Diametric Capital, LP Quant / Systematic

CIK: 0001719087 · Show all filings

Period: Q2 2021 (← Previous) (Next →)

Filing Date: Aug 16, 2021

Total Value ($000): $138,444 (100.0% shares, 0.0% debt)

Holdings (133)

STRL Sterling Construction Co Inc 4.2%
Value ($000) $5,858 Shares 242,788 Est. Cost $17.90 Unrealized +25.0%
BYD Boyd Gaming Corp 3.9%
Value ($000) $5,364 Shares 87,234 Est. Cost $24.07 Unrealized +151.4%
BRSL International Game Technology 3.6%
Value ($000) $4,951 Shares 206,635 Est. Cost $11.52 Unrealized +28.7%
GNRC Generac Holdings Inc 3.4%
Value ($000) $4,650 Shares 11,201 Est. Cost $335.49 Unrealized 0.0%
NVT nVent Electric PLC 2.5%
Value ($000) $3,455 Shares 110,585 Est. Cost $24.25 Unrealized +18.2%
EAT Brinker International Inc 2.4%
Value ($000) $3,266 Shares 52,805 Est. Cost $33.80 Unrealized +87.1%
IBKR Interactive Brokers Group Inc 2.1%
Value ($000) $2,947 Shares 44,833 Est. Cost $12.53 Unrealized +34.5%
MLCO Melco Resorts & Entertainment 2.1%
Value ($000) $2,938 Shares 177,332 Est. Cost $18.43 Unrealized
CME CME Group Inc 2.0%
Value ($000) $2,729 Shares 12,833 Est. Cost $143.76 Unrealized +22.1%
JBI Janus International Group Inc 2.0%
Value ($000) $2,724 Shares 192,810 Est. Cost $13.32 Unrealized 0.0%
PZZA Papa John's International Inc 1.9%
Value ($000) $2,625 Shares 25,133 Est. Cost $61.62 Unrealized +37.0%
WY Weyerhaeuser Co 1.8%
Value ($000) $2,557 Shares 74,284 Est. Cost $27.81 Unrealized +9.8%
V Visa Inc 1.7%
Value ($000) $2,313 Shares 9,891 Est. Cost $197.16 Unrealized +12.1%
ATI Allegheny Technologies Inc 1.6%
Value ($000) $2,281 Shares 109,396 Est. Cost $22.93 Unrealized 0.0%
TE Connectivity Ltd 1.6%
Value ($000) $2,203 Shares 16,294 Est. Cost $135.20 Unrealized
PRKS SeaWorld Entertainment Inc 1.6%
Value ($000) $2,185 Shares 43,750 Est. Cost $25.05 Unrealized +111.9%
VRT Vertiv Holdings Co 1.6%
Value ($000) $2,159 Shares 79,091 Est. Cost $23.80 Unrealized 0.0%
XBI SPDR S&P Biotech ETF 1.5%
Value ($000) $2,127 Shares 15,708 Est. Cost $135.41 Unrealized
CBOE Cboe Global Markets Inc 1.5%
Value ($000) $2,108 Shares 17,575 Est. Cost $83.74 Unrealized +23.5%
MAT Mattel Inc 1.4%
Value ($000) $1,984 Shares 98,723 Est. Cost $20.65 Unrealized 0.0%
TW Tradeweb Markets Inc 1.4%
Value ($000) $1,919 Shares 22,695 Est. Cost $57.26 Unrealized +42.6%
SGI Tempur Sealy International Inc 1.3%
Value ($000) $1,807 Shares 46,097 Est. Cost $27.08 Unrealized +41.5%
MA Mastercard Inc 1.3%
Value ($000) $1,800 Shares 4,930 Est. Cost $327.03 Unrealized +10.8%
Liberty TripAdvisor Holdings I 1.3%
Value ($000) $1,779 Shares 437,156 Est. Cost $5.20 Unrealized
Agrify Corp 1.3%
Value ($000) $1,776 Shares 149,206 Est. Cost $11.90 Unrealized
Arch Resources Inc 1.3%
Value ($000) $1,762 Shares 30,924 Est. Cost $54.47 Unrealized
IMAX IMAX Corp 1.3%
Value ($000) $1,754 Shares 81,585 Est. Cost $19.93 Unrealized +8.1%
Hostess Brands Inc 1.3%
Value ($000) $1,751 Shares 108,143 Est. Cost $14.03 Unrealized
BWMX Betterware de Mexico SAB de CV 1.3%
Value ($000) $1,735 Shares 34,690 Est. Cost $27.33 Unrealized +7.5%
XPO XPO Logistics Inc 1.2%
Value ($000) $1,714 Shares 21,055 Est. Cost $43.32 Unrealized +12.7%
OMF OneMain Holdings Inc 1.2%
Value ($000) $1,699 Shares 28,366 Est. Cost $51.63 Unrealized +9.7%
RFL Rafael Holdings Inc 1.1%
Value ($000) $1,568 Shares 30,724 Est. Cost $20.39 Unrealized +113.6%
LNN Lindsay Corp 1.1%
Value ($000) $1,511 Shares 9,140 Est. Cost $156.41 Unrealized 0.0%
SICPQ Silvergate Capital Corp 1.1%
Value ($000) $1,475 Shares 13,013 Est. Cost $113.26 Unrealized 0.0%
GSM Ferroglobe PLC 1.0%
Value ($000) $1,397 Shares 228,248 Est. Cost $4.55 Unrealized 0.0%
Fortress Transportation and In 0.9%
Value ($000) $1,277 Shares 38,058 Est. Cost $24.41 Unrealized
WT WisdomTree Investments Inc 0.9%
Value ($000) $1,270 Shares 204,774 Est. Cost $4.26 Unrealized +54.8%
NOC Northrop Grumman Corp 0.9%
Value ($000) $1,252 Shares 3,446 Est. Cost $333.78 Unrealized 0.0%
LHX L3Harris Technologies Inc 0.9%
Value ($000) $1,251 Shares 5,789 Est. Cost $195.61 Unrealized 0.0%
EXPE Expedia Group Inc 0.8%
Value ($000) $1,163 Shares 7,107 Est. Cost $131.84 Unrealized +29.1%
TTI TETRA Technologies Inc 0.8%
Value ($000) $1,157 Shares 266,573 Est. Cost $0.63 Unrealized +423.2%
JILL J Jill Inc 0.8%
Value ($000) $1,143 Shares 57,987 Est. Cost $13.46 Unrealized 0.0%
POOL Pool Corp 0.8%
Value ($000) $1,101 Shares 2,400 Est. Cost $398.28 Unrealized 0.0%
ASO Academy Sports & Outdoors Inc 0.8%
Value ($000) $1,085 Shares 26,302 Est. Cost $23.16 Unrealized +46.5%
BYSI Beyondspring Inc 0.8%
Value ($000) $1,073 Shares 102,758 Est. Cost $12.92 Unrealized -18.3%
SYF Synchrony Financial 0.8%
Value ($000) $1,071 Shares 22,072 Est. Cost $35.12 Unrealized +16.9%
ANVS Annovis Bio Inc 0.8%
Value ($000) $1,066 Shares 12,458 Est. Cost $21.40 Unrealized +116.0%
RH RH 0.7%
Value ($000) $978 Shares 1,441 Est. Cost $339.77 Unrealized +91.1%
LTCH Latch Inc 0.7%
Value ($000) $977 Shares 79,591 Est. Cost $12.28 Unrealized
AMPY Amplify Energy Corp 0.7%
Value ($000) $946 Shares 233,516 Est. Cost $2.66 Unrealized +25.0%
SMTI Sanara Medtech Inc 0.7%
