Invenomic Capital Management LP Quant / Systematic

CIK: 0001769456 · Show all filings

Period: Q2 2020 (← Previous) (Next →)

Filing Date: Aug 13, 2020

Total Value ($000): $135,089 (100.0% shares, 0.0% debt)

Holdings (152)

K12 INC 3.9%
Value ($000) $5,228 Shares 191,917 Est. Cost $18.86 Unrealized
UGI UGI CORP NEW 2.9%
Value ($000) $3,909 Shares 122,926 Est. Cost $42.31 Unrealized -28.3%
DHIL DIAMOND HILL INVESTMENT GROU 2.5%
Value ($000) $3,377 Shares 29,709 Est. Cost $81.70 Unrealized -13.0%
MICHAELS COS 2.3%
Value ($000) $3,159 Shares 446,761 Est. Cost $7.86 Unrealized
NOMD NOMAD FOODS LTD 2.0%
Value ($000) $2,752 Shares 128,295 Est. Cost $19.45 Unrealized +7.2%
HEIDRICK & STRUGGLES INTL IN 1.9%
Value ($000) $2,554 Shares 118,124 Est. Cost $21.78 Unrealized
ZD J2 GLOBAL INC 1.8%
Value ($000) $2,451 Shares 38,773 Est. Cost $78.08 Unrealized -16.3%
MSFT MICROSOFT CORP 1.8%
Value ($000) $2,450 Shares 12,040 Est. Cost $139.23 Unrealized +24.3%
PRU PRUDENTIAL FINL INC 1.7%
Value ($000) $2,358 Shares 38,720 Est. Cost $67.37 Unrealized -34.3%
BHC BAUSCH HEALTH COS INC 1.7%
Value ($000) $2,327 Shares 127,231 Est. Cost $23.88 Unrealized -26.2%
EMN EASTMAN CHEM CO 1.7%
Value ($000) $2,300 Shares 33,027 Est. Cost $61.58 Unrealized -16.0%
ATLAS AIR WORLDWIDE HLDGS IN 1.7%
Value ($000) $2,297 Shares 53,367 Est. Cost $27.57 Unrealized
DISCOVERY INC 1.6%
Value ($000) $2,154 Shares 111,827 Est. Cost $30.49 Unrealized
CSCO CISCO SYS INC 1.6%
Value ($000) $2,112 Shares 45,277 Est. Cost $38.56 Unrealized -4.0%
VIACOMCBS INC 1.6%
Value ($000) $2,099 Shares 90,044 Est. Cost $41.97 Unrealized
EBAY EBAY INC. 1.5%
Value ($000) $2,061 Shares 39,289 Est. Cost $32.64 Unrealized +17.7%
OEC ORION ENGINEERED CARBONS S A 1.5%
Value ($000) $2,049 Shares 193,540 Est. Cost $16.53 Unrealized -44.1%
CAL CALERES INC 1.5%
Value ($000) $1,990 Shares 238,629 Est. Cost $14.72 Unrealized -56.3%
FDX FEDEX CORP 1.4%
Value ($000) $1,839 Shares 13,119 Est. Cost $135.92 Unrealized -16.7%
TECK TECK RESOURCES LTD 1.3%
Value ($000) $1,752 Shares 168,143 Est. Cost $9.18 Unrealized 0.0%
OC OWENS CORNING NEW 1.3%
Value ($000) $1,745 Shares 31,306 Est. Cost $64.02 Unrealized -27.2%
TZOO TRAVELZOO 1.3%
Value ($000) $1,740 Shares 308,457 Est. Cost $5.91 Unrealized -6.7%
EA ELECTRONIC ARTS 1.3%
Value ($000) $1,708 Shares 12,933 Est. Cost $102.32 Unrealized +12.3%
KGC KINROSS GOLD CORP 1.3%
Value ($000) $1,704 Shares 236,040 Est. Cost $5.29 Unrealized +22.7%
MYLAN NV 1.3%
Value ($000) $1,693 Shares 105,255 Est. Cost $20.09 Unrealized
CELESTICA INC 1.2%
Value ($000) $1,663 Shares 243,515 Est. Cost $8.27 Unrealized
UHS UNIVERSAL HLTH SVCS INC 1.2%
Value ($000) $1,587 Shares 17,087 Est. Cost $105.18 Unrealized -7.4%
GS GOLDMAN SACHS GROUP INC 1.2%
Value ($000) $1,566 Shares 7,928 Est. Cost $187.49 Unrealized -12.4%
