Diametric Capital, LP Quant / Systematic

CIK: 0001719087 · Show all filings

Period: Q4 2019 (← Previous) (Next →)

Filing Date: Feb 14, 2020

Total Value ($000): $136,955 (100.0% shares, 0.0% debt)

Holdings (123)

CHDN Churchill Downs Inc 3.6%
Value ($000) $4,959 Shares 36,147 Est. Cost $44.17 Unrealized +44.1%
RHHBY Roche Holding AG 3.0%
Value ($000) $4,063 Shares 99,938 Est. Cost $38.45 Unrealized
TDG TransDigm Group Inc 2.6%
Value ($000) $3,539 Shares 6,320 Est. Cost $377.83 Unrealized +14.2%
SMLR Semler Scientific Inc 2.4%
Value ($000) $3,309 Shares 68,929 Est. Cost $36.08 Unrealized +22.3%
AMZN Amazon.com Inc 2.4%
Value ($000) $3,300 Shares 1,786 Est. Cost $88.51 Unrealized 0.0%
BYD Boyd Gaming Corp 2.2%
Value ($000) $3,022 Shares 100,950 Est. Cost $26.88 Unrealized +0.3%
BRSL International Game Technology 2.1%
Value ($000) $2,906 Shares 194,117 Est. Cost $12.13 Unrealized -20.1%
HROW Harrow Health Inc 2.1%
Value ($000) $2,833 Shares 364,113 Est. Cost $6.22 Unrealized -6.8%
GEN NortonLifeLock Inc 2.0%
Value ($000) $2,702 Shares 105,878 Est. Cost $12.38 Unrealized 0.0%
NVS Novartis AG 2.0%
Value ($000) $2,700 Shares 28,510 Est. Cost $94.70 Unrealized
BMY Bristol-Myers Squibb Co 1.9%
Value ($000) $2,625 Shares 40,901 Est. Cost $36.77 Unrealized +22.9%
URI United Rentals Inc 1.9%
Value ($000) $2,606 Shares 15,626 Est. Cost $140.67 Unrealized 0.0%
TSLA Tesla Inc 1.8%
Value ($000) $2,515 Shares 6,013 Est. Cost $19.34 Unrealized +12.1%
LLY Eli Lilly & Co 1.8%
Value ($000) $2,473 Shares 18,813 Est. Cost $107.55 Unrealized 0.0%
JNJ Johnson & Johnson 1.7%
Value ($000) $2,396 Shares 16,423 Est. Cost $114.10 Unrealized 0.0%
RH RH 1.6%
Value ($000) $2,236 Shares 10,471 Est. Cost $110.09 Unrealized +77.2%
Zymeworks Inc 1.6%
Value ($000) $2,223 Shares 48,894 Est. Cost $24.79 Unrealized
BSX Boston Scientific Corp 1.5%
Value ($000) $2,072 Shares 45,827 Est. Cost $36.05 Unrealized +16.1%
BALL Ball Corp 1.4%
Value ($000) $1,954 Shares 30,218 Est. Cost $63.09 Unrealized 0.0%
Hostess Brands Inc 1.4%
Value ($000) $1,942 Shares 133,591 Est. Cost $12.96 Unrealized
CCS Century Communities Inc 1.4%
Value ($000) $1,938 Shares 70,851 Est. Cost $27.00 Unrealized +1.6%
STT State Street Corp 1.4%
Value ($000) $1,872 Shares 23,661 Est. Cost $60.92 Unrealized -5.4%
PRKS SeaWorld Entertainment Inc 1.3%
Value ($000) $1,773 Shares 55,926 Est. Cost $25.77 Unrealized +11.9%
TOTAL SA 1.3%
Value ($000) $1,767 Shares 31,946 Est. Cost $55.80 Unrealized
PTCT PTC Therapeutics Inc 1.2%
Value ($000) $1,706 Shares 35,521 Est. Cost $42.49 Unrealized 0.0%
PYPL PayPal Holdings Inc 1.2%
Value ($000) $1,688 Shares 15,606 Est. Cost $103.97 Unrealized 0.0%
SPDR S&P Oil & Gas Exploration 1.2%
Value ($000) $1,687 Shares 71,186 Est. Cost $22.94 Unrealized
Avaya Holdings Corp 1.2%
Value ($000) $1,657 Shares 122,745 Est. Cost $13.50 Unrealized
