Invenomic Capital Management LP Q3 2020 Filing

Filed November 13, 2020

Portfolio Value

$181.5B

Holdings

141

Report Date

Q3 2020

Filing Type

13F-HR

All Holdings (141 positions)

#StockSharesValue% PortfolioType
1
NDQINVESCO QQQ TR
53,700$14.9B8.22%Put
2
IWOISHARES TR
31,200$6.9B3.81%Put
3
SPYSPDR S&P 500 ETF TR
14,500$4.9B2.68%Put
4
HRBBLOCK H & R INC
276,015$4.5B2.48%
5
HSIHEIDRICK & STRUGGLES INTL IN
212,498$4.2B2.30%
6
SKTTANGER FACTORY OUTLET CTRS I
684,769$4.1B2.28%
7
DHILDIAMOND HILL INVT GROUP INC
32,241$4.1B2.24%
8
LUMEN TECHNOLOGIES INC
330,500$3.3B1.84%Call
9
UGIUGI CORP NEW
86,009$2.8B1.56%
10
DISCKUSDDISCOVERY INC
143,694$2.8B1.55%
11
SKTTANGER FACTORY OUTLET CTRS I
465,400$2.8B1.55%Call
12
BHCBAUSCH HEALTH COS INC
179,864$2.8B1.54%
13
PLCECHILDRENS PL INC
96,867$2.7B1.51%
14
K12 INC
103,800$2.7B1.51%
15
FBPFIRST BANCORP P R
504,037$2.6B1.45%
16
VYXNCR CORP NEW
118,666$2.6B1.45%
17
CPRICAPRI HOLDINGS LIMITED
145,399$2.6B1.44%
18
TAPMOLSON COORS BEVERAGE CO
77,500$2.6B1.43%Call
19
WW6WW INTL INC
137,238$2.6B1.43%
20
CAHCARDINAL HEALTH INC
55,100$2.6B1.43%Call
21
TXM1TRAVELZOO
387,066$2.5B1.37%
22
MIKUSDMICHAELS COS INC
257,723$2.5B1.37%
23
UHSUNIVERSAL HLTH SVCS INC
21,855$2.3B1.29%
24
TECK/BTECK RESOURCES LTD
166,316$2.3B1.28%
25
0VVBVIACOMCBS INC
81,360$2.3B1.26%
26
BDCBELDEN INC
71,558$2.2B1.23%
27
PRUPRUDENTIAL FINL INC
34,992$2.2B1.22%
28
CAHCARDINAL HEALTH INC
45,361$2.1B1.17%
29
JXC1J2 GLOBAL INC
29,868$2.1B1.14%
30
TAPMOLSON COORS BEVERAGE CO
61,526$2.1B1.14%
31
GRA1EURGRACE W R & CO DEL NEW
51,094$2.1B1.13%
32
MGMISTRAS GROUP INC
487,921$1.9B1.05%
33
OECORION ENGINEERED CARBONS S A
147,878$1.9B1.02%
34
CMRECOSTAMARE INC
301,758$1.8B1.01%
35
ATGEADTALEM GLOBAL ED INC
71,413$1.8B0.97%
36
VIACOMCBS INC
62,500$1.8B0.96%Call
37
CSCOCISCO SYS INC
44,089$1.7B0.96%
38
TAPMOLSON COORS BEVERAGE CO
50,800$1.7B0.94%Put
39
CALCALERES INC
176,356$1.7B0.93%
40
WFCWELLS FARGO CO NEW
69,223$1.6B0.90%
41
FFIVF5 NETWORKS INC
13,224$1.6B0.89%
42
GCOGENESCO INC
68,362$1.5B0.81%
43
GSGOLDMAN SACHS GROUP INC
7,165$1.4B0.79%
44
MYLAN NV
95,119$1.4B0.78%
45
DFINDONNELLEY FINL SOLUTIONS INC
105,265$1.4B0.78%
46
HBBHAMILTON BEACH BRANDS HLDG C
71,587$1.4B0.77%
47
LEALEAR CORP
12,705$1.4B0.76%
48
KGCKINROSS GOLD CORP
