. . . here. The Club's website says:

The Club acquired the Rand Residence and property on the corner of Sixth Avenue South and Seventh Street, to which it moved in 1886.

That's a house? Well, possibly one of the Rand properties. Alonzo Rand founded the Minneapolis Gas & Light company, and made a pile. His son left his name in the city skyline decades later . . . but that's for another site.