Invenomic Capital Management LP Quant / Systematic

CIK: 0001769456 · Show all filings

Period: Q2 2022 (← Previous) (Next →)

Filing Date: Aug 15, 2022

Total Value ($000): $1,410,354 (100.0% shares, 0.0% debt)

Holdings (147)

SPY SPDR S&P 500 ETF TR 12.7%
Value ($000) $179,269 Shares 475,200 Est. Cost Unrealized
UHS UNIVERSAL HLTH SVCS INC 2.9%
Value ($000) $41,202 Shares 409,115 Est. Cost $123.01 Unrealized -0.1%
T AT&T INC 2.7%
Value ($000) $38,106 Shares 1,818,039 Est. Cost $15.45 Unrealized +5.5%
CMCSA COMCAST CORP NEW 2.5%
Value ($000) $35,292 Shares 899,399 Est. Cost $38.36 Unrealized 0.0%
T AT&T INC 2.4%
Value ($000) $33,496 Shares 1,598,100 Est. Cost $15.45 Unrealized +5.5%
DBX DROPBOX INC 2.2%
Value ($000) $30,524 Shares 1,454,227 Est. Cost $23.13 Unrealized -6.5%
WBD WARNER BROS DISCOVERY INC 1.9%
Value ($000) $26,844 Shares 2,000,322 Est. Cost $18.55 Unrealized 0.0%
CIVI CIVITAS RESOURCES INC 1.9%
Value ($000) $26,834 Shares 513,175 Est. Cost $43.69 Unrealized +7.3%
GLD SPDR GOLD TR 1.9%
Value ($000) $26,179 Shares 155,400 Est. Cost Unrealized
META META PLATFORMS INC 1.8%
Value ($000) $26,028 Shares 161,417 Est. Cost $207.76 Unrealized -7.8%
CRESCENT PT ENERGY CORP 1.6%
Value ($000) $23,074 Shares 3,240,724 Est. Cost $6.67 Unrealized
FLEX FLEX LTD 1.6%
Value ($000) $22,285 Shares 1,540,102 Est. Cost $12.63 Unrealized -1.9%
POSHMARK INC 1.5%
Value ($000) $21,271 Shares 2,103,983 Est. Cost $12.68 Unrealized
BPOP POPULAR INC 1.4%
Value ($000) $20,061 Shares 260,772 Est. Cost $71.76 Unrealized -0.8%
WKC WORLD FUEL SVCS CORP 1.4%
Value ($000) $19,783 Shares 966,902 Est. Cost $26.71 Unrealized -8.1%
LYFT LYFT INC 1.4%
Value ($000) $19,053 Shares 1,434,700 Est. Cost $23.31 Unrealized 0.0%
CBT CABOT CORP 1.3%
Value ($000) $18,526 Shares 290,419 Est. Cost $57.10 Unrealized +11.0%
CAH CARDINAL HEALTH INC 1.3%
Value ($000) $17,926 Shares 342,941 Est. Cost $49.63 Unrealized +6.1%
BDC BELDEN INC 1.2%
Value ($000) $17,580 Shares 330,017 Est. Cost $53.79 Unrealized -1.3%
KGC KINROSS GOLD CORP 1.2%
Value ($000) $17,362 Shares 4,849,652 Est. Cost $5.61 Unrealized -13.8%
IS5EUR IRONSOURCE LTD 1.2%
Value ($000) $17,224 Shares 7,236,859 Est. Cost $2.48 Unrealized
EBAY EBAY INC. 1.2%
Value ($000) $17,201 Shares 412,787 Est. Cost $49.80 Unrealized -8.8%
RGA REINSURANCE GRP OF AMERICA I 1.1%
Value ($000) $15,982 Shares 136,263 Est. Cost $114.04 Unrealized +1.8%
BTG B2GOLD CORP 1.1%
Value ($000) $15,442 Shares 4,559,483 Est. Cost $3.58 Unrealized +0.1%
VMWARE INC 1.1%
Value ($000) $15,277 Shares 134,029 Est. Cost $114.60 Unrealized
SANM SANMINA CORPORATION 1.1%
Value ($000) $15,095 Shares 370,614 Est. Cost $39.46 Unrealized +4.7%
UBER UBER TECHNOLOGIES INC 1.1%
Value ($000) $15,012 Shares 733,742 Est. Cost $31.77 Unrealized -16.4%
HEIDRICK & STRUGGLES INTL IN 1.1%
