Crestline Management, LP Quant / Systematic

CIK: 0001536054 · Show all filings

Period: Q2 2017 (← Previous) (Next →)

Filing Date: Aug 14, 2017

Total Value ($000): $746,453 (100.0% shares, 0.0% debt)

Holdings (129)

JUNO THERAPEUTICS INC 69.6%
Value ($000) $519,553 Shares 17,382,192 Est. Cost $52.22 Unrealized
RF REGIONS FINL CORP NEW 0.9%
Value ($000) $6,588 Shares 450,000 Est. Cost $9.90 Unrealized +2.6%
CE CELANESE CORP DEL 0.9%
Value ($000) $6,408 Shares 67,500 Est. Cost $74.17 Unrealized +1.9%
MONSANTO CO NEW 0.8%
Value ($000) $6,273 Shares 53,000 Est. Cost $118.36 Unrealized
HON HONEYWELL INTL INC 0.8%
Value ($000) $6,265 Shares 47,000 Est. Cost $96.43 Unrealized +2.4%
BUNGE LIMITED 0.8%
Value ($000) $5,968 Shares 80,000 Est. Cost $77.65 Unrealized
VRSK VERISK ANALYTICS INC 0.8%
Value ($000) $5,844 Shares 69,264 Est. Cost $77.37 Unrealized 0.0%
WCN WASTE CONNECTIONS INC 0.7%
Value ($000) $4,993 Shares 77,500 Est. Cost $54.91 Unrealized +6.6%
APD AIR PRODS & CHEMS INC 0.6%
Value ($000) $4,649 Shares 32,500 Est. Cost $114.88 Unrealized 0.0%
DUN & BRADSTREET CORP DEL NE 0.6%
Value ($000) $4,613 Shares 42,653 Est. Cost $108.15 Unrealized
FDX FEDEX CORP 0.6%
Value ($000) $4,455 Shares 20,500 Est. Cost $165.14 Unrealized +3.5%
STERLING BANCORP DEL 0.6%
Value ($000) $4,418 Shares 190,000 Est. Cost $23.35 Unrealized
PB PROSPERITY BANCSHARES INC 0.6%
Value ($000) $4,176 Shares 65,000 Est. Cost $50.30 Unrealized +1.6%
AJG GALLAGHER ARTHUR J & CO 0.5%
Value ($000) $3,798 Shares 66,345 Est. Cost $49.64 Unrealized 0.0%
GILD GILEAD SCIENCES INC 0.5%
Value ($000) $3,601 Shares 50,881 Est. Cost $49.33 Unrealized -2.1%
RGA REINSURANCE GROUP AMER INC 0.5%
Value ($000) $3,470 Shares 27,029 Est. Cost $126.26 Unrealized 0.0%
FIS FIDELITY NATL INFORMATION SV 0.4%
Value ($000) $3,308 Shares 38,730 Est. Cost $71.76 Unrealized 0.0%
FDS FACTSET RESH SYS INC 0.4%
Value ($000) $3,258 Shares 19,605 Est. Cost $149.80 Unrealized 0.0%
LUV SOUTHWEST AIRLS CO 0.4%
Value ($000) $3,231 Shares 52,000 Est. Cost $48.94 Unrealized +6.9%
PEOPLES UNITED FINANCIAL INC 0.4%
Value ($000) $3,091 Shares 175,000 Est. Cost $18.71 Unrealized
TCBI TEXAS CAPITAL BANCSHARES INC 0.4%
Value ($000) $3,019 Shares 39,000 Est. Cost $70.19 Unrealized +9.7%
AMP AMERIPRISE FINL INC 0.4%
Value ($000) $2,972 Shares 23,345 Est. Cost $107.25 Unrealized 0.0%
BB&T CORP 0.4%
Value ($000) $2,815 Shares 62,000 Est. Cost $45.41 Unrealized
