Crestline Management, LP Quant / Systematic

CIK: 0001536054 · Show all filings

Period: Q4 2018 (← Previous) (Next →)

Filing Date: Feb 14, 2019

Total Value ($000): $661,289 (100.0% shares, 0.0% debt)

Holdings (91)

DNLI DENALI THERAPEUTICS INC 60.8%
Value ($000) $402,095 Shares 19,462,500 Est. Cost $17.97 Unrealized +0.9%
KRC KILROY RLTY CORP 1.8%
Value ($000) $12,182 Shares 193,739 Est. Cost $65.65 Unrealized
AMH AMERICAN HOMES 4 RENT 1.3%
Value ($000) $8,921 Shares 449,400 Est. Cost $19.85 Unrealized
PARAMOUNT GROUP INC 1.2%
Value ($000) $7,904 Shares 629,294 Est. Cost $14.66 Unrealized
RETAIL OPPORTUNITY INVTS COR 1.2%
Value ($000) $7,808 Shares 491,700 Est. Cost $16.53 Unrealized
LIBERTY PPTY TR 1.1%
Value ($000) $7,560 Shares 180,517 Est. Cost $42.16 Unrealized
HUDSON PAC PPTYS INC 1.0%
Value ($000) $6,896 Shares 237,297 Est. Cost $32.73 Unrealized
TRV TRAVELERS COMPANIES INC 1.0%
Value ($000) $6,816 Shares 56,918 Est. Cost $107.19 Unrealized 0.0%
O REALTY INCOME CORP 1.0%
Value ($000) $6,588 Shares 104,500 Est. Cost $38.66 Unrealized +9.6%
HST HOST HOTELS & RESORTS INC 0.9%
Value ($000) $5,860 Shares 351,501 Est. Cost $15.83 Unrealized -9.7%
STORE CAP CORP 0.8%
Value ($000) $5,367 Shares 189,589 Est. Cost $28.31 Unrealized
SYF SYNCHRONY FINL 0.7%
Value ($000) $4,948 Shares 210,909 Est. Cost $22.62 Unrealized 0.0%
APLE APPLE HOSPITALITY REIT INC 0.7%
Value ($000) $4,897 Shares 343,402 Est. Cost $16.52 Unrealized
ESRT EMPIRE ST RLTY TR INC 0.7%
Value ($000) $4,311 Shares 302,965 Est. Cost $14.75 Unrealized
GPK GRAPHIC PACKAGING HLDG CO 0.6%
Value ($000) $4,148 Shares 389,871 Est. Cost $14.86 Unrealized -21.2%
RGA REINSURANCE GROUP AMER INC 0.6%
Value ($000) $4,099 Shares 29,230 Est. Cost $141.72 Unrealized 0.0%
AVB AVALONBAY CMNTYS INC 0.6%
Value ($000) $4,004 Shares 23,007 Est. Cost $125.75 Unrealized +12.2%
GRACE W R & CO DEL NEW 0.6%
Value ($000) $3,931 Shares 60,556 Est. Cost $68.16 Unrealized
HEALTHCARE TR AMER INC 0.6%
Value ($000) $3,775 Shares 149,158 Est. Cost $26.26 Unrealized
HCP INC 0.6%
Value ($000) $3,693 Shares 132,209 Est. Cost $27.93 Unrealized
DUKE REALTY CORP 0.6%
Value ($000) $3,690 Shares 142,457 Est. Cost $26.80 Unrealized
AN AUTONATION INC 0.6%
Value ($000) $3,642 Shares 102,020 Est. Cost $46.28 Unrealized -18.3%
FEDERAL REALTY INVT TR 0.5%
Value ($000) $3,617 Shares 30,640 Est. Cost $126.48 Unrealized
PSA PUBLIC STORAGE 0.5%
Value ($000) $3,594 Shares 17,754 Est. Cost $152.02 Unrealized -0.1%
FR FIRST INDUSTRIAL REALTY TRUS 0.5%
Value ($000) $3,548 Shares 122,922 Est. Cost $31.30 Unrealized
ACM AECOM 0.5%
Value ($000) $3,531 Shares 133,257 Est. Cost $33.53 Unrealized -12.7%
STAG STAG INDL INC 0.5%
Value ($000) $3,467 Shares 139,340 Est. Cost $26.25 Unrealized
RETAIL PPTYS AMER INC 0.5%
Value ($000) $3,428 Shares 315,985 Est. Cost $11.20 Unrealized
EME EMCOR GROUP INC 0.5%
