Crestline Management, LP Quant / Systematic

CIK: 0001536054 · Show all filings

Period: Q3 2023 (← Previous) (Next →)

Filing Date: Nov 14, 2023

Total Value ($000): $858,442 (100.0% shares, 0.0% debt)

Holdings (143)

DNLI DENALI THERAPEUTICS INC 14.3%
Value ($000) $122,970 Shares 5,960,732 Est. Cost $33.82 Unrealized -25.0%
NVDA NVIDIA CORPORATION 2.4%
Value ($000) $20,305 Shares 46,680 Est. Cost $27.51 Unrealized +62.8%
SPY SPDR S&P 500 ETF TR 2.3%
Value ($000) $20,092 Shares 47,000 Est. Cost Unrealized
VYX NCR CORP NEW 1.8%
Value ($000) $15,459 Shares 573,183 Est. Cost $18.50 Unrealized -8.0%
ACA ARCOSA INC 1.7%
Value ($000) $14,652 Shares 203,783 Est. Cost $57.62 Unrealized +30.9%
PPL PPL CORP 1.7%
Value ($000) $14,587 Shares 619,155 Est. Cost $25.14 Unrealized -5.3%
NI NISOURCE INC 1.7%
Value ($000) $14,184 Shares 574,717 Est. Cost $25.07 Unrealized -0.1%
SANA SANA BIOTECHNOLOGY INC 1.5%
Value ($000) $13,025 Shares 3,365,624 Est. Cost $21.17 Unrealized -74.6%
TECK TECK RESOURCES LTD 1.5%
Value ($000) $12,825 Shares 297,625 Est. Cost $41.44 Unrealized 0.0%
RIO RIO TINTO PLC 1.4%
Value ($000) $12,425 Shares 195,235 Est. Cost $64.90 Unrealized
SQM SOCIEDAD QUIMICA Y MINERA DE 1.4%
Value ($000) $12,070 Shares 202,285 Est. Cost $62.42 Unrealized
AIG AMERICAN INTL GROUP INC 1.4%
Value ($000) $11,872 Shares 195,909 Est. Cost $51.83 Unrealized +9.3%
RXO RXO INC 1.3%
Value ($000) $11,400 Shares 577,818 Est. Cost $18.11 Unrealized +8.8%
CCJ CAMECO CORP 1.3%
Value ($000) $11,233 Shares 283,363 Est. Cost $24.37 Unrealized +44.3%
PCTY PAYLOCITY HLDG CORP 1.3%
Value ($000) $11,060 Shares 60,872 Est. Cost $200.92 Unrealized -0.0%
AVGO BROADCOM INC 1.3%
Value ($000) $11,044 Shares 13,297 Est. Cost $50.58 Unrealized +66.0%
EXC EXELON CORP 1.3%
Value ($000) $10,746 Shares 284,355 Est. Cost $37.41 Unrealized -0.5%
DK DELEK US HLDGS INC NEW 1.2%
Value ($000) $10,512 Shares 370,000 Est. Cost $21.78 Unrealized +11.1%
WCC WESCO INTL INC 1.2%
Value ($000) $10,505 Shares 73,040 Est. Cost $125.31 Unrealized +25.9%
MIR MIRION TECHNOLOGIES INC 1.2%
Value ($000) $10,458 Shares 1,400,000 Est. Cost $7.78 Unrealized +1.2%
ALL ALLSTATE CORP 1.2%
Value ($000) $10,027 Shares 90,000 Est. Cost $103.58 Unrealized 0.0%
SPIRIT AIRLS INC 1.2%
Value ($000) $9,900 Shares 600,000 Est. Cost $17.84 Unrealized
ATI ATI INC 1.1%
Value ($000) $9,659 Shares 234,729 Est. Cost $40.65 Unrealized +9.3%
MRCY MERCURY SYS INC 1.1%
Value ($000) $9,589 Shares 258,545 Est. Cost $42.71 Unrealized -13.6%
MSFT MICROSOFT CORP 1.1%
Value ($000) $9,473 Shares 30,000 Est. Cost $250.41 Unrealized +29.6%
RGLD ROYAL GOLD INC 1.1%
Value ($000) $9,299 Shares 87,457 Est. Cost $117.10 Unrealized -2.9%
SMARTSHEET INC 1.1%
Value ($000) $9,235 Shares 228,256 Est. Cost $39.51 Unrealized
