,196 Est. Cost $10.21 Unrealized 0.0%
BBBY OVERSTOCK COM INC DEL 0.1%
Value ($000) $104 Shares 20,985 Est. Cost $6.99 Unrealized 0.0%
AIOT POWERFLEET INC 0.1%
Value ($000) $89 Shares 25,568 Est. Cost $6.02 Unrealized +7.1%
BERRY CORP 0.1%
Value ($000) $79 Shares 32,773 Est. Cost $2.41 Unrealized
TENNECO INC 0.1%
Value ($000) $78 Shares 21,802 Est. Cost $13.10 Unrealized
NEW FRONTIER HEALTH CORP 0.1%
Value ($000) $64 Shares 67,456 Est. Cost Unrealized
DBI DESIGNER BRANDS INC 0.0%
Value ($000) $60 Shares 12,057 Est. Cost $14.38 Unrealized -20.7%
BHC BAUSCH HEALTH COS INC 0.0%
Value ($000) $57 Shares 303 Est. Cost $26.00 Unrealized -7.2%
BBW BUILD A BEAR WORKSHOP 0.0%
Value ($000) $39 Shares 26,901 Est. Cost $3.03 Unrealized 0.0%
JLL JONES LANG LASALLE INC 0.0%
Value ($000) $39 Shares 384 Est. Cost $157.06 Unrealized -4.4%
VIACOMCBS INC 0.0%
Value ($000) $30 Shares 1,725 Est. Cost $41.97 Unrealized
RIGNET INC 0.0%
Value ($000) $13 Shares 7,252 Est. Cost $1.79 Unrealized
ALPS ETF TR 0.0%
Value ($000) $3 Shares 700 Est. Cost Unrealized