Value ($000) $922 Shares 24,957 Est. Cost $32.87 Unrealized -11.1%
PCH PotlatchDeltic Corp 0.6%
Value ($000) $860 Shares 16,190 Est. Cost $53.12 Unrealized
ProShares VIX Short-Term Futur 0.6%
Value ($000) $849 Shares 35,243 Est. Cost $24.09 Unrealized
UPBD Rent-A-Center Inc/TX 0.6%
Value ($000) $831 Shares 15,662 Est. Cost $39.32 Unrealized +47.7%
GOLD A-Mark Precious Metals Inc 0.6%
Value ($000) $823 Shares 17,694 Est. Cost $15.68 Unrealized +42.4%
KTOS Kratos Defense & Security Solu 0.6%
Value ($000) $802 Shares 28,135 Est. Cost $26.43 Unrealized 0.0%
ARQ Advanced Emissions Solutions I 0.6%
Value ($000) $778 Shares 104,990 Est. Cost $6.16 Unrealized 0.0%
BKE Buckle Inc/The 0.6%
Value ($000) $767 Shares 15,409 Est. Cost $25.32 Unrealized 0.0%
HROW Harrow Health Inc 0.6%
Value ($000) $766 Shares 82,443 Est. Cost $7.16 Unrealized +19.2%
NCLH Norwegian Cruise Line Holdings 0.6%
Value ($000) $765 Shares 26,009 Est. Cost $25.11 Unrealized +20.0%
TPB Turning Point Brands Inc 0.5%
Value ($000) $734 Shares 16,044 Est. Cost $46.24 Unrealized 0.0%
BLMN Bloomin' Brands Inc 0.5%
Value ($000) $718 Shares 26,461 Est. Cost $23.88 Unrealized 0.0%
PRSU Viad Corp 0.5%
Value ($000) $710 Shares 14,235 Est. Cost $33.16 Unrealized +33.3%
ODP Corp/The 0.5%
Value ($000) $703 Shares 14,649 Est. Cost $34.71 Unrealized
MBI MBIA Inc 0.5%
Value ($000) $698 Shares 63,472 Est. Cost $3.38 Unrealized +28.6%
STZ Constellation Brands Inc 0.5%
Value ($000) $675 Shares 2,884 Est. Cost $179.21 Unrealized +21.3%
Legato Merger Corp 0.5%
Value ($000) $651 Shares 64,986 Est. Cost $10.02 Unrealized
PLAY Dave & Buster's Entertainment 0.5%
Value ($000) $649 Shares 15,990 Est. Cost $43.29 Unrealized 0.0%
BK Bank of New York Mellon Corp/T 0.5%
Value ($000) $638 Shares 12,447 Est. Cost $39.99 Unrealized +9.6%
Extraction Oil & Gas Inc 0.5%
Value ($000) $635 Shares 11,558 Est. Cost $37.47 Unrealized
TBHC Kirkland's Inc 0.5%
Value ($000) $629 Shares 27,507 Est. Cost $9.64 Unrealized +178.7%
CLF Cleveland-Cliffs Inc 0.4%
Value ($000) $614 Shares 28,497 Est. Cost $18.48 Unrealized +6.6%
CVEO Civeo Corp 0.4%
Value ($000) $608 Shares 34,142 Est. Cost $15.56 Unrealized 0.0%
AIR AAR Corp 0.4%
Value ($000) $606 Shares 15,630 Est. Cost $40.24 Unrealized 0.0%
IVAN/U Ivanhoe Capital Acquisition Co 0.4%
Value ($000) $606 Shares 56,278 Est. Cost $10.40 Unrealized
ASLE AerSale Corp 0.4%
Value ($000) $603 Shares 48,375 Est. Cost $12.83 Unrealized -4.8%
MCS Marcus Corp/The 0.4%
Value ($000) $582 Shares 27,457 Est. Cost $14.53 Unrealized +43.0%
Chimerix Inc 0.4%
