GSI Capital Advisors LLC Quant / Systematic

CIK: 0001391974 · Show all filings

Period: Q3 2015 (← Previous) (Next →)

Filing Date: Oct 26, 2015

Total Value ($000): $94,426 (100.0% shares, 0.0% debt)

Holdings (27)

SPG SIMON PPTY GROUP INC NEW 12.3%

Value ($000) $11,648 Shares 63,400 Est. Cost $108.14 Unrealized +0.6%

OHI OMEGA HEALTHCARE INVS INC 9.4%

Value ($000) $8,911 Shares 253,500 Est. Cost $34.91 Unrealized —

BXP BOSTON PROPERTIES INC 9.0%

Value ($000) $8,537 Shares 72,100 Est. Cost $70.94 Unrealized +10.5%

EQR EQUITY RESIDENTIAL 8.7%

Value ($000) $8,248 Shares 109,800 Est. Cost $34.49 Unrealized +25.6%

PSA PUBLIC STORAGE 7.5%

Value ($000) $7,047 Shares 33,300 Est. Cost $127.70 Unrealized +5.9%

AVB AVALONBAY CMNTYS INC 6.9%

Value ($000) $6,503 Shares 37,200 Est. Cost $109.86 Unrealized +8.8%

DRH DIAMONDROCK HOSPITALITY CO 5.2%

Value ($000) $4,946 Shares 447,600 Est. Cost $11.47 Unrealized —

DLR DIGITAL RLTY TR INC 4.9%

Value ($000) $4,664 Shares 71,400 Est. Cost $44.98 Unrealized 0.0%

KIM KIMCO RLTY CORP 4.2%

Value ($000) $4,009 Shares 164,100 Est. Cost $13.35 Unrealized +8.6%

— FEDERAL REALTY INVT TR 3.9%

Value ($000) $3,725 Shares 27,300 Est. Cost $136.45 Unrealized —

— DUKE REALTY CORP 3.8%

Value ($000) $3,618 Shares 189,900 Est. Cost $19.05 Unrealized —

NNN NATIONAL RETAIL PPTYS INC 3.2%

Value ($000) $3,036 Shares 83,700 Est. Cost $35.01 Unrealized —

— SPIRIT RLTY CAP INC NEW 2.7%

Value ($000) $2,579 Shares 282,200 Est. Cost $9.14 Unrealized —

SHO SUNSTONE HOTEL INVS INC NEW 2.3%

Value ($000) $2,182 Shares 164,900 Est. Cost $13.59 Unrealized —

MAC MACERICH CO 2.2%

Value ($000) $2,097 Shares 27,300 Est. Cost $74.62 Unrealized —

— EQUITY COMWLTH 1.7%

Value ($000) $1,564 Shares 57,400 Est. Cost $25.89 Unrealized —

ARE ALEXANDRIA REAL ESTATE EQ IN 1.6%

Value ($000) $1,507 Shares 17,800 Est. Cost $52.04 Unrealized +19.6%

PDM PIEDMONT OFFICE REALTY TR IN 1.4%

Value ($000) $1,285 Shares 71,800 Est. Cost $17.90 Unrealized —

— PARAMOUNT GROUP INC 1.3%

Value ($000) $1,250 Shares 74,400 Est. Cost $19.31 Unrealized —

ELS EQUITY LIFESTYLE PPTYS INC 1.3%

Value ($000) $1,230 Shares 21,000 Est. Cost $58.57 Unrealized —

FR FIRST INDUSTRIAL REALTY TRUS 1.1%

Value ($000) $1,045 Shares 49,900 Est. Cost $20.94 Unrealized —

— POST PPTYS INC 1.0%

Value ($000) $944 Shares 16,200 Est. Cost $53.61 Unrealized —

