Diametric Capital, LP Quant / Systematic

CIK: 0001719087 · Show all filings

Period: Q1 2021 (← Previous) (Next →)

Filing Date: May 17, 2021

Total Value ($000): $130,743 (100.0% shares, 0.0% debt)

Holdings (146)

BYD Boyd Gaming Corp 4.6%
Value ($000) $5,996 Shares 101,693 Est. Cost $24.07 Unrealized +116.7%
STRL Sterling Construction Co Inc 3.7%
Value ($000) $4,804 Shares 207,061 Est. Cost $17.13 Unrealized +27.2%
IBKR Interactive Brokers Group Inc 3.0%
Value ($000) $3,873 Shares 53,019 Est. Cost $12.53 Unrealized +39.9%
HUN Huntsman Corp 2.9%
Value ($000) $3,788 Shares 131,399 Est. Cost $26.65 Unrealized +5.1%
BRSL International Game Technology 2.8%
Value ($000) $3,616 Shares 225,306 Est. Cost $11.52 Unrealized +8.2%
CME CME Group Inc 2.7%
Value ($000) $3,476 Shares 17,021 Est. Cost $143.76 Unrealized +13.5%
EAT Brinker International Inc 2.6%
Value ($000) $3,459 Shares 48,681 Est. Cost $31.30 Unrealized +113.5%
GROW US Global Investors Inc 2.5%
Value ($000) $3,235 Shares 463,489 Est. Cost $3.03 Unrealized +117.5%
V Visa Inc 2.3%
Value ($000) $3,072 Shares 14,508 Est. Cost $197.16 Unrealized +3.1%
MLCO Melco Resorts & Entertainment 2.3%
Value ($000) $2,957 Shares 148,538 Est. Cost $18.80 Unrealized
MA Mastercard Inc 2.0%
Value ($000) $2,661 Shares 7,473 Est. Cost $327.03 Unrealized +3.8%
WT WisdomTree Investments Inc 1.9%
Value ($000) $2,467 Shares 394,752 Est. Cost $4.26 Unrealized +34.6%
IMAX IMAX Corp 1.8%
Value ($000) $2,373 Shares 118,042 Est. Cost $19.93 Unrealized 0.0%
TW Tradeweb Markets Inc 1.7%
Value ($000) $2,245 Shares 30,337 Est. Cost $57.26 Unrealized +20.0%
PNR Pentair PLC 1.7%
Value ($000) $2,166 Shares 34,753 Est. Cost $53.87 Unrealized 0.0%
Summit Materials Inc 1.6%
Value ($000) $2,135 Shares 76,196 Est. Cost $28.02 Unrealized
CBOE Cboe Global Markets Inc 1.6%
Value ($000) $2,068 Shares 20,956 Est. Cost $83.74 Unrealized +9.5%
XPO XPO Logistics Inc 1.5%
Value ($000) $1,948 Shares 15,800 Est. Cost $41.48 Unrealized 0.0%
PRKS SeaWorld Entertainment Inc 1.5%
Value ($000) $1,909 Shares 38,443 Est. Cost $21.18 Unrealized +87.1%
PZZA Papa John's International Inc 1.4%
Value ($000) $1,855 Shares 20,930 Est. Cost $57.04 Unrealized +43.8%
AFL Aflac Inc 1.4%
Value ($000) $1,845 Shares 36,052 Est. Cost $42.88 Unrealized 0.0%
Hostess Brands Inc 1.3%
Value ($000) $1,650 Shares 115,065 Est. Cost $14.03 Unrealized
WY Weyerhaeuser Co 1.3%
Value ($000) $1,640 Shares 46,067 Est. Cost $26.14 Unrealized +6.6%
EXPE Expedia Group Inc 1.2%
Value ($000) $1,627 Shares 9,453 Est. Cost $131.84 Unrealized +15.8%
OMF OneMain Holdings Inc 1.2%
Value ($000) $1,625 Shares 30,015 Est. Cost $51.63 Unrealized 0.0%
SGI Tempur Sealy International Inc 1.2%
Value ($000) $1,583 Shares 43,297 Est. Cost $26.35 Unrealized +22.9%
