Diametric Capital, LP Quant / Systematic

CIK: 0001719087 · Show all filings

Period: Q2 2020 (← Previous) (Next →)

Filing Date: Aug 14, 2020

Total Value ($000): $130,440 (100.0% shares, 0.0% debt)

Holdings (158)

EAT Brinker International Inc 3.6%
Value ($000) $4,717 Shares 196,539 Est. Cost $31.30 Unrealized -31.5%
BYD Boyd Gaming Corp 3.5%
Value ($000) $4,501 Shares 215,359 Est. Cost $24.07 Unrealized -27.3%
PZZA Papa John's International Inc 2.7%
Value ($000) $3,508 Shares 44,171 Est. Cost $51.69 Unrealized +24.0%
AMZN Amazon.com Inc 2.6%
Value ($000) $3,327 Shares 1,206 Est. Cost $102.29 Unrealized +18.1%
SPLV Invesco S&P 500 Low Volatility 2.5%
Value ($000) $3,283 Shares 66,078 Est. Cost $49.68 Unrealized
GNRC Generac Holdings Inc 2.5%
Value ($000) $3,240 Shares 26,575 Est. Cost $103.96 Unrealized +1.3%
SMLR Semler Scientific Inc 2.4%
Value ($000) $3,159 Shares 68,682 Est. Cost $36.88 Unrealized +16.8%
CHDN Churchill Downs Inc 2.2%
Value ($000) $2,928 Shares 21,987 Est. Cost $44.17 Unrealized +26.4%
TSLA Tesla Inc 2.2%
Value ($000) $2,913 Shares 2,698 Est. Cost $47.41 Unrealized +14.1%
STRL Sterling Construction Co Inc 2.0%
Value ($000) $2,555 Shares 244,010 Est. Cost $12.76 Unrealized -27.6%
NFLX Netflix Inc 1.9%
Value ($000) $2,529 Shares 5,557 Est. Cost $42.56 Unrealized 0.0%
AXON Axon Enterprise Inc 1.8%
Value ($000) $2,369 Shares 24,139 Est. Cost $80.85 Unrealized 0.0%
LPX Louisiana-Pacific Corp 1.8%
Value ($000) $2,285 Shares 89,094 Est. Cost $21.16 Unrealized 0.0%
BRSL International Game Technology 1.6%
Value ($000) $2,091 Shares 234,981 Est. Cost $10.97 Unrealized -49.7%
SNY Sanofi 1.6%
Value ($000) $2,072 Shares 40,594 Est. Cost $51.04 Unrealized
ROCK Gibraltar Industries Inc 1.5%
Value ($000) $1,935 Shares 40,304 Est. Cost $50.01 Unrealized -11.1%
IGV iShares Expanded Tech-Software 1.4%
Value ($000) $1,888 Shares 6,642 Est. Cost $284.25 Unrealized
Citrix Systems Inc 1.4%
Value ($000) $1,880 Shares 12,713 Est. Cost $147.88 Unrealized
KLXE KLX Energy Services Holdings I 1.3%
Value ($000) $1,731 Shares 161,001 Est. Cost $7.95 Unrealized 0.0%
ORCL Oracle Corp 1.2%
Value ($000) $1,621 Shares 29,332 Est. Cost $48.64 Unrealized +0.7%
TKR Timken Co/The 1.2%
Value ($000) $1,617 Shares 35,539 Est. Cost $47.31 Unrealized -16.5%
AKAM Akamai Technologies Inc 1.2%
Value ($000) $1,603 Shares 14,973 Est. Cost $100.53 Unrealized 0.0%
Zynga Inc 1.2%
Value ($000) $1,564 Shares 163,955 Est. Cost $9.54 Unrealized
KTOS Kratos Defense & Security Solu 1.2%
Value ($000) $1,546 Shares 98,930 Est. Cost $17.21 Unrealized -7.0%
CRM salesforce.com Inc 1.2%
Value ($000) $1,546 Shares 8,254 Est. Cost $166.47 Unrealized 0.0%
Cloudera Inc 1.2%
Value ($000) $1,544 Shares 121,351 Est. Cost $11.44 Unrealized
Tsakos Energy Navigation Ltd 1.2%
Value ($000) $1,515 Shares 150,702 Est. Cost $3.59 Unrealized
HROW Harrow Health Inc 1.2%
Value ($000) $1,502 Shares 288,238 Est. Cost $6.13 Unrealized -19.8%
AZN AstraZeneca PLC 1.1%
