GRS Advisors, LLC Quant / Systematic

CIK: 0001544554 · Show all filings

Period: Q2 2013 (Next →)

Filing Date: Aug 14, 2013

Total Value ($000): $2,618,078 (100.0% shares, 0.0% debt)

Holdings (46)

IWM ISHARES TR 10.9%

Value ($000) $285,751 Shares 2,958,700 Est. Cost — Unrealized —

— STARWOOD HOTELS&RESORTS WRLD 5.8%

Value ($000) $151,258 Shares 2,393,700 Est. Cost $63.19 Unrealized —

HD HOME DEPOT INC 5.0%

Value ($000) $131,893 Shares 1,702,500 Est. Cost $56.05 Unrealized 0.0%

IYR ISHARES TR 4.9%

Value ($000) $128,037 Shares 1,927,400 Est. Cost — Unrealized —

LEN LENNAR CORP 4.6%

Value ($000) $121,368 Shares 3,367,600 Est. Cost $34.18 Unrealized 0.0%

— SBA COMMUNICATIONS CORP 4.4%

Value ($000) $116,013 Shares 1,565,200 Est. Cost $74.12 Unrealized —

SPY SPDR S&P 500 ETF TR 4.4%

Value ($000) $114,588 Shares 714,300 Est. Cost — Unrealized —

— GENERAL GROWTH PPTYS INC NEW 4.2%

Value ($000) $109,881 Shares 5,530,000 Est. Cost $19.87 Unrealized —

MAR MARRIOTT INTL INC NEW 3.6%

Value ($000) $93,029 Shares 2,304,400 Est. Cost $36.65 Unrealized 0.0%

MAC MACERICH CO 3.4%

Value ($000) $89,833 Shares 1,473,400 Est. Cost $60.97 Unrealized —

SPG SIMON PPTY GROUP INC NEW 3.1%

Value ($000) $82,279 Shares 521,017 Est. Cost $88.80 Unrealized 0.0%

— CBL & ASSOC PPTYS INC 2.7%

Value ($000) $70,632 Shares 3,297,500 Est. Cost $21.42 Unrealized —

TOL TOLL BROTHERS INC 2.6%

Value ($000) $67,476 Shares 2,067,900 Est. Cost $33.80 Unrealized 0.0%

FBIN FORTUNE BRANDS HOME & SEC IN 2.5%

Value ($000) $66,540 Shares 1,717,600 Est. Cost $27.93 Unrealized 0.0%

— DDR CORP 2.4%

Value ($000) $63,133 Shares 3,791,800 Est. Cost $16.65 Unrealized —

WY WEYERHAEUSER CO 2.3%

Value ($000) $61,188 Shares 2,147,700 Est. Cost $18.73 Unrealized 0.0%

KRC KILROY RLTY CORP 2.1%

Value ($000) $55,077 Shares 1,039,000 Est. Cost $53.01 Unrealized —

— HERSHA HOSPITALITY TR 2.0%

Value ($000) $51,579 Shares 9,145,300 Est. Cost $5.64 Unrealized —

EXP EAGLE MATERIALS INC 1.9%

Value ($000) $49,656 Shares 749,300 Est. Cost $65.06 Unrealized 0.0%

LOW LOWES COS INC 1.9%

Value ($000) $48,802 Shares 1,193,200 Est. Cost $32.16 Unrealized 0.0%

AMT AMERICAN TOWER CORP NEW 1.8%

Value ($000) $47,012 Shares 642,500 Est. Cost $59.51 Unrealized 0.0%

DHI D R HORTON INC 1.8%

Value ($000) $46,539 Shares 2,187,000 Est. Cost $21.23 Unrealized 0.0%

— CROWN CASTLE INTL CORP 1.7%

Value ($000) $43,340 Shares 598,700 Est. Cost $72.39 Unrealized —

— OCWEN FINL CORP 1.5%

Value ($000) $40,445 Shares 981,200 Est. Cost $41.22 Unrealized —

EQR EQUITY RESIDENTIAL 1.4%

Value ($000) $35,533 Shares 612,000 Est. Cost $31.42 Unrealized 0.0%