RFL Rafael Holdings Inc 1.2%
Value ($000) $1,516 Shares 37,981 Est. Cost $20.39 Unrealized +58.9%
Fortress Transportation and In 1.1%
Value ($000) $1,463 Shares 51,888 Est. Cost $24.41 Unrealized
Juniper Industrial Holdings In 1.1%
Value ($000) $1,423 Shares 114,760 Est. Cost $12.40 Unrealized
EQH Equitable Holdings Inc 1.1%
Value ($000) $1,422 Shares 43,608 Est. Cost $17.41 Unrealized +46.7%
Discover Financial Services 1.1%
Value ($000) $1,409 Shares 14,838 Est. Cost $94.96 Unrealized
GRPN Groupon Inc 1.1%
Value ($000) $1,379 Shares 27,275 Est. Cost $27.46 Unrealized +57.6%
Liberty TripAdvisor Holdings I 1.0%
Value ($000) $1,362 Shares 213,471 Est. Cost $6.38 Unrealized
Bonanza Creek Energy Inc 1.0%
Value ($000) $1,307 Shares 36,570 Est. Cost $30.69 Unrealized
BYSI Beyondspring Inc 1.0%
Value ($000) $1,267 Shares 114,418 Est. Cost $12.92 Unrealized 0.0%
RH RH 1.0%
Value ($000) $1,250 Shares 2,096 Est. Cost $339.77 Unrealized +45.1%
ASO Academy Sports & Outdoors Inc 1.0%
Value ($000) $1,248 Shares 46,237 Est. Cost $23.16 Unrealized 0.0%
UNM Unum Group 0.9%
Value ($000) $1,235 Shares 44,374 Est. Cost $25.95 Unrealized 0.0%
NVT nVent Electric PLC 0.9%
Value ($000) $1,171 Shares 41,952 Est. Cost $17.02 Unrealized +39.4%
RR Donnelley & Sons Co 0.8%
Value ($000) $1,110 Shares 273,428 Est. Cost $4.06 Unrealized
GPRO GoPro Inc 0.8%
Value ($000) $1,091 Shares 93,765 Est. Cost $8.84 Unrealized +6.9%
MoneyGram International Inc 0.8%
Value ($000) $1,024 Shares 155,882 Est. Cost $6.57 Unrealized
COF Capital One Financial Corp 0.8%
Value ($000) $1,006 Shares 7,905 Est. Cost $107.90 Unrealized 0.0%
AMPY Amplify Energy Corp New 0.8%
Value ($000) $993 Shares 357,279 Est. Cost $2.66 Unrealized 0.0%
ETFMG Prime Junior Silver Mine 0.8%
Value ($000) $986 Shares 68,346 Est. Cost $13.94 Unrealized
GDXJ VanEck Vectors Junior Gold Min 0.7%
Value ($000) $958 Shares 21,275 Est. Cost $44.64 Unrealized
KLXE KLX Energy Services Holdings I 0.7%
Value ($000) $923 Shares 57,590 Est. Cost $7.95 Unrealized +56.5%
TROX Tronox Holdings PLC 0.7%
Value ($000) $916 Shares 50,052 Est. Cost $17.46 Unrealized 0.0%
BWMX Betterware de Mexico SAB de CV 0.7%
Value ($000) $900 Shares 23,239 Est. Cost $26.33 Unrealized 0.0%
GOLD A-Mark Precious Metals Inc 0.6%
Value ($000) $844 Shares 23,437 Est. Cost $15.68 Unrealized 0.0%
SYF Synchrony Financial 0.6%
Value ($000) $815 Shares 20,048 Est. Cost $34.52 Unrealized 0.0%
FDX FedEx Corp 0.6%
Value ($000) $756 Shares 2,661 Est. Cost $200.31 Unrealized +16.9%
TTI TETRA Technologies Inc 0.5%
Value ($000) $706 Shares 294,209 Est. Cost $0.63 Unrealized +241.7%
UPBD Rent-A-Center Inc/TX 0.5%
Value ($000) $702 Shares 12,177 Est. Cost $33.96 Unrealized +54.1%
ASLE AerSale Corp 0.5%
Value ($000) $700 Shares 56,947 Est. Cost $12.83 Unrealized 0.0%