Value ($000) $1,468 Shares 27,753 Est. Cost $52.90 Unrealized
IWO iShares Russell 2000 Growth ET 1.1%
Value ($000) $1,410 Shares 6,814 Est. Cost $206.93 Unrealized
MLCO Melco Resorts & Entertainment 1.1%
Value ($000) $1,391 Shares 89,657 Est. Cost $17.77 Unrealized
SONO Sonos Inc 1.1%
Value ($000) $1,370 Shares 93,657 Est. Cost $10.62 Unrealized 0.0%
Xilinx Inc 1.0%
Value ($000) $1,357 Shares 13,789 Est. Cost $86.88 Unrealized
FFIV F5 Networks Inc 1.0%
Value ($000) $1,351 Shares 9,689 Est. Cost $134.64 Unrealized 0.0%
CHTR Charter Communications Inc 1.0%
Value ($000) $1,347 Shares 2,640 Est. Cost $507.25 Unrealized 0.0%
Activision Blizzard Inc 1.0%
Value ($000) $1,337 Shares 17,617 Est. Cost $75.89 Unrealized
ABT Abbott Laboratories 1.0%
Value ($000) $1,282 Shares 14,020 Est. Cost $81.94 Unrealized 0.0%
ETON Eton Pharmaceuticals Inc 1.0%
Value ($000) $1,253 Shares 229,819 Est. Cost $5.84 Unrealized -14.9%
SHW Sherwin-Williams Co/The 1.0%
Value ($000) $1,249 Shares 2,162 Est. Cost $171.20 Unrealized +0.2%
DKS Dick's Sporting Goods Inc 0.9%
Value ($000) $1,198 Shares 29,027 Est. Cost $26.83 Unrealized 0.0%
PTON Peloton Interactive Inc 0.9%
Value ($000) $1,131 Shares 19,576 Est. Cost $41.39 Unrealized 0.0%
VRTX Vertex Pharmaceuticals Inc 0.8%
Value ($000) $1,085 Shares 3,736 Est. Cost $178.72 Unrealized +51.7%
XLF Financial Select Sector SPDR F 0.8%
Value ($000) $1,082 Shares 46,739 Est. Cost $23.15 Unrealized
DGRO iShares Core Dividend Growth E 0.8%
Value ($000) $1,078 Shares 28,663 Est. Cost $32.59 Unrealized
GDXJ VanEck Vectors Junior Gold Min 0.8%
Value ($000) $1,076 Shares 21,705 Est. Cost $35.61 Unrealized
VGK Vanguard FTSE Europe ETF 0.8%
Value ($000) $1,074 Shares 21,339 Est. Cost $50.33 Unrealized
XLU Utilities Select Sector SPDR F 0.8%
Value ($000) $1,063 Shares 18,840 Est. Cost $56.42 Unrealized
PLNT Planet Fitness Inc 0.8%
Value ($000) $1,050 Shares 17,338 Est. Cost $65.53 Unrealized -8.4%
Air Transport Services Group I 0.8%
Value ($000) $1,028 Shares 46,180 Est. Cost $22.86 Unrealized
APG API Group Corp 0.8%
Value ($000) $1,003 Shares 82,513 Est. Cost $7.00 Unrealized +8.1%
BMY Bristol-Myers Squibb Co 0.8%
Value ($000) $999 Shares 16,982 Est. Cost $47.92 Unrealized 0.0%
SVMK Inc 0.7%
Value ($000) $967 Shares 41,072 Est. Cost $23.54 Unrealized
Alexion Pharmaceuticals Inc 0.7%
Value ($000) $964 Shares 8,589 Est. Cost $112.24 Unrealized
CCS Century Communities Inc 0.7%
Value ($000) $960 Shares 31,300 Est. Cost $27.00 Unrealized -17.1%
POOL Pool Corp 0.7%
Value ($000) $956 Shares 3,516 Est. Cost $180.46 Unrealized +20.4%
MRK Merck & Co Inc 0.7%
Value ($000) $955 Shares 12,351 Est. Cost $62.87 Unrealized 0.0%
PCRX Pacira BioSciences Inc 0.7%
Value ($000) $950 Shares 18,110 Est. Cost $42.36 Unrealized -1.3%
SGI Tempur Sealy International Inc 0.7%
Value ($000) $938 Shares 13,033 Est. Cost $17.26 Unrealized -16.9%
SRPT Sarepta Therapeutics Inc 0.7%
Value ($000) $926 Shares 5,774 Est. Cost $124.28 Unrealized +9.5%
