GRS Advisors, LLC Quant / Systematic

CIK: 0001544554 · Show all filings

Period: Q4 2015 (← Previous) (Next →)

Filing Date: Feb 16, 2016

Total Value ($000): $708,673 (100.0% shares, 0.0% debt)

Holdings (27)

— STARWOOD HOTELS&RESORTS WRLD 7.8%

Value ($000) $55,418 Shares 799,907 Est. Cost $70.59 Unrealized —

SPY SPDR S&P 500 ETF TR 7.3%

Value ($000) $51,416 Shares 252,200 Est. Cost — Unrealized —

RCL ROYAL CARIBBEAN CRUISES LTD 5.5%

Value ($000) $38,703 Shares 382,400 Est. Cost $72.27 Unrealized +16.9%

AVB AVALONBAY CMNTYS INC 5.4%

Value ($000) $38,023 Shares 206,500 Est. Cost $119.81 Unrealized +6.2%

— GENERAL GROWTH PPTYS INC NEW 5.3%

Value ($000) $37,253 Shares 1,369,100 Est. Cost $25.83 Unrealized —

— REALOGY HLDGS CORP 5.2%

Value ($000) $36,965 Shares 1,008,050 Est. Cost $42.57 Unrealized —

— TAUBMAN CTRS INC 5.1%

Value ($000) $36,408 Shares 474,563 Est. Cost $73.20 Unrealized —

— HILTON WORLDWIDE HLDGS INC 4.7%

Value ($000) $33,076 Shares 1,545,600 Est. Cost $22.91 Unrealized —

— EQUITY COMWLTH 4.7%

Value ($000) $33,047 Shares 1,191,754 Est. Cost $26.29 Unrealized —

— HUDSON PAC PPTYS INC 4.5%

Value ($000) $31,679 Shares 1,125,749 Est. Cost $23.91 Unrealized —

CUBE CUBESMART 4.4%

Value ($000) $31,428 Shares 1,026,401 Est. Cost $24.17 Unrealized —

SHW SHERWIN WILLIAMS CO 3.9%

Value ($000) $27,907 Shares 107,500 Est. Cost $79.39 Unrealized -0.8%

— HOWARD HUGHES CORP 3.6%

Value ($000) $25,705 Shares 227,154 Est. Cost $131.15 Unrealized —

AMT AMERICAN TOWER CORP NEW 3.2%

Value ($000) $22,930 Shares 236,511 Est. Cost $72.97 Unrealized +4.1%

— CALATLANTIC GROUP INC 3.2%

Value ($000) $22,471 Shares 592,600 Est. Cost $37.92 Unrealized —

— DUKE REALTY CORP 3.1%

Value ($000) $21,940 Shares 1,043,750 Est. Cost $21.02 Unrealized —

MTN VAIL RESORTS INC 3.0%

Value ($000) $21,138 Shares 165,153 Est. Cost $72.50 Unrealized +62.2%

— SPIRIT RLTY CAP INC NEW 2.6%

Value ($000) $18,753 Shares 1,871,550 Est. Cost $10.48 Unrealized —

— SBA COMMUNICATIONS CORP 2.6%

Value ($000) $18,611 Shares 177,131 Est. Cost $113.68 Unrealized —

WY WEYERHAEUSER CO 2.5%

Value ($000) $17,628 Shares 588,000 Est. Cost $20.36 Unrealized 0.0%

LOW LOWES COS INC 2.4%

Value ($000) $17,071 Shares 224,500 Est. Cost $61.72 Unrealized 0.0%

BXMT BLACKSTONE MTG TR INC 2.3%

Value ($000) $15,970 Shares 596,794 Est. Cost $27.26 Unrealized —

— CBL & ASSOC PPTYS INC 1.8%

Value ($000) $12,906 Shares 1,043,300 Est. Cost $20.17 Unrealized —

DHI D R HORTON INC 1.7%

Value ($000) $12,272 Shares 383,127 Est. Cost $20.33 Unrealized +37.1%

— EQUITY ONE 1.6%

Value ($000) $11,604 Shares 427,400 Est. Cost $27.15 Unrealized —

— HERSHA HOSPITALITY TR 1.4%

Value ($000) $10,029 Shares 460,900 Est. Cost $25.64 Unrealized —

— COLONY CAP INC 1.2%

Value ($000) $8,322 Shares 427,225 Est. Cost $22.72 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	STARWOOD HOTELS&RESORTS WRLD	799,907	$55,418	7.8%	$70.59	—	COM	85590A401
SPY	SPDR S&P 500 ETF TR	252,200	$51,416	7.3%	—	—	Put	78462F103
RCL	ROYAL CARIBBEAN CRUISES LTD	382,400	$38,703	5.5%	$72.27	+16.9%	COM	V7780T103
AVB	AVALONBAY CMNTYS INC	206,500	$38,023	5.4%	$119.81	+6.2%	COM	053484101
—	GENERAL GROWTH PPTYS INC NEW	1,369,100	$37,253	5.3%	$25.83	—	COM	370023103
—	REALOGY HLDGS CORP	1,008,050	$36,965	5.2%	$42.57	—	COM	75605Y106
—	TAUBMAN CTRS INC	474,563	$36,408	5.1%	$73.20	—	COM	876664103
—	HILTON WORLDWIDE HLDGS INC	1,545,600	$33,076	4.7%	$22.91	—	COM	43300A104
—	EQUITY COMWLTH	1,191,754	$33,047	4.7%	$26.29	—	COM SH BEN INT	294628102
—	HUDSON PAC PPTYS INC	1,125,749	$31,679	4.5%	$23.91	—	COM	444097109
CUBE	CUBESMART	1,026,401	$31,428	4.4%	$24.17	—	COM	229663109
SHW	SHERWIN WILLIAMS CO	107,500	$27,907	3.9%	$79.39	-0.8%	COM	824348106
—	HOWARD HUGHES CORP	227,154	$25,705	3.6%	$131.15	—	COM	44267D107
AMT	AMERICAN TOWER CORP NEW	236,511	$22,930	3.2%	$72.97	+4.1%	COM	03027X100
—	CALATLANTIC GROUP INC	592,600	$22,471	3.2%	$37.92	—	COM	128195104
—	DUKE REALTY CORP	1,043,750	$21,940	3.1%	$21.02	—	COM NEW	264411505
MTN	VAIL RESORTS INC	165,153	$21,138	3.0%	$72.50	+62.2%	COM	91879Q109
—	SPIRIT RLTY CAP INC NEW	1,871,550	$18,753	2.6%	$10.48	—	COM	84860W102
—	SBA COMMUNICATIONS CORP	177,131	$18,611	2.6%	$113.68	—	COM	78388J106
WY	WEYERHAEUSER CO	588,000	$17,628	2.5%	$20.36	0.0%	COM	962166104
LOW	LOWES COS INC	224,500	$17,071	2.4%	$61.72	0.0%	COM	548661107
BXMT	BLACKSTONE MTG TR INC	596,794	$15,970	2.3%	$27.26	—	COM CL A	09257W100
—	CBL & ASSOC PPTYS INC	1,043,300	$12,906	1.8%	$20.17	—	COM	124830100
DHI	D R HORTON INC	383,127	$12,272	1.7%	$20.33	+37.1%	COM	23331A109
—	EQUITY ONE	427,400	$11,604	1.6%	$27.15	—	COM	294752100
—	HERSHA HOSPITALITY TR	460,900	$10,029	1.4%	$25.64	—	PR SHS BEN INT	427825500
—	COLONY CAP INC	427,225	$8,322	1.2%	$22.72	—	CL A	19624R106