Value ($000) $14,887 Shares 460,050 Est. Cost $32.36 Unrealized
INGN INOGEN INC 1.0%
Value ($000) $14,666 Shares 606,522 Est. Cost $31.05 Unrealized -14.4%
LEVI LEVI STRAUSS & CO NEW 1.0%
Value ($000) $13,504 Shares 827,476 Est. Cost $18.05 Unrealized -10.5%
HIRERIGHT HOLDINGS CORPORATI 1.0%
Value ($000) $13,428 Shares 944,981 Est. Cost $16.27 Unrealized
LILAK LIBERTY LATIN AMERICA LTD 0.9%
Value ($000) $13,087 Shares 1,679,946 Est. Cost $10.33 Unrealized -11.6%
LRN STRIDE INC 0.9%
Value ($000) $12,949 Shares 317,464 Est. Cost $30.47 Unrealized +21.5%
NUVEI CORPORATION 0.9%
Value ($000) $12,854 Shares 355,375 Est. Cost $36.17 Unrealized
CVSA ADTALEM GLOBAL ED INC 0.9%
Value ($000) $12,694 Shares 352,899 Est. Cost $28.91 Unrealized +9.0%
JACK JACK IN THE BOX INC 0.9%
Value ($000) $12,672 Shares 226,050 Est. Cost $82.89 Unrealized -8.4%
ROVER GROUP INC 0.9%
Value ($000) $12,616 Shares 3,355,233 Est. Cost $5.48 Unrealized
CELESTICA INC 0.9%
Value ($000) $12,372 Shares 1,272,885 Est. Cost $9.05 Unrealized
FTDR FRONTDOOR INC 0.8%
Value ($000) $11,612 Shares 482,209 Est. Cost $29.38 Unrealized -8.1%
OEC ORION ENGINEERED CARBONS S A 0.8%
Value ($000) $11,463 Shares 738,144 Est. Cost $17.10 Unrealized -2.0%
INGR INGREDION INC 0.8%
Value ($000) $11,226 Shares 127,342 Est. Cost $89.76 Unrealized -0.3%
PVH PVH CORPORATION 0.8%
Value ($000) $11,174 Shares 196,375 Est. Cost $68.67 Unrealized 0.0%
FISV FISERV INC 0.8%
Value ($000) $11,080 Shares 124,536 Est. Cost $100.42 Unrealized -3.4%
OVV OVINTIV INC 0.8%
Value ($000) $11,013 Shares 249,216 Est. Cost $37.18 Unrealized +38.6%
CI CIGNA CORP NEW 0.7%
Value ($000) $10,498 Shares 39,837 Est. Cost $202.01 Unrealized +19.5%
CSCO CISCO SYS INC 0.7%
Value ($000) $10,488 Shares 245,957 Est. Cost $42.82 Unrealized 0.0%
PLCE CHILDRENS PL INC NEW 0.7%
Value ($000) $10,247 Shares 263,295 Est. Cost $55.58 Unrealized -15.4%
OC OWENS CORNING NEW 0.7%
Value ($000) $9,773 Shares 131,521 Est. Cost $88.29 Unrealized 0.0%
AXTA AXALTA COATING SYS LTD 0.7%
Value ($000) $9,535 Shares 431,272 Est. Cost $26.13 Unrealized -2.7%
SWK STANLEY BLACK & DECKER INC 0.7%
Value ($000) $9,276 Shares 88,459 Est. Cost $106.65 Unrealized 0.0%
BLCO BAUSCH PLUS LOMB CORP 0.6%
Value ($000) $9,104 Shares 597,345 Est. Cost $16.20 Unrealized 0.0%
IMMR IMMERSION CORP 0.6%
Value ($000) $8,913 Shares 1,669,161 Est. Cost $7.25 Unrealized -28.6%
NOMD NOMAD FOODS LTD 0.6%
Value ($000) $8,357 Shares 418,062 Est. Cost $20.23 Unrealized 0.0%
TDC TERADATA CORP DEL 0.6%
Value ($000) $8,159 Shares 220,460 Est. Cost $39.90 Unrealized 0.0%
LAREDO PETROLEUM INC 0.6%
Value ($000) $7,911 Shares 114,752 Est. Cost $68.94 Unrealized
ACVA ACV AUCTIONS INC 0.5%
Value ($000) $7,662 Shares 1,171,623 Est. Cost $11.52 Unrealized -10.7%
CRM SALESFORCE INC 0.5%
Value ($000) $7,565 Shares 45,836 Est. Cost $174.57 Unrealized 0.0%
