Vanderbilt University Quant / Systematic

CIK: 0001825985 · Show all filings

Period: Q1 2023 (← Previous) (Next →)

Filing Date: Apr 28, 2023

Total Value ($000): $408,908 (100.0% shares, 0.0% debt)

Holdings (47)

VNQ VANGUARD INDEX FDS 48.7%

Value ($000) $199,101 Shares 2,397,646 Est. Cost $87.42 Unrealized —

XOP SPDR SER TR 18.1%

Value ($000) $74,006 Shares 580,031 Est. Cost $50.11 Unrealized —

XME SPDR SER TR 16.6%

Value ($000) $67,783 Shares 1,275,071 Est. Cost $26.64 Unrealized —

ABNB AIRBNB INC 4.7%

Value ($000) $19,367 Shares 155,680 Est. Cost $176.10 Unrealized -35.2%

XBI SPDR SER TR 2.2%

Value ($000) $9,067 Shares 118,968 Est. Cost $79.32 Unrealized —

RBLX ROBLOX CORP 2.1%

Value ($000) $8,676 Shares 192,876 Est. Cost $36.01 Unrealized +6.1%

KSA ISHARES TR 1.1%

Value ($000) $4,541 Shares 117,252 Est. Cost $26.44 Unrealized —

W WAYFAIR INC 0.7%

Value ($000) $2,838 Shares 82,646 Est. Cost $44.28 Unrealized 0.0%

PLD PROLOGIS INC. 0.6%

Value ($000) $2,378 Shares 19,061 Est. Cost $115.89 Unrealized -3.4%

SBAC SBA COMMUNICATIONS CORP NEW 0.3%

Value ($000) $1,220 Shares 4,672 Est. Cost $280.21 Unrealized -6.8%

DLR DIGITAL RLTY TR INC 0.3%

Value ($000) $1,198 Shares 12,183 Est. Cost $106.02 Unrealized -10.1%

— REDFIN CORP 0.3%

Value ($000) $1,191 Shares 131,480 Est. Cost $9.06 Unrealized —

AMT AMERICAN TOWER CORP NEW 0.3%

Value ($000) $1,182 Shares 5,784 Est. Cost $220.46 Unrealized -14.0%

CCI CROWN CASTLE INC 0.3%

Value ($000) $1,146 Shares 8,561 Est. Cost $149.74 Unrealized -21.5%

SPG SIMON PPTY GROUP INC NEW 0.3%

Value ($000) $1,139 Shares 10,169 Est. Cost $107.95 Unrealized -5.6%

WELL WELLTOWER INC 0.2%

Value ($000) $927 Shares 12,932 Est. Cost $77.37 Unrealized -12.4%

PSA PUBLIC STORAGE 0.2%

Value ($000) $925 Shares 3,060 Est. Cost $285.72 Unrealized -8.8%

O REALTY INCOME CORP 0.2%

Value ($000) $862 Shares 13,618 Est. Cost $56.95 Unrealized -3.2%

SUI SUN CMNTYS INC 0.2%

Value ($000) $781 Shares 5,543 Est. Cost $195.71 Unrealized —

SEMR SEMRUSH HLDGS INC 0.2%

Value ($000) $721 Shares 71,743 Est. Cost $8.82 Unrealized 0.0%

INVH INVITATION HOMES INC 0.2%

Value ($000) $705 Shares 22,561 Est. Cost $34.17 Unrealized -17.6%

GLPI GAMING & LEISURE PPTYS INC 0.2%

Value ($000) $690 Shares 13,247 Est. Cost $52.06 Unrealized —

MAA MID-AMER APT CMNTYS INC 0.2%

Value ($000) $644 Shares 4,261 Est. Cost $153.21 Unrealized -7.6%

EQIX EQUINIX INC 0.2%

Value ($000) $622 Shares 862 Est. Cost $581.22 Unrealized +14.0%

UDR UDR INC 0.1%

Value ($000) $572 Shares 13,930 Est. Cost $47.34 Unrealized -22.5%

PATH UIPATH INC 0.1%

Value ($000) $563 Shares 32,056 Est. Cost $15.11 Unrealized 0.0%

NSA NATIONAL STORAGE AFFILIATES 0.1%

Value ($000) $549 Shares 13,151 Est. Cost $41.78 Unrealized —

AVB AVALONBAY CMNTYS INC 0.1%

Value ($000) $530 Shares 3,151 Est. Cost $186.20 Unrealized -17.6%

EQR EQUITY RESIDENTIAL 0.1%

Value ($000) $514 Shares 8,568 Est. Cost $73.36 Unrealized -26.0%

SSSS SURO CAPITAL CORP 0.1%

Value ($000) $411 Shares 113,472 Est. Cost $7.45 Unrealized -48.4%

HR HEALTHCARE RLTY TR 0.1%

Value ($000) $389 Shares 20,114 Est. Cost $19.33 Unrealized —

CVNA CARVANA CO 0.1%

Value ($000) $379 Shares 38,699 Est. Cost $8.67 Unrealized 0.0%

AMH AMERICAN HOMES 4 RENT 0.1%

Value ($000) $373 Shares 11,855 Est. Cost $34.69 Unrealized —

ESS ESSEX PPTY TR INC 0.1%

Value ($000) $324 Shares 1,548 Est. Cost $196.66 Unrealized 0.0%

REG REGENCY CTRS CORP 0.1%

Value ($000) $250 Shares 4,093 Est. Cost $54.23 Unrealized +2.8%

ELS EQUITY LIFESTYLE PPTYS INC 0.1%

Value ($000) $245 Shares 3,649 Est. Cost $67.13 Unrealized —

FR FIRST INDL RLTY TR INC 0.1%

Value ($000) $243 Shares 4,561 Est. Cost $53.20 Unrealized —

DOC HEALTHPEAK PROPERTIES INC 0.1%

Value ($000) $240 Shares 10,916 Est. Cost $23.35 Unrealized -11.2%

HST HOST HOTELS & RESORTS INC 0.1%

Value ($000) $238 Shares 14,447 Est. Cost $14.48 Unrealized +0.4%

— LIFE STORAGE INC 0.1%

Value ($000) $220 Shares 1,678 Est. Cost $110.76 Unrealized —

REXR REXFORD INDL RLTY INC 0.1%

Value ($000) $217 Shares 3,639 Est. Cost $57.16 Unrealized —

BXP BOSTON PROPERTIES INC 0.1%

Value ($000) $217 Shares 4,007 Est. Cost $84.90 Unrealized -35.3%

CUBE CUBