Long Pond Capital, LP Quant / Systematic

CIK: 0001499066 · Show all filings

Period: Q2 2015 (← Previous) (Next →)

Filing Date: Aug 14, 2015

Total Value ($000): $2,732,246 (100.0% shares, 0.0% debt)

Holdings (33)

IYR ISHARES TR 19.6%

Value ($000) $534,750 Shares 7,500,000 Est. Cost — Unrealized —

AMH AMERICAN HOMES 4 RENT 8.6%

Value ($000) $236,000 Shares 14,713,240 Est. Cost $16.64 Unrealized —

SPY SPDR S&P 500 ETF TR 7.5%

Value ($000) $205,850 Shares 1,000,000 Est. Cost — Unrealized —

— TAUBMAN CTRS INC 6.8%

Value ($000) $184,788 Shares 2,658,817 Est. Cost $73.92 Unrealized —

— FOREST CITY ENTERPRISES INC 6.1%

Value ($000) $167,241 Shares 7,567,462 Est. Cost $21.70 Unrealized —

— PARAMOUNT GROUP INC 5.7%

Value ($000) $155,861 Shares 9,082,826 Est. Cost $17.94 Unrealized —

BXMT BLACKSTONE MTG TR INC 5.7%

Value ($000) $155,573 Shares 5,592,115 Est. Cost $26.56 Unrealized —

— STARWOOD HOTELS&RESORTS WRLD 5.4%

Value ($000) $147,695 Shares 1,821,377 Est. Cost $82.23 Unrealized —

— KANSAS CITY SOUTHERN 3.3%

Value ($000) $91,200 Shares 1,000,000 Est. Cost $91.20 Unrealized —

MCD MCDONALDS CORP 3.1%

Value ($000) $85,183 Shares 896,000 Est. Cost $72.15 Unrealized +2.8%

— STARWOOD WAYPOINT RESIDENTL 2.6%

Value ($000) $72,383 Shares 3,046,411 Est. Cost $27.24 Unrealized —

— APARTMENT INVT & MGMT CO 2.6%

Value ($000) $72,107 Shares 1,952,536 Est. Cost $36.93 Unrealized —

VRE MACK CALI RLTY CORP 2.4%

Value ($000) $66,175 Shares 3,590,631 Est. Cost $18.79 Unrealized —

CPT CAMDEN PPTY TR 2.0%

Value ($000) $55,699 Shares 749,853 Est. Cost $49.98 Unrealized -0.2%

M MACYS INC 2.0%

Value ($000) $53,788 Shares 797,218 Est. Cost $64.64 Unrealized +4.6%

BYD BOYD GAMING CORP 2.0%

Value ($000) $53,454 Shares 3,575,536 Est. Cost $11.78 Unrealized +12.4%

MGM MGM RESORTS INTERNATIONAL 1.6%

Value ($000) $43,827 Shares 2,401,491 Est. Cost $21.05 Unrealized -8.9%

H HYATT HOTELS CORP 1.4%

Value ($000) $38,609 Shares 681,057 Est. Cost $56.30 Unrealized 0.0%

PDM PIEDMONT OFFICE REALTY TR IN 1.3%

Value ($000) $36,771 Shares 2,090,460 Est. Cost $17.59 Unrealized —

ELME WASHINGTON REAL ESTATE INVT 1.2%

Value ($000) $33,635 Shares 1,296,158 Est. Cost $25.95 Unrealized —

DHI D R HORTON INC 1.1%

Value ($000) $29,207 Shares 1,067,500 Est. Cost $22.60 Unrealized +5.8%

— AMERICAN RESIDENTIAL PPTYS I 1.1%

Value ($000) $29,127 Shares 1,574,407 Est. Cost $18.14 Unrealized —

— STONEGATE MTG CORP 0.9%

Value ($000) $25,204 Shares 2,502,898 Est. Cost $14.50 Unrealized —

NMIH NMI HLDGS INC 0.9%

Value ($000) $23,383 Shares 2,915,537 Est. Cost $9.23 Unrealized -14.3%

BDN BRANDYWINE RLTY TR 0.8%

Value ($000) $23,211 Shares 1,747,800 Est. Cost $13.28 Unrealized —

— FIDELITY NATIONAL FINANCIAL 0.7%

Value ($000) $19,857 Shares 1,291,085 Est. Cost $14.97 Unrealized —

— FIRST POTOMAC RLTY TR 0.7%

Value ($000) $19,335 Shares 1,877,155 Est. Cost $10.30 Unrealized —

— SILVER BAY RLTY TR CORP 0.7%

