YALE UNIVERSITY Quant / Systematic

CIK: 0000938582 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Aug 11, 2016

Total Value: $385M (100.0% shares, 0.0% debt)

Holdings (8)

AR ANTERO RES CORP 59.8%

Value $231M Shares 8,874,073 Est. Cost $22.33 Unrealized +22.1%

EFA ISHARES TR 28.0%

Value $108M Shares 1,935,900 Est. Cost $55.82 Unrealized —

FXI ISHARES TR 6.7%

Value $25.69M Shares 750,789 Est. Cost $33.95 Unrealized —

VWO VANGUARD INTL EQUITY INDEX F 4.9%

Value $19.03M Shares 540,200 Est. Cost $35.23 Unrealized —

TPB TURNING PT BRANDS INC 0.2%

Value $734K Shares 71,458 Est. Cost $9.87 Unrealized 0.0%

SPY SPDR S&P 500 ETF TR 0.1%

Value $488K Shares 2,329 Est. Cost $209.53 Unrealized —

DEI DOUGLAS EMMETT INC 0.1%

Value $414K Shares 11,663 Est. Cost $35.50 Unrealized —

RUN SUNRUN INC 0.1%

Value $274K Shares 46,200 Est. Cost $6.61 Unrealized 0.0%

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
AR	ANTERO RES CORP	8,874,073	$231M	59.8%	$22.33	+22.1%	COM	03674X106
EFA	ISHARES TR	1,935,900	$108M	28.0%	$55.82	—	MSCI EAFE ETF	464287465
FXI	ISHARES TR	750,789	$25.69M	6.7%	$33.95	—	CHINA LG-CAP ETF	464287184
VWO	VANGUARD INTL EQUITY INDEX F	540,200	$19.03M	4.9%	$35.23	—	FTSE EMR MKT ETF	922042858
TPB	TURNING PT BRANDS INC	71,458	$734K	0.2%	$9.87	0.0%	COM	90041L105
SPY	SPDR S&P 500 ETF TR	2,329	$488K	0.1%	$209.53	—	TR UNIT	78462F103
DEI	DOUGLAS EMMETT INC	11,663	$414K	0.1%	$35.50	—	COM	25960P109
RUN	SUNRUN INC	46,200	$274K	0.1%	$6.61	0.0%	COM	86771W105