FLXS FLEXSTEEL INDS INC 1.1%
Value ($000) $1,541 Shares 122,013 Est. Cost $12.92 Unrealized -31.7%
NPO ENPRO INDS INC 1.1%
Value ($000) $1,523 Shares 30,887 Est. Cost $44.21 Unrealized 0.0%
CBT CABOT CORP 1.1%
Value ($000) $1,500 Shares 40,488 Est. Cost $38.59 Unrealized -23.9%
VYX NCR CORP NEW 1.1%
Value ($000) $1,489 Shares 85,961 Est. Cost $14.40 Unrealized -20.4%
SII SPROTT INC 1.1%
Value ($000) $1,487 Shares 41,170 Est. Cost $22.75 Unrealized 0.0%
TESSCO TECHNOLOGIES INC 1.1%
Value ($000) $1,464 Shares 266,169 Est. Cost $7.86 Unrealized
CAH CARDINAL HEALTH INC 1.1%
Value ($000) $1,452 Shares 27,817 Est. Cost $44.39 Unrealized 0.0%
DFIN DONNELLEY FINL SOLUTIONS INC 1.1%
Value ($000) $1,443 Shares 171,776 Est. Cost $9.30 Unrealized -22.6%
XPERI HOLDING CORP 1.0%
Value ($000) $1,413 Shares 95,717 Est. Cost $14.76 Unrealized
VVV VALVOLINE INC 1.0%
Value ($000) $1,377 Shares 71,268 Est. Cost $19.16 Unrealized -11.4%
BDC BELDEN INC 1.0%
Value ($000) $1,344 Shares 41,314 Est. Cost $52.40 Unrealized -37.6%
LKQ LKQ CORP 1.0%
Value ($000) $1,316 Shares 50,225 Est. Cost $30.49 Unrealized -27.5%
FFIV F5 NETWORKS INC 0.9%
Value ($000) $1,244 Shares 8,917 Est. Cost $122.31 Unrealized +10.1%
FDP FRESH DEL MONTE PRODUCE INC 0.9%
Value ($000) $1,238 Shares 50,301 Est. Cost $22.63 Unrealized 0.0%
FE FIRSTENERGY CORP 0.9%
Value ($000) $1,229 Shares 31,683 Est. Cost $35.46 Unrealized -8.1%
MG MISTRAS GROUP INC 0.9%
Value ($000) $1,170 Shares 296,120 Est. Cost $5.92 Unrealized -30.1%
HBB HAMILTON BEACH BRANDS HLDG C 0.8%
Value ($000) $1,075 Shares 90,343 Est. Cost $11.40 Unrealized -17.9%
MOG/A MOOG INC 0.8%
Value ($000) $1,051 Shares 19,855 Est. Cost $73.12 Unrealized -33.5%
BLUCORA INC 0.8%
Value ($000) $1,047 Shares 91,661 Est. Cost $11.75 Unrealized
FLEX FLEX LTD 0.7%
Value ($000) $1,010 Shares 98,545 Est. Cost $8.62 Unrealized -16.4%
ORCL ORACLE CORP 0.7%
Value ($000) $954 Shares 17,270 Est. Cost $50.44 Unrealized -2.9%
AEE AMEREN CORP 0.7%
Value ($000) $953 Shares 13,540 Est. Cost $66.87 Unrealized -8.0%
MTS SYS CORP 0.7%
Value ($000) $933 Shares 53,058 Est. Cost $17.58 Unrealized
LAZARD LTD 0.7%
Value ($000) $907 Shares 31,684 Est. Cost $24.86 Unrealized
GAP GAP INC 0.7%
Value ($000) $897 Shares 71,071 Est. Cost $13.84 Unrealized -46.3%
HOUSTON WIRE & CABLE CO 0.6%
Value ($000) $871 Shares 368,825 Est. Cost $4.23 Unrealized
IRIX IRIDEX CORP 0.6%
Value ($000) $869 Shares 410,284 Est. Cost $2.11 Unrealized -10.9%
MITK MITEK SYS INC 0.6%
Value ($000) $858 Shares 89,329 Est. Cost $8.43 Unrealized +6.9%
IMMR IMMERSION CORP 0.6%
Value ($000) $850 Shares 136,510 Est. Cost $6.72 Unrealized -3.9%
RJF RAYMOND JAMES FINL INC 0.6%
Value ($000) $831 Shares 12,072 Est. Cost $52.49 Unrealized -21.2%
SANM SANMINA CORPORATION 0.6%
