Diametric Capital, LP Quant / Systematic

CIK: 0001719087 · Show all filings

Period: Q4 2021 (← Previous) (Next →)

Filing Date: Feb 14, 2022

Total Value ($000): $130,611 (100.0% shares, 0.0% debt)

Holdings (155)

STRL Sterling Construction Co Inc 5.4%
Value ($000) $6,993 Shares 265,880 Est. Cost $18.41 Unrealized +39.7%
BYD Boyd Gaming Corp 4.4%
Value ($000) $5,684 Shares 86,686 Est. Cost $25.49 Unrealized +138.8%
BRSL International Game Technology 4.1%
Value ($000) $5,314 Shares 183,814 Est. Cost $11.52 Unrealized +74.4%
NVT nVent Electric PLC 4.1%
Value ($000) $5,299 Shares 139,460 Est. Cost $28.93 Unrealized +15.5%
BLDR Builders FirstSource Inc 3.8%
Value ($000) $4,987 Shares 58,190 Est. Cost $62.89 Unrealized +7.7%
VB Vanguard Small-Cap ETF 3.7%
Value ($000) $4,793 Shares 21,207 Est. Cost $226.01 Unrealized
AIR AAR Corp 3.6%
Value ($000) $4,664 Shares 119,503 Est. Cost $35.62 Unrealized +0.2%
TDG TransDigm Group Inc 3.6%
Value ($000) $4,656 Shares 7,318 Est. Cost $520.38 Unrealized 0.0%
MGM MGM Resorts International 2.4%
Value ($000) $3,084 Shares 68,710 Est. Cost $41.46 Unrealized +8.3%
GSM Ferroglobe PLC 2.1%
Value ($000) $2,696 Shares 434,205 Est. Cost $5.56 Unrealized +20.0%
GNRC Generac Holdings Inc 1.9%
Value ($000) $2,545 Shares 7,232 Est. Cost $414.80 Unrealized 0.0%
MAT Mattel Inc 1.7%
Value ($000) $2,260 Shares 104,825 Est. Cost $20.76 Unrealized +1.0%
ASTL Algoma Steel Group Inc 1.6%
Value ($000) $2,067 Shares 191,185 Est. Cost $9.75 Unrealized 0.0%
JILL J Jill Inc 1.6%
Value ($000) $2,051 Shares 107,259 Est. Cost $16.33 Unrealized +1.6%
PZZA Papa John's International Inc 1.6%
Value ($000) $2,038 Shares 15,266 Est. Cost $67.25 Unrealized +66.5%
Fortress Transportation and In 1.5%
Value ($000) $1,914 Shares 66,167 Est. Cost $24.87 Unrealized
PLAY Dave & Buster's Entertainment 1.4%
Value ($000) $1,798 Shares 46,825 Est. Cost $38.32 Unrealized -3.2%
EAT Brinker International Inc 1.4%
Value ($000) $1,793 Shares 48,990 Est. Cost $33.80 Unrealized +22.2%
Hostess Brands Inc 1.4%
Value ($000) $1,784 Shares 87,370 Est. Cost $14.03 Unrealized
SMLR Semler Scientific Inc 1.3%
Value ($000) $1,666 Shares 18,183 Est. Cost $114.32 Unrealized -2.0%
EXPE Expedia Group Inc 1.3%
Value ($000) $1,663 Shares 9,201 Est. Cost $141.91 Unrealized +18.8%
Arch Resources Inc 1.3%
Value ($000) $1,638 Shares 17,932 Est. Cost $79.00 Unrealized
ZIM ZIM Integrated Shipping Servic 1.2%
Value ($000) $1,552 Shares 26,374 Est. Cost $51.18 Unrealized 0.0%
RH RH 1.1%
Value ($000) $1,447 Shares 2,699 Est. Cost $484.47 Unrealized +27.0%
Gores Guggenheim Inc 1.1%
Value ($000) $1,403 Shares 119,933 Est. Cost $11.70 Unrealized
ASO Academy Sports & Outdoors Inc 1.0%
Value ($000) $1,370 Shares 31,198 Est. Cost $29.94 Unrealized +40.5%
TBHC Kirkland's Inc 1.0%
Value ($000) $1,345 Shares 90,091 Est. Cost $17.08 Unrealized +20.7%
PRKS SeaWorld Entertainment Inc 1.0%
