Masterton Capital Management, LP Quant / Systematic

CIK: 0001817145 · Show all filings

Period: Q4 2022 (← Previous) (Next →)

Filing Date: Feb 14, 2023

Total Value ($000): $83,331 (100.0% shares, 0.0% debt)

Holdings (21)

ARE ALEXANDRIA REAL ESTATE EQ IN 12.6%

Value ($000) $10,480 Shares 71,944 Est. Cost $139.31 Unrealized -11.5%

AVB AVALONBAY CMNTYS INC 11.9%

Value ($000) $9,885 Shares 61,200 Est. Cost $176.24 Unrealized -14.0%

HLT HILTON WORLDWIDE HLDGS INC 7.1%

Value ($000) $5,910 Shares 46,771 Est. Cost $134.69 Unrealized -3.1%

PLD PROLOGIS INC. 6.7%

Value ($000) $5,569 Shares 49,402 Est. Cost $113.55 Unrealized -11.8%

PFGC PERFORMANCE FOOD GROUP CO 6.6%

Value ($000) $5,511 Shares 94,385 Est. Cost $45.81 Unrealized +19.0%

DPZ DOMINOS PIZZA INC 6.4%

Value ($000) $5,300 Shares 15,300 Est. Cost $361.53 Unrealized -7.6%

FRT FEDERAL RLTY INVT TR NEW 6.2%

Value ($000) $5,178 Shares 51,246 Est. Cost $87.45 Unrealized +0.6%

AMH AMERICAN HOMES 4 RENT 6.0%

Value ($000) $4,985 Shares 165,382 Est. Cost $39.91 Unrealized —

BXP BOSTON PROPERTIES INC 5.4%

Value ($000) $4,521 Shares 66,900 Est. Cost $58.78 Unrealized 0.0%

MAA MID-AMER APT CMNTYS INC 4.8%

Value ($000) $4,019 Shares 25,600 Est. Cost $161.97 Unrealized -14.9%

H HYATT HOTELS CORP 3.5%

Value ($000) $2,901 Shares 32,071 Est. Cost $90.71 Unrealized -0.0%

APLE APPLE HOSPITALITY REIT INC 3.3%

Value ($000) $2,749 Shares 174,196 Est. Cost $14.68 Unrealized —

NNN NATIONAL RETAIL PROPERTIES I 3.2%

Value ($000) $2,659 Shares 58,100 Est. Cost $45.76 Unrealized —

ESS ESSEX PPTY TR INC 3.1%

Value ($000) $2,585 Shares 12,200 Est. Cost $192.85 Unrealized 0.0%

YUM YUM BRANDS INC 2.8%

Value ($000) $2,331 Shares 18,199 Est. Cost $106.44 Unrealized +7.2%

CPRI CAPRI HOLDINGS LIMITED 2.7%

Value ($000) $2,262 Shares 39,454 Est. Cost $47.60 Unrealized +6.1%

FND FLOOR & DECOR HLDGS INC 1.6%

Value ($000) $1,314 Shares 18,875 Est. Cost $72.75 Unrealized 0.0%

DEI DOUGLAS EMMETT INC 1.6%

Value ($000) $1,309 Shares 83,500 Est. Cost $15.68 Unrealized —

REXR REXFORD INDL RLTY INC 1.6%

Value ($000) $1,306 Shares 23,900 Est. Cost $54.64 Unrealized —

KRC KILROY RLTY CORP 1.5%

Value ($000) $1,280 Shares 33,100 Est. Cost $38.67 Unrealized —

INVH INVITATION HOMES INC 1.5%

Value ($000) $1,277 Shares 43,100 Est. Cost $28.29 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
ARE	ALEXANDRIA REAL ESTATE EQ IN	71,944	$10,480	12.6%	$139.31	-11.5%	COM	015271109
AVB	AVALONBAY CMNTYS INC	61,200	$9,885	11.9%	$176.24	-14.0%	COM	053484101
HLT	HILTON WORLDWIDE HLDGS INC	46,771	$5,910	7.1%	$134.69	-3.1%	COM	43300A203
PLD	PROLOGIS INC.	49,402	$5,569	6.7%	$113.55	-11.8%	COM	74340W103
PFGC	PERFORMANCE FOOD GROUP CO	94,385	$5,511	6.6%	$45.81	+19.0%	COM	71377A103
DPZ	DOMINOS PIZZA INC	15,300	$5,300	6.4%	$361.53	-7.6%	COM	25754A201
FRT	FEDERAL RLTY INVT TR NEW	51,246	$5,178	6.2%	$87.45	+0.6%	SH BEN INT NEW	313745101
AMH	AMERICAN HOMES 4 RENT	165,382	$4,985	6.0%	$39.91	—	CL A	02665T306
BXP	BOSTON PROPERTIES INC	66,900	$4,521	5.4%	$58.78	0.0%	COM	101121101
MAA	MID-AMER APT CMNTYS INC	25,600	$4,019	4.8%	$161.97	-14.9%	COM	59522J103
H	HYATT HOTELS CORP	32,071	$2,901	3.5%	$90.71	-0.0%	COM CL A	448579102
APLE	APPLE HOSPITALITY REIT INC	174,196	$2,749	3.3%	$14.68	—	COM NEW	03784Y200
NNN	NATIONAL RETAIL PROPERTIES I	58,100	$2,659	3.2%	$45.76	—	COM	637417106
ESS	ESSEX PPTY TR INC	12,200	$2,585	3.1%	$192.85	0.0%	COM	297178105
YUM	YUM BRANDS INC	18,199	$2,331	2.8%	$106.44	+7.2%	COM	988498101
CPRI	CAPRI HOLDINGS LIMITED	39,454	$2,262	2.7%	$47.60	+6.1%	SHS	G1890L107
FND	FLOOR & DECOR HLDGS INC	18,875	$1,314	1.6%	$72.75	0.0%	CL A	339750101
DEI	DOUGLAS EMMETT INC	83,500	$1,309	1.6%	$15.68	—	COM	25960P109
REXR	REXFORD INDL RLTY INC	23,900	$1,306	1.6%	$54.64	—	COM	76169C100
KRC	KILROY RLTY CORP	33,100	$1,280	1.5%	$38.67	—	COM	49427F108
INVH	INVITATION HOMES INC	43,100	$1,277	1.5%	$28.29	0.0%	COM	46187W107