Crestline Management, LP Quant / Systematic

CIK: 0001536054 · Show all filings

Period: Q2 2020 (← Previous) (Next →)

Filing Date: Aug 14, 2020

Total Value ($000): $545,582 (100.0% shares, 0.0% debt)

Holdings (160)

DNLI DENALI THERAPEUTICS INC 60.5%
Value ($000) $329,933 Shares 13,644,881 Est. Cost $17.97 Unrealized +30.8%
PCG PG&E CORP 1.9%
Value ($000) $10,245 Shares 1,155,000 Est. Cost $10.77 Unrealized 0.0%
BARCLAYS BK PLC 1.6%
Value ($000) $8,488 Shares 250,000 Est. Cost Unrealized
SPY SPDR S&P 500 ETF TR 1.4%
Value ($000) $7,401 Shares 24,000 Est. Cost $308.35 Unrealized
AMAT APPLIED MATLS INC 1.3%
Value ($000) $6,952 Shares 115,000 Est. Cost $53.66 Unrealized -4.5%
FXE INVESCO CURRENCYSHARES EURO 1.2%
Value ($000) $6,359 Shares 60,000 Est. Cost Unrealized
QQQ INVESCO QQQ TR 1.1%
Value ($000) $6,190 Shares 25,000 Est. Cost Unrealized
QQQ INVESCO QQQ TR 1.1%
Value ($000) $6,190 Shares 25,000 Est. Cost Unrealized
AMH AMERICAN HOMES 4 RENT 1.1%
Value ($000) $5,840 Shares 217,084 Est. Cost $25.05 Unrealized
NXPI NXP SEMICONDUCTORS N V 1.1%
Value ($000) $5,809 Shares 50,937 Est. Cost $101.35 Unrealized -10.3%
AVGO BROADCOM INC 1.0%
Value ($000) $5,365 Shares 17,000 Est. Cost $24.52 Unrealized 0.0%
BRX BRIXMOR PPTY GROUP INC 1.0%
Value ($000) $5,280 Shares 411,822 Est. Cost $12.82 Unrealized
WOR WORTHINGTON INDS INC 1.0%
Value ($000) $5,267 Shares 141,201 Est. Cost $17.84 Unrealized 0.0%
XLF SELECT SECTOR SPDR TR 0.8%
Value ($000) $4,628 Shares 200,000 Est. Cost Unrealized
HIW HIGHWOODS PPTYS INC 0.8%
Value ($000) $4,405 Shares 118,000 Est. Cost $37.33 Unrealized
IGV ISHARES TR 0.8%
Value ($000) $4,264 Shares 15,000 Est. Cost Unrealized
ORCL ORACLE CORP 0.8%
Value ($000) $4,145 Shares 75,000 Est. Cost Unrealized
AEM AGNICO EAGLE MINES LTD 0.7%
Value ($000) $3,946 Shares 61,600 Est. Cost $51.75 Unrealized 0.0%
IYR ISHARES TR 0.7%
Value ($000) $3,941 Shares 50,000 Est. Cost Unrealized
LAM RESEARCH CORP 0.7%
Value ($000) $3,720 Shares 11,500 Est. Cost $240.02 Unrealized
INTC INTEL CORP 0.7%
Value ($000) $3,709 Shares 62,000 Est. Cost $52.33 Unrealized +1.6%
FXY INVESCO CURRENCYSHARES JAPAN 0.6%
Value ($000) $3,508 Shares 40,000 Est. Cost Unrealized
ADBE ADOBE INC 0.6%
Value ($000) $3,265 Shares 7,500 Est. Cost $370.53 Unrealized 0.0%
AAT AMERICAN ASSETS TR INC 0.6%
Value ($000) $3,032 Shares 108,896 Est. Cost $25.00 Unrealized
SPY SPDR S&P 500 ETF TR 0.5%
Value ($000) $2,703 Shares 8,766 Est. Cost $308.35 Unrealized
GDX VANECK VECTORS ETF TR 0.5%
Value ($000) $2,678 Shares 73,011 Est. Cost $23.04 Unrealized
MCHP MICROCHIP TECHNOLOGY INC. 0.5%
Value ($000) $2,633 Shares 24,998 Est. Cost $42.00 Unrealized -3.9%
CMG CHIPOTLE MEXICAN GRILL INC 0.5%
Value ($000) $2,631 Shares 2,500 Est. Cost Unrealized
CMG CHIPOTLE MEXICAN GRILL INC 0.5%
