Invenomic Capital Management LP Quant / Systematic

CIK: 0001769456 · Show all filings

Period: Q3 2023 (← Previous) (Next →)

Filing Date: Nov 14, 2023

Total Value ($000): $2,380,552 (100.0% shares, 0.0% debt)

Holdings (145)

SPY SPDR S&P 500 ETF TR 9.9%
Value ($000) $235,114 Shares 550,000 Est. Cost $427.48 Unrealized
AAPL APPLE INC 3.6%
Value ($000) $85,605 Shares 500,000 Est. Cost $181.32 Unrealized 0.0%
VTRS VIATRIS INC 2.9%
Value ($000) $68,553 Shares 6,952,645 Est. Cost $9.05 Unrealized +3.1%
C CITIGROUP INC 2.5%
Value ($000) $60,027 Shares 1,459,445 Est. Cost $41.39 Unrealized -2.2%
BMY BRISTOL-MYERS SQUIBB CO 2.4%
Value ($000) $56,196 Shares 968,234 Est. Cost $58.44 Unrealized -7.0%
WEX WEX INC 2.3%
Value ($000) $53,704 Shares 285,523 Est. Cost $171.80 Unrealized +12.4%
T AT&T INC 2.3%
Value ($000) $53,576 Shares 3,566,961 Est. Cost $15.02 Unrealized -13.8%
SSNC SS&C TECHNOLOGIES HLDGS INC 2.1%
Value ($000) $50,896 Shares 968,715 Est. Cost $56.23 Unrealized +1.6%
CLVT CLARIVATE PLC 2.1%
Value ($000) $50,233 Shares 7,486,244 Est. Cost $9.42 Unrealized -15.4%
ZM ZOOM VIDEO COMMUNICATIONS IN 2.1%
Value ($000) $49,970 Shares 714,463 Est. Cost $78.17 Unrealized -11.2%
VZ VERIZON COMMUNICATIONS INC 2.0%
Value ($000) $48,793 Shares 1,505,478 Est. Cost $31.46 Unrealized -7.8%
CMCSA COMCAST CORP NEW 2.0%
Value ($000) $48,493 Shares 1,093,665 Est. Cost $37.26 Unrealized +11.4%
CHRD CHORD ENERGY CORPORATION 1.9%
Value ($000) $45,401 Shares 280,135 Est. Cost $112.82 Unrealized +21.2%
PENN PENN ENTERTAINMENT INC 1.9%
Value ($000) $44,942 Shares 1,958,246 Est. Cost $24.20 Unrealized 0.0%
EBAY EBAY INC. 1.8%
Value ($000) $43,932 Shares 996,426 Est. Cost $44.96 Unrealized -5.1%
FLEETCOR TECHNOLOGIES INC 1.8%
Value ($000) $43,458 Shares 170,198 Est. Cost $210.85 Unrealized
LYFT LYFT INC 1.8%
Value ($000) $41,810 Shares 3,966,780 Est. Cost $11.72 Unrealized -4.9%
EXPE EXPEDIA GROUP INC 1.7%
Value ($000) $41,081 Shares 398,570 Est. Cost $101.65 Unrealized +7.7%
GOOG ALPHABET INC 1.7%
Value ($000) $39,555 Shares 300,000 Est. Cost $129.05 Unrealized 0.0%
ES EVERSOURCE ENERGY 1.6%
Value ($000) $37,456 Shares 644,133 Est. Cost $59.47 Unrealized 0.0%
WBD WARNER BROS DISCOVERY INC 1.3%
Value ($000) $31,231 Shares 2,875,792 Est. Cost $15.25 Unrealized -18.2%
AEE AMEREN CORP 1.2%
Value ($000) $29,085 Shares 388,686 Est. Cost $75.48 Unrealized 0.0%
FTDR FRONTDOOR INC 1.2%
Value ($000) $29,052 Shares 949,706 Est. Cost $24.25 Unrealized +36.6%
GPN GLOBAL PMTS INC 1.2%
Value ($000) $29,029 Shares 251,571 Est. Cost $104.65 Unrealized +10.9%
KGC KINROSS GOLD CORP 1.1%
Value ($000) $25,324 Shares 5,553,440 Est. Cost $4.63 Unrealized +5.9%
CRESCENT PT ENERGY CORP 1.0%
Value ($000) $24,985 Shares 3,010,280 Est. Cost $7.05 Unrealized
CNC CENTENE CORP DEL 1.0%
