Diametric Capital, LP Quant / Systematic

CIK: 0001719087 · Show all filings

Period: Q4 2017 (Next →)

Filing Date: Feb 14, 2018

Total Value ($000): $164,840 (100.0% shares, 0.0% debt)

Holdings (106)

KANSAS CITY SOUTHERN 2.9%
Value ($000) $4,738 Shares 45,029 Est. Cost $105.22 Unrealized
CCK CROWN HOLDINGS INC 2.7%
Value ($000) $4,473 Shares 79,519 Est. Cost $56.20 Unrealized 0.0%
TRANSCANADA CORP 2.3%
Value ($000) $3,824 Shares 78,628 Est. Cost $48.63 Unrealized
PKG PACKAGING CORP OF AMERICA 2.2%
Value ($000) $3,577 Shares 29,676 Est. Cost $90.90 Unrealized 0.0%
BK BANK OF NEW YORK MELLON CORP 2.1%
Value ($000) $3,509 Shares 65,149 Est. Cost $42.65 Unrealized 0.0%
LEN LENNAR CORP-A 2.1%
Value ($000) $3,481 Shares 55,043 Est. Cost $52.05 Unrealized 0.0%
CNQ CANADIAN NATURAL RESOURCES 2.1%
Value ($000) $3,430 Shares 96,023 Est. Cost $11.45 Unrealized 0.0%
BYD BOYD GAMING CORP 2.1%
Value ($000) $3,380 Shares 133,203 Est. Cost $28.48 Unrealized 0.0%
ELDORADO RESORTS INC 2.0%
Value ($000) $3,222 Shares 134,722 Est. Cost $23.92 Unrealized
ALTABA INC 2.0%
Value ($000) $3,218 Shares 46,071 Est. Cost $69.85 Unrealized
JELD JELD-WEN HOLDING INC 1.8%
Value ($000) $3,025 Shares 76,826 Est. Cost $37.13 Unrealized 0.0%
XPO XPO LOGISTICS INC 1.8%
Value ($000) $2,914 Shares 31,813 Est. Cost $25.57 Unrealized 0.0%
HBAN HUNTINGTON BANCSHARES INC 1.8%
Value ($000) $2,890 Shares 198,509 Est. Cost $9.77 Unrealized 0.0%
TRINSEO SA 1.7%
Value ($000) $2,774 Shares 38,208 Est. Cost $72.60 Unrealized
CAKE CHEESECAKE FACTORY INC/THE 1.7%
Value ($000) $2,733 Shares 77,963 Est. Cost $38.14 Unrealized 0.0%
WESTROCK CO 1.6%
Value ($000) $2,695 Shares 42,640 Est. Cost $63.20 Unrealized
IAC/INTERACTIVECORP 1.6%
Value ($000) $2,639 Shares 21,579 Est. Cost $122.29 Unrealized
ALL ALLSTATE CORP 1.5%
Value ($000) $2,541 Shares 24,269 Est. Cost $81.75 Unrealized 0.0%
MLCO MELCO RESORTS & ENTERT-ADR 1.5%
Value ($000) $2,524 Shares 114,724 Est. Cost $22.00 Unrealized
INTERNATIONAL GAME TECHNOLOG 1.5%
Value ($000) $2,493 Shares 128,266 Est. Cost $19.44 Unrealized
LIBERTY MEDIA CORP DELAWARE 1.5%
Value ($000) $2,476 Shares 62,428 Est. Cost $39.66 Unrealized
KAPSTONE PAPER AND PACKAGING 1.5%
Value ($000) $2,468 Shares 108,773 Est. Cost $22.69 Unrealized
TRV TRAVELERS COS INC/THE 1.4%
Value ($000) $2,363 Shares 17,422 Est. Cost $110.50 Unrealized 0.0%
BB&T CORP 1.4%
Value ($000) $2,286 Shares 45,982 Est. Cost $49.72 Unrealized
SBNY SIGNATURE BANK 1.3%
