RUSH ISLAND MANAGEMENT, LP Quant / Systematic

CIK: 0001736465 · Show all filings

Period: Q2 2023 (← Previous) (Next →)

Filing Date: Aug 14, 2023

Total Value ($000): $1,057,452 (100.0% shares, 0.0% debt)

Holdings (18)

HR HEALTHCARE RLTY TR 13.7%

Value ($000) $144,466 Shares 7,659,895 Est. Cost $19.16 Unrealized —

ESS ESSEX PPTY TR INC 12.2%

Value ($000) $128,613 Shares 548,925 Est. Cost $196.69 Unrealized +0.2%

— SPIRIT RLTY CAP INC NEW 10.2%

Value ($000) $107,878 Shares 2,739,417 Est. Cost $37.89 Unrealized —

NNN NNN REIT INC 9.4%

Value ($000) $99,829 Shares 2,332,992 Est. Cost $43.78 Unrealized —

— APARTMENT INCOME REIT CORP 8.8%

Value ($000) $93,501 Shares 2,590,783 Est. Cost $42.42 Unrealized —

PK PARK HOTELS & RESORTS INC 8.5%

Value ($000) $90,001 Shares 7,020,333 Est. Cost $13.69 Unrealized —

FRT FEDERAL RLTY INVT TR NEW 7.5%

Value ($000) $78,810 Shares 814,402 Est. Cost $94.26 Unrealized -11.4%

SHO SUNSTONE HOTEL INVS INC NEW 7.0%

Value ($000) $74,424 Shares 7,354,153 Est. Cost $11.12 Unrealized —

— SIX FLAGS ENTMT CORP NEW 6.9%

Value ($000) $72,722 Shares 2,799,136 Est. Cost $24.86 Unrealized —

— BLACK KNIGHT INC 2.7%

Value ($000) $28,471 Shares 476,670 Est. Cost $57.84 Unrealized —

— CUSHMAN WAKEFIELD PLC 2.7%

Value ($000) $28,113 Shares 3,436,777 Est. Cost $8.18 Unrealized —

— BLACKROCK TCP CAPITAL CORP 2.0%

Value ($000) $21,143 Shares 1,016,000 Est. Cost — Unrealized —

— HOST HOTELS & RESORTS INC 2.0%

Value ($000) $20,898 Shares 1,241,700 Est. Cost — Unrealized —

— PULTE GROUP INC 1.9%

Value ($000) $20,197 Shares 260,000 Est. Cost — Unrealized —

— D R HORTON INC 1.5%

Value ($000) $15,820 Shares 130,000 Est. Cost — Unrealized —

IVT INVENTRUST PPTYS CORP 1.3%

Value ($000) $14,235 Shares 615,147 Est. Cost $22.62 Unrealized —

DEI DOUGLAS EMMETT INC 1.3%

Value ($000) $14,055 Shares 1,118,141 Est. Cost $12.36 Unrealized —

EPR EPR PPTYS 0.4%

Value ($000) $4,278 Shares 91,407 Est. Cost $46.80 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
HR	HEALTHCARE RLTY TR	7,659,895	$144,466	13.7%	$19.16	—	CL A COM	42226K105
ESS	ESSEX PPTY TR INC	548,925	$128,613	12.2%	$196.69	+0.2%	COM	297178105
—	SPIRIT RLTY CAP INC NEW	2,739,417	$107,878	10.2%	$37.89	—	COM NEW	84860W300
NNN	NNN REIT INC	2,332,992	$99,829	9.4%	$43.78	—	COM	637417106
—	APARTMENT INCOME REIT CORP	2,590,783	$93,501	8.8%	$42.42	—	COM	03750L109
PK	PARK HOTELS & RESORTS INC	7,020,333	$90,001	8.5%	$13.69	—	COM	700517105
FRT	FEDERAL RLTY INVT TR NEW	814,402	$78,810	7.5%	$94.26	-11.4%	SH BEN INT NEW	313745101
SHO	SUNSTONE HOTEL INVS INC NEW	7,354,153	$74,424	7.0%	$11.12	—	COM	867892101
—	SIX FLAGS ENTMT CORP NEW	2,799,136	$72,722	6.9%	$24.86	—	COM	83001A102
—	BLACK KNIGHT INC	476,670	$28,471	2.7%	$57.84	—	COM	09215C105
—	CUSHMAN WAKEFIELD PLC	3,436,777	$28,113	2.7%	$8.18	—	SHS	G2717B108
—	BLACKROCK TCP CAPITAL CORP	1,016,000	$21,143	2.0%	—	—	Put	09259E958
—	HOST HOTELS & RESORTS INC	1,241,700	$20,898	2.0%	—	—	Put	44107P954
—	PULTE GROUP INC	260,000	$20,197	1.9%	—	—	Put	745867951
—	D R HORTON INC	130,000	$15,820	1.5%	—	—	Put	23331A959
IVT	INVENTRUST PPTYS CORP	615,147	$14,235	1.3%	$22.62	—	COM NEW	46124J201
DEI	DOUGLAS EMMETT INC	1,118,141	$14,055	1.3%	$12.36	—	COM	25960P109
EPR	EPR PPTYS	91,407	$4,278	0.4%	$46.80	—	COM SH BEN INT	26884U109