Value ($000) $797 Shares 31,826 Est. Cost $32.03 Unrealized -17.8%
PLANTRONICS INC NEW 0.6%
Value ($000) $779 Shares 53,081 Est. Cost $23.95 Unrealized
FOOT LOCKER INC 0.6%
Value ($000) $779 Shares 26,716 Est. Cost $38.99 Unrealized
CULP CULP INC 0.6%
Value ($000) $779 Shares 90,467 Est. Cost $8.58 Unrealized -23.1%
RMR RMR GROUP INC 0.5%
Value ($000) $738 Shares 25,033 Est. Cost $21.78 Unrealized -24.3%
WEYS WEYCO GROUP INC 0.5%
Value ($000) $735 Shares 34,043 Est. Cost $24.71 Unrealized -21.4%
HCA HCA HEALTHCARE INC 0.5%
Value ($000) $709 Shares 7,305 Est. Cost $123.42 Unrealized -19.5%
PLPC PREFORMED LINE PRODS CO 0.5%
Value ($000) $698 Shares 13,956 Est. Cost $62.29 Unrealized -21.8%
KLIC KULICKE & SOFFA INDS INC 0.5%
Value ($000) $698 Shares 33,537 Est. Cost $20.60 Unrealized 0.0%
C CITIGROUP INC 0.5%
Value ($000) $684 Shares 13,377 Est. Cost $38.68 Unrealized 0.0%
HYREQ HYRECAR INC 0.5%
Value ($000) $673 Shares 229,591 Est. Cost $2.39 Unrealized -13.0%
SP PLUS CORP 0.4%
Value ($000) $603 Shares 29,102 Est. Cost $20.72 Unrealized
OI O-I GLASS INC 0.4%
Value ($000) $599 Shares 66,737 Est. Cost $10.91 Unrealized -29.1%
SRTS SENSUS HEALTHCARE INC 0.4%
Value ($000) $593 Shares 192,142 Est. Cost $4.02 Unrealized -35.1%
IP INTL PAPER CO 0.4%
Value ($000) $592 Shares 16,794 Est. Cost $31.89 Unrealized -22.2%
UNIVERSAL STAINLESS & ALLOY 0.4%
Value ($000) $582 Shares 67,615 Est. Cost $14.90 Unrealized
ACH OWENS & MINOR INC NEW 0.4%
Value ($000) $545 Shares 71,489 Est. Cost $6.03 Unrealized +21.3%
SPOK SPOK HLDGS INC 0.4%
Value ($000) $544 Shares 58,212 Est. Cost $11.80 Unrealized -12.2%
KSS KOHLS CORP 0.4%
Value ($000) $543 Shares 26,136 Est. Cost $19.27 Unrealized 0.0%
GRACE W R & CO DEL NEW 0.4%
Value ($000) $514 Shares 10,132 Est. Cost $35.61 Unrealized
WADDELL & REED FINL INC 0.4%
Value ($000) $505 Shares 32,588 Est. Cost $11.37 Unrealized
MSTR MICROSTRATEGY INC 0.4%
Value ($000) $502 Shares 4,240 Est. Cost $13.58 Unrealized -10.4%
NXPI NXP SEMICONDUCTORS N V 0.4%
Value ($000) $492 Shares 4,312 Est. Cost $104.72 Unrealized -13.2%
OVV OVINTIV INC 0.4%
Value ($000) $490 Shares 51,293 Est. Cost $6.97 Unrealized 0.0%
FERRO CORP 0.4%
Value ($000) $486 Shares 40,680 Est. Cost $10.05 Unrealized
PRTH PRIORITY TECHNOLOGY HLDGS INC 0.4%
Value ($000) $480 Shares 185,433 Est. Cost $3.09 Unrealized -38.5%
DBI DESIGNER BRANDS INC 0.4%
Value ($000) $478 Shares 70,671 Est. Cost $6.93 Unrealized -22.1%
IBM INTERNATIONAL BUSINESS MACHS 0.4%
Value ($000) $473 Shares 3,922 Est. Cost $98.28 Unrealized -7.0%
CSTE CAESARSTONE LTD 0.3%
Value ($000) $472 Shares 39,794 Est. Cost $11.02 Unrealized -9.8%
UNIVAR SOLUTIONS INC 0.3%
Value ($000) $472 Shares 28,021 Est. Cost $24.24 Unrealized
WW INTL INC 0.3%
Value ($000) $452 Shares 17,795 Est. Cost $16.93 Unrealized