153,233$1.4B0.74%
49
TESSCO TECHNOLOGIES INC
243,376$1.3B0.72%
50
FDPFRESH DEL MONTE PRODUCE INC
54,518$1.3B0.69%
51
MTZMASTEC INC
29,310$1.2B0.68%
52
VLOVALERO ENERGY CORP
25,657$1.1B0.61%
53
FDXFEDEX CORP
4,237$1.1B0.59%
54
TRVCCITIGROUP INC
24,513$1.1B0.58%
55
CSTECAESARSTONE LTD
106,890$1.0B0.58%
56
CBTCABOT CORP
28,520$1.0B0.57%
57
FLEXFLEX LTD
89,057$992.0M0.55%
58
CLSEURCELESTICA INC
141,134$974.0M0.54%
59
RYIRYERSON HLDG CORP
169,612$972.0M0.54%
60
BVBRIGHTVIEW HLDGS INC
84,294$961.0M0.53%
61
HBANHUNTINGTON BANCSHARES INC
104,692$960.0M0.53%
62
LAZLAZARD LTD
28,632$947.0M0.52%
63
VRAVERA BRADLEY INC
154,787$946.0M0.52%
64
SIISPROTT INC
27,642$944.0M0.52%
65
KSSKOHLS CORP
49,997$927.0M0.51%
66
HOUSTON WIRE & CABLE CO
368,825$922.0M0.51%
67
HRBBLOCK H & R INC
54,500$888.0M0.49%Call
68
XPERI HOLDING CORP
76,311$877.0M0.48%
69
IMMRIMMERSION CORP
124,038$874.0M0.48%
70
IRIXIRIDEX CORP
441,410$866.0M0.48%
71
HYREQHYRECAR INC
263,958$832.0M0.46%
72
WOOFOOT LOCKER INC
24,141$798.0M0.44%
73
SANMSANMINA CORPORATION
28,759$778.0M0.43%
74
BONANZA CREEK ENERGY INC
41,145$774.0M0.43%
75
MTS SYS CORP
39,000$745.0M0.41%
76
VHIVALHI INC NEW
56,380$742.0M0.41%
77
PLPCPREFORMED LINE PRODS CO
15,193$740.0M0.41%
78
EMNEASTMAN CHEM CO
8,862$692.0M0.38%
79
OCOWENS CORNING NEW
9,830$677.0M0.37%
80
GIIIG III APPAREL GROUP LTD
51,164$671.0M0.37%
81
SPOKSPOK HLDGS INC
68,670$653.0M0.36%
82
RMRRMR GROUP INC
22,620$622.0M0.34%
83
BLUCORA INC
65,496$617.0M0.34%
84
IPINTERNATIONAL PAPER CO
15,177$616.0M0.34%
85
EAELECTRONIC ARTS INC
4,703$613.0M0.34%
86
SPUSDSP PLUS CORP
33,971$610.0M0.34%
87
CPSCOOPER STD HLDGS INC
43,770$578.0M0.32%
88
UNBUNION BANKSHARES INC
27,002$548.0M0.30%
89
SRTSSENSUS HEALTHCARE INC
217,627$548.0M0.30%
90
CULPCULP INC
42,511$528.0M0.29%
91
MOSMOSAIC CO NEW
28,134$514.0M0.28%
92
NOMDNOMAD FOODS LTD
19,626$500.0M0.28%
93
CXCEMEX SAB DE CV
125,866$479.0M0.26%
94
RIGNET INC
115,130$472.0M0.26%
95
EEXEMERALD HOLDING INC
229,233$468.0M0.26%
96
3TYTITAN MACHY INC
34,916$462.0M0.25%
97
TWITITAN INTL INC ILL
156,038$451.0M0.25%
98
PMDUSDPSYCHEMEDICS CORP
101,084$446.0M0.25%
99
BLUEKNIGHT ENERGY PARTNERS L
288,526$444.0M0.24%
100
PLANTRONICS INC NEW
36,800$436.0M0.24%Call
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