Crestline Management, L.P. Quant / Systematic

Location: Fort Worth, TX

CIK: 0001536054 · Show all filings

Period: Q1 2020 (← Previous) (Next →)

Filing Date: May 13, 2020

Total Value: $347M (100.0% shares, 0.0% debt)

Holdings (32)

DNLI DENALI THERAPEUTICS INC 78.4%

Value $273M Shares 15,567,736 Est. Cost $17.97 Unrealized +16.1%

KRC KILROY RLTY CORP 2.0%

Value $7.005M Shares 109,965 Est. Cost $63.70 Unrealized —

MU MICRON TECHNOLOGY INC 1.8%

Value $6.181M Shares 146,949 Est. Cost $46.59 Unrealized +8.9%

INTC INTEL CORP 1.5%

Value $5.304M Shares 98,000 Est. Cost $52.33 Unrealized 0.0%

BXP BOSTON PROPERTIES INC 1.2%

Value $4.095M Shares 44,400 Est. Cost $95.58 Unrealized 0.0%

AMAT APPLIED MATLS INC 1.2%

Value $4.095M Shares 89,366 Est. Cost $54.36 Unrealized 0.0%

KLAC KLA CORPORATION 1.1%

Value $3.835M Shares 26,679 Est. Cost $150.21 Unrealized 0.0%

AMH AMERICAN HOMES 4 RENT 1.0%

Value $3.596M Shares 155,000 Est. Cost $24.31 Unrealized —

— LAM RESEARCH CORP 1.0%

Value $3.548M Shares 14,782 Est. Cost $240.02 Unrealized —

RIO RIO TINTO PLC 1.0%

Value $3.326M Shares 73,000 Est. Cost $45.56 Unrealized —

NEM NEWMONT CORP 0.9%

Value $3.03M Shares 66,916 Est. Cost $37.89 Unrealized 0.0%

AAT AMERICAN ASSETS TR INC 0.8%

Value $2.95M Shares 118,000 Est. Cost $25.00 Unrealized —

NXPI NXP SEMICONDUCTORS N V 0.8%

Value $2.91M Shares 35,092 Est. Cost $106.08 Unrealized 0.0%

GDX VANECK VECTORS ETF TR 0.7%

Value $2.304M Shares 100,000 Est. Cost $23.04 Unrealized —

CMC COMMERCIAL METALS CO 0.7%

Value $2.264M Shares 143,382 Est. Cost $17.32 Unrealized 0.0%

LITE LUMENTUM HLDGS INC 0.6%

Value $2.137M Shares 29,000 Est. Cost $78.70 Unrealized 0.0%

MCHP MICROCHIP TECHNOLOGY INC 0.6%

Value $2.066M Shares 30,466 Est. Cost $42.00 Unrealized 0.0%

ADI ANALOG DEVICES INC 0.6%

Value $1.972M Shares 22,000 Est. Cost $98.34 Unrealized 0.0%

INVH INVITATION HOMES INC 0.5%

Value $1.849M Shares 86,500 Est. Cost $23.84 Unrealized 0.0%

CCK CROWN HLDGS INC 0.5%

Value $1.654M Shares 28,500 Est. Cost $66.14 Unrealized 0.0%

TRTX TPG RE FIN TR INC 0.5%

Value $1.623M Shares 295,601 Est. Cost $19.29 Unrealized —

O REALTY INCOME CORP 0.4%

Value $1.496M Shares 30,000 Est. Cost $51.85 Unrealized 0.0%

PLYM PLYMOUTH INDL REIT INC 0.3%

Value $1.138M Shares 102,009 Est. Cost $18.32 Unrealized —

ADC AGREE REALTY CORP 0.3%

Value $929K Shares 15,000 Est. Cost $61.93 Unrealized —

CMBT EURONAV NV ANTWERPEN 0.3%

Value $902K Shares 80,000 Est. Cost $5.08 Unrealized 0.0%

TWLO TWILIO INC 0.3%

Value $895K Shares 10,000 Est. Cost $109.80 Unrealized 0.0%

VALE VALE S A 0.2%

Value $829K Shares 100,000 Est. Cost $8.29 Unrealized —

