Diametric Capital, LP Quant / Systematic

CIK: 0001719087 · Show all filings

Period: Q1 2018 (← Previous) (Next →)

Filing Date: May 15, 2018

Total Value ($000): $132,204 (100.0% shares, 0.0% debt)

Holdings (83)

LIBERTY MEDIA COR-SIRIUSXM A 3.6%
Value ($000) $4,713 Shares 114,666 Est. Cost $40.32 Unrealized
CCK CROWN HOLDINGS INC 3.5%
Value ($000) $4,685 Shares 92,315 Est. Cost $55.44 Unrealized -8.5%
KANSAS CITY SOUTHERN 3.1%
Value ($000) $4,061 Shares 36,967 Est. Cost $105.22 Unrealized
IAC/INTERACTIVECORP 2.9%
Value ($000) $3,889 Shares 24,870 Est. Cost $126.80 Unrealized
IP INTERNATIONAL PAPER CO 2.8%
Value ($000) $3,689 Shares 69,041 Est. Cost $39.21 Unrealized 0.0%
BYD BOYD GAMING CORP 2.6%
Value ($000) $3,390 Shares 106,395 Est. Cost $28.48 Unrealized +18.4%
PIONEER NATURAL RESOURCES CO 2.4%
Value ($000) $3,205 Shares 18,657 Est. Cost $172.38 Unrealized
JELD JELD-WEN HOLDING INC 2.3%
Value ($000) $3,050 Shares 99,596 Est. Cost $36.93 Unrealized -1.9%
SB SCORPIO BULKERS INC 2.3%
Value ($000) $3,046 Shares 432,097 Est. Cost $3.54 Unrealized 0.0%
INTERNATIONAL GAME TECHNOLOG 2.3%
Value ($000) $3,045 Shares 113,907 Est. Cost $19.44 Unrealized
JACK JACK IN THE BOX INC 2.3%
Value ($000) $3,038 Shares 35,603 Est. Cost $96.55 Unrealized -7.3%
LEN LENNAR CORP-A 2.3%
Value ($000) $2,977 Shares 50,504 Est. Cost $52.05 Unrealized +6.2%
TRINSEO SA 2.2%
Value ($000) $2,959 Shares 39,960 Est. Cost $72.67 Unrealized
EAT BRINKER INTERNATIONAL INC 2.2%
Value ($000) $2,948 Shares 81,674 Est. Cost $31.70 Unrealized +5.8%
HBAN HUNTINGTON BANCSHARES INC 2.2%
Value ($000) $2,943 Shares 194,923 Est. Cost $9.77 Unrealized +12.7%
BK BANK OF NEW YORK MELLON CORP 2.2%
Value ($000) $2,880 Shares 55,882 Est. Cost $42.65 Unrealized +4.9%
OWENS-ILLINOIS INC 2.0%
Value ($000) $2,638 Shares 121,793 Est. Cost $21.66 Unrealized
CAKE CHEESECAKE FACTORY INC/THE 1.9%
Value ($000) $2,560 Shares 53,082 Est. Cost $38.14 Unrealized +6.3%
BSX BOSTON SCIENTIFIC CORP 1.8%
Value ($000) $2,425 Shares 88,752 Est. Cost $27.45 Unrealized -1.0%
ELDORADO RESORTS INC 1.8%
Value ($000) $2,392 Shares 72,493 Est. Cost $23.92 Unrealized
XPO XPO LOGISTICS INC 1.8%
Value ($000) $2,376 Shares 23,342 Est. Cost $25.57 Unrealized +30.5%
BB&T CORP 1.8%
Value ($000) $2,345 Shares 45,069 Est. Cost $49.72 Unrealized
URI UNITED RENTALS INC 1.7%
Value ($000) $2,267 Shares 13,124 Est. Cost $150.86 Unrealized +14.0%
SBNY SIGNATURE BANK 1.7%
Value ($000) $2,200 Shares 15,500 Est. Cost $137.28 Unrealized
MET METLIFE INC 1.7%
Value ($000) $2,188 Shares 47,680 Est. Cost $37.04 Unrealized 0.0%
V VISA INC-CLASS A SHARES 1.6%
