GSI Capital Advisors LLC Quant / Systematic

Location: Newport Beach, CA

CIK: 0001391974 · Show all filings

Period: Q4 2015 (← Previous) (Next →)

Filing Date: Feb 9, 2016

Total Value: $109M (100.0% shares, 0.0% debt)

Holdings (29)

EQR EQUITY RESIDENTIAL 11.2%

Value $12.22M Shares 149,800 Est. Cost $37.77 Unrealized +23.9%

SPG SIMON PPTY GROUP INC NEW 10.5%

Value $11.45M Shares 58,900 Est. Cost $108.14 Unrealized +7.1%

— HEALTHCARE RLTY TR 10.1%

Value $11.02M Shares 162,000 Est. Cost $68.03 Unrealized —

VNO VORNADO RLTY TR 8.1%

Value $8.816M Shares 88,200 Est. Cost $99.95 Unrealized —

PSA PUBLIC STORAGE 7.6%

Value $8.323M Shares 33,600 Est. Cost $127.70 Unrealized +22.8%

NNN NATIONAL RETAIL PPTYS INC 5.4%

Value $5.843M Shares 145,900 Est. Cost $37.16 Unrealized —

— DUKE REALTY CORP 5.3%

Value $5.743M Shares 273,200 Est. Cost $19.65 Unrealized —

DLR DIGITAL RLTY TR INC 5.2%

Value $5.641M Shares 74,600 Est. Cost $45.22 Unrealized +11.5%

— FEDERAL REALTY INVT TR 5.0%

Value $5.435M Shares 37,200 Est. Cost $139.02 Unrealized —

HST HOST HOTELS & RESORTS INC 4.2%

Value $4.588M Shares 299,100 Est. Cost $11.03 Unrealized 0.0%

— GENERAL GROWTH PPTYS INC NEW 2.7%

Value $2.931M Shares 107,700 Est. Cost $27.21 Unrealized —

— DDR CORP 2.5%

Value $2.768M Shares 164,400 Est. Cost $16.84 Unrealized —

CPT CAMDEN PPTY TR 2.5%

Value $2.725M Shares 35,500 Est. Cost $51.23 Unrealized 0.0%

OHI OMEGA HEALTHCARE INVS INC 2.5%

Value $2.714M Shares 77,600 Est. Cost $34.91 Unrealized —

— EQUITY COMWLTH 1.7%

Value $1.805M Shares 65,100 Est. Cost $26.11 Unrealized —

— BIOMED REALTY TRUST INC 1.6%

Value $1.777M Shares 75,000 Est. Cost $23.69 Unrealized —

PDM PIEDMONT OFFICE REALTY TR IN 1.4%

Value $1.533M Shares 81,200 Est. Cost $18.01 Unrealized —

— PARAMOUNT GROUP INC 1.4%

Value $1.519M Shares 83,900 Est. Cost $19.17 Unrealized —

EGP EASTGROUP PPTY INC 1.3%

Value $1.424M Shares 25,600 Est. Cost $55.63 Unrealized —

— POST PPTYS INC 1.2%

Value $1.325M Shares 22,400 Est. Cost $55.14 Unrealized —

SUI SUN CMNTYS INC 1.2%

Value $1.323M Shares 19,300 Est. Cost $68.55 Unrealized —

— STORE CAP CORP 1.2%

Value $1.285M Shares 55,400 Est. Cost $21.40 Unrealized —

— EQUITY ONE 1.0%

Value $1.135M Shares 41,800 Est. Cost $26.67 Unrealized —

— LASALLE HOTEL PPTYS 1.0%

Value $1.127M Shares 44,800 Est. Cost $25.16 Unrealized —

— EDUCATION RLTY TR INC 1.0%

Value $1.114M Shares 29,400 Est. Cost $37.89 Unrealized —

