Einhorn told Greenlight Capital clients the positions were added in the second quarter. He described the Chemours stake as "medium sized." Dillard's and Scientific Games are "small positions."
Chemours and Dillard's initially jumped before trading more than 1% lower each. Scientific Games at one point traded 3.6% higher on the news.
"With [Chemours] shares having fallen from their 2017 peak of $57.23 to our average entry price of $23.18, we think a lot of bad news is priced in," Einhorn wrote in the letter.
Einhorn said Dillard's is an attractive stock since the retailer has produced positive comparable sales for six straight quarters "in an environment in which many retailers are going out of business."
On Scientific Games, Einhorn noted it trades at an attractive valuation after listing its online gaming business, SciPlay Corp.
Greenlight Capital funds returned 5.8% in the second quarter, bringing the year-to-date gain to 17.4%, according to the letter. The fund rode successful bets on gold and GM and a short position in Tesla.
— With reporting by Leslie Picker.