Crestline Management, LP Quant / Systematic

CIK: 0001536054 · Show all filings

Period: Q4 2023 (← Previous) (Next →)

Filing Date: Feb 12, 2024

Total Value ($000): $1,173,615 (100.0% shares, 0.0% debt)

Holdings (157)

DNLI DENALI THERAPEUTICS INC 10.4%
Value ($000) $121,479 Shares 5,660,732 Est. Cost $33.82 Unrealized -41.4%
IWM ISHARES TR 5.1%
Value ($000) $59,511 Shares 296,500 Est. Cost Unrealized
M MACYS INC 2.7%
Value ($000) $32,192 Shares 1,600,000 Est. Cost $14.47 Unrealized 0.0%
ET ENERGY TRANSFER L P 2.4%
Value ($000) $27,600 Shares 2,000,000 Est. Cost $13.80 Unrealized
FR FIRST INDL RLTY TR INC 2.2%
Value ($000) $26,335 Shares 500,000 Est. Cost $52.67 Unrealized
QQQ INVESCO QQQ TR 2.0%
Value ($000) $23,957 Shares 58,500 Est. Cost Unrealized
SPY SPDR S&P 500 ETF TR 2.0%
Value ($000) $23,766 Shares 50,000 Est. Cost $475.31 Unrealized
ACA ARCOSA INC 1.5%
Value ($000) $18,164 Shares 219,801 Est. Cost $58.74 Unrealized +24.3%
NI NISOURCE INC 1.5%
Value ($000) $17,055 Shares 642,382 Est. Cost $24.97 Unrealized -3.7%
BHC BAUSCH HEALTH COS INC 1.4%
Value ($000) $16,040 Shares 2,000,000 Est. Cost $7.28 Unrealized 0.0%
PPL PPL CORP 1.3%
Value ($000) $15,701 Shares 579,364 Est. Cost $25.14 Unrealized -6.2%
AIG AMERICAN INTL GROUP INC 1.3%
Value ($000) $15,375 Shares 226,933 Est. Cost $53.06 Unrealized +14.6%
ALL ALLSTATE CORP 1.3%
Value ($000) $15,089 Shares 107,796 Est. Cost $107.08 Unrealized +16.5%
AQN ALGONQUIN PWR UTILS CORP 1.2%
Value ($000) $14,376 Shares 2,274,642 Est. Cost $6.25 Unrealized -15.7%
SANA SANA BIOTECHNOLOGY INC 1.2%
Value ($000) $13,732 Shares 3,365,624 Est. Cost $21.17 Unrealized -82.6%
WTW WILLIS TOWERS WATSON PLC LTD 1.0%
Value ($000) $12,129 Shares 50,287 Est. Cost $214.22 Unrealized +5.1%
ETR ENTERGY CORP NEW 1.0%
Value ($000) $11,933 Shares 117,928 Est. Cost $46.58 Unrealized -2.6%
CBOE CBOE GLOBAL MKTS INC 1.0%
Value ($000) $11,924 Shares 66,781 Est. Cost $145.38 Unrealized +15.6%
DT DYNATRACE INC 1.0%
Value ($000) $11,379 Shares 208,064 Est. Cost $48.47 Unrealized +4.3%
NDAQ NASDAQ INC 1.0%
Value ($000) $11,221 Shares 193,008 Est. Cost $51.21 Unrealized 0.0%
CCK CROWN HLDGS INC 1.0%
Value ($000) $11,168 Shares 121,274 Est. Cost $82.80 Unrealized 0.0%
TFC TRUIST FINL CORP 0.9%
Value ($000) $10,955 Shares 296,714 Est. Cost $27.39 Unrealized +3.0%
PCG PG&E CORP 0.9%
Value ($000) $10,426 Shares 578,241 Est. Cost $16.25 Unrealized +2.7%
MSFT MICROSOFT CORP 0.9%
Value ($000) $10,299 Shares 27,389 Est. Cost $250.41 Unrealized +39.9%
AEM AGNICO EAGLE MINES LTD 0.8%