STRL Sterling Construction Co Inc 1.2%
Value ($000) $1,627 Shares 115,587 Est. Cost $15.07 Unrealized 0.0%
POOL Pool Corp 1.2%
Value ($000) $1,586 Shares 7,467 Est. Cost $180.46 Unrealized +6.8%
IAC/InterActiveCorp 1.2%
Value ($000) $1,578 Shares 6,334 Est. Cost $249.13 Unrealized
BMRN BioMarin Pharmaceutical Inc 1.1%
Value ($000) $1,560 Shares 18,449 Est. Cost $75.53 Unrealized 0.0%
ABT Abbott Laboratories 1.1%
Value ($000) $1,542 Shares 17,755 Est. Cost $75.30 Unrealized 0.0%
UBER Uber Technologies Inc 1.1%
Value ($000) $1,482 Shares 49,826 Est. Cost $29.67 Unrealized 0.0%
Air Transport Services Group I 1.1%
Value ($000) $1,445 Shares 61,583 Est. Cost $23.46 Unrealized
Cree Inc 1.0%
Value ($000) $1,430 Shares 30,991 Est. Cost $46.14 Unrealized
VRTX Vertex Pharmaceuticals Inc 1.0%
Value ($000) $1,413 Shares 6,453 Est. Cost $176.91 Unrealized +14.4%
Everi Holdings Inc 1.0%
Value ($000) $1,390 Shares 103,535 Est. Cost $13.43 Unrealized
Nuance Communications Inc 1.0%
Value ($000) $1,356 Shares 76,030 Est. Cost $17.84 Unrealized
BAX Baxter International Inc 1.0%
Value ($000) $1,343 Shares 16,060 Est. Cost $69.30 Unrealized +5.9%
Activision Blizzard Inc 1.0%
Value ($000) $1,329 Shares 22,364 Est. Cost $59.43 Unrealized
ViacomCBS Inc 0.9%
Value ($000) $1,275 Shares 30,388 Est. Cost $41.96 Unrealized
HAS Hasbro Inc 0.9%
Value ($000) $1,250 Shares 11,837 Est. Cost $82.22 Unrealized 0.0%
Seattle Genetics Inc 0.9%
Value ($000) $1,226 Shares 10,731 Est. Cost $76.63 Unrealized
MLCO Melco Resorts & Entertainment 0.9%
Value ($000) $1,196 Shares 49,486 Est. Cost $24.17 Unrealized
PRU Prudential Financial Inc 0.9%
Value ($000) $1,196 Shares 12,754 Est. Cost $68.08 Unrealized -1.0%
CannaRoyalty Corp 0.8%
Value ($000) $1,164 Shares 254,564 Est. Cost $6.36 Unrealized
DAN Dana Inc 0.8%
Value ($000) $1,139 Shares 62,596 Est. Cost $14.55 Unrealized 0.0%
COF Capital One Financial Corp 0.8%
Value ($000) $1,104 Shares 10,728 Est. Cost $73.01 Unrealized +18.9%
REGN Regeneron Pharmaceuticals Inc 0.8%
Value ($000) $1,069 Shares 2,846 Est. Cost $334.59 Unrealized 0.0%
CRWD Crowdstrike Holdings Inc 0.8%
Value ($000) $1,050 Shares 21,063 Est. Cost $52.49 Unrealized 0.0%
PTON Peloton Interactive Inc 0.8%
Value ($000) $1,049 Shares 36,936 Est. Cost $26.94 Unrealized 0.0%
CGNX Cognex Corp 0.8%
Value ($000) $1,048 Shares 18,699 Est. Cost $48.62 Unrealized 0.0%
Meritor Inc 0.8%
Value ($000) $1,037 Shares 39,602 Est. Cost $18.33 Unrealized
Stage Stores Inc 0.7%
Value ($000) $1,012 Shares 124,685 Est. Cost $8.12 Unrealized
GDXJ VanEck Vectors Junior Gold Min 0.7%
Value ($000) $974 Shares 23,045 Est. Cost $39.73 Unrealized
Constellium SE 0.7%
Value ($000) $957 Shares 71,431 Est. Cost $12.71 Unrealized
MRSH Marsh & McLennan Cos Inc 0.7%
Value ($000) $957 Shares 8,591 Est. Cost $90.54 Unrealized +5.0%
Stars Group Inc/The 0.7%