WAL WESTERN ALLIANCE BANCORP 0.4%
Value ($000) $2,755 Shares 56,000 Est. Cost $39.88 Unrealized +3.5%
AMG AFFILIATED MANAGERS GROUP 0.4%
Value ($000) $2,662 Shares 16,047 Est. Cost $154.87 Unrealized 0.0%
V VISA INC 0.4%
Value ($000) $2,650 Shares 28,254 Est. Cost $87.43 Unrealized 0.0%
BIIB BIOGEN INC 0.3%
Value ($000) $2,590 Shares 9,543 Est. Cost $264.42 Unrealized 0.0%
AGRIUM INC 0.3%
Value ($000) $2,579 Shares 28,500 Est. Cost $95.56 Unrealized
AIZ ASSURANT INC 0.3%
Value ($000) $2,528 Shares 24,376 Est. Cost $84.27 Unrealized 0.0%
UBSI UNITED BANKSHARES INC WEST V 0.3%
Value ($000) $2,430 Shares 62,000 Est. Cost $39.69 Unrealized 0.0%
MET METLIFE INC 0.3%
Value ($000) $2,393 Shares 43,555 Est. Cost $34.63 Unrealized 0.0%
FICO FAIR ISAAC CORP 0.3%
Value ($000) $2,307 Shares 16,545 Est. Cost $133.66 Unrealized 0.0%
TD AMERITRADE HLDG CORP 0.3%
Value ($000) $2,296 Shares 53,407 Est. Cost $42.99 Unrealized
FITB FIFTH THIRD BANCORP 0.3%
Value ($000) $2,207 Shares 85,000 Est. Cost $18.02 Unrealized 0.0%
CFG CITIZENS FINL GROUP INC 0.3%
Value ($000) $2,141 Shares 60,000 Est. Cost $25.16 Unrealized 0.0%
USB US BANCORP DEL 0.3%
Value ($000) $2,077 Shares 40,000 Est. Cost $36.02 Unrealized +2.6%
SRPT SAREPTA THERAPEUTICS INC 0.3%
Value ($000) $2,070 Shares 61,410 Est. Cost $31.70 Unrealized +2.7%
JBLU JETBLUE AIRWAYS CORP 0.3%
Value ($000) $2,055 Shares 90,000 Est. Cost $20.39 Unrealized +7.8%
NBIX NEUROCRINE BIOSCIENCES INC 0.3%
Value ($000) $2,054 Shares 44,658 Est. Cost $48.51 Unrealized 0.0%
BMRN BIOMARIN PHARMACEUTICAL INC 0.3%
Value ($000) $2,052 Shares 22,592 Est. Cost $89.57 Unrealized +1.6%
CATY CATHAY GEN BANCORP 0.3%
Value ($000) $2,049 Shares 54,000 Est. Cost $28.46 Unrealized -0.2%
ATHENE HLDG LTD 0.3%
Value ($000) $2,019 Shares 40,698 Est. Cost $49.61 Unrealized
BOH BANK HAWAII CORP 0.3%
Value ($000) $1,991 Shares 24,000 Est. Cost $57.74 Unrealized +0.6%
TREX TREX CO INC 0.3%
Value ($000) $1,918 Shares 28,351 Est. Cost $16.45 Unrealized +2.6%
ESPR ESPERION THERAPEUTICS INC NE 0.3%
Value ($000) $1,896 Shares 40,966 Est. Cost $27.49 Unrealized +33.8%
TOTAL SYS SVCS INC 0.2%
Value ($000) $1,860 Shares 31,930 Est. Cost $58.25 Unrealized
PTCT PTC THERAPEUTICS INC 0.2%
Value ($000) $1,792 Shares 97,789 Est. Cost $13.47 Unrealized 0.0%
COLFAX CORP 0.2%
Value ($000) $1,769 Shares 44,931 Est. Cost $37.54 Unrealized
HUM HUMANA INC 0.2%
