UNIVERSITY OF TEXAS/TEXAS AM INVESTMENT MANAGEMENT CO Quant / Systematic

CIK: 0001019231 · Show all filings

Period: Q2 2019 (← Previous) (Next →)

Filing Date: Aug 19, 2019

Total Value ($000): $80,789 (100.0% shares, 0.0% debt)

Holdings (21)

SPY SPDR S&P 500 ETF TRUST 74.1%

Value ($000) $59,873 Shares 204,346 Est. Cost $263.15 Unrealized —

TXN TEXAS INSTRUMENTS INC 4.5%

Value ($000) $3,672 Shares 32,000 Est. Cost $57.24 Unrealized +62.1%

VEA VANGUARD FTSE DEV MKTS 4.1%

Value ($000) $3,302 Shares 79,163 Est. Cost $38.94 Unrealized —

VOO VANGUARD 500 INDEX FUND 3.8%

Value ($000) $3,070 Shares 11,405 Est. Cost $187.41 Unrealized —

VOE VANGUARD MID-CAP VALUE ETF 3.6%

Value ($000) $2,947 Shares 26,468 Est. Cost $87.73 Unrealized —

VWO VANGUARD MSCI EMERGING MKTS 3.3%

Value ($000) $2,648 Shares 62,253 Est. Cost $38.86 Unrealized —

— AEGLEA BIOTHERAPEUTICS INC 2.8%

Value ($000) $2,297 Shares 335,279 Est. Cost $6.41 Unrealized —

VNQ VANGUARD REIT ETF 1.2%

Value ($000) $939 Shares 10,748 Est. Cost $73.67 Unrealized —

VDE VANGUARD ENERGY ETF 1.1%

Value ($000) $910 Shares 10,707 Est. Cost $109.75 Unrealized —

— PLX PHARMA INC 0.6%

Value ($000) $451 Shares 62,673 Est. Cost $6.14 Unrealized —

— BIO-PATH HOLDINGS INC 0.3%

Value ($000) $256 Shares 19,155 Est. Cost $20.41 Unrealized —

LXRX LEXICON PHARMACEUTICALS INC 0.3%

Value ($000) $225 Shares 35,714 Est. Cost $7.34 Unrealized -18.5%

MSFT MICROSOFT CORP 0.1%

Value ($000) $70 Shares 521 Est. Cost $106.41 Unrealized +12.3%

— APOLLO ENDOSURGERY INC 0.1%

Value ($000) $51 Shares 15,601 Est. Cost $12.52 Unrealized —

HON HONEYWELL INTERNATIONAL INC 0.0%

Value ($000) $35 Shares 200 Est. Cost $138.65 Unrealized 0.0%

MKC MCCORMICK & CO INC - NON VOTING 0.0%

Value ($000) $16 Shares 100 Est. Cost $67.80 Unrealized 0.0%

— WALGREENS BOOTS ALLIANCE INC 0.0%

Value ($000) $14 Shares 247 Est. Cost $56.68 Unrealized —

POR PORTLAND GENERAL ELECTRIC CO 0.0%

Value ($000) $6 Shares 118 Est. Cost $20.00 Unrealized +102.7%

— SIRIUS XM HOLDINGS INC 0.0%

Value ($000) $5 Shares 893 Est. Cost $5.60 Unrealized —

REZI RESIDEO TECHNOLOGIES INC 0.0%

Value ($000) $1 Shares 64 Est. Cost $21.13 Unrealized 0.0%

GTX GARRETT MOTION INC 0.0%

Value ($000) $1 Shares 38 Est. Cost $16.97 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TRUST	204,346	$59,873	74.1%	$263.15	—	ETFS	78462F103
TXN	TEXAS INSTRUMENTS INC	32,000	$3,672	4.5%	$57.24	+62.1%	COM	882508104
VEA	VANGUARD FTSE DEV MKTS	79,163	$3,302	4.1%	$38.94	—	ETFS	921943858
VOO	VANGUARD 500 INDEX FUND	11,405	$3,070	3.8%	$187.41	—	ETFS	922908363
VOE	VANGUARD MID-CAP VALUE ETF	26,468	$2,947	3.6%	$87.73	—	ETFS	922908512
VWO	VANGUARD MSCI EMERGING MKTS	62,253	$2,648	3.3%	$38.86	—	ETFS	922042858
—	AEGLEA BIOTHERAPEUTICS INC	335,279	$2,297	2.8%	$6.41	—	COM	00773J103
VNQ	VANGUARD REIT ETF	10,748	$939	1.2%	$73.67	—	ETFS	922908553
VDE	VANGUARD ENERGY ETF	10,707	$910	1.1%	$109.75	—	ETFS	92204A306
—	PLX PHARMA INC	62,673	$451	0.6%	$6.14	—	COM	72942A107
—	BIO-PATH HOLDINGS INC	19,155	$256	0.3%	$20.41	—	COM	09057N300
LXRX	LEXICON PHARMACEUTICALS INC	35,714	$225	0.3%	$7.34	-18.5%	COM	528872302
MSFT	MICROSOFT CORP	521	$70	0.1%	$106.41	+12.3%	COM	594918104
—	APOLLO ENDOSURGERY INC	15,601	$51	0.1%	$12.52	—	COM	03767D108
HON	HONEYWELL INTERNATIONAL INC	200	$35	0.0%	$138.65	0.0%	COM	438516106
MKC	MCCORMICK & CO INC - NON VOTING	100	$16	0.0%	$67.80	0.0%	COM	579780206
—	WALGREENS BOOTS ALLIANCE INC	247	$14	0.0%	$56.68	—	COM	931427108
POR	PORTLAND GENERAL ELECTRIC CO	118	$6	0.0%	$20.00	+102.7%	COM	736508847
—	SIRIUS XM HOLDINGS INC	893	$5	0.0%	$5.60	—	COM	82968B103
REZI	RESIDEO TECHNOLOGIES INC	64	$1	0.0%	$21.13	0.0%	COM	76118Y104
GTX	GARRETT MOTION INC	38	$1	0.0%	$16.97	0.0%	COM	366505105