Invenomic Capital Management LP Quant / Systematic

CIK: 0001769456 · Show all filings

Period: Q2 2024 (← Previous) (Next →)

Filing Date: Aug 14, 2024

Total Value ($000): $2,054,717 (100.0% shares, 0.0% debt)

Holdings (158)

SPY SPDR S&P 500 ETF TR 6.6%
Value ($000) $136,055 Shares 250,000 Est. Cost Unrealized
ES EVERSOURCE ENERGY 2.7%
Value ($000) $55,235 Shares 973,987 Est. Cost $56.71 Unrealized -3.1%
CHRD CHORD ENERGY CORPORATION 2.3%
Value ($000) $47,913 Shares 285,742 Est. Cost $117.19 Unrealized +38.2%
GPN GLOBAL PMTS INC 2.2%
Value ($000) $46,068 Shares 476,406 Est. Cost $109.86 Unrealized -1.5%
T AT&T INC 2.2%
Value ($000) $45,954 Shares 2,404,692 Est. Cost $15.03 Unrealized +7.5%
VTRS VIATRIS INC 2.2%
Value ($000) $45,609 Shares 4,290,594 Est. Cost $9.15 Unrealized +12.0%
SOLV SOLVENTUM CORP 2.1%
Value ($000) $43,583 Shares 824,185 Est. Cost $60.70 Unrealized 0.0%
ZM ZOOM VIDEO COMMUNICATIONS IN 2.1%
Value ($000) $43,402 Shares 733,265 Est. Cost $75.35 Unrealized -18.5%
SSNC SS&C TECHNOLOGIES HLDGS INC 2.0%
Value ($000) $41,306 Shares 659,106 Est. Cost $56.23 Unrealized +10.3%
CLVT CLARIVATE PLC 1.9%
Value ($000) $38,433 Shares 6,754,473 Est. Cost $9.03 Unrealized -29.4%
VZ VERIZON COMMUNICATIONS INC 1.8%
Value ($000) $37,725 Shares 914,761 Est. Cost $34.31 Unrealized +6.3%
OVV OVINTIV INC 1.8%
Value ($000) $37,047 Shares 790,417 Est. Cost $42.25 Unrealized +19.1%
ETSY ETSY INC 1.6%
Value ($000) $32,245 Shares 546,713 Est. Cost $73.37 Unrealized -12.8%
EXPE EXPEDIA GROUP INC 1.6%
Value ($000) $31,940 Shares 253,511 Est. Cost $110.93 Unrealized +10.3%
ILMN ILLUMINA INC 1.5%
Value ($000) $31,689 Shares 303,589 Est. Cost $113.34 Unrealized -1.0%
ST SENSATA TECHNOLOGIES HLDG PL 1.4%
Value ($000) $28,581 Shares 764,415 Est. Cost $37.84 Unrealized +1.8%
MTB M & T BK CORP 1.3%
Value ($000) $27,674 Shares 182,836 Est. Cost $135.98 Unrealized +2.2%
PYPL PAYPAL HLDGS INC 1.3%
Value ($000) $26,866 Shares 462,972 Est. Cost $64.35 Unrealized -1.4%
APTIV PLC 1.3%
Value ($000) $26,640 Shares 378,306 Est. Cost $70.42 Unrealized
PENN PENN ENTERTAINMENT INC 1.3%
Value ($000) $26,504 Shares 1,369,352 Est. Cost $22.71 Unrealized -25.2%
CIVI CIVITAS RESOURCES INC 1.2%
Value ($000) $25,420 Shares 368,404 Est. Cost $59.84 Unrealized +7.2%
SNX TD SYNNEX CORPORATION 1.2%
Value ($000) $25,372 Shares 219,861 Est. Cost $101.05 Unrealized +18.1%
UDMY UDEMY INC 1.2%
Value ($000) $25,142 Shares 2,913,320 Est. Cost $10.32 Unrealized -8.0%
KGC KINROSS GOLD CORP 1.2%
Value ($000) $24,417 Shares 2,934,693 Est. Cost $4.63 Unrealized +56.4%