Value ($000) $24,275 Shares 352,421 Est. Cost $73.65 Unrealized -9.7%
PREMIER INC 1.0%
Value ($000) $23,596 Shares 1,097,489 Est. Cost $26.92 Unrealized
APP APPLOVIN CORP 1.0%
Value ($000) $23,313 Shares 583,413 Est. Cost $15.95 Unrealized +122.4%
TDS TELEPHONE & DATA SYS INC 0.9%
Value ($000) $22,418 Shares 1,224,374 Est. Cost $13.43 Unrealized +7.5%
SMARTSHEET INC 0.9%
Value ($000) $22,046 Shares 544,877 Est. Cost $40.01 Unrealized
BPOP POPULAR INC 0.9%
Value ($000) $21,776 Shares 345,588 Est. Cost $63.63 Unrealized -3.1%
EGO ELDORADO GOLD CORP NEW 0.9%
Value ($000) $20,402 Shares 2,289,734 Est. Cost $9.32 Unrealized +4.5%
BAX BAXTER INTL INC 0.8%
Value ($000) $20,173 Shares 534,536 Est. Cost $39.44 Unrealized +1.8%
NOMD NOMAD FOODS LTD 0.8%
Value ($000) $20,158 Shares 1,324,462 Est. Cost $18.27 Unrealized -5.3%
UDMY UDEMY INC 0.8%
Value ($000) $20,125 Shares 2,118,403 Est. Cost $9.76 Unrealized +7.2%
SSTK SHUTTERSTOCK INC 0.8%
Value ($000) $19,858 Shares 521,892 Est. Cost $49.62 Unrealized -9.7%
NUVEI CORPORATION 0.8%
Value ($000) $19,823 Shares 1,181,152 Est. Cost $24.95 Unrealized
LAZARD LTD 0.8%
Value ($000) $19,133 Shares 616,981 Est. Cost $32.56 Unrealized
LEVI LEVI STRAUSS & CO NEW 0.8%
Value ($000) $19,050 Shares 1,402,829 Est. Cost $16.27 Unrealized -20.2%
CVS CVS HEALTH CORP 0.8%
Value ($000) $18,543 Shares 265,576 Est. Cost $68.73 Unrealized -6.1%
VET VERMILION ENERGY INC 0.7%
Value ($000) $17,648 Shares 1,205,911 Est. Cost $13.70 Unrealized +2.7%
BTG B2GOLD CORP 0.7%
Value ($000) $16,829 Shares 5,859,005 Est. Cost $3.33 Unrealized -11.3%
UA UNDER ARMOUR INC 0.7%
Value ($000) $16,776 Shares 2,629,502 Est. Cost $7.21 Unrealized -4.5%
FOOT LOCKER INC 0.7%
Value ($000) $16,556 Shares 954,241 Est. Cost $17.35 Unrealized
CXW CORECIVIC INC 0.7%
Value ($000) $16,455 Shares 1,462,646 Est. Cost $10.50 Unrealized -4.2%
TRIP TRIPADVISOR INC 0.7%
Value ($000) $16,063 Shares 968,810 Est. Cost $17.71 Unrealized -7.9%
LRN STRIDE INC 0.7%
Value ($000) $15,994 Shares 355,190 Est. Cost $37.90 Unrealized +7.3%
SHEL SHELL PLC 0.7%
Value ($000) $15,758 Shares 244,762 Est. Cost $64.38 Unrealized
SOUTHWESTERN ENERGY CO 0.7%
Value ($000) $15,712 Shares 2,436,042 Est. Cost $5.04 Unrealized
UHS UNIVERSAL HLTH SVCS INC 0.6%
Value ($000) $14,984 Shares 119,174 Est. Cost $131.75 Unrealized +2.5%
NWL NEWELL BRANDS INC 0.6%
Value ($000) $14,958 Shares 1,656,531 Est. Cost $11.00 Unrealized -18.6%
VNT VONTIER CORPORATION 0.6%
Value ($000) $14,869 Shares 480,895 Est. Cost $21.74 Unrealized +41.7%
DBX DROPBOX INC 0.6%
Value ($000) $14,537 Shares 533,844 Est. Cost $22.68 Unrealized +20.2%
OVV OVINTIV INC 0.6%
Value ($000) $14,514 Shares 305,108 Est. Cost $36.39 Unrealized +24.5%
CUZ COUSINS PPTYS INC 0.6%
Value ($000) $14,458 Shares 709,763 Est. Cost $21.05 Unrealized
PYPL PAYPAL HLDGS INC 0.6%
