Crestline Management, L.P. Quant / Systematic

Location: Fort Worth, TX

CIK: 0001536054 · Show all filings

Period: Q3 2019 (← Previous) (Next →)

Filing Date: Nov 13, 2019

Total Value: $621M (100.0% shares, 0.0% debt)

Holdings (79)

DNLI DENALI THERAPEUTICS INC 48.0%
Value $298M Shares 19,462,500 Est. Cost $17.97 Unrealized +6.3%
ARE ALEXANDRIA REAL ESTATE EQ IN 2.7%
Value $16.88M Shares 109,585 Est. Cost $112.79 Unrealized +2.5%
AMH AMERICAN HOMES 4 RENT 2.5%
Value $15.55M Shares 600,743 Est. Cost $24.31 Unrealized
AAT AMERICAN ASSETS TR INC 2.5%
Value $15.35M Shares 328,316 Est. Cost $47.08 Unrealized
HUDSON PAC PPTYS INC 2.3%
Value $14.59M Shares 435,897 Est. Cost $33.36 Unrealized
PARAMOUNT GROUP INC 2.2%
Value $13.47M Shares 1,008,851 Est. Cost $13.97 Unrealized
FEDERAL REALTY INVT TR 2.2%
Value $13.38M Shares 98,293 Est. Cost $136.14 Unrealized
SPY SPDR S&P 500 ETF TR 1.9%
Value $11.49M Shares 38,730 Est. Cost $296.77 Unrealized
NNN NATIONAL RETAIL PPTYS INC 1.7%
Value $10.86M Shares 192,600 Est. Cost $56.40 Unrealized
CI CIGNA CORP NEW 1.7%
Value $10.25M Shares 67,500 Est. Cost $144.28 Unrealized +3.2%
SHO SUNSTONE HOTEL INVS INC NEW 1.4%
Value $8.652M Shares 629,700 Est. Cost $13.71 Unrealized
HIW HIGHWOODS PPTYS INC 1.3%
Value $8.082M Shares 179,830 Est. Cost $44.94 Unrealized
REGN REGENERON PHARMACEUTICALS 1.3%
Value $7.906M Shares 28,500 Est. Cost $294.28 Unrealized 0.0%
SPIRIT RLTY CAP INC NEW 1.2%
Value $7.466M Shares 156,000 Est. Cost $43.40 Unrealized
TRTX TPG RE FIN TR INC 1.2%
Value $7.425M Shares 374,266 Est. Cost $19.29 Unrealized
SYF SYNCHRONY FINL 1.1%
Value $6.758M Shares 198,236 Est. Cost $28.75 Unrealized +1.8%
BLACKROCK INC 1.0%
Value $5.967M Shares 13,389 Est. Cost $445.66 Unrealized
MYLAN N V 1.0%
Value $5.934M Shares 300,000 Est. Cost $19.04 Unrealized
PYPL PAYPAL HLDGS INC 0.9%
Value $5.724M Shares 55,253 Est. Cost $109.90 Unrealized 0.0%
LPLA LPL FINL HLDGS INC 0.9%
Value $5.639M Shares 68,850 Est. Cost $79.12 Unrealized +1.1%
PREMIER INC 0.8%
Value $5.206M Shares 180,000 Est. Cost $28.92 Unrealized
EVR EVERCORE INC 0.8%
Value $5.12M Shares 63,917 Est. Cost $74.95 Unrealized -4.0%
UNH UNITEDHEALTH GROUP INC 0.8%
Value $4.89M Shares 22,500 Est. Cost $217.12 Unrealized 0.0%
FCPT FOUR CORNERS PPTY TR INC 0.8%
Value $4.747M Shares 167,857 Est. Cost $28.28 Unrealized
CNC CENTENE CORP DEL 0.7%
Value $4.434M Shares 102,500 Est. Cost $51.31 Unrealized -5.1%
ALL ALLSTATE CORP 0.7%
Value $4.368M Shares 40,187 Est. Cost $89.63 Unrealized 0.0%
ACGL ARCH CAP GROUP LTD 0.7%
Value $4.342M Shares 103,428 Est. Cost $32.43 Unrealized +15.6%
FXE INVESCO CURRENCYSHARES EURO 0.7%
Value $4.228M Shares 40,825 Est. Cost $103.56 Unrealized
HST HOST HOTELS & RESORTS INC 0.6%
Value $3.968M Shares 229,520 Est. Cost $14.76 Unrealized -8.3%
TRIPLE-S MGMT CORP 0.6%
Value $3.886M Shares 290,000 Est. Cost $13.40 Unrealized
INVH INVITATION HOMES INC 0.6%
Value $3.814M Shares 128,795 Est. Cost $23.48 Unrealized 0.0%
PRU PRUDENTIAL FINL INC 0.6%
Value $3.735M Shares 41,521 Est. Cost $65.76 Unrealized 0.0%
LNC LINCOLN NATL CORP IND 0.6%
Value $3.55M Shares 58,849 Est. Cost $44.10 Unrealized 0.0%
CXW CORECIVIC INC 0.5%
Value $3.283M Shares 190,000 Est. Cost $16.38 Unrealized -1.7%
GILD GILEAD SCIENCES INC 0.5%
Value $3.169M Shares 50,000 Est. Cost $50.93 Unrealized +0.1%
NFLX NETFLIX INC 0.5%
Value $3.027M Shares 11,310 Est. Cost $31.29 Unrealized 0.0%
UTHR UNITED THERAPEUTICS CORP DEL 0.5%
Value $2.991M Shares 37,500 Est. Cost $85.03 Unrealized -5.3%
ALLY ALLY FINL INC 0.5%
Value $2.874M Shares 86,656 Est. Cost $26.36 Unrealized 0.0%