RH RH 0.7%
Value ($000) $924 Shares 3,711 Est. Cost $110.09 Unrealized +64.6%
COLL Collegium Pharmaceutical Inc 0.7%
Value ($000) $904 Shares 51,634 Est. Cost $20.64 Unrealized -5.1%
Chimerix Inc 0.6%
Value ($000) $842 Shares 271,730 Est. Cost $3.10 Unrealized
BRK/B Berkshire Hathaway Inc 0.6%
Value ($000) $842 Shares 4,718 Est. Cost $198.25 Unrealized -7.9%
iCAD Inc 0.6%
Value ($000) $832 Shares 83,235 Est. Cost $7.79 Unrealized
Principia Biopharma Inc 0.5%
Value ($000) $694 Shares 11,611 Est. Cost $59.35 Unrealized
DELL Dell Technologies Inc 0.5%
Value ($000) $674 Shares 12,276 Est. Cost $20.60 Unrealized 0.0%
Zymeworks Inc 0.5%
Value ($000) $653 Shares 18,110 Est. Cost $24.79 Unrealized
DHT DHT Holdings Inc 0.5%
Value ($000) $625 Shares 121,839 Est. Cost $3.93 Unrealized +3.9%
BMRN BioMarin Pharmaceutical Inc 0.5%
Value ($000) $622 Shares 5,042 Est. Cost $80.73 Unrealized +23.1%
GDX VanEck Vectors Gold Miners ETF 0.4%
Value ($000) $564 Shares 15,363 Est. Cost $23.04 Unrealized
MRTN Marten Transport Ltd 0.4%
Value ($000) $555 Shares 22,071 Est. Cost $11.66 Unrealized +17.9%
ARCT Arcturus Therapeutics Holdings 0.4%
Value ($000) $536 Shares 11,478 Est. Cost $8.15 Unrealized +322.8%
PRKS SeaWorld Entertainment Inc 0.4%
Value ($000) $533 Shares 35,982 Est. Cost $18.07 Unrealized -18.5%
EQH Equitable Holdings Inc 0.4%
Value ($000) $528 Shares 27,385 Est. Cost $15.49 Unrealized 0.0%
PRPL Purple Innovation Inc 0.4%
Value ($000) $526 Shares 29,207 Est. Cost $12.61 Unrealized 0.0%
Epizyme Inc 0.4%
Value ($000) $497 Shares 30,920 Est. Cost $22.56 Unrealized
ETFMG Prime Junior Silver Mine 0.4%
Value ($000) $492 Shares 40,901 Est. Cost $10.14 Unrealized
IOVA Iovance Biotherapeutics Inc 0.4%
Value ($000) $471 Shares 17,156 Est. Cost $27.98 Unrealized +17.5%
Teekay Tankers Ltd 0.4%
Value ($000) $468 Shares 36,502 Est. Cost $22.78 Unrealized
STNG Scorpio Tankers Inc 0.4%
Value ($000) $468 Shares 36,497 Est. Cost $12.82 Unrealized
UPS United Parcel Service Inc 0.4%
Value ($000) $460 Shares 4,134 Est. Cost $79.74 Unrealized 0.0%
Altisource Portfolio Solutions 0.4%
Value ($000) $458 Shares 31,065 Est. Cost $7.66 Unrealized
TDOC Teladoc Health Inc 0.4%
Value ($000) $457 Shares 2,394 Est. Cost $175.25 Unrealized 0.0%
DISH Network Corp 0.3%
Value ($000) $450 Shares 13,032 Est. Cost $19.99 Unrealized
STM STMicroelectronics NV 0.3%
Value ($000) $448 Shares 16,350 Est. Cost $27.40 Unrealized
Immunomedics Inc 0.3%
Value ($000) $445 Shares 12,566 Est. Cost $35.41 Unrealized
WGO Winnebago Industries Inc 0.3%
Value ($000) $444 Shares 6,662 Est. Cost $48.27 Unrealized +5.8%
Callon Petroleum Co 0.3%
Value ($000) $437 Shares 38,033 Est. Cost $11.49 Unrealized
GLW Corning Inc 0.3%
Value ($000) $431 Shares 16,659 Est. Cost $19.40 Unrealized 0.0%
TMUS T-Mobile US Inc 0.3%
Value ($000) $429 Shares 4,117 Est. Cost $92.61 Unrealized 0.0%
W Wayfair Inc 0.3%
Value ($000) $427 Shares 2,161 Est. Cost $149.57 Unrealized 0.0%