XPERI HOLDING CORP 0.5%
Value ($000) $7,556 Shares 523,616 Est. Cost $15.35 Unrealized
CXW CORECIVIC INC 0.5%
Value ($000) $7,254 Shares 652,882 Est. Cost $11.62 Unrealized +3.9%
DECK DECKERS OUTDOOR CORP 0.5%
Value ($000) $7,228 Shares 28,308 Est. Cost $43.64 Unrealized 0.0%
MG MISTRAS GROUP INC 0.5%
Value ($000) $7,168 Shares 1,206,691 Est. Cost $6.26 Unrealized -5.6%
GDX VANECK ETF TRUST 0.5%
Value ($000) $7,154 Shares 261,302 Est. Cost $27.38 Unrealized
HANESBRANDS INC 0.5%
Value ($000) $7,014 Shares 681,647 Est. Cost $11.50 Unrealized
LEA LEAR CORP 0.5%
Value ($000) $6,763 Shares 53,725 Est. Cost $135.32 Unrealized -11.3%
ABM ABM INDS INC 0.5%
Value ($000) $6,471 Shares 149,023 Est. Cost $40.60 Unrealized +5.4%
HRB BLOCK H & R INC 0.5%
Value ($000) $6,423 Shares 181,841 Est. Cost $17.86 Unrealized +55.2%
TBI TRUEBLUE INC 0.4%
Value ($000) $6,221 Shares 347,569 Est. Cost $25.92 Unrealized -9.4%
LYFT LYFT INC 0.4%
Value ($000) $6,130 Shares 461,580 Est. Cost $23.31 Unrealized 0.0%
SNAP SNAP INC 0.4%
Value ($000) $6,103 Shares 464,835 Est. Cost $25.83 Unrealized -11.7%
DMTKQ DERMTECH INC 0.4%
Value ($000) $5,860 Shares 1,057,846 Est. Cost $12.65 Unrealized
INTC INTEL CORP 0.4%
Value ($000) $5,743 Shares 153,519 Est. Cost $40.62 Unrealized 0.0%
SAMG SILVERCREST ASSET MGMT GROUP 0.4%
Value ($000) $5,644 Shares 343,946 Est. Cost $16.43 Unrealized +21.0%
TAP MOLSON COORS BEVERAGE CO 0.4%
Value ($000) $5,592 Shares 102,580 Est. Cost $43.05 Unrealized +11.3%
IPGP IPG PHOTONICS CORP 0.4%
Value ($000) $5,585 Shares 59,333 Est. Cost $98.83 Unrealized 0.0%
ONTF ON24 INC 0.4%
Value ($000) $5,566 Shares 586,509 Est. Cost $16.03 Unrealized -24.4%
LAZARD LTD 0.4%
Value ($000) $5,553 Shares 171,322 Est. Cost $32.41 Unrealized
KOP KOPPERS HOLDINGS INC 0.4%
Value ($000) $5,376 Shares 237,465 Est. Cost $29.41 Unrealized -16.3%
SD SANDRIDGE ENERGY INC 0.4%
Value ($000) $5,294 Shares 337,842 Est. Cost $20.03 Unrealized 0.0%
MMM 3M CO 0.4%
Value ($000) $5,277 Shares 40,776 Est. Cost $114.60 Unrealized -8.2%
DSP VIANT TECHNOLOGY INC 0.4%
Value ($000) $5,034 Shares 990,913 Est. Cost $7.08 Unrealized -15.4%
MED MEDIFAST INC 0.4%
Value ($000) $4,996 Shares 27,675 Est. Cost $167.16 Unrealized -2.4%
TROX TRONOX HOLDINGS PLC 0.3%
Value ($000) $4,864 Shares 289,546 Est. Cost $18.96 Unrealized -4.5%
GSM FERROGLOBE PLC 0.3%
Value ($000) $4,790 Shares 806,463 Est. Cost $6.67 Unrealized +2.7%
CSTE CAESARSTONE LTD 0.3%
Value ($000) $4,588 Shares 502,569 Est. Cost $11.49 Unrealized -18.8%
LASR NLIGHT INC 0.3%
Value ($000) $4,580 Shares 448,093 Est. Cost $14.22 Unrealized -9.2%
MLR MILLER INDS INC TENN 0.3%
Value ($000) $4,512 Shares 199,051 Est. Cost $26.30 Unrealized -10.0%
ST SENSATA TECHNOLOGIES HLDG PL 0.3%
Value ($000) $4,503 Shares 109,013 Est. Cost $46.03 Unrealized 0.0%
