Long Pond Capital, LP Quant / Systematic

CIK: 0001499066 · Show all filings

Period: Q2 2018 (← Previous) (Next →)

Filing Date: Aug 13, 2018

Total Value ($000): $4,535,709 (100.0% shares, 0.0% debt)

Holdings (41)

DHI D R HORTON INC 11.9%

Value ($000) $539,389 Shares 13,155,838 Est. Cost $33.53 Unrealized +18.3%

DHI D R HORTON INC 9.5%

Value ($000) $432,702 Shares 10,553,700 Est. Cost $33.53 Unrealized +18.3%

LEN LENNAR CORP 6.0%

Value ($000) $273,000 Shares 5,200,000 Est. Cost $50.42 Unrealized -4.8%

VNO VORNADO RLTY TR 5.8%

Value ($000) $263,433 Shares 3,563,756 Est. Cost $70.15 Unrealized —

— CAESARS ENTMT CORP 5.5%

Value ($000) $250,917 Shares 23,450,216 Est. Cost $11.64 Unrealized —

— APARTMENT INVT & MGMT CO 5.5%

Value ($000) $250,312 Shares 5,917,544 Est. Cost $42.85 Unrealized —

SPY SPDR S&P 500 ETF TR 5.4%

Value ($000) $244,152 Shares 900,000 Est. Cost — Unrealized —

AMH AMERICAN HOMES 4 RENT 5.2%

Value ($000) $235,334 Shares 10,610,204 Est. Cost $20.08 Unrealized —

— PARAMOUNT GROUP INC 4.8%

Value ($000) $219,646 Shares 14,262,747 Est. Cost $16.88 Unrealized —

MHK MOHAWK INDS INC 3.5%

Value ($000) $158,411 Shares 739,307 Est. Cost $218.93 Unrealized 0.0%

AVB AVALONBAY CMNTYS INC 2.9%

Value ($000) $131,437 Shares 764,656 Est. Cost $127.88 Unrealized -0.8%

HLT HILTON WORLDWIDE HLDGS INC 2.7%

Value ($000) $122,267 Shares 1,544,560 Est. Cost $79.31 Unrealized 0.0%

DIA SPDR DOW JONES INDL AVRG ETF 1.9%

Value ($000) $87,965 Shares 362,400 Est. Cost $242.73 Unrealized —

JBGS JBG SMITH PPTYS 1.9%

Value ($000) $87,908 Shares 2,410,412 Est. Cost $34.65 Unrealized —

— LASALLE HOTEL PPTYS 1.8%

Value ($000) $82,524 Shares 2,410,871 Est. Cost $28.13 Unrealized —

— QUALITY CARE PPTYS INC 1.8%

Value ($000) $80,482 Shares 3,741,624 Est. Cost $15.30 Unrealized —

WH WYNDHAM HOTELS & RESORTS INC 1.7%

Value ($000) $78,968 Shares 1,342,301 Est. Cost $60.97 Unrealized 0.0%

— TAUBMAN CTRS INC 1.7%

Value ($000) $78,096 Shares 1,329,075 Est. Cost $68.41 Unrealized —

REXR REXFORD INDL RLTY INC 1.7%

Value ($000) $78,039 Shares 2,486,100 Est. Cost $31.39 Unrealized —

— SL GREEN RLTY CORP 1.7%

Value ($000) $77,863 Shares 774,524 Est. Cost $104.11 Unrealized —

FOR FORESTAR GROUP INC 1.7%

Value ($000) $75,060 Shares 3,617,373 Est. Cost $19.65 Unrealized +14.2%

PLD PROLOGIS INC 1.4%

Value ($000) $65,013 Shares 989,700 Est. Cost $51.98 Unrealized 0.0%

