RUSH ISLAND MANAGEMENT, LP Quant / Systematic

CIK: 0001736465 · Show all filings

Period: Q1 2020 (← Previous) (Next →)

Filing Date: May 15, 2020

Total Value ($000): $169,792 (100.0% shares, 0.0% debt)

Holdings (24)

HST HOST HOTELS & RESORTS INC 12.7%

Value ($000) $21,504 Shares 1,947,813 Est. Cost $13.02 Unrealized -5.7%

WH WYNDHAM HOTELS & RESORTS INC 10.9%

Value ($000) $18,564 Shares 589,158 Est. Cost $51.06 Unrealized -0.4%

— EXTENDED STAY AMER INC 10.0%

Value ($000) $16,911 Shares 2,313,357 Est. Cost $11.39 Unrealized —

VNO VORNADO RLTY TR 9.3%

Value ($000) $15,729 Shares 434,382 Est. Cost $56.77 Unrealized —

— BROADMARK RLTY CAP INC 7.2%

Value ($000) $12,294 Shares 1,634,827 Est. Cost $12.05 Unrealized —

— CYRUSONE INC 6.2%

Value ($000) $10,562 Shares 171,044 Est. Cost $61.75 Unrealized —

— HUDSON PAC PPTYS INC 5.9%

Value ($000) $10,099 Shares 398,214 Est. Cost $25.36 Unrealized —

VICI VICI PPTYS INC 5.2%

Value ($000) $8,835 Shares 530,951 Est. Cost $17.35 Unrealized -2.2%

VRE MACK CALI RLTY CORP 4.7%

Value ($000) $7,913 Shares 519,574 Est. Cost $15.23 Unrealized —

BXP BOSTON PROPERTIES INC 4.6%

Value ($000) $7,826 Shares 84,856 Est. Cost $95.58 Unrealized 0.0%

AVB AVALONBAY CMNTYS INC 4.4%

Value ($000) $7,493 Shares 50,915 Est. Cost $163.41 Unrealized 0.0%

HGV HILTON GRAND VACATIONS INC 4.1%

Value ($000) $6,966 Shares 441,736 Est. Cost $30.04 Unrealized -8.5%

MAA MID AMER APT CMNTYS INC 3.6%

Value ($000) $6,190 Shares 60,084 Est. Cost $106.35 Unrealized 0.0%

PLD PROLOGIS INC. 3.1%

Value ($000) $5,314 Shares 66,121 Est. Cost $74.10 Unrealized 0.0%

PEB PEBBLEBROOK HOTEL TR 2.6%

Value ($000) $4,360 Shares 400,342 Est. Cost $10.89 Unrealized —

— RETAIL VALUE INC 1.6%

Value ($000) $2,670 Shares 217,929 Est. Cost $24.28 Unrealized —

— PLAYA HOTELS & RESORTS NV 1.1%

Value ($000) $1,825 Shares 1,042,862 Est. Cost $6.55 Unrealized —

VTR VENTAS INC 1.0%

Value ($000) $1,663 Shares 62,043 Est. Cost $39.41 Unrealized 0.0%

IYR ISHARES TR 0.6%

Value ($000) $953 Shares 13,700 Est. Cost — Unrealized —

HST HOST HOTELS & RESORTS INC 0.5%

Value ($000) $901 Shares 81,600 Est. Cost $13.02 Unrealized -5.7%

DRH DIAMONDROCK HOSPITALITY CO 0.4%

Value ($000) $703 Shares 138,371 Est. Cost $5.08 Unrealized —

VNO VORNADO RLTY TR 0.2%

Value ($000) $355 Shares 9,800 Est. Cost $56.77 Unrealized —

— EXTENDED STAY AMER INC 0.1%

Value ($000) $113 Shares 15,500 Est. Cost $11.39 Unrealized —

— BROADMARK RLTY CAP INC 0.0%

Value ($000) $49 Shares 221,664 Est. Cost $0.38 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
HST	HOST HOTELS & RESORTS INC	1,947,813	$21,504	12.7%	$13.02	-5.7%	COM	44107P104
WH	WYNDHAM HOTELS & RESORTS INC	589,158	$18,564	10.9%	$51.06	-0.4%	COM	98311A105
—	EXTENDED STAY AMER INC	2,313,357	$16,911	10.0%	$11.39	—	UNIT 99/99/9999B	30224P200
VNO	VORNADO RLTY TR	434,382	$15,729	9.3%	$56.77	—	SH BEN INT	929042109
—	BROADMARK RLTY CAP INC	1,634,827	$12,294	7.2%	$12.05	—	COM	11135B100
—	CYRUSONE INC	171,044	$10,562	6.2%	$61.75	—	COM	23283R100
—	HUDSON PAC PPTYS INC	398,214	$10,099	5.9%	$25.36	—	COM	444097109
VICI	VICI PPTYS INC	530,951	$8,835	5.2%	$17.35	-2.2%	COM	925652109
VRE	MACK CALI RLTY CORP	519,574	$7,913	4.7%	$15.23	—	COM	554489104
BXP	BOSTON PROPERTIES INC	84,856	$7,826	4.6%	$95.58	0.0%	COM	101121101
AVB	AVALONBAY CMNTYS INC	50,915	$7,493	4.4%	$163.41	0.0%	COM	053484101
HGV	HILTON GRAND VACATIONS INC	441,736	$6,966	4.1%	$30.04	-8.5%	COM	43283X105
MAA	MID AMER APT CMNTYS INC	60,084	$6,190	3.6%	$106.35	0.0%	COM	59522J103
PLD	PROLOGIS INC.	66,121	$5,314	3.1%	$74.10	0.0%	COM	74340W103
PEB	PEBBLEBROOK HOTEL TR	400,342	$4,360	2.6%	$10.89	—	COM	70509V100
—	RETAIL VALUE INC	217,929	$2,670	1.6%	$24.28	—	COM	76133Q102
—	PLAYA HOTELS & RESORTS NV	1,042,862	$1,825	1.1%	$6.55	—	SHS	N70544106
VTR	VENTAS INC	62,043	$1,663	1.0%	$39.41	0.0%	COM	92276F100
IYR	ISHARES TR	13,700	$953	0.6%	—	—	Call	464287739
HST	HOST HOTELS & RESORTS INC	81,600	$901	0.5%	$13.02	-5.7%	Call	44107P104
DRH	DIAMONDROCK HOSPITALITY CO	138,371	$703	0.4%	$5.08	—	COM	252784301
VNO	VORNADO RLTY TR	9,800	$355	0.2%	$56.77	—	Call	929042109
—	EXTENDED STAY AMER INC	15,500	$113	0.1%	$11.39	—	Call	30224P200
—	BROADMARK RLTY CAP INC	221,664	$49	0.0%	$0.38	—	*W EXP 11/15/202	11135B118