Diametric Capital, LP Quant / Systematic

Location: Boston, MA

CIK: 0001719087 · Show all filings

Period: Q3 2021 (← Previous) (Next →)

Filing Date: Nov 15, 2021

Total Value: $127M (100.0% shares, 0.0% debt)

Holdings (125)

STRL Sterling Construction Co Inc 4.6%
Value $5.816M Shares 256,551 Est. Cost $18.14 Unrealized +23.1%
BYD Boyd Gaming Corp 4.5%
Value $5.767M Shares 91,163 Est. Cost $25.49 Unrealized +123.2%
BRSL International Game Technology 4.3%
Value $5.438M Shares 206,598 Est. Cost $11.52 Unrealized +30.2%
VO Vanguard Mid-Cap ETF 3.0%
Value $3.83M Shares 16,175 Est. Cost $236.79 Unrealized
SMLR Semler Scientific Inc 3.0%
Value $3.781M Shares 30,238 Est. Cost $114.32 Unrealized 0.0%
IBKR Interactive Brokers Group Inc 2.4%
Value $3.037M Shares 48,724 Est. Cost $12.76 Unrealized +20.4%
KTOS Kratos Defense & Security Solu 2.3%
Value $2.904M Shares 130,154 Est. Cost $25.09 Unrealized -1.5%
VV Vanguard Large-Cap ETF 2.0%
Value $2.585M Shares 12,867 Est. Cost $200.90 Unrealized
AIR AAR Corp 2.0%
Value $2.52M Shares 77,692 Est. Cost $35.57 Unrealized -3.3%
CME CME Group Inc 2.0%
Value $2.486M Shares 12,856 Est. Cost $143.76 Unrealized +17.7%
EAT Brinker International Inc 1.9%
Value $2.451M Shares 49,974 Est. Cost $33.80 Unrealized +60.9%
MGM MGM Resorts International 1.9%
Value $2.444M Shares 56,643 Est. Cost $40.73 Unrealized 0.0%
NVT nVent Electric PLC 1.7%
Value $2.203M Shares 68,145 Est. Cost $24.25 Unrealized +25.0%
EXPE Expedia Group Inc 1.7%
Value $2.191M Shares 13,366 Est. Cost $141.91 Unrealized +8.1%
V Visa Inc 1.7%
Value $2.134M Shares 9,582 Est. Cost $197.16 Unrealized +15.1%
GSM Ferroglobe PLC 1.6%
Value $2.083M Shares 239,464 Est. Cost $4.65 Unrealized +42.9%
PRKS SeaWorld Entertainment Inc 1.6%
Value $2.07M Shares 37,412 Est. Cost $25.05 Unrealized +101.0%
PLAY Dave & Buster's Entertainment 1.6%
Value $2.03M Shares 52,957 Est. Cost $38.32 Unrealized -5.6%
JILL J Jill Inc 1.6%
Value $1.98M Shares 113,918 Est. Cost $16.33 Unrealized +18.2%
Hostess Brands Inc 1.5%
Value $1.904M Shares 107,585 Est. Cost $14.03 Unrealized
ASO Academy Sports & Outdoors Inc 1.5%
Value $1.874M Shares 46,833 Est. Cost $29.94 Unrealized +29.0%
Fortress Transportation and In 1.5%
Value $1.839M Shares 72,452 Est. Cost $24.87 Unrealized
MA Mastercard Inc 1.4%
Value $1.783M Shares 5,129 Est. Cost $328.11 Unrealized +8.1%
SICPQ Silvergate Capital Corp 1.4%
Value $1.759M Shares 15,230 Est. Cost $112.36 Unrealized -4.7%
AMPY Amplify Energy Corp 1.4%
Value $1.748M Shares 328,520 Est. Cost $2.97 Unrealized +26.2%
GrafTech International Ltd 1.4%
Value $1.735M Shares 168,139 Est. Cost $10.32 Unrealized
PZZA Papa John's International Inc 1.4%
Value $1.721M Shares 13,556 Est. Cost $61.62 Unrealized +71.3%
Celestica Inc 1.3%
Value $1.629M Shares 183,425 Est. Cost $8.52 Unrealized
