Diametric Capital, LP Quant / Systematic

CIK: 0001719087 · Show all filings

Period: Q4 2020 (← Previous) (Next →)

Filing Date: Feb 16, 2021

Total Value ($000): $125,697 (100.0% shares, 0.0% debt)

Holdings (161)

BYD BOYD GAMING CORP 3.7%
Value ($000) $4,711 Shares 109,769 Est. Cost $24.07 Unrealized +46.5%
GROW U.S. GLOBAL INVESTORS INC-A 3.0%
Value ($000) $3,751 Shares 688,324 Est. Cost $3.03 Unrealized +13.2%
SMLR SEMLER SCIENTIFIC INC 2.9%
Value ($000) $3,708 Shares 39,449 Est. Cost $36.88 Unrealized +90.8%
ROCK GIBRALTAR INDUSTRIES INC 2.9%
Value ($000) $3,586 Shares 49,841 Est. Cost $51.97 Unrealized +28.5%
EAT BRINKER INTERNATIONAL INC 2.7%
Value ($000) $3,403 Shares 60,149 Est. Cost $31.30 Unrealized +57.8%
IBKR INTERACTIVE BROKERS GRO-CL A 2.5%
Value ($000) $3,157 Shares 51,819 Est. Cost $12.42 Unrealized +3.6%
LPX LOUISIANA-PACIFIC CORP 2.5%
Value ($000) $3,152 Shares 84,791 Est. Cost $33.49 Unrealized 0.0%
CAPSTEAD MORTGAGE CORP 2.3%
Value ($000) $2,844 Shares 489,546 Est. Cost $5.74 Unrealized
CBOE CBOE GLOBAL MARKETS INC 2.0%
Value ($000) $2,551 Shares 27,399 Est. Cost $83.74 Unrealized -2.3%
ATI ALLEGHENY TECHNOLOGIES INC 2.0%
Value ($000) $2,479 Shares 147,809 Est. Cost $12.70 Unrealized 0.0%
BRSL INTERNATIONAL GAME TECHNOLOG 1.9%
Value ($000) $2,401 Shares 141,753 Est. Cost $10.97 Unrealized -21.2%
ARCH RESOURCES INC 1.9%
Value ($000) $2,373 Shares 54,213 Est. Cost $43.77 Unrealized
CME CME GROUP INC 1.8%
Value ($000) $2,234 Shares 12,271 Est. Cost $136.26 Unrealized +1.6%
TE CONNECTIVITY LTD 1.8%
Value ($000) $2,210 Shares 18,250 Est. Cost $121.10 Unrealized
STRL STERLING CONSTRUCTION CO 1.6%
Value ($000) $1,985 Shares 106,667 Est. Cost $12.75 Unrealized +28.0%
WT WISDOMTREE INVESTMENTS INC 1.5%
Value ($000) $1,889 Shares 353,080 Est. Cost $4.08 Unrealized +5.3%
NVT NVENT ELECTRIC PLC 1.5%
Value ($000) $1,854 Shares 79,590 Est. Cost $17.02 Unrealized +13.6%
V VISA INC-CLASS A SHARES 1.4%
Value ($000) $1,741 Shares 7,959 Est. Cost $192.21 Unrealized +2.6%
HROW HARROW HEALTH INC 1.4%
Value ($000) $1,734 Shares 252,774 Est. Cost $6.08 Unrealized -7.3%
TW TRADEWEB MARKETS INC-CLASS A 1.3%
Value ($000) $1,581 Shares 25,312 Est. Cost $54.98 Unrealized +10.0%
MLCO MELCO RESORTS & ENTERT-ADR 1.2%
Value ($000) $1,522 Shares 82,024 Est. Cost $17.89 Unrealized
PZZA PAPA JOHN'S INTL INC 1.2%
Value ($000) $1,463 Shares 17,240 Est. Cost $51.69 Unrealized +37.0%
MA MASTERCARD INC - A 1.1%
Value ($000) $1,427 Shares 3,997 Est. Cost $316.12 Unrealized +2.3%