CVS CVS HEALTH CORP 0.3%
Value ($000) $445 Shares 6,848 Est. Cost $57.78 Unrealized -9.0%
CX CEMEX SAB DE CV 0.3%
Value ($000) $442 Shares 153,361 Est. Cost $3.28 Unrealized
BONANZA CREEK ENERGY INC 0.3%
Value ($000) $439 Shares 29,672 Est. Cost $14.80 Unrealized
TLYS TILLYS INC 0.3%
Value ($000) $434 Shares 76,621 Est. Cost $7.97 Unrealized -42.9%
PSYCHEMEDICS CORP 0.3%
Value ($000) $430 Shares 78,064 Est. Cost $5.51 Unrealized
TITN TITAN MACHY INC 0.3%
Value ($000) $420 Shares 38,641 Est. Cost $15.58 Unrealized -38.6%
GIII G III APPAREL GROUP LTD 0.3%
Value ($000) $416 Shares 31,292 Est. Cost $24.97 Unrealized -55.9%
TEAM INC 0.3%
Value ($000) $414 Shares 74,235 Est. Cost $5.58 Unrealized
GCO GENESCO INC 0.3%
Value ($000) $412 Shares 19,013 Est. Cost $18.45 Unrealized 0.0%
UFI UNIFI INC 0.3%
Value ($000) $408 Shares 31,693 Est. Cost $20.52 Unrealized -42.3%
GIL GILDAN ACTIVEWEAR INC 0.3%
Value ($000) $405 Shares 26,118 Est. Cost $21.86 Unrealized -38.4%
DRIVE SHACK INC 0.3%
Value ($000) $400 Shares 216,420 Est. Cost $1.85 Unrealized
MOS MOSAIC CO NEW 0.3%
Value ($000) $389 Shares 31,132 Est. Cost $17.61 Unrealized -39.2%
NGVT INGEVITY CORP 0.3%
Value ($000) $381 Shares 7,245 Est. Cost $47.46 Unrealized 0.0%
URI UNITED RENTALS INC 0.3%
Value ($000) $369 Shares 2,477 Est. Cost $140.67 Unrealized -12.7%
PDC ENERGY INC 0.3%
Value ($000) $363 Shares 29,127 Est. Cost $6.22 Unrealized
DRTTF DIRTT ENVIRONMENTAL SOLUTION 0.3%
Value ($000) $338 Shares 280,885 Est. Cost $3.19 Unrealized -62.3%
WWW WOLVERINE WORLD WIDE INC 0.2%
Value ($000) $335 Shares 14,050 Est. Cost $23.90 Unrealized -25.7%
AYI ACUITY BRANDS INC 0.2%
Value ($000) $326 Shares 3,410 Est. Cost $86.44 Unrealized 0.0%
BWA BORGWARNER INC 0.2%
Value ($000) $319 Shares 9,061 Est. Cost $24.21 Unrealized 0.0%
CENTURYLINK INC 0.2%
Value ($000) $311 Shares 1,521 Est. Cost $9.73 Unrealized
SRAX SRAX INC 0.2%
Value ($000) $307 Shares 121,145 Est. Cost $2.49 Unrealized
BHR BRAEMAR HOTELS & RESORTS INC 0.2%
Value ($000) $302 Shares 105,435 Est. Cost $2.86 Unrealized
LMNR LIMONEIRA CO 0.2%
Value ($000) $299 Shares 20,630 Est. Cost $11.80 Unrealized 0.0%
CENTURYLINK INC 0.2%
Value ($000) $298 Shares 29,731 Est. Cost $9.73 Unrealized
TRINITY BIOTECH PLC 0.2%
Value ($000) $293 Shares 134,646 Est. Cost $1.03 Unrealized
MTZ MASTEC INC 0.2%
Value ($000) $292 Shares 6,521 Est. Cost $37.90 Unrealized 0.0%
GP STRATEGIES CORP 0.2%
Value ($000) $289 Shares 33,632 Est. Cost $6.51 Unrealized
VLO VALERO ENERGY CORP 0.2%
Value ($000) $289 Shares 4,912 Est. Cost $73.62 Unrealized -35.1%
OGE OGE ENERGY CORP 0.2%
Value ($000) $286 Shares 9,420 Est. Cost $30.91 Unrealized 0.0%
TOTAL S.A. 0.2%
Value ($000) $280 Shares 7,292 Est. Cost $55.29 Unrealized
HRB BLOCK H & R INC 0.2%