CBOE Cboe Global Markets Inc 1.3%
Value $1.593M Shares 12,864 Est. Cost $83.74 Unrealized +38.1%
ATI Allegheny Technologies Inc 1.1%
Value $1.426M Shares 85,752 Est. Cost $22.93 Unrealized -17.5%
Barclays Bank PLC 1.1%
Value $1.407M Shares 50,553 Est. Cost $27.83 Unrealized
MAT Mattel Inc 1.0%
Value $1.305M Shares 70,319 Est. Cost $20.65 Unrealized +0.4%
TW Tradeweb Markets Inc 1.0%
Value $1.263M Shares 15,640 Est. Cost $57.26 Unrealized +50.7%
TTI TETRA Technologies Inc 1.0%
Value $1.258M Shares 403,183 Est. Cost $1.50 Unrealized +113.4%
RR Donnelley & Sons Co 0.9%
Value $1.142M Shares 222,271 Est. Cost $4.71 Unrealized
BWMX Betterware de Mexico SAB de CV 0.8%
Value $1.022M Shares 28,749 Est. Cost $27.33 Unrealized +4.6%
Barnes & Noble Education Inc 0.7%
Value $944K Shares 94,540 Est. Cost $9.99 Unrealized
Legato Merger Corp 0.7%
Value $929K Shares 88,337 Est. Cost $10.15 Unrealized
LVS Las Vegas Sands Corp 0.7%
Value $928K Shares 25,366 Est. Cost $40.95 Unrealized 0.0%
HROW Harrow Health Inc 0.7%
Value $916K Shares 100,763 Est. Cost $7.50 Unrealized +20.7%
EQH Equitable Holdings Inc 0.7%
Value $914K Shares 30,822 Est. Cost $18.53 Unrealized +46.5%
TBHC Kirkland's Inc 0.7%
Value $907K Shares 47,205 Est. Cost $13.86 Unrealized +42.5%
GT Goodyear Tire & Rubber Co/The 0.7%
Value $896K Shares 50,624 Est. Cost $16.23 Unrealized 0.0%
BLMN Bloomin' Brands Inc 0.7%
Value $894K Shares 35,768 Est. Cost $23.35 Unrealized -6.4%
PYPL PayPal Holdings Inc 0.7%
Value $889K Shares 3,418 Est. Cost $274.80 Unrealized +3.0%
RH RH 0.7%
Value $854K Shares 1,281 Est. Cost $339.77 Unrealized +102.6%
WEN Wendy's Co/The 0.7%
Value $832K Shares 38,356 Est. Cost $22.80 Unrealized 0.0%
BLDR Builders FirstSource Inc 0.6%
Value $773K Shares 14,934 Est. Cost $48.84 Unrealized 0.0%
RFL Rafael Holdings Inc 0.6%
Value $756K Shares 22,771 Est. Cost $20.39 Unrealized +125.1%
ANF Abercrombie & Fitch Co 0.6%
Value $731K Shares 19,417 Est. Cost $38.62 Unrealized 0.0%
SMTI Sanara Medtech Inc 0.6%
Value $727K Shares 21,209 Est. Cost $32.87 Unrealized +9.1%
STZ Constellation Brands Inc 0.6%
Value $726K Shares 3,448 Est. Cost $183.06 Unrealized +10.8%
AMH American Homes 4 Rent 0.6%
Value $700K Shares 18,355 Est. Cost $38.14 Unrealized
BKD Brookdale Senior Living Inc 0.5%
Value $688K Shares 109,245 Est. Cost $7.14 Unrealized 0.0%
Extraction Oil & Gas Inc 0.5%
Value $666K Shares 11,799 Est. Cost $37.85 Unrealized
SGI Tempur Sealy International Inc 0.5%
Value $666K Shares 14,348 Est. Cost $27.08 Unrealized +61.4%
TPB Turning Point Brands Inc 0.5%
Value $662K Shares 13,868 Est. Cost $46.24 Unrealized +3.7%
NMM Navios Maritime Partners LP 0.5%
Value $656K Shares 20,293 Est. Cost $32.33 Unrealized
COIN Coinbase Global Inc 0.5%
Value $654K Shares 2,876 Est. Cost $246.15 Unrealized 0.0%
Houghton Mifflin Harcourt Co 0.5%
