Invenomic Capital Management LP Q1 2021 Filing

Filed May 13, 2021

Portfolio Value

$448.4M

Holdings

120

Report Date

Q1 2021

Filing Type

13F-HR

All Holdings (120 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	AQLTISHARES TR	447,600	$98.9M	22.05%	Put
2	AQLTISHARES TR	178,600	$53.7M	11.98%	Put
3	LVLNSPDR SER TR	245,300	$33.3M	7.42%	Put
4	—VANECK VECTORS ETF TR	416,300	$18.7M	4.18%	Call
5	AQLTISHARES TR	86,000	$13.8M	3.09%	Put
6	ARKTARK ETF TR	126,300	$11.2M	2.50%	Put
7	HRBBLOCK H & R INC	350,575	$7.6M	1.70%
8	TXM1TRAVELZOO	389,442	$6.5M	1.46%
9	—BONANZA CREEK ENERGY INC	174,693	$6.2M	1.39%
10	KGCKINROSS GOLD CORP	919,010	$6.1M	1.37%
11	MGMISTRAS GROUP INC	525,343	$6.0M	1.34%
12	LRNSTRIDE INC	186,071	$5.6M	1.25%
13	BHCBAUSCH HEALTH COS INC	166,636	$5.3M	1.18%
14	PRUPRUDENTIAL FINL INC	57,353	$5.2M	1.17%
15	HRBBLOCK H & R INC	225,000	$4.9M	1.09%	Call
16	TAPMOLSON COORS BEVERAGE CO	86,556	$4.4M	0.99%
17	FBPFIRST BANCORP P R	380,987	$4.3M	0.96%
18	BRKDDIREXION SHS ETF TR	53,700	$4.1M	0.92%	Put
19	DINDINE BRANDS GLOBAL INC	44,212	$4.0M	0.89%
20	LMTLOCKHEED MARTIN CORP	10,501	$3.9M	0.87%
21	RGAREINSURANCE GRP OF AMERICA I	30,053	$3.8M	0.84%
22	CNCCENTENE CORP DEL	59,072	$3.8M	0.84%
23	WKCWORLD FUEL SVCS CORP	104,919	$3.7M	0.82%
24	CAHCARDINAL HEALTH INC	58,840	$3.6M	0.80%
25	DHILDIAMOND HILL INVT GROUP INC	22,181	$3.5M	0.77%
26	KOPKOPPERS HOLDINGS INC	99,091	$3.4M	0.77%
27	CSTECAESARSTONE LTD	245,160	$3.4M	0.75%
28	UGIUGI CORP NEW	79,553	$3.3M	0.73%
29	CBTCABOT CORP	60,825	$3.2M	0.71%
30	LAZLAZARD LTD	73,152	$3.2M	0.71%
31	UHSUNIVERSAL HLTH SVCS INC	23,268	$3.1M	0.69%
32	WFCWELLS FARGO CO NEW	78,930	$3.1M	0.69%
33	HYREQHYRECAR INC	307,388	$3.0M	0.67%
34	FEFIRSTENERGY CORP	86,119	$3.0M	0.67%
35	BBCPCONCRETE PUMPING HLDGS INC	391,738	$2.9M	0.65%
36	AAWWUSDATLAS AIR WORLDWIDE HLDGS IN	43,554	$2.6M	0.59%
37	—TRIPLE-S MGMT CORP	99,785	$2.6M	0.58%
38	HP5AEQUITY COMWLTH	90,521	$2.5M	0.56%
39	GPCGENUINE PARTS CO	20,426	$2.4M	0.53%
40	MTUSTIMKENSTEEL CORPORATION	196,766	$2.3M	0.52%
41	TECK/BTECK RESOURCES LTD	120,009	$2.3M	0.51%
42	TROXTRONOX HOLDINGS PLC	120,960	$2.2M	0.49%
43	—HOUSTON WIRE & CABLE CO	408,473	$2.1M	0.48%
44	RYIRYERSON HLDG CORP	124,366	$2.1M	0.47%
45	RMRRMR GROUP INC	48,865	$2.0M	0.44%
46	CVEOCIVEO CORP CDA	129,459	$2.0M	0.44%
47	METMETLIFE INC	31,424	$1.9M	0.43%
48	JXC1J2 GLOBAL INC	15,924	$1.9M	0.43%
49	ELDELDORADO GOLD CORP NEW	175,688	$1.9M	0.42%