Value ($000) $14,163 Shares 242,263 Est. Cost $71.11 Unrealized -8.6%
UPWK UPWORK INC 0.6%
Value ($000) $13,794 Shares 1,214,229 Est. Cost $9.89 Unrealized +25.5%
RAMP LIVERAMP HLDGS INC 0.5%
Value ($000) $12,125 Shares 420,419 Est. Cost $22.82 Unrealized +29.4%
ETSY ETSY INC 0.5%
Value ($000) $12,122 Shares 187,698 Est. Cost $78.87 Unrealized 0.0%
ST SENSATA TECHNOLOGIES HLDG PL 0.5%
Value ($000) $12,027 Shares 318,000 Est. Cost $43.03 Unrealized -6.3%
EMN EASTMAN CHEM CO 0.5%
Value ($000) $11,772 Shares 153,442 Est. Cost $75.98 Unrealized -0.8%
CHTR CHARTER COMMUNICATIONS INC N 0.5%
Value ($000) $11,630 Shares 26,442 Est. Cost $415.80 Unrealized 0.0%
MMM 3M CO 0.5%
Value ($000) $11,607 Shares 123,979 Est. Cost $79.56 Unrealized 0.0%
EXEL EXELIXIS INC 0.5%
Value ($000) $11,503 Shares 526,458 Est. Cost $16.65 Unrealized +25.6%
LAUR LAUREATE EDUCATION INC 0.5%
Value ($000) $10,741 Shares 761,763 Est. Cost $10.89 Unrealized +23.3%
WALGREENS BOOTS ALLIANCE INC 0.4%
Value ($000) $10,100 Shares 454,145 Est. Cost $25.48 Unrealized
ALIT ALIGHT INC 0.4%
Value ($000) $10,050 Shares 1,417,523 Est. Cost $8.36 Unrealized -4.1%
WABC WESTAMERICA BANCORPORATION 0.4%
Value ($000) $10,011 Shares 231,467 Est. Cost $38.40 Unrealized +5.9%
IPGP IPG PHOTONICS CORP 0.4%
Value ($000) $9,857 Shares 97,078 Est. Cost $94.07 Unrealized +19.9%
HEIDRICK & STRUGGLES INTL IN 0.4%
Value ($000) $9,721 Shares 388,510 Est. Cost $32.06 Unrealized
FIS FIDELITY NATL INFORMATION SV 0.4%
Value ($000) $9,446 Shares 170,902 Est. Cost $54.38 Unrealized 0.0%
MD PEDIATRIX MEDICAL GROUP INC 0.4%
Value ($000) $9,062 Shares 712,996 Est. Cost $14.52 Unrealized -5.5%
FARO TECHNOLOGIES INC 0.4%
Value ($000) $8,441 Shares 554,245 Est. Cost $17.07 Unrealized
GEO GEO GROUP INC NEW 0.3%
Value ($000) $8,185 Shares 1,000,668 Est. Cost $7.31 Unrealized 0.0%
CEDAR FAIR L P 0.3%
Value ($000) $7,781 Shares 210,285 Est. Cost $42.43 Unrealized
HIRERIGHT HOLDINGS CORPORATI 0.3%
Value ($000) $7,736 Shares 813,461 Est. Cost $15.73 Unrealized
NGD NEW GOLD INC CDA 0.3%
Value ($000) $7,687 Shares 8,446,768 Est. Cost $1.07 Unrealized -0.2%
LUV SOUTHWEST AIRLS CO 0.3%
Value ($000) $7,519 Shares 277,747 Est. Cost $32.46 Unrealized -4.9%
GDRX GOODRX HLDGS INC 0.3%
Value ($000) $7,354 Shares 1,306,196 Est. Cost $6.67 Unrealized 0.0%
MATV MATIV HOLDINGS INC 0.3%
Value ($000) $7,311 Shares 512,672 Est. Cost $15.30 Unrealized -4.1%
GEN GEN DIGITAL INC 0.3%
Value ($000) $7,055 Shares 399,065 Est. Cost $18.78 Unrealized -0.8%
FDP FRESH DEL MONTE PRODUCE INC 0.3%
Value ($000) $6,897 Shares 266,908 Est. Cost $24.03 Unrealized 0.0%
ALLETE INC 0.3%
Value ($000) $6,388 Shares 120,987 Est. Cost $52.80 Unrealized
UFI UNIFI INC 0.3%
Value ($000) $6,299 Shares 887,161 Est. Cost $9.55 Unrealized -22.3%
VIMEO INC 0.3%