Value ($000) $9,922 Shares 180,891 Est. Cost $47.28 Unrealized +1.4%
HBAN HUNTINGTON BANCSHARES INC 0.8%
Value ($000) $9,873 Shares 776,143 Est. Cost $11.92 Unrealized -16.3%
MRCY MERCURY SYS INC 0.8%
Value ($000) $9,780 Shares 267,437 Est. Cost $42.49 Unrealized -15.1%
RIO RIO TINTO PLC 0.8%
Value ($000) $9,741 Shares 130,823 Est. Cost $64.90 Unrealized
VYX NCR VOYIX CORPORATION 0.8%
Value ($000) $9,613 Shares 568,483 Est. Cost $18.50 Unrealized -13.8%
KKR KKR & CO INC 0.8%
Value ($000) $9,559 Shares 115,376 Est. Cost $61.15 Unrealized +9.3%
CRM SALESFORCE INC 0.8%
Value ($000) $9,479 Shares 36,023 Est. Cost $215.57 Unrealized +3.7%
RGLD ROYAL GOLD INC 0.8%
Value ($000) $9,431 Shares 77,972 Est. Cost $117.10 Unrealized -3.5%
MIR MIRION TECHNOLOGIES INC 0.8%
Value ($000) $9,225 Shares 900,000 Est. Cost $7.78 Unrealized +8.4%
FCX FREEPORT-MCMORAN INC 0.8%
Value ($000) $8,975 Shares 210,829 Est. Cost $35.90 Unrealized 0.0%
SRE SEMPRA 0.8%
Value ($000) $8,906 Shares 119,174 Est. Cost $66.63 Unrealized +0.2%
KVUE KENVUE INC 0.7%
Value ($000) $8,763 Shares 407,023 Est. Cost $18.76 Unrealized -1.9%
DK DELEK US HLDGS INC NEW 0.7%
Value ($000) $8,495 Shares 329,268 Est. Cost $21.78 Unrealized +9.7%
VSTS VESTIS CORPORATION 0.7%
Value ($000) $8,483 Shares 401,295 Est. Cost $17.16 Unrealized 0.0%
ARMK ARAMARK 0.7%
Value ($000) $8,382 Shares 298,308 Est. Cost $27.14 Unrealized -2.9%
TXNM PNM RES INC 0.7%
Value ($000) $8,320 Shares 200,000 Est. Cost $42.83 Unrealized 0.0%
BZ KANZHUN LIMITED 0.7%
Value ($000) $8,305 Shares 500,000 Est. Cost $16.61 Unrealized
RXO RXO INC 0.7%
Value ($000) $8,274 Shares 355,726 Est. Cost $18.11 Unrealized +11.1%
GXO GXO LOGISTICS INCORPORATED 0.7%
Value ($000) $8,210 Shares 134,239 Est. Cost $56.09 Unrealized -0.1%
VMI VALMONT INDS INC 0.7%
Value ($000) $7,939 Shares 34,000 Est. Cost $219.84 Unrealized 0.0%
ATI ATI INC 0.7%
Value ($000) $7,819 Shares 171,959 Est. Cost $40.65 Unrealized +2.2%
CRBG COREBRIDGE FINL INC 0.7%
Value ($000) $7,777 Shares 359,057 Est. Cost $18.69 Unrealized 0.0%
SPIRIT AIRLS INC 0.7%
Value ($000) $7,754 Shares 473,074 Est. Cost $17.84 Unrealized
GS GOLDMAN SACHS GROUP INC 0.7%
Value ($000) $7,634 Shares 19,790 Est. Cost $317.74 Unrealized 0.0%
GPK GRAPHIC PACKAGING HLDG CO 0.6%
Value ($000) $7,616 Shares 308,962 Est. Cost $24.37 Unrealized -8.1%
SPLV INVESCO EXCH TRADED FD TR II 0.6%
Value ($000) $7,523 Shares 120,057 Est. Cost $62.66 Unrealized
TSM TAIWAN SEMICONDUCTOR MFG LTD 0.6%
Value ($000) $7,478 Shares 71,900 Est. Cost $93.02 Unrealized