Value ($000) $2,167 Shares 15,785 Est. Cost $137.28 Unrealized
EAT BRINKER INTERNATIONAL INC 1.3%
Value ($000) $2,124 Shares 75,188 Est. Cost $31.54 Unrealized 0.0%
NOBLE ENERGY INC 1.2%
Value ($000) $2,032 Shares 69,727 Est. Cost $29.14 Unrealized
BMY BRISTOL-MYERS SQUIBB CO 1.2%
Value ($000) $2,023 Shares 33,012 Est. Cost $46.46 Unrealized 0.0%
AJG ARTHUR J GALLAGHER & CO 1.2%
Value ($000) $2,020 Shares 31,922 Est. Cost $56.83 Unrealized 0.0%
JACK JACK IN THE BOX INC 1.2%
Value ($000) $2,014 Shares 20,527 Est. Cost $101.71 Unrealized 0.0%
TKR TIMKEN CO 1.2%
Value ($000) $1,984 Shares 40,362 Est. Cost $48.40 Unrealized 0.0%
GT GOODYEAR TIRE & RUBBER CO 1.2%
Value ($000) $1,979 Shares 61,264 Est. Cost $31.76 Unrealized 0.0%
CANADIAN PACIFIC RAILWAY LTD 1.2%
Value ($000) $1,961 Shares 10,732 Est. Cost $182.72 Unrealized
URI UNITED RENTALS INC 1.2%
Value ($000) $1,938 Shares 11,276 Est. Cost $147.40 Unrealized 0.0%
WEN WENDY'S CO/THE 1.2%
Value ($000) $1,935 Shares 160,496 Est. Cost $15.19 Unrealized 0.0%
CCL CARNIVAL CORP 1.2%
Value ($000) $1,910 Shares 40,085 Est. Cost $60.75 Unrealized 0.0%
ALEXION PHARMACEUTICALS INC 1.1%
Value ($000) $1,883 Shares 15,745 Est. Cost $119.59 Unrealized
PIONEER NATURAL RESOURCES CO 1.1%
Value ($000) $1,837 Shares 10,629 Est. Cost $172.83 Unrealized
AON PLC 1.1%
Value ($000) $1,834 Shares 13,683 Est. Cost $134.03 Unrealized
CM CAN IMPERIAL BK OF COMMERCE 1.0%
Value ($000) $1,724 Shares 17,695 Est. Cost $30.91 Unrealized 0.0%
PBYI PUMA BIOTECHNOLOGY INC 1.0%
Value ($000) $1,708 Shares 17,278 Est. Cost $111.90 Unrealized 0.0%
UNP UNION PAC CORP 1.0%
Value ($000) $1,690 Shares 12,600 Est. Cost Unrealized
MLM MARTIN MARIETTA MATERIALS 1.0%
Value ($000) $1,664 Shares 7,530 Est. Cost $197.06 Unrealized 0.0%
BEN FRANKLIN RESOURCES INC 1.0%
Value ($000) $1,616 Shares 37,306 Est. Cost $27.68 Unrealized 0.0%
ABT ABBOTT LABORATORIES 0.9%
Value ($000) $1,565 Shares 27,428 Est. Cost $48.12 Unrealized 0.0%
DELL TECHNOLOGIES INC-CL V 0.9%
Value ($000) $1,542 Shares 18,967 Est. Cost $81.30 Unrealized
NEW YORK COMMUNITY BANCORP 0.9%
Value ($000) $1,515 Shares 116,389 Est. Cost $13.02 Unrealized
ABBV ABBVIE INC 0.9%
Value ($000) $1,513 Shares 15,640 Est. Cost $66.89 Unrealized 0.0%
CSGP COSTAR GROUP INC 0.9%
Value ($000) $1,505 Shares 5,069 Est. Cost $29.30 Unrealized 0.0%
BSX BOSTON SCIENTIFIC CORP 0.9%
Value ($000) $1,501 Shares 60,540 Est. Cost $27.58 Unrealized 0.0%
VISN COMMSCOPE HOLDING CO INC 0.9%
Value ($000) $1,483 Shares 39,200 Est. Cost $34.86 Unrealized 0.0%