SO SOUTHERN CO 1.1%
Value ($000) $9,033 Shares 139,566 Est. Cost $63.40 Unrealized +0.6%
MET METLIFE INC 1.0%
Value ($000) $8,897 Shares 141,424 Est. Cost $52.25 Unrealized +11.0%
CBOE CBOE GLOBAL MKTS INC 1.0%
Value ($000) $8,671 Shares 55,509 Est. Cost $140.78 Unrealized +2.1%
LPLA LPL FINL HLDGS INC 1.0%
Value ($000) $8,464 Shares 35,614 Est. Cost $205.29 Unrealized +13.1%
GDX VANECK ETF TRUST 1.0%
Value ($000) $8,432 Shares 313,335 Est. Cost $29.39 Unrealized
MU MICRON TECHNOLOGY INC 1.0%
Value ($000) $8,368 Shares 123,000 Est. Cost $64.47 Unrealized +2.8%
AQN ALGONQUIN PWR UTILS CORP 1.0%
Value ($000) $8,288 Shares 1,400,000 Est. Cost $6.86 Unrealized -2.7%
APO APOLLO GLOBAL MGMT INC 0.9%
Value ($000) $8,078 Shares 90,000 Est. Cost $64.27 Unrealized +26.1%
CLF CLEVELAND-CLIFFS INC NEW 0.9%
Value ($000) $7,922 Shares 506,850 Est. Cost $15.61 Unrealized 0.0%
GT GOODYEAR TIRE & RUBR CO 0.9%
Value ($000) $7,458 Shares 600,000 Est. Cost $13.59 Unrealized 0.0%
HBAN HUNTINGTON BANCSHARES INC 0.8%
Value ($000) $7,208 Shares 693,049 Est. Cost $12.16 Unrealized -17.0%
SRE SEMPRA 0.8%
Value ($000) $7,109 Shares 104,500 Est. Cost $66.61 Unrealized 0.0%
RMBS RAMBUS INC DEL 0.8%
Value ($000) $7,087 Shares 127,027 Est. Cost $30.67 Unrealized +85.0%
ARMK ARAMARK 0.8%
Value ($000) $7,014 Shares 280,000 Est. Cost $27.19 Unrealized 0.0%
GPRE GREEN PLAINS INC 0.8%
Value ($000) $6,984 Shares 232,039 Est. Cost $32.53 Unrealized +0.7%
WFC WELLS FARGO CO NEW 0.8%
Value ($000) $6,946 Shares 170,000 Est. Cost $40.64 Unrealized +0.1%
CNP CENTERPOINT ENERGY INC 0.8%
Value ($000) $6,723 Shares 250,403 Est. Cost $27.24 Unrealized -0.4%
TFC TRUIST FINL CORP 0.8%
Value ($000) $6,580 Shares 230,000 Est. Cost $27.15 Unrealized 0.0%
BAC BANK AMERICA CORP 0.8%
Value ($000) $6,571 Shares 240,000 Est. Cost $27.82 Unrealized 0.0%
TRV TRAVELERS COMPANIES INC 0.8%
Value ($000) $6,532 Shares 40,000 Est. Cost $160.77 Unrealized -0.6%
GXO GXO LOGISTICS INCORPORATED 0.8%
Value ($000) $6,480 Shares 110,494 Est. Cost $56.10 Unrealized +11.5%
TSM TAIWAN SEMICONDUCTOR MFG LTD 0.7%
Value ($000) $6,433 Shares 74,029 Est. Cost $93.02 Unrealized
AEM AGNICO EAGLE MINES LTD 0.7%
Value ($000) $6,382 Shares 140,408 Est. Cost $47.08 Unrealized -0.9%
PCG PG&E CORP 0.7%
Value ($000) $6,363 Shares 394,474 Est. Cost $16.05 Unrealized +5.8%
META META PLATFORMS INC 0.7%
Value ($000) $6,304 Shares 21,000 Est. Cost $246.05 Unrealized +21.6%
NUE NUCOR CORP 0.7%
Value ($000) $6,287 Shares 40,214 Est. Cost $140.25 Unrealized +13.7%
WTW WILLIS TOWERS WATSON PLC LTD 0.7%
Value ($000) $6,269 Shares 30,000 Est. Cost $206.89 Unrealized 0.0%
GPK GRAPHIC PACKAGING HLDG CO 0.7%
Value ($000) $5,910 Shares 265,250 Est. Cost $24.70 Unrealized -7.1%
MRSH MARSH & MCLENNAN COS INC 0.7%
