Crestline Management, LP Quant / Systematic

CIK: 0001536054 · Show all filings

Period: Q3 2020 (← Previous) (Next →)

Filing Date: Nov 13, 2020

Total Value ($000): $678,334 (100.0% shares, 0.0% debt)

Holdings (91)

DNLI DENALI THERAPEUTICS INC 64.4%
Value ($000) $437,185 Shares 12,201,634 Est. Cost $17.97 Unrealized +67.6%
QQQ INVESCO QQQ TR 1.6%
Value ($000) $10,835 Shares 39,000 Est. Cost Unrealized
VNQ VANGUARD INDEX FDS 1.2%
Value ($000) $7,896 Shares 100,000 Est. Cost Unrealized
QCOM QUALCOMM INC 1.1%
Value ($000) $7,196 Shares 61,150 Est. Cost $95.15 Unrealized 0.0%
MT ARCELORMITTAL SA LUXEMBOURG 1.0%
Value ($000) $6,878 Shares 519,110 Est. Cost $13.25 Unrealized
WEINGARTEN RLTY INVS 1.0%
Value ($000) $6,783 Shares 399,957 Est. Cost $16.96 Unrealized
NSA NATIONAL STORAGE AFFILIATES 1.0%
Value ($000) $6,549 Shares 200,200 Est. Cost $32.71 Unrealized
MCHP MICROCHIP TECHNOLOGY INC. 1.0%
Value ($000) $6,494 Shares 63,198 Est. Cost $44.92 Unrealized +4.3%
KRC KILROY RLTY CORP 0.9%
Value ($000) $6,173 Shares 118,800 Est. Cost $51.96 Unrealized
WOR WORTHINGTON INDS INC 0.9%
Value ($000) $6,113 Shares 149,899 Est. Cost $18.22 Unrealized +33.7%
QRVO QORVO INC 0.9%
Value ($000) $6,076 Shares 47,100 Est. Cost $113.95 Unrealized +8.8%
UDR UDR INC 0.9%
Value ($000) $5,870 Shares 180,000 Est. Cost $28.71 Unrealized 0.0%
AAT AMERICAN ASSETS TR INC 0.8%
Value ($000) $5,687 Shares 236,069 Est. Cost $24.51 Unrealized
AMAT APPLIED MATLS INC 0.8%
Value ($000) $5,648 Shares 95,000 Est. Cost $53.66 Unrealized +9.7%
COLUMBIA PPTY TR INC 0.8%
Value ($000) $5,250 Shares 481,202 Est. Cost $10.91 Unrealized
MET METLIFE INC 0.8%
Value ($000) $5,175 Shares 139,222 Est. Cost $32.01 Unrealized 0.0%
HEALTHCARE RLTY TR 0.7%
Value ($000) $4,745 Shares 157,550 Est. Cost $30.12 Unrealized
CCK CROWN HLDGS INC 0.6%
Value ($000) $4,304 Shares 56,000 Est. Cost $66.85 Unrealized +4.0%
NEM NEWMONT CORP 0.6%
Value ($000) $4,219 Shares 66,500 Est. Cost $52.55 Unrealized +4.9%
GDX VANECK VECTORS ETF TR 0.6%
Value ($000) $4,112 Shares 105,011 Est. Cost $27.95 Unrealized
EQH EQUITABLE HLDGS INC 0.6%
Value ($000) $3,848 Shares 210,977 Est. Cost $17.59 Unrealized 0.0%
AEM AGNICO EAGLE MINES LTD 0.6%
Value ($000) $3,797 Shares 47,700 Est. Cost $51.75 Unrealized +29.4%
AIZ ASSURANT INC 0.5%
Value ($000) $3,670 Shares 30,252 Est. Cost $104.47 Unrealized 0.0%
BRO BROWN & BROWN INC 0.5%
Value ($000) $3,633 Shares 80,241 Est. Cost $43.00 Unrealized 0.0%
STLD STEEL DYNAMICS INC 0.5%
Value ($000) $3,540 Shares 123,643 Est. Cost $26.10 Unrealized 0.0%
ALL ALLSTATE CORP 0.5%
Value ($000) $3,536 Shares 37,557 Est. Cost $81.77 Unrealized 0.0%
WRB BERKLEY W R CORP 0.5%
Value ($000) $3,484 Shares 56,969 Est. Cost $24.25 Unrealized 0.0%
NWL NEWELL BRANDS INC 0.5%
Value ($000) $3,432 Shares 200,000 Est. Cost $13.14 Unrealized 0.0%
KMPR KEMPER CORP 0.5%