APO APOLLO GLOBAL MGMT INC 0.6%
Value ($000) $7,460 Shares 80,048 Est. Cost $64.27 Unrealized +33.2%
UNP UNION PAC CORP 0.6%
Value ($000) $7,437 Shares 30,279 Est. Cost $209.24 Unrealized 0.0%
GDX VANECK ETF TRUST 0.6%
Value ($000) $7,370 Shares 237,673 Est. Cost $29.39 Unrealized
ARCH RESOURCES INC 0.6%
Value ($000) $7,350 Shares 44,296 Est. Cost $169.09 Unrealized
COF CAPITAL ONE FINL CORP 0.6%
Value ($000) $7,307 Shares 55,724 Est. Cost $104.26 Unrealized +0.3%
NUE NUCOR CORP 0.6%
Value ($000) $7,136 Shares 41,000 Est. Cost $140.50 Unrealized +9.1%
AVGO BROADCOM INC 0.6%
Value ($000) $7,032 Shares 6,300 Est. Cost $50.58 Unrealized +82.3%
ACLS AXCELIS TECHNOLOGIES INC 0.6%
Value ($000) $6,981 Shares 53,828 Est. Cost $139.57 Unrealized -1.3%
NATL NCR ATLEOS CORPORATION 0.6%
Value ($000) $6,770 Shares 278,697 Est. Cost $22.89 Unrealized 0.0%
KEY KEYCORP 0.6%
Value ($000) $6,718 Shares 466,520 Est. Cost $10.65 Unrealized 0.0%
SPY SPDR S&P 500 ETF TR 0.6%
Value ($000) $6,654 Shares 14,000 Est. Cost $475.31 Unrealized
GPRE GREEN PLAINS INC 0.6%
Value ($000) $6,651 Shares 263,729 Est. Cost $31.79 Unrealized -16.8%
VLTO VERALTO CORP 0.6%
Value ($000) $6,590 Shares 80,117 Est. Cost $73.75 Unrealized 0.0%
CNP CENTERPOINT ENERGY INC 0.6%
Value ($000) $6,525 Shares 228,401 Est. Cost $27.24 Unrealized -3.5%
GT GOODYEAR TIRE & RUBR CO 0.6%
Value ($000) $6,483 Shares 452,743 Est. Cost $13.59 Unrealized -2.2%
RMBS RAMBUS INC DEL 0.5%
Value ($000) $6,440 Shares 94,364 Est. Cost $30.67 Unrealized +103.1%
PRU PRUDENTIAL FINL INC 0.5%
Value ($000) $6,223 Shares 60,000 Est. Cost $85.07 Unrealized +1.8%
AMD ADVANCED MICRO DEVICES INC 0.5%
Value ($000) $6,044 Shares 41,000 Est. Cost $112.41 Unrealized +4.8%
WFC WELLS FARGO CO NEW 0.5%
Value ($000) $6,029 Shares 122,489 Est. Cost $40.64 Unrealized +0.9%
LNT ALLIANT ENERGY CORP 0.5%
Value ($000) $5,956 Shares 116,110 Est. Cost $47.65 Unrealized -2.5%
ICE INTERCONTINENTAL EXCHANGE IN 0.5%
Value ($000) $5,900 Shares 45,937 Est. Cost $111.11 Unrealized -0.6%
SMARTSHEET INC 0.5%
Value ($000) $5,868 Shares 122,716 Est. Cost $39.51 Unrealized
SPGI S&P GLOBAL INC 0.5%
Value ($000) $5,792 Shares 13,148 Est. Cost $369.72 Unrealized +5.0%
NOW SERVICENOW INC 0.5%
Value ($000) $5,728 Shares 8,108 Est. Cost $101.87 Unrealized +23.7%
MDB MONGODB INC 0.5%
Value ($000) $5,726 Shares 14,004 Est. Cost $379.53 Unrealized -0.0%
NVDA NVIDIA CORPORATION 0.5%
Value ($000) $5,695 Shares 11,500 Est. Cost $27.51 Unrealized +68.4%
FHN FIRST HORIZON CORPORATION 0.5%
Value ($000) $5,664 Shares 400,000 Est. Cost $11.54 Unrealized -3.2%
ADP AUTOMATIC DATA PROCESSING IN 0.5%
Value ($000) $5,643 Shares 24,222 Est. Cost $222.04 Unrealized 0.0%
SIMO SILICON MOTION TECHNOLOGY CO 0.5%
Value ($000) $5,532 Shares 90,295 Est. Cost $61.62 Unrealized
TER TERADYNE INC 0.4%
Value ($000) $5,237 Shares 48,256 Est. Cost $94.00 Unrealized 0.0%
MU MICRON TECHNOLOGY INC 0.4%
Value ($000) $5,120 Shares 60,000 Est. Cost $64.47 Unrealized +14.2%
MRSH MARSH & MCLENNAN COS INC 0.4%
Value ($000) $5,116 Shares 27,000 Est. Cost $154.95 Unrealized +20.6%
MTSI MACOM TECH SOLUTIONS HLDGS I 0.4%
Value ($000) $5,019 Shares 54,000 Est. Cost $60.58 Unrealized +35.7%
SO SOUTHERN CO 0.4%
Value ($000) $4,926 Shares 70,252 Est. Cost $63.40 Unrealized +0.6%
PCTY PAYLOCITY HLDG CORP 0.4%
Value ($000) $4,924 Shares 29,869 Est. Cost $200.92 Unrealized -16.2%
FCNCA FIRST CTZNS BANCSHARES INC N 0.4%
Value ($000) $4,651 Shares 3,278 Est. Cost $1376.43 Unrealized +1.2%
BHP BHP GROUP LTD 0.4%
Value ($000) $4,538 Shares 66,435 Est. Cost $68.31 Unrealized
DDOG DATADOG INC 0.4%
Value ($000) $4,326 Shares 35,641 Est. Cost $103.00 Unrealized 0.0%
WAL WESTERN ALLIANCE BANCORP 0.4%
Value ($000) $4,218 Shares 64,108 Est. Cost $48.09 Unrealized 0.0%
TRV TRAVELERS COMPANIES INC 0.4%
Value ($000) $4,187 Shares 21,982 Est. Cost $160.77 Unrealized +3.7%
CMA COMERICA INC 0.4%
Value ($000) $4,186 Shares 75,000 Est. Cost $40.68 Unrealized 0.0%
SNOW SNOWFLAKE INC 0.4%
Value ($000) $4,124 Shares 20,724 Est. Cost $169.08 Unrealized 0.0%
NTRA NATERA INC 0.3%
Value ($000) $4,076 Shares 65,070 Est. Cost $46.66 Unrealized +7.1%
STM STMICROELECTRONICS N V 0.3%
Value ($000) $4,049 Shares 80,766 Est. Cost $50.05 Unrealized
VCSH VANGUARD SCOTTSDALE FDS 0.3%
Value ($000) $3,978 Shares 51,417 Est. Cost $76.26 Unrealized
VEEV VEEVA SYS INC 0.3%
Value ($000) $3,946 Shares 20,494 Est. Cost $185.90 Unrealized +1.4%
ZS ZSCALER INC 0.3%
Value ($000) $3,798 Shares 17,144 Est. Cost $185.19 Unrealized 0.0%
WK WORKIVA INC 0.3%
Value ($000) $3,793 Shares 37,358 Est. Cost $96.44 Unrealized 0.0%
EGHT 8X8 INC NEW 0.3%
Value ($000) $3,774 Shares 998,380 Est. Cost $4.02 Unrealized -26.1%
CRWD CROWDSTRIKE HLDGS INC 0.3%
Value ($000) $3,770 Shares 14,767 Est. Cost $141.87 Unrealized +47.6%
AKAM AKAMAI TECHNOLOGIES INC 0.3%
Value ($000) $3,692 Shares 31,192 Est. Cost $111.25 Unrealized 0.0%
ALGM ALLEGRO MICROSYSTEMS INC 0.3%
Value ($000) $3,632 Shares 120,000 Est. Cost $28.56 Unrealized 0.0%
NEM NEWMONT CORP 0.3%