Value ($000) $577 Shares 72,110 Est. Cost $8.00 Unrealized
GTX Garrett Motion Inc 0.4%
Value ($000) $565 Shares 70,796 Est. Cost $6.62 Unrealized 0.0%
RR Donnelley & Sons Co 0.4%
Value ($000) $549 Shares 87,382 Est. Cost $4.06 Unrealized
Mudrick Capital Acquisition Co 0.4%
Value ($000) $544 Shares 43,647 Est. Cost $12.46 Unrealized
Celestica Inc 0.4%
Value ($000) $504 Shares 64,235 Est. Cost $7.85 Unrealized
ETFMG Prime Junior Silver Mine 0.4%
Value ($000) $504 Shares 33,155 Est. Cost $13.94 Unrealized
GDXJ VanEck Vectors Junior Gold Min 0.3%
Value ($000) $474 Shares 10,146 Est. Cost $44.64 Unrealized
GPRO GoPro Inc 0.3%
Value ($000) $456 Shares 39,181 Est. Cost $8.84 Unrealized +27.7%
ASYS Amtech Systems Inc 0.3%
Value ($000) $449 Shares 46,622 Est. Cost $10.26 Unrealized 0.0%
VAL Valaris Ltd 0.3%
Value ($000) $431 Shares 14,937 Est. Cost $25.06 Unrealized 0.0%
PYPL PayPal Holdings Inc 0.3%
Value ($000) $421 Shares 1,446 Est. Cost $263.52 Unrealized 0.0%
EXE Chesapeake Energy Corp 0.3%
Value ($000) $409 Shares 7,883 Est. Cost $35.05 Unrealized +13.6%
VLRS Controladora Vuela Cia de Avia 0.3%
Value ($000) $397 Shares 20,642 Est. Cost $19.23 Unrealized
Kaleyra Inc 0.3%
Value ($000) $389 Shares 31,797 Est. Cost $12.23 Unrealized
ELA Envela Corp 0.3%
Value ($000) $387 Shares 80,713 Est. Cost $5.57 Unrealized -18.2%
TAP Molson Coors Beverage Co 0.3%
Value ($000) $373 Shares 6,951 Est. Cost $43.01 Unrealized +13.0%
GRPN Groupon Inc 0.3%
Value ($000) $365 Shares 8,457 Est. Cost $27.46 Unrealized +71.3%
MGNI Magnite Inc 0.2%
Value ($000) $332 Shares 9,811 Est. Cost $33.88 Unrealized 0.0%
NTRS Northern Trust Corp 0.2%
Value ($000) $319 Shares 2,763 Est. Cost $99.29 Unrealized 0.0%
Cyclerion Therapeutics Inc 0.2%
Value ($000) $313 Shares 80,336 Est. Cost $3.90 Unrealized
SD SandRidge Energy Inc 0.2%
Value ($000) $299 Shares 47,683 Est. Cost $1.56 Unrealized +220.7%
DAC Danaos Corp 0.2%
Value ($000) $295 Shares 3,836 Est. Cost $52.54 Unrealized 0.0%
FG NEW AMERICA ACQUISITION-A 0.2%
Value ($000) $289 Shares 28,345 Est. Cost $10.20 Unrealized
RARE Ultragenyx Pharmaceutical Inc 0.2%
Value ($000) $288 Shares 3,021 Est. Cost $104.18 Unrealized 0.0%
Alimera Sciences Inc 0.2%
Value ($000) $281 Shares 30,842 Est. Cost $9.54 Unrealized
Hallmark Financial Services In 0.2%
Value ($000) $266 Shares 59,663 Est. Cost $3.99 Unrealized
FLEX Flex Ltd 0.2%
Value ($000) $264 Shares 14,796 Est. Cost $13.59 Unrealized 0.0%
FDX FedEx Corp 0.2%
Value ($000) $264 Shares 884 Est. Cost $200.31 Unrealized +34.9%