FCX Freeport-McMoRan Inc 0.3%
Value ($000) $399 Shares 34,500 Est. Cost $8.58 Unrealized 0.0%
STZ Constellation Brands Inc 0.3%
Value ($000) $387 Shares 2,210 Est. Cost $171.75 Unrealized -11.6%
Momenta Pharmaceuticals Inc 0.3%
Value ($000) $380 Shares 11,410 Est. Cost $27.36 Unrealized
SANUWAVE Health Inc 0.3%
Value ($000) $374 Shares 1,426,644 Est. Cost $0.19 Unrealized
INSW International Seaways Inc 0.3%
Value ($000) $363 Shares 22,235 Est. Cost $14.19 Unrealized -4.1%
NESR National Energy Services Reuni 0.3%
Value ($000) $350 Shares 50,878 Est. Cost $6.43 Unrealized
PTCT PTC Therapeutics Inc 0.3%
Value ($000) $335 Shares 6,596 Est. Cost $42.62 Unrealized +15.3%
Aerie Pharmaceuticals Inc 0.2%
Value ($000) $321 Shares 21,759 Est. Cost $22.39 Unrealized
AR Antero Resources Corp 0.2%
Value ($000) $313 Shares 123,259 Est. Cost $1.85 Unrealized +41.4%
FOXA Fox Corp 0.2%
Value ($000) $309 Shares 11,519 Est. Cost $25.10 Unrealized 0.0%
LITE Lumentum Holdings Inc 0.2%
Value ($000) $300 Shares 3,683 Est. Cost $76.19 Unrealized 0.0%
EXEL Exelixis Inc 0.2%
Value ($000) $298 Shares 12,539 Est. Cost $18.38 Unrealized +26.1%
Amedisys Inc 0.2%
Value ($000) $293 Shares 1,477 Est. Cost $198.38 Unrealized
CDNA CareDx Inc 0.2%
Value ($000) $289 Shares 8,164 Est. Cost $28.46 Unrealized 0.0%
RCUS Arcus Biosciences Inc 0.2%
Value ($000) $275 Shares 11,122 Est. Cost $12.44 Unrealized +117.0%
DSSI Diamond S Shipping Inc 0.2%
Value ($000) $268 Shares 33,585 Est. Cost $11.82 Unrealized
FTCHQ Farfetch Ltd 0.2%
Value ($000) $260 Shares 15,075 Est. Cost $13.56 Unrealized 0.0%
Inphi Corp 0.2%
Value ($000) $257 Shares 2,186 Est. Cost $117.57 Unrealized
Chembio Diagnostics Inc 0.2%
Value ($000) $250 Shares 76,893 Est. Cost $3.25 Unrealized
TREX Trex Co Inc 0.2%
Value ($000) $245 Shares 1,882 Est. Cost $53.33 Unrealized 0.0%
Biohaven Pharmaceutical Holdin 0.2%
Value ($000) $245 Shares 3,352 Est. Cost $73.09 Unrealized
Acceleron Pharma Inc 0.2%
Value ($000) $238 Shares 2,496 Est. Cost $95.35 Unrealized
WRAP Wrap Technologies Inc 0.2%
Value ($000) $238 Shares 22,734 Est. Cost $5.99 Unrealized 0.0%
CHGG Chegg Inc 0.2%
Value ($000) $234 Shares 3,476 Est. Cost $53.43 Unrealized 0.0%
Liberty TripAdvisor Holdings I 0.2%
Value ($000) $225 Shares 105,483 Est. Cost $2.13 Unrealized
Quidel Corp 0.2%
Value ($000) $216 Shares 967 Est. Cost $223.37 Unrealized
Foot Locker Inc 0.2%
Value ($000) $208 Shares 7,145 Est. Cost $29.11 Unrealized
TLYS Tilly's Inc 0.1%
Value ($000) $167 Shares 29,397 Est. Cost $6.07 Unrealized -25.1%
Athenex Inc 0.1%
Value ($000) $167 Shares 12,110 Est. Cost $15.24 Unrealized
MEI Pharma Inc 0.1%
Value ($000) $165 Shares 39,872 Est. Cost $4.14 Unrealized
Barnes & Noble Education Inc 0.1%
Value ($000) $148 Shares 92,389 Est. Cost $1.36 Unrealized
Americas Gold & Silver Corp 0.1%
Value ($000) $142 Shares 53,824 Est. Cost $1.54 Unrealized
RDI Reading International Inc 0.1%
Value ($000) $141 Shares 33,145 Est. Cost $3.77 Unrealized 0.0%