Value ($000) $3,607 Shares 87,149 Est. Cost $36.81 Unrealized 0.0%
PCOR PROCORE TECHNOLOGIES INC 0.3%
Value ($000) $3,504 Shares 50,622 Est. Cost $66.82 Unrealized -7.7%
MKSI MKS INSTRS INC 0.3%
Value ($000) $3,498 Shares 34,000 Est. Cost $79.84 Unrealized 0.0%
ONTO ONTO INNOVATION INC 0.3%
Value ($000) $3,465 Shares 22,661 Est. Cost $118.86 Unrealized +13.2%
UEC URANIUM ENERGY CORP 0.3%
Value ($000) $3,451 Shares 539,230 Est. Cost $4.12 Unrealized +44.5%
VECO VEECO INSTRS INC DEL 0.3%
Value ($000) $3,391 Shares 109,286 Est. Cost $25.56 Unrealized +9.0%
SPIRIT AIRLS INC 0.3%
Value ($000) $3,278 Shares 200,000 Est. Cost $17.84 Unrealized
EFX EQUIFAX INC 0.3%
Value ($000) $3,274 Shares 13,238 Est. Cost $199.85 Unrealized 0.0%
WY WEYERHAEUSER CO MTN BE 0.3%
Value ($000) $3,129 Shares 90,000 Est. Cost $30.62 Unrealized -4.9%
KBR KBR INC 0.3%
Value ($000) $3,021 Shares 54,515 Est. Cost $51.56 Unrealized +4.3%
AFG AMERICAN FINL GROUP INC OHIO 0.3%
Value ($000) $2,972 Shares 25,000 Est. Cost $96.76 Unrealized 0.0%
CYTK CYTOKINETICS INC 0.2%
Value ($000) $2,913 Shares 34,887 Est. Cost $34.54 Unrealized +4.8%
WDAY WORKDAY INC 0.2%
Value ($000) $2,874 Shares 10,411 Est. Cost $238.09 Unrealized 0.0%
MT ARCELORMITTAL SA LUXEMBOURG 0.2%
Value ($000) $2,839 Shares 100,000 Est. Cost $28.39 Unrealized
LNC LINCOLN NATL CORP IND 0.2%
Value ($000) $2,832 Shares 105,000 Est. Cost $19.78 Unrealized +7.4%
XEL XCEL ENERGY INC 0.2%
Value ($000) $2,799 Shares 45,217 Est. Cost $55.32 Unrealized +0.3%
LPLA LPL FINL HLDGS INC 0.2%
Value ($000) $2,740 Shares 12,037 Est. Cost $205.29 Unrealized +9.5%
CLDX CELLDEX THERAPEUTICS INC NEW 0.2%
Value ($000) $2,667 Shares 67,243 Est. Cost $31.68 Unrealized -7.2%
COHR COHERENT CORP 0.2%
Value ($000) $2,599 Shares 59,700 Est. Cost $36.05 Unrealized 0.0%
AWK AMERICAN WTR WKS CO INC NEW 0.2%
Value ($000) $2,582 Shares 19,560 Est. Cost $137.69 Unrealized -12.8%
ADI ANALOG DEVICES INC 0.2%
Value ($000) $2,581 Shares 13,000 Est. Cost $149.81 Unrealized +15.0%
SYF SYNCHRONY FINANCIAL 0.2%
Value ($000) $2,482 Shares 65,000 Est. Cost $30.33 Unrealized 0.0%
MRVL MARVELL TECHNOLOGY INC 0.2%
Value ($000) $2,412 Shares 40,000 Est. Cost $58.53 Unrealized -8.4%
PEGA PEGASYSTEMS INC 0.2%
Value ($000) $2,248 Shares 46,006 Est. Cost $21.91 Unrealized +6.8%
SQM SOCIEDAD QUIMICA Y MINERA DE 0.2%
Value ($000) $2,233 Shares 37,086 Est. Cost $62.42 Unrealized
CLF CLEVELAND-CLIFFS INC NEW 0.2%
Value ($000) $2,188 Shares 107,160 Est. Cost $15.61 Unrealized +9.6%
SNDX SYNDAX PHARMACEUTICALS INC 0.2%