BTU Peabody Energy Corp 0.5%
Value ($000) $699 Shares 228,362 Est. Cost $1.56 Unrealized +132.1%
RICK RCI Hospitality Holdings Inc 0.5%
Value ($000) $670 Shares 10,535 Est. Cost $53.89 Unrealized 0.0%
Bed Bath & Beyond Inc 0.5%
Value ($000) $656 Shares 22,498 Est. Cost $14.98 Unrealized
Houghton Mifflin Harcourt Co 0.5%
Value ($000) $655 Shares 85,992 Est. Cost $3.53 Unrealized
TBHC Kirkland's Inc 0.5%
Value ($000) $654 Shares 23,265 Est. Cost $6.50 Unrealized +284.0%
Curo Group Holdings Corp 0.5%
Value ($000) $638 Shares 43,759 Est. Cost $14.43 Unrealized
MBI MBIA Inc 0.5%
Value ($000) $625 Shares 64,957 Est. Cost $3.38 Unrealized 0.0%
STZ Constellation Brands Inc 0.5%
Value ($000) $612 Shares 2,684 Est. Cost $176.36 Unrealized +17.9%
ALLY Ally Financial Inc 0.5%
Value ($000) $604 Shares 13,353 Est. Cost $35.55 Unrealized 0.0%
Remark Holdings Inc 0.5%
Value ($000) $592 Shares 259,817 Est. Cost $2.28 Unrealized
IVAN/U Ivanhoe Capital Acquisition Co 0.4%
Value ($000) $558 Shares 53,742 Est. Cost $10.38 Unrealized
TDAY Gannett Co Inc 0.4%
Value ($000) $556 Shares 103,335 Est. Cost $4.90 Unrealized 0.0%
Maxar Technologies Inc 0.4%
Value ($000) $555 Shares 14,665 Est. Cost $37.85 Unrealized
NCLH Norwegian Cruise Line Holdings 0.4%
Value ($000) $545 Shares 19,760 Est. Cost $23.51 Unrealized +13.2%
Perrigo Co PLC 0.4%
Value ($000) $533 Shares 13,165 Est. Cost $40.49 Unrealized
RSI Rush Street Interactive Inc 0.4%
Value ($000) $515 Shares 31,527 Est. Cost $17.21 Unrealized +11.9%
SMTI Sanara Medtech Inc 0.4%
Value ($000) $498 Shares 15,979 Est. Cost $34.92 Unrealized -0.8%
CCO Clear Channel Outdoor Holdings 0.4%
Value ($000) $495 Shares 275,109 Est. Cost $1.89 Unrealized 0.0%
ANVS Annovis Bio Inc 0.4%
Value ($000) $470 Shares 16,837 Est. Cost $21.40 Unrealized 0.0%
Exterran Corp 0.4%
Value ($000) $459 Shares 136,511 Est. Cost $3.36 Unrealized
ODP Corp/The 0.3%
Value ($000) $450 Shares 10,404 Est. Cost $29.29 Unrealized
TFF Pharmaceuticals Inc 0.3%
Value ($000) $446 Shares 32,868 Est. Cost $13.57 Unrealized
ASAN Asana Inc 0.3%
Value ($000) $444 Shares 15,531 Est. Cost $34.52 Unrealized 0.0%
CRC California Resources Corp 0.3%
Value ($000) $414 Shares 17,189 Est. Cost $22.26 Unrealized 0.0%
BK Bank of New York Mellon Corp/T 0.3%
Value ($000) $408 Shares 8,624 Est. Cost $38.28 Unrealized 0.0%
KSS Kohl's Corp 0.3%
Value ($000) $408 Shares 6,852 Est. Cost $24.14 Unrealized +112.7%
EXE Chesapeake Energy Corp 0.3%
Value ($000) $405 Shares 9,336 Est. Cost $35.05 Unrealized 0.0%
CHRD Oasis Petroleum Inc 0.3%
Value ($000) $398 Shares 6,697 Est. Cost $31.82 Unrealized 0.0%
Extraction Oil & Gas Inc 0.3%
Value ($000) $381 Shares 10,611 Est. Cost $35.91 Unrealized
Twitter Inc 0.3%
Value ($000) $378 Shares 5,936 Est. Cost $44.48 Unrealized