Value ($000) $1,735 Shares 7,212 Est. Cost $210.64 Unrealized 0.0%
PARATEK PHARMACEUTICALS INC 0.2%
Value ($000) $1,730 Shares 71,799 Est. Cost $24.10 Unrealized
GNRC GENERAC HLDGS INC 0.2%
Value ($000) $1,709 Shares 47,294 Est. Cost $39.54 Unrealized -9.7%
EXPO EXPONENT INC 0.2%
Value ($000) $1,659 Shares 28,450 Est. Cost $26.27 Unrealized +3.3%
WRB BERKLEY W R CORP 0.2%
Value ($000) $1,568 Shares 22,663 Est. Cost $16.61 Unrealized 0.0%
GARDNER DENVER HLDGS INC 0.2%
Value ($000) $1,559 Shares 72,147 Est. Cost $21.61 Unrealized
ACGL ARCH CAP GROUP LTD 0.2%
Value ($000) $1,511 Shares 16,202 Est. Cost $30.16 Unrealized 0.0%
NEURODERM LTD 0.2%
Value ($000) $1,509 Shares 50,468 Est. Cost $28.71 Unrealized
WRIGHT MED GROUP N V 0.2%
Value ($000) $1,481 Shares 53,877 Est. Cost $26.54 Unrealized
ASPEN INSURANCE HOLDINGS LTD 0.2%
Value ($000) $1,457 Shares 29,221 Est. Cost $49.86 Unrealized
WTW WILLIS TOWERS WATSON PUB LTD 0.2%
Value ($000) $1,443 Shares 9,917 Est. Cost $123.84 Unrealized 0.0%
SHIRE PLC 0.2%
Value ($000) $1,439 Shares 8,706 Est. Cost $173.97 Unrealized
NDAQ NASDAQ INC 0.2%
Value ($000) $1,429 Shares 19,988 Est. Cost $20.04 Unrealized 0.0%
EWBC EAST WEST BANCORP INC 0.2%
Value ($000) $1,394 Shares 23,800 Est. Cost $30.01 Unrealized +49.7%
NUVASIVE INC 0.2%
Value ($000) $1,386 Shares 18,022 Est. Cost $76.91 Unrealized
NGVT INGEVITY CORP 0.2%
Value ($000) $1,381 Shares 24,056 Est. Cost $51.20 Unrealized +14.9%
PBYI PUMA BIOTECHNOLOGY INC 0.2%
Value ($000) $1,371 Shares 15,685 Est. Cost $39.94 Unrealized +40.1%
SPRING BK PHARMACEUTICALS IN 0.2%
Value ($000) $1,335 Shares 98,581 Est. Cost $13.54 Unrealized
RIGEL PHARMACEUTICALS INC 0.2%
Value ($000) $1,288 Shares 471,693 Est. Cost $2.73 Unrealized
ADURO BIOTECH INC 0.2%
Value ($000) $1,253 Shares 109,951 Est. Cost $10.98 Unrealized
H & E EQUIPMENT SERVICES INC 0.2%
Value ($000) $1,246 Shares 61,071 Est. Cost $22.69 Unrealized
VVV VALVOLINE INC 0.2%
Value ($000) $1,216 Shares 51,250 Est. Cost $23.16 Unrealized 0.0%
CIGNA CORPORATION 0.2%
Value ($000) $1,207 Shares 7,209 Est. Cost $146.80 Unrealized
TETRAPHASE PHARMACEUTICALS I 0.2%
Value ($000) $1,151 Shares 161,403 Est. Cost $7.81 Unrealized
TROW PRICE T ROWE GROUP INC 0.2%
Value ($000) $1,143 Shares 15,399 Est. Cost $51.89 Unrealized 0.0%
ICE INTERCONTINENTAL EXCHANGE IN 0.2%
Value ($000) $1,137 Shares 17,242 Est. Cost $54.91 Unrealized 0.0%
PLAB PHOTRONICS INC 0.2%
