Diametric Capital, LP Quant / Systematic

CIK: 0001719087 · Show all filings

Period: Q4 2018 (← Previous) (Next →)

Filing Date: Feb 14, 2019

Total Value ($000): $129,515 (100.0% shares, 0.0% debt)

Holdings (102)

BSX Boston Scientific Corp 3.2%
Value ($000) $4,086 Shares 115,621 Est. Cost $32.80 Unrealized +10.6%
Liberty Media Corp-Liberty Sir 3.2%
Value ($000) $4,083 Shares 110,409 Est. Cost $36.98 Unrealized
Liberty Media Corp-Liberty Sir 3.1%
Value ($000) $4,050 Shares 110,042 Est. Cost $41.20 Unrealized
EAT Brinker International Inc 3.0%
Value ($000) $3,858 Shares 87,727 Est. Cost $36.88 Unrealized +22.1%
TSLA Tesla Inc 2.8%
Value ($000) $3,610 Shares 10,846 Est. Cost $21.24 Unrealized +1.3%
ABT Abbott Laboratories 2.5%
Value ($000) $3,222 Shares 44,752 Est. Cost $52.64 Unrealized +18.1%
GILD Gilead Sciences Inc 2.3%
Value ($000) $3,034 Shares 48,511 Est. Cost $56.77 Unrealized -6.6%
QCOM QUALCOMM Inc 2.3%
Value ($000) $3,028 Shares 53,215 Est. Cost $50.21 Unrealized +1.3%
WEN Wendy's Co/The 2.3%
Value ($000) $2,984 Shares 191,168 Est. Cost $16.33 Unrealized +4.4%
MRK Merck & Co Inc 2.2%
Value ($000) $2,893 Shares 37,862 Est. Cost $43.03 Unrealized +31.3%
BYD Boyd Gaming Corp 2.2%
Value ($000) $2,879 Shares 138,540 Est. Cost $27.30 Unrealized -8.8%
BRSL International Game Technology 2.0%
Value ($000) $2,573 Shares 175,869 Est. Cost $14.46 Unrealized -26.6%
CAKE Cheesecake Factory Inc/The 2.0%
Value ($000) $2,533 Shares 58,224 Est. Cost $39.25 Unrealized +6.2%
AZN AstraZeneca PLC 1.9%
Value ($000) $2,483 Shares 65,370 Est. Cost $39.20 Unrealized
SHW Sherwin-Williams Co/The 1.9%
Value ($000) $2,408 Shares 6,121 Est. Cost $133.40 Unrealized -5.1%
NVS Novartis AG 1.9%
Value ($000) $2,407 Shares 28,048 Est. Cost $85.90 Unrealized
JACK Jack in the Box Inc 1.7%
Value ($000) $2,230 Shares 28,731 Est. Cost $95.05 Unrealized -14.5%
CCK Crown Holdings Inc 1.7%
Value ($000) $2,220 Shares 53,397 Est. Cost $54.14 Unrealized -18.8%
AMBA Ambarella Inc 1.6%
Value ($000) $2,135 Shares 61,025 Est. Cost $36.13 Unrealized -2.0%
CB Chubb Ltd 1.5%
Value ($000) $1,943 Shares 15,041 Est. Cost $117.28 Unrealized -2.4%
NIO NIO Inc 1.5%
Value ($000) $1,897 Shares 297,759 Est. Cost $6.48 Unrealized
RH RH 1.5%
Value ($000) $1,893 Shares 15,799 Est. Cost $115.11 Unrealized +4.4%
CHDN Churchill Downs Inc 1.4%
Value ($000) $1,857 Shares 22,839 Est. Cost $43.83 Unrealized -2.2%
CTRA Cabot Oil & Gas Corp 1.4%
Value ($000) $1,786 Shares 80,153 Est. Cost $17.72 Unrealized +1.0%
PRKS SeaWorld Entertainment Inc 1.4%
Value ($000) $1,750 Shares 79,238 Est. Cost $23.17 Unrealized +15.3%
MLCO Melco Resorts & Entertainment 1.3%
Value ($000) $1,690 Shares 95,918 Est. Cost $20.00 Unrealized
ATR AptarGroup Inc 1.3%
Value ($000) $1,671 Shares 17,827 Est. Cost $92.89 Unrealized 0.0%
BALL Ball Corp 1.2%
Value ($000) $1,599 Shares 34,766 Est. Cost $41.33 Unrealized +4.4%
NTNX Nutanix Inc 1.2%
Value ($000) $1,588 Shares 38,182 Est. Cost $41.29 Unrealized 0.0%
BP BP PLC 1.2%
Value ($000) $1,580 Shares 41,671 Est. Cost $37.92 Unrealized
Canadian Pacific Railway Ltd 1.2%
Value ($000) $1,570 Shares 8,838 Est. Cost $177.64 Unrealized
LiqTech International Inc 1.2%
Value ($000) $1,561 Shares 1,139,241 Est. Cost $1.42 Unrealized