— BARRICK GOLD CORPORATION 0.2%

Value $740K Shares 40,400 Est. Cost $18.32 Unrealized —

XPO XPO LOGISTICS INC 0.2%

Value $609K Shares 12,500 Est. Cost $26.73 Unrealized 0.0%

— FRONTLINE LTD 0.2%

Value $577K Shares 60,000 Est. Cost $9.62 Unrealized —

— RETAIL PPTYS AMER INC 0.1%

Value $517K Shares 100,000 Est. Cost $5.17 Unrealized —

KN KNOWLES CORP 0.1%

Value $507K Shares 37,900 Est. Cost $17.38 Unrealized 0.0%

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
DNLI	DENALI THERAPEUTICS INC	15,567,736	$273M	78.4%	$17.97	+16.1%	COM	24823R105
KRC	KILROY RLTY CORP	109,965	$7.005M	2.0%	$63.70	—	COM	49427F108
MU	MICRON TECHNOLOGY INC	146,949	$6.181M	1.8%	$46.59	+8.9%	COM	595112103
INTC	INTEL CORP	98,000	$5.304M	1.5%	$52.33	0.0%	COM	458140100
BXP	BOSTON PROPERTIES INC	44,400	$4.095M	1.2%	$95.58	0.0%	COM	101121101
AMAT	APPLIED MATLS INC	89,366	$4.095M	1.2%	$54.36	0.0%	COM	038222105
KLAC	KLA CORPORATION	26,679	$3.835M	1.1%	$150.21	0.0%	COM NEW	482480100
AMH	AMERICAN HOMES 4 RENT	155,000	$3.596M	1.0%	$24.31	—	CL A	02665T306
—	LAM RESEARCH CORP	14,782	$3.548M	1.0%	$240.02	—	COM	512807108
RIO	RIO TINTO PLC	73,000	$3.326M	1.0%	$45.56	—	SPONSORED ADR	767204100
NEM	NEWMONT CORP	66,916	$3.03M	0.9%	$37.89	0.0%	COM	651639106
AAT	AMERICAN ASSETS TR INC	118,000	$2.95M	0.8%	$25.00	—	COM	024013104
NXPI	NXP SEMICONDUCTORS N V	35,092	$2.91M	0.8%	$106.08	0.0%	COM	N6596X109
GDX	VANECK VECTORS ETF TR	100,000	$2.304M	0.7%	$23.04	—	GOLD MINERS ETF	92189F106
CMC	COMMERCIAL METALS CO	143,382	$2.264M	0.7%	$17.32	0.0%	COM	201723103
LITE	LUMENTUM HLDGS INC	29,000	$2.137M	0.6%	$78.70	0.0%	COM	55024U109
MCHP	MICROCHIP TECHNOLOGY INC	30,466	$2.066M	0.6%	$42.00	0.0%	COM	595017104
ADI	ANALOG DEVICES INC	22,000	$1.972M	0.6%	$98.34	0.0%	COM	032654105
INVH	INVITATION HOMES INC	86,500	$1.849M	0.5%	$23.84	0.0%	COM	46187W107
CCK	CROWN HLDGS INC	28,500	$1.654M	0.5%	$66.14	0.0%	COM	228368106
TRTX	TPG RE FIN TR INC	295,601	$1.623M	0.5%	$19.29	—	COM	87266M107
O	REALTY INCOME CORP	30,000	$1.496M	0.4%	$51.85	0.0%	COM	756109104
PLYM	PLYMOUTH INDL REIT INC	102,009	$1.138M	0.3%	$18.32	—	COM	729640102
ADC	AGREE REALTY CORP	15,000	$929K	0.3%	$61.93	—	COM	008492100
CMBT	EURONAV NV ANTWERPEN	80,000	$902K	0.3%	$5.08	0.0%	SHS	B38564108
TWLO	TWILIO INC	10,000	$895K	0.3%	$109.80	0.0%	CL A	90138F102
VALE	VALE S A	100,000	$829K	0.2%	$8.29	—	SPONSORED ADS	91912E105
—	BARRICK GOLD CORPORATION	40,400	$740K	0.2%	$18.32	—	COM	067901108
XPO	XPO LOGISTICS INC	12,500	$609K	0.2%	$26.73	0.0%	COM	983793100
—	FRONTLINE LTD	60,000	$577K	0.2%	$9.62	—	SHS NEW	G3682E192
—	RETAIL PPTYS AMER INC	100,000	$517K	0.1%	$5.17	—	CL A	76131V202
KN	KNOWLES CORP	37,900	$507K	0.1%	$17.38	0.0%	COM	49926D109