HUN HUNTSMAN CORP 1.1%
Value ($000) $1,400 Shares 55,703 Est. Cost $24.81 Unrealized 0.0%
AGNC AGNC INVESTMENT CORP 1.0%
Value ($000) $1,263 Shares 80,973 Est. Cost $13.91 Unrealized
NFLX NETFLIX INC 1.0%
Value ($000) $1,227 Shares 2,270 Est. Cost $42.56 Unrealized +19.1%
AMZN AMAZON.COM INC 1.0%
Value ($000) $1,221 Shares 375 Est. Cost $102.29 Unrealized +56.0%
ADBE ADOBE INC 1.0%
Value ($000) $1,221 Shares 2,441 Est. Cost $483.11 Unrealized 0.0%
CONX CORP 1.0%
Value ($000) $1,210 Shares 115,263 Est. Cost $10.50 Unrealized
EQH EQUITABLE HOLDINGS INC 0.9%
Value ($000) $1,140 Shares 44,540 Est. Cost $17.41 Unrealized +18.3%
GRPN GROUPON INC 0.9%
Value ($000) $1,135 Shares 29,881 Est. Cost $27.46 Unrealized 0.0%
SPLV INVESCO S&P 500 LOW VOLATILI 0.9%
Value ($000) $1,104 Shares 19,626 Est. Cost $49.68 Unrealized
TWO HARBORS INVESTMENT CORP 0.9%
Value ($000) $1,097 Shares 172,171 Est. Cost $5.45 Unrealized
DGRO ISHARES CORE DIVIDEND GROWTH 0.9%
Value ($000) $1,083 Shares 24,169 Est. Cost $36.22 Unrealized
DIS WALT DISNEY CO/THE 0.8%
Value ($000) $1,068 Shares 5,892 Est. Cost $140.23 Unrealized 0.0%
CRWD CROWDSTRIKE HOLDINGS INC - A 0.8%
Value ($000) $1,066 Shares 5,034 Est. Cost $155.87 Unrealized 0.0%
VST VISTRA CORP 0.8%
Value ($000) $1,046 Shares 53,202 Est. Cost $16.64 Unrealized 0.0%
PRKS SEAWORLD ENTERTAINMENT INC 0.8%
Value ($000) $1,041 Shares 32,962 Est. Cost $18.11 Unrealized +43.8%
GDXJ VANECK JR GOLD MINERS 0.8%
Value ($000) $1,036 Shares 19,106 Est. Cost $44.60 Unrealized
FORTRESS TRANSPORTATION & IN 0.8%
Value ($000) $976 Shares 41,590 Est. Cost $23.47 Unrealized
UPBD RENT-A-CENTER INC 0.8%
Value ($000) $973 Shares 25,363 Est. Cost $33.96 Unrealized 0.0%
MKTX MARKETAXESS HOLDINGS INC 0.8%
Value ($000) $949 Shares 1,688 Est. Cost $465.37 Unrealized +10.3%
HOSTESS BRANDS INC 0.7%
Value ($000) $934 Shares 63,785 Est. Cost $13.79 Unrealized
TBHC KIRKLAND'S INC 0.7%
Value ($000) $928 Shares 51,906 Est. Cost $6.50 Unrealized +110.2%
MSFT MICROSOFT CORP 0.7%
Value ($000) $922 Shares 4,144 Est. Cost $206.04 Unrealized 0.0%
NUANCE COMMUNICATIONS INC 0.7%
Value ($000) $916 Shares 20,765 Est. Cost $33.20 Unrealized
MX MAGNACHIP SEMICONDUCT 0.7%
Value ($000) $893 Shares 66,061 Est. Cost $11.91 Unrealized +15.8%
JACK JACK IN THE BOX INC 0.7%
Value ($000) $888 Shares 9,564 Est. Cost $87.50 Unrealized 0.0%
RFL RAFAEL HOLDINGS INC-CLASS B 0.7%
Value ($000) $836 Shares 35,866 Est. Cost $19.68 Unrealized 0.0%
XBI SPDR S&P BIOTECH ETF 0.7%
Value ($000) $831 Shares 5,900 Est. Cost $114.78 Unrealized
