Diametric Capital, LP Quant / Systematic

CIK: 0001719087 · Show all filings

Period: Q3 2020 (← Previous) (Next →)

Filing Date: Nov 13, 2020

Total Value ($000): $134,156 (100.0% shares, 0.0% debt)

Holdings (117)

BYD Boyd Gaming Corp 3.7%
Value ($000) $4,947 Shares 161,181 Est. Cost $24.07 Unrealized +0.1%
EAT Brinker International Inc 3.3%
Value ($000) $4,476 Shares 104,766 Est. Cost $31.30 Unrealized +11.3%
NVT nVent Electric PLC 3.1%
Value ($000) $4,190 Shares 236,846 Est. Cost $17.02 Unrealized 0.0%
SPY SPDR S&P 500 ETF Trust 3.1%
Value ($000) $4,188 Shares 12,506 Est. Cost $334.88 Unrealized
CSX CSX Corp 2.9%
Value ($000) $3,910 Shares 50,346 Est. Cost $22.95 Unrealized 0.0%
SMLR Semler Scientific Inc 2.7%
Value ($000) $3,589 Shares 67,222 Est. Cost $36.88 Unrealized +39.0%
STRL Sterling Construction Co Inc 2.7%
Value ($000) $3,574 Shares 252,432 Est. Cost $12.75 Unrealized -1.5%
Capstead Mortgage Corp 2.6%
Value ($000) $3,510 Shares 611,572 Est. Cost $5.74 Unrealized
ROCK Gibraltar Industries Inc 2.5%
Value ($000) $3,357 Shares 51,530 Est. Cost $51.97 Unrealized +13.5%
FDX FedEx Corp 2.4%
Value ($000) $3,231 Shares 12,847 Est. Cost $180.94 Unrealized 0.0%
AGNC AGNC Investment Corp 2.3%
Value ($000) $3,097 Shares 222,634 Est. Cost $13.91 Unrealized
CBOE Cboe Global Markets Inc 2.2%
Value ($000) $2,919 Shares 33,274 Est. Cost $83.74 Unrealized 0.0%
ORCL Oracle Corp 2.1%
Value ($000) $2,822 Shares 47,266 Est. Cost $50.20 Unrealized +5.1%
CME CME Group Inc 2.1%
Value ($000) $2,790 Shares 16,675 Est. Cost $136.26 Unrealized 0.0%
TW Tradeweb Markets Inc 1.9%
Value ($000) $2,550 Shares 43,967 Est. Cost $54.98 Unrealized 0.0%
AMZN Amazon.com Inc 1.9%
Value ($000) $2,544 Shares 808 Est. Cost $102.29 Unrealized +54.1%
PZZA Papa John's International Inc 1.8%
Value ($000) $2,436 Shares 29,603 Est. Cost $51.69 Unrealized +53.4%
KTOS Kratos Defense & Security Solu 1.8%
Value ($000) $2,431 Shares 126,075 Est. Cost $17.48 Unrealized +5.7%
SPLV Invesco S&P 500 Low Volatility 1.8%
Value ($000) $2,421 Shares 45,126 Est. Cost $49.68 Unrealized
DGRO iShares Core Dividend Growth E 1.7%
Value ($000) $2,300 Shares 57,793 Est. Cost $36.22 Unrealized
GROW US Global Investors Inc 1.7%
Value ($000) $2,299 Shares 965,769 Est. Cost $3.03 Unrealized 0.0%
Flying Eagle Acquisition Corp 1.7%
Value ($000) $2,285 Shares 187,904 Est. Cost $12.16 Unrealized
Annaly Capital Management Inc 1.6%
Value ($000) $2,176 Shares 305,589 Est. Cost $7.12 Unrealized
NFLX Netflix Inc 1.6%
Value ($000) $2,163 Shares 4,325 Est. Cost $42.56 Unrealized +16.9%
IWO iShares Russell 2000 Growth ET 1.6%
Value ($000) $2,127 Shares 9,600 Est. Cost $211.17 Unrealized
XPO XPO Logistics Inc 1.5%
Value ($000) $1,978 Shares 23,359 Est. Cost $28.77 Unrealized 0.0%
DKS Dick's Sporting Goods Inc 1.4%