At Home Group Inc 0.1%
Value ($000) $137 Shares 21,086 Est. Cost $6.50 Unrealized
Fortuna Silver Mines Inc 0.1%
Value ($000) $133 Shares 26,037 Est. Cost $2.30 Unrealized
Mogo Inc 0.1%
Value ($000) $129 Shares 136,969 Est. Cost $3.49 Unrealized
Golden Star Resources Ltd 0.1%
Value ($000) $108 Shares 37,389 Est. Cost $2.48 Unrealized
QEP Resources Inc 0.1%
Value ($000) $70 Shares 54,534 Est. Cost $1.28 Unrealized
Everi Holdings Inc 0.0%
Value ($000) $60 Shares 11,556 Est. Cost $13.43 Unrealized
Northern Oil and Gas Inc 0.0%
Value ($000) $58 Shares 68,929 Est. Cost $0.84 Unrealized
Oasis Petroleum Inc 0.0%
Value ($000) $55 Shares 72,788 Est. Cost $0.76 Unrealized
Ideanomics Inc 0.0%
Value ($000) $42 Shares 21,058 Est. Cost $1.99 Unrealized
Houghton Mifflin Harcourt Co 0.0%
Value ($000) $41 Shares 22,593 Est. Cost $1.88 Unrealized
Teekay Corp 0.0%
Value ($000) $34 Shares 14,370 Est. Cost $2.37 Unrealized
Washington Prime Group Inc 0.0%
Value ($000) $31 Shares 37,203 Est. Cost $0.83 Unrealized
Denbury Resources Inc 0.0%
Value ($000) $27 Shares 97,710 Est. Cost $0.28 Unrealized
Palatin Technologies Inc 0.0%
Value ($000) $26 Shares 49,888 Est. Cost $0.52 Unrealized
LCTX Lineage Cell Therapeutics Inc 0.0%
Value ($000) $21 Shares 23,567 Est. Cost $0.88 Unrealized 0.0%
Ocwen Financial Corp 0.0%
Value ($000) $21 Shares 31,336 Est. Cost $0.67 Unrealized
Pennsylvania Real Estate Inves 0.0%
Value ($000) $20 Shares 14,964 Est. Cost $1.34 Unrealized
Cedar Realty Trust Inc 0.0%
Value ($000) $20 Shares 19,935 Est. Cost $1.00 Unrealized
RR Donnelley & Sons Co 0.0%
Value ($000) $18 Shares 15,294 Est. Cost $1.18 Unrealized
22nd Century Group Inc 0.0%
Value ($000) $18 Shares 23,927 Est. Cost $0.75 Unrealized
Party City Holdco Inc 0.0%
Value ($000) $18 Shares 12,293 Est. Cost $1.46 Unrealized
Noble Corp plc 0.0%
Value ($000) $18 Shares 56,547 Est. Cost $0.32 Unrealized
REI Ring Energy Inc 0.0%
Value ($000) $16 Shares 13,635 Est. Cost $0.98 Unrealized 0.0%
Forum Energy Technologies Inc 0.0%
Value ($000) $14 Shares 25,695 Est. Cost $0.18 Unrealized
GENNQ Genesis Healthcare Inc 0.0%
Value ($000) $13 Shares 18,121 Est. Cost $0.80 Unrealized 0.0%
Lee Enterprises Inc 0.0%
Value ($000) $13 Shares 12,982 Est. Cost $1.00 Unrealized
Assertio Holdings Inc 0.0%
Value ($000) $13 Shares 14,830 Est. Cost $0.88 Unrealized
Senseonics Holdings Inc 0.0%
Value ($000) $11 Shares 27,255 Est. Cost $0.40 Unrealized
CBL & Associates Properties In 0.0%
Value ($000) $10 Shares 37,195 Est. Cost $0.27 Unrealized
Tailored Brands Inc 0.0%
Value ($000) $10 Shares 10,310 Est. Cost $0.97 Unrealized
On Deck Capital Inc 0.0%
Value ($000) $9 Shares 13,210 Est. Cost $0.68 Unrealized
Abraxas Petroleum Corp 0.0%
Value ($000) $8 Shares 36,301 Est. Cost $0.22 Unrealized
GNC Holdings Inc 0.0%
Value ($000) $8 Shares 14,925 Est. Cost $0.54 Unrealized
HighPoint Resources Corp 0.0%
Value ($000) $7 Shares 24,159 Est. Cost $0.29 Unrealized