Value ($000) $940 Shares 36,022 Est. Cost $17.99 Unrealized
GRWG GrowGeneration Corp 0.7%
Value ($000) $929 Shares 226,527 Est. Cost $4.46 Unrealized -6.7%
Cornerstone OnDemand Inc 0.6%
Value ($000) $884 Shares 15,092 Est. Cost $58.57 Unrealized
LiqTech International Inc 0.6%
Value ($000) $876 Shares 149,719 Est. Cost $8.59 Unrealized
Liberty Media Corp-Liberty Sir 0.6%
Value ($000) $875 Shares 18,107 Est. Cost $48.32 Unrealized
Twitter Inc 0.6%
Value ($000) $875 Shares 27,292 Est. Cost $32.82 Unrealized
Juniper Networks Inc 0.6%
Value ($000) $872 Shares 35,396 Est. Cost $25.38 Unrealized
Liberty Media Corp-Liberty Sir 0.6%
Value ($000) $872 Shares 18,119 Est. Cost $48.13 Unrealized
Athenex Inc 0.6%
Value ($000) $860 Shares 56,309 Est. Cost $15.27 Unrealized
LNC Lincoln National Corp 0.6%
Value ($000) $851 Shares 14,415 Est. Cost $46.65 Unrealized -6.3%
LYFT Lyft Inc 0.6%
Value ($000) $826 Shares 19,200 Est. Cost $43.84 Unrealized 0.0%
PCRX Pacira BioSciences Inc 0.6%
Value ($000) $819 Shares 18,073 Est. Cost $42.46 Unrealized +0.0%
Motus GI Holdings Inc 0.6%
Value ($000) $799 Shares 348,912 Est. Cost $2.58 Unrealized
CFG Citizens Financial Group Inc 0.6%
Value ($000) $793 Shares 19,523 Est. Cost $26.29 Unrealized +8.4%
Aerie Pharmaceuticals Inc 0.6%
Value ($000) $782 Shares 32,357 Est. Cost $24.17 Unrealized
MRK Merck & Co Inc 0.5%
Value ($000) $723 Shares 7,944 Est. Cost $51.71 Unrealized +30.6%
APG API Group Corp 0.5%
Value ($000) $705 Shares 66,872 Est. Cost $10.54 Unrealized
SPY SPDR S&P 500 ETF Trust 0.5%
Value ($000) $619 Shares 1,924 Est. Cost $296.78 Unrealized
Epizyme Inc 0.4%
Value ($000) $590 Shares 24,004 Est. Cost $24.58 Unrealized
WEN Wendy's Co/The 0.4%
Value ($000) $573 Shares 25,812 Est. Cost $16.53 Unrealized +28.3%
ARCT Arcturus Therapeutics Holdings 0.4%
Value ($000) $565 Shares 51,982 Est. Cost $8.15 Unrealized +28.4%
Carrols Restaurant Group Inc 0.4%
Value ($000) $518 Shares 73,440 Est. Cost $7.05 Unrealized
Michaels Cos Inc/The 0.4%
Value ($000) $512 Shares 63,238 Est. Cost $8.10 Unrealized
Medallia Inc 0.4%
Value ($000) $504 Shares 16,206 Est. Cost $27.45 Unrealized
ARGX Argenx SE 0.3%
Value ($000) $468 Shares 2,913 Est. Cost $160.66 Unrealized
MRTN Marten Transport Ltd 0.3%
Value ($000) $454 Shares 21,135 Est. Cost $11.20 Unrealized +11.1%
EDAP EDAP TMS SA 0.3%
Value ($000) $436 Shares 98,452 Est. Cost $2.70 Unrealized
PBF PBF Energy Inc 0.3%
Value ($000) $429 Shares 13,670 Est. Cost $30.77 Unrealized 0.0%
OCUL Ocular Therapeutix Inc 0.3%
Value ($000) $424 Shares 107,298 Est. Cost $3.48 Unrealized 0.0%
AMGN Amgen Inc 0.3%
Value ($000) $418 Shares 1,736 Est. Cost $182.69 Unrealized 0.0%
CDNA CareDx Inc 0.3%
Value ($000) $411 Shares 19,038 Est. Cost $29.74 Unrealized -22.9%
ENPH Enphase Energy Inc 0.3%
Value ($000) $409 Shares 15,671 Est. Cost $22.76 Unrealized 0.0%
STNG Scorpio Tankers Inc 0.3%