Value ($000) $3,160 Shares 47,288 Est. Cost $75.92 Unrealized 0.0%
TX TERNIUM SA 0.4%
Value ($000) $2,936 Shares 155,913 Est. Cost $18.83 Unrealized
VOYA VOYA FINANCIAL INC 0.4%
Value ($000) $2,853 Shares 59,532 Est. Cost $44.82 Unrealized 0.0%
AMZN AMAZON COM INC 0.4%
Value ($000) $2,834 Shares 900 Est. Cost $157.65 Unrealized 0.0%
AAPL APPLE INC 0.4%
Value ($000) $2,779 Shares 24,000 Est. Cost $100.68 Unrealized +5.3%
AJG GALLAGHER ARTHUR J & CO 0.4%
Value ($000) $2,730 Shares 25,861 Est. Cost $97.68 Unrealized 0.0%
SCHNITZER STL INDS 0.4%
Value ($000) $2,704 Shares 140,620 Est. Cost $19.23 Unrealized
VZ VERIZON COMMUNICATIONS INC 0.4%
Value ($000) $2,677 Shares 45,000 Est. Cost $41.83 Unrealized +1.8%
MKL MARKEL CORP 0.4%
Value ($000) $2,633 Shares 2,704 Est. Cost $1015.77 Unrealized 0.0%
GL GLOBE LIFE INC 0.4%
Value ($000) $2,632 Shares 32,938 Est. Cost $76.36 Unrealized 0.0%
TER TERADYNE INC 0.4%
Value ($000) $2,551 Shares 32,100 Est. Cost $82.97 Unrealized 0.0%
SPY SPDR S&P 500 ETF TR 0.4%
Value ($000) $2,518 Shares 7,519 Est. Cost $308.35 Unrealized
PG&E CORP 0.4%
Value ($000) $2,452 Shares 25,000 Est. Cost $98.08 Unrealized
MSFT MICROSOFT CORP 0.4%
Value ($000) $2,419 Shares 11,500 Est. Cost $184.03 Unrealized +9.1%
MSFT MICROSOFT CORP 0.4%
Value ($000) $2,419 Shares 11,500 Est. Cost $184.03 Unrealized +9.1%
SBAC SBA COMMUNICATIONS CORP NEW 0.4%
Value ($000) $2,392 Shares 7,510 Est. Cost $280.36 Unrealized +1.4%
LITE LUMENTUM HLDGS INC 0.3%
Value ($000) $2,197 Shares 29,248 Est. Cost $81.35 Unrealized +1.9%
MU MICRON TECHNOLOGY INC 0.3%
Value ($000) $2,113 Shares 45,000 Est. Cost $47.22 Unrealized 0.0%
MA MASTERCARD INCORPORATED 0.3%
Value ($000) $2,104 Shares 6,222 Est. Cost $299.51 Unrealized +5.4%
PEP PEPSICO INC 0.3%
Value ($000) $2,079 Shares 15,000 Est. Cost $115.17 Unrealized 0.0%
INVH INVITATION HOMES INC 0.3%
Value ($000) $2,015 Shares 72,000 Est. Cost $24.27 Unrealized 0.0%
NUS NU SKIN ENTERPRISES INC 0.3%
Value ($000) $2,004 Shares 40,000 Est. Cost $39.33 Unrealized 0.0%
T AT&T INC 0.3%
Value ($000) $1,996 Shares 70,000 Est. Cost Unrealized
LAM RESEARCH CORP 0.3%
Value ($000) $1,991 Shares 6,000 Est. Cost $240.02 Unrealized
META FACEBOOK INC 0.3%
Value ($000) $1,964 Shares 7,500 Est. Cost $226.84 Unrealized +12.9%
AAPL APPLE INC 0.3%
Value ($000) $1,912 Shares 16,500 Est. Cost $100.68 Unrealized +5.3%
AMZN AMAZON COM INC 0.3%
Value ($000) $1,890 Shares 600 Est. Cost $157.65 Unrealized 0.0%
MKSI MKS INSTRS INC 0.3%
Value ($000) $1,857 Shares 17,000 Est. Cost $112.47 Unrealized 0.0%
RGA REINSURANCE GRP OF AMERICA I 0.3%
Value ($000) $1,830 Shares 19,226 Est. Cost $89.99 Unrealized 0.0%
META FACEBOOK INC 0.3%
Value ($000) $1,755 Shares 6,700 Est. Cost $226.84 Unrealized +12.9%
KR KROGER CO 0.3%
Value ($000) $1,696 Shares 50,000 Est. Cost $30.80 Unrealized 0.0%
CHTR CHARTER COMMUNICATIONS INC N 0.2%
Value ($000) $1,686 Shares 2,700 Est. Cost $523.56 Unrealized +12.7%
