GRS Advisors, LLC Quant / Systematic

CIK: 0001544554 · Show all filings

Period: Q1 2014 (← Previous) (Next →)

Filing Date: May 15, 2014

Total Value ($000): $1,448,276 (100.0% shares, 0.0% debt)

Holdings (31)

IWM ISHARES 10.7%

Value ($000) $154,977 Shares 1,332,100 Est. Cost — Unrealized —

— CBL & ASSOC PPTYS INC 5.7%

Value ($000) $82,937 Shares 4,672,500 Est. Cost $20.56 Unrealized —

LEN LENNAR CORP 5.5%

Value ($000) $79,236 Shares 1,999,900 Est. Cost $34.20 Unrealized +1.0%

MAC MACERICH CO 4.7%

Value ($000) $68,519 Shares 1,099,300 Est. Cost $61.04 Unrealized —

SPG SIMON PPTY GROUP INC NEW 4.6%

Value ($000) $66,636 Shares 406,317 Est. Cost $88.44 Unrealized -4.6%

— STARWOOD HOTELS&RESORTS WRLD 4.6%

Value ($000) $65,949 Shares 828,500 Est. Cost $65.27 Unrealized —

LOW LOWES COS INC 4.4%

Value ($000) $63,061 Shares 1,289,600 Est. Cost $35.03 Unrealized +11.4%

— DDR CORP 4.1%

Value ($000) $59,274 Shares 3,596,700 Est. Cost $16.64 Unrealized —

— GENERAL GROWTH PPTYS INC NEW 4.1%

Value ($000) $59,151 Shares 2,688,700 Est. Cost $19.87 Unrealized —

SPY SPDR S&P 500 ETF TR 4.0%

Value ($000) $58,403 Shares 312,300 Est. Cost — Unrealized —

WY WEYERHAEUSER CO 3.8%

Value ($000) $55,284 Shares 1,883,600 Est. Cost $18.77 Unrealized +1.3%

— HUDSON PAC PPTYS INC 3.8%

Value ($000) $55,204 Shares 2,392,900 Est. Cost $21.89 Unrealized —

— HERSHA HOSPITALITY TR 3.8%

Value ($000) $54,363 Shares 9,324,700 Est. Cost $5.64 Unrealized —

HD HOME DEPOT INC 3.6%

Value ($000) $52,273 Shares 660,600 Est. Cost $57.22 Unrealized +5.3%

EXP EAGLE MATERIALS INC 3.4%

Value ($000) $49,118 Shares 554,000 Est. Cost $65.88 Unrealized +18.1%

— HILTON WORLDWIDE HLDGS INC 3.3%

Value ($000) $47,547 Shares 2,137,900 Est. Cost $22.25 Unrealized —

— ISTAR FINL INC 3.1%

Value ($000) $45,233 Shares 3,064,600 Est. Cost $11.48 Unrealized —

RLJ RLJ LODGING TR 2.6%

Value ($000) $37,602 Shares 1,406,200 Est. Cost $22.52 Unrealized —

IYR ISHARES 2.5%

Value ($000) $36,812 Shares 544,000 Est. Cost — Unrealized —

— COLONY FINL INC 2.3%

Value ($000) $33,320 Shares 1,518,000 Est. Cost $21.95 Unrealized —

VAC MARRIOTT VACATIONS WRLDWDE C 2.3%

Value ($000) $32,847 Shares 587,500 Est. Cost $44.65 Unrealized +15.7%

BXMT BLACKSTONE MTG TR INC 1.7%

Value ($000) $25,283 Shares 879,400 Est. Cost $25.10 Unrealized —

MTN VAIL RESORTS INC 1.7%

Value ($000) $24,179 Shares 346,900 Est. Cost $70.93 Unrealized 0.0%

— HOWARD HUGHES CORP 1.6%

Value ($000) $23,276 Shares 163,100 Est. Cost $114.06 Unrealized —

— COMMONWEALTH REIT 1.6%

Value ($000) $22,660 Shares 861,600 Est. Cost $26.30 Unrealized —

— SPIRIT RLTY CAP INC NEW 1.4%

