Crestline Management, LP Quant / Systematic

CIK: 0001536054 · Show all filings

Period: Q3 2019 (← Previous) (Next →)

Filing Date: Nov 13, 2019

Total Value ($000): $620,889 (100.0% shares, 0.0% debt)

Holdings (79)

DNLI DENALI THERAPEUTICS INC 48.0%
Value ($000) $298,165 Shares 19,462,500 Est. Cost $17.97 Unrealized +6.3%
ARE ALEXANDRIA REAL ESTATE EQ IN 2.7%
Value ($000) $16,880 Shares 109,585 Est. Cost $112.79 Unrealized +2.5%
AMH AMERICAN HOMES 4 RENT 2.5%
Value ($000) $15,553 Shares 600,743 Est. Cost $24.31 Unrealized
AAT AMERICAN ASSETS TR INC 2.5%
Value ($000) $15,345 Shares 328,316 Est. Cost $47.08 Unrealized
HUDSON PAC PPTYS INC 2.3%
Value ($000) $14,585 Shares 435,897 Est. Cost $33.36 Unrealized
PARAMOUNT GROUP INC 2.2%
Value ($000) $13,468 Shares 1,008,851 Est. Cost $13.97 Unrealized
FEDERAL REALTY INVT TR 2.2%
Value ($000) $13,382 Shares 98,293 Est. Cost $136.14 Unrealized
SPY SPDR S&P 500 ETF TR 1.9%
Value ($000) $11,494 Shares 38,730 Est. Cost $296.77 Unrealized
NNN NATIONAL RETAIL PPTYS INC 1.7%
Value ($000) $10,863 Shares 192,600 Est. Cost $56.40 Unrealized
CI CIGNA CORP NEW 1.7%
Value ($000) $10,246 Shares 67,500 Est. Cost $144.28 Unrealized +3.2%
SHO SUNSTONE HOTEL INVS INC NEW 1.4%
Value ($000) $8,652 Shares 629,700 Est. Cost $13.71 Unrealized
HIW HIGHWOODS PPTYS INC 1.3%
Value ($000) $8,082 Shares 179,830 Est. Cost $44.94 Unrealized
REGN REGENERON PHARMACEUTICALS 1.3%
Value ($000) $7,906 Shares 28,500 Est. Cost $294.28 Unrealized 0.0%
SPIRIT RLTY CAP INC NEW 1.2%
Value ($000) $7,466 Shares 156,000 Est. Cost $43.40 Unrealized
TRTX TPG RE FIN TR INC 1.2%
Value ($000) $7,425 Shares 374,266 Est. Cost $19.29 Unrealized
SYF SYNCHRONY FINL 1.1%
Value ($000) $6,758 Shares 198,236 Est. Cost $28.75 Unrealized +1.8%
BLACKROCK INC 1.0%
Value ($000) $5,967 Shares 13,389 Est. Cost $445.66 Unrealized
MYLAN N V 1.0%
Value ($000) $5,934 Shares 300,000 Est. Cost $19.04 Unrealized
PYPL PAYPAL HLDGS INC 0.9%
Value ($000) $5,724 Shares 55,253 Est. Cost $109.90 Unrealized 0.0%
LPLA LPL FINL HLDGS INC 0.9%
Value ($000) $5,639 Shares 68,850 Est. Cost $79.12 Unrealized +1.1%
PREMIER INC 0.8%
Value ($000) $5,206 Shares 180,000 Est. Cost $28.92 Unrealized
EVR EVERCORE INC 0.8%
Value ($000) $5,120 Shares 63,917 Est. Cost $74.95 Unrealized -4.0%
UNH UNITEDHEALTH GROUP INC 0.8%
Value ($000) $4,890 Shares 22,500 Est. Cost $217.12 Unrealized 0.0%
FCPT FOUR CORNERS PPTY TR INC 0.8%
Value ($000) $4,747 Shares 167,857 Est. Cost $28.28 Unrealized
CNC CENTENE CORP DEL 0.7%
Value ($000) $4,434 Shares 102,500 Est. Cost $51.31 Unrealized -5.1%