Value $632K Shares 47,057 Est. Cost $13.43 Unrealized
SILC Silicom Ltd 0.5%
Value $631K Shares 14,597 Est. Cost $43.14 Unrealized 0.0%
Liberty TripAdvisor Holdings I 0.5%
Value $618K Shares 200,096 Est. Cost $5.20 Unrealized
GPOR Gulfport Energy Operating Corp 0.5%
Value $603K Shares 7,338 Est. Cost $69.61 Unrealized 0.0%
GPRO GoPro Inc 0.5%
Value $600K Shares 64,052 Est. Cost $9.33 Unrealized +8.4%
INVH Invitation Homes Inc 0.5%
Value $580K Shares 15,130 Est. Cost $34.81 Unrealized 0.0%
ASYS Amtech Systems Inc 0.4%
Value $567K Shares 49,578 Est. Cost $10.26 Unrealized -0.1%
RSI Rush Street Interactive Inc 0.4%
Value $563K Shares 29,332 Est. Cost $15.09 Unrealized -9.3%
ELA Envela Corp 0.4%
Value $560K Shares 134,540 Est. Cost $5.03 Unrealized -16.0%
PRSU Viad Corp 0.4%
Value $558K Shares 12,288 Est. Cost $33.16 Unrealized +34.9%
Arch Resources Inc 0.4%
Value $557K Shares 6,005 Est. Cost $54.47 Unrealized
Chimerix Inc 0.4%
Value $553K Shares 89,273 Est. Cost $7.65 Unrealized
US Silica Holdings Inc 0.4%
Value $546K Shares 68,386 Est. Cost $7.98 Unrealized
URA Global X Uranium ETF 0.4%
Value $542K Shares 22,778 Est. Cost $23.79 Unrealized
Cinedigm Corp 0.4%
Value $535K Shares 213,147 Est. Cost $2.51 Unrealized
MKTX MarketAxess Holdings Inc 0.4%
Value $531K Shares 1,262 Est. Cost $434.10 Unrealized 0.0%
MLCO Melco Resorts & Entertainment 0.4%
Value $529K Shares 51,686 Est. Cost $18.43 Unrealized
POLWQ 1847 GOEDEKER INC 0.4%
Value $520K Shares 309,586 Est. Cost $1.84 Unrealized
NextCure Inc 0.4%
Value $513K Shares 76,162 Est. Cost $6.74 Unrealized
ProShares VIX Short-Term Futur 0.4%
Value $512K Shares 22,439 Est. Cost $24.09 Unrealized
ACEL Accel Entertainment Inc 0.4%
Value $479K Shares 39,447 Est. Cost $11.45 Unrealized 0.0%
BKE Buckle Inc/The 0.4%
Value $470K Shares 11,877 Est. Cost $25.32 Unrealized +1.2%
DXLG Destination XL Group Inc 0.4%
Value $452K Shares 73,903 Est. Cost $5.24 Unrealized 0.0%
NXST Nexstar Media Group Inc 0.4%
Value $451K Shares 2,966 Est. Cost $126.92 Unrealized 0.0%
EQR Equity Residential 0.3%
Value $436K Shares 5,383 Est. Cost $69.44 Unrealized 0.0%
BYSI Beyondspring Inc 0.3%
Value $433K Shares 27,455 Est. Cost $12.92 Unrealized +39.1%
MBI MBIA Inc 0.3%
Value $420K Shares 32,711 Est. Cost $3.38 Unrealized +49.1%
ODP Corp/The 0.3%
Value $418K Shares 10,397 Est. Cost $34.71 Unrealized
TAP Molson Coors Beverage Co 0.3%
Value $405K Shares 8,733 Est. Cost $42.94 Unrealized -0.7%
GOLD A-Mark Precious Metals Inc 0.3%
Value $395K Shares 6,579 Est. Cost $15.68 Unrealized +61.3%
TE Connectivity Ltd 0.3%
Value $386K Shares 2,812 Est. Cost $135.20 Unrealized
FET Forum Energy Technologies Inc 0.3%
Value $381K Shares 16,899 Est. Cost $20.59 Unrealized 0.0%
Synaptogenix Inc 0.3%
Value $367K Shares 36,882 Est. Cost $9.90 Unrealized
WisdomTree Investments Inc 0.3%
