YALE UNIVERSITY Quant / Systematic

CIK: 0000938582 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Feb 13, 2017

Total Value: $591M (100.0% shares, 0.0% debt)

Holdings (10)

VWO VANGUARD INTL EQUITY INDEX F 75.4%

Value $445M Shares 12,445,600 Est. Cost $37.07 Unrealized —

EWY I SHARES MSCI STH KOR 11.5%

Value $68.07M Shares 1,279,000 Est. Cost $53.22 Unrealized —

AR ANTERO RES CORP 9.3%

Value $54.87M Shares 2,320,051 Est. Cost $22.33 Unrealized +15.0%

EFA I SHARES TR MSCI EAFE 2.7%

Value $15.82M Shares 274,000 Est. Cost $57.26 Unrealized —

SPY SPDR S&P 500 ETF TR 0.6%

Value $3.353M Shares 15,000 Est. Cost $223.53 Unrealized —

— ALPHABET INC 0.4%

Value $2.537M Shares 3,287 Est. Cost $771.83 Unrealized —

— AETNA INC 0.0%

Value $278K Shares 2,240 Est. Cost $124.11 Unrealized —

C CITIGROUP INC 0.0%

Value $244K Shares 4,098 Est. Cost $40.63 Unrealized 0.0%

FIS FIDELITY NATL INFORMATION SV 0.0%

Value $239K Shares 3,160 Est. Cost $64.97 Unrealized 0.0%

BAC BANK AMER CORP 0.0%

Value $210K Shares 9,500 Est. Cost $15.68 Unrealized 0.0%

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
VWO	VANGUARD INTL EQUITY INDEX F	12,445,600	$445M	75.4%	$37.07	—	FTSE EMR MKT ETF	922042858
EWY	I SHARES MSCI STH KOR	1,279,000	$68.07M	11.5%	$53.22	—	ETF	464286772
AR	ANTERO RES CORP	2,320,051	$54.87M	9.3%	$22.33	+15.0%	COM	03674X106
EFA	I SHARES TR MSCI EAFE	274,000	$15.82M	2.7%	$57.26	—	MSCI EAFE ETF	464287465
SPY	SPDR S&P 500 ETF TR	15,000	$3.353M	0.6%	$223.53	—	TR UNIT	78462F103
—	ALPHABET INC	3,287	$2.537M	0.4%	$771.83	—	CAP STK CL C	00279K107
—	AETNA INC	2,240	$278K	0.0%	$124.11	—	COM	00817Y108
C	CITIGROUP INC	4,098	$244K	0.0%	$40.63	0.0%	COM	172967424
FIS	FIDELITY NATL INFORMATION SV	3,160	$239K	0.0%	$64.97	0.0%	COM	31620M106
BAC	BANK AMER CORP	9,500	$210K	0.0%	$15.68	0.0%	COM	060505104