Diametric Capital, LP Quant / Systematic

CIK: 0001719087 · Show all filings

Period: Q3 2019 (← Previous) (Next →)

Filing Date: Nov 13, 2019

Total Value ($000): $121,270 (100.0% shares, 0.0% debt)

Holdings (98)

CHDN Churchill Downs Inc 4.6%
Value ($000) $5,568 Shares 45,103 Est. Cost $44.17 Unrealized +33.3%
EAT Brinker International Inc 4.4%
Value ($000) $5,283 Shares 123,813 Est. Cost $38.29 Unrealized +2.0%
CCK Crown Holdings Inc 3.7%
Value ($000) $4,479 Shares 67,806 Est. Cost $52.86 Unrealized +15.2%
BRSL International Game Technology 3.6%
Value ($000) $4,393 Shares 309,155 Est. Cost $12.13 Unrealized -26.6%
BYD Boyd Gaming Corp 3.6%
Value ($000) $4,323 Shares 180,488 Est. Cost $26.88 Unrealized -10.2%
SPDR S&P Oil & Gas Exploration 3.4%
Value ($000) $4,098 Shares 183,267 Est. Cost $22.94 Unrealized
SPY SPDR S&P 500 ETF Trust 2.7%
Value ($000) $3,256 Shares 10,971 Est. Cost $296.78 Unrealized
SMLR Semler Scientific Inc 2.5%
Value ($000) $3,050 Shares 72,609 Est. Cost $36.08 Unrealized +27.3%
BMY Bristol-Myers Squibb Co 2.3%
Value ($000) $2,769 Shares 55,065 Est. Cost $36.77 Unrealized 0.0%
ABBV AbbVie Inc 2.3%
Value ($000) $2,750 Shares 36,843 Est. Cost $52.58 Unrealized 0.0%
BSX Boston Scientific Corp 2.2%
Value ($000) $2,695 Shares 66,244 Est. Cost $36.05 Unrealized +17.5%
William Lyon Homes 2.1%
Value ($000) $2,489 Shares 122,230 Est. Cost $15.82 Unrealized
LiqTech International Inc 2.0%
Value ($000) $2,435 Shares 308,222 Est. Cost $8.59 Unrealized
HROW Harrow Health Inc 1.8%
Value ($000) $2,228 Shares 396,387 Est. Cost $6.22 Unrealized +5.3%
Hostess Brands Inc 1.7%
Value ($000) $2,083 Shares 148,967 Est. Cost $12.96 Unrealized
RH RH 1.7%
Value ($000) $2,041 Shares 11,945 Est. Cost $110.09 Unrealized +29.3%
TSLA Tesla Inc 1.6%
Value ($000) $1,990 Shares 8,261 Est. Cost $19.34 Unrealized -19.1%
Zymeworks Inc 1.6%
Value ($000) $1,977 Shares 79,737 Est. Cost $24.79 Unrealized
QQQ Invesco QQQ Trust Series 1 1.6%
Value ($000) $1,922 Shares 10,180 Est. Cost $187.13 Unrealized
RHHBY Roche Holding AG 1.6%
Value ($000) $1,912 Shares 52,443 Est. Cost $36.46 Unrealized
WEN Wendy's Co/The 1.5%
Value ($000) $1,867 Shares 93,455 Est. Cost $16.53 Unrealized +20.6%
VRTX Vertex Pharmaceuticals Inc 1.5%
Value ($000) $1,782 Shares 10,517 Est. Cost $176.91 Unrealized 0.0%
TOTAL SA 1.4%
Value ($000) $1,690 Shares 32,502 Est. Cost $55.80 Unrealized
Stars Group Inc/The 1.4%
Value ($000) $1,671 Shares 111,561 Est. Cost $17.99 Unrealized
PRKS SeaWorld Entertainment Inc 1.4%
Value ($000) $1,666 Shares 63,313 Est. Cost $25.77 Unrealized +18.1%
BA Boeing Co/The 1.3%
Value ($000) $1,591 Shares 4,206 Est. Cost $352.37 Unrealized 0.0%
ISRG Intuitive Surgical Inc 1.3%
Value ($000) $1,542 Shares 2,856 Est. Cost $172.96 Unrealized 0.0%
CVX Chevron Corp 1.2%
Value ($000) $1,436 Shares 12,104 Est. Cost $90.24 Unrealized +1.4%
POOL Pool Corp 1.2%
Value ($000) $1,399 Shares 6,934 Est. Cost $179.51 Unrealized 0.0%
TDG TransDigm Group Inc 1.1%
Value ($000) $1,392 Shares 2,673 Est. Cost $304.78 Unrealized +28.6%