EGO ELDORADO GOLD CORP NEW 1.2%
Value ($000) $24,323 Shares 1,644,555 Est. Cost $9.94 Unrealized +52.4%
NEM NEWMONT CORP 1.2%
Value ($000) $23,772 Shares 567,748 Est. Cost $39.61 Unrealized 0.0%
NOMD NOMAD FOODS LTD 1.2%
Value ($000) $23,729 Shares 1,439,865 Est. Cost $18.25 Unrealized -1.4%
FTDR FRONTDOOR INC 1.1%
Value ($000) $22,388 Shares 662,562 Est. Cost $27.22 Unrealized +23.9%
UPWK UPWORK INC 1.1%
Value ($000) $22,299 Shares 2,074,338 Est. Cost $11.65 Unrealized -2.6%
SSTK SHUTTERSTOCK INC 1.1%
Value ($000) $21,861 Shares 564,890 Est. Cost $49.15 Unrealized -17.3%
NGD NEW GOLD INC CDA 1.0%
Value ($000) $21,336 Shares 10,941,615 Est. Cost $1.18 Unrealized +61.5%
NTR NUTRIEN LTD 1.0%
Value ($000) $21,154 Shares 415,520 Est. Cost $51.87 Unrealized 0.0%
KSS KOHLS CORP 1.0%
Value ($000) $20,562 Shares 894,393 Est. Cost $24.03 Unrealized +0.5%
DUN & BRADSTREET HLDGS INC 0.9%
Value ($000) $18,966 Shares 2,048,186 Est. Cost $9.26 Unrealized
OPLN OPENLANE INC 0.9%
Value ($000) $18,611 Shares 1,121,839 Est. Cost $14.89 Unrealized +15.2%
MUR MURPHY OIL CORP 0.9%
Value ($000) $18,408 Shares 446,367 Est. Cost $39.81 Unrealized +0.8%
WBD WARNER BROS DISCOVERY INC 0.9%
Value ($000) $18,214 Shares 2,448,115 Est. Cost $13.35 Unrealized -40.0%
COUR COURSERA INC 0.9%
Value ($000) $18,027 Shares 2,517,778 Est. Cost $9.51 Unrealized 0.0%
EMN EASTMAN CHEM CO 0.9%
Value ($000) $17,950 Shares 183,223 Est. Cost $77.92 Unrealized +18.9%
HAIN HAIN CELESTIAL GROUP INC 0.9%
Value ($000) $17,815 Shares 2,578,086 Est. Cost $8.53 Unrealized -19.5%
KHC KRAFT HEINZ CO 0.9%
Value ($000) $17,767 Shares 551,414 Est. Cost $32.64 Unrealized -0.3%
SBH SALLY BEAUTY HLDGS INC 0.8%
Value ($000) $17,273 Shares 1,609,825 Est. Cost $11.06 Unrealized -0.6%
STT STATE STR CORP 0.8%
Value ($000) $17,269 Shares 233,370 Est. Cost $69.99 Unrealized +0.8%
FOOT LOCKER INC 0.8%
Value ($000) $16,911 Shares 678,630 Est. Cost $21.27 Unrealized
MLCO MELCO RESORTS AND ENTMNT LTD 0.8%
Value ($000) $15,802 Shares 2,118,223 Est. Cost $7.21 Unrealized
AMN AMN HEALTHCARE SVCS INC 0.7%
Value ($000) $14,723 Shares 287,392 Est. Cost $64.22 Unrealized -11.8%
EBAY EBAY INC. 0.7%
Value ($000) $14,594 Shares 271,660 Est. Cost $44.96 Unrealized +12.8%
PREMIER INC 0.7%
Value ($000) $14,190 Shares 760,062 Est. Cost $25.60 Unrealized
MTCH MATCH GROUP INC NEW 0.7%
Value ($000) $13,857 Shares 456,131 Est. Cost $30.87 Unrealized 0.0%
PRGO PERRIGO CO PLC 0.7%
Value ($000) $13,434 Shares 523,132 Est. Cost $29.69 Unrealized -1.0%
FVRR FIVERR INTL LTD 0.7%
Value ($000) $13,410 Shares 572,326 Est. Cost $24.12 Unrealized -6.9%
