GSI Capital Advisors LLC Quant / Systematic

CIK: 0001391974 · Show all filings

Period: Q1 2014 (← Previous) (Next →)

Filing Date: Apr 24, 2014

Total Value ($000): $99,086 (100.0% shares, 0.0% debt)

Holdings (31)

SPG SIMON PPTY GROUP INC NEW 12.8%

Value ($000) $12,661 Shares 77,200 Est. Cost $88.26 Unrealized -4.4%

— HEALTH CARE REIT INC 11.7%

Value ($000) $11,610 Shares 194,800 Est. Cost $63.49 Unrealized —

— SPIRIT RLTY CAP INC NEW 6.9%

Value ($000) $6,847 Shares 623,600 Est. Cost $10.98 Unrealized —

EQR EQUITY RESIDENTIAL 6.9%

Value ($000) $6,843 Shares 118,000 Est. Cost $31.47 Unrealized +0.8%

PLD PROLOGIS INC 6.6%

Value ($000) $6,525 Shares 159,800 Est. Cost $26.75 Unrealized +3.3%

BXP BOSTON PROPERTIES INC 6.5%

Value ($000) $6,459 Shares 56,400 Est. Cost $63.64 Unrealized +5.2%

VNO VORNADO RLTY TR 6.2%

Value ($000) $6,111 Shares 62,000 Est. Cost $88.79 Unrealized —

AVB AVALONBAY CMNTYS INC 5.6%

Value ($000) $5,542 Shares 42,200 Est. Cost $87.25 Unrealized -2.8%

HST HOST HOTELS & RESORTS INC 5.2%

Value ($000) $5,151 Shares 254,500 Est. Cost $12.03 Unrealized 0.0%

CUBE CUBESMART 5.1%

Value ($000) $5,031 Shares 293,200 Est. Cost $17.16 Unrealized —

— FEDERAL REALTY INVT TR 3.7%

Value ($000) $3,694 Shares 32,200 Est. Cost $101.41 Unrealized —

REG REGENCY CTRS CORP 2.3%

Value ($000) $2,303 Shares 45,100 Est. Cost $31.52 Unrealized 0.0%

MAC MACERICH CO 2.2%

Value ($000) $2,182 Shares 35,000 Est. Cost $58.88 Unrealized —

CPT CAMDEN PPTY TR 2.0%

Value ($000) $1,973 Shares 29,300 Est. Cost $40.12 Unrealized 0.0%

AMT AMERICAN TOWER CORP NEW 1.8%

Value ($000) $1,772 Shares 21,650 Est. Cost $59.40 Unrealized +3.7%

KRC KILROY RLTY CORP 1.8%

Value ($000) $1,769 Shares 30,200 Est. Cost $49.95 Unrealized —

ARE ALEXANDRIA REAL ESTATE EQ IN 1.7%

Value ($000) $1,676 Shares 23,100 Est. Cost $42.34 Unrealized +8.8%

— HEALTHCARE TR AMER INC 1.3%

Value ($000) $1,294 Shares 113,600 Est. Cost $11.39 Unrealized —

— RETAIL PPTYS AMER INC 1.3%

Value ($000) $1,248 Shares 92,150 Est. Cost $12.72 Unrealized —

EXR EXTRA SPACE STORAGE INC 1.2%

Value ($000) $1,198 Shares 24,700 Est. Cost $27.95 Unrealized +7.2%

— LASALLE HOTEL PPTYS 1.1%

Value ($000) $1,090 Shares 34,800 Est. Cost $31.32 Unrealized —

— EDUCATION RLTY TR INC 1.1%

Value ($000) $1,053 Shares 106,700 Est. Cost $9.16 Unrealized —

ELS EQUITY LIFESTYLE PPTYS INC 0.9%

Value ($000) $882 Shares 21,700 Est. Cost $56.78 Unrealized —

SHO SUNSTONE HOTEL INVS INC NEW 0.9%

Value ($000) $853 Shares 62,100 Est. Cost $13.03 Unrealized —

— CBL & ASSOC PPTYS INC 0.7%

Value ($000) $724 Shares 40,800 Est. Cost $17.75 Unrealized —

— EQUITY ONE 0.7%