ALL ALLSTATE CORP 0.7%
Value ($000) $4,368 Shares 40,187 Est. Cost $89.63 Unrealized 0.0%
ACGL ARCH CAP GROUP LTD 0.7%
Value ($000) $4,342 Shares 103,428 Est. Cost $32.43 Unrealized +15.6%
FXE INVESCO CURRENCYSHARES EURO 0.7%
Value ($000) $4,228 Shares 40,825 Est. Cost $103.56 Unrealized
HST HOST HOTELS & RESORTS INC 0.6%
Value ($000) $3,968 Shares 229,520 Est. Cost $14.76 Unrealized -8.3%
TRIPLE-S MGMT CORP 0.6%
Value ($000) $3,886 Shares 290,000 Est. Cost $13.40 Unrealized
INVH INVITATION HOMES INC 0.6%
Value ($000) $3,814 Shares 128,795 Est. Cost $23.48 Unrealized 0.0%
PRU PRUDENTIAL FINL INC 0.6%
Value ($000) $3,735 Shares 41,521 Est. Cost $65.76 Unrealized 0.0%
LNC LINCOLN NATL CORP IND 0.6%
Value ($000) $3,550 Shares 58,849 Est. Cost $44.10 Unrealized 0.0%
CXW CORECIVIC INC 0.5%
Value ($000) $3,283 Shares 190,000 Est. Cost $16.38 Unrealized -1.7%
GILD GILEAD SCIENCES INC 0.5%
Value ($000) $3,169 Shares 50,000 Est. Cost $50.93 Unrealized +0.1%
NFLX NETFLIX INC 0.5%
Value ($000) $3,027 Shares 11,310 Est. Cost $31.29 Unrealized 0.0%
UTHR UNITED THERAPEUTICS CORP DEL 0.5%
Value ($000) $2,991 Shares 37,500 Est. Cost $85.03 Unrealized -5.3%
ALLY ALLY FINL INC 0.5%
Value ($000) $2,874 Shares 86,656 Est. Cost $26.36 Unrealized 0.0%
TARO PHARMACEUTICAL INDS LTD 0.4%
Value ($000) $2,792 Shares 37,000 Est. Cost $75.46 Unrealized
RF REGIONS FINL CORP NEW 0.4%
Value ($000) $2,707 Shares 171,126 Est. Cost $11.47 Unrealized +1.3%
META FACEBOOK INC 0.4%
Value ($000) $2,636 Shares 14,800 Est. Cost $188.76 Unrealized 0.0%
AXS AXIS CAPITAL HOLDINGS LTD 0.4%
Value ($000) $2,626 Shares 39,359 Est. Cost $48.20 Unrealized +9.3%
CAH CARDINAL HEALTH INC 0.4%
Value ($000) $2,595 Shares 55,000 Est. Cost $38.16 Unrealized -0.0%
PLYM PLYMOUTH INDL REIT INC 0.4%
Value ($000) $2,544 Shares 138,888 Est. Cost $18.32 Unrealized
TIVITY HEALTH INC 0.4%
Value ($000) $2,495 Shares 150,000 Est. Cost $16.51 Unrealized
EVH EVOLENT HEALTH INC 0.4%
Value ($000) $2,409 Shares 335,000 Est. Cost $10.62 Unrealized -32.4%
RJF RAYMOND JAMES FINANCIAL INC 0.3%
Value ($000) $2,102 Shares 25,493 Est. Cost $49.20 Unrealized 0.0%
AXP AMERICAN EXPRESS CO 0.3%
Value ($000) $2,020 Shares 17,075 Est. Cost $112.57 Unrealized 0.0%
ALKS ALKERMES PLC 0.3%
Value ($000) $2,000 Shares 102,500 Est. Cost $25.12 Unrealized -13.4%
CFG CITIZENS FINL GROUP INC 0.3%
Value ($000) $1,944 Shares 54,952 Est. Cost $26.01 Unrealized +1.1%
PDL BIOPHARMA INC 0.3%
Value ($000) $1,890 Shares 875,000 Est. Cost $2.33 Unrealized
KMPR KEMPER CORP DEL 0.3%
