RUSH ISLAND MANAGEMENT, LP Quant / Systematic

CIK: 0001736465 · Show all filings

Period: Q2 2021 (← Previous) (Next →)

Filing Date: Aug 16, 2021

Total Value ($000): $455,629 (100.0% shares, 0.0% debt)

Holdings (24)

CPT CAMDEN PPTY TR 9.4%

Value ($000) $42,867 Shares 323,107 Est. Cost $102.11 Unrealized +3.5%

MAA MID-AMER APT CMNTYS INC 9.4%

Value ($000) $42,837 Shares 254,346 Est. Cost $109.75 Unrealized +23.7%

— FEDERAL RLTY INVT TR 8.3%

Value ($000) $37,692 Shares 321,686 Est. Cost $117.17 Unrealized —

APLE APPLE HOSPITALITY REIT INC 7.5%

Value ($000) $34,175 Shares 2,239,546 Est. Cost $15.26 Unrealized —

FR FIRST INDL RLTY TR INC 6.6%

Value ($000) $30,212 Shares 578,437 Est. Cost $43.56 Unrealized —

— VEREIT INC 6.3%

Value ($000) $28,648 Shares 623,740 Est. Cost $38.05 Unrealized —

VRE MACK CALI RLTY CORP 6.1%

Value ($000) $27,873 Shares 1,625,235 Est. Cost $14.99 Unrealized —

— RETAIL OPPORTUNITY INVTS COR 6.1%

Value ($000) $27,797 Shares 1,573,995 Est. Cost $11.06 Unrealized —

ELME WASHINGTON REAL ESTATE INVT 5.7%

Value ($000) $26,160 Shares 1,137,400 Est. Cost $23.00 Unrealized —

VTR VENTAS INC 5.2%

Value ($000) $23,623 Shares 413,719 Est. Cost $41.96 Unrealized +13.1%

NTST NETSTREIT CORP 5.1%

Value ($000) $23,170 Shares 1,004,766 Est. Cost $19.17 Unrealized —

XHB SPDR SER TR 4.0%

Value ($000) $18,310 Shares 250,000 Est. Cost — Unrealized —

— NEW SR INVT GROUP INC 4.0%

Value ($000) $18,190 Shares 2,071,712 Est. Cost $6.09 Unrealized —

INVH INVITATION HOMES INC 3.1%

Value ($000) $14,150 Shares 379,452 Est. Cost $30.57 Unrealized 0.0%

O REALTY INCOME CORP 3.0%

Value ($000) $13,842 Shares 207,400 Est. Cost $51.83 Unrealized 0.0%

ITB ISHARES TR 2.7%

Value ($000) $12,460 Shares 180,000 Est. Cost — Unrealized —

WH WYNDHAM HOTELS & RESORTS INC 2.5%

Value ($000) $11,299 Shares 156,299 Est. Cost $52.32 Unrealized +41.2%

— COREPOINT LODGING INC 1.1%

Value ($000) $5,169 Shares 483,120 Est. Cost $9.69 Unrealized —

— FIFTH WALL ACQUISITION CORP 1.1%

Value ($000) $4,850 Shares 393,841 Est. Cost $12.31 Unrealized —

BKD BROOKDALE SR LIVING INC 1.0%

Value ($000) $4,348 Shares 550,405 Est. Cost $5.38 Unrealized +33.6%

— SUPERNOVA PARTNERS ACQUISITI 0.8%

Value ($000) $3,702 Shares 372,778 Est. Cost $9.93 Unrealized —

CLDT CHATHAM LODGING TR 0.5%

Value ($000) $2,196 Shares 170,621 Est. Cost $12.87 Unrealized —

— GORES METROPOULOS II INC 0.4%

Value ($000) $2,019 Shares 198,890 Est. Cost $10.15 Unrealized —

— BROADMARK RLTY CAP INC 0.0%

Value ($000) $40 Shares 221,664 Est. Cost $0.38 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
CPT	CAMDEN PPTY TR	323,107	$42,867	9.4%	$102.11	+3.5%	SH BEN INT	133131102
MAA	MID-AMER APT CMNTYS INC	254,346	$42,837	9.4%	$109.75	+23.7%	COM	59522J103
—	FEDERAL RLTY INVT TR	321,686	$37,692	8.3%	$117.17	—	SH BEN INT NEW	313747206
APLE	APPLE HOSPITALITY REIT INC	2,239,546	$34,175	7.5%	$15.26	—	COM NEW	03784Y200
FR	FIRST INDL RLTY TR INC	578,437	$30,212	6.6%	$43.56	—	COM	32054K103
—	VEREIT INC	623,740	$28,648	6.3%	$38.05	—	COM	92339V308
VRE	MACK CALI RLTY CORP	1,625,235	$27,873	6.1%	$14.99	—	COM	554489104
—	RETAIL OPPORTUNITY INVTS COR	1,573,995	$27,797	6.1%	$11.06	—	COM	76131N101
ELME	WASHINGTON REAL ESTATE INVT	1,137,400	$26,160	5.7%	$23.00	—	SH BEN INT	939653101
VTR	VENTAS INC	413,719	$23,623	5.2%	$41.96	+13.1%	COM	92276F100
NTST	NETSTREIT CORP	1,004,766	$23,170	5.1%	$19.17	—	COM	64119V303
XHB	SPDR SER TR	250,000	$18,310	4.0%	—	—	Put	78464A888
—	NEW SR INVT GROUP INC	2,071,712	$18,190	4.0%	$6.09	—	COM	648691103
INVH	INVITATION HOMES INC	379,452	$14,150	3.1%	$30.57	0.0%	COM	46187W107
O	REALTY INCOME CORP	207,400	$13,842	3.0%	$51.83	0.0%	COM	756109104
ITB	ISHARES TR	180,000	$12,460	2.7%	—	—	Put	464288752
WH	WYNDHAM HOTELS & RESORTS INC	156,299	$11,299	2.5%	$52.32	+41.2%	COM	98311A105
—	COREPOINT LODGING INC	483,120	$5,169	1.1%	$9.69	—	COM	21872L104
—	FIFTH WALL ACQUISITION CORP	393,841	$4,850	1.1%	$12.31	—	COM CL A	316790104
BKD	BROOKDALE SR LIVING INC	550,405	$4,348	1.0%	$5.38	+33.6%	COM	112463104
—	SUPERNOVA PARTNERS ACQUISITI	372,778	$3,702	0.8%	$9.93	—	COM CL A	86846V108
CLDT	CHATHAM LODGING TR	170,621	$2,196	0.5%	$12.87	—	COM	16208T102
—	GORES METROPOULOS II INC	198,890	$2,019	0.4%	$10.15	—	UNIT 01/31/2028	382873206
—	BROADMARK RLTY CAP INC	221,664	$40	0.0%	$0.38	—	*W EXP 11/15/202	11135B118