Value ($000) $6,179 Shares 1,745,568 Est. Cost $3.59 Unrealized
SSL SASOL LTD 0.2%
Value ($000) $5,948 Shares 435,135 Est. Cost $13.66 Unrealized
EQX EQUINOX GOLD CORP 0.2%
Value ($000) $5,770 Shares 1,363,964 Est. Cost $4.37 Unrealized +10.3%
NTGR NETGEAR INC 0.2%
Value ($000) $5,758 Shares 457,377 Est. Cost $13.91 Unrealized -4.7%
TNDM TANDEM DIABETES CARE INC 0.2%
Value ($000) $5,659 Shares 272,444 Est. Cost $28.88 Unrealized -4.9%
CPA COPA HOLDINGS SA 0.2%
Value ($000) $5,464 Shares 61,308 Est. Cost $77.16 Unrealized +16.4%
WESTROCK CO 0.2%
Value ($000) $5,378 Shares 150,223 Est. Cost $29.47 Unrealized
MG MISTRAS GROUP INC 0.2%
Value ($000) $5,253 Shares 963,777 Est. Cost $6.20 Unrealized +1.2%
ENPH ENPHASE ENERGY INC 0.2%
Value ($000) $4,929 Shares 41,023 Est. Cost $142.45 Unrealized 0.0%
PRAA PRA GROUP INC 0.2%
Value ($000) $4,906 Shares 255,396 Est. Cost $22.36 Unrealized -5.9%
CSTL CASTLE BIOSCIENCES INC 0.2%
Value ($000) $4,830 Shares 285,957 Est. Cost $21.47 Unrealized -18.5%
SNAP SNAP INC 0.2%
Value ($000) $4,816 Shares 540,539 Est. Cost $9.88 Unrealized +5.8%
SD SANDRIDGE ENERGY INC 0.2%
Value ($000) $4,776 Shares 304,963 Est. Cost $19.51 Unrealized -18.0%
WWW WOLVERINE WORLD WIDE INC 0.2%
Value ($000) $4,599 Shares 570,630 Est. Cost $9.56 Unrealized 0.0%
EXFY EXPENSIFY INC 0.2%
Value ($000) $4,464 Shares 1,373,584 Est. Cost $11.14 Unrealized -51.5%
VIVID SEATS INC 0.2%
Value ($000) $4,409 Shares 686,737 Est. Cost $7.33 Unrealized
CNXC CONCENTRIX CORP 0.2%
Value ($000) $4,288 Shares 53,528 Est. Cost $80.00 Unrealized -7.7%
OGN ORGANON & CO 0.2%
Value ($000) $4,285 Shares 246,817 Est. Cost $18.55 Unrealized 0.0%
DOMO DOMO INC 0.2%
Value ($000) $4,097 Shares 417,650 Est. Cost $14.68 Unrealized -5.3%
SPH SUBURBAN PROPANE PARTNERS L 0.2%
Value ($000) $3,991 Shares 248,635 Est. Cost $15.22 Unrealized
COF CAPITAL ONE FINL CORP 0.2%
Value ($000) $3,738 Shares 38,512 Est. Cost $103.04 Unrealized 0.0%
KRC KILROY RLTY CORP 0.2%
Value ($000) $3,634 Shares 114,950 Est. Cost $34.81 Unrealized
SON SONOCO PRODS CO 0.1%
Value ($000) $3,552 Shares 65,353 Est. Cost $52.72 Unrealized -2.8%
SAMG SILVERCREST ASSET MGMT GROUP 0.1%
Value ($000) $3,414 Shares 215,151 Est. Cost $16.47 Unrealized +17.4%
UPLD UPLAND SOFTWARE INC 0.1%
Value ($000) $3,351 Shares 725,310 Est. Cost $6.57 Unrealized -44.5%
TASK TASKUS INC 0.1%
Value ($000) $3,195 Shares 307,756 Est. Cost $12.17 Unrealized -11.6%
AVNS AVANOS MED INC 0.1%
Value ($000) $3,153 Shares 155,936 Est. Cost $22.67 Unrealized 0.0%
DSP VIANT TECHNOLOGY INC 0.1%
Value ($000) $2,978 Shares 531,867 Est. Cost $7.08 Unrealized -22.7%
TELUS INTL CDA INC 0.1%
Value ($000) $2,867 Shares 376,283 Est. Cost $7.62 Unrealized
EGHT 8X8 INC NEW 0.1%
Value ($000) $2,740 Shares 1,087,425 Est. Cost $3.60 Unrealized -1.1%