CDP CORPORATE OFFICE PPTYS TR 1.0%

Value ($000) $906 Shares 43,100 Est. Cost $23.54 Unrealized —

— AMERICAN CAMPUS CMNTYS INC 0.9%

Value ($000) $881 Shares 24,300 Est. Cost $42.70 Unrealized —

— EQUITY ONE 0.8%

Value ($000) $755 Shares 31,000 Est. Cost $26.50 Unrealized —

— STORE CAP CORP 0.7%

Value ($000) $663 Shares 32,100 Est. Cost $20.10 Unrealized —

SKT TANGER FACTORY OUTLET CTRS I 0.7%

Value ($000) $646 Shares 19,600 Est. Cost $35.46 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPG	SIMON PPTY GROUP INC NEW	63,400	$11,648	12.3%	$108.14	+0.6%	COM	828806109
OHI	OMEGA HEALTHCARE INVS INC	253,500	$8,911	9.4%	$34.91	—	COM	681936100
BXP	BOSTON PROPERTIES INC	72,100	$8,537	9.0%	$70.94	+10.5%	COM	101121101
EQR	EQUITY RESIDENTIAL	109,800	$8,248	8.7%	$34.49	+25.6%	SH BEN INT	29476L107
PSA	PUBLIC STORAGE	33,300	$7,047	7.5%	$127.70	+5.9%	COM	74460D109
AVB	AVALONBAY CMNTYS INC	37,200	$6,503	6.9%	$109.86	+8.8%	COM	053484101
DRH	DIAMONDROCK HOSPITALITY CO	447,600	$4,946	5.2%	$11.47	—	COM	252784301
DLR	DIGITAL RLTY TR INC	71,400	$4,664	4.9%	$44.98	0.0%	COM	253868103
KIM	KIMCO RLTY CORP	164,100	$4,009	4.2%	$13.35	+8.6%	COM	49446R109
—	FEDERAL REALTY INVT TR	27,300	$3,725	3.9%	$136.45	—	SH BEN INT NEW	313747206
—	DUKE REALTY CORP	189,900	$3,618	3.8%	$19.05	—	COM NEW	264411505
NNN	NATIONAL RETAIL PPTYS INC	83,700	$3,036	3.2%	$35.01	—	COM	637417106
—	SPIRIT RLTY CAP INC NEW	282,200	$2,579	2.7%	$9.14	—	COM	84860W102
SHO	SUNSTONE HOTEL INVS INC NEW	164,900	$2,182	2.3%	$13.59	—	COM	867892101
MAC	MACERICH CO	27,300	$2,097	2.2%	$74.62	—	COM	554382101
—	EQUITY COMWLTH	57,400	$1,564	1.7%	$25.89	—	COM SH BEN INT	294628102
ARE	ALEXANDRIA REAL ESTATE EQ IN	17,800	$1,507	1.6%	$52.04	+19.6%	COM	015271109
PDM	PIEDMONT OFFICE REALTY TR IN	71,800	$1,285	1.4%	$17.90	—	COM CL A	720190206
—	PARAMOUNT GROUP INC	74,400	$1,250	1.3%	$19.31	—	COM	69924R108
ELS	EQUITY LIFESTYLE PPTYS INC	21,000	$1,230	1.3%	$58.57	—	COM	29472R108
FR	FIRST INDUSTRIAL REALTY TRUS	49,900	$1,045	1.1%	$20.94	—	COM	32054K103
—	POST PPTYS INC	16,200	$944	1.0%	$53.61	—	COM	737464107
CDP	CORPORATE OFFICE PPTYS TR	43,100	$906	1.0%	$23.54	—	SH BEN INT	22002T108
—	AMERICAN CAMPUS CMNTYS INC	24,300	$881	0.9%	$42.70	—	COM	024835100
—	EQUITY ONE	31,000	$755	0.8%	$26.50	—	COM	294752100
—	STORE CAP CORP	32,100	$663	0.7%	$20.10	—	COM	862121100
SKT	TANGER FACTORY OUTLET CTRS I	19,600	$646	0.7%	$35.46	—	COM	875465106