Value ($000) $2,171 Shares 18,150 Est. Cost $114.76 Unrealized 0.0%
PFG PRINCIPAL FINANCIAL GROUP 1.6%
Value ($000) $2,107 Shares 34,594 Est. Cost $48.41 Unrealized 0.0%
ALTABA INC 1.6%
Value ($000) $2,094 Shares 28,286 Est. Cost $69.85 Unrealized
PKG PACKAGING CORP OF AMERICA 1.5%
Value ($000) $1,926 Shares 17,088 Est. Cost $90.90 Unrealized +4.5%
ABT ABBOTT LABORATORIES 1.4%
Value ($000) $1,861 Shares 31,064 Est. Cost $48.64 Unrealized +8.1%
CCL CARNIVAL CORP 1.4%
Value ($000) $1,842 Shares 28,088 Est. Cost $60.75 Unrealized +3.3%
VISN COMMSCOPE HOLDING CO INC 1.3%
Value ($000) $1,772 Shares 44,333 Est. Cost $35.34 Unrealized +10.4%
HON HONEYWELL INTERNATIONAL INC 1.3%
Value ($000) $1,731 Shares 11,978 Est. Cost $117.49 Unrealized 0.0%
BMY BRISTOL-MYERS SQUIBB CO 1.2%
Value ($000) $1,577 Shares 24,935 Est. Cost $46.46 Unrealized +3.5%
ALEXION PHARMACEUTICALS INC 1.1%
Value ($000) $1,494 Shares 13,404 Est. Cost $119.59 Unrealized
NEW YORK COMMUNITY BANCORP 1.1%
Value ($000) $1,491 Shares 114,437 Est. Cost $13.02 Unrealized
MRK MERCK & CO. INC. 1.1%
Value ($000) $1,455 Shares 26,720 Est. Cost $42.25 Unrealized 0.0%
HOSTESS BRANDS INC 1.1%
Value ($000) $1,421 Shares 96,053 Est. Cost $11.20 Unrealized
WEN WENDY'S CO/THE 1.1%
Value ($000) $1,408 Shares 80,246 Est. Cost $15.19 Unrealized +9.2%
LEN/B LENNAR CORP - B SHS 1.1%
Value ($000) $1,399 Shares 29,335 Est. Cost $42.64 Unrealized +0.4%
AERIE PHARMACEUTICALS INC 1.0%
Value ($000) $1,382 Shares 25,472 Est. Cost $55.76 Unrealized
GCI LIBERTY INC - CLASS A 1.0%
Value ($000) $1,322 Shares 25,011 Est. Cost $52.86 Unrealized
RH RH 1.0%
Value ($000) $1,314 Shares 13,792 Est. Cost $89.83 Unrealized -1.3%
MSGS MADISON SQUARE GARDEN CO- A 1.0%
Value ($000) $1,312 Shares 5,337 Est. Cost $161.76 Unrealized 0.0%
TSLA TESLA INC 1.0%
Value ($000) $1,301 Shares 4,887 Est. Cost $21.83 Unrealized +0.8%
CAT CATERPILLAR INC 1.0%
Value ($000) $1,288 Shares 8,742 Est. Cost $133.07 Unrealized 0.0%
CYPRESS SEMICONDUCTOR CORP 1.0%
Value ($000) $1,261 Shares 74,377 Est. Cost $16.95 Unrealized
CELGENE CORP 1.0%
Value ($000) $1,261 Shares 14,136 Est. Cost $89.20 Unrealized
REXNORD CORP 0.9%
Value ($000) $1,136 Shares 38,260 Est. Cost $28.34 Unrealized
LIONS GATE ENTERTAINMENT-A 0.8%
Value ($000) $1,108 Shares 42,899 Est. Cost $33.01 Unrealized
QURATE RETAIL INC QVC GROUP 0.8%
Value ($000) $1,046 Shares 41,551 Est. Cost $25.17 Unrealized
VSAT VIASAT INC 0.8%
Value ($000) $1,033 Shares 15,717 Est. Cost $72.93 Unrealized 0.0%
GM GENERAL MOTORS CO 0.7%
Value ($000) $989 Shares 27,227 Est. Cost $35.73 Unrealized 0.0%
FSLR FIRST SOLAR INC 0.7%