STT State Street Corp 1.1%
Value ($000) $1,358 Shares 22,940 Est. Cost $61.02 Unrealized -26.3%
LPX Louisiana-Pacific Corp 1.1%
Value ($000) $1,333 Shares 54,233 Est. Cost $24.55 Unrealized +0.3%
ZBH Zimmer Biomet Holdings Inc 1.1%
Value ($000) $1,315 Shares 9,579 Est. Cost $122.61 Unrealized 0.0%
AAPL Apple Inc 1.1%
Value ($000) $1,300 Shares 5,820 Est. Cost $50.22 Unrealized 0.0%
BP BP PLC 1.1%
Value ($000) $1,296 Shares 34,657 Est. Cost $39.43 Unrealized
GOOGL Alphabet Inc 1.0%
Value ($000) $1,205 Shares 987 Est. Cost $58.78 Unrealized 0.0%
KTOS Kratos Defense & Security Solu 1.0%
Value ($000) $1,180 Shares 63,456 Est. Cost $20.27 Unrealized +3.5%
AXA Equitable Holdings Inc 1.0%
Value ($000) $1,178 Shares 53,143 Est. Cost $20.81 Unrealized
BAX Baxter International Inc 1.0%
Value ($000) $1,173 Shares 13,407 Est. Cost $68.49 Unrealized +10.3%
Raytheon Co 1.0%
Value ($000) $1,172 Shares 6,003 Est. Cost $195.24 Unrealized
PRU Prudential Financial Inc 1.0%
Value ($000) $1,167 Shares 12,978 Est. Cost $68.08 Unrealized -3.4%
United Technologies Corp 0.9%
Value ($000) $1,094 Shares 8,010 Est. Cost $136.58 Unrealized
CannaRoyalty Corp 0.9%
Value ($000) $1,045 Shares 251,714 Est. Cost $6.38 Unrealized
ETON Eton Pharmaceuticals Inc 0.8%
Value ($000) $1,030 Shares 163,033 Est. Cost $6.70 Unrealized -4.8%
Constellium SE 0.8%
Value ($000) $924 Shares 72,672 Est. Cost $12.71 Unrealized
COF Capital One Financial Corp 0.8%
Value ($000) $919 Shares 10,142 Est. Cost $72.22 Unrealized +11.7%
NVO Novo Nordisk A/S 0.8%
Value ($000) $917 Shares 17,731 Est. Cost $51.72 Unrealized
MRK Merck & Co Inc 0.7%
Value ($000) $896 Shares 10,638 Est. Cost $51.71 Unrealized +26.6%
AZN AstraZeneca PLC 0.7%
Value ($000) $873 Shares 19,578 Est. Cost $44.59 Unrealized
LNC Lincoln National Corp 0.7%
Value ($000) $871 Shares 14,545 Est. Cost $46.65 Unrealized -5.5%
MRSH Marsh & McLennan Cos Inc 0.7%
Value ($000) $870 Shares 8,741 Est. Cost $90.54 Unrealized 0.0%
GRWG GrowGeneration Corp 0.7%
Value ($000) $853 Shares 200,647 Est. Cost $4.50 Unrealized 0.0%
JACK Jack in the Box Inc 0.7%
Value ($000) $850 Shares 9,330 Est. Cost $83.16 Unrealized 0.0%
Seattle Genetics Inc 0.7%
Value ($000) $803 Shares 10,562 Est. Cost $76.03 Unrealized
Profire Energy Inc 0.6%
Value ($000) $771 Shares 407,947 Est. Cost $1.67 Unrealized
Motus GI Holdings Inc 0.6%
Value ($000) $740 Shares 373,502 Est. Cost $2.58 Unrealized
Medicines Co/The 0.6%
Value ($000) $719 Shares 14,382 Est. Cost $49.99 Unrealized
Meritor Inc 0.6%
Value ($000) $710 Shares 38,385 Est. Cost $18.08 Unrealized
CCS Century Communities Inc 0.6%
Value ($000) $704 Shares 22,988 Est. Cost $26.10 Unrealized 0.0%
CFG Citizens Financial Group Inc 0.6%
Value ($000) $700 Shares 19,998 Est. Cost $26.29 Unrealized 0.0%
CDNA CareDx Inc 0.6%
Value ($000) $689 Shares 30,478 Est. Cost $29.74 Unrealized -6.9%
SHW Sherwin-Williams Co/The 0.5%
Value ($000) $666 Shares 1,211 Est. Cost $143.51 Unrealized +12.0%
Juniper Networks Inc 0.5%
Value ($000) $610 Shares 24,643 Est. Cost $25.71 Unrealized