TMHC TAYLOR MORRISON HOME CORP 1.4%

Value ($000) $62,403 Shares 3,003,011 Est. Cost $22.27 Unrealized 0.0%

— COLUMBIA PPTY TR INC 1.3%

Value ($000) $57,187 Shares 2,518,158 Est. Cost $22.71 Unrealized —

CCL CARNIVAL CORP 1.1%

Value ($000) $51,309 Shares 895,288 Est. Cost $58.94 Unrealized 0.0%

— HEALTHCARE TR AMER INC 1.1%

Value ($000) $51,274 Shares 1,901,849 Est. Cost $26.96 Unrealized —

FPH FIVE POINT HOLDINGS LLC 0.9%

Value ($000) $41,031 Shares 3,647,193 Est. Cost $13.20 Unrealized -5.0%

ESRT EMPIRE ST RLTY TR INC 0.9%

Value ($000) $40,943 Shares 2,394,333 Est. Cost $17.10 Unrealized —

EPRT ESSENTIAL PPTYS RLTY TR INC 0.9%

Value ($000) $40,620 Shares 3,000,000 Est. Cost $13.54 Unrealized —

PEB PEBBLEBROOK HOTEL TR 0.9%

Value ($000) $39,242 Shares 1,011,389 Est. Cost $38.80 Unrealized —

VICI VICI PPTYS INC 0.9%

Value ($000) $39,049 Shares 1,891,894 Est. Cost $13.09 Unrealized -2.7%

MAC MACERICH CO 0.6%

Value ($000) $28,944 Shares 509,300 Est. Cost $56.19 Unrealized —

— BLACK KNIGHT INC 0.6%

Value ($000) $26,892 Shares 502,194 Est. Cost $47.10 Unrealized —

H HYATT HOTELS CORP 0.6%

Value ($000) $25,718 Shares 333,347 Est. Cost $52.08 Unrealized +48.2%

VAC MARRIOTT VACATIONS WRLDWDE C 0.6%

Value ($000) $25,048 Shares 221,743 Est. Cost $123.57 Unrealized 0.0%

CHH CHOICE HOTELS INTL INC 0.5%

Value ($000) $24,639 Shares 325,914 Est. Cost $75.35 Unrealized -0.2%

LOW LOWES COS INC 0.4%

Value ($000) $19,971 Shares 208,968 Est. Cost $78.69 Unrealized 0.0%

— EXTENDED STAY AMER INC 0.4%

Value ($000) $18,840 Shares 871,805 Est. Cost $21.61 Unrealized —

— NEW YORK REIT INC 0.3%

Value ($000) $12,964 Shares 710,760 Est. Cost $21.51 Unrealized —

— PENNYMAC FINL SVCS INC 0.3%

Value ($000) $12,281 Shares 625,000 Est. Cost $19.65 Unrealized —

— BELMOND LTD 0.1%

Value ($000) $4,436 Shares 397,848 Est. Cost $11.15 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
DHI	D R HORTON INC	13,155,838	$539,389	11.9%	$33.53	+18.3%	COM	23331A109
DHI	D R HORTON INC	10,553,700	$432,702	9.5%	$33.53	+18.3%	Call	23331A109
LEN	LENNAR CORP	5,200,000	$273,000	6.0%	$50.42	-4.8%	CL A	526057104
VNO	VORNADO RLTY TR	3,563,756	$263,433	5.8%	$70.15	—	SH BEN INT	929042109
—	CAESARS ENTMT CORP	23,450,216	$250,917	5.5%	$11.64	—	COM	127686103
—	APARTMENT INVT & MGMT CO	5,917,544	$250,312	5.5%	$42.85	—	CL A	03748R101
SPY	SPDR S&P 500 ETF TR	900,000	$244,152	5.4%	—	—	Put	78462F103