Value ($000) $5,709 Shares 30,000 Est. Cost $154.95 Unrealized +19.1%
MRVL MARVELL TECHNOLOGY INC 0.7%
Value ($000) $5,684 Shares 105,000 Est. Cost $58.53 Unrealized 0.0%
ETR ENTERGY CORP NEW 0.6%
Value ($000) $5,520 Shares 59,678 Est. Cost $47.76 Unrealized -6.1%
FE FIRSTENERGY CORP 0.6%
Value ($000) $5,497 Shares 160,818 Est. Cost $35.18 Unrealized -4.2%
CME CME GROUP INC 0.6%
Value ($000) $5,406 Shares 27,000 Est. Cost $164.04 Unrealized +9.8%
PCOR PROCORE TECHNOLOGIES INC 0.6%
Value ($000) $5,335 Shares 81,668 Est. Cost $66.82 Unrealized 0.0%
ARCH RESOURCES INC 0.6%
Value ($000) $5,052 Shares 29,600 Est. Cost $170.66 Unrealized
NOW SERVICENOW INC 0.6%
Value ($000) $4,918 Shares 8,799 Est. Cost $101.87 Unrealized +12.0%
PNC PNC FINL SVCS GROUP INC 0.6%
Value ($000) $4,911 Shares 40,000 Est. Cost $110.41 Unrealized +4.2%
LNT ALLIANT ENERGY CORP 0.6%
Value ($000) $4,880 Shares 100,726 Est. Cost $47.84 Unrealized 0.0%
MTSI MACOM TECH SOLUTIONS HLDGS I 0.6%
Value ($000) $4,781 Shares 58,600 Est. Cost $60.58 Unrealized +22.1%
SPGI S&P GLOBAL INC 0.5%
Value ($000) $4,655 Shares 12,740 Est. Cost $369.12 Unrealized +4.5%
ICE INTERCONTINENTAL EXCHANGE IN 0.5%
Value ($000) $4,619 Shares 41,981 Est. Cost $111.18 Unrealized 0.0%
CF CF INDS HLDGS INC 0.5%
Value ($000) $4,231 Shares 49,350 Est. Cost $66.33 Unrealized +12.6%
WRB BERKLEY W R CORP 0.5%
Value ($000) $4,127 Shares 65,000 Est. Cost $38.71 Unrealized 0.0%
WY WEYERHAEUSER CO MTN BE 0.5%
Value ($000) $3,944 Shares 128,625 Est. Cost $30.62 Unrealized 0.0%
VCSH VANGUARD SCOTTSDALE FDS 0.5%
Value ($000) $3,864 Shares 51,417 Est. Cost $76.26 Unrealized
PRU PRUDENTIAL FINL INC 0.4%
Value ($000) $3,796 Shares 40,000 Est. Cost $84.29 Unrealized 0.0%
PAYC PAYCOM SOFTWARE INC 0.4%
Value ($000) $3,531 Shares 13,619 Est. Cost $299.32 Unrealized 0.0%
CRM SALESFORCE INC 0.4%
Value ($000) $3,373 Shares 16,633 Est. Cost $206.21 Unrealized +3.5%
CFLT CONFLUENT INC 0.4%
Value ($000) $3,358 Shares 113,422 Est. Cost $33.51 Unrealized 0.0%
CDNS CADENCE DESIGN SYSTEM INC 0.4%
Value ($000) $3,280 Shares 14,000 Est. Cost $234.06 Unrealized 0.0%
CRWD CROWDSTRIKE HLDGS INC 0.4%
Value ($000) $3,235 Shares 19,328 Est. Cost $141.87 Unrealized +9.6%
EWBC EAST WEST BANCORP INC 0.4%
Value ($000) $3,163 Shares 60,000 Est. Cost $52.40 Unrealized 0.0%
MDB MONGODB INC 0.4%
Value ($000) $3,095 Shares 8,948 Est. Cost $379.62 Unrealized 0.0%
ADI ANALOG DEVICES INC 0.3%
Value ($000) $2,977 Shares 17,000 Est. Cost $149.81 Unrealized +18.1%
ONTO ONTO INNOVATION INC 0.3%
Value ($000) $2,947 Shares 23,107 Est. Cost $118.86 Unrealized 0.0%
FLR FLUOR CORP NEW 0.3%
Value ($000) $2,943 Shares 80,201 Est. Cost $33.00 Unrealized +1.5%
PEGA PEGASYSTEMS INC 0.3%
Value ($000) $2,867 Shares 66,056 Est. Cost $21.91 Unrealized +11.7%