Value ($000) $938 Shares 13,216 Est. Cost $68.06 Unrealized 0.0%
INTERSECT ENT INC 0.7%
Value ($000) $871 Shares 22,175 Est. Cost $36.54 Unrealized
SHIRE PLC-ADR 0.7%
Value ($000) $862 Shares 5,771 Est. Cost $149.37 Unrealized
LITE LUMENTUM HOLDINGS INC 0.6%
Value ($000) $786 Shares 12,313 Est. Cost $57.38 Unrealized 0.0%
DENNY'S CORP 0.6%
Value ($000) $764 Shares 49,491 Est. Cost $9.78 Unrealized
ALL ALLSTATE CORP 0.6%
Value ($000) $733 Shares 7,728 Est. Cost $81.75 Unrealized -1.3%
TABLEAU SOFTWARE INC-CL A 0.5%
Value ($000) $688 Shares 8,508 Est. Cost $80.87 Unrealized
SNAP SNAP INC - A 0.5%
Value ($000) $682 Shares 42,955 Est. Cost $14.58 Unrealized +11.3%
INTERNAP CORP 0.5%
Value ($000) $678 Shares 61,660 Est. Cost $14.71 Unrealized
AMBA AMBARELLA INC 0.4%
Value ($000) $587 Shares 11,981 Est. Cost $54.79 Unrealized -5.3%
SRPT SAREPTA THERAPEUTICS INC 0.4%
Value ($000) $581 Shares 7,840 Est. Cost $52.98 Unrealized +25.9%
NEVRO CORP 0.4%
Value ($000) $544 Shares 6,282 Est. Cost $69.06 Unrealized
GWRE GUIDEWIRE SOFTWARE INC 0.4%
Value ($000) $513 Shares 6,350 Est. Cost $80.47 Unrealized 0.0%
PANDORA MEDIA INC 0.4%
Value ($000) $487 Shares 96,846 Est. Cost $5.03 Unrealized
HOLX HOLOGIC INC 0.4%
Value ($000) $482 Shares 12,914 Est. Cost $40.41 Unrealized 0.0%
HAS HASBRO INC 0.4%
Value ($000) $479 Shares 5,681 Est. Cost $70.02 Unrealized 0.0%
DISH NETWORK CORP-A 0.4%
Value ($000) $478 Shares 12,618 Est. Cost $43.80 Unrealized
BBBY OVERSTOCK.COM INC 0.3%
Value ($000) $423 Shares 11,682 Est. Cost $62.39 Unrealized 0.0%
ISRG INTUITIVE SURGICAL INC 0.3%
Value ($000) $379 Shares 917 Est. Cost $128.89 Unrealized +8.3%
GOOGL ALPHABET INC-CL A 0.3%
Value ($000) $365 Shares 352 Est. Cost $55.03 Unrealized 0.0%
INPHI CORP 0.3%
Value ($000) $333 Shares 11,068 Est. Cost $30.09 Unrealized
NUVASIVE INC 0.2%
Value ($000) $328 Shares 6,274 Est. Cost $52.28 Unrealized
LW LAMB WESTON HOLDINGS INC 0.2%
Value ($000) $315 Shares 5,406 Est. Cost $50.37 Unrealized 0.0%
PZZA PAPA JOHN'S INTL INC 0.2%
Value ($000) $310 Shares 5,406 Est. Cost $49.64 Unrealized 0.0%
DEL TACO RESTAURANTS INC 0.2%
Value ($000) $258 Shares 24,934 Est. Cost $9.03 Unrealized
CREE INC 0.2%
Value ($000) $237 Shares 5,878 Est. Cost $37.14 Unrealized
MZTI LANCASTER COLONY CORP 0.2%
Value ($000) $215 Shares 1,750 Est. Cost $126.19 Unrealized -2.1%
ACACIA COMMUNICATIONS INC 0.2%
Value ($000) $209 Shares 5,430 Est. Cost $38.49 Unrealized
PRKS SEAWORLD ENTERTAINMENT INC 0.1%
Value ($000) $155 Shares 10,479 Est. Cost $12.44 Unrealized +18.2%
AMKR AMKOR TECHNOLOGY INC 0.1%
Value ($000) $113 Shares 11,148 Est. Cost $9.70 Unrealized 0.0%