Value ($000) $2,175 Shares 100,649 Est. Cost $19.70 Unrealized -22.0%
KMPR KEMPER CORP 0.2%
Value ($000) $2,171 Shares 44,612 Est. Cost $43.74 Unrealized 0.0%
AMZN AMAZON COM INC 0.2%
Value ($000) $2,085 Shares 13,723 Est. Cost $114.20 Unrealized +22.8%
DNN DENISON MINES CORP 0.2%
Value ($000) $1,988 Shares 1,123,167 Est. Cost $1.67 Unrealized 0.0%
QRVO QORVO INC 0.2%
Value ($000) $1,986 Shares 17,637 Est. Cost $96.55 Unrealized 0.0%
CERIDIAN HCM HLDG INC 0.2%
Value ($000) $1,890 Shares 28,162 Est. Cost $68.26 Unrealized 0.0%
D DOMINION ENERGY INC 0.2%
Value ($000) $1,863 Shares 39,645 Est. Cost $40.17 Unrealized 0.0%
CRS CARPENTER TECHNOLOGY CORP 0.2%
Value ($000) $1,770 Shares 25,000 Est. Cost $66.33 Unrealized 0.0%
NRG NRG ENERGY INC 0.1%
Value ($000) $1,746 Shares 33,778 Est. Cost $37.47 Unrealized +16.0%
CMS CMS ENERGY CORP 0.1%
Value ($000) $1,568 Shares 27,000 Est. Cost $52.28 Unrealized 0.0%
VOYA VOYA FINANCIAL INC 0.1%
Value ($000) $1,554 Shares 21,303 Est. Cost $66.16 Unrealized 0.0%
CFLT CONFLUENT INC 0.1%
Value ($000) $1,487 Shares 63,532 Est. Cost $33.51 Unrealized -27.9%
GERN GERON CORP 0.1%
Value ($000) $1,450 Shares 687,378 Est. Cost $2.69 Unrealized -27.7%
POR PORTLAND GEN ELEC CO 0.1%
Value ($000) $1,387 Shares 32,000 Est. Cost $37.45 Unrealized 0.0%
CCJ CAMECO CORP 0.1%
Value ($000) $1,328 Shares 30,821 Est. Cost $24.37 Unrealized +70.8%
SLQD ISHARES TR 0.1%
Value ($000) $1,279 Shares 26,000 Est. Cost $48.46 Unrealized
ORCL ORACLE CORP 0.1%
Value ($000) $1,230 Shares 11,671 Est. Cost $106.71 Unrealized 0.0%
SMTC SEMTECH CORP 0.1%
Value ($000) $1,106 Shares 50,462 Est. Cost $26.26 Unrealized -29.3%
HZO MARINEMAX INC 0.1%
Value ($000) $1,036 Shares 26,634 Est. Cost $34.58 Unrealized -8.4%
CENX CENTURY ALUM CO 0.1%
Value ($000) $976 Shares 80,392 Est. Cost $7.85 Unrealized 0.0%
VERA VERA THERAPEUTICS INC 0.1%
Value ($000) $924 Shares 60,069 Est. Cost $9.29 Unrealized +36.8%
SCHNITZER STEEL INDS INC 0.1%
Value ($000) $860 Shares 28,528 Est. Cost $30.16 Unrealized
TVTX TRAVERE THERAPEUTICS INC 0.1%
Value ($000) $732 Shares 81,423 Est. Cost $17.77 Unrealized -59.0%
GFI GOLD FIELDS LTD 0.1%
Value ($000) $714 Shares 49,344 Est. Cost $13.58 Unrealized
AGENUS INC 0.0%
Value ($000) $587 Shares 708,480 Est. Cost $1.11 Unrealized
SIL GLOBAL X FDS 0.0%
Value ($000) $567 Shares 20,000 Est. Cost $28.37 Unrealized
JBLU JETBLUE AWYS CORP 0.0%
Value ($000) $555 Shares 100,000 Est. Cost Unrealized
PBYI PUMA BIOTECHNOLOGY INC 0.0%
Value ($000) $151 Shares 34,774 Est. Cost $2.77 Unrealized +19.8%