Invenomic Capital Management LP Q2 2021 Filing

Filed August 16, 2021

Portfolio Value

$417.6B

Holdings

124

Report Date

Q2 2021

Filing Type

13F-HR

All Holdings (124 positions)

#StockSharesValue% PortfolioType
1
QQQINVESCO QQQ TR
331,100$117.4B28.10%Put
2
SPYSPDR S&P 500 ETF TR
102,800$44.0B10.54%Put
3
LVLNSPDR SER TR
157,700$15.3B3.67%Put
4
LRNSTRIDE INC
279,071$9.0B2.15%
5
HRBBLOCK H & R INC
354,763$8.3B1.99%
6
BONANZA CREEK ENERGY INC
165,281$7.8B1.86%
7
KGCKINROSS GOLD CORP
1,096,343$7.0B1.67%
8
TECK/BTECK RESOURCES LTD
277,398$6.4B1.53%
9
KOPKOPPERS HOLDINGS INC
189,864$6.1B1.47%
10
PRUPRUDENTIAL FINL INC
55,589$5.7B1.36%
11
TXM1TRAVELZOO
366,324$5.4B1.29%
12
HRBBLOCK H & R INC
225,000$5.3B1.26%Call
13
RGAREINSURANCE GRP OF AMERICA I
45,298$5.2B1.24%
14
TRIPLE-S MGMT CORP
227,613$5.1B1.21%
15
CAHCARDINAL HEALTH INC
88,079$5.0B1.20%
16
MGMISTRAS GROUP INC
508,111$5.0B1.20%
17
WKCWORLD FUEL SVCS CORP
152,684$4.8B1.16%
18
FBPFIRST BANCORP P R
366,997$4.4B1.05%
19
CNCCENTENE CORP DEL
57,333$4.2B1.00%
20
BHCBAUSCH HEALTH COS INC
141,563$4.2B0.99%
21
HLFHERBALIFE NUTRITION LTD
77,951$4.1B0.98%
22
CLSEURCELESTICA INC
488,011$3.8B0.92%
23
DISCKUSDDISCOVERY INC
130,432$3.8B0.91%
24
DHILDIAMOND HILL INVT GROUP INC
22,136$3.7B0.89%
25
LMTLOCKHEED MARTIN CORP
8,927$3.4B0.81%
26
DINDINE BRANDS GLOBAL INC
37,582$3.4B0.80%
27
SURGALIGN HOLDINGS INC
2,353,560$3.3B0.78%
28
LAZLAZARD LTD
71,695$3.2B0.78%
29
BPOPPOPULAR INC
43,078$3.2B0.77%
30
HYREQHYRECAR INC
153,259$3.2B0.77%
31
CVEOCIVEO CORP CDA
167,626$3.0B0.71%
32
LRNSTRIDE INC
92,100$3.0B0.71%Call
33
FEFIRSTENERGY CORP
79,430$3.0B0.71%
34
TBITRUEBLUE INC
102,338$2.9B0.69%
35
VANECK VECTORS ETF TR
60,900$2.8B0.68%Call
36
CSTECAESARSTONE LTD
191,701$2.8B0.68%
37
RMRRMR GROUP INC
72,886$2.8B0.67%
38
KGCKINROSS GOLD CORP
420,500$2.7B0.64%Call
39
HBBHAMILTON BEACH BRANDS HLDG C
115,044$2.6B0.61%
40
IMMRIMMERSION CORP
278,564$2.4B0.59%
41
LEXXLEXARIA BIOSCIENCE CORP
317,110$2.2B0.53%
42
NEUNEWMARKET CORP
6,892$2.2B0.53%
43
BDCBELDEN INC
43,640$2.2B0.53%
44
SENEASENECA FOODS CORP NEW
39,893$2.0B0.49%
45
TROXTRONOX HOLDINGS PLC
81,542$1.8B0.44%
46
OVVOVINTIV INC
56,985$1.8B0.43%
47
VHIVALHI INC NEW
73,193$1.8B0.43%
48
PRTHPRIORITY TECHNOLOGY HLDGS IN
224,247$1.7B0.41%
49
TEN1TENNECO INC
88,029$1.7B0.41%
50
CCSCENTURY CMNTYS INC