Value ($000) $1,836 Shares 31,724 Est. Cost $28.08 Unrealized +47.7%
V Visa Inc 1.4%
Value ($000) $1,817 Shares 9,088 Est. Cost $192.21 Unrealized 0.0%
RNG RingCentral Inc 1.3%
Value ($000) $1,767 Shares 6,434 Est. Cost $277.78 Unrealized 0.0%
US Xpress Enterprises Inc 1.3%
Value ($000) $1,745 Shares 211,270 Est. Cost $8.26 Unrealized
BRSL International Game Technology 1.2%
Value ($000) $1,667 Shares 149,763 Est. Cost $10.97 Unrealized -30.8%
BCO Brink's Co/The 1.1%
Value ($000) $1,529 Shares 37,199 Est. Cost $41.40 Unrealized 0.0%
SGI Tempur Sealy International Inc 1.1%
Value ($000) $1,481 Shares 16,609 Est. Cost $17.99 Unrealized +14.9%
IBKR Interactive Brokers Group Inc 1.1%
Value ($000) $1,452 Shares 30,043 Est. Cost $12.09 Unrealized 0.0%
VZ Verizon Communications Inc 1.0%
Value ($000) $1,381 Shares 23,208 Est. Cost $42.57 Unrealized 0.0%
Nuance Communications Inc 1.0%
Value ($000) $1,366 Shares 41,145 Est. Cost $33.20 Unrealized
Nautilus Inc 1.0%
Value ($000) $1,312 Shares 76,481 Est. Cost $17.15 Unrealized
HROW Harrow Health Inc 1.0%
Value ($000) $1,276 Shares 228,185 Est. Cost $6.13 Unrealized -2.1%
MA Mastercard Inc 0.9%
Value ($000) $1,273 Shares 3,763 Est. Cost $315.67 Unrealized 0.0%
MLCO Melco Resorts & Entertainment 0.9%
Value ($000) $1,155 Shares 69,399 Est. Cost $17.77 Unrealized
Bed Bath & Beyond Inc 0.8%
Value ($000) $1,089 Shares 72,686 Est. Cost $14.98 Unrealized
MX MagnaChip Semiconductor Corp 0.7%
Value ($000) $1,000 Shares 72,994 Est. Cost $11.91 Unrealized 0.0%
QCOM QUALCOMM Inc 0.7%
Value ($000) $979 Shares 8,318 Est. Cost $95.15 Unrealized 0.0%
KMDA Kamada Ltd 0.7%
Value ($000) $977 Shares 116,899 Est. Cost $8.84 Unrealized 0.0%
PRKS SeaWorld Entertainment Inc 0.7%
Value ($000) $922 Shares 46,754 Est. Cost $18.11 Unrealized +0.8%
Everi Holdings Inc 0.7%
Value ($000) $921 Shares 111,694 Est. Cost $8.78 Unrealized
SICPQ Silvergate Capital Corp 0.7%
Value ($000) $921 Shares 63,932 Est. Cost $14.34 Unrealized 0.0%
MKTX MarketAxess Holdings Inc 0.7%
Value ($000) $903 Shares 1,876 Est. Cost $465.37 Unrealized 0.0%
SPOT Spotify Technology SA 0.6%
Value ($000) $806 Shares 3,324 Est. Cost $258.29 Unrealized 0.0%
IAC/InterActiveCorp 0.6%
Value ($000) $790 Shares 6,598 Est. Cost $119.73 Unrealized
Zendesk Inc 0.6%
Value ($000) $781 Shares 7,589 Est. Cost $102.91 Unrealized
PLTR Palantir Technologies Inc 0.6%
Value ($000) $781 Shares 82,180 Est. Cost $9.50 Unrealized 0.0%
DFIN Donnelley Financial Solutions 0.6%
Value ($000) $776 Shares 58,107 Est. Cost $10.36 Unrealized 0.0%
Flagstar Bancorp Inc 0.5%
Value ($000) $718 Shares 24,244 Est. Cost $29.62 Unrealized
TPB Turning Point Brands Inc 0.5%
Value ($000) $700 Shares 25,106 Est. Cost $29.40 Unrealized 0.0%
CHURCHILL CAPITAL CORP III-A 0.5%
Value ($000) $685 Shares 66,805 Est. Cost $10.25 Unrealized
