GSI Capital Advisors LLC Quant / Systematic

CIK: 0001391974 · Show all filings

Period: Q4 2015 (← Previous) (Next →)

Filing Date: Feb 9, 2016

Total Value ($000): $108,882 (100.0% shares, 0.0% debt)

Holdings (29)

EQR EQUITY RESIDENTIAL 11.2%

Value ($000) $12,222 Shares 149,800 Est. Cost $37.77 Unrealized +23.9%

SPG SIMON PPTY GROUP INC NEW 10.5%

Value ($000) $11,453 Shares 58,900 Est. Cost $108.14 Unrealized +7.1%

— HEALTHCARE RLTY TR 10.1%

Value ($000) $11,021 Shares 162,000 Est. Cost $68.03 Unrealized —

VNO VORNADO RLTY TR 8.1%

Value ($000) $8,816 Shares 88,200 Est. Cost $99.95 Unrealized —

PSA PUBLIC STORAGE 7.6%

Value ($000) $8,323 Shares 33,600 Est. Cost $127.70 Unrealized +22.8%

NNN NATIONAL RETAIL PPTYS INC 5.4%

Value ($000) $5,843 Shares 145,900 Est. Cost $37.16 Unrealized —

— DUKE REALTY CORP 5.3%

Value ($000) $5,743 Shares 273,200 Est. Cost $19.65 Unrealized —

DLR DIGITAL RLTY TR INC 5.2%

Value ($000) $5,641 Shares 74,600 Est. Cost $45.22 Unrealized +11.5%

— FEDERAL REALTY INVT TR 5.0%

Value ($000) $5,435 Shares 37,200 Est. Cost $139.02 Unrealized —

HST HOST HOTELS & RESORTS INC 4.2%

Value ($000) $4,588 Shares 299,100 Est. Cost $11.03 Unrealized 0.0%

— GENERAL GROWTH PPTYS INC NEW 2.7%

Value ($000) $2,931 Shares 107,700 Est. Cost $27.21 Unrealized —

— DDR CORP 2.5%

Value ($000) $2,768 Shares 164,400 Est. Cost $16.84 Unrealized —

CPT CAMDEN PPTY TR 2.5%

Value ($000) $2,725 Shares 35,500 Est. Cost $51.23 Unrealized 0.0%

OHI OMEGA HEALTHCARE INVS INC 2.5%

Value ($000) $2,714 Shares 77,600 Est. Cost $34.91 Unrealized —

— EQUITY COMWLTH 1.7%

Value ($000) $1,805 Shares 65,100 Est. Cost $26.11 Unrealized —

— BIOMED REALTY TRUST INC 1.6%

Value ($000) $1,777 Shares 75,000 Est. Cost $23.69 Unrealized —

PDM PIEDMONT OFFICE REALTY TR IN 1.4%

Value ($000) $1,533 Shares 81,200 Est. Cost $18.01 Unrealized —

— PARAMOUNT GROUP INC 1.4%

Value ($000) $1,519 Shares 83,900 Est. Cost $19.17 Unrealized —

EGP EASTGROUP PPTY INC 1.3%

Value ($000) $1,424 Shares 25,600 Est. Cost $55.63 Unrealized —

— POST PPTYS INC 1.2%

Value ($000) $1,325 Shares 22,400 Est. Cost $55.14 Unrealized —

SUI SUN CMNTYS INC 1.2%

Value ($000) $1,323 Shares 19,300 Est. Cost $68.55 Unrealized —

— STORE CAP CORP 1.2%

Value ($000) $1,285 Shares 55,400 Est. Cost $21.40 Unrealized —

— EQUITY ONE 1.0%

Value ($000) $1,135 Shares 41,800 Est. Cost $26.67 Unrealized —

— LASALLE HOTEL PPTYS 1.0%

Value ($000) $1,127 Shares 44,800 Est. Cost $25.16 Unrealized —

— EDUCATION RLTY TR INC 1.0%