EXE CHESAPEAKE ENERGY CORP 0.7%
Value ($000) $13,364 Shares 162,594 Est. Cost $81.38 Unrealized +3.3%
SHLS SHOALS TECHNOLOGIES GROUP IN 0.6%
Value ($000) $12,960 Shares 2,076,920 Est. Cost $9.35 Unrealized -14.7%
VIVID SEATS INC 0.6%
Value ($000) $12,703 Shares 2,209,259 Est. Cost $6.16 Unrealized
LYFT LYFT INC 0.6%
Value ($000) $12,636 Shares 896,186 Est. Cost $13.54 Unrealized +19.9%
HEIDRICK & STRUGGLES INTL IN 0.6%
Value ($000) $12,281 Shares 388,878 Est. Cost $32.45 Unrealized
MNRO MONRO INC 0.6%
Value ($000) $12,195 Shares 511,123 Est. Cost $27.82 Unrealized -4.1%
NVST ENVISTA HOLDINGS CORPORATION 0.6%
Value ($000) $12,152 Shares 730,736 Est. Cost $22.03 Unrealized -14.2%
SUI SUN CMNTYS INC 0.6%
Value ($000) $12,066 Shares 100,264 Est. Cost $120.34 Unrealized
M MACYS INC 0.6%
Value ($000) $11,544 Shares 601,244 Est. Cost $16.53 Unrealized +15.5%
AVA AVISTA CORP 0.6%
Value ($000) $11,441 Shares 330,583 Est. Cost $31.32 Unrealized +5.1%
TAP MOLSON COORS BEVERAGE CO 0.6%
Value ($000) $11,426 Shares 224,781 Est. Cost $54.56 Unrealized 0.0%
SEDG SOLAREDGE TECHNOLOGIES INC 0.5%
Value ($000) $11,236 Shares 444,829 Est. Cost $87.78 Unrealized -40.8%
EGHT 8X8 INC NEW 0.5%
Value ($000) $11,109 Shares 5,003,917 Est. Cost $2.86 Unrealized -14.9%
BLCO BAUSCH PLUS LOMB CORP 0.5%
Value ($000) $11,071 Shares 762,451 Est. Cost $15.28 Unrealized -1.7%
ET ENERGY TRANSFER L P 0.5%
Value ($000) $10,768 Shares 663,876 Est. Cost $15.73 Unrealized
CXW CORECIVIC INC 0.5%
Value ($000) $10,348 Shares 797,247 Est. Cost $10.50 Unrealized +39.2%
EXEL EXELIXIS INC 0.5%
Value ($000) $10,348 Shares 460,514 Est. Cost $22.19 Unrealized 0.0%
VET VERMILION ENERGY INC 0.5%
Value ($000) $9,913 Shares 900,328 Est. Cost $11.88 Unrealized 0.0%
WHR WHIRLPOOL CORP 0.4%
Value ($000) $9,182 Shares 89,844 Est. Cost $112.99 Unrealized -13.8%
CUZ COUSINS PPTYS INC 0.4%
Value ($000) $9,093 Shares 392,804 Est. Cost $21.45 Unrealized
LKQ LKQ CORP 0.4%
Value ($000) $8,893 Shares 213,834 Est. Cost $42.42 Unrealized 0.0%
SON SONOCO PRODS CO 0.4%
Value ($000) $8,614 Shares 169,828 Est. Cost $52.27 Unrealized +2.8%
EQX EQUINOX GOLD CORP 0.4%
Value ($000) $8,183 Shares 1,564,652 Est. Cost $4.45 Unrealized +25.2%
FDP FRESH DEL MONTE PRODUCE INC 0.4%
Value ($000) $8,175 Shares 374,150 Est. Cost $23.70 Unrealized -4.2%
CMP COMPASS MINERALS INTL INC 0.4%
Value ($000) $8,082 Shares 782,368 Est. Cost $17.75 Unrealized -27.3%
CART MAPLEBEAR INC 0.4%
Value ($000) $7,966 Shares 247,862 Est. Cost $31.92 Unrealized +7.8%
EPD ENTERPRISE PRODS PARTNERS L 0.4%
