Diametric Capital, LP Quant / Systematic

CIK: 0001719087 · Show all filings

Period: Q3 2021 (← Previous) (Next →)

Filing Date: Nov 15, 2021

Total Value ($000): $126,804 (100.0% shares, 0.0% debt)

Holdings (125)

STRL Sterling Construction Co Inc 4.6%
Value ($000) $5,816 Shares 256,551 Est. Cost $18.14 Unrealized +23.1%
BYD Boyd Gaming Corp 4.5%
Value ($000) $5,767 Shares 91,163 Est. Cost $25.49 Unrealized +123.2%
BRSL International Game Technology 4.3%
Value ($000) $5,438 Shares 206,598 Est. Cost $11.52 Unrealized +30.2%
VO Vanguard Mid-Cap ETF 3.0%
Value ($000) $3,830 Shares 16,175 Est. Cost $236.79 Unrealized
SMLR Semler Scientific Inc 3.0%
Value ($000) $3,781 Shares 30,238 Est. Cost $114.32 Unrealized 0.0%
IBKR Interactive Brokers Group Inc 2.4%
Value ($000) $3,037 Shares 48,724 Est. Cost $12.76 Unrealized +20.4%
KTOS Kratos Defense & Security Solu 2.3%
Value ($000) $2,904 Shares 130,154 Est. Cost $25.09 Unrealized -1.5%
VV Vanguard Large-Cap ETF 2.0%
Value ($000) $2,585 Shares 12,867 Est. Cost $200.90 Unrealized
AIR AAR Corp 2.0%
Value ($000) $2,520 Shares 77,692 Est. Cost $35.57 Unrealized -3.3%
CME CME Group Inc 2.0%
Value ($000) $2,486 Shares 12,856 Est. Cost $143.76 Unrealized +17.7%
EAT Brinker International Inc 1.9%
Value ($000) $2,451 Shares 49,974 Est. Cost $33.80 Unrealized +60.9%
MGM MGM Resorts International 1.9%
Value ($000) $2,444 Shares 56,643 Est. Cost $40.73 Unrealized 0.0%
NVT nVent Electric PLC 1.7%
Value ($000) $2,203 Shares 68,145 Est. Cost $24.25 Unrealized +25.0%
EXPE Expedia Group Inc 1.7%
Value ($000) $2,191 Shares 13,366 Est. Cost $141.91 Unrealized +8.1%
V Visa Inc 1.7%
Value ($000) $2,134 Shares 9,582 Est. Cost $197.16 Unrealized +15.1%
GSM Ferroglobe PLC 1.6%
Value ($000) $2,083 Shares 239,464 Est. Cost $4.65 Unrealized +42.9%
PRKS SeaWorld Entertainment Inc 1.6%
Value ($000) $2,070 Shares 37,412 Est. Cost $25.05 Unrealized +101.0%
PLAY Dave & Buster's Entertainment 1.6%
Value ($000) $2,030 Shares 52,957 Est. Cost $38.32 Unrealized -5.6%
JILL J Jill Inc 1.6%
Value ($000) $1,980 Shares 113,918 Est. Cost $16.33 Unrealized +18.2%
Hostess Brands Inc 1.5%
Value ($000) $1,904 Shares 107,585 Est. Cost $14.03 Unrealized
ASO Academy Sports & Outdoors Inc 1.5%
Value ($000) $1,874 Shares 46,833 Est. Cost $29.94 Unrealized +29.0%
Fortress Transportation and In 1.5%
Value ($000) $1,839 Shares 72,452 Est. Cost $24.87 Unrealized
MA Mastercard Inc 1.4%
Value ($000) $1,783 Shares 5,129 Est. Cost $328.11 Unrealized +8.1%
SICPQ Silvergate Capital Corp 1.4%
Value ($000) $1,759 Shares 15,230 Est. Cost $112.36 Unrealized -4.7%
AMPY Amplify Energy Corp 1.4%
Value ($000) $1,748 Shares 328,520 Est. Cost $2.97 Unrealized +26.2%
GrafTech International Ltd 1.4%
Value ($000) $1,735 Shares 168,139 Est. Cost $10.32 Unrealized
PZZA Papa John's International Inc 1.4%
Value ($000) $1,721 Shares 13,556 Est. Cost $61.62 Unrealized +71.3%
Celestica Inc 1.3%
Value ($000) $1,629 Shares 183,425 Est. Cost $8.52 Unrealized
CBOE Cboe Global Markets Inc 1.3%