AMH	AMERICAN HOMES 4 RENT	10,610,204	$235,334	5.2%	$20.08	—	CL A	02665T306
—	PARAMOUNT GROUP INC	14,262,747	$219,646	4.8%	$16.88	—	COM	69924R108
MHK	MOHAWK INDS INC	739,307	$158,411	3.5%	$218.93	0.0%	COM	608190104
AVB	AVALONBAY CMNTYS INC	764,656	$131,437	2.9%	$127.88	-0.8%	COM	053484101
HLT	HILTON WORLDWIDE HLDGS INC	1,544,560	$122,267	2.7%	$79.31	0.0%	COM	43300A203
DIA	SPDR DOW JONES INDL AVRG ETF	362,400	$87,965	1.9%	$242.73	—	UT SER 1	78467X109
JBGS	JBG SMITH PPTYS	2,410,412	$87,908	1.9%	$34.65	—	COM	46590V100
—	LASALLE HOTEL PPTYS	2,410,871	$82,524	1.8%	$28.13	—	COM SH BEN INT	517942108
—	QUALITY CARE PPTYS INC	3,741,624	$80,482	1.8%	$15.30	—	COM	747545101
WH	WYNDHAM HOTELS & RESORTS INC	1,342,301	$78,968	1.7%	$60.97	0.0%	COM	98311A105
—	TAUBMAN CTRS INC	1,329,075	$78,096	1.7%	$68.41	—	COM	876664103
REXR	REXFORD INDL RLTY INC	2,486,100	$78,039	1.7%	$31.39	—	COM	76169C100
—	SL GREEN RLTY CORP	774,524	$77,863	1.7%	$104.11	—	COM	78440X101
FOR	FORESTAR GROUP INC	3,617,373	$75,060	1.7%	$19.65	+14.2%	COM	346232101
PLD	PROLOGIS INC	989,700	$65,013	1.4%	$51.98	0.0%	COM	74340W103
TMHC	TAYLOR MORRISON HOME CORP	3,003,011	$62,403	1.4%	$22.27	0.0%	CL A	87724P106
—	COLUMBIA PPTY TR INC	2,518,158	$57,187	1.3%	$22.71	—	COM NEW	198287203
CCL	CARNIVAL CORP	895,288	$51,309	1.1%	$58.94	0.0%	UNIT 99/99/9999	143658300
—	HEALTHCARE TR AMER INC	1,901,849	$51,274	1.1%	$26.96	—	CL A NEW	42225P501
FPH	FIVE POINT HOLDINGS LLC	3,647,193	$41,031	0.9%	$13.20	-5.0%	COM CL A	33833Q106
ESRT	EMPIRE ST RLTY TR INC	2,394,333	$40,943	0.9%	$17.10	—	CL A	292104106
EPRT	ESSENTIAL PPTYS RLTY TR INC	3,000,000	$40,620	0.9%	$13.54	—	COM	29670E107
PEB	PEBBLEBROOK HOTEL TR	1,011,389	$39,242	0.9%	$38.80	—	COM	70509V100
VICI	VICI PPTYS INC	1,891,894	$39,049	0.9%	$13.09	-2.7%	COM	925652109
MAC	MACERICH CO	509,300	$28,944	0.6%	$56.19	—	COM	554382101
—	BLACK KNIGHT INC	502,194	$26,892	0.6%	$47.10	—	COM	09215C105
H	HYATT HOTELS CORP	333,347	$25,718	0.6%	$52.08	+48.2%	COM CL A	448579102
VAC	MARRIOTT VACATIONS WRLDWDE C	221,743	$25,048	0.6%	$123.57	0.0%	COM	57164Y107
CHH	CHOICE HOTELS INTL INC	325,914	$24,639	0.5%	$75.35	-0.2%	COM	169905106
LOW	LOWES COS INC	208,968	$19,971	0.4%	$78.69	0.0%	COM	548661107
—	EXTENDED STAY AMER INC	871,805	$18,840	0.4%	$21.61	—	UNIT 99/99/9999B	30224P200
—	NEW YORK REIT INC	710,760	$12,964	0.3%	$21.51	—	COM NEW	64976L208
—	PENNYMAC FINL SVCS INC	625,000	$12,281	0.3%	$19.65	—	CL A	70932B101
—	BELMOND LTD	397,848	$4,436	0.1%	$11.15	—	CL A	G1154H107