Value ($000) $18,609 Shares 1,142,354 Est. Cost $16.27 Unrealized —

— SPIRIT RLTY CAP INC NEW 0.6%

Value ($000) $15,824 Shares 1,636,415 Est. Cost $11.60 Unrealized —

— RETAIL PPTYS AMER INC 0.5%

Value ($000) $13,721 Shares 984,967 Est. Cost $13.93 Unrealized —

— PENNYMAC FINL SVCS INC 0.4%

Value ($000) $10,707 Shares 590,875 Est. Cost $15.19 Unrealized —

MLCO MELCO CROWN ENTMT LTD 0.3%

Value ($000) $8,834 Shares 450,000 Est. Cost $19.63 Unrealized —

— DDR CORP 0.2%

Value ($000) $4,638 Shares 300,000 Est. Cost $15.46 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
IYR	ISHARES TR	7,500,000	$534,750	19.6%	—	—	Call	464287739
AMH	AMERICAN HOMES 4 RENT	14,713,240	$236,000	8.6%	$16.64	—	CL A	02665T306
SPY	SPDR S&P 500 ETF TR	1,000,000	$205,850	7.5%	—	—	Put	78462F103
—	TAUBMAN CTRS INC	2,658,817	$184,788	6.8%	$73.92	—	COM	876664103
—	FOREST CITY ENTERPRISES INC	7,567,462	$167,241	6.1%	$21.70	—	CL A	345550107
—	PARAMOUNT GROUP INC	9,082,826	$155,861	5.7%	$17.94	—	COM	69924R108
BXMT	BLACKSTONE MTG TR INC	5,592,115	$155,573	5.7%	$26.56	—	COM CL A	09257W100
—	STARWOOD HOTELS&RESORTS WRLD	1,821,377	$147,695	5.4%	$82.23	—	COM	85590A401
—	KANSAS CITY SOUTHERN	1,000,000	$91,200	3.3%	$91.20	—	COM NEW	485170302
MCD	MCDONALDS CORP	896,000	$85,183	3.1%	$72.15	+2.8%	COM	580135101
—	STARWOOD WAYPOINT RESIDENTL	3,046,411	$72,383	2.6%	$27.24	—	COM SHS	85571W109
—	APARTMENT INVT & MGMT CO	1,952,536	$72,107	2.6%	$36.93	—	CL A	03748R101
VRE	MACK CALI RLTY CORP	3,590,631	$66,175	2.4%	$18.79	—	COM	554489104
CPT	CAMDEN PPTY TR	749,853	$55,699	2.0%	$49.98	-0.2%	SH BEN INT	133131102
M	MACYS INC	797,218	$53,788	2.0%	$64.64	+4.6%	COM	55616P104
BYD	BOYD GAMING CORP	3,575,536	$53,454	2.0%	$11.78	+12.4%	COM	103304101
MGM	MGM RESORTS INTERNATIONAL	2,401,491	$43,827	1.6%	$21.05	-8.9%	COM	552953101
H	HYATT HOTELS CORP	681,057	$38,609	1.4%	$56.30	0.0%	COM CL A	448579102
PDM	PIEDMONT OFFICE REALTY TR IN	2,090,460	$36,771	1.3%	$17.59	—	COM CL A	720190206
ELME	WASHINGTON REAL ESTATE INVT	1,296,158	$33,635	1.2%	$25.95	—	SH BEN INT	939653101
DHI	D R HORTON INC	1,067,500	$29,207	1.1%	$22.60	+5.8%	COM	23331A109
—	AMERICAN RESIDENTIAL PPTYS I	1,574,407	$29,127	1.1%	$18.14	—	COM	02927E303
—	STONEGATE MTG CORP	2,502,898	$25,204	0.9%	$14.50	—	COM	86181Q300
NMIH	NMI HLDGS INC	2,915,537	$23,383	0.9%	$9.23	-14.3%	CL A	629209305
BDN	BRANDYWINE RLTY TR	1,747,800	$23,211	0.8%	$13.28	—	SH BEN INT NEW	105368203
—	FIDELITY NATIONAL FINANCIAL	1,291,085	$19,857	0.7%	$14.97	—	FNFV GROUP COM	31620R402
—	FIRST POTOMAC RLTY TR	1,877,155	$19,335	0.7%	$10.30	—	COM	33610F109
—	SILVER BAY RLTY TR CORP	1,142,354	$18,609	0.7%	$16.27	—	COM	82735Q102
—	SPIRIT RLTY CAP INC NEW	1,636,415	$15,824	0.6%	$11.60	—	COM	84860W102
—	RETAIL PPTYS AMER INC	984,967	$13,721	0.5%	$13.93	—	CL A	76131V202
—	PENNYMAC FINL SVCS INC	590,875	$10,707	0.4%	$15.19	—	CL A	70932B101
MLCO	MELCO CROWN ENTMT LTD	450,000	$8,834	0.3%	$19.63	—	ADR	585464100
—	DDR CORP	300,000	$4,638	0.2%	$15.46	—	COM	23317H102