Value ($000) $2,631 Shares 2,500 Est. Cost Unrealized
CSCO CISCO SYS INC 0.4%
Value ($000) $2,332 Shares 50,000 Est. Cost Unrealized
CCK CROWN HLDGS INC 0.4%
Value ($000) $2,214 Shares 34,000 Est. Cost $65.11 Unrealized -8.2%
QRVO QORVO INC 0.4%
Value ($000) $2,100 Shares 19,000 Est. Cost $99.10 Unrealized 0.0%
MSFT MICROSOFT CORP 0.4%
Value ($000) $2,035 Shares 10,000 Est. Cost $173.06 Unrealized 0.0%
NVDA NVIDIA CORPORATION 0.3%
Value ($000) $1,900 Shares 5,000 Est. Cost $8.06 Unrealized 0.0%
CSTM CONSTELLIUM SE 0.3%
Value ($000) $1,574 Shares 205,000 Est. Cost $7.27 Unrealized 0.0%
VALE VALE S A 0.3%
Value ($000) $1,547 Shares 150,000 Est. Cost $8.96 Unrealized
NVDA NVIDIA CORPORATION 0.3%
Value ($000) $1,520 Shares 4,000 Est. Cost $8.06 Unrealized 0.0%
AAPL APPLE INC 0.3%
Value ($000) $1,499 Shares 4,110 Est. Cost $75.09 Unrealized 0.0%
BVN COMPANIA DE MINAS BUENAVENTU 0.3%
Value ($000) $1,417 Shares 155,000 Est. Cost $9.14 Unrealized
MSFT MICROSOFT CORP 0.3%
Value ($000) $1,413 Shares 6,944 Est. Cost $173.06 Unrealized 0.0%
FCPT FOUR CORNERS PPTY TR INC 0.2%
Value ($000) $1,327 Shares 54,386 Est. Cost $24.40 Unrealized
RPRX ROYALTY PHARMA PLC 0.2%
Value ($000) $1,245 Shares 25,644 Est. Cost $49.50 Unrealized 0.0%
DUKE REALTY CORP 0.2%
Value ($000) $1,186 Shares 33,500 Est. Cost $35.40 Unrealized
PLYM PLYMOUTH INDL REIT INC 0.2%
Value ($000) $1,113 Shares 86,973 Est. Cost $18.32 Unrealized
CHTR CHARTER COMMUNICATIONS INC N 0.2%
Value ($000) $1,106 Shares 2,168 Est. Cost $507.25 Unrealized 0.0%
ADBE ADOBE INC 0.2%
Value ($000) $1,088 Shares 2,500 Est. Cost $370.53 Unrealized 0.0%
LEGN LEGEND BIOTECH CORP 0.2%
Value ($000) $1,064 Shares 25,000 Est. Cost $42.56 Unrealized
META FACEBOOK INC 0.2%
Value ($000) $1,022 Shares 4,500 Est. Cost $207.33 Unrealized 0.0%
VZ VERIZON COMMUNICATIONS INC 0.2%
Value ($000) $1,008 Shares 18,291 Est. Cost $40.75 Unrealized 0.0%
NVRI HARSCO CORP 0.2%
Value ($000) $983 Shares 72,737 Est. Cost $10.05 Unrealized 0.0%
SNAP SNAP INC 0.2%
Value ($000) $940 Shares 40,000 Est. Cost Unrealized
SNAP SNAP INC 0.2%
Value ($000) $940 Shares 40,000 Est. Cost Unrealized
BARCLAYS BK PLC 0.2%
Value ($000) $936 Shares 30,000 Est. Cost Unrealized
WOR WORTHINGTON INDS INC 0.2%
Value ($000) $933 Shares 25,000 Est. Cost $17.84 Unrealized 0.0%
NFLX NETFLIX INC 0.2%
Value ($000) $910 Shares 2,000 Est. Cost Unrealized
NFLX NETFLIX INC 0.2%
Value ($000) $910 Shares 2,000 Est. Cost Unrealized
TMUS T-MOBILE US INC 0.2%
Value ($000) $885 Shares 8,500 Est. Cost $92.61 Unrealized 0.0%
MARVELL TECHNOLOGY GROUP LTD 0.2%
Value ($000) $877 Shares 25,000 Est. Cost $35.08 Unrealized
LITE LUMENTUM HLDGS INC 0.2%
Value ($000) $876 Shares 10,752 Est. Cost $78.70 Unrealized -3.2%
PYPL PAYPAL HLDGS INC 0.2%
