RUSH ISLAND MANAGEMENT, LP Quant / Systematic

CIK: 0001736465 · Show all filings

Period: Q2 2022 (← Previous) (Next →)

Filing Date: Aug 15, 2022

Total Value ($000): $457,210 (100.0% shares, 0.0% debt)

Holdings (17)

— APARTMENT INCOME REIT CORP 16.8%

Value ($000) $76,841 Shares 1,847,129 Est. Cost $47.58 Unrealized —

PK PARK HOTELS & RESORTS INC 14.6%

Value ($000) $66,969 Shares 4,935,042 Est. Cost $14.78 Unrealized —

FR FIRST INDL RLTY TR INC 11.9%

Value ($000) $54,544 Shares 1,148,769 Est. Cost $46.40 Unrealized —

NNN NATIONAL RETAIL PROPERTIES I 11.2%

Value ($000) $51,081 Shares 1,187,931 Est. Cost $43.97 Unrealized —

SHO SUNSTONE HOTEL INVS INC NEW 10.3%

Value ($000) $47,138 Shares 4,751,817 Est. Cost $11.86 Unrealized —

FRT FEDERAL RLTY INVT TR NEW 9.2%

Value ($000) $42,105 Shares 439,787 Est. Cost $101.30 Unrealized -5.8%

NHI NATIONAL HEALTH INVS INC 6.0%

Value ($000) $27,298 Shares 450,380 Est. Cost $55.53 Unrealized —

VRE VERIS RESIDENTIAL INC 4.0%

Value ($000) $18,189 Shares 1,373,788 Est. Cost $16.05 Unrealized —

HST HOST HOTELS & RESORTS INC 4.0%

Value ($000) $18,170 Shares 1,158,800 Est. Cost — Unrealized —

VTR VENTAS INC 3.6%

Value ($000) $16,469 Shares 320,228 Est. Cost $45.61 Unrealized +7.7%

AAL AMERICAN AIRLS GROUP INC 2.3%

Value ($000) $10,589 Shares 835,100 Est. Cost — Unrealized —

EXPE EXPEDIA GROUP INC 1.5%

Value ($000) $6,782 Shares 71,520 Est. Cost $140.45 Unrealized 0.0%

ARE ALEXANDRIA REAL ESTATE EQ IN 1.4%

Value ($000) $6,222 Shares 42,900 Est. Cost — Unrealized —

STWD STARWOOD PPTY TR INC 1.3%

Value ($000) $5,853 Shares 280,200 Est. Cost — Unrealized —

BXMT BLACKSTONE MTG TR INC 1.0%

Value ($000) $4,563 Shares 164,900 Est. Cost — Unrealized —

RITM NEW RESIDENTIAL INVT CORP 1.0%

Value ($000) $4,380 Shares 470,000 Est. Cost — Unrealized —

— BROADMARK RLTY CAP INC 0.0%

Value ($000) $17 Shares 221,664 Est. Cost $0.38 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	APARTMENT INCOME REIT CORP	1,847,129	$76,841	16.8%	$47.58	—	COM	03750L109
PK	PARK HOTELS & RESORTS INC	4,935,042	$66,969	14.6%	$14.78	—	COM	700517105
FR	FIRST INDL RLTY TR INC	1,148,769	$54,544	11.9%	$46.40	—	COM	32054K103
NNN	NATIONAL RETAIL PROPERTIES I	1,187,931	$51,081	11.2%	$43.97	—	COM	637417106
SHO	SUNSTONE HOTEL INVS INC NEW	4,751,817	$47,138	10.3%	$11.86	—	COM	867892101
FRT	FEDERAL RLTY INVT TR NEW	439,787	$42,105	9.2%	$101.30	-5.8%	SH BEN INT NEW	313745101
NHI	NATIONAL HEALTH INVS INC	450,380	$27,298	6.0%	$55.53	—	COM	63633D104
VRE	VERIS RESIDENTIAL INC	1,373,788	$18,189	4.0%	$16.05	—	COM	554489104
HST	HOST HOTELS & RESORTS INC	1,158,800	$18,170	4.0%	—	—	Put	44107P104
VTR	VENTAS INC	320,228	$16,469	3.6%	$45.61	+7.7%	COM	92276F100
AAL	AMERICAN AIRLS GROUP INC	835,100	$10,589	2.3%	—	—	Put	02376R102
EXPE	EXPEDIA GROUP INC	71,520	$6,782	1.5%	$140.45	0.0%	COM NEW	30212P303
ARE	ALEXANDRIA REAL ESTATE EQ IN	42,900	$6,222	1.4%	—	—	Put	015271109
STWD	STARWOOD PPTY TR INC	280,200	$5,853	1.3%	—	—	Put	85571B105
BXMT	BLACKSTONE MTG TR INC	164,900	$4,563	1.0%	—	—	Put	09257W100
RITM	NEW RESIDENTIAL INVT CORP	470,000	$4,380	1.0%	—	—	Put	64828T201
—	BROADMARK RLTY CAP INC	221,664	$17	0.0%	$0.38	—	*W EXP 11/15/202	11135B118