Value ($000) $1,137 Shares 120,956 Est. Cost $11.12 Unrealized -5.0%
VYX NCR CORP NEW 0.2%
Value ($000) $1,121 Shares 27,447 Est. Cost $25.38 Unrealized 0.0%
ASPEN TECHNOLOGY INC 0.1%
Value ($000) $1,102 Shares 19,947 Est. Cost $55.25 Unrealized
AFG AMERICAN FINL GROUP INC OHIO 0.1%
Value ($000) $1,093 Shares 10,997 Est. Cost $48.80 Unrealized 0.0%
PRI PRIMERICA INC 0.1%
Value ($000) $1,092 Shares 14,420 Est. Cost $78.46 Unrealized 0.0%
RADIUS HEALTH INC 0.1%
Value ($000) $1,087 Shares 24,036 Est. Cost $45.22 Unrealized
ARDX ARDELYX INC 0.1%
Value ($000) $1,080 Shares 211,727 Est. Cost $9.74 Unrealized -12.9%
SSD SIMPSON MANUFACTURING CO INC 0.1%
Value ($000) $1,075 Shares 24,586 Est. Cost $38.22 Unrealized 0.0%
LPLA LPL FINL HLDGS INC 0.1%
Value ($000) $1,075 Shares 25,319 Est. Cost $40.58 Unrealized 0.0%
BANCORPSOUTH INC 0.1%
Value ($000) $1,068 Shares 35,000 Est. Cost $30.51 Unrealized
SVB FINL GROUP 0.1%
Value ($000) $1,055 Shares 6,000 Est. Cost $184.31 Unrealized
ZOGENIX INC 0.1%
Value ($000) $1,045 Shares 72,091 Est. Cost $14.50 Unrealized
BLUEBIRD BIO INC 0.1%
Value ($000) $1,036 Shares 9,859 Est. Cost $105.08 Unrealized
PORTOLA PHARMACEUTICALS INC 0.1%
Value ($000) $1,028 Shares 18,305 Est. Cost $56.16 Unrealized
IGNYTA INC 0.1%
Value ($000) $958 Shares 92,561 Est. Cost $10.35 Unrealized
AERIE PHARMACEUTICALS INC 0.1%
Value ($000) $947 Shares 18,024 Est. Cost $52.54 Unrealized
TRECORA RES 0.1%
Value ($000) $898 Shares 79,807 Est. Cost $11.83 Unrealized
OM ASSET MGMT PLC 0.1%
Value ($000) $885 Shares 59,533 Est. Cost $14.87 Unrealized
ALNY ALNYLAM PHARMACEUTICALS INC 0.1%
Value ($000) $863 Shares 10,814 Est. Cost $63.91 Unrealized 0.0%
FOAMIX PHARMACEUTICALS LTD 0.1%
Value ($000) $824 Shares 177,488 Est. Cost $6.60 Unrealized
SEIC SEI INVESTMENTS CO 0.1%
Value ($000) $778 Shares 14,464 Est. Cost $46.13 Unrealized 0.0%
BLBD BLUE BIRD CORP 0.1%
Value ($000) $775 Shares 45,569 Est. Cost $18.05 Unrealized 0.0%
STEMLINE THERAPEUTICS INC 0.1%
Value ($000) $774 Shares 84,106 Est. Cost $9.20 Unrealized
SNDX SYNDAX PHARMACEUTICALS INC 0.1%
Value ($000) $773 Shares 55,368 Est. Cost $11.43 Unrealized 0.0%
IMMUNOGEN INC 0.1%
Value ($000) $771 Shares 108,435 Est. Cost $7.11 Unrealized
CNO CNO FINL GROUP INC 0.1%
Value ($000) $713 Shares 34,151 Est. Cost $17.03 Unrealized 0.0%
KEX KIRBY CORP 0.1%
Value ($000) $707 Shares 10,582 Est. Cost $66.05 Unrealized +3.1%
RDN RADIAN GROUP INC 0.1%