Value ($000) $871 Shares 5,000 Est. Cost $137.88 Unrealized 0.0%
ADBE ADOBE INC 0.2%
Value ($000) $857 Shares 1,968 Est. Cost $370.53 Unrealized 0.0%
FAST FASTENAL CO 0.2%
Value ($000) $857 Shares 20,000 Est. Cost Unrealized
FAST FASTENAL CO 0.2%
Value ($000) $857 Shares 20,000 Est. Cost Unrealized
SBAC SBA COMMUNICATIONS CORP NEW 0.2%
Value ($000) $851 Shares 2,858 Est. Cost $274.07 Unrealized 0.0%
PFSI PENNYMAC FINL SVCS INC NEW 0.2%
Value ($000) $836 Shares 20,000 Est. Cost Unrealized
AZEK CO INC 0.1%
Value ($000) $797 Shares 25,000 Est. Cost $31.88 Unrealized
LULU LULULEMON ATHLETICA INC 0.1%
Value ($000) $780 Shares 2,500 Est. Cost Unrealized
LULU LULULEMON ATHLETICA INC 0.1%
Value ($000) $780 Shares 2,500 Est. Cost Unrealized
REPARE THERAPEUTICS INC 0.1%
Value ($000) $779 Shares 25,101 Est. Cost $31.03 Unrealized
DPZ DOMINOS PIZZA INC 0.1%
Value ($000) $739 Shares 2,000 Est. Cost Unrealized
DPZ DOMINOS PIZZA INC 0.1%
Value ($000) $739 Shares 2,000 Est. Cost Unrealized
CRM SALESFORCE COM INC 0.1%
Value ($000) $711 Shares 3,795 Est. Cost $166.47 Unrealized 0.0%
MA MASTERCARD INCORPORATED 0.1%
Value ($000) $703 Shares 2,376 Est. Cost $273.34 Unrealized 0.0%
COLLECTORS UNIVERSE INC 0.1%
Value ($000) $686 Shares 20,000 Est. Cost Unrealized
TSCO TRACTOR SUPPLY CO 0.1%
Value ($000) $659 Shares 5,000 Est. Cost Unrealized
TSCO TRACTOR SUPPLY CO 0.1%
Value ($000) $659 Shares 5,000 Est. Cost Unrealized
FSLY FASTLY INC 0.1%
Value ($000) $638 Shares 7,500 Est. Cost Unrealized
WDAY WORKDAY INC 0.1%
Value ($000) $627 Shares 3,349 Est. Cost $161.65 Unrealized 0.0%
NEM NEWMONT CORP 0.1%
Value ($000) $617 Shares 10,000 Est. Cost $37.89 Unrealized +31.6%
W WAYFAIR INC 0.1%
Value ($000) $593 Shares 3,000 Est. Cost Unrealized
CITRIX SYS INC 0.1%
Value ($000) $592 Shares 4,000 Est. Cost Unrealized
CITRIX SYS INC 0.1%
Value ($000) $592 Shares 4,000 Est. Cost Unrealized
DISCOVERY INC 0.1%
Value ($000) $576 Shares 27,300 Est. Cost $21.10 Unrealized
W WAYFAIR INC 0.1%
Value ($000) $553 Shares 2,800 Est. Cost Unrealized
AKAM AKAMAI TECHNOLOGIES INC 0.1%
Value ($000) $535 Shares 5,000 Est. Cost Unrealized
AKAM AKAMAI TECHNOLOGIES INC 0.1%
Value ($000) $535 Shares 5,000 Est. Cost Unrealized
VRNS VARONIS SYS INC 0.1%
Value ($000) $531 Shares 6,000 Est. Cost Unrealized
EA ELECTRONIC ARTS INC 0.1%
Value ($000) $528 Shares 4,000 Est. Cost Unrealized
EA ELECTRONIC ARTS INC 0.1%
Value ($000) $528 Shares 4,000 Est. Cost Unrealized
VROOM INC 0.1%
Value ($000) $521 Shares 10,000 Est. Cost $52.10 Unrealized
CHTR CHARTER COMMUNICATIONS INC N 0.1%
Value ($000) $510 Shares 1,000 Est. Cost $507.25 Unrealized 0.0%
CHTR CHARTER COMMUNICATIONS INC N 0.1%
Value ($000) $510 Shares 1,000 Est. Cost $507.25 Unrealized 0.0%
GTM ZOOMINFO TECHNOLOGIES INC 0.1%