ZIM ZIM Integrated Shipping Servic 0.3%
Value ($000) $376 Shares 15,448 Est. Cost $20.61 Unrealized 0.0%
ETON Eton Pharmaceuticals Inc 0.3%
Value ($000) $363 Shares 49,536 Est. Cost $6.58 Unrealized +29.7%
ELA Envela Corp 0.3%
Value ($000) $357 Shares 71,117 Est. Cost $5.71 Unrealized 0.0%
Bluegreen Vacations Holding Co 0.3%
Value ($000) $340 Shares 18,330 Est. Cost $18.55 Unrealized
GOOGL Alphabet Inc 0.3%
Value ($000) $332 Shares 161 Est. Cost $97.95 Unrealized 0.0%
USA Technologies Inc 0.3%
Value ($000) $329 Shares 38,759 Est. Cost $9.45 Unrealized
American Equity Investment Life 0.2%
Value ($000) $323 Shares 10,240 Est. Cost $31.54 Unrealized
MCS Marcus Corp/The 0.2%
Value ($000) $322 Shares 16,108 Est. Cost $10.12 Unrealized +82.4%
MDC Partners Inc 0.2%
Value ($000) $322 Shares 103,077 Est. Cost $2.51 Unrealized
COLL Collegium Pharmaceutical Inc 0.2%
Value ($000) $320 Shares 13,519 Est. Cost $19.53 Unrealized +21.7%
TAP Molson Coors Beverage Co 0.2%
Value ($000) $315 Shares 6,152 Est. Cost $42.28 Unrealized 0.0%
JACK Jack in the Box Inc 0.2%
Value ($000) $314 Shares 2,859 Est. Cost $87.50 Unrealized +16.2%
HROW Harrow Health Inc 0.2%
Value ($000) $312 Shares 46,250 Est. Cost $6.08 Unrealized +34.7%
Denbury Inc 0.2%
Value ($000) $285 Shares 5,942 Est. Cost $47.96 Unrealized
ACRS Aclaris Therapeutics Inc 0.2%
Value ($000) $278 Shares 11,038 Est. Cost $19.56 Unrealized 0.0%
E2open Parent Holdings Inc 0.2%
Value ($000) $268 Shares 26,938 Est. Cost $9.95 Unrealized
SD SandRidge Energy Inc 0.2%
Value ($000) $260 Shares 66,578 Est. Cost $1.56 Unrealized +190.8%
PRSU Viad Corp 0.2%
Value ($000) $258 Shares 6,174 Est. Cost $18.73 Unrealized +111.9%
HIMS Hims & Hers Health Inc 0.2%
Value ($000) $253 Shares 19,112 Est. Cost $16.76 Unrealized 0.0%
Alimera Sciences Inc 0.2%
Value ($000) $253 Shares 26,328 Est. Cost $9.61 Unrealized
ESPR Esperion Therapeutics Inc 0.2%
Value ($000) $250 Shares 8,902 Est. Cost $29.50 Unrealized 0.0%
Arch Resources Inc 0.2%
Value ($000) $245 Shares 5,880 Est. Cost $43.77 Unrealized
UTZ Utz Brands Inc 0.2%
Value ($000) $244 Shares 9,841 Est. Cost $24.26 Unrealized 0.0%
LPRO Open Lending Corp 0.2%
Value ($000) $243 Shares 6,850 Est. Cost $37.71 Unrealized 0.0%
ADV Advantage Solutions Inc 0.2%
Value ($000) $238 Shares 20,138 Est. Cost $10.66 Unrealized 0.0%
Score Media and Gaming Inc 0.2%
Value ($000) $232 Shares 8,633 Est. Cost $26.87 Unrealized
BTRS Holdings Inc 0.2%
Value ($000) $229 Shares 15,847 Est. Cost $14.45 Unrealized
GCMG GCM Grosvenor Inc 0.2%
Value ($000) $227 Shares 19,060 Est. Cost $10.52 Unrealized 0.0%
AMH American Homes 4 Rent 0.2%
Value ($000) $222 Shares 6,647 Est. Cost $29.99 Unrealized
MDXG MiMedx Group Inc 0.2%
Value ($000) $221 Shares 21,491 Est. Cost $6.88 Unrealized +40.5%