APD AIR PRODS & CHEMS INC 0.3%
Value ($000) $2,834 Shares 10,000 Est. Cost $274.86 Unrealized 0.0%
IT GARTNER INC 0.3%
Value ($000) $2,794 Shares 8,132 Est. Cost $340.25 Unrealized +2.5%
KKR KKR & CO INC 0.3%
Value ($000) $2,772 Shares 45,000 Est. Cost $52.26 Unrealized +14.4%
SF STIFEL FINL CORP 0.3%
Value ($000) $2,765 Shares 45,000 Est. Cost $60.35 Unrealized 0.0%
UEC URANIUM ENERGY CORP 0.3%
Value ($000) $2,704 Shares 525,000 Est. Cost $4.07 Unrealized 0.0%
MCO MOODYS CORP 0.3%
Value ($000) $2,668 Shares 8,439 Est. Cost $333.80 Unrealized 0.0%
HUBS HUBSPOT INC 0.3%
Value ($000) $2,567 Shares 5,213 Est. Cost $522.44 Unrealized 0.0%
MTB M & T BK CORP 0.3%
Value ($000) $2,529 Shares 20,000 Est. Cost $120.47 Unrealized 0.0%
EGHT 8X8 INC NEW 0.3%
Value ($000) $2,516 Shares 998,380 Est. Cost $4.02 Unrealized -11.6%
ACLS AXCELIS TECHNOLOGIES INC 0.3%
Value ($000) $2,501 Shares 15,336 Est. Cost $143.96 Unrealized +22.2%
WEC WEC ENERGY GROUP INC 0.3%
Value ($000) $2,492 Shares 30,940 Est. Cost $83.94 Unrealized -5.0%
NTRA NATERA INC 0.3%
Value ($000) $2,481 Shares 56,073 Est. Cost $46.13 Unrealized +10.6%
AMD ADVANCED MICRO DEVICES INC 0.3%
Value ($000) $2,468 Shares 24,000 Est. Cost $108.55 Unrealized 0.0%
KBR KBR INC 0.3%
Value ($000) $2,426 Shares 41,168 Est. Cost $50.85 Unrealized +17.9%
AMZN AMAZON COM INC 0.3%
Value ($000) $2,415 Shares 19,000 Est. Cost $114.20 Unrealized +17.3%
GOOGL ALPHABET INC 0.3%
Value ($000) $2,355 Shares 18,000 Est. Cost $103.06 Unrealized +24.6%
FCNCA FIRST CTZNS BANCSHARES INC N 0.3%
Value ($000) $2,346 Shares 1,700 Est. Cost $1361.65 Unrealized 0.0%
KNF KNIFE RIVER CORP 0.3%
Value ($000) $2,316 Shares 47,438 Est. Cost $47.47 Unrealized 0.0%
AWK AMERICAN WTR WKS CO INC NEW 0.3%
Value ($000) $2,265 Shares 18,289 Est. Cost $138.91 Unrealized -4.4%
FHN FIRST HORIZON CORPORATION 0.3%
Value ($000) $2,195 Shares 199,154 Est. Cost $11.92 Unrealized -4.8%
MCHP MICROCHIP TECHNOLOGY INC. 0.2%
Value ($000) $2,107 Shares 27,000 Est. Cost $65.42 Unrealized +20.3%
BERRY GLOBAL GROUP INC 0.2%
Value ($000) $2,041 Shares 32,969 Est. Cost $58.90 Unrealized
DT DYNATRACE INC 0.2%
Value ($000) $2,004 Shares 42,874 Est. Cost $40.49 Unrealized +21.3%
NTR NUTRIEN LTD 0.2%
Value ($000) $1,976 Shares 32,000 Est. Cost $58.29 Unrealized 0.0%
SMTC SEMTECH CORP 0.2%
Value ($000) $1,957 Shares 76,000 Est. Cost $26.26 Unrealized 0.0%
SNDX SYNDAX PHARMACEUTICALS INC 0.2%
Value ($000) $1,952 Shares 134,464 Est. Cost $19.70 Unrealized -4.0%
FHI FEDERATED HERMES INC 0.2%
Value ($000) $1,863 Shares 55,000 Est. Cost $30.76 Unrealized 0.0%
TX TERNIUM SA 0.2%
Value ($000) $1,780 Shares 44,622 Est. Cost $39.90 Unrealized
VEEV VEEVA SYS INC 0.2%
Value ($000) $1,740 Shares 8,552 Est. Cost $182.38 Unrealized +10.5%