Value ($000) $694 Shares 42,416 Est. Cost $14.17 Unrealized 0.0%
ZBH ZIMMER BIOMET HLDGS INC 0.1%
Value ($000) $693 Shares 5,400 Est. Cost $109.45 Unrealized +1.0%
MCO MOODYS CORP 0.1%
Value ($000) $661 Shares 5,434 Est. Cost $108.23 Unrealized 0.0%
HCA HCA HEALTHCARE INC 0.1%
Value ($000) $629 Shares 7,209 Est. Cost $78.64 Unrealized 0.0%
HRI HERC HLDGS INC 0.1%
Value ($000) $619 Shares 15,733 Est. Cost $39.90 Unrealized -3.6%
MANITOWOC INC 0.1%
Value ($000) $601 Shares 99,944 Est. Cost $5.70 Unrealized
LPX LOUISIANA PAC CORP 0.1%
Value ($000) $593 Shares 24,607 Est. Cost $24.36 Unrealized 0.0%
DERMIRA INC 0.1%
Value ($000) $580 Shares 19,917 Est. Cost $33.18 Unrealized
MS MORGAN STANLEY 0.1%
Value ($000) $561 Shares 12,579 Est. Cost $33.54 Unrealized 0.0%
HRTX HERON THERAPEUTICS INC 0.1%
Value ($000) $513 Shares 37,020 Est. Cost $14.48 Unrealized 0.0%
AKBA AKEBIA THERAPEUTICS INC 0.1%
Value ($000) $504 Shares 35,098 Est. Cost $12.68 Unrealized 0.0%
EMN EASTMAN CHEM CO 0.1%
Value ($000) $454 Shares 1,500 Est. Cost Unrealized
IESC IES HLDGS INC 0.1%
Value ($000) $437 Shares 24,077 Est. Cost $17.29 Unrealized 0.0%
BCPC BALCHEM CORP 0.1%
Value ($000) $432 Shares 5,557 Est. Cost $76.13 Unrealized -0.2%
GENMARK DIAGNOSTICS INC 0.1%
Value ($000) $426 Shares 36,046 Est. Cost $11.82 Unrealized
FORTERRA INC 0.0%
Value ($000) $348 Shares 42,330 Est. Cost $8.22 Unrealized
ADM ARCHER DANIELS MIDLAND CO 0.0%
Value ($000) $345 Shares 2,000 Est. Cost Unrealized
AXOVANT SCIENCES LTD 0.0%
Value ($000) $334 Shares 14,419 Est. Cost $23.16 Unrealized
IOVA IOVANCE BIOTHERAPEUTICS INC 0.0%
Value ($000) $318 Shares 43,254 Est. Cost $6.36 Unrealized 0.0%
BLACK KNIGHT FINL SVCS INC 0.0%
Value ($000) $302 Shares 7,376 Est. Cost $40.94 Unrealized
CE CELANESE CORP DEL 0.0%
Value ($000) $280 Shares 1,000 Est. Cost $74.17 Unrealized +1.9%
PACWEST BANCORP DEL 0.0%
Value ($000) $280 Shares 6,000 Est. Cost $50.80 Unrealized
BRO BROWN & BROWN INC 0.0%
Value ($000) $273 Shares 6,332 Est. Cost $19.99 Unrealized 0.0%
DBV TECHNOLOGIES S A 0.0%
Value ($000) $257 Shares 7,210 Est. Cost $35.64 Unrealized
VERSARTIS INC 0.0%
Value ($000) $252 Shares 14,418 Est. Cost $17.48 Unrealized
INCY INCYTE CORP 0.0%
Value ($000) $227 Shares 1,802 Est. Cost $104.39 Unrealized +21.9%
FNB FNB CORP PA 0.0%
Value ($000) $227 Shares 16,000 Est. Cost $9.22 Unrealized +8.7%
GENERAL ELECTRIC CO 0.0%
Value ($000) $210 Shares 2,500 Est. Cost Unrealized