EWU ISHARES MSCI UNITED KINGDOM 0.7%
Value ($000) $824 Shares 28,136 Est. Cost $29.29 Unrealized
WY WEYERHAEUSER CO 0.6%
Value ($000) $792 Shares 23,622 Est. Cost $24.49 Unrealized 0.0%
KSS KOHLS CORP 0.6%
Value ($000) $790 Shares 19,418 Est. Cost $24.14 Unrealized +20.5%
ETFMG PRIME JUNIOR SILVER MI 0.6%
Value ($000) $763 Shares 46,805 Est. Cost $13.71 Unrealized
TTWO TAKE-TWO INTERACTIVE SOFTWRE 0.6%
Value ($000) $762 Shares 3,667 Est. Cost $174.85 Unrealized 0.0%
SPLUNK INC 0.6%
Value ($000) $748 Shares 4,401 Est. Cost $169.96 Unrealized
SHOP SHOPIFY INC - CLASS A 0.6%
Value ($000) $740 Shares 654 Est. Cost $104.97 Unrealized 0.0%
MLM MARTIN MARIETTA MATERIALS 0.6%
Value ($000) $696 Shares 2,450 Est. Cost $257.79 Unrealized 0.0%
SKILLZ INC 0.5%
Value ($000) $674 Shares 33,704 Est. Cost $20.00 Unrealized
EXPE EXPEDIA GROUP INC 0.5%
Value ($000) $638 Shares 4,815 Est. Cost $111.79 Unrealized 0.0%
RUN SUNRUN INC 0.5%
Value ($000) $632 Shares 9,105 Est. Cost $62.08 Unrealized 0.0%
BTU PEABODY ENERGY CORP 0.5%
Value ($000) $629 Shares 260,828 Est. Cost $1.56 Unrealized 0.0%
PRSU VIAD CORP 0.5%
Value ($000) $627 Shares 17,322 Est. Cost $18.73 Unrealized +45.5%
MOUNTAIN CREST ACQUISITION C 0.5%
Value ($000) $627 Shares 59,696 Est. Cost $10.50 Unrealized
MTCH MATCH GROUP INC 0.5%
Value ($000) $611 Shares 4,044 Est. Cost $129.23 Unrealized 0.0%
TWITTER INC 0.5%
Value ($000) $609 Shares 11,246 Est. Cost $44.48 Unrealized
PANW PALO ALTO NETWORKS INC 0.5%
Value ($000) $606 Shares 1,704 Est. Cost $46.72 Unrealized 0.0%
FSLR FIRST SOLAR INC 0.5%
Value ($000) $604 Shares 6,104 Est. Cost $86.71 Unrealized 0.0%
DIN DINE BRANDS GLOBAL INC 0.5%
Value ($000) $590 Shares 10,173 Est. Cost $50.03 Unrealized 0.0%
EOSE EOS ENERGY ENTERPRISES INC 0.5%
Value ($000) $589 Shares 28,257 Est. Cost $14.41 Unrealized 0.0%
PRGO PERRIGO CO PLC 0.5%
Value ($000) $576 Shares 12,954 Est. Cost $46.34 Unrealized 0.0%
ANNALY CAPITAL MANAGEMENT IN 0.4%
Value ($000) $562 Shares 66,530 Est. Cost $7.12 Unrealized
NAUTILUS INC 0.4%
Value ($000) $535 Shares 29,475 Est. Cost $17.15 Unrealized
SGI TEMPUR SEALY INTERNATIONAL I 0.4%
Value ($000) $523 Shares 19,363 Est. Cost $18.90 Unrealized +29.0%
STZ CONSTELLATION BRANDS INC-A 0.4%
Value ($000) $518 Shares 2,365 Est. Cost $172.09 Unrealized +5.1%
BED BATH & BEYOND INC 0.4%
Value ($000) $514 Shares 28,966 Est. Cost $14.98 Unrealized
RLGT RADIANT LOGISTICS INC 0.4%
Value ($000) $506 Shares 87,239 Est. Cost $4.82 Unrealized +15.9%