Value ($000) $1,303 Shares 20,095 Est. Cost $25.05 Unrealized +151.2%
EQH Equitable Holdings Inc 1.0%
Value ($000) $1,282 Shares 39,092 Est. Cost $20.87 Unrealized +41.7%
IJS iShares S&P Small-Cap 600 Valu 1.0%
Value ($000) $1,278 Shares 12,234 Est. Cost $104.46 Unrealized
TTI TETRA Technologies Inc 0.9%
Value ($000) $1,220 Shares 441,872 Est. Cost $1.64 Unrealized +87.7%
Celestica Inc 0.9%
Value ($000) $1,161 Shares 104,319 Est. Cost $8.52 Unrealized
Chimerix Inc 0.9%
Value ($000) $1,139 Shares 177,140 Est. Cost $7.05 Unrealized
LMT Lockheed Martin Corp 0.9%
Value ($000) $1,137 Shares 3,198 Est. Cost $308.96 Unrealized 0.0%
Houghton Mifflin Harcourt Co 0.8%
Value ($000) $1,082 Shares 67,174 Est. Cost $14.23 Unrealized
Agrify Corp 0.8%
Value ($000) $1,077 Shares 117,012 Est. Cost $9.20 Unrealized
VLRS Controladora Vuela Cia de Avia 0.8%
Value ($000) $1,053 Shares 58,610 Est. Cost $17.97 Unrealized
STZ Constellation Brands Inc 0.8%
Value ($000) $1,040 Shares 4,143 Est. Cost $187.99 Unrealized +13.0%
ATI Allegheny Technologies Inc 0.8%
Value ($000) $1,034 Shares 64,939 Est. Cost $22.93 Unrealized -30.0%
HROW Harrow Health Inc 0.8%
Value ($000) $1,028 Shares 119,030 Est. Cost $7.87 Unrealized +25.6%
SILC Silicom Ltd 0.7%
Value ($000) $937 Shares 18,150 Est. Cost $43.38 Unrealized +2.2%
SMTI Sanara Medtech Inc 0.7%
Value ($000) $868 Shares 29,362 Est. Cost $32.48 Unrealized -3.1%
AMPY Amplify Energy Corp 0.6%
Value ($000) $843 Shares 270,925 Est. Cost $2.97 Unrealized +12.8%
DAC Danaos Corp 0.6%
Value ($000) $749 Shares 10,027 Est. Cost $62.08 Unrealized 0.0%
EMBJ Embraer SA 0.6%
Value ($000) $731 Shares 41,161 Est. Cost $17.76 Unrealized
Twitter Inc 0.5%
Value ($000) $713 Shares 16,508 Est. Cost $43.19 Unrealized
Earthstone Energy Inc 0.5%
Value ($000) $703 Shares 64,235 Est. Cost $10.94 Unrealized
HRBR Harbor Diversified Inc 0.5%
Value ($000) $677 Shares 76,869 Est. Cost $1.93 Unrealized 0.0%
Sierra Wireless Inc 0.5%
Value ($000) $634 Shares 35,997 Est. Cost $17.00 Unrealized
UPS United Parcel Service Inc 0.5%
Value ($000) $626 Shares 2,920 Est. Cost $168.57 Unrealized 0.0%
TAP Molson Coors Beverage Co 0.5%
Value ($000) $594 Shares 12,817 Est. Cost $42.10 Unrealized -4.2%
BWMX Betterware de Mexico SAB de CV 0.4%
Value ($000) $572 Shares 27,283 Est. Cost $27.33 Unrealized -31.3%
RSI Rush Street Interactive Inc 0.4%
Value ($000) $569 Shares 34,474 Est. Cost $15.65 Unrealized +20.5%
MX Magnachip Semiconductor Corp 0.4%
Value ($000) $542 Shares 25,857 Est. Cost $18.48 Unrealized 0.0%
COLL Collegium Pharmaceutical Inc 0.4%
Value ($000) $537 Shares 18,064 Est. Cost $19.49 Unrealized 0.0%
POLWQ 1847 GOEDEKER INC 0.4%
Value ($000) $536 Shares 443,003 Est. Cost $1.65 Unrealized
North Shore Global Uranium Min 0.4%
Value ($000) $508 Shares 7,049 Est. Cost $74.17 Unrealized
BKD Brookdale Senior Living Inc 0.4%
