Long Pond Capital, LP Quant / Systematic

CIK: 0001499066 · Show all filings

Period: Q2 2017 (← Previous) (Next →)

Filing Date: Aug 14, 2017

Total Value ($000): $2,605,985 (100.0% shares, 0.0% debt)

Holdings (26)

— APARTMENT INVT & MGMT CO 10.6%

Value ($000) $275,138 Shares 6,403,024 Est. Cost $43.31 Unrealized —

— PARAMOUNT GROUP INC 8.7%

Value ($000) $227,190 Shares 14,199,372 Est. Cost $17.00 Unrealized —

DHI D R HORTON INC 8.0%

Value ($000) $208,388 Shares 6,028,000 Est. Cost $30.39 Unrealized 0.0%

— TAUBMAN CTRS INC 7.9%

Value ($000) $206,285 Shares 3,464,064 Est. Cost $69.48 Unrealized —

— SL GREEN RLTY CORP 6.9%

Value ($000) $180,796 Shares 1,708,850 Est. Cost $105.80 Unrealized —

— RETAIL PPTYS AMER INC 6.2%

Value ($000) $162,167 Shares 13,281,470 Est. Cost $14.12 Unrealized —

— VEREIT INC 6.0%

Value ($000) $156,428 Shares 19,217,191 Est. Cost $8.14 Unrealized —

H HYATT HOTELS CORP 5.7%

Value ($000) $149,566 Shares 2,660,844 Est. Cost $51.53 Unrealized +6.3%

MAC MACERICH CO 4.7%

Value ($000) $121,642 Shares 2,095,106 Est. Cost $64.40 Unrealized —

SPY SPDR S&P 500 ETF TR 4.6%

Value ($000) $120,900 Shares 500,000 Est. Cost — Unrealized —

EQR EQUITY RESIDENTIAL 4.5%

Value ($000) $117,568 Shares 1,785,935 Est. Cost $45.70 Unrealized +4.2%

MSGS MADISON SQUARE GARDEN CO NEW 3.6%

Value ($000) $93,086 Shares 472,757 Est. Cost $119.31 Unrealized +18.6%

WFC WELLS FARGO CO NEW 3.3%

Value ($000) $85,115 Shares 1,536,100 Est. Cost $39.35 Unrealized +7.2%

— FOREST CITY RLTY TR INC 3.2%

Value ($000) $84,461 Shares 3,494,441 Est. Cost $20.92 Unrealized —

LOW LOWES COS INC 2.8%

Value ($000) $72,218 Shares 931,487 Est. Cost $65.00 Unrealized +7.2%

IYR ISHARES TR 2.1%

Value ($000) $55,839 Shares 700,000 Est. Cost — Unrealized —

— SPIRIT RLTY CAP INC NEW 2.1%

Value ($000) $55,270 Shares 7,458,874 Est. Cost $7.97 Unrealized —

— CORELOGIC INC 1.6%

Value ($000) $41,665 Shares 960,469 Est. Cost $41.84 Unrealized —

VNQ VANGUARD INDEX FDS 1.6%

Value ($000) $41,615 Shares 500,000 Est. Cost — Unrealized —

RF REGIONS FINL CORP NEW 1.3%

Value ($000) $34,984 Shares 2,389,600 Est. Cost $10.15 Unrealized 0.0%

BXP BOSTON PROPERTIES INC 0.9%

Value ($000) $22,759 Shares 185,000 Est. Cost $86.92 Unrealized 0.0%

— LA QUINTA HLDGS INC 0.9%

Value ($000) $22,405 Shares 1,516,960 Est. Cost $13.52 Unrealized —

HLT HILTON WORLDWIDE HLDGS INC 0.9%

Value ($000) $22,266 Shares 360,000 Est. Cost $60.18 Unrealized 0.0%

— LIFE STORAGE INC 0.8%

Value ($000) $21,977 Shares 296,589 Est. Cost $74.10 Unrealized —

— ATHENE HLDG LTD 0.6%

Value ($000) $14,883 Shares 300,000 Est. Cost $49.61 Unrealized —

— FORESTAR GROUP INC 0.4%

Value ($000) $11,374 Shares 663,216 Est. Cost $17.15 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	APARTMENT INVT & MGMT CO	6,403,024	$275,138	10.6%	$43.31	—	CL A	03748R101
—	PARAMOUNT GROUP INC	14,199,372	$227,190	8.7%	$17.00	—	COM	69924R108
DHI	D R HORTON INC	6,028,000	$208,388	8.0%	$30.39	0.0%	COM	23331A109
—	TAUBMAN CTRS INC	3,464,064	$206,285	7.9%	$69.48	—	COM	876664103
—	SL GREEN RLTY CORP	1,708,850	$180,796	6.9%	$105.80	—	COM	78440X101
—	RETAIL PPTYS AMER INC	13,281,470	$162,167	6.2%	$14.12	—	CL A	76131V202
—	VEREIT INC	19,217,191	$156,428	6.0%	$8.14	—	COM	92339V100
H	HYATT HOTELS CORP	2,660,844	$149,566	5.7%	$51.53	+6.3%	COM CL A	448579102
MAC	MACERICH CO	2,095,106	$121,642	4.7%	$64.40	—	COM	554382101
SPY	SPDR S&P 500 ETF TR	500,000	$120,900	4.6%	—	—	Put	78462F103
EQR	EQUITY RESIDENTIAL	1,785,935	$117,568	4.5%	$45.70	+4.2%	SH BEN INT	29476L107
MSGS	MADISON SQUARE GARDEN CO NEW	472,757	$93,086	3.6%	$119.31	+18.6%	CL A	55825T103
WFC	WELLS FARGO CO NEW	1,536,100	$85,115	3.3%	$39.35	+7.2%	COM	949746101
—	FOREST CITY RLTY TR INC	3,494,441	$84,461	3.2%	$20.92	—	COM CL A	345605109
LOW	LOWES COS INC	931,487	$72,218	2.8%	$65.00	+7.2%	COM	548661107
IYR	ISHARES TR	700,000	$55,839	2.1%	—	—	Put	464287739
—	SPIRIT RLTY CAP INC NEW	7,458,874	$55,270	2.1%	$7.97	—	COM	84860W102
—	CORELOGIC INC	960,469	$41,665	1.6%	$41.84	—	COM	21871D103
VNQ	VANGUARD INDEX FDS	500,000	$41,615	1.6%	—	—	Put	922908553
RF	REGIONS FINL CORP NEW	2,389,600	$34,984	1.3%	$10.15	0.0%	COM	7591EP100
BXP	BOSTON PROPERTIES INC	185,000	$22,759	0.9%	$86.92	0.0%	COM	101121101
—	LA QUINTA HLDGS INC	1,516,960	$22,405	0.9%	$13.52	—	COM	50420D108
HLT	HILTON WORLDWIDE HLDGS INC	360,000	$22,266	0.9%	$60.18	0.0%	COM	43300A203
—	LIFE STORAGE INC	296,589	$21,977	0.8%	$74.10	—	COM	53223X107
—	ATHENE HLDG LTD	300,000	$14,883	0.6%	$49.61	—	CL A	G0684D107
—	FORESTAR GROUP INC	663,216	$11,374	0.4%	$17.15	—	COM	346233109