GOOGL ALPHABET INC 0.3%
Value ($000) $4,363 Shares 2,002 Est. Cost $116.85 Unrealized 0.0%
ABNB AIRBNB INC 0.3%
Value ($000) $4,163 Shares 46,729 Est. Cost $130.14 Unrealized 0.0%
BBBY OVERSTOCK COM INC DEL 0.3%
Value ($000) $4,002 Shares 160,030 Est. Cost $33.06 Unrealized 0.0%
HBB HAMILTON BEACH BRANDS HLDG C 0.3%
Value ($000) $3,884 Shares 312,992 Est. Cost $13.36 Unrealized -29.0%
EAT BRINKER INTL INC 0.3%
Value ($000) $3,871 Shares 175,711 Est. Cost $31.59 Unrealized 0.0%
CASA SYS INC 0.3%
Value ($000) $3,861 Shares 982,367 Est. Cost $4.14 Unrealized
COCO VITA COCO CO INC 0.3%
Value ($000) $3,795 Shares 387,614 Est. Cost $10.88 Unrealized -2.6%
HLLY HOLLEY INC 0.3%
Value ($000) $3,795 Shares 361,472 Est. Cost $10.90 Unrealized 0.0%
SENEA SENECA FOODS CORP NEW 0.3%
Value ($000) $3,662 Shares 65,939 Est. Cost $49.20 Unrealized +10.8%
OFIX ORTHOFIX MED INC 0.3%
Value ($000) $3,590 Shares 152,487 Est. Cost $28.64 Unrealized 0.0%
LUCK BOWLERO CORP 0.3%
Value ($000) $3,565 Shares 336,633 Est. Cost $8.80 Unrealized +15.0%
SPH SUBURBAN PROPANE PARTNERS L 0.2%
Value ($000) $3,440 Shares 225,410 Est. Cost $15.26 Unrealized
TRUECAR INC 0.2%
Value ($000) $3,385 Shares 1,306,785 Est. Cost $3.30 Unrealized
JOUT JOHNSON OUTDOORS INC 0.2%
Value ($000) $3,270 Shares 53,469 Est. Cost $76.86 Unrealized -10.0%
ANIK ANIKA THERAPEUTICS INC 0.2%
Value ($000) $3,220 Shares 144,287 Est. Cost $22.31 Unrealized 0.0%
EME EMCOR GROUP INC 0.2%
Value ($000) $3,219 Shares 31,264 Est. Cost $105.71 Unrealized 0.0%
OSK OSHKOSH CORP 0.2%
Value ($000) $3,198 Shares 38,934 Est. Cost $96.82 Unrealized -11.3%
TZOO TRAVELZOO 0.2%
Value ($000) $3,052 Shares 503,581 Est. Cost $7.59 Unrealized -13.4%
RLGT RADIANT LOGISTICS INC 0.2%
Value ($000) $3,037 Shares 409,323 Est. Cost $6.31 Unrealized +1.9%
FBP FIRST BANCORP P R 0.2%
Value ($000) $3,011 Shares 233,227 Est. Cost $6.39 Unrealized +89.5%
WIX WIX COM LTD 0.2%
Value ($000) $2,895 Shares 44,171 Est. Cost $73.23 Unrealized 0.0%
MAPS WM TECHNOLOGY INC 0.2%
Value ($000) $2,808 Shares 853,602 Est. Cost $6.97 Unrealized -19.4%
SMG SCOTTS MIRACLE-GRO CO 0.2%
Value ($000) $2,774 Shares 35,123 Est. Cost $84.03 Unrealized 0.0%
VSH VISHAY INTERTECHNOLOGY INC 0.2%
Value ($000) $2,735 Shares 153,468 Est. Cost $18.10 Unrealized -2.8%
ZD ZIFF DAVIS INC 0.2%
Value ($000) $2,657 Shares 35,646 Est. Cost $82.88 Unrealized 0.0%
CMTL COMTECH TELECOMMUNICATIONS C 0.2%
Value ($000) $2,617 Shares 288,586 Est. Cost $18.98 Unrealized -36.1%
RRX REGAL REXNORD CORPORATION 0.2%
Value ($000) $2,410 Shares 21,231 Est. Cost $127.16 Unrealized 0.0%
DHIL DIAMOND HILL INVT GROUP INC 0.2%
Value ($000) $2,394 Shares 13,790 Est. Cost $146.48 Unrealized 0.0%
CCS CENTURY CMNTYS INC 0.2%
Value ($000) $2,358 Shares 52,429 Est. Cost $47.84 Unrealized 0.0%
CIRCOR INTL INC 0.2%