Value $366K Shares 64,582 Est. Cost $7.65 Unrealized
ETFMG Prime Junior Silver Mine 0.3%
Value $365K Shares 30,905 Est. Cost $13.94 Unrealized
IAG IAMGOLD Corp 0.3%
Value $360K Shares 159,241 Est. Cost $2.50 Unrealized 0.0%
Amarin Corp PLC 0.3%
Value $360K Shares 70,670 Est. Cost $5.09 Unrealized
EBAY eBay Inc 0.3%
Value $350K Shares 5,028 Est. Cost $66.14 Unrealized 0.0%
GPRK Geopark Ltd 0.3%
Value $345K Shares 27,029 Est. Cost $11.63 Unrealized 0.0%
Altisource Asset Management Co 0.3%
Value $341K Shares 15,324 Est. Cost $22.25 Unrealized
GDXJ VanEck Junior Gold Miners ETF 0.3%
Value $335K Shares 8,728 Est. Cost $44.64 Unrealized
DSX Diana Shipping Inc 0.3%
Value $322K Shares 56,314 Est. Cost $2.79 Unrealized 0.0%
ESS Essex Property Trust Inc 0.2%
Value $317K Shares 990 Est. Cost $275.34 Unrealized 0.0%
RICK RCI Hospitality Holdings Inc 0.2%
Value $310K Shares 4,522 Est. Cost $65.39 Unrealized 0.0%
North Shore Global Uranium Min 0.2%
Value $300K Shares 3,957 Est. Cost $75.82 Unrealized
RDNW RumbleON Inc 0.2%
Value $299K Shares 7,664 Est. Cost $36.44 Unrealized 0.0%
GTX Garrett Motion Inc 0.2%
Value $296K Shares 40,166 Est. Cost $6.62 Unrealized +8.6%
O Realty Income Corp 0.2%
Value $282K Shares 4,344 Est. Cost $53.81 Unrealized 0.0%
ARCT Arcturus Therapeutics Holdings 0.2%
Value $252K Shares 5,280 Est. Cost $33.85 Unrealized +32.4%
PANL Pangaea Logistics Solutions Lt 0.2%
Value $248K Shares 49,128 Est. Cost $3.87 Unrealized 0.0%
NXE NexGen Energy Ltd 0.2%
Value $227K Shares 47,953 Est. Cost $4.42 Unrealized 0.0%
Quantum Corp 0.2%
Value $226K Shares 43,615 Est. Cost $5.86 Unrealized
Cyclerion Therapeutics Inc 0.2%
Value $214K Shares 69,818 Est. Cost $3.90 Unrealized
GPN Global Payments Inc 0.2%
Value $207K Shares 1,316 Est. Cost $166.72 Unrealized 0.0%
ORGN Origin Materials Inc 0.1%
Value $169K Shares 24,756 Est. Cost $6.86 Unrealized 0.0%
Sierra Wireless Inc 0.1%
Value $159K Shares 10,271 Est. Cost $15.48 Unrealized
IVAN/U Ivanhoe Capital Acquisition Co 0.1%
Value $148K Shares 14,241 Est. Cost $10.40 Unrealized
Fiesta Restaurant Group Inc 0.1%
Value $119K Shares 10,902 Est. Cost $10.92 Unrealized
Streamline Health Solutions In 0.1%
Value $109K Shares 62,519 Est. Cost $1.74 Unrealized
Alimera Sciences Inc 0.1%
Value $103K Shares 24,473 Est. Cost $9.54 Unrealized
LEGATO MERGER CORP 0.1%
Value $101K Shares 40,517 Est. Cost $2.03 Unrealized
NORTHERN STAR INVESTMENT C-A 0.1%
Value $100K Shares 70,670 Est. Cost $1.42 Unrealized
OPFI/WS OPPFI INC 0.1%
Value $99,000 Shares 64,160 Est. Cost $1.54 Unrealized
HYCROFT MINING HOLDING CORP 0.1%
Value $64,000 Shares 183,761 Est. Cost $1.23 Unrealized
Hycroft Mining Holding Corp 0.0%
Value $54,000 Shares 36,428 Est. Cost $2.36 Unrealized
PERSHING SQUARE TONTINE -A 0.0%
Value $48,000 Shares 37,192 Est. Cost $1.29 Unrealized