MetroMile Inc 0.2%
Value ($000) $221 Shares 21,477 Est. Cost $10.29 Unrealized
BHF Brighthouse Financial Inc 0.2%
Value ($000) $214 Shares 4,846 Est. Cost $41.08 Unrealized 0.0%
CLF Cleveland-Cliffs Inc 0.2%
Value ($000) $206 Shares 10,219 Est. Cost $16.28 Unrealized 0.0%
NUVB Nuvation Bio Inc 0.2%
Value ($000) $203 Shares 19,449 Est. Cost $11.18 Unrealized 0.0%
ETFMG Alternative Harvest ETF 0.2%
Value ($000) $202 Shares 8,816 Est. Cost $14.34 Unrealized
Curis Inc 0.2%
Value ($000) $202 Shares 17,812 Est. Cost $11.34 Unrealized
ARKO Arko Corp 0.1%
Value ($000) $196 Shares 19,723 Est. Cost $8.69 Unrealized 0.0%
Teekay Tankers Ltd 0.1%
Value ($000) $192 Shares 13,830 Est. Cost $13.88 Unrealized
UUUU Energy Fuels Inc/Canada 0.1%
Value ($000) $188 Shares 33,013 Est. Cost $2.25 Unrealized +126.9%
Hallmark Financial Services In 0.1%
Value ($000) $188 Shares 48,440 Est. Cost $3.88 Unrealized
Sciplay Corp 0.1%
Value ($000) $180 Shares 11,135 Est. Cost $16.17 Unrealized
Nautilus Inc 0.1%
Value ($000) $170 Shares 10,889 Est. Cost $17.15 Unrealized
GFI Gold Fields Ltd 0.1%
Value ($000) $169 Shares 17,783 Est. Cost $9.50 Unrealized
Canoo Inc 0.1%
Value ($000) $164 Shares 18,201 Est. Cost $9.01 Unrealized
Multiplan Corp 0.1%
Value ($000) $160 Shares 28,835 Est. Cost $5.55 Unrealized
Radius Global Infrastructure I 0.1%
Value ($000) $157 Shares 10,701 Est. Cost $14.67 Unrealized
FINSERV ACQUISITION CORP-A 0.1%
Value ($000) $155 Shares 44,832 Est. Cost $3.46 Unrealized
Party City Holdco Inc 0.1%
Value ($000) $135 Shares 23,350 Est. Cost $5.78 Unrealized
FTCO Fortitude Gold Corp 0.1%
Value ($000) $128 Shares 27,783 Est. Cost $2.95 Unrealized 0.0%
HPK HighPeak Energy Inc 0.1%
Value ($000) $125 Shares 20,735 Est. Cost $12.06 Unrealized 0.0%
ALDX Aldeyra Therapeutics Inc 0.1%
Value ($000) $123 Shares 10,375 Est. Cost $11.52 Unrealized 0.0%
COGT Unum Therapeutics Inc 0.1%
Value ($000) $121 Shares 13,728 Est. Cost $9.63 Unrealized 0.0%
FG NEW AMERICA ACQUISITION-A 0.1%
Value ($000) $116 Shares 75,437 Est. Cost $1.54 Unrealized
HYCROFT MINING HOLDING CORP 0.1%
Value ($000) $114 Shares 218,934 Est. Cost $1.23 Unrealized
TWI Titan International Inc 0.1%
Value ($000) $112 Shares 12,117 Est. Cost $7.84 Unrealized 0.0%
DHT Holdings Inc 0.1%
Value ($000) $97 Shares 16,429 Est. Cost $5.90 Unrealized
Ampio Pharmaceuticals Inc 0.1%
Value ($000) $76 Shares 44,953 Est. Cost $1.69 Unrealized
Trevena Inc 0.1%
Value ($000) $66 Shares 36,750 Est. Cost $1.80 Unrealized
LCTX Lineage Cell Therapeutics Inc 0.0%
Value ($000) $63 Shares 26,712 Est. Cost $2.40 Unrealized 0.0%
Hycroft Mining Holding Corp 0.0%
Value ($000) $57 Shares 16,309 Est. Cost $3.50 Unrealized
Castlight Health Inc 0.0%
Value ($000) $36 Shares 23,944 Est. Cost $1.50 Unrealized