CDP CORPORATE OFFICE PPTYS TR 1.0%

Value $1.081M Shares 49,500 Est. Cost $23.32 Unrealized —

SHO SUNSTONE HOTEL INVS INC NEW 0.9%

Value $1.032M Shares 82,600 Est. Cost $13.59 Unrealized —

— TAUBMAN CTRS INC 0.8%

Value $890K Shares 11,600 Est. Cost $76.72 Unrealized —

— PENNSYLVANIA RL ESTATE INVT 0.3%

Value $289K Shares 13,200 Est. Cost $21.89 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
EQR	EQUITY RESIDENTIAL	149,800	$12.22M	11.2%	$37.77	+23.9%	SH BEN INT	29476L107
SPG	SIMON PPTY GROUP INC NEW	58,900	$11.45M	10.5%	$108.14	+7.1%	COM	828806109
—	HEALTHCARE RLTY TR	162,000	$11.02M	10.1%	$68.03	—	COM	421946104
VNO	VORNADO RLTY TR	88,200	$8.816M	8.1%	$99.95	—	SH BEN INT	929042109
PSA	PUBLIC STORAGE	33,600	$8.323M	7.6%	$127.70	+22.8%	COM	74460D109
NNN	NATIONAL RETAIL PPTYS INC	145,900	$5.843M	5.4%	$37.16	—	COM	637417106
—	DUKE REALTY CORP	273,200	$5.743M	5.3%	$19.65	—	COM NEW	264411505
DLR	DIGITAL RLTY TR INC	74,600	$5.641M	5.2%	$45.22	+11.5%	COM	253868103
—	FEDERAL REALTY INVT TR	37,200	$5.435M	5.0%	$139.02	—	SH BEN INT NEW	313747206
HST	HOST HOTELS & RESORTS INC	299,100	$4.588M	4.2%	$11.03	0.0%	COM	44107P104
—	GENERAL GROWTH PPTYS INC NEW	107,700	$2.931M	2.7%	$27.21	—	COM	370023103
—	DDR CORP	164,400	$2.768M	2.5%	$16.84	—	COM	23317H102
CPT	CAMDEN PPTY TR	35,500	$2.725M	2.5%	$51.23	0.0%	SH BEN INT	133131102
OHI	OMEGA HEALTHCARE INVS INC	77,600	$2.714M	2.5%	$34.91	—	COM	681936100
—	EQUITY COMWLTH	65,100	$1.805M	1.7%	$26.11	—	COM SH BEN INT	294628102
—	BIOMED REALTY TRUST INC	75,000	$1.777M	1.6%	$23.69	—	COM	09063H107
PDM	PIEDMONT OFFICE REALTY TR IN	81,200	$1.533M	1.4%	$18.01	—	COM CL A	720190206
—	PARAMOUNT GROUP INC	83,900	$1.519M	1.4%	$19.17	—	COM	69924R108
EGP	EASTGROUP PPTY INC	25,600	$1.424M	1.3%	$55.63	—	COM	277276101
—	POST PPTYS INC	22,400	$1.325M	1.2%	$55.14	—	COM	737464107
SUI	SUN CMNTYS INC	19,300	$1.323M	1.2%	$68.55	—	COM	866674104
—	STORE CAP CORP	55,400	$1.285M	1.2%	$21.40	—	COM	862121100
—	EQUITY ONE	41,800	$1.135M	1.0%	$26.67	—	COM	294752100
—	LASALLE HOTEL PPTYS	44,800	$1.127M	1.0%	$25.16	—	COM SH BEN INT	517942108
—	EDUCATION RLTY TR INC	29,400	$1.114M	1.0%	$37.89	—	COM NEW	28140H203
CDP	CORPORATE OFFICE PPTYS TR	49,500	$1.081M	1.0%	$23.32	—	SH BEN INT	22002T108
SHO	SUNSTONE HOTEL INVS INC NEW	82,600	$1.032M	0.9%	$13.59	—	COM	867892101
—	TAUBMAN CTRS INC	11,600	$890K	0.8%	$76.72	—	COM	876664103
—	PENNSYLVANIA RL ESTATE INVT	13,200	$289K	0.3%	$21.89	—	SH BEN INT	709102107