Value ($000) $7,954 Shares 274,474 Est. Cost $29.18 Unrealized
SHEL SHELL PLC 0.4%
Value ($000) $7,516 Shares 104,131 Est. Cost $65.06 Unrealized
EVTC EVERTEC INC 0.4%
Value ($000) $7,379 Shares 221,932 Est. Cost $36.74 Unrealized -2.4%
MMM 3M CO 0.4%
Value ($000) $7,316 Shares 71,590 Est. Cost $79.08 Unrealized +19.2%
OMCL OMNICELL COM 0.4%
Value ($000) $7,274 Shares 268,695 Est. Cost $32.40 Unrealized -10.6%
GEO GEO GROUP INC NEW 0.4%
Value ($000) $7,194 Shares 500,998 Est. Cost $7.31 Unrealized +93.2%
DOCU DOCUSIGN INC 0.3%
Value ($000) $7,166 Shares 133,953 Est. Cost $56.40 Unrealized 0.0%
MD PEDIATRIX MEDICAL GROUP INC 0.3%
Value ($000) $7,037 Shares 932,108 Est. Cost $12.51 Unrealized -33.9%
G GENPACT LIMITED 0.3%
Value ($000) $7,012 Shares 217,842 Est. Cost $31.55 Unrealized 0.0%
VEREN INC 0.3%
Value ($000) $6,900 Shares 876,731 Est. Cost $7.87 Unrealized
AVD AMERICAN VANGUARD CORP 0.3%
Value ($000) $6,673 Shares 775,904 Est. Cost $11.33 Unrealized -10.0%
ZD ZIFF DAVIS INC 0.3%
Value ($000) $6,645 Shares 120,709 Est. Cost $64.49 Unrealized -14.7%
TRIP TRIPADVISOR INC 0.3%
Value ($000) $6,603 Shares 370,742 Est. Cost $17.71 Unrealized +22.4%
CNXC CONCENTRIX CORP 0.3%
Value ($000) $6,578 Shares 103,948 Est. Cost $57.17 Unrealized 0.0%
INCY INCYTE CORP 0.3%
Value ($000) $6,440 Shares 106,237 Est. Cost $56.64 Unrealized 0.0%
RGP RESOURCES CONNECTION INC 0.3%
Value ($000) $6,335 Shares 573,836 Est. Cost $12.32 Unrealized -8.7%
PLOW DOUGLAS DYNAMICS INC 0.3%
Value ($000) $5,955 Shares 254,470 Est. Cost $24.53 Unrealized -3.1%
RSKD RISKIFIED LTD 0.3%
Value ($000) $5,747 Shares 899,319 Est. Cost $4.46 Unrealized +26.9%
TDOC TELADOC HEALTH INC 0.3%
Value ($000) $5,651 Shares 577,785 Est. Cost $14.12 Unrealized -13.6%
FLYW FLYWIRE CORPORATION 0.3%
Value ($000) $5,560 Shares 339,257 Est. Cost $18.88 Unrealized 0.0%
WRBY WARBY PARKER INC 0.3%
Value ($000) $5,505 Shares 342,767 Est. Cost $12.80 Unrealized +15.5%
MG MISTRAS GROUP INC 0.3%
Value ($000) $5,490 Shares 662,266 Est. Cost $6.20 Unrealized +41.0%
SOUTHWESTERN ENERGY CO 0.3%
Value ($000) $5,449 Shares 809,668 Est. Cost $5.04 Unrealized
SNDR SCHNEIDER NATIONAL INC 0.3%
Value ($000) $5,435 Shares 224,973 Est. Cost $22.11 Unrealized 0.0%
HCAT HEALTH CATALYST INC 0.3%
Value ($000) $5,435 Shares 850,581 Est. Cost $6.42 Unrealized 0.0%
FARO TECHNOLOGIES INC 0.3%
Value ($000) $5,155 Shares 322,199 Est. Cost $17.07 Unrealized
BILL BILL HOLDINGS INC 0.2%
Value ($000) $4,971 Shares 94,469 Est. Cost $56.59 Unrealized 0.0%
FA FIRST ADVANTAGE CORP NEW 0.2%