CLDX CELLDEX THERAPEUTICS INC NEW 0.2%
Value ($000) $1,737 Shares 63,110 Est. Cost $31.83 Unrealized -1.5%
UNITED STATES STL CORP NEW 0.2%
Value ($000) $1,551 Shares 47,750 Est. Cost $32.48 Unrealized
WOR WORTHINGTON INDS INC 0.2%
Value ($000) $1,546 Shares 25,000 Est. Cost $43.95 Unrealized 0.0%
MSCI MSCI INC 0.2%
Value ($000) $1,503 Shares 2,929 Est. Cost $473.00 Unrealized +8.0%
XEL XCEL ENERGY INC 0.2%
Value ($000) $1,502 Shares 26,251 Est. Cost $55.18 Unrealized 0.0%
LNC LINCOLN NATL CORP IND 0.2%
Value ($000) $1,481 Shares 60,000 Est. Cost $18.69 Unrealized +21.3%
APH AMPHENOL CORP NEW 0.2%
Value ($000) $1,428 Shares 17,000 Est. Cost $42.14 Unrealized 0.0%
SLQD ISHARES TR 0.1%
Value ($000) $1,248 Shares 26,000 Est. Cost $48.46 Unrealized
GERN GERON CORP 0.1%
Value ($000) $1,241 Shares 585,151 Est. Cost $2.82 Unrealized -3.8%
VECO VEECO INSTRS INC DEL 0.1%
Value ($000) $1,201 Shares 42,742 Est. Cost $21.99 Unrealized +25.3%
KVUE KENVUE INC 0.1%
Value ($000) $1,107 Shares 55,154 Est. Cost $21.04 Unrealized 0.0%
NRG NRG ENERGY INC 0.1%
Value ($000) $1,052 Shares 27,300 Est. Cost $36.05 Unrealized 0.0%
COF CAPITAL ONE FINL CORP 0.1%
Value ($000) $971 Shares 10,000 Est. Cost $103.04 Unrealized 0.0%
GFI GOLD FIELDS LTD 0.1%
Value ($000) $969 Shares 89,250 Est. Cost $13.58 Unrealized
STM STMICROELECTRONICS N V 0.1%
Value ($000) $863 Shares 20,000 Est. Cost $49.82 Unrealized
HZO MARINEMAX INC 0.1%
Value ($000) $821 Shares 25,000 Est. Cost $34.77 Unrealized 0.0%
CGAU CENTERRA GOLD INC 0.1%
Value ($000) $820 Shares 167,675 Est. Cost $5.79 Unrealized -5.0%
AFL AFLAC INC 0.1%
Value ($000) $768 Shares 10,000 Est. Cost $63.22 Unrealized +11.5%
XHB SPDR SER TR 0.1%
Value ($000) $766 Shares 10,000 Est. Cost Unrealized
AGENUS INC 0.1%
Value ($000) $751 Shares 665,000 Est. Cost $1.13 Unrealized
PSTG PURE STORAGE INC 0.1%
Value ($000) $712 Shares 20,000 Est. Cost $37.08 Unrealized 0.0%
VERA VERA THERAPEUTICS INC 0.1%
Value ($000) $622 Shares 45,380 Est. Cost $8.18 Unrealized +109.7%
CYTK CYTOKINETICS INC 0.1%
Value ($000) $589 Shares 20,000 Est. Cost $33.30 Unrealized 0.0%
TVTX TRAVERE THERAPEUTICS INC 0.1%
Value ($000) $549 Shares 61,421 Est. Cost $21.19 Unrealized -33.4%
ACTIVISION BLIZZARD INC 0.1%
Value ($000) $468 Shares 5,000 Est. Cost $93.63 Unrealized
JBLU JETBLUE AWYS CORP 0.1%
Value ($000) $460 Shares 100,000 Est. Cost Unrealized
SIMO SILICON MOTION TECHNOLOGY CO 0.0%
Value ($000) $410 Shares 8,000 Est. Cost $65.22 Unrealized
CFG CITIZENS FINL GROUP INC 0.0%
Value ($000) $268 Shares 10,000 Est. Cost $25.76 Unrealized 0.0%
PBYI PUMA BIOTECHNOLOGY INC 0.0%
Value ($000) $86 Shares 32,639 Est. Cost $2.73 Unrealized +24.8%
SPIRIT AIRLS INC 0.0%
Value ($000) $26 Shares 1,600 Est. Cost $17.84 Unrealized