Value ($000) $20,699 Shares 1,885,200 Est. Cost $10.53 Unrealized —

— EQUINIX INC 1.2%

Value ($000) $17,708 Shares 95,800 Est. Cost $177.85 Unrealized —

MAR MARRIOTT INTL INC NEW 1.2%

Value ($000) $16,873 Shares 301,200 Est. Cost $36.65 Unrealized +25.2%

WHR WHIRLPOOL CORP 1.0%

Value ($000) $15,170 Shares 101,500 Est. Cost $146.54 Unrealized -1.2%

CPT CAMDEN PPTY TR 0.9%

Value ($000) $13,024 Shares 193,400 Est. Cost $40.12 Unrealized 0.0%

PMT PENNYMAC MTG INVT TR 0.8%

Value ($000) $11,658 Shares 487,800 Est. Cost $21.05 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
IWM	ISHARES	1,332,100	$154,977	10.7%	—	—	Put	464287655
—	CBL & ASSOC PPTYS INC	4,672,500	$82,937	5.7%	$20.56	—	COM	124830100
LEN	LENNAR CORP	1,999,900	$79,236	5.5%	$34.20	+1.0%	CL A	526057104
MAC	MACERICH CO	1,099,300	$68,519	4.7%	$61.04	—	COM	554382101
SPG	SIMON PPTY GROUP INC NEW	406,317	$66,636	4.6%	$88.44	-4.6%	COM	828806109
—	STARWOOD HOTELS&RESORTS WRLD	828,500	$65,949	4.6%	$65.27	—	COM	85590A401
LOW	LOWES COS INC	1,289,600	$63,061	4.4%	$35.03	+11.4%	COM	548661107
—	DDR CORP	3,596,700	$59,274	4.1%	$16.64	—	COM	23317H102
—	GENERAL GROWTH PPTYS INC NEW	2,688,700	$59,151	4.1%	$19.87	—	COM	370023103
SPY	SPDR S&P 500 ETF TR	312,300	$58,403	4.0%	—	—	Put	78462F103
WY	WEYERHAEUSER CO	1,883,600	$55,284	3.8%	$18.77	+1.3%	COM	962166104
—	HUDSON PAC PPTYS INC	2,392,900	$55,204	3.8%	$21.89	—	COM	444097109
—	HERSHA HOSPITALITY TR	9,324,700	$54,363	3.8%	$5.64	—	SH BEN INT A	427825104
HD	HOME DEPOT INC	660,600	$52,273	3.6%	$57.22	+5.3%	COM	437076102
EXP	EAGLE MATERIALS INC	554,000	$49,118	3.4%	$65.88	+18.1%	COM	26969P108
—	HILTON WORLDWIDE HLDGS INC	2,137,900	$47,547	3.3%	$22.25	—	COM	43300A104
—	ISTAR FINL INC	3,064,600	$45,233	3.1%	$11.48	—	COM	45031U101
RLJ	RLJ LODGING TR	1,406,200	$37,602	2.6%	$22.52	—	COM	74965L101
IYR	ISHARES	544,000	$36,812	2.5%	—	—	Put	464287739
—	COLONY FINL INC	1,518,000	$33,320	2.3%	$21.95	—	COM	19624R106
VAC	MARRIOTT VACATIONS WRLDWDE C	587,500	$32,847	2.3%	$44.65	+15.7%	COM	57164Y107
BXMT	BLACKSTONE MTG TR INC	879,400	$25,283	1.7%	$25.10	—	COM CL A	09257W100
MTN	VAIL RESORTS INC	346,900	$24,179	1.7%	$70.93	0.0%	COM	91879Q109
—	HOWARD HUGHES CORP	163,100	$23,276	1.6%	$114.06	—	COM	44267D107
—	COMMONWEALTH REIT	861,600	$22,660	1.6%	$26.30	—	COM SH BEN INT	203233101
—	SPIRIT RLTY CAP INC NEW	1,885,200	$20,699	1.4%	$10.53	—	COM	84860W102
—	EQUINIX INC	95,800	$17,708	1.2%	$177.85	—	COM NEW	29444U502
MAR	MARRIOTT INTL INC NEW	301,200	$16,873	1.2%	$36.65	+25.2%	CL A	571903202
WHR	WHIRLPOOL CORP	101,500	$15,170	1.0%	$146.54	-1.2%	COM	963320106
CPT	CAMDEN PPTY TR	193,400	$13,024	0.9%	$40.12	0.0%	SH BEN INT	133131102
PMT	PENNYMAC MTG INVT TR	487,800	$11,658	0.8%	$21.05	—	COM	70931T103