KLXE KLX ENERGY SERVICES HOLDING 0.4%
Value ($000) $495 Shares 76,683 Est. Cost $7.95 Unrealized -28.6%
RH RH 0.4%
Value ($000) $485 Shares 1,084 Est. Cost $196.74 Unrealized +109.5%
DLAPQ DELTA APPAREL INC 0.4%
Value ($000) $478 Shares 23,817 Est. Cost $14.06 Unrealized +36.1%
BCO BRINK'S CO/THE 0.4%
Value ($000) $461 Shares 6,405 Est. Cost $41.40 Unrealized +32.5%
CSGP COSTAR GROUP INC 0.4%
Value ($000) $457 Shares 494 Est. Cost $80.01 Unrealized +9.6%
FIREEYE INC 0.4%
Value ($000) $454 Shares 19,698 Est. Cost $23.05 Unrealized
SILC SILICOM LTD 0.4%
Value ($000) $452 Shares 10,801 Est. Cost $37.55 Unrealized 0.0%
COLL COLLEGIUM PHARMACEUTICAL INC 0.4%
Value ($000) $448 Shares 22,365 Est. Cost $19.53 Unrealized 0.0%
FDX FEDEX CORP 0.4%
Value ($000) $440 Shares 1,693 Est. Cost $180.94 Unrealized +38.8%
CHIMERIX INC 0.3%
Value ($000) $437 Shares 90,385 Est. Cost $3.10 Unrealized
CAR AVIS BUDGET GROUP INC 0.3%
Value ($000) $425 Shares 11,405 Est. Cost $30.13 Unrealized +10.8%
SP PLUS CORP 0.3%
Value ($000) $422 Shares 14,652 Est. Cost $17.96 Unrealized
ETON ETON PHARMACEUTICALS INC 0.3%
Value ($000) $420 Shares 51,633 Est. Cost $6.58 Unrealized +17.2%
KBE SPDR S&P BANK ETF 0.3%
Value ($000) $418 Shares 9,992 Est. Cost $41.83 Unrealized
FCX FREEPORT-MCMORAN INC 0.3%
Value ($000) $411 Shares 15,794 Est. Cost $19.45 Unrealized 0.0%
SICPQ SILVERGATE CAPITAL CORP-CL A 0.3%
Value ($000) $405 Shares 5,453 Est. Cost $14.34 Unrealized +129.9%
AMH AMERICAN HOMES 4 RENT- A 0.3%
Value ($000) $399 Shares 13,305 Est. Cost $29.99 Unrealized
CURO GROUP HOLDINGS CORP 0.3%
Value ($000) $394 Shares 27,462 Est. Cost $14.35 Unrealized
POINTS INTERNATIONAL LTD 0.3%
Value ($000) $374 Shares 26,074 Est. Cost $14.34 Unrealized
GEOS GEOSPACE TECHNOLOGIES CORP 0.3%
Value ($000) $371 Shares 43,291 Est. Cost $6.84 Unrealized 0.0%
TTI TETRA TECHNOLOGIES INC 0.3%
Value ($000) $368 Shares 427,007 Est. Cost $0.63 Unrealized +8.9%
TPB TURNING POINT BRANDS INC 0.3%
Value ($000) $364 Shares 8,179 Est. Cost $29.40 Unrealized +28.5%
AER AERCAP HOLDINGS NV 0.3%
Value ($000) $336 Shares 7,367 Est. Cost $28.53 Unrealized +20.4%
SURGALIGN HOLDINGS INC 0.3%
Value ($000) $329 Shares 150,182 Est. Cost $1.81 Unrealized
REDBALL ACQUISITION CORP - A 0.3%
Value ($000) $329 Shares 30,215 Est. Cost $10.89 Unrealized
RSI RUSH STREET INTERACTIVE INC 0.3%
Value ($000) $326 Shares 15,044 Est. Cost $14.97 Unrealized 0.0%
BFH ALLIANCE DATA SYSTEMS CORP 0.3%
Value ($000) $325 Shares 4,388 Est. Cost $46.01 Unrealized 0.0%
KALEYRA INC 0.3%