Value ($000) $499 Shares 96,699 Est. Cost $7.14 Unrealized -12.6%
JBI Janus International Group Inc 0.4%
Value ($000) $469 Shares 37,466 Est. Cost $12.77 Unrealized 0.0%
Vivid Seats Inc 0.4%
Value ($000) $461 Shares 42,381 Est. Cost $10.88 Unrealized
TSAT Telesat Corp 0.3%
Value ($000) $442 Shares 15,431 Est. Cost $40.01 Unrealized 0.0%
MLCO Melco Resorts & Entertainment 0.3%
Value ($000) $442 Shares 43,434 Est. Cost $18.43 Unrealized
GRPN Groupon Inc 0.3%
Value ($000) $424 Shares 18,308 Est. Cost $23.34 Unrealized 0.0%
NMM Navios Maritime Partners LP 0.3%
Value ($000) $422 Shares 16,816 Est. Cost $32.33 Unrealized
ELA Envela Corp 0.3%
Value ($000) $415 Shares 102,082 Est. Cost $5.03 Unrealized -17.1%
GPN Global Payments Inc 0.3%
Value ($000) $414 Shares 3,064 Est. Cost $147.20 Unrealized -10.0%
ANF Abercrombie & Fitch Co 0.3%
Value ($000) $412 Shares 11,820 Est. Cost $38.62 Unrealized +1.2%
EBAY eBay Inc 0.3%
Value ($000) $402 Shares 6,050 Est. Cost $66.12 Unrealized -0.2%
WH Wyndham Hotels & Resorts Inc 0.3%
Value ($000) $390 Shares 4,354 Est. Cost $83.56 Unrealized 0.0%
RR Donnelley & Sons Co 0.3%
Value ($000) $387 Shares 34,387 Est. Cost $4.71 Unrealized
GT Goodyear Tire & Rubber Co/The 0.3%
Value ($000) $386 Shares 18,123 Est. Cost $16.23 Unrealized +27.9%
Monmouth Real Estate Investmen 0.3%
Value ($000) $385 Shares 18,311 Est. Cost $21.03 Unrealized
Atotech Ltd 0.3%
Value ($000) $371 Shares 14,532 Est. Cost $25.53 Unrealized
WEN Wendy's Co/The 0.3%
Value ($000) $354 Shares 14,844 Est. Cost $22.80 Unrealized -2.4%
BTI British American Tobacco PLC 0.3%
Value ($000) $352 Shares 9,402 Est. Cost $37.44 Unrealized
APPS Digital Turbine Inc 0.3%
Value ($000) $342 Shares 5,614 Est. Cost $68.03 Unrealized 0.0%
TRIP TripAdvisor Inc 0.3%
Value ($000) $340 Shares 12,479 Est. Cost $30.64 Unrealized 0.0%
IRD Ocuphire Pharma Inc 0.3%
Value ($000) $334 Shares 89,442 Est. Cost $4.01 Unrealized 0.0%
Ferro Corp 0.3%
Value ($000) $330 Shares 15,122 Est. Cost $21.82 Unrealized
Drive Shack Inc 0.3%
Value ($000) $330 Shares 230,589 Est. Cost $1.43 Unrealized
NXST Nexstar Media Group Inc 0.2%
Value ($000) $319 Shares 2,111 Est. Cost $126.92 Unrealized +5.6%
ODP Corp/The 0.2%
Value ($000) $318 Shares 8,092 Est. Cost $34.71 Unrealized
McAfee Corp 0.2%
Value ($000) $317 Shares 12,287 Est. Cost $25.80 Unrealized
LEE Lee Enterprises Inc 0.2%
Value ($000) $317 Shares 9,181 Est. Cost $25.38 Unrealized 0.0%
Nuance Communications Inc 0.2%
Value ($000) $314 Shares 5,671 Est. Cost $55.37 Unrealized
Magellan Health Inc 0.2%
Value ($000) $314 Shares 3,309 Est. Cost $94.89 Unrealized
CyrusOne Inc 0.2%
Value ($000) $314 Shares 3,500 Est. Cost $89.71 Unrealized
Teekay LNG Partners LP 0.2%
Value ($000) $314 Shares 18,548 Est. Cost $16.93 Unrealized
Forterra Inc 0.2%
Value ($000) $312 Shares 13,114 Est. Cost $23.79 Unrealized
First Midwest Bancorp Inc/IL 0.2%