Value ($000) $1,114 Shares 29,400 Est. Cost $37.89 Unrealized —

CDP CORPORATE OFFICE PPTYS TR 1.0%

Value ($000) $1,081 Shares 49,500 Est. Cost $23.32 Unrealized —

SHO SUNSTONE HOTEL INVS INC NEW 0.9%

Value ($000) $1,032 Shares 82,600 Est. Cost $13.59 Unrealized —

— TAUBMAN CTRS INC 0.8%

Value ($000) $890 Shares 11,600 Est. Cost $76.72 Unrealized —

— PENNSYLVANIA RL ESTATE INVT 0.3%

Value ($000) $289 Shares 13,200 Est. Cost $21.89 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
EQR	EQUITY RESIDENTIAL	149,800	$12,222	11.2%	$37.77	+23.9%	SH BEN INT	29476L107
SPG	SIMON PPTY GROUP INC NEW	58,900	$11,453	10.5%	$108.14	+7.1%	COM	828806109
—	HEALTHCARE RLTY TR	162,000	$11,021	10.1%	$68.03	—	COM	421946104
VNO	VORNADO RLTY TR	88,200	$8,816	8.1%	$99.95	—	SH BEN INT	929042109
PSA	PUBLIC STORAGE	33,600	$8,323	7.6%	$127.70	+22.8%	COM	74460D109
NNN	NATIONAL RETAIL PPTYS INC	145,900	$5,843	5.4%	$37.16	—	COM	637417106
—	DUKE REALTY CORP	273,200	$5,743	5.3%	$19.65	—	COM NEW	264411505
DLR	DIGITAL RLTY TR INC	74,600	$5,641	5.2%	$45.22	+11.5%	COM	253868103
—	FEDERAL REALTY INVT TR	37,200	$5,435	5.0%	$139.02	—	SH BEN INT NEW	313747206
HST	HOST HOTELS & RESORTS INC	299,100	$4,588	4.2%	$11.03	0.0%	COM	44107P104
—	GENERAL GROWTH PPTYS INC NEW	107,700	$2,931	2.7%	$27.21	—	COM	370023103
—	DDR CORP	164,400	$2,768	2.5%	$16.84	—	COM	23317H102
CPT	CAMDEN PPTY TR	35,500	$2,725	2.5%	$51.23	0.0%	SH BEN INT	133131102
OHI	OMEGA HEALTHCARE INVS INC	77,600	$2,714	2.5%	$34.91	—	COM	681936100
—	EQUITY COMWLTH	65,100	$1,805	1.7%	$26.11	—	COM SH BEN INT	294628102
—	BIOMED REALTY TRUST INC	75,000	$1,777	1.6%	$23.69	—	COM	09063H107
PDM	PIEDMONT OFFICE REALTY TR IN	81,200	$1,533	1.4%	$18.01	—	COM CL A	720190206
—	PARAMOUNT GROUP INC	83,900	$1,519	1.4%	$19.17	—	COM	69924R108
EGP	EASTGROUP PPTY INC	25,600	$1,424	1.3%	$55.63	—	COM	277276101
—	POST PPTYS INC	22,400	$1,325	1.2%	$55.14	—	COM	737464107
SUI	SUN CMNTYS INC	19,300	$1,323	1.2%	$68.55	—	COM	866674104
—	STORE CAP CORP	55,400	$1,285	1.2%	$21.40	—	COM	862121100
—	EQUITY ONE	41,800	$1,135	1.0%	$26.67	—	COM	294752100
—	LASALLE HOTEL PPTYS	44,800	$1,127	1.0%	$25.16	—	COM SH BEN INT	517942108
—	EDUCATION RLTY TR INC	29,400	$1,114	1.0%	$37.89	—	COM NEW	28140H203
CDP	CORPORATE OFFICE PPTYS TR	49,500	$1,081	1.0%	$23.32	—	SH BEN INT	22002T108
SHO	SUNSTONE HOTEL INVS INC NEW	82,600	$1,032	0.9%	$13.59	—	COM	867892101
—	TAUBMAN CTRS INC	11,600	$890	0.8%	$76.72	—	COM	876664103
—	PENNSYLVANIA RL ESTATE INVT	13,200	$289	0.3%	$21.89	—	SH BEN INT	709102107