QCOM QUALCOMM INC 0.9%
Value ($000) $1,471 Shares 22,975 Est. Cost $49.00 Unrealized 0.0%
VOYA VOYA FINANCIAL INC 0.9%
Value ($000) $1,455 Shares 29,421 Est. Cost $38.59 Unrealized 0.0%
LIBERTY GLOBAL PLC-A 0.9%
Value ($000) $1,453 Shares 40,548 Est. Cost $35.83 Unrealized
WYNN WYNN RESORTS LTD 0.9%
Value ($000) $1,421 Shares 8,429 Est. Cost $140.96 Unrealized 0.0%
EXPE EXPEDIA INC 0.8%
Value ($000) $1,355 Shares 11,311 Est. Cost $125.31 Unrealized 0.0%
ZAYO GROUP HOLDINGS INC 0.8%
Value ($000) $1,309 Shares 35,574 Est. Cost $36.80 Unrealized
LIONS GATE ENTERTAINMENT-A 0.8%
Value ($000) $1,303 Shares 38,526 Est. Cost $33.82 Unrealized
PLAY DAVE & BUSTER'S ENTERTAINMEN 0.7%
Value ($000) $1,163 Shares 21,089 Est. Cost $50.99 Unrealized 0.0%
TPH TRI POINTE GROUP INC 0.7%
Value ($000) $1,160 Shares 64,711 Est. Cost $16.85 Unrealized 0.0%
LIBERTY INTERACTIVE CORP Q-A 0.7%
Value ($000) $1,147 Shares 46,958 Est. Cost $24.43 Unrealized
SNAP SNAP INC - A 0.7%
Value ($000) $1,126 Shares 77,040 Est. Cost $14.58 Unrealized 0.0%
HOSTESS BRANDS INC 0.7%
Value ($000) $1,120 Shares 100,027 Est. Cost $11.20 Unrealized
SRPT SAREPTA THERAPEUTICS INC 0.7%
Value ($000) $1,112 Shares 19,982 Est. Cost $52.98 Unrealized 0.0%
CSCO CISCO SYSTEMS INC 0.7%
Value ($000) $1,104 Shares 28,832 Est. Cost $27.97 Unrealized 0.0%
FORTERRA INC 0.7%
Value ($000) $1,084 Shares 97,652 Est. Cost $11.10 Unrealized
DEL TACO RESTAURANTS INC 0.7%
Value ($000) $1,082 Shares 119,825 Est. Cost $9.03 Unrealized
JAZZ PHARMACEUTICALS PLC 0.6%
Value ($000) $1,049 Shares 7,788 Est. Cost $134.69 Unrealized
CENTURYLINK INC 0.6%
Value ($000) $1,045 Shares 62,665 Est. Cost $16.68 Unrealized
TSLA TESLA INC 0.6%
Value ($000) $1,045 Shares 3,355 Est. Cost $21.75 Unrealized 0.0%
DENNY'S CORP 0.6%
Value ($000) $963 Shares 98,493 Est. Cost $9.78 Unrealized
ETN EATON CORP PLC 0.6%
Value ($000) $917 Shares 11,603 Est. Cost $66.26 Unrealized 0.0%
RRGB RED ROBIN GOURMET BURGERS 0.6%
Value ($000) $915 Shares 16,231 Est. Cost $57.54 Unrealized 0.0%
GW PHARMACEUTICALS -ADR 0.5%
Value ($000) $806 Shares 6,102 Est. Cost $132.09 Unrealized
LLY ELI LILLY & CO 0.5%
Value ($000) $793 Shares 9,389 Est. Cost $75.28 Unrealized 0.0%
NUANCE COMMUNICATIONS INC 0.5%
Value ($000) $783 Shares 47,860 Est. Cost $16.36 Unrealized
RH RH 0.5%
Value ($000) $779 Shares 9,040 Est. Cost $90.43 Unrealized 0.0%
VOD VODAFONE GROUP PLC-SP ADR 0.5%
Value ($000) $765 Shares 23,976 Est. Cost $31.91 Unrealized