Value ($000) $1,593 Shares 12,864 Est. Cost $83.74 Unrealized +38.1%
ATI Allegheny Technologies Inc 1.1%
Value ($000) $1,426 Shares 85,752 Est. Cost $22.93 Unrealized -17.5%
Barclays Bank PLC 1.1%
Value ($000) $1,407 Shares 50,553 Est. Cost $27.83 Unrealized
MAT Mattel Inc 1.0%
Value ($000) $1,305 Shares 70,319 Est. Cost $20.65 Unrealized +0.4%
TW Tradeweb Markets Inc 1.0%
Value ($000) $1,263 Shares 15,640 Est. Cost $57.26 Unrealized +50.7%
TTI TETRA Technologies Inc 1.0%
Value ($000) $1,258 Shares 403,183 Est. Cost $1.50 Unrealized +113.4%
RR Donnelley & Sons Co 0.9%
Value ($000) $1,142 Shares 222,271 Est. Cost $4.71 Unrealized
BWMX Betterware de Mexico SAB de CV 0.8%
Value ($000) $1,022 Shares 28,749 Est. Cost $27.33 Unrealized +4.6%
Barnes & Noble Education Inc 0.7%
Value ($000) $944 Shares 94,540 Est. Cost $9.99 Unrealized
Legato Merger Corp 0.7%
Value ($000) $929 Shares 88,337 Est. Cost $10.15 Unrealized
LVS Las Vegas Sands Corp 0.7%
Value ($000) $928 Shares 25,366 Est. Cost $40.95 Unrealized 0.0%
HROW Harrow Health Inc 0.7%
Value ($000) $916 Shares 100,763 Est. Cost $7.50 Unrealized +20.7%
EQH Equitable Holdings Inc 0.7%
Value ($000) $914 Shares 30,822 Est. Cost $18.53 Unrealized +46.5%
TBHC Kirkland's Inc 0.7%
Value ($000) $907 Shares 47,205 Est. Cost $13.86 Unrealized +42.5%
GT Goodyear Tire & Rubber Co/The 0.7%
Value ($000) $896 Shares 50,624 Est. Cost $16.23 Unrealized 0.0%
BLMN Bloomin' Brands Inc 0.7%
Value ($000) $894 Shares 35,768 Est. Cost $23.35 Unrealized -6.4%
PYPL PayPal Holdings Inc 0.7%
Value ($000) $889 Shares 3,418 Est. Cost $274.80 Unrealized +3.0%
RH RH 0.7%
Value ($000) $854 Shares 1,281 Est. Cost $339.77 Unrealized +102.6%
WEN Wendy's Co/The 0.7%
Value ($000) $832 Shares 38,356 Est. Cost $22.80 Unrealized 0.0%
BLDR Builders FirstSource Inc 0.6%
Value ($000) $773 Shares 14,934 Est. Cost $48.84 Unrealized 0.0%
RFL Rafael Holdings Inc 0.6%
Value ($000) $756 Shares 22,771 Est. Cost $20.39 Unrealized +125.1%
ANF Abercrombie & Fitch Co 0.6%
Value ($000) $731 Shares 19,417 Est. Cost $38.62 Unrealized 0.0%
SMTI Sanara Medtech Inc 0.6%
Value ($000) $727 Shares 21,209 Est. Cost $32.87 Unrealized +9.1%
STZ Constellation Brands Inc 0.6%
Value ($000) $726 Shares 3,448 Est. Cost $183.06 Unrealized +10.8%
AMH American Homes 4 Rent 0.6%
Value ($000) $700 Shares 18,355 Est. Cost $38.14 Unrealized
BKD Brookdale Senior Living Inc 0.5%
Value ($000) $688 Shares 109,245 Est. Cost $7.14 Unrealized 0.0%
Extraction Oil & Gas Inc 0.5%
Value ($000) $666 Shares 11,799 Est. Cost $37.85 Unrealized
SGI Tempur Sealy International Inc 0.5%
Value ($000) $666 Shares 14,348 Est. Cost $27.08 Unrealized +61.4%
TPB Turning Point Brands Inc 0.5%
Value ($000) $662 Shares 13,868 Est. Cost $46.24 Unrealized +3.7%
NMM Navios Maritime Partners LP 0.5%
Value ($000) $656 Shares 20,293 Est. Cost $32.33 Unrealized
COIN Coinbase Global Inc 0.5%
Value ($000) $654 Shares 2,876 Est. Cost $246.15 Unrealized 0.0%
Houghton Mifflin Harcourt Co 0.5%