Value ($000) $318 Shares 32,203 Est. Cost $7.58 Unrealized
ODP CORP/THE 0.3%
Value ($000) $317 Shares 10,823 Est. Cost $29.29 Unrealized
PERSPECTA INC 0.2%
Value ($000) $313 Shares 12,986 Est. Cost $24.10 Unrealized
KTOS KRATOS DEFENSE & SECURITY 0.2%
Value ($000) $312 Shares 11,357 Est. Cost $17.48 Unrealized +25.2%
SPOT SPOTIFY TECHNOLOGY SA 0.2%
Value ($000) $301 Shares 958 Est. Cost $258.29 Unrealized +9.3%
ETFMG ALTERNATIVE HARVEST 0.2%
Value ($000) $294 Shares 20,503 Est. Cost $14.34 Unrealized
LAZYDAYS HOLDINGS INC 0.2%
Value ($000) $292 Shares 17,986 Est. Cost $12.69 Unrealized
MCS MARCUS CORPORATION 0.2%
Value ($000) $291 Shares 21,617 Est. Cost $10.12 Unrealized 0.0%
MDC PARTNERS INC-A 0.2%
Value ($000) $291 Shares 116,023 Est. Cost $2.51 Unrealized
SMTI SANARA MEDTECH INC 0.2%
Value ($000) $285 Shares 5,709 Est. Cost $35.40 Unrealized 0.0%
ZVOI ZOVIO INC 0.2%
Value ($000) $282 Shares 59,446 Est. Cost $4.11 Unrealized 0.0%
XOP SPDR S&P OIL & GAS EXP & PR 0.2%
Value ($000) $275 Shares 4,706 Est. Cost $42.02 Unrealized
HOUGHTON MIFFLIN HARCOURT CO 0.2%
Value ($000) $272 Shares 81,824 Est. Cost $3.32 Unrealized
SPARK NETWORKS SE-ADR 0.2%
Value ($000) $271 Shares 50,851 Est. Cost $5.33 Unrealized
NCLH NORWEGIAN CRUISE LINE HOLDIN 0.2%
Value ($000) $271 Shares 10,646 Est. Cost $20.86 Unrealized 0.0%
UUUU ENERGY FUELS INC 0.2%
Value ($000) $260 Shares 61,145 Est. Cost $2.25 Unrealized 0.0%
DKS DICK'S SPORTING GOODS INC 0.2%
Value ($000) $253 Shares 4,509 Est. Cost $28.08 Unrealized +73.9%
NEOGAMES SA 0.2%
Value ($000) $247 Shares 6,508 Est. Cost $37.95 Unrealized
AXP AMERICAN EXPRESS CO 0.2%
Value ($000) $242 Shares 1,998 Est. Cost $103.86 Unrealized 0.0%
ICAD INC 0.2%
Value ($000) $238 Shares 18,008 Est. Cost $7.79 Unrealized
LEAF GROUP LTD 0.2%
Value ($000) $233 Shares 50,158 Est. Cost $4.65 Unrealized
WFC WELLS FARGO & CO 0.2%
Value ($000) $232 Shares 7,693 Est. Cost $21.83 Unrealized +5.5%
BONANZA CREEK ENERGY INC 0.2%
Value ($000) $217 Shares 11,236 Est. Cost $19.31 Unrealized
LSAK NET 1 UEPS TECHNOLOGIES INC 0.2%
Value ($000) $216 Shares 43,865 Est. Cost $3.50 Unrealized 0.0%
INMB INMUNE BIO INC 0.2%
Value ($000) $215 Shares 12,470 Est. Cost $9.42 Unrealized 0.0%
HYCROFT MINING HOLDING 0.2%
Value ($000) $214 Shares 150,527 Est. Cost $1.55 Unrealized
GPRO GOPRO INC-CLASS A 0.2%
Value ($000) $212 Shares 25,600 Est. Cost $7.21 Unrealized 0.0%
SD SANDRIDGE ENERGY INC 0.2%
Value ($000) $210 Shares 67,900 Est. Cost $1.56 Unrealized +56.8%
DHT DHT HOLDINGS INC 0.2%