Value ($000) $4,754 Shares 295,855 Est. Cost $16.10 Unrealized 0.0%
XYZ BLOCK INC 0.2%
Value ($000) $4,702 Shares 72,917 Est. Cost $69.96 Unrealized 0.0%
AKAM AKAMAI TECHNOLOGIES INC 0.2%
Value ($000) $4,501 Shares 49,963 Est. Cost $96.69 Unrealized 0.0%
DOX AMDOCS LTD 0.2%
Value ($000) $4,461 Shares 56,526 Est. Cost $78.83 Unrealized 0.0%
HSIC HENRY SCHEIN INC 0.2%
Value ($000) $4,396 Shares 68,583 Est. Cost $70.39 Unrealized 0.0%
VSH VISHAY INTERTECHNOLOGY INC 0.2%
Value ($000) $4,362 Shares 195,596 Est. Cost $21.42 Unrealized +1.4%
U UNITY SOFTWARE INC 0.2%
Value ($000) $4,327 Shares 266,117 Est. Cost $21.39 Unrealized 0.0%
FIS FIDELITY NATL INFORMATION SV 0.2%
Value ($000) $4,317 Shares 57,291 Est. Cost $54.38 Unrealized +31.5%
CPA COPA HOLDINGS SA 0.2%
Value ($000) $4,313 Shares 45,312 Est. Cost $79.07 Unrealized +13.6%
NUVEI CORPORATION 0.2%
Value ($000) $4,225 Shares 130,478 Est. Cost $24.95 Unrealized
FIVE FIVE BELOW INC 0.2%
Value ($000) $4,153 Shares 38,114 Est. Cost $138.48 Unrealized 0.0%
CPRI CAPRI HOLDINGS LIMITED 0.2%
Value ($000) $3,929 Shares 118,783 Est. Cost $36.17 Unrealized 0.0%
UFI UNIFI INC 0.2%
Value ($000) $3,708 Shares 629,617 Est. Cost $9.51 Unrealized -37.4%
INTEGRAL AD SCIENCE HLDNG CO 0.2%
Value ($000) $3,614 Shares 371,821 Est. Cost $9.72 Unrealized
INMD INMODE LTD 0.2%
Value ($000) $3,591 Shares 196,869 Est. Cost $18.37 Unrealized 0.0%
ALIT ALIGHT INC 0.2%
Value ($000) $3,490 Shares 472,920 Est. Cost $8.41 Unrealized -5.5%
SMP STANDARD MTR PRODS INC 0.2%
Value ($000) $3,487 Shares 125,742 Est. Cost $33.24 Unrealized -6.4%
SEI SOLARIS OILFIELD INFRASTRUCT 0.2%
Value ($000) $3,473 Shares 404,735 Est. Cost $7.43 Unrealized +13.0%
BABA ALIBABA GROUP HLDG LTD 0.2%
Value ($000) $3,436 Shares 47,726 Est. Cost $77.05 Unrealized
PERI PERION NETWORK LTD 0.2%
Value ($000) $3,425 Shares 410,179 Est. Cost $12.13 Unrealized 0.0%
RIVN RIVIAN AUTOMOTIVE INC 0.2%
Value ($000) $3,388 Shares 252,429 Est. Cost $10.45 Unrealized 0.0%
ELS EQUITY LIFESTYLE PPTYS INC 0.2%
Value ($000) $3,154 Shares 48,421 Est. Cost $65.13 Unrealized
DUCKHORN PORTFOLIO INC 0.2%
Value ($000) $3,138 Shares 441,931 Est. Cost $7.10 Unrealized
UVV UNIVERSAL CORP VA 0.1%
Value ($000) $3,060 Shares 63,500 Est. Cost $49.88 Unrealized 0.0%
CMRC BIGCOMMERCE HLDGS INC 0.1%
Value ($000) $2,932 Shares 363,752 Est. Cost $7.15 Unrealized 0.0%
RAMP LIVERAMP HLDGS INC 0.1%
Value ($000) $2,920 Shares 94,376 Est. Cost $32.13 Unrealized 0.0%
CAE CAE INC 0.1%
Value ($000) $2,890 Shares 155,524 Est. Cost $19.37 Unrealized 0.0%
TBI TRUEBLUE INC 0.1%
