GSI Capital Advisors LLC Quant / Systematic

CIK: 0001391974 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Feb 10, 2017

Total Value ($000): $99,559 (100.0% shares, 0.0% debt)

Holdings (23)

— GENERAL GROWTH PPTYS INC NEW 12.7%

Value ($000) $12,647 Shares 506,300 Est. Cost $25.50 Unrealized —

— STORE CAP CORP 8.5%

Value ($000) $8,510 Shares 344,400 Est. Cost $24.71 Unrealized —

EQR EQUITY RESIDENTIAL 8.2%

Value ($000) $8,154 Shares 126,700 Est. Cost $39.58 Unrealized +11.3%

— SL GREEN RLTY CORP 7.4%

Value ($000) $7,410 Shares 68,900 Est. Cost $107.88 Unrealized —

AMT AMERICAN TOWER CORP NEW 7.4%

Value ($000) $7,324 Shares 69,300 Est. Cost $86.33 Unrealized 0.0%

PSA PUBLIC STORAGE 6.7%

Value ($000) $6,705 Shares 30,000 Est. Cost $146.80 Unrealized 0.0%

— DUKE REALTY CORP 6.3%

Value ($000) $6,242 Shares 235,000 Est. Cost $26.56 Unrealized —

— FEDERAL REALTY INVT TR 5.4%

Value ($000) $5,386 Shares 37,900 Est. Cost $141.88 Unrealized —

ESS ESSEX PPTY TR INC 5.3%

Value ($000) $5,324 Shares 22,900 Est. Cost $159.26 Unrealized 0.0%

KRC KILROY RLTY CORP 4.7%

Value ($000) $4,635 Shares 63,300 Est. Cost $70.89 Unrealized —

RLJ RLJ LODGING TR 4.6%

Value ($000) $4,614 Shares 188,400 Est. Cost $22.23 Unrealized —

DRH DIAMONDROCK HOSPITALITY CO 3.5%

Value ($000) $3,476 Shares 301,500 Est. Cost $10.46 Unrealized —

OHI OMEGA HEALTHCARE INVS INC 2.9%

Value ($000) $2,917 Shares 93,300 Est. Cost $31.26 Unrealized —

— EQUITY COMWLTH 2.5%

Value ($000) $2,507 Shares 82,900 Est. Cost $30.24 Unrealized —

— DDR CORP 2.5%

Value ($000) $2,498 Shares 163,600 Est. Cost $15.27 Unrealized —

— APARTMENT INVT & MGMT CO 2.5%

Value ($000) $2,495 Shares 54,900 Est. Cost $44.16 Unrealized —

PDM PIEDMONT OFFICE REALTY TR IN 2.1%

Value ($000) $2,099 Shares 100,400 Est. Cost $20.91 Unrealized —

— RETAIL PPTYS AMER INC 1.9%

Value ($000) $1,930 Shares 125,900 Est. Cost $15.84 Unrealized —

SUI SUN CMNTYS INC 1.7%

Value ($000) $1,678 Shares 21,900 Est. Cost $69.38 Unrealized —

— PENNSYLVANIA RL ESTATE INVT 1.2%

Value ($000) $1,166 Shares 61,500 Est. Cost $19.86 Unrealized —

CUBE CUBESMART 1.0%

Value ($000) $982 Shares 36,700 Est. Cost $27.26 Unrealized —

NNN NATIONAL RETAIL PPTYS INC 0.6%

Value ($000) $614 Shares 13,900 Est. Cost $51.72 Unrealized —

— CORESITE RLTY CORP 0.2%

Value ($000) $246 Shares 3,100 Est. Cost $79.35 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	GENERAL GROWTH PPTYS INC NEW	506,300	$12,647	12.7%	$25.50	—	COM	370023103
—	STORE CAP CORP	344,400	$8,510	8.5%	$24.71	—	COM	862121100
EQR	EQUITY RESIDENTIAL	126,700	$8,154	8.2%	$39.58	+11.3%	SH BEN INT	29476L107
—	SL GREEN RLTY CORP	68,900	$7,410	7.4%	$107.88	—	COM	78440X101
AMT	AMERICAN TOWER CORP NEW	69,300	$7,324	7.4%	$86.33	0.0%	COM	03027X100
PSA	PUBLIC STORAGE	30,000	$6,705	6.7%	$146.80	0.0%	COM	74460D109
—	DUKE REALTY CORP	235,000	$6,242	6.3%	$26.56	—	COM NEW	264411505
—	FEDERAL REALTY INVT TR	37,900	$5,386	5.4%	$141.88	—	SH BEN INT NEW	313747206
ESS	ESSEX PPTY TR INC	22,900	$5,324	5.3%	$159.26	0.0%	COM	297178105
KRC	KILROY RLTY CORP	63,300	$4,635	4.7%	$70.89	—	COM	49427F108
RLJ	RLJ LODGING TR	188,400	$4,614	4.6%	$22.23	—	COM	74965L101
DRH	DIAMONDROCK HOSPITALITY CO	301,500	$3,476	3.5%	$10.46	—	COM	252784301
OHI	OMEGA HEALTHCARE INVS INC	93,300	$2,917	2.9%	$31.26	—	COM	681936100
—	EQUITY COMWLTH	82,900	$2,507	2.5%	$30.24	—	COM SH BEN INT	294628102
—	DDR CORP	163,600	$2,498	2.5%	$15.27	—	COM	23317H102
—	APARTMENT INVT & MGMT CO	54,900	$2,495	2.5%	$44.16	—	CL A	03748R101
PDM	PIEDMONT OFFICE REALTY TR IN	100,400	$2,099	2.1%	$20.91	—	COM CL A	720190206
—	RETAIL PPTYS AMER INC	125,900	$1,930	1.9%	$15.84	—	CL A	76131V202
SUI	SUN CMNTYS INC	21,900	$1,678	1.7%	$69.38	—	COM	866674104
—	PENNSYLVANIA RL ESTATE INVT	61,500	$1,166	1.2%	$19.86	—	SH BEN INT	709102107
CUBE	CUBESMART	36,700	$982	1.0%	$27.26	—	COM	229663109
NNN	NATIONAL RETAIL PPTYS INC	13,900	$614	0.6%	$51.72	—	COM	637417106
—	CORESITE RLTY CORP	3,100	$246	0.2%	$79.35	—	COM	21870Q105