Value ($000) $270 Shares 18,900 Est. Cost $14.94 Unrealized -14.6%
MCK MCKESSON CORP 0.2%
Value ($000) $266 Shares 1,737 Est. Cost $139.25 Unrealized 0.0%
IRDM IRIDIUM COMMUNICATIONS INC 0.2%
Value ($000) $260 Shares 10,208 Est. Cost $23.96 Unrealized -2.1%
CVGI COMMERCIAL VEH GROUP INC 0.2%
Value ($000) $258 Shares 89,558 Est. Cost $2.08 Unrealized 0.0%
HRI HERC HLDGS INC 0.2%
Value ($000) $255 Shares 8,308 Est. Cost $23.58 Unrealized 0.0%
ALOT ASTRONOVA INC 0.2%
Value ($000) $254 Shares 31,962 Est. Cost $6.56 Unrealized 0.0%
PERCEPTRON INC 0.2%
Value ($000) $252 Shares 76,040 Est. Cost $3.31 Unrealized
CHARAH SOLUTIONS INC 0.2%
Value ($000) $237 Shares 74,460 Est. Cost $3.18 Unrealized
CYPRESS ENVIRONMENTL PARTNR 0.2%
Value ($000) $227 Shares 55,222 Est. Cost $5.50 Unrealized
UNB UNION BANKSHARES INC 0.2%
Value ($000) $220 Shares 11,721 Est. Cost $20.91 Unrealized 0.0%
RIGNET INC 0.2%
Value ($000) $220 Shares 102,200 Est. Cost $2.13 Unrealized
CMP COMPASS MINERALS INTL INC 0.2%
Value ($000) $212 Shares 4,358 Est. Cost $49.59 Unrealized -16.0%
O2MICRO INTERNATIONAL LTD 0.1%
Value ($000) $192 Shares 112,874 Est. Cost $1.76 Unrealized
STLD STEEL DYNAMICS INC 0.1%
Value ($000) $187 Shares 7,162 Est. Cost $24.36 Unrealized -7.5%
TILE INTERFACE INC 0.1%
Value ($000) $185 Shares 22,776 Est. Cost $16.10 Unrealized -47.2%
DIN DINE BRANDS GLOBAL INC 0.1%
Value ($000) $184 Shares 4,364 Est. Cost $33.22 Unrealized 0.0%
PRIM PRIMORIS SVCS CORP 0.1%
Value ($000) $167 Shares 9,400 Est. Cost $15.77 Unrealized 0.0%
VHI VALHI INC NEW 0.1%
Value ($000) $166 Shares 15,781 Est. Cost $10.66 Unrealized 0.0%
EME EMCOR GROUP INC 0.1%
Value ($000) $163 Shares 2,462 Est. Cost $75.42 Unrealized -18.6%
SKT TANGER FACTORY OUTLET CTRS I 0.1%
Value ($000) $163 Shares 22,952 Est. Cost $7.10 Unrealized
DISCOVERY INC 0.1%
Value ($000) $152 Shares 7,207 Est. Cost $19.43 Unrealized
GOLD STD VENTURES CORP 0.1%
Value ($000) $150 Shares 184,007 Est. Cost $0.82 Unrealized
NAK NORTHERN DYNASTY MINERALS LT 0.1%
Value ($000) $149 Shares 104,088 Est. Cost $0.52 Unrealized +77.9%
EVC ENTRAVISION COMMUNICATIONS C 0.1%
Value ($000) $139 Shares 97,158 Est. Cost $1.14 Unrealized 0.0%
TDC TERADATA CORP DEL 0.1%
Value ($000) $132 Shares 6,351 Est. Cost $27.81 Unrealized -21.8%
TREEHOUSE FOODS INC 0.1%
Value ($000) $125 Shares 2,847 Est. Cost $43.91 Unrealized
EXPERIENCE INVT CORP 0.1%
Value ($000) $121 Shares 121,917 Est. Cost Unrealized
AIOT POWERFLEET INC 0.1%
Value ($000) $118 Shares 25,568 Est. Cost $6.02 Unrealized -22.7%
AAPL APPLE INC 0.0%
Value ($000) $44 Shares 117 Est. Cost Unrealized
BIOLASE INC 0.0%
Value ($000) $26 Shares 55,857 Est. Cost $0.47 Unrealized
VIACOMCBS INC 0.0%
Value ($000) $14 Shares 1,100 Est. Cost $41.97 Unrealized
MICHAELS COS 0.0%
Value ($000) $4 Shares 645 Est. Cost $7.86 Unrealized