Value ($000) $632 Shares 47,057 Est. Cost $13.43 Unrealized
SILC Silicom Ltd 0.5%
Value ($000) $631 Shares 14,597 Est. Cost $43.14 Unrealized 0.0%
Liberty TripAdvisor Holdings I 0.5%
Value ($000) $618 Shares 200,096 Est. Cost $5.20 Unrealized
GPOR Gulfport Energy Operating Corp 0.5%
Value ($000) $603 Shares 7,338 Est. Cost $69.61 Unrealized 0.0%
GPRO GoPro Inc 0.5%
Value ($000) $600 Shares 64,052 Est. Cost $9.33 Unrealized +8.4%
INVH Invitation Homes Inc 0.5%
Value ($000) $580 Shares 15,130 Est. Cost $34.81 Unrealized 0.0%
ASYS Amtech Systems Inc 0.4%
Value ($000) $567 Shares 49,578 Est. Cost $10.26 Unrealized -0.1%
RSI Rush Street Interactive Inc 0.4%
Value ($000) $563 Shares 29,332 Est. Cost $15.09 Unrealized -9.3%
ELA Envela Corp 0.4%
Value ($000) $560 Shares 134,540 Est. Cost $5.03 Unrealized -16.0%
PRSU Viad Corp 0.4%
Value ($000) $558 Shares 12,288 Est. Cost $33.16 Unrealized +34.9%
Arch Resources Inc 0.4%
Value ($000) $557 Shares 6,005 Est. Cost $54.47 Unrealized
Chimerix Inc 0.4%
Value ($000) $553 Shares 89,273 Est. Cost $7.65 Unrealized
US Silica Holdings Inc 0.4%
Value ($000) $546 Shares 68,386 Est. Cost $7.98 Unrealized
URA Global X Uranium ETF 0.4%
Value ($000) $542 Shares 22,778 Est. Cost $23.79 Unrealized
Cinedigm Corp 0.4%
Value ($000) $535 Shares 213,147 Est. Cost $2.51 Unrealized
MKTX MarketAxess Holdings Inc 0.4%
Value ($000) $531 Shares 1,262 Est. Cost $434.10 Unrealized 0.0%
MLCO Melco Resorts & Entertainment 0.4%
Value ($000) $529 Shares 51,686 Est. Cost $18.43 Unrealized
POLWQ 1847 GOEDEKER INC 0.4%
Value ($000) $520 Shares 309,586 Est. Cost $1.84 Unrealized
NextCure Inc 0.4%
Value ($000) $513 Shares 76,162 Est. Cost $6.74 Unrealized
ProShares VIX Short-Term Futur 0.4%
Value ($000) $512 Shares 22,439 Est. Cost $24.09 Unrealized
ACEL Accel Entertainment Inc 0.4%
Value ($000) $479 Shares 39,447 Est. Cost $11.45 Unrealized 0.0%
BKE Buckle Inc/The 0.4%
Value ($000) $470 Shares 11,877 Est. Cost $25.32 Unrealized +1.2%
DXLG Destination XL Group Inc 0.4%
Value ($000) $452 Shares 73,903 Est. Cost $5.24 Unrealized 0.0%
NXST Nexstar Media Group Inc 0.4%
Value ($000) $451 Shares 2,966 Est. Cost $126.92 Unrealized 0.0%
EQR Equity Residential 0.3%
Value ($000) $436 Shares 5,383 Est. Cost $69.44 Unrealized 0.0%
BYSI Beyondspring Inc 0.3%
Value ($000) $433 Shares 27,455 Est. Cost $12.92 Unrealized +39.1%
MBI MBIA Inc 0.3%
Value ($000) $420 Shares 32,711 Est. Cost $3.38 Unrealized +49.1%
ODP Corp/The 0.3%
Value ($000) $418 Shares 10,397 Est. Cost $34.71 Unrealized
TAP Molson Coors Beverage Co 0.3%
Value ($000) $405 Shares 8,733 Est. Cost $42.94 Unrealized -0.7%
GOLD A-Mark Precious Metals Inc 0.3%
Value ($000) $395 Shares 6,579 Est. Cost $15.68 Unrealized +61.3%
TE Connectivity Ltd 0.3%
Value ($000) $386 Shares 2,812 Est. Cost $135.20 Unrealized
FET Forum Energy Technologies Inc 0.3%
Value ($000) $381 Shares 16,899 Est. Cost $20.59 Unrealized 0.0%
Synaptogenix Inc 0.3%
Value ($000) $367 Shares 36,882 Est. Cost $9.90 Unrealized
WisdomTree Investments Inc 0.3%