AVD AMERICAN VANGUARD CORP 0.1%
Value ($000) $2,685 Shares 245,638 Est. Cost $15.05 Unrealized 0.0%
SMP STANDARD MTR PRODS INC 0.1%
Value ($000) $2,655 Shares 78,980 Est. Cost $36.48 Unrealized -0.2%
HBB HAMILTON BEACH BRANDS HLDG C 0.1%
Value ($000) $2,533 Shares 204,127 Est. Cost $13.23 Unrealized -21.4%
AUDC AUDIOCODES LTD 0.1%
Value ($000) $2,368 Shares 234,267 Est. Cost $9.33 Unrealized 0.0%
LOCO EL POLLO LOCO HLDGS INC 0.1%
Value ($000) $2,346 Shares 262,116 Est. Cost $9.72 Unrealized 0.0%
YEXT YEXT INC 0.1%
Value ($000) $2,344 Shares 370,318 Est. Cost $8.55 Unrealized 0.0%
CEVA CEVA INC 0.1%
Value ($000) $2,279 Shares 117,542 Est. Cost $23.22 Unrealized 0.0%
HURC HURCO CO 0.1%
Value ($000) $2,230 Shares 99,440 Est. Cost $29.26 Unrealized -25.6%
PARAMOUNT GLOBAL 0.1%
Value ($000) $2,164 Shares 167,741 Est. Cost $15.91 Unrealized
TBRG COMPUTER PROGRAMS & SYS INC 0.1%
Value ($000) $2,150 Shares 134,858 Est. Cost $20.39 Unrealized 0.0%
KFY KORN FERRY 0.1%
Value ($000) $2,088 Shares 44,010 Est. Cost $50.55 Unrealized -5.1%
NOODLES & CO 0.1%
Value ($000) $2,075 Shares 843,445 Est. Cost $2.46 Unrealized
SATS ECHOSTAR CORP 0.1%
Value ($000) $1,897 Shares 113,250 Est. Cost $18.32 Unrealized +3.2%
FONR FONAR CORP 0.1%
Value ($000) $1,872 Shares 121,547 Est. Cost $15.79 Unrealized +4.7%
INGN INOGEN INC 0.1%
Value ($000) $1,774 Shares 339,843 Est. Cost $26.62 Unrealized -73.3%
XYZ BLOCK INC 0.1%
Value ($000) $1,757 Shares 39,695 Est. Cost $61.92 Unrealized 0.0%
ANIK ANIKA THERAPEUTICS INC 0.1%
Value ($000) $1,745 Shares 93,653 Est. Cost $20.74 Unrealized 0.0%
AAP ADVANCE AUTO PARTS INC 0.1%
Value ($000) $1,655 Shares 29,598 Est. Cost $63.61 Unrealized 0.0%
CSTE CAESARSTONE LTD 0.1%
Value ($000) $1,595 Shares 372,756 Est. Cost $11.08 Unrealized -56.5%
FORR FORRESTER RESH INC 0.1%
Value ($000) $1,395 Shares 48,267 Est. Cost $34.63 Unrealized -11.2%
SA SEABRIDGE GOLD INC 0.1%
Value ($000) $1,323 Shares 125,379 Est. Cost $12.35 Unrealized -4.0%
GLATFELTER CORPORATION 0.1%
Value ($000) $1,289 Shares 644,440 Est. Cost $2.47 Unrealized
TPICQ TPI COMPOSITES INC 0.1%
Value ($000) $1,275 Shares 481,222 Est. Cost $6.12 Unrealized 0.0%
ASTL ALGOMA STL GROUP INC 0.0%
Value ($000) $1,149 Shares 169,021 Est. Cost $6.11 Unrealized +11.9%
PHX MINERALS INC 0.0%
Value ($000) $1,052 Shares 288,959 Est. Cost $3.06 Unrealized
ZD ZIFF DAVIS INC 0.0%
Value ($000) $1,022 Shares 16,051 Est. Cost $81.97 Unrealized -16.3%
THOUGHTWORKS HOLDING INC 0.0%
Value ($000) $913 Shares 223,770 Est. Cost $4.08 Unrealized
LEXX LEXARIA BIOSCIENCE CORP 0.0%
Value ($000) $764 Shares 764,332 Est. Cost $3.70 Unrealized -75.3%
CVEO CIVEO CORP CDA 0.0%
Value ($000) $762 Shares 36,782 Est. Cost $18.76 Unrealized -3.4%
BHR BRAEMAR HOTELS & RESORTS INC 0.0%
Value ($000) $292 Shares 105,327 Est. Cost $2.77 Unrealized