Value ($000) $510 Shares 10,000 Est. Cost $47.80 Unrealized 0.0%
LHX L3HARRIS TECHNOLOGIES INC 0.1%
Value ($000) $509 Shares 3,000 Est. Cost Unrealized
ESS ESSEX PPTY TR INC 0.1%
Value ($000) $504 Shares 2,200 Est. Cost Unrealized
FISV FISERV INC 0.1%
Value ($000) $488 Shares 5,000 Est. Cost Unrealized
SYNA SYNAPTICS INC 0.1%
Value ($000) $481 Shares 8,000 Est. Cost $62.68 Unrealized 0.0%
BILI BILIBILI INC 0.1%
Value ($000) $463 Shares 10,000 Est. Cost Unrealized
LOPE GRAND CANYON ED INC 0.1%
Value ($000) $453 Shares 5,000 Est. Cost Unrealized
PYPL PAYPAL HLDGS INC 0.1%
Value ($000) $436 Shares 2,500 Est. Cost $137.88 Unrealized 0.0%
FSLY FASTLY INC 0.1%
Value ($000) $426 Shares 5,000 Est. Cost Unrealized
GPN GLOBAL PMTS INC 0.1%
Value ($000) $424 Shares 2,500 Est. Cost Unrealized
KMB KIMBERLY CLARK CORP 0.1%
Value ($000) $424 Shares 3,000 Est. Cost Unrealized
KMB KIMBERLY CLARK CORP 0.1%
Value ($000) $424 Shares 3,000 Est. Cost Unrealized
TTWO TAKE-TWO INTERACTIVE SOFTWAR 0.1%
Value ($000) $419 Shares 3,000 Est. Cost Unrealized
TTWO TAKE-TWO INTERACTIVE SOFTWAR 0.1%
Value ($000) $419 Shares 3,000 Est. Cost Unrealized
ALGN ALIGN TECHNOLOGY INC 0.1%
Value ($000) $412 Shares 1,500 Est. Cost Unrealized
ALGN ALIGN TECHNOLOGY INC 0.1%
Value ($000) $412 Shares 1,500 Est. Cost Unrealized
TJX TJX COS INC NEW 0.1%
Value ($000) $404 Shares 8,000 Est. Cost Unrealized
FIS FIDELITY NATL INFORMATION SV 0.1%
Value ($000) $402 Shares 3,000 Est. Cost Unrealized
ACI ALBERTSONS COS INC 0.1%
Value ($000) $394 Shares 25,000 Est. Cost $10.29 Unrealized 0.0%
COWEN INC 0.1%
Value ($000) $389 Shares 24,000 Est. Cost Unrealized
JKHY HENRY JACK & ASSOC INC 0.1%
Value ($000) $368 Shares 2,000 Est. Cost Unrealized
JKHY HENRY JACK & ASSOC INC 0.1%
Value ($000) $368 Shares 2,000 Est. Cost Unrealized
VICR VICOR CORP 0.1%
Value ($000) $360 Shares 5,000 Est. Cost Unrealized
OSPN ONESPAN INC 0.1%
Value ($000) $349 Shares 12,500 Est. Cost Unrealized
IRBTQ IROBOT CORP 0.1%
Value ($000) $336 Shares 4,000 Est. Cost Unrealized
IRBTQ IROBOT CORP 0.1%
Value ($000) $336 Shares 4,000 Est. Cost Unrealized
INSW INTERNATIONAL SEAWAYS INC 0.1%
Value ($000) $327 Shares 20,000 Est. Cost Unrealized
JBLU JETBLUE AWYS CORP 0.1%
Value ($000) $327 Shares 30,000 Est. Cost Unrealized
BED BATH & BEYOND INC 0.1%
Value ($000) $318 Shares 30,000 Est. Cost Unrealized
DCH AMERICAN AXLE & MFG HLDGS IN 0.1%
Value ($000) $315 Shares 41,512 Est. Cost $5.77 Unrealized 0.0%
CVNA CARVANA CO 0.1%
Value ($000) $301 Shares 2,500 Est. Cost Unrealized
CVNA CARVANA CO 0.1%
Value ($000) $301 Shares 2,500 Est. Cost Unrealized
WMG WARNER MUSIC GROUP CORP 0.1%
Value ($000) $295 Shares 10,000 Est. Cost $27.74 Unrealized 0.0%
PCTY PAYLOCITY HLDG CORP 0.1%
Value ($000) $292 Shares 2,000 Est. Cost Unrealized