— ISTAR FINL INC 1.3%

Value ($000) $35,160 Shares 3,114,300 Est. Cost $11.29 Unrealized —

— STARWOOD HOTELS&RESORTS WRLD 1.3%

Value ($000) $34,755 Shares 550,000 Est. Cost $63.19 Unrealized —

PHM PULTE GROUP INC 1.3%

Value ($000) $34,146 Shares 1,800,000 Est. Cost — Unrealized —

RLJ RLJ LODGING TR 1.3%

Value ($000) $33,971 Shares 1,510,500 Est. Cost $22.49 Unrealized —

— HUDSON PAC PPTYS INC 1.3%

Value ($000) $32,954 Shares 1,548,600 Est. Cost $21.28 Unrealized —

PMT PENNYMAC MTG INVT TR 1.1%

Value ($000) $29,302 Shares 1,392,000 Est. Cost $21.05 Unrealized —

— STRATEGIC HOTELS & RESORTS I 1.0%

Value ($000) $27,469 Shares 3,100,300 Est. Cost $8.86 Unrealized —

— SL GREEN RLTY CORP 1.0%

Value ($000) $26,289 Shares 298,100 Est. Cost $88.19 Unrealized —

BXP BOSTON PROPERTIES INC 1.0%

Value ($000) $25,534 Shares 242,100 Est. Cost $64.00 Unrealized 0.0%

STWD STARWOOD PPTY TR INC 0.8%

Value ($000) $22,245 Shares 898,800 Est. Cost $24.75 Unrealized —

VAC MARRIOTT VACATIONS WRLDWDE C 0.7%

Value ($000) $17,763 Shares 410,800 Est. Cost $44.02 Unrealized 0.0%

LOW LOWES COS INC 0.7%

Value ($000) $17,178 Shares 420,000 Est. Cost $32.16 Unrealized 0.0%

DHI D R HORTON INC 0.6%

Value ($000) $15,534 Shares 730,000 Est. Cost $21.23 Unrealized 0.0%

RCL ROYAL CARIBBEAN CRUISES LTD 0.6%

Value ($000) $15,336 Shares 460,000 Est. Cost — Unrealized —

— BRE PROPERTIES INC 0.6%

Value ($000) $15,106 Shares 302,000 Est. Cost $50.02 Unrealized —

— ORIENT-EXPRESS HOTELS LTD 0.5%

Value ($000) $14,266 Shares 1,173,200 Est. Cost $12.16 Unrealized —

— TWO HBRS INVT CORP 0.5%

Value ($000) $13,740 Shares 1,340,500 Est. Cost $10.25 Unrealized —

— SPIRIT RLTY CAP INC 0.5%

Value ($000) $13,616 Shares 768,400 Est. Cost $17.72 Unrealized —

BXMT BLACKSTONE MTG TR INC 0.5%

Value ($000) $12,711 Shares 514,600 Est. Cost $24.70 Unrealized —

H HYATT HOTELS CORP 0.2%

Value ($000) $5,711 Shares 141,500 Est. Cost $39.79 Unrealized 0.0%

VTR VENTAS INC 0.2%

Value ($000) $4,410 Shares 63,491 Est. Cost $49.18 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
IWM	ISHARES TR	2,958,700	$285,751	10.9%	—	—	Put	464287655
—	STARWOOD HOTELS&RESORTS WRLD	2,393,700	$151,258	5.8%	$63.19	—	COM	85590A401
HD	HOME DEPOT INC	1,702,500	$131,893	5.0%	$56.05	0.0%	COM	437076102
IYR	ISHARES TR	1,927,400	$128,037	4.9%	—	—	Put	464287739
LEN	LENNAR CORP	3,367,600	$121,368	4.6%	$34.18	0.0%	CL A	526057104
—	SBA COMMUNICATIONS CORP	1,565,200	$116,013	4.4%	$74.12	—	COM	78388J106
SPY	SPDR S&P 500 ETF TR	714,300	$114,588	4.4%	—	—	Put	78462F103
—	GENERAL GROWTH PPTYS INC NEW	5,530,000	$109,881	4.2%	$19.87	—	COM	370023103