LNC Lincoln National Corp 1.1%
Value ($000) $1,487 Shares 29,184 Est. Cost $48.13 Unrealized -8.6%
Harrow Health Inc 1.1%
Value ($000) $1,453 Shares 252,160 Est. Cost $5.76 Unrealized
RF Regions Financial Corp 1.1%
Value ($000) $1,418 Shares 105,978 Est. Cost $11.99 Unrealized 0.0%
SMLR Semler Scientific Inc 1.1%
Value ($000) $1,414 Shares 41,102 Est. Cost $30.24 Unrealized +6.6%
KWEB KraneShares CSI China Internet 1.1%
Value ($000) $1,400 Shares 37,341 Est. Cost $37.49 Unrealized
USB US Bancorp 1.1%
Value ($000) $1,390 Shares 30,416 Est. Cost $38.79 Unrealized -1.3%
Wright Medical Group NV 1.1%
Value ($000) $1,384 Shares 50,845 Est. Cost $27.76 Unrealized
BMY Bristol-Myers Squibb Co 1.1%
Value ($000) $1,383 Shares 26,815 Est. Cost $44.71 Unrealized -8.4%
TKR Timken Co/The 1.1%
Value ($000) $1,378 Shares 36,926 Est. Cost $46.25 Unrealized -12.5%
Juniper Networks Inc 1.1%
Value ($000) $1,369 Shares 50,866 Est. Cost $27.12 Unrealized
Stars Group Inc/The 1.0%
Value ($000) $1,353 Shares 81,889 Est. Cost $18.86 Unrealized
REGN Regeneron Pharmaceuticals Inc 1.0%
Value ($000) $1,347 Shares 3,607 Est. Cost $364.00 Unrealized 0.0%
BRO Brown & Brown Inc 1.0%
Value ($000) $1,284 Shares 46,716 Est. Cost $26.83 Unrealized 0.0%
EG Everest Re Group Ltd 1.0%
Value ($000) $1,279 Shares 5,872 Est. Cost $187.91 Unrealized 0.0%
STT State Street Corp 0.9%
Value ($000) $1,222 Shares 19,372 Est. Cost $62.88 Unrealized -9.6%
MRSH Marsh & McLennan Cos Inc 0.9%
Value ($000) $1,209 Shares 15,241 Est. Cost $74.96 Unrealized -0.7%
GME GameStop Corp 0.9%
Value ($000) $1,114 Shares 88,288 Est. Cost $3.24 Unrealized +2.2%
FANG Diamondback Energy Inc 0.8%
Value ($000) $1,074 Shares 11,585 Est. Cost $86.64 Unrealized 0.0%
NOK Nokia OYJ 0.8%
Value ($000) $1,058 Shares 181,703 Est. Cost $5.82 Unrealized
CSX CSX Corp 0.8%
Value ($000) $1,046 Shares 16,840 Est. Cost $18.59 Unrealized +12.4%
SPOT Spotify Technology SA 0.7%
Value ($000) $930 Shares 8,195 Est. Cost $139.77 Unrealized 0.0%
TDG TransDigm Group Inc 0.7%
Value ($000) $922 Shares 2,712 Est. Cost $254.69 Unrealized 0.0%
Meritor Inc 0.7%
Value ($000) $908 Shares 53,703 Est. Cost $16.91 Unrealized
Xerox Corp 0.7%
Value ($000) $864 Shares 43,745 Est. Cost $24.00 Unrealized
IP International Paper Co 0.6%
Value ($000) $810 Shares 20,081 Est. Cost $30.46 Unrealized 0.0%
Univar Inc 0.6%
Value ($000) $808 Shares 45,554 Est. Cost $29.40 Unrealized
AXA Equitable Holdings Inc 0.6%
Value ($000) $790 Shares 47,532 Est. Cost $20.79 Unrealized
PRU Prudential Financial Inc 0.6%
Value ($000) $783 Shares 9,604 Est. Cost $69.52 Unrealized -6.9%
PKG Packaging Corp of America 0.6%
Value ($000) $768 Shares 9,197 Est. Cost $74.71 Unrealized 0.0%
CCL Carnival Corp 0.6%
Value ($000) $758 Shares 15,376 Est. Cost $60.75 Unrealized -11.0%
W Wayfair Inc 0.5%
Value ($000) $712 Shares 7,903 Est. Cost $105.23 Unrealized 0.0%
T AT&T Inc 0.5%
Value ($000) $692 Shares 24,647 Est. Cost $14.49 Unrealized -3.2%
LBTYAUSD Liberty Global PLC 0.5%
Value ($000) $659 Shares 30,881 Est. Cost $21.34 Unrealized
XPO XPO Logistics Inc 0.5%
Value ($000) $647 Shares 11,341 Est. Cost $25.57 Unrealized +8.4%
QEP Resources Inc 0.5%
