RUSH ISLAND MANAGEMENT, LP Quant / Systematic

CIK: 0001736465 · Show all filings

Period: Q3 2021 (← Previous) (Next →)

Filing Date: Nov 15, 2021

Total Value ($000): $506,394 (100.0% shares, 0.0% debt)

Holdings (22)

VRE MACK CALI RLTY CORP 8.2%

Value ($000) $41,515 Shares 2,424,925 Est. Cost $15.70 Unrealized —

— FEDERAL RLTY INVT TR 8.1%

Value ($000) $41,020 Shares 347,659 Est. Cost $117.23 Unrealized —

ELME WASHINGTON REAL ESTATE INVT 7.8%

Value ($000) $39,272 Shares 1,586,737 Est. Cost $23.50 Unrealized —

APLE APPLE HOSPITALITY REIT INC 7.6%

Value ($000) $38,540 Shares 2,450,126 Est. Cost $15.30 Unrealized —

O REALTY INCOME CORP 7.2%

Value ($000) $36,266 Shares 559,146 Est. Cost $53.08 Unrealized +1.4%

— APARTMENT INCOME REIT CORP 7.0%

Value ($000) $35,572 Shares 728,777 Est. Cost $48.81 Unrealized —

SHO SUNSTONE HOTEL INVS INC NEW 6.9%

Value ($000) $35,057 Shares 2,936,091 Est. Cost $11.94 Unrealized —

CPT CAMDEN PPTY TR 6.6%

Value ($000) $33,226 Shares 225,307 Est. Cost $102.11 Unrealized +23.1%

MAA MID-AMER APT CMNTYS INC 6.5%

Value ($000) $32,746 Shares 175,346 Est. Cost $109.75 Unrealized +46.7%

FR FIRST INDL RLTY TR INC 6.4%

Value ($000) $32,532 Shares 624,655 Est. Cost $44.19 Unrealized —

IRT INDEPENDENCE RLTY TR INC 6.2%

Value ($000) $31,154 Shares 1,530,891 Est. Cost $20.35 Unrealized —

NNN NATIONAL RETAIL PROPERTIES I 5.5%

Value ($000) $27,635 Shares 639,858 Est. Cost $43.19 Unrealized —

NHI NATIONAL HEALTH INVS INC 4.0%

Value ($000) $20,327 Shares 379,939 Est. Cost $53.50 Unrealized —

NTST NETSTREIT CORP 3.3%

Value ($000) $16,957 Shares 717,019 Est. Cost $19.17 Unrealized —

WH WYNDHAM HOTELS & RESORTS INC 2.1%

Value ($000) $10,770 Shares 139,529 Est. Cost $52.32 Unrealized +37.2%

BRSP BRIGHTSPIRE CAPITAL INC 2.0%

Value ($000) $10,026 Shares 1,067,705 Est. Cost $9.39 Unrealized —

— RETAIL OPPORTUNITY INVTS COR 1.7%

Value ($000) $8,548 Shares 490,700 Est. Cost $11.06 Unrealized —

BKD BROOKDALE SR LIVING INC 1.5%

Value ($000) $7,413 Shares 1,176,594 Est. Cost $6.32 Unrealized +13.0%

— COREPOINT LODGING INC 0.9%

Value ($000) $4,315 Shares 278,388 Est. Cost $9.69 Unrealized —

CLDT CHATHAM LODGING TR 0.5%

Value ($000) $2,477 Shares 202,166 Est. Cost $12.77 Unrealized —

AIV APARTMENT INVT & MGMT CO 0.2%

Value ($000) $999 Shares 145,844 Est. Cost $6.85 Unrealized —

— BROADMARK RLTY CAP INC 0.0%

Value ($000) $27 Shares 221,664 Est. Cost $0.38 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
VRE	MACK CALI RLTY CORP	2,424,925	$41,515	8.2%	$15.70	—	COM	554489104
—	FEDERAL RLTY INVT TR	347,659	$41,020	8.1%	$117.23	—	SH BEN INT NEW	313747206
ELME	WASHINGTON REAL ESTATE INVT	1,586,737	$39,272	7.8%	$23.50	—	SH BEN INT	939653101
APLE	APPLE HOSPITALITY REIT INC	2,450,126	$38,540	7.6%	$15.30	—	COM NEW	03784Y200
O	REALTY INCOME CORP	559,146	$36,266	7.2%	$53.08	+1.4%	COM	756109104
—	APARTMENT INCOME REIT CORP	728,777	$35,572	7.0%	$48.81	—	COM	03750L109
SHO	SUNSTONE HOTEL INVS INC NEW	2,936,091	$35,057	6.9%	$11.94	—	COM	867892101
CPT	CAMDEN PPTY TR	225,307	$33,226	6.6%	$102.11	+23.1%	SH BEN INT	133131102
MAA	MID-AMER APT CMNTYS INC	175,346	$32,746	6.5%	$109.75	+46.7%	COM	59522J103
FR	FIRST INDL RLTY TR INC	624,655	$32,532	6.4%	$44.19	—	COM	32054K103
IRT	INDEPENDENCE RLTY TR INC	1,530,891	$31,154	6.2%	$20.35	—	COM	45378A106
NNN	NATIONAL RETAIL PROPERTIES I	639,858	$27,635	5.5%	$43.19	—	COM	637417106
NHI	NATIONAL HEALTH INVS INC	379,939	$20,327	4.0%	$53.50	—	COM	63633D104
NTST	NETSTREIT CORP	717,019	$16,957	3.3%	$19.17	—	COM	64119V303
WH	WYNDHAM HOTELS & RESORTS INC	139,529	$10,770	2.1%	$52.32	+37.2%	COM	98311A105
BRSP	BRIGHTSPIRE CAPITAL INC	1,067,705	$10,026	2.0%	$9.39	—	COM CL A	10949T109
—	RETAIL OPPORTUNITY INVTS COR	490,700	$8,548	1.7%	$11.06	—	COM	76131N101
BKD	BROOKDALE SR LIVING INC	1,176,594	$7,413	1.5%	$6.32	+13.0%	COM	112463104
—	COREPOINT LODGING INC	278,388	$4,315	0.9%	$9.69	—	COM	21872L104
CLDT	CHATHAM LODGING TR	202,166	$2,477	0.5%	$12.77	—	COM	16208T102
AIV	APARTMENT INVT & MGMT CO	145,844	$999	0.2%	$6.85	—	CL A	03748R747
—	BROADMARK RLTY CAP INC	221,664	$27	0.0%	$0.38	—	*W EXP 11/15/202	11135B118