25,467$1.7B0.41%
51
ELDELDORADO GOLD CORP NEW
166,624$1.7B0.40%
52
CPRICAPRI HOLDINGS LIMITED
28,680$1.6B0.39%
53
HHC*HOWARD HUGHES CORP
16,793$1.6B0.39%
54
BWENBROADWIND INC
346,687$1.6B0.38%
55
CORNERSTONE BLDG BRANDS INC
85,113$1.5B0.37%
56
SATSECHOSTAR CORP
63,252$1.5B0.37%
57
GSGOLDMAN SACHS MLP ENERGY REN
132,960$1.5B0.37%
58
AAWWUSDATLAS AIR WORLDWIDE HLDGS IN
22,311$1.5B0.36%
59
XPERI HOLDING CORP
67,152$1.5B0.36%
60
ULHUNIVERSAL LOGISTICS HLDGS IN
63,947$1.5B0.36%
61
RLGTRADIANT LOGISTICS INC
214,700$1.5B0.36%
62
MTUSTIMKENSTEEL CORPORATION
103,808$1.5B0.35%
63
PLPCPREFORMED LINE PRODS CO
19,671$1.5B0.35%
64
GLT1EURGLATFELTER CORPORATION
96,304$1.3B0.32%
65
FAFFIRST AMERN FINL CORP
20,892$1.3B0.31%
66
HRTGHERITAGE INSURANCE HLDGS INC
147,986$1.3B0.30%
67
ATGEADTALEM GLOBAL ED INC
35,562$1.3B0.30%
68
CBTCABOT CORP
22,157$1.3B0.30%
69
TAPMOLSON COORS BEVERAGE CO
22,590$1.2B0.29%
70
SAMGSILVERCREST ASSET MGMT GROUP
80,616$1.2B0.29%
71
VNOMVIPER ENERGY PARTNERS LP
63,282$1.2B0.29%
72
GHMGRAHAM CORP
85,579$1.2B0.28%
73
HURCHURCO CO
33,468$1.2B0.28%
74
NHCNATIONAL HEALTHCARE CORP
16,574$1.2B0.28%
75
WOOFOOT LOCKER INC
18,417$1.1B0.27%
76
SANMSANMINA CORPORATION
28,782$1.1B0.27%
77
IRIXIRIDEX CORP
156,395$1.1B0.26%
78
KRATON CORP
32,903$1.1B0.25%
79
CPSCOOPER STD HLDGS INC
35,828$1.0B0.25%
80
SRTSSENSUS HEALTHCARE INC
267,900$1.0B0.25%
81
MATVSCHWEITZER-MAUDUIT INTL INC
25,165$1.0B0.24%
82
TRVCCITIGROUP INC
14,108$998.0M0.24%
83
CCECCAPITAL PRODUCT PARTNERS L P
80,487$982.0M0.24%
84
CMTLCOMTECH TELECOMMUNICATIONS C
39,405$952.0M0.23%
85
FITBFIFTH THIRD BANCORP
24,010$918.0M0.22%
86
ARKTARK ETF TR
5,700$878.0M0.21%Put
87
ARRYARRAY TECHNOLOGIES INC
55,595$867.0M0.21%
88
METMETLIFE INC
13,739$822.0M0.20%
89
VTOLBRISTOW GROUP INC
31,086$796.0M0.19%
90
BWABORGWARNER INC
16,017$777.0M0.19%
91
PMDUSDPSYCHEMEDICS CORP
111,654$777.0M0.19%
92
RYIRYERSON HLDG CORP
52,073$760.0M0.18%
93
0VVBVIACOMCBS INC
16,743$756.0M0.18%
94
ARKTARK ETF TR
8,000$740.0M0.18%Put
95
WEYSWEYCO GROUP INC
31,571$706.0M0.17%
96
RETAIL VALUE INC
32,399$705.0M0.17%
97
NOCNORTHROP GRUMMAN CORP
1,805$656.0M0.16%
98
ZVOIZOVIO INC
209,828$544.0M0.13%
99
ORNORION GROUP HLDGS INC
94,043$541.0M0.13%
100
USAPUNIVERSAL STAINLESS & ALLOY
39,169$395.0M0.09%
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