Value ($000) $635 Shares 112,818 Est. Cost $5.63 Unrealized
NFLX Netflix Inc 0.5%
Value ($000) $624 Shares 2,333 Est. Cost $35.35 Unrealized -15.4%
GW Pharmaceuticals PLC 0.5%
Value ($000) $623 Shares 6,394 Est. Cost $165.92 Unrealized
SYK Stryker Corp 0.5%
Value ($000) $608 Shares 3,879 Est. Cost $157.54 Unrealized -1.8%
Hostess Brands Inc 0.5%
Value ($000) $600 Shares 54,873 Est. Cost $11.11 Unrealized
ISRG Intuitive Surgical Inc 0.5%
Value ($000) $590 Shares 1,232 Est. Cost $169.46 Unrealized 0.0%
LEN/B Lennar Corp 0.4%
Value ($000) $581 Shares 18,568 Est. Cost $37.67 Unrealized -21.3%
SNAP Snap Inc 0.4%
Value ($000) $574 Shares 104,118 Est. Cost $6.50 Unrealized 0.0%
GCI Liberty Inc 0.4%
Value ($000) $557 Shares 13,542 Est. Cost $51.48 Unrealized
CAT Caterpillar Inc 0.4%
Value ($000) $545 Shares 4,317 Est. Cost $118.40 Unrealized -5.8%
SJM JM Smucker Co/The 0.4%
Value ($000) $465 Shares 4,969 Est. Cost $85.65 Unrealized -3.3%
Harris Corp 0.4%
Value ($000) $459 Shares 3,409 Est. Cost $134.64 Unrealized
PZZA Papa John's International Inc 0.3%
Value ($000) $438 Shares 11,055 Est. Cost $44.91 Unrealized -5.6%
FibroGen Inc 0.3%
Value ($000) $415 Shares 8,966 Est. Cost $46.29 Unrealized
Intermolecular Inc 0.3%
Value ($000) $414 Shares 410,272 Est. Cost $1.04 Unrealized
FireEye Inc 0.3%
Value ($000) $409 Shares 25,206 Est. Cost $17.00 Unrealized
ETON Eton Pharmaceuticals Inc 0.3%
Value ($000) $361 Shares 59,002 Est. Cost $6.13 Unrealized 0.0%
STZ Constellation Brands Inc 0.3%
Value ($000) $358 Shares 2,234 Est. Cost $176.90 Unrealized 0.0%
JAZZ Jazz Pharmaceuticals PLC 0.3%
Value ($000) $352 Shares 2,843 Est. Cost $171.98 Unrealized -13.7%
Coupa Software Inc 0.3%
Value ($000) $351 Shares 5,586 Est. Cost $62.84 Unrealized
Lions Gate Entertainment Corp 0.3%
Value ($000) $348 Shares 21,614 Est. Cost $25.71 Unrealized
MSGS Madison Square Garden Co/The 0.3%
Value ($000) $345 Shares 1,288 Est. Cost $194.56 Unrealized 0.0%
HTG Molecular Diagnostics Inc 0.2%
Value ($000) $297 Shares 116,754 Est. Cost $2.99 Unrealized
LEN Lennar Corp 0.2%
Value ($000) $296 Shares 7,558 Est. Cost $37.43 Unrealized 0.0%
MSC Studio City International Hold 0.2%
Value ($000) $288 Shares 17,250 Est. Cost $16.70 Unrealized
Everi Holdings Inc 0.2%
Value ($000) $244 Shares 47,324 Est. Cost $9.17 Unrealized
SRPT Sarepta Therapeutics Inc 0.2%
Value ($000) $226 Shares 2,068 Est. Cost $134.57 Unrealized -7.1%
Caesars Entertainment Corp 0.1%
Value ($000) $191 Shares 28,173 Est. Cost $6.78 Unrealized
ARLO Arlo Technologies Inc 0.1%
Value ($000) $187 Shares 18,704 Est. Cost $12.00 Unrealized 0.0%
Extended Stay America Inc 0.1%
Value ($000) $172 Shares 11,089 Est. Cost $15.51 Unrealized
MTG MGIC Investment Corp 0.1%
Value ($000) $136 Shares 13,015 Est. Cost $11.70 Unrealized 0.0%
UMC United Microelectronics Corp 0.1%
Value ($000) $132 Shares 73,903 Est. Cost $2.24 Unrealized
Sprint Corp 0.1%
Value ($000) $129 Shares 22,133 Est. Cost $5.83 Unrealized
CVE Cenovus Energy Inc 0.1%
Value ($000) $124 Shares 17,677 Est. Cost $7.20 Unrealized 0.0%
Colony Capital Inc 0.1%
Value ($000) $119 Shares 25,463 Est. Cost $4.67 Unrealized
RRC Range Resources Corp 0.1%
Value ($000) $108 Shares 11,336 Est. Cost $15.20 Unrealized 0.0%