B. Riley Principal Merger Corp 0.5%
Value ($000) $675 Shares 67,441 Est. Cost $10.01 Unrealized
TBHC Kirkland's Inc 0.5%
Value ($000) $632 Shares 77,039 Est. Cost $6.50 Unrealized 0.0%
Two Harbors Investment Corp 0.5%
Value ($000) $631 Shares 123,990 Est. Cost $5.09 Unrealized
WFC Wells Fargo & Co 0.5%
Value ($000) $609 Shares 25,898 Est. Cost $21.83 Unrealized 0.0%
RLGT Radiant Logistics Inc 0.5%
Value ($000) $608 Shares 115,361 Est. Cost $4.82 Unrealized 0.0%
XBI SPDR S&P Biotech ETF 0.4%
Value ($000) $583 Shares 5,231 Est. Cost $111.45 Unrealized
Twitter Inc 0.4%
Value ($000) $582 Shares 13,085 Est. Cost $44.48 Unrealized
PLNT Planet Fitness Inc 0.4%
Value ($000) $551 Shares 8,946 Est. Cost $65.53 Unrealized -12.2%
GDXJ VanEck Vectors Junior Gold Min 0.4%
Value ($000) $547 Shares 9,881 Est. Cost $35.61 Unrealized
PFSI PennyMac Financial Services In 0.4%
Value ($000) $542 Shares 9,332 Est. Cost $46.28 Unrealized 0.0%
EQH Equitable Holdings Inc 0.4%
Value ($000) $511 Shares 27,996 Est. Cost $15.53 Unrealized +13.3%
Chimerix Inc 0.4%
Value ($000) $500 Shares 200,924 Est. Cost $3.10 Unrealized
PINS Pinterest Inc 0.3%
Value ($000) $467 Shares 11,523 Est. Cost $32.61 Unrealized 0.0%
Kaleyra Inc 0.3%
Value ($000) $466 Shares 61,502 Est. Cost $7.58 Unrealized
BIGGQ Big Lots Inc 0.3%
Value ($000) $456 Shares 10,215 Est. Cost $40.36 Unrealized 0.0%
Surgalign Holdings Inc 0.3%
Value ($000) $453 Shares 250,440 Est. Cost $1.81 Unrealized
AR Antero Resources Corp 0.3%
Value ($000) $444 Shares 161,576 Est. Cost $2.16 Unrealized +46.4%
ARCT Arcturus Therapeutics Holdings 0.3%
Value ($000) $440 Shares 10,248 Est. Cost $8.15 Unrealized +508.9%
Endurance International Group 0.3%
Value ($000) $433 Shares 75,498 Est. Cost $5.74 Unrealized
STZ Constellation Brands Inc 0.3%
Value ($000) $427 Shares 2,253 Est. Cost $171.66 Unrealized -2.7%
SP Plus Corp 0.3%
Value ($000) $425 Shares 23,669 Est. Cost $17.96 Unrealized
AER AerCap Holdings NV 0.3%
Value ($000) $418 Shares 16,578 Est. Cost $28.53 Unrealized 0.0%
STNG Scorpio Tankers Inc 0.3%
Value ($000) $406 Shares 36,660 Est. Cost $12.82 Unrealized
CSGP CoStar Group Inc 0.3%
Value ($000) $403 Shares 475 Est. Cost $79.70 Unrealized 0.0%
ETSY Etsy Inc 0.3%
Value ($000) $402 Shares 3,307 Est. Cost $117.07 Unrealized 0.0%
KLXE KLX Energy Services Holdings I 0.3%
Value ($000) $390 Shares 93,918 Est. Cost $7.95 Unrealized +2.0%
PRSU Viad Corp 0.3%
Value ($000) $370 Shares 17,778 Est. Cost $18.73 Unrealized 0.0%
WT WisdomTree Investments Inc 0.3%
Value ($000) $354 Shares 110,664 Est. Cost $3.61 Unrealized 0.0%
Lazydays Holdings Inc 0.3%
Value ($000) $349 Shares 27,502 Est. Cost $12.69 Unrealized
XOP SPDR S&P Oil & Gas Exploration 0.3%
Value ($000) $349 Shares 8,306 Est. Cost $42.02 Unrealized