GNRC Generac Holdings Inc 0.5%
Value ($000) $608 Shares 7,758 Est. Cost $74.92 Unrealized 0.0%
PlayAGS Inc 0.5%
Value ($000) $565 Shares 55,003 Est. Cost $10.27 Unrealized
AIR AAR Corp 0.5%
Value ($000) $561 Shares 13,645 Est. Cost $41.68 Unrealized 0.0%
PCRX Pacira BioSciences Inc 0.5%
Value ($000) $546 Shares 14,339 Est. Cost $42.46 Unrealized -6.0%
Mogo Inc 0.4%
Value ($000) $541 Shares 139,520 Est. Cost $3.49 Unrealized
CSX CSX Corp 0.4%
Value ($000) $520 Shares 7,502 Est. Cost $18.59 Unrealized +14.9%
QSR Restaurant Brands Internationa 0.4%
Value ($000) $512 Shares 7,192 Est. Cost $73.74 Unrealized 0.0%
MRTN Marten Transport Ltd 0.4%
Value ($000) $473 Shares 22,761 Est. Cost $11.20 Unrealized 0.0%
Medallia Inc 0.4%
Value ($000) $466 Shares 16,977 Est. Cost $27.45 Unrealized
EDAP EDAP TMS SA 0.4%
Value ($000) $442 Shares 98,452 Est. Cost $2.70 Unrealized
BDX Becton Dickinson and Co 0.4%
Value ($000) $437 Shares 1,726 Est. Cost $223.55 Unrealized 0.0%
Icad Inc 0.3%
Value ($000) $399 Shares 58,241 Est. Cost $6.34 Unrealized
JBL Jabil Inc 0.3%
Value ($000) $395 Shares 11,038 Est. Cost $29.20 Unrealized 0.0%
ARCT Arcturus Therapeutics Holdings 0.3%
Value ($000) $395 Shares 38,461 Est. Cost $7.34 Unrealized +47.3%
Mirati Therapeutics Inc 0.3%
Value ($000) $383 Shares 4,916 Est. Cost $77.91 Unrealized
STZ Constellation Brands Inc 0.3%
Value ($000) $357 Shares 1,727 Est. Cost $177.27 Unrealized +2.0%
ID Systems Inc 0.3%
Value ($000) $356 Shares 64,989 Est. Cost $5.88 Unrealized
DDS Dillard's Inc 0.3%
Value ($000) $352 Shares 5,329 Est. Cost $48.56 Unrealized 0.0%
Twitter Inc 0.2%
Value ($000) $303 Shares 7,345 Est. Cost $34.89 Unrealized
GDXJ VanEck Vectors Junior Gold Min 0.2%
Value ($000) $286 Shares 7,900 Est. Cost $34.87 Unrealized
GTBIF Green Thumb Industries Inc 0.2%
Value ($000) $279 Shares 34,092 Est. Cost $11.57 Unrealized -18.8%
Catalent Inc 0.2%
Value ($000) $270 Shares 5,675 Est. Cost $47.58 Unrealized
Bed Bath & Beyond Inc 0.2%
Value ($000) $256 Shares 24,054 Est. Cost $10.64 Unrealized
IWN iShares Russell 2000 Value ETF 0.2%
Value ($000) $242 Shares 2,023 Est. Cost $119.62 Unrealized
STNG Scorpio Tankers Inc 0.2%
Value ($000) $238 Shares 7,987 Est. Cost $29.80 Unrealized
Splunk Inc 0.2%
Value ($000) $230 Shares 1,949 Est. Cost $118.01 Unrealized
Solid Biosciences Inc 0.2%
Value ($000) $201 Shares 19,409 Est. Cost $10.36 Unrealized
HTG Molecular Diagnostics Inc 0.1%
Value ($000) $179 Shares 269,822 Est. Cost $2.20 Unrealized
Lilis Energy Inc 0.1%
Value ($000) $164 Shares 492,229 Est. Cost $0.46 Unrealized
SANUWAVE Health Inc 0.1%
Value ($000) $135 Shares 872,155 Est. Cost $0.15 Unrealized
Check Cap Ltd 0.1%
Value ($000) $131 Shares 69,809 Est. Cost $2.70 Unrealized
Zix Corp 0.1%
Value ($000) $124 Shares 17,184 Est. Cost $7.22 Unrealized
Zynga Inc 0.1%
Value ($000) $77 Shares 13,193 Est. Cost $5.84 Unrealized
WidePoint Corp 0.1%
Value ($000) $70 Shares 223,761 Est. Cost $0.42 Unrealized
CDE Coeur Mining Inc 0.1%
Value ($000) $69 Shares 14,365 Est. Cost $4.96 Unrealized 0.0%