Value ($000) $3,419 Shares 57,287 Est. Cost $68.83 Unrealized -2.1%
MERITOR INC 0.5%
Value ($000) $3,376 Shares 199,648 Est. Cost $19.36 Unrealized
LUV SOUTHWEST AIRLS CO 0.5%
Value ($000) $3,366 Shares 72,422 Est. Cost $48.46 Unrealized 0.0%
KBR KBR INC 0.5%
Value ($000) $3,354 Shares 220,969 Est. Cost $16.80 Unrealized +1.9%
APARTMENT INVT & MGMT CO 0.5%
Value ($000) $3,221 Shares 73,391 Est. Cost $43.62 Unrealized
MAS MASCO CORP 0.4%
Value ($000) $2,946 Shares 100,736 Est. Cost $34.15 Unrealized -18.9%
HEALTHCARE RLTY TR 0.4%
Value ($000) $2,836 Shares 99,709 Est. Cost $28.02 Unrealized
SPY SPDR S&P 500 ETF TR 0.4%
Value ($000) $2,745 Shares 10,983 Est. Cost $249.93 Unrealized
CRS CARPENTER TECHNOLOGY CORP 0.4%
Value ($000) $2,665 Shares 74,849 Est. Cost $39.73 Unrealized 0.0%
HIW HIGHWOODS PPTYS INC 0.4%
Value ($000) $2,662 Shares 68,791 Est. Cost $40.44 Unrealized
UNF UNIFIRST CORP MASS 0.4%
Value ($000) $2,652 Shares 18,533 Est. Cost $143.33 Unrealized 0.0%
AMERICAN CAMPUS CMNTYS INC 0.4%
Value ($000) $2,597 Shares 62,744 Est. Cost $40.46 Unrealized
MTB M & T BK CORP 0.4%
Value ($000) $2,541 Shares 17,753 Est. Cost $127.57 Unrealized 0.0%
MET METLIFE INC 0.4%
Value ($000) $2,537 Shares 61,781 Est. Cost $33.67 Unrealized 0.0%
TDC TERADATA CORP DEL 0.4%
Value ($000) $2,505 Shares 65,300 Est. Cost $40.34 Unrealized -9.3%
INGR INGREDION INC 0.4%
Value ($000) $2,483 Shares 27,169 Est. Cost $100.08 Unrealized 0.0%
CUBE CUBESMART 0.4%
Value ($000) $2,456 Shares 85,597 Est. Cost $28.69 Unrealized
ADC AGREE REALTY CORP 0.4%
Value ($000) $2,416 Shares 40,874 Est. Cost $49.86 Unrealized
TAP MOLSON COORS BREWING CO 0.4%
Value ($000) $2,390 Shares 42,555 Est. Cost $54.30 Unrealized -6.4%
NPO ENPRO INDS INC 0.4%
Value ($000) $2,388 Shares 39,735 Est. Cost $78.34 Unrealized -15.4%
WORLDPAY INC 0.4%
Value ($000) $2,375 Shares 31,071 Est. Cost $76.44 Unrealized
SVB FINL GROUP 0.4%
Value ($000) $2,333 Shares 12,284 Est. Cost $189.92 Unrealized
SHO SUNSTONE HOTEL INVS INC NEW 0.3%
Value ($000) $2,251 Shares 173,057 Est. Cost $13.01 Unrealized
ACCO ACCO BRANDS CORP 0.3%
Value ($000) $2,230 Shares 328,945 Est. Cost $6.07 Unrealized 0.0%
CRM SALESFORCE COM INC 0.3%
Value ($000) $2,211 Shares 16,139 Est. Cost $146.61 Unrealized -7.3%
KLAC KLA-TENCOR CORP 0.3%
Value ($000) $2,113 Shares 23,608 Est. Cost $84.23 Unrealized 0.0%
SYNOVUS FINL CORP 0.3%
Value ($000) $2,112 Shares 66,011 Est. Cost $31.99 Unrealized
ALTRA INDL MOTION CORP 0.3%
Value ($000) $2,073 Shares 82,429 Est. Cost $25.15 Unrealized
VTR VENTAS INC 0.3%
Value ($000) $2,037 Shares 34,764 Est. Cost $42.57 Unrealized +3.3%
MAXAR TECHNOLOGIES LTD 0.3%
Value ($000) $1,998 Shares 167,058 Est. Cost $33.09 Unrealized
CPT CAMDEN PPTY TR 0.3%
Value ($000) $1,924 Shares 21,851 Est. Cost $64.96 Unrealized +10.8%
FHI FEDERATED INVS INC PA 0.3%
Value ($000) $1,824 Shares 68,701 Est. Cost $18.02 Unrealized 0.0%