Value ($000) $2,280 Shares 139,104 Est. Cost $16.39 Unrealized
CGNT COGNYTE SOFTWARE LTD 0.2%
Value ($000) $2,272 Shares 534,614 Est. Cost $10.63 Unrealized -34.1%
PLAYAGS INC 0.2%
Value ($000) $2,235 Shares 433,081 Est. Cost $5.98 Unrealized
GDXJ VANECK ETF TRUST 0.2%
Value ($000) $2,228 Shares 69,623 Est. Cost $38.34 Unrealized
TPR TAPESTRY INC 0.2%
Value ($000) $2,196 Shares 71,955 Est. Cost $29.52 Unrealized 0.0%
NGVT INGEVITY CORP 0.1%
Value ($000) $1,999 Shares 31,653 Est. Cost $65.66 Unrealized -0.7%
NATH NATHANS FAMOUS INC NEW 0.1%
Value ($000) $1,958 Shares 33,426 Est. Cost $56.15 Unrealized -9.6%
PLPC PREFORMED LINE PRODS CO 0.1%
Value ($000) $1,936 Shares 31,478 Est. Cost $61.32 Unrealized +0.7%
ACUITYADS HLDGS INC 0.1%
Value ($000) $1,899 Shares 809,430 Est. Cost $2.35 Unrealized
STRT STRATTEC SEC CORP 0.1%
Value ($000) $1,385 Shares 41,770 Est. Cost $38.69 Unrealized -12.0%
CASS CASS INFORMATION SYS INC 0.1%
Value ($000) $1,383 Shares 40,906 Est. Cost $37.50 Unrealized -13.7%
RRGB RED ROBIN GOURMET BURGERS IN 0.1%
Value ($000) $1,381 Shares 171,940 Est. Cost $10.79 Unrealized 0.0%
HURC HURCO CO 0.1%
Value ($000) $1,343 Shares 54,266 Est. Cost $34.17 Unrealized -19.1%
GOLDMAN SACHS MLP ENERGY REN 0.1%
Value ($000) $1,332 Shares 119,606 Est. Cost $10.65 Unrealized
CEDAR FAIR L P 0.1%
Value ($000) $1,318 Shares 30,025 Est. Cost $43.90 Unrealized
SONO SONOS INC 0.1%
Value ($000) $1,200 Shares 66,524 Est. Cost $26.56 Unrealized -15.6%
PHX MINERALS INC 0.1%
Value ($000) $1,113 Shares 366,064 Est. Cost $3.04 Unrealized
LEXX LEXARIA BIOSCIENCE CORP 0.1%
Value ($000) $1,088 Shares 365,212 Est. Cost $5.88 Unrealized -54.4%
CVEO CIVEO CORP CDA 0.1%
Value ($000) $1,087 Shares 42,000 Est. Cost $16.24 Unrealized +53.9%
PINS PINTEREST INC 0.1%
Value ($000) $1,030 Shares 56,698 Est. Cost $20.92 Unrealized 0.0%
FONR FONAR CORP 0.1%
Value ($000) $1,005 Shares 66,190 Est. Cost $16.88 Unrealized -0.4%
MANU MANCHESTER UTD PLC NEW 0.1%
Value ($000) $945 Shares 85,001 Est. Cost $13.61 Unrealized -4.8%
CRCT CRICUT INC 0.1%
Value ($000) $796 Shares 129,674 Est. Cost $11.92 Unrealized -43.2%
HYREQ HYRECAR INC 0.0%
Value ($000) $588 Shares 963,536 Est. Cost $3.65 Unrealized -64.9%
ORN ORION GROUP HLDGS INC 0.0%
Value ($000) $542 Shares 237,871 Est. Cost $4.89 Unrealized -47.4%
GOLD STD VENTURES CORP 0.0%
Value ($000) $464 Shares 1,480,795 Est. Cost $0.48 Unrealized
PSYCHEMEDICS CORP 0.0%
Value ($000) $276 Shares 43,560 Est. Cost $5.58 Unrealized
AIOT POWERFLEET INC 0.0%
Value ($000) $232 Shares 107,057 Est. Cost $3.66 Unrealized -30.6%
SCULPTOR CAP MGMT 0.0%
Value ($000) $167 Shares 20,025 Est. Cost $8.34 Unrealized
NNBR NN INC 0.0%
Value ($000) $50 Shares 19,857 Est. Cost $4.14 Unrealized -33.0%
SONWQ SONDER HOLDINGS INC 0.0%
Value ($000) $40 Shares 249,760 Est. Cost $0.59 Unrealized