Value ($000) $715 Shares 32,000 Est. Cost $22.52 Unrealized —

EGP EASTGROUP PPTY INC 0.6%

Value ($000) $610 Shares 9,700 Est. Cost $62.89 Unrealized —

— STRATEGIC HOTELS & RESORTS I 0.6%

Value ($000) $565 Shares 55,400 Est. Cost $9.26 Unrealized —

— PS BUSINESS PKS INC CALIF 0.5%

Value ($000) $535 Shares 6,400 Est. Cost $83.59 Unrealized —

ESS ESSEX PPTY TR INC 0.1%

Value ($000) $136 Shares 800 Est. Cost $104.19 Unrealized +6.0%

— CORESITE RLTY CORP 0.0%

Value ($000) $34 Shares 1,100 Est. Cost $34.17 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPG	SIMON PPTY GROUP INC NEW	77,200	$12,661	12.8%	$88.26	-4.4%	COM	828806109
—	HEALTH CARE REIT INC	194,800	$11,610	11.7%	$63.49	—	COM	42217K106
—	SPIRIT RLTY CAP INC NEW	623,600	$6,847	6.9%	$10.98	—	COM	84860W102
EQR	EQUITY RESIDENTIAL	118,000	$6,843	6.9%	$31.47	+0.8%	SH BEN INT	29476L107
PLD	PROLOGIS INC	159,800	$6,525	6.6%	$26.75	+3.3%	COM	74340W103
BXP	BOSTON PROPERTIES INC	56,400	$6,459	6.5%	$63.64	+5.2%	COM	101121101
VNO	VORNADO RLTY TR	62,000	$6,111	6.2%	$88.79	—	SH BEN INT	929042109
AVB	AVALONBAY CMNTYS INC	42,200	$5,542	5.6%	$87.25	-2.8%	COM	053484101
HST	HOST HOTELS & RESORTS INC	254,500	$5,151	5.2%	$12.03	0.0%	COM	44107P104
CUBE	CUBESMART	293,200	$5,031	5.1%	$17.16	—	COM	229663109
—	FEDERAL REALTY INVT TR	32,200	$3,694	3.7%	$101.41	—	SH BEN INT NEW	313747206
REG	REGENCY CTRS CORP	45,100	$2,303	2.3%	$31.52	0.0%	COM	758849103
MAC	MACERICH CO	35,000	$2,182	2.2%	$58.88	—	COM	554382101
CPT	CAMDEN PPTY TR	29,300	$1,973	2.0%	$40.12	0.0%	SH BEN INT	133131102
AMT	AMERICAN TOWER CORP NEW	21,650	$1,772	1.8%	$59.40	+3.7%	COM	03027X100
KRC	KILROY RLTY CORP	30,200	$1,769	1.8%	$49.95	—	COM	49427F108
ARE	ALEXANDRIA REAL ESTATE EQ IN	23,100	$1,676	1.7%	$42.34	+8.8%	COM	015271109
—	HEALTHCARE TR AMER INC	113,600	$1,294	1.3%	$11.39	—	CL A	42225P105
—	RETAIL PPTYS AMER INC	92,150	$1,248	1.3%	$12.72	—	CL A	76131V202
EXR	EXTRA SPACE STORAGE INC	24,700	$1,198	1.2%	$27.95	+7.2%	COM	30225T102
—	LASALLE HOTEL PPTYS	34,800	$1,090	1.1%	$31.32	—	COM SH BEN INT	517942108
—	EDUCATION RLTY TR INC	106,700	$1,053	1.1%	$9.16	—	COM	28140H104
ELS	EQUITY LIFESTYLE PPTYS INC	21,700	$882	0.9%	$56.78	—	COM	29472R108
SHO	SUNSTONE HOTEL INVS INC NEW	62,100	$853	0.9%	$13.03	—	COM	867892101
—	CBL & ASSOC PPTYS INC	40,800	$724	0.7%	$17.75	—	COM	124830100
—	EQUITY ONE	32,000	$715	0.7%	$22.52	—	COM	294752100
EGP	EASTGROUP PPTY INC	9,700	$610	0.6%	$62.89	—	COM	277276101
—	STRATEGIC HOTELS & RESORTS I	55,400	$565	0.6%	$9.26	—	COM	86272T106
—	PS BUSINESS PKS INC CALIF	6,400	$535	0.5%	$83.59	—	COM	69360J107
ESS	ESSEX PPTY TR INC	800	$136	0.1%	$104.19	+6.0%	COM	297178105
—	CORESITE RLTY CORP	1,100	$34	0.0%	$34.17	—	COM	21870Q105