MAR	MARRIOTT INTL INC NEW	2,304,400	$93,029	3.6%	$36.65	0.0%	CL A	571903202
MAC	MACERICH CO	1,473,400	$89,833	3.4%	$60.97	—	COM	554382101
SPG	SIMON PPTY GROUP INC NEW	521,017	$82,279	3.1%	$88.80	0.0%	COM	828806109
—	CBL & ASSOC PPTYS INC	3,297,500	$70,632	2.7%	$21.42	—	COM	124830100
TOL	TOLL BROTHERS INC	2,067,900	$67,476	2.6%	$33.80	0.0%	COM	889478103
FBIN	FORTUNE BRANDS HOME & SEC IN	1,717,600	$66,540	2.5%	$27.93	0.0%	COM	34964C106
—	DDR CORP	3,791,800	$63,133	2.4%	$16.65	—	COM	23317H102
WY	WEYERHAEUSER CO	2,147,700	$61,188	2.3%	$18.73	0.0%	COM	962166104
KRC	KILROY RLTY CORP	1,039,000	$55,077	2.1%	$53.01	—	COM	49427F108
—	HERSHA HOSPITALITY TR	9,145,300	$51,579	2.0%	$5.64	—	SH BEN INT A	427825104
EXP	EAGLE MATERIALS INC	749,300	$49,656	1.9%	$65.06	0.0%	COM	26969P108
LOW	LOWES COS INC	1,193,200	$48,802	1.9%	$32.16	0.0%	COM	548661107
AMT	AMERICAN TOWER CORP NEW	642,500	$47,012	1.8%	$59.51	0.0%	COM	03027X100
DHI	D R HORTON INC	2,187,000	$46,539	1.8%	$21.23	0.0%	COM	23331A109
—	CROWN CASTLE INTL CORP	598,700	$43,340	1.7%	$72.39	—	COM	228227104
—	OCWEN FINL CORP	981,200	$40,445	1.5%	$41.22	—	COM NEW	675746309
EQR	EQUITY RESIDENTIAL	612,000	$35,533	1.4%	$31.42	0.0%	SH BEN INT	29476L107
—	ISTAR FINL INC	3,114,300	$35,160	1.3%	$11.29	—	COM	45031U101
—	STARWOOD HOTELS&RESORTS WRLD	550,000	$34,755	1.3%	$63.19	—	Put	85590A401
PHM	PULTE GROUP INC	1,800,000	$34,146	1.3%	—	—	Put	745867101
RLJ	RLJ LODGING TR	1,510,500	$33,971	1.3%	$22.49	—	COM	74965L101
—	HUDSON PAC PPTYS INC	1,548,600	$32,954	1.3%	$21.28	—	COM	444097109
PMT	PENNYMAC MTG INVT TR	1,392,000	$29,302	1.1%	$21.05	—	COM	70931T103
—	STRATEGIC HOTELS & RESORTS I	3,100,300	$27,469	1.0%	$8.86	—	COM	86272T106
—	SL GREEN RLTY CORP	298,100	$26,289	1.0%	$88.19	—	COM	78440X101
BXP	BOSTON PROPERTIES INC	242,100	$25,534	1.0%	$64.00	0.0%	COM	101121101
STWD	STARWOOD PPTY TR INC	898,800	$22,245	0.8%	$24.75	—	COM	85571B105
VAC	MARRIOTT VACATIONS WRLDWDE C	410,800	$17,763	0.7%	$44.02	0.0%	COM	57164Y107
LOW	LOWES COS INC	420,000	$17,178	0.7%	$32.16	0.0%	Put	548661107
DHI	D R HORTON INC	730,000	$15,534	0.6%	$21.23	0.0%	Put	23331A109
RCL	ROYAL CARIBBEAN CRUISES LTD	460,000	$15,336	0.6%	—	—	Put	V7780T103
—	BRE PROPERTIES INC	302,000	$15,106	0.6%	$50.02	—	CL A	05564E106
—	ORIENT-EXPRESS HOTELS LTD	1,173,200	$14,266	0.5%	$12.16	—	CL A	G67743107
—	TWO HBRS INVT CORP	1,340,500	$13,740	0.5%	$10.25	—	COM	90187B101
—	SPIRIT RLTY CAP INC	768,400	$13,616	0.5%	$17.72	—	COM	84860F109
BXMT	BLACKSTONE MTG TR INC	514,600	$12,711	0.5%	$24.70	—	COM CL A	09257W100
H	HYATT HOTELS CORP	141,500	$5,711	0.2%	$39.79	0.0%	COM CL A	448579102
VTR	VENTAS INC	63,491	$4,410	0.2%	$49.18	0.0%	COM	92276F100