VAC Marriott Vacations Worldwide C 0.2%
Value ($000) $263 Shares 1,653 Est. Cost $171.22 Unrealized 0.0%
EQH Equitable Holdings Inc 0.2%
Value ($000) $262 Shares 48,234 Est. Cost $18.53 Unrealized +56.8%
BTU Peabody Energy Corp 0.2%
Value ($000) $259 Shares 32,656 Est. Cost $1.56 Unrealized +264.9%
Yumanity Therapeutics Inc 0.2%
Value ($000) $244 Shares 20,939 Est. Cost $11.65 Unrealized
POLWQ 1847 GOEDEKER INC 0.2%
Value ($000) $230 Shares 107,593 Est. Cost $2.14 Unrealized
SF Stifel Financial Corp 0.2%
Value ($000) $217 Shares 3,341 Est. Cost $61.89 Unrealized 0.0%
ARCT Arcturus Therapeutics Holdings 0.2%
Value ($000) $217 Shares 6,417 Est. Cost $33.85 Unrealized 0.0%
Synaptogenix Inc 0.2%
Value ($000) $216 Shares 21,901 Est. Cost $9.86 Unrealized
UNM Unum Group 0.2%
Value ($000) $214 Shares 7,531 Est. Cost $25.95 Unrealized +13.3%
AFL Aflac Inc 0.2%
Value ($000) $212 Shares 3,955 Est. Cost $42.88 Unrealized +14.3%
Sciplay Corp 0.1%
Value ($000) $203 Shares 11,984 Est. Cost $16.22 Unrealized
DECK Deckers Outdoor Corp 0.1%
Value ($000) $201 Shares 523 Est. Cost $56.43 Unrealized 0.0%
Katapult Holdings Inc 0.1%
Value ($000) $178 Shares 16,446 Est. Cost $10.82 Unrealized
Exterran Corp 0.1%
Value ($000) $173 Shares 36,393 Est. Cost $3.36 Unrealized
FG NEW AMERICA ACQUISI -CW27 0.1%
Value ($000) $166 Shares 75,437 Est. Cost $1.54 Unrealized
GNCAQ Genocea Biosciences Inc 0.1%
Value ($000) $164 Shares 69,977 Est. Cost $2.41 Unrealized 0.0%
RSI Rush Street Interactive Inc 0.1%
Value ($000) $143 Shares 11,678 Est. Cost $17.21 Unrealized -22.0%
GFI Gold Fields Ltd 0.1%
Value ($000) $138 Shares 15,491 Est. Cost $9.50 Unrealized
Houston American Energy Corp 0.1%
Value ($000) $136 Shares 54,642 Est. Cost $2.49 Unrealized
Quantum Corp 0.1%
Value ($000) $118 Shares 17,066 Est. Cost $6.91 Unrealized
GROW US Global Investors Inc 0.1%
Value ($000) $106 Shares 17,161 Est. Cost $3.03 Unrealized +134.8%
ZCMD Zhongchao Inc 0.1%
Value ($000) $94 Shares 51,143 Est. Cost $18.06 Unrealized 0.0%
HYCROFT MINING HOLDING CORP 0.1%
Value ($000) $94 Shares 196,700 Est. Cost $1.23 Unrealized
III Information Services Group Inc 0.1%
Value ($000) $82 Shares 14,052 Est. Cost $4.41 Unrealized 0.0%
LEGATO MERGER CORP 0.0%
Value ($000) $53 Shares 28,768 Est. Cost $1.84 Unrealized
Arlington Asset Investment Cor 0.0%
Value ($000) $53 Shares 12,957 Est. Cost $4.09 Unrealized
DNN Denison Mines Corp 0.0%
Value ($000) $52 Shares 44,096 Est. Cost $1.20 Unrealized 0.0%
Hycroft Mining Holding Corp 0.0%
Value ($000) $49 Shares 15,876 Est. Cost $3.50 Unrealized