Value ($000) $312 Shares 15,240 Est. Cost $20.47 Unrealized
Kirkland Lake Gold Ltd 0.2%
Value ($000) $312 Shares 7,442 Est. Cost $41.92 Unrealized
FTS International Inc 0.2%
Value ($000) $310 Shares 11,814 Est. Cost $26.24 Unrealized
TPB Turning Point Brands Inc 0.2%
Value ($000) $310 Shares 8,203 Est. Cost $46.24 Unrealized -12.2%
ACEL Accel Entertainment Inc 0.2%
Value ($000) $310 Shares 23,809 Est. Cost $11.45 Unrealized +11.0%
Flagstar Bancorp Inc 0.2%
Value ($000) $306 Shares 6,379 Est. Cost $47.97 Unrealized
RICK RCI Hospitality Holdings Inc 0.2%
Value ($000) $298 Shares 3,826 Est. Cost $65.39 Unrealized +6.4%
NCLH Norwegian Cruise Line Holdings 0.2%
Value ($000) $297 Shares 14,312 Est. Cost $23.91 Unrealized 0.0%
MetroMile Inc 0.2%
Value ($000) $296 Shares 135,190 Est. Cost $2.19 Unrealized
DWSN Dawson Geophysical Co 0.2%
Value ($000) $295 Shares 127,349 Est. Cost $1.96 Unrealized 0.0%
AEO American Eagle Outfitters Inc 0.2%
Value ($000) $294 Shares 11,616 Est. Cost $22.57 Unrealized 0.0%
Investors Bancorp Inc 0.2%
Value ($000) $292 Shares 19,257 Est. Cost $15.16 Unrealized
American National Group Inc 0.2%
Value ($000) $290 Shares 1,536 Est. Cost $188.80 Unrealized
CBTX Inc 0.2%
Value ($000) $270 Shares 9,300 Est. Cost $29.03 Unrealized
NeoPhotonics Corp 0.2%
Value ($000) $265 Shares 17,248 Est. Cost $15.36 Unrealized
CNDT Conduent Inc 0.2%
Value ($000) $263 Shares 49,224 Est. Cost $5.97 Unrealized 0.0%
People's United Financial Inc 0.2%
Value ($000) $261 Shares 14,650 Est. Cost $17.82 Unrealized
Synaptogenix Inc 0.2%
Value ($000) $260 Shares 30,521 Est. Cost $9.90 Unrealized
MGNI Magnite Inc 0.2%
Value ($000) $259 Shares 14,802 Est. Cost $22.54 Unrealized 0.0%
AGO Assured Guaranty Ltd 0.2%
Value ($000) $258 Shares 5,144 Est. Cost $48.39 Unrealized 0.0%
CIVI Civitas Resources Inc 0.2%
Value ($000) $255 Shares 5,208 Est. Cost $37.02 Unrealized 0.0%
CorePoint Lodging Inc 0.2%
Value ($000) $254 Shares 16,186 Est. Cost $15.69 Unrealized
FVCB FVCBankcorp Inc 0.2%
Value ($000) $251 Shares 12,760 Est. Cost $16.02 Unrealized 0.0%
Great Western Bancorp Inc 0.2%
Value ($000) $249 Shares 7,324 Est. Cost $34.00 Unrealized
JACK Jack in the Box Inc 0.2%
Value ($000) $245 Shares 2,796 Est. Cost $92.89 Unrealized 0.0%
Independence Holding Co 0.2%
Value ($000) $244 Shares 4,300 Est. Cost $56.74 Unrealized
SGI Tempur Sealy International Inc 0.2%
Value ($000) $236 Shares 5,019 Est. Cost $27.08 Unrealized +67.4%
Sterling Bancorp/DE 0.2%
Value ($000) $232 Shares 8,978 Est. Cost $25.84 Unrealized
Intersect ENT Inc 0.2%
Value ($000) $232 Shares 8,506 Est. Cost $27.27 Unrealized
Kraton Corp 0.2%
Value ($000) $230 Shares 4,962 Est. Cost $46.35 Unrealized
IHS Markit Ltd 0.2%
Value ($000) $228 Shares 1,713 Est. Cost $133.10 Unrealized
BLMN Bloomin' Brands Inc 0.2%
Value ($000) $227 Shares 10,813 Est. Cost $23.35 Unrealized -23.7%
SPX FLOW Inc 0.2%