INTERNAP CORP 0.5%
Value ($000) $763 Shares 48,564 Est. Cost $15.71 Unrealized
SATS ECHOSTAR CORP-A 0.5%
Value ($000) $758 Shares 12,662 Est. Cost $46.44 Unrealized 0.0%
ZYNGA INC - CL A 0.5%
Value ($000) $755 Shares 188,639 Est. Cost $4.00 Unrealized
AMAT APPLIED MATERIALS INC 0.4%
Value ($000) $731 Shares 14,298 Est. Cost $49.42 Unrealized 0.0%
ENTERCOM COMMUNICATIONS-CL A 0.4%
Value ($000) $688 Shares 63,671 Est. Cost $10.81 Unrealized
JUNIPER NETWORKS INC 0.4%
Value ($000) $664 Shares 23,289 Est. Cost $28.51 Unrealized
CMG CHIPOTLE MEXICAN GRILL INC 0.4%
Value ($000) $612 Shares 2,116 Est. Cost $5.96 Unrealized 0.0%
AMBA AMBARELLA INC 0.3%
Value ($000) $557 Shares 9,473 Est. Cost $55.57 Unrealized 0.0%
NYT NEW YORK TIMES CO-A 0.3%
Value ($000) $554 Shares 29,955 Est. Cost $17.29 Unrealized 0.0%
VIACOM INC-CLASS B 0.3%
Value ($000) $541 Shares 17,553 Est. Cost $30.82 Unrealized
TWITTER INC 0.3%
Value ($000) $538 Shares 22,407 Est. Cost $24.01 Unrealized
MPC MARATHON PETROLEUM CORP 0.3%
Value ($000) $513 Shares 7,768 Est. Cost $47.48 Unrealized 0.0%
MZTI LANCASTER COLONY CORP 0.3%
Value ($000) $504 Shares 3,900 Est. Cost $126.19 Unrealized 0.0%
NEVRO CORP 0.3%
Value ($000) $492 Shares 7,124 Est. Cost $69.06 Unrealized
AERIE PHARMACEUTICALS INC 0.3%
Value ($000) $421 Shares 7,053 Est. Cost $59.69 Unrealized
NXPI NXP SEMICONDUCTORS NV 0.2%
Value ($000) $377 Shares 3,219 Est. Cost $102.65 Unrealized 0.0%
REXNORD CORP 0.2%
Value ($000) $371 Shares 14,243 Est. Cost $26.05 Unrealized
PRKS SEAWORLD ENTERTAINMENT INC 0.2%
Value ($000) $365 Shares 36,786 Est. Cost $12.44 Unrealized 0.0%
DISH NETWORK CORP-A 0.2%
Value ($000) $361 Shares 7,559 Est. Cost $47.76 Unrealized
CREE INC 0.2%
Value ($000) $359 Shares 9,665 Est. Cost $37.14 Unrealized
ASH ASHLAND GLOBAL HOLDINGS INC 0.2%
Value ($000) $301 Shares 4,222 Est. Cost $60.32 Unrealized 0.0%
INTERSECT ENT INC 0.2%
Value ($000) $284 Shares 8,774 Est. Cost $32.37 Unrealized
ISRG INTUITIVE SURGICAL INC 0.2%
Value ($000) $248 Shares 679 Est. Cost $125.15 Unrealized 0.0%
BAND BANDWIDTH INC-CLASS A 0.2%
Value ($000) $248 Shares 10,741 Est. Cost $21.50 Unrealized 0.0%
ADTRAN INC 0.1%
Value ($000) $226 Shares 11,664 Est. Cost $19.38 Unrealized
LEN/B LENNAR CORP - B SHS 0.1%
Value ($000) $202 Shares 3,915 Est. Cost $41.52 Unrealized 0.0%
CONSTELLIUM NV- CLASS A 0.1%
Value ($000) $179 Shares 16,090 Est. Cost $11.12 Unrealized
CALX CALIX INC 0.1%
Value ($000) $163 Shares 27,472 Est. Cost $6.05 Unrealized 0.0%