50	VNOMVIPER ENERGY PARTNERS LP	129,782	$1.9M	0.42%
51	CPRICAPRI HOLDINGS LIMITED	33,784	$1.7M	0.38%
52	S7VSALLY BEAUTY HLDGS INC	83,126	$1.7M	0.37%
53	VHIVALHI INC NEW	81,557	$1.7M	0.37%
54	LEXXLEXARIA BIOSCIENCE CORP	296,101	$1.7M	0.37%
55	LUMNLUMEN TECHNOLOGIES INC	123,148	$1.6M	0.37%
56	GRA1EURGRACE W R & CO DEL NEW	26,738	$1.6M	0.36%
57	TAT&T INC	52,588	$1.6M	0.36%
58	TRVCCITIGROUP INC	21,820	$1.6M	0.35%
59	HLFHERBALIFE NUTRITION LTD	33,928	$1.5M	0.34%
60	KGCKINROSS GOLD CORP	221,900	$1.5M	0.33%	Call
61	RLGTRADIANT LOGISTICS INC	211,597	$1.5M	0.33%
62	GCOGENESCO INC	30,614	$1.5M	0.32%
63	HBBHAMILTON BEACH BRANDS HLDG C	79,824	$1.4M	0.32%
64	PRTHPRIORITY TECHNOLOGY HLDGS IN	201,145	$1.4M	0.31%
65	PLPCPREFORMED LINE PRODS CO	19,877	$1.4M	0.30%
66	ADUNITED STATES CELLULAR CORP	34,693	$1.3M	0.28%
67	HRTGHERITAGE INS HLDGS INC	113,482	$1.3M	0.28%
68	ORCLORACLE CORP	17,845	$1.3M	0.28%
69	LUMNLUMEN TECHNOLOGIES INC	91,100	$1.2M	0.27%	Call
70	—CORNERSTONE BLDG BRANDS INC	86,297	$1.2M	0.27%
71	TEN1TENNECO INC	108,474	$1.2M	0.26%
72	TGLSTECNOGLASS INC	92,289	$1.1M	0.25%
73	SRTSSENSUS HEALTHCARE INC	288,202	$1.1M	0.25%
74	VYXNCR CORP NEW	28,966	$1.1M	0.25%
75	IRIXIRIDEX CORP	159,045	$1.1M	0.24%
76	—XPERI HOLDING CORP	48,942	$1.1M	0.24%
77	CLSEURCELESTICA INC	126,692	$1.1M	0.24%
78	CSCOCISCO SYS INC	20,328	$1.1M	0.23%
79	CCECCAPITAL PRODUCT PARTNERS L P	94,011	$1.0M	0.23%
80	ULHUNIVERSAL LOGISTICS HLDGS IN	39,715	$1.0M	0.23%
81	CALCALERES INC	47,807	$1.0M	0.23%
82	FANGDIAMONDBACK ENERGY INC	14,091	$1.0M	0.23%
83	WOOFOOT LOCKER INC	18,094	$1.0M	0.23%
84	—BLUEKNIGHT ENERGY PARTNERS L	311,862	$1.0M	0.23%
85	SENEASENECA FOODS CORP NEW	19,630	$924K	0.21%
86	SANMSANMINA CORPORATION	22,253	$921K	0.21%
87	BWABORGWARNER INC	18,841	$874K	0.19%
88	CMRECOSTAMARE INC	90,625	$871K	0.19%
89	ATGEADTALEM GLOBAL ED INC	21,277	$842K	0.19%
90	ITRNITURAN LOCATION AND CONTROL	38,791	$824K	0.18%
91	CR1USDCRANE CO	8,736	$821K	0.18%
92	CXCEMEX SAB DE CV	117,805	$821K	0.18%
93	GSGOLDMAN SACHS MLP ENERGY REN	80,300	$786K	0.18%
94	VLOVALERO ENERGY CORP	10,776	$771K	0.17%
95	PMDUSDPSYCHEMEDICS CORP	112,767	$699K	0.16%
96	NOCNORTHROP GRUMMAN CORP	2,123	$687K	0.15%
97	DISCKUSDDISCOVERY INC	14,775	$546K	0.12%
98	TDSTELEPHONE & DATA SYS INC	22,601	$519K	0.12%
99	ZEUSOLYMPIC STEEL INC	16,341	$481K	0.11%
100	—TESSCO TECHNOLOGIES INC	65,353	$474K	0.11%

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