Value ($000) $208 Shares 39,693 Est. Cost $3.93 Unrealized -3.1%
TENB TENABLE HOLDINGS INC 0.2%
Value ($000) $206 Shares 3,949 Est. Cost $39.62 Unrealized 0.0%
RPD RAPID7 INC 0.2%
Value ($000) $204 Shares 2,267 Est. Cost $71.52 Unrealized 0.0%
MIMECAST LTD 0.2%
Value ($000) $202 Shares 3,551 Est. Cost $56.89 Unrealized
ACAMAR PARTNERS ACQUISITI- A 0.2%
Value ($000) $200 Shares 17,884 Est. Cost $11.18 Unrealized
MDXG MIMEDX GROUP INC 0.2%
Value ($000) $196 Shares 21,563 Est. Cost $6.88 Unrealized 0.0%
USA TECHNOLOGIES INC 0.2%
Value ($000) $196 Shares 18,693 Est. Cost $10.49 Unrealized
SANUWAVE HEALTH INC 0.2%
Value ($000) $195 Shares 1,056,438 Est. Cost $0.19 Unrealized
AR ANTERO RESOURCES CORP 0.2%
Value ($000) $194 Shares 35,633 Est. Cost $2.16 Unrealized +89.5%
ALTO INGREDIENTS INC 0.1%
Value ($000) $174 Shares 31,985 Est. Cost $5.44 Unrealized
FINSERV ACQUISITION CORP-A 0.1%
Value ($000) $174 Shares 13,885 Est. Cost $12.53 Unrealized
MOGO INC 0.1%
Value ($000) $171 Shares 45,352 Est. Cost $3.77 Unrealized
PROSHARES ULTRA VIX ST FUTUR 0.1%
Value ($000) $154 Shares 14,474 Est. Cost $10.64 Unrealized
CSTE CAESARSTONE LTD 0.1%
Value ($000) $130 Shares 10,094 Est. Cost $10.85 Unrealized 0.0%
MECHANICAL TECHNOLOGY INC 0.1%
Value ($000) $129 Shares 27,462 Est. Cost $4.70 Unrealized
FALCON MINERALS CORP 0.1%
Value ($000) $127 Shares 40,277 Est. Cost $3.15 Unrealized
EXPERIENCE INVESTMENT CORP-A 0.1%
Value ($000) $116 Shares 10,514 Est. Cost $11.03 Unrealized
GREAT PANTHER MINING LTD 0.1%
Value ($000) $115 Shares 135,234 Est. Cost $0.85 Unrealized
B. RILEY PRINCIPAL MER -CW26 0.1%
Value ($000) $107 Shares 12,924 Est. Cost $8.28 Unrealized
WAITR HOLDINGS INC 0.1%
Value ($000) $101 Shares 36,300 Est. Cost $2.78 Unrealized
PAVMED INC 0.1%
Value ($000) $87 Shares 40,876 Est. Cost $2.13 Unrealized
HALL OF FAME RESORT & ENTERT 0.1%
Value ($000) $87 Shares 70,979 Est. Cost $1.23 Unrealized
SCYX SCYNEXIS INC 0.1%
Value ($000) $82 Shares 10,771 Est. Cost $5.86 Unrealized 0.0%
BOXLIGHT CORP - CLASS A 0.1%
Value ($000) $72 Shares 47,304 Est. Cost $1.52 Unrealized
CONVERSION LABS INC 0.1%
Value ($000) $67 Shares 10,252 Est. Cost $6.54 Unrealized
XPRESSPA GROUP INC 0.0%
Value ($000) $58 Shares 48,375 Est. Cost $1.20 Unrealized
UEC URANIUM ENERGY CORP 0.0%
Value ($000) $49 Shares 27,898 Est. Cost $1.18 Unrealized 0.0%
NXE NEXGEN ENERGY LTD 0.0%
Value ($000) $45 Shares 16,410 Est. Cost $2.00 Unrealized 0.0%
BRISTOL-MYERS SQUIBB-CVR 0.0%
Value ($000) $9 Shares 13,216 Est. Cost $0.68 Unrealized