Value ($000) $2,883 Shares 279,948 Est. Cost $11.76 Unrealized -7.9%
SEE SEALED AIR CORP NEW 0.1%
Value ($000) $2,717 Shares 78,095 Est. Cost $32.72 Unrealized +4.8%
BBY BEST BUY INC 0.1%
Value ($000) $2,715 Shares 32,215 Est. Cost $73.19 Unrealized 0.0%
MEI METHODE ELECTRS INC 0.1%
Value ($000) $2,700 Shares 260,832 Est. Cost $14.43 Unrealized -26.8%
BARRICK GOLD CORP 0.1%
Value ($000) $2,636 Shares 158,025 Est. Cost $17.61 Unrealized
CMTL COMTECH TELECOMMUNICATIONS C 0.1%
Value ($000) $2,630 Shares 867,849 Est. Cost $7.16 Unrealized -66.9%
HURC HURCO CO 0.1%
Value ($000) $2,628 Shares 172,212 Est. Cost $26.72 Unrealized -32.6%
FLGT FULGENT GENETICS INC 0.1%
Value ($000) $2,464 Shares 125,562 Est. Cost $20.88 Unrealized 0.0%
AIR TRANSPORT SERVICES GRP I 0.1%
Value ($000) $2,414 Shares 174,072 Est. Cost $13.76 Unrealized
LOCO EL POLLO LOCO HLDGS INC 0.1%
Value ($000) $2,369 Shares 209,488 Est. Cost $9.24 Unrealized +7.7%
DOMO DOMO INC 0.1%
Value ($000) $2,358 Shares 305,488 Est. Cost $13.41 Unrealized -44.2%
IPGP IPG PHOTONICS CORP 0.1%
Value ($000) $2,199 Shares 26,062 Est. Cost $95.34 Unrealized -9.4%
LEG LEGGETT & PLATT INC 0.1%
Value ($000) $2,181 Shares 190,340 Est. Cost $21.74 Unrealized -35.0%
LZ LEGALZOOM COM INC 0.1%
Value ($000) $2,096 Shares 249,828 Est. Cost $10.30 Unrealized 0.0%
JOUT JOHNSON OUTDOORS INC 0.1%
Value ($000) $2,094 Shares 59,850 Est. Cost $38.65 Unrealized 0.0%
ASTL ALGOMA STL GROUP INC 0.1%
Value ($000) $2,090 Shares 300,230 Est. Cost $7.09 Unrealized +5.3%
GRAFTECH INTL LTD 0.1%
Value ($000) $1,923 Shares 1,982,947 Est. Cost $1.59 Unrealized
LAB STANDARD BIOTOOLS INC 0.1%
Value ($000) $1,682 Shares 950,114 Est. Cost $2.44 Unrealized 0.0%
TTEC TTEC HLDGS INC 0.1%
Value ($000) $1,616 Shares 274,835 Est. Cost $16.75 Unrealized -56.3%
TBRG TRUBRIDGE INC 0.1%
Value ($000) $1,458 Shares 145,849 Est. Cost $15.11 Unrealized -39.7%
REZI RESIDEO TECHNOLOGIES INC 0.1%
Value ($000) $1,439 Shares 73,588 Est. Cost $20.69 Unrealized 0.0%
LEXX LEXARIA BIOSCIENCE CORP 0.1%
Value ($000) $1,428 Shares 513,573 Est. Cost $3.64 Unrealized -17.7%
XERS XERIS BIOPHARMA HOLDINGS INC 0.1%
Value ($000) $1,332 Shares 592,078 Est. Cost $1.89 Unrealized +6.7%
NAK NORTHERN DYNASTY MINERALS LT 0.0%
Value ($000) $886 Shares 2,851,962 Est. Cost $0.33 Unrealized -9.6%
PETS PETMED EXPRESS INC 0.0%
Value ($000) $834 Shares 205,985 Est. Cost $8.21 Unrealized -48.0%
LASR NLIGHT INC 0.0%
Value ($000) $628 Shares 57,481 Est. Cost $11.29 Unrealized +7.7%
NGVT INGEVITY CORP 0.0%
Value ($000) $577 Shares 13,202 Est. Cost $41.54 Unrealized +16.3%