Value ($000) $225 Shares 2,600 Est. Cost $86.54 Unrealized
TriState Capital Holdings Inc 0.2%
Value ($000) $225 Shares 7,443 Est. Cost $30.23 Unrealized
1847 Goedeker Inc 0.2%
Value ($000) $216 Shares 90,072 Est. Cost $2.40 Unrealized
Welbilt Inc 0.2%
Value ($000) $213 Shares 8,979 Est. Cost $23.72 Unrealized
Seanergy Maritime Holdings Cor 0.2%
Value ($000) $211 Shares 229,895 Est. Cost $0.92 Unrealized
Triple-S Management Corp 0.2%
Value ($000) $211 Shares 5,907 Est. Cost $35.72 Unrealized
CLBT Cellebrite DI Ltd 0.2%
Value ($000) $209 Shares 26,075 Est. Cost $9.42 Unrealized 0.0%
ATTOF Atento SA 0.2%
Value ($000) $202 Shares 7,897 Est. Cost $25.14 Unrealized 0.0%
Quantum Corp 0.2%
Value ($000) $199 Shares 36,082 Est. Cost $5.86 Unrealized
Golden Star Resources Ltd 0.1%
Value ($000) $195 Shares 50,798 Est. Cost $3.84 Unrealized
Mogo Inc 0.1%
Value ($000) $194 Shares 56,679 Est. Cost $3.42 Unrealized
STNE StoneCo Ltd 0.1%
Value ($000) $193 Shares 11,443 Est. Cost $16.87 Unrealized
IVAN/U SES AI Corp 0.1%
Value ($000) $187 Shares 17,734 Est. Cost $10.43 Unrealized
ASLE AerSale Corp 0.1%
Value ($000) $184 Shares 10,394 Est. Cost $18.65 Unrealized 0.0%
Vertex Energy Inc 0.1%
Value ($000) $183 Shares 40,328 Est. Cost $4.54 Unrealized
Cinedigm Corp 0.1%
Value ($000) $176 Shares 151,723 Est. Cost $2.51 Unrealized
Kaleyra Inc 0.1%
Value ($000) $176 Shares 17,506 Est. Cost $10.05 Unrealized
Cyclerion Therapeutics Inc 0.1%
Value ($000) $173 Shares 100,480 Est. Cost $3.23 Unrealized
GreenSky Inc 0.1%
Value ($000) $168 Shares 14,768 Est. Cost $11.38 Unrealized
PAE Inc 0.1%
Value ($000) $165 Shares 16,657 Est. Cost $9.91 Unrealized
LFMD LifeMD Inc 0.1%
Value ($000) $149 Shares 38,542 Est. Cost $4.73 Unrealized 0.0%
ASYS Amtech Systems Inc 0.1%
Value ($000) $137 Shares 13,859 Est. Cost $10.26 Unrealized +12.5%
ASTLW ALGOMA STEEL GROUP INC 0.1%
Value ($000) $122 Shares 42,693 Est. Cost $2.86 Unrealized
Golden Nugget Online Gaming In 0.1%
Value ($000) $121 Shares 12,169 Est. Cost $9.94 Unrealized
UBER Uber Technologies Inc 0.1%
Value ($000) $116 Shares 11,487 Est. Cost $43.11 Unrealized 0.0%
ZENV Zenvia Inc 0.1%
Value ($000) $115 Shares 16,992 Est. Cost $10.38 Unrealized 0.0%
Casper Sleep Inc 0.1%
Value ($000) $114 Shares 17,000 Est. Cost $6.71 Unrealized
IAG IAMGOLD Corp 0.1%
Value ($000) $110 Shares 35,197 Est. Cost $2.50 Unrealized +17.6%
BTU Peabody Energy Corp 0.1%
Value ($000) $108 Shares 10,683 Est. Cost $11.68 Unrealized 0.0%
Barnes & Noble Education Inc 0.1%
Value ($000) $105 Shares 78,130 Est. Cost $9.99 Unrealized
TE Connectivity Ltd 0.1%
Value ($000) $88 Shares 16,217 Est. Cost $27.93 Unrealized
Twin Vee PowerCats Co 0.0%
Value ($000) $64 Shares 15,979 Est. Cost $4.01 Unrealized
NORTHERN STAR INVESTMENT C-A 0.0%
Value ($000) $51 Shares 80,821 Est. Cost $1.32 Unrealized
PERSHING SQUARE TONTINE -A 0.0%
Value ($000) $46 Shares 35,137 Est. Cost $1.29 Unrealized