Value ($000) $395 Shares 10,045 Est. Cost $31.75 Unrealized
OEC Orion Engineered Carbons SA 0.3%
Value ($000) $382 Shares 19,798 Est. Cost $18.07 Unrealized 0.0%
PlayAGS Inc 0.3%
Value ($000) $359 Shares 29,602 Est. Cost $10.27 Unrealized
Mogo Inc 0.3%
Value ($000) $352 Shares 137,020 Est. Cost $3.49 Unrealized
HL Hecla Mining Co 0.3%
Value ($000) $349 Shares 103,004 Est. Cost $2.38 Unrealized 0.0%
STZ Constellation Brands Inc 0.2%
Value ($000) $329 Shares 1,735 Est. Cost $177.27 Unrealized -3.7%
Biohaven Pharmaceutical Holdin 0.2%
Value ($000) $329 Shares 6,043 Est. Cost $54.44 Unrealized
Catalent Inc 0.2%
Value ($000) $325 Shares 5,770 Est. Cost $47.72 Unrealized
Teekay Tankers Ltd 0.2%
Value ($000) $320 Shares 13,331 Est. Cost $24.00 Unrealized
AIOT Powerfleet Inc 0.2%
Value ($000) $313 Shares 48,043 Est. Cost $6.02 Unrealized 0.0%
Tsakos Energy Navigation Ltd 0.2%
Value ($000) $306 Shares 70,156 Est. Cost $4.36 Unrealized
CDE Coeur Mining Inc 0.2%
Value ($000) $262 Shares 32,381 Est. Cost $5.63 Unrealized +9.6%
BILL Bill.Com Holdings Inc 0.2%
Value ($000) $244 Shares 6,400 Est. Cost $37.97 Unrealized 0.0%
Abacus Health Products Inc 0.2%
Value ($000) $244 Shares 55,407 Est. Cost $4.40 Unrealized
Livent Corp 0.2%
Value ($000) $228 Shares 26,610 Est. Cost $8.57 Unrealized
SSRM SSR Mining Inc 0.2%
Value ($000) $218 Shares 11,333 Est. Cost $15.57 Unrealized 0.0%
ETFMG Prime Junior Silver Mine 0.2%
Value ($000) $214 Shares 17,227 Est. Cost $12.42 Unrealized
Navios Maritime Acquisition Co 0.1%
Value ($000) $199 Shares 23,407 Est. Cost $8.50 Unrealized
Profire Energy Inc 0.1%
Value ($000) $197 Shares 135,963 Est. Cost $1.67 Unrealized
Lilis Energy Inc 0.1%
Value ($000) $187 Shares 492,229 Est. Cost $0.46 Unrealized
CC Chemours Co/The 0.1%
Value ($000) $185 Shares 10,225 Est. Cost $13.00 Unrealized 0.0%
NESR National Energy Services Reuni 0.1%
Value ($000) $155 Shares 17,021 Est. Cost $9.11 Unrealized
SANUWAVE Health Inc 0.1%
Value ($000) $140 Shares 872,155 Est. Cost $0.15 Unrealized
IAG IAMGOLD Corp 0.1%
Value ($000) $121 Shares 32,393 Est. Cost $3.54 Unrealized 0.0%
Check Cap Ltd 0.1%
Value ($000) $120 Shares 69,809 Est. Cost $2.70 Unrealized
PCG PG&E Corp 0.1%
Value ($000) $114 Shares 10,517 Est. Cost $8.47 Unrealized 0.0%
WidePoint Corp 0.1%
Value ($000) $89 Shares 223,761 Est. Cost $0.42 Unrealized
UMC United Microelectronics Corp 0.1%
Value ($000) $84 Shares 31,285 Est. Cost $2.68 Unrealized
TH Target Hospitality Corp 0.1%
Value ($000) $79 Shares 15,817 Est. Cost $5.26 Unrealized 0.0%
MCHX Marchex Inc 0.1%
Value ($000) $71 Shares 18,808 Est. Cost $3.59 Unrealized 0.0%
Zix Corp 0.1%
Value ($000) $69 Shares 10,242 Est. Cost $7.22 Unrealized
Fluent Inc 0.0%
Value ($000) $66 Shares 26,400 Est. Cost $2.50 Unrealized
QUAD Quad/Graphics Inc 0.0%
Value ($000) $52 Shares 11,038 Est. Cost $6.25 Unrealized 0.0%