META FACEBOOK INC 0.0%
Value ($000) $272 Shares 1,200 Est. Cost $207.33 Unrealized 0.0%
APPLIED MOLECULAR TRANS INC 0.0%
Value ($000) $251 Shares 10,000 Est. Cost $25.10 Unrealized
VIPS VIPSHOP HOLDINGS LIMITED 0.0%
Value ($000) $249 Shares 12,500 Est. Cost Unrealized
VIPS VIPSHOP HOLDINGS LIMITED 0.0%
Value ($000) $249 Shares 12,500 Est. Cost Unrealized
NWSA NEWS CORP NEW 0.0%
Value ($000) $237 Shares 20,000 Est. Cost Unrealized
AKOUOS INC 0.0%
Value ($000) $225 Shares 10,000 Est. Cost $22.50 Unrealized
DADA NEXUS LTD 0.0%
Value ($000) $223 Shares 10,000 Est. Cost $22.30 Unrealized
PCVX VAXCYTE INC 0.0%
Value ($000) $221 Shares 7,000 Est. Cost $32.16 Unrealized 0.0%
API AGORA INC 0.0%
Value ($000) $221 Shares 5,000 Est. Cost $44.20 Unrealized
IR INGERSOLL RAND INC 0.0%
Value ($000) $219 Shares 7,800 Est. Cost Unrealized
KNX KNIGHT SWIFT TRANSN HLDGS IN 0.0%
Value ($000) $209 Shares 5,000 Est. Cost Unrealized
KNX KNIGHT SWIFT TRANSN HLDGS IN 0.0%
Value ($000) $209 Shares 5,000 Est. Cost Unrealized
TDC TERADATA CORP DEL 0.0%
Value ($000) $208 Shares 10,000 Est. Cost Unrealized
GOGL GOLDEN OCEAN GROUP LTD 0.0%
Value ($000) $194 Shares 50,000 Est. Cost $3.88 Unrealized
MRNA MODERNA INC 0.0%
Value ($000) $193 Shares 3,000 Est. Cost Unrealized
EWA ISHARES INC 0.0%
Value ($000) $193 Shares 10,000 Est. Cost Unrealized
STNG SCORPIO TANKERS INC 0.0%
Value ($000) $192 Shares 15,000 Est. Cost Unrealized
SPARK ENERGY INC 0.0%
Value ($000) $177 Shares 25,000 Est. Cost Unrealized
FUSION PHARMACEUTICALS INC 0.0%
Value ($000) $175 Shares 10,000 Est. Cost $17.50 Unrealized
MTSI MACOM TECH SOLUTIONS HLDGS I 0.0%
Value ($000) $172 Shares 5,000 Est. Cost Unrealized
MTSI MACOM TECH SOLUTIONS HLDGS I 0.0%
Value ($000) $172 Shares 5,000 Est. Cost Unrealized
CTRA CABOT OIL & GAS CORP 0.0%
Value ($000) $172 Shares 10,000 Est. Cost Unrealized
DSP GROUP INC 0.0%
Value ($000) $159 Shares 10,000 Est. Cost Unrealized
LIBERTY MEDIA CORP DEL 0.0%
Value ($000) $159 Shares 5,000 Est. Cost Unrealized
CALX CALIX INC 0.0%
Value ($000) $149 Shares 10,000 Est. Cost Unrealized
SONO SONOS INC 0.0%
Value ($000) $146 Shares 10,000 Est. Cost Unrealized
EZPW EZCORP INC 0.0%
Value ($000) $126 Shares 20,000 Est. Cost Unrealized
BLUCORA INC 0.0%
Value ($000) $114 Shares 10,000 Est. Cost Unrealized
DHT DHT HOLDINGS INC 0.0%
Value ($000) $103 Shares 20,000 Est. Cost Unrealized
SINCLAIR BROADCAST GROUP INC 0.0%
Value ($000) $92 Shares 5,000 Est. Cost Unrealized
DYNAVAX TECHNOLOGIES CORP 0.0%
Value ($000) $89 Shares 10,000 Est. Cost Unrealized
SCHNITZER STL INDS 0.0%
Value ($000) $88 Shares 5,000 Est. Cost Unrealized
UNITED STATES STL CORP NEW 0.0%
Value ($000) $72 Shares 10,000 Est. Cost Unrealized
HERTZ GLOBAL HLDGS INC 0.0%
Value ($000) $61 Shares 43,400 Est. Cost Unrealized