TARO PHARMACEUTICAL INDS LTD 0.4%
Value $2.792M Shares 37,000 Est. Cost $75.46 Unrealized
RF REGIONS FINL CORP NEW 0.4%
Value $2.707M Shares 171,126 Est. Cost $11.47 Unrealized +1.3%
META FACEBOOK INC 0.4%
Value $2.636M Shares 14,800 Est. Cost $188.76 Unrealized 0.0%
AXS AXIS CAPITAL HOLDINGS LTD 0.4%
Value $2.626M Shares 39,359 Est. Cost $48.20 Unrealized +9.3%
CAH CARDINAL HEALTH INC 0.4%
Value $2.595M Shares 55,000 Est. Cost $38.16 Unrealized -0.0%
PLYM PLYMOUTH INDL REIT INC 0.4%
Value $2.544M Shares 138,888 Est. Cost $18.32 Unrealized
TIVITY HEALTH INC 0.4%
Value $2.495M Shares 150,000 Est. Cost $16.51 Unrealized
EVH EVOLENT HEALTH INC 0.4%
Value $2.409M Shares 335,000 Est. Cost $10.62 Unrealized -32.4%
RJF RAYMOND JAMES FINANCIAL INC 0.3%
Value $2.102M Shares 25,493 Est. Cost $49.20 Unrealized 0.0%
AXP AMERICAN EXPRESS CO 0.3%
Value $2.02M Shares 17,075 Est. Cost $112.57 Unrealized 0.0%
ALKS ALKERMES PLC 0.3%
Value $2M Shares 102,500 Est. Cost $25.12 Unrealized -13.4%
CFG CITIZENS FINL GROUP INC 0.3%
Value $1.944M Shares 54,952 Est. Cost $26.01 Unrealized +1.1%
PDL BIOPHARMA INC 0.3%
Value $1.89M Shares 875,000 Est. Cost $2.33 Unrealized
KMPR KEMPER CORP DEL 0.3%
Value $1.875M Shares 24,056 Est. Cost $79.87 Unrealized 0.0%
PATTERSON COMPANIES INC 0.3%
Value $1.871M Shares 105,000 Est. Cost $17.82 Unrealized
CMA COMERICA INC 0.3%
Value $1.757M Shares 26,625 Est. Cost $48.34 Unrealized 0.0%
FITB FIFTH THIRD BANCORP 0.3%
Value $1.74M Shares 63,557 Est. Cost $21.08 Unrealized +0.8%
CB CHUBB LIMITED 0.3%
Value $1.709M Shares 10,588 Est. Cost $139.33 Unrealized 0.0%
ARAY ACCURAY INC 0.3%
Value $1.662M Shares 600,000 Est. Cost $3.58 Unrealized -7.2%
RGA REINSURANCE GRP OF AMERICA I 0.3%
Value $1.636M Shares 10,230 Est. Cost $155.02 Unrealized 0.0%
E TRADE FINANCIAL CORP 0.3%
Value $1.617M Shares 37,009 Est. Cost $44.60 Unrealized
FAF FIRST AMERN FINL CORP 0.2%
Value $1.492M Shares 25,278 Est. Cost $46.05 Unrealized 0.0%
COR AMERISOURCEBERGEN CORP 0.2%
Value $1.441M Shares 17,500 Est. Cost $70.03 Unrealized 0.0%
IRWD IRONWOOD PHARMACEUTICALS INC 0.2%
Value $1.202M Shares 140,000 Est. Cost $9.72 Unrealized 0.0%
HIG HARTFORD FINL SVCS GROUP INC 0.2%
Value $1.188M Shares 19,605 Est. Cost $50.80 Unrealized 0.0%
HCM HUTCHISON CHINA MEDITECH LTD 0.2%
Value $1.131M Shares 63,400 Est. Cost $22.00 Unrealized
CSCO CISCO SYS INC 0.2%
Value $1.026M Shares 20,770 Est. Cost $42.79 Unrealized 0.0%
JHG JANUS HENDERSON GROUP PLC 0.1%
Value $903K Shares 40,204 Est. Cost $20.79 Unrealized 0.0%
APOLLO GLOBAL MGMT INC 0.1%
Value $837K Shares 22,131 Est. Cost $37.82 Unrealized
INTRICON CORP 0.1%
Value $816K Shares 42,000 Est. Cost $21.71 Unrealized
LEGG MASON INC 0.1%
Value $765K Shares 20,021 Est. Cost $38.21 Unrealized
HMN HORACE MANN EDUCATORS CORP N 0.1%
Value $747K Shares 16,128 Est. Cost $43.75 Unrealized 0.0%
MD MEDNAX INC 0.1%
Value $724K Shares 32,000 Est. Cost $25.34 Unrealized -10.0%
EHC ENCOMPASS HEALTH CORP 0.1%
Value $633K Shares 10,000 Est. Cost $46.42 Unrealized 0.0%
NUVECTRA CORP 0.1%
Value $544K Shares 400,000 Est. Cost $2.12 Unrealized
NVST ENVISTA HLDGS CORP 0.1%
Value $318K Shares 11,392 Est. Cost $27.93 Unrealized 0.0%
SONO SONOS INC 0.0%
Value $303K Shares 22,600 Est. Cost $12.50 Unrealized 0.0%
M MACYS INC 0.0%
Value $292K Shares 18,800 Est. Cost $18.52 Unrealized 0.0%
SDCCQ SMILEDIRECTCLUB INC 0.0%
Value $278K Shares 20,000 Est. Cost $16.68 Unrealized 0.0%
AXGN AXOGEN INC 0.0%
Value $250K Shares 20,000 Est. Cost $16.47 Unrealized 0.0%
WRIGHT MED GROUP N V 0.0%
Value $206K Shares 10,000 Est. Cost $20.60 Unrealized