Value ($000) $366 Shares 64,582 Est. Cost $7.65 Unrealized
ETFMG Prime Junior Silver Mine 0.3%
Value ($000) $365 Shares 30,905 Est. Cost $13.94 Unrealized
Amarin Corp PLC 0.3%
Value ($000) $360 Shares 70,670 Est. Cost $5.09 Unrealized
IAG IAMGOLD Corp 0.3%
Value ($000) $360 Shares 159,241 Est. Cost $2.50 Unrealized 0.0%
EBAY eBay Inc 0.3%
Value ($000) $350 Shares 5,028 Est. Cost $66.14 Unrealized 0.0%
GPRK Geopark Ltd 0.3%
Value ($000) $345 Shares 27,029 Est. Cost $11.63 Unrealized 0.0%
Altisource Asset Management Co 0.3%
Value ($000) $341 Shares 15,324 Est. Cost $22.25 Unrealized
GDXJ VanEck Junior Gold Miners ETF 0.3%
Value ($000) $335 Shares 8,728 Est. Cost $44.64 Unrealized
DSX Diana Shipping Inc 0.3%
Value ($000) $322 Shares 56,314 Est. Cost $2.79 Unrealized 0.0%
ESS Essex Property Trust Inc 0.2%
Value ($000) $317 Shares 990 Est. Cost $275.34 Unrealized 0.0%
RICK RCI Hospitality Holdings Inc 0.2%
Value ($000) $310 Shares 4,522 Est. Cost $65.39 Unrealized 0.0%
North Shore Global Uranium Min 0.2%
Value ($000) $300 Shares 3,957 Est. Cost $75.82 Unrealized
RDNW RumbleON Inc 0.2%
Value ($000) $299 Shares 7,664 Est. Cost $36.44 Unrealized 0.0%
GTX Garrett Motion Inc 0.2%
Value ($000) $296 Shares 40,166 Est. Cost $6.62 Unrealized +8.6%
O Realty Income Corp 0.2%
Value ($000) $282 Shares 4,344 Est. Cost $53.81 Unrealized 0.0%
ARCT Arcturus Therapeutics Holdings 0.2%
Value ($000) $252 Shares 5,280 Est. Cost $33.85 Unrealized +32.4%
PANL Pangaea Logistics Solutions Lt 0.2%
Value ($000) $248 Shares 49,128 Est. Cost $3.87 Unrealized 0.0%
NXE NexGen Energy Ltd 0.2%
Value ($000) $227 Shares 47,953 Est. Cost $4.42 Unrealized 0.0%
Quantum Corp 0.2%
Value ($000) $226 Shares 43,615 Est. Cost $5.86 Unrealized
Cyclerion Therapeutics Inc 0.2%
Value ($000) $214 Shares 69,818 Est. Cost $3.90 Unrealized
GPN Global Payments Inc 0.2%
Value ($000) $207 Shares 1,316 Est. Cost $166.72 Unrealized 0.0%
ORGN Origin Materials Inc 0.1%
Value ($000) $169 Shares 24,756 Est. Cost $6.86 Unrealized 0.0%
Sierra Wireless Inc 0.1%
Value ($000) $159 Shares 10,271 Est. Cost $15.48 Unrealized
IVAN/U Ivanhoe Capital Acquisition Co 0.1%
Value ($000) $148 Shares 14,241 Est. Cost $10.40 Unrealized
Fiesta Restaurant Group Inc 0.1%
Value ($000) $119 Shares 10,902 Est. Cost $10.92 Unrealized
Streamline Health Solutions In 0.1%
Value ($000) $109 Shares 62,519 Est. Cost $1.74 Unrealized
Alimera Sciences Inc 0.1%
Value ($000) $103 Shares 24,473 Est. Cost $9.54 Unrealized
LEGATO MERGER CORP 0.1%
Value ($000) $101 Shares 40,517 Est. Cost $2.03 Unrealized
NORTHERN STAR INVESTMENT C-A 0.1%
Value ($000) $100 Shares 70,670 Est. Cost $1.42 Unrealized
OPFI/WS OPPFI INC 0.1%
Value ($000) $99 Shares 64,160 Est. Cost $1.54 Unrealized
HYCROFT MINING HOLDING CORP 0.1%
Value ($000) $64 Shares 183,761 Est. Cost $1.23 Unrealized
Hycroft Mining Holding Corp 0.0%
Value ($000) $54 Shares 36,428 Est. Cost $2.36 Unrealized
PERSHING SQUARE TONTINE -A 0.0%
Value ($000) $48 Shares 37,192 Est. Cost $1.29 Unrealized