FAF FIRST AMERN FINL CORP 0.2%
Value ($000) $1,648 Shares 32,363 Est. Cost $42.91 Unrealized 0.0%
LW LAMB WESTON HLDGS INC 0.2%
Value ($000) $1,392 Shares 21,000 Est. Cost $58.69 Unrealized 0.0%
WPC WP CAREY INC 0.2%
Value ($000) $1,303 Shares 20,000 Est. Cost $65.15 Unrealized
SQM SOCIEDAD QUIMICA Y MINERA DE 0.2%
Value ($000) $1,135 Shares 35,000 Est. Cost $32.43 Unrealized
CHTR CHARTER COMMUNICATIONS INC N 0.2%
Value ($000) $1,123 Shares 1,800 Est. Cost $523.56 Unrealized +12.7%
MA MASTERCARD INCORPORATED 0.1%
Value ($000) $1,014 Shares 3,000 Est. Cost $299.51 Unrealized +5.4%
ADBE ADOBE SYSTEMS INCORPORATED 0.1%
Value ($000) $981 Shares 2,000 Est. Cost $372.04 Unrealized +25.0%
VIACOMCBS INC 0.1%
Value ($000) $980 Shares 35,000 Est. Cost $28.00 Unrealized
SBAC SBA COMMUNICATIONS CORP NEW 0.1%
Value ($000) $955 Shares 3,000 Est. Cost $280.36 Unrealized +1.4%
FRONT YD RESIDENTIAL CORP 0.1%
Value ($000) $926 Shares 105,941 Est. Cost $8.74 Unrealized
VZ VERIZON COMMUNICATIONS INC 0.1%
Value ($000) $892 Shares 15,000 Est. Cost $41.83 Unrealized +1.8%
BABA ALIBABA GROUP HLDG LTD 0.1%
Value ($000) $882 Shares 3,000 Est. Cost $294.00 Unrealized
BELLRING BRANDS INC 0.1%
Value ($000) $842 Shares 40,582 Est. Cost $20.75 Unrealized
EPC EDGEWELL PERS CARE CO 0.1%
Value ($000) $800 Shares 28,700 Est. Cost $27.04 Unrealized 0.0%
NVRI HARSCO CORP 0.1%
Value ($000) $775 Shares 55,737 Est. Cost $10.05 Unrealized +43.7%
ORCL ORACLE CORP 0.1%
Value ($000) $746 Shares 12,500 Est. Cost Unrealized
LAMR LAMAR ADVERTISING CO NEW 0.1%
Value ($000) $695 Shares 10,500 Est. Cost $66.19 Unrealized
INTERPUBLIC GROUP COS INC 0.1%
Value ($000) $633 Shares 38,000 Est. Cost $14.51 Unrealized 0.0%
VIACOMCBS INC 0.1%
Value ($000) $630 Shares 22,500 Est. Cost $28.00 Unrealized
DISCOVERY INC 0.1%
Value ($000) $544 Shares 25,000 Est. Cost $21.10 Unrealized
AIG AMERICAN INTL GROUP INC 0.1%
Value ($000) $516 Shares 18,747 Est. Cost $26.13 Unrealized 0.0%
FIS FIDELITY NATL INFORMATION SV 0.1%
Value ($000) $515 Shares 3,500 Est. Cost $128.81 Unrealized 0.0%
UBER UBER TECHNOLOGIES INC 0.1%
Value ($000) $503 Shares 13,800 Est. Cost $33.01 Unrealized 0.0%
CRM SALESFORCE COM INC 0.1%
Value ($000) $377 Shares 1,500 Est. Cost $166.47 Unrealized +29.9%
KIM KIMCO RLTY CORP 0.0%
Value ($000) $305 Shares 27,064 Est. Cost $9.37 Unrealized 0.0%
NFLX NETFLIX INC 0.0%
Value ($000) $300 Shares 600 Est. Cost $49.77 Unrealized 0.0%
LYFT LYFT INC 0.0%
Value ($000) $276 Shares 10,000 Est. Cost Unrealized
DISCOVERY INC 0.0%
Value ($000) $261 Shares 12,000 Est. Cost $21.10 Unrealized
CRM SALESFORCE COM INC 0.0%
Value ($000) $251 Shares 1,000 Est. Cost $166.47 Unrealized +29.9%
TMUS T-MOBILE US INC 0.0%
Value ($000) $114 Shares 1,000 Est. Cost $92.61 Unrealized +15.6%
TMUS T-MOBILE US INC 0.0%
Value ($000) $114 Shares 1,000 Est. Cost $92.61 Unrealized +15.6%