At Home Group Inc 0.3%
Value ($000) $342 Shares 22,988 Est. Cost $7.19 Unrealized
DHT DHT Holdings Inc 0.3%
Value ($000) $338 Shares 65,510 Est. Cost $3.93 Unrealized -4.0%
DLAPQ Delta Apparel Inc 0.2%
Value ($000) $326 Shares 22,885 Est. Cost $13.85 Unrealized 0.0%
IVW iShares S&P 500 Growth ETF 0.2%
Value ($000) $307 Shares 5,310 Est. Cost $57.82 Unrealized
ADT ADT Inc 0.2%
Value ($000) $298 Shares 36,460 Est. Cost $8.62 Unrealized 0.0%
iCAD Inc 0.2%
Value ($000) $296 Shares 33,598 Est. Cost $7.79 Unrealized
RH RH 0.2%
Value ($000) $296 Shares 773 Est. Cost $110.09 Unrealized +186.5%
Hostess Brands Inc 0.2%
Value ($000) $291 Shares 23,595 Est. Cost $12.33 Unrealized
SANUWAVE Health Inc 0.2%
Value ($000) $287 Shares 1,333,354 Est. Cost $0.19 Unrealized
DDS Dillard's Inc 0.2%
Value ($000) $276 Shares 7,563 Est. Cost $21.64 Unrealized 0.0%
ETFMG Prime Junior Silver Mine 0.2%
Value ($000) $272 Shares 19,677 Est. Cost $10.14 Unrealized
INVE Identiv Inc 0.2%
Value ($000) $265 Shares 42,350 Est. Cost $5.34 Unrealized 0.0%
SHW Sherwin-Williams Co/The 0.2%
Value ($000) $248 Shares 356 Est. Cost $171.20 Unrealized +21.6%
ETON Eton Pharmaceuticals Inc 0.2%
Value ($000) $246 Shares 31,149 Est. Cost $5.84 Unrealized +17.0%
XLE Energy Select Sector SPDR Fund 0.2%
Value ($000) $244 Shares 8,131 Est. Cost $30.01 Unrealized
Teekay Tankers Ltd 0.2%
Value ($000) $242 Shares 22,300 Est. Cost $22.78 Unrealized
KSS Kohl's Corp 0.2%
Value ($000) $225 Shares 12,123 Est. Cost $21.16 Unrealized 0.0%
MRTN Marten Transport Ltd 0.2%
Value ($000) $223 Shares 13,634 Est. Cost $11.66 Unrealized +32.9%
CAR Avis Budget Group Inc 0.2%
Value ($000) $205 Shares 7,792 Est. Cost $28.61 Unrealized 0.0%
HYCROFT MINING HOLDING CORP 0.1%
Value ($000) $198 Shares 125,861 Est. Cost $1.57 Unrealized
TLYS Tilly's Inc 0.1%
Value ($000) $193 Shares 31,998 Est. Cost $6.02 Unrealized -7.9%
TTI TETRA Technologies Inc 0.1%
Value ($000) $163 Shares 319,469 Est. Cost $0.61 Unrealized 0.0%
CHURCHILL CAPITAL CORP -CW27 0.1%
Value ($000) $158 Shares 78,833 Est. Cost $2.00 Unrealized
SD SandRidge Energy Inc 0.1%
Value ($000) $128 Shares 77,870 Est. Cost $1.56 Unrealized 0.0%
ADMA ADMA Biologics Inc 0.1%
Value ($000) $116 Shares 48,355 Est. Cost $2.74 Unrealized 0.0%
DSSI Diamond S Shipping Inc 0.1%
Value ($000) $115 Shares 16,694 Est. Cost $11.82 Unrealized
ThermoGenesis Holdings Inc 0.1%
Value ($000) $111 Shares 38,257 Est. Cost $2.90 Unrealized
CCO Clear Channel Outdoor Holdings 0.1%
Value ($000) $97 Shares 96,950 Est. Cost $1.07 Unrealized 0.0%
EMMA Emmaus Life Sciences Inc 0.0%
Value ($000) $55 Shares 57,034 Est. Cost $1.54 Unrealized 0.0%
UMC United Microelectronics Corp 0.0%
Value ($000) $51 Shares 10,649 Est. Cost $4.79 Unrealized
Akorn Inc 0.0%
Value ($000) $5 Shares 182,656 Est. Cost $0.03 Unrealized