Value ($000) $1,875 Shares 24,056 Est. Cost $79.87 Unrealized 0.0%
PATTERSON COMPANIES INC 0.3%
Value ($000) $1,871 Shares 105,000 Est. Cost $17.82 Unrealized
CMA COMERICA INC 0.3%
Value ($000) $1,757 Shares 26,625 Est. Cost $48.34 Unrealized 0.0%
FITB FIFTH THIRD BANCORP 0.3%
Value ($000) $1,740 Shares 63,557 Est. Cost $21.08 Unrealized +0.8%
CB CHUBB LIMITED 0.3%
Value ($000) $1,709 Shares 10,588 Est. Cost $139.33 Unrealized 0.0%
ARAY ACCURAY INC 0.3%
Value ($000) $1,662 Shares 600,000 Est. Cost $3.58 Unrealized -7.2%
RGA REINSURANCE GRP OF AMERICA I 0.3%
Value ($000) $1,636 Shares 10,230 Est. Cost $155.02 Unrealized 0.0%
E TRADE FINANCIAL CORP 0.3%
Value ($000) $1,617 Shares 37,009 Est. Cost $44.60 Unrealized
FAF FIRST AMERN FINL CORP 0.2%
Value ($000) $1,492 Shares 25,278 Est. Cost $46.05 Unrealized 0.0%
COR AMERISOURCEBERGEN CORP 0.2%
Value ($000) $1,441 Shares 17,500 Est. Cost $70.03 Unrealized 0.0%
IRWD IRONWOOD PHARMACEUTICALS INC 0.2%
Value ($000) $1,202 Shares 140,000 Est. Cost $9.72 Unrealized 0.0%
HIG HARTFORD FINL SVCS GROUP INC 0.2%
Value ($000) $1,188 Shares 19,605 Est. Cost $50.80 Unrealized 0.0%
HCM HUTCHISON CHINA MEDITECH LTD 0.2%
Value ($000) $1,131 Shares 63,400 Est. Cost $22.00 Unrealized
CSCO CISCO SYS INC 0.2%
Value ($000) $1,026 Shares 20,770 Est. Cost $42.79 Unrealized 0.0%
JHG JANUS HENDERSON GROUP PLC 0.1%
Value ($000) $903 Shares 40,204 Est. Cost $20.79 Unrealized 0.0%
APOLLO GLOBAL MGMT INC 0.1%
Value ($000) $837 Shares 22,131 Est. Cost $37.82 Unrealized
INTRICON CORP 0.1%
Value ($000) $816 Shares 42,000 Est. Cost $21.71 Unrealized
LEGG MASON INC 0.1%
Value ($000) $765 Shares 20,021 Est. Cost $38.21 Unrealized
HMN HORACE MANN EDUCATORS CORP N 0.1%
Value ($000) $747 Shares 16,128 Est. Cost $43.75 Unrealized 0.0%
MD MEDNAX INC 0.1%
Value ($000) $724 Shares 32,000 Est. Cost $25.34 Unrealized -10.0%
EHC ENCOMPASS HEALTH CORP 0.1%
Value ($000) $633 Shares 10,000 Est. Cost $46.42 Unrealized 0.0%
NUVECTRA CORP 0.1%
Value ($000) $544 Shares 400,000 Est. Cost $2.12 Unrealized
NVST ENVISTA HLDGS CORP 0.1%
Value ($000) $318 Shares 11,392 Est. Cost $27.93 Unrealized 0.0%
SONO SONOS INC 0.0%
Value ($000) $303 Shares 22,600 Est. Cost $12.50 Unrealized 0.0%
M MACYS INC 0.0%
Value ($000) $292 Shares 18,800 Est. Cost $18.52 Unrealized 0.0%
SDCCQ SMILEDIRECTCLUB INC 0.0%
Value ($000) $278 Shares 20,000 Est. Cost $16.68 Unrealized 0.0%
AXGN AXOGEN INC 0.0%
Value ($000) $250 Shares 20,000 Est. Cost $16.47 Unrealized 0.0%
WRIGHT MED GROUP N V 0.0%
Value ($000) $206 Shares 10,000 Est. Cost $20.60 Unrealized