SXC SUNCOKE ENERGY INC 0.3%
Value ($000) $1,816 Shares 212,405 Est. Cost $11.44 Unrealized -10.5%
SEE SEALED AIR CORP NEW 0.3%
Value ($000) $1,774 Shares 50,913 Est. Cost $37.88 Unrealized -19.2%
GME GAMESTOP CORP NEW 0.3%
Value ($000) $1,755 Shares 139,089 Est. Cost $3.53 Unrealized -6.3%
PS BUSINESS PKS INC CALIF 0.3%
Value ($000) $1,750 Shares 13,362 Est. Cost $113.03 Unrealized
MS MORGAN STANLEY 0.3%
Value ($000) $1,694 Shares 42,717 Est. Cost $35.01 Unrealized 0.0%
PWR QUANTA SVCS INC 0.2%
Value ($000) $1,582 Shares 52,549 Est. Cost $33.38 Unrealized -5.0%
ZION ZIONS BANCORPORATION N A 0.2%
Value ($000) $1,563 Shares 38,358 Est. Cost $46.61 Unrealized 0.0%
VVV VALVOLINE INC 0.2%
Value ($000) $1,533 Shares 79,245 Est. Cost $21.14 Unrealized -5.5%
BRO BROWN & BROWN INC 0.2%
Value ($000) $1,499 Shares 54,396 Est. Cost $26.83 Unrealized 0.0%
TALEND S A 0.2%
Value ($000) $1,361 Shares 36,700 Est. Cost $57.34 Unrealized
INPHI CORP 0.2%
Value ($000) $1,222 Shares 38,000 Est. Cost $37.97 Unrealized
SCHW SCHWAB CHARLES CORP NEW 0.2%
Value ($000) $1,179 Shares 28,388 Est. Cost $40.90 Unrealized 0.0%
CDP CORPORATE OFFICE PPTYS TR 0.2%
Value ($000) $1,153 Shares 54,831 Est. Cost $21.03 Unrealized
CBOE CBOE GLOBAL MARKETS INC 0.2%
Value ($000) $1,113 Shares 11,372 Est. Cost $94.76 Unrealized 0.0%
NEW RELIC INC 0.2%
Value ($000) $1,086 Shares 13,412 Est. Cost $80.97 Unrealized
MSFT MICROSOFT CORP 0.2%
Value ($000) $1,072 Shares 10,553 Est. Cost $87.25 Unrealized +14.6%
HIG HARTFORD FINL SVCS GROUP INC 0.2%
Value ($000) $1,043 Shares 23,468 Est. Cost $38.35 Unrealized 0.0%
BDN BRANDYWINE RLTY TR 0.2%
Value ($000) $1,043 Shares 81,017 Est. Cost $15.82 Unrealized
E TRADE FINANCIAL CORP 0.2%
Value ($000) $1,028 Shares 23,424 Est. Cost $43.89 Unrealized
PLAY DAVE & BUSTERS ENTMT INC 0.2%
Value ($000) $1,022 Shares 22,930 Est. Cost $56.22 Unrealized 0.0%
PQ GROUP HLDGS INC 0.2%
Value ($000) $1,004 Shares 67,788 Est. Cost $16.07 Unrealized
CFG CITIZENS FINL GROUP INC 0.1%
Value ($000) $972 Shares 32,684 Est. Cost $25.70 Unrealized 0.0%
WOR WORTHINGTON INDS INC 0.1%
Value ($000) $942 Shares 27,051 Est. Cost $28.13 Unrealized -11.5%
KEY KEYCORP NEW 0.1%
Value ($000) $938 Shares 63,467 Est. Cost $12.51 Unrealized 0.0%
GWRE GUIDEWIRE SOFTWARE INC 0.1%
Value ($000) $934 Shares 11,642 Est. Cost $91.87 Unrealized -5.1%
VRNS VARONIS SYS INC 0.1%
Value ($000) $899 Shares 17,000 Est. Cost $20.27 Unrealized -2.6%
TME TENCENT MUSIC ENTMT GROUP 0.1%
Value ($000) $818 Shares 61,897 Est. Cost $13.22 Unrealized
ALLY ALLY FINL INC 0.1%
Value ($000) $757 Shares 33,414 Est. Cost $19.99 Unrealized 0.0%
NNBR NN INC 0.1%
Value ($000) $513 Shares 76,462 Est. Cost $19.78 Unrealized -53.0%
ALTAIR ENGR INC 0.1%
Value ($000) $441 Shares 16,000 Est. Cost $35.39 Unrealized
II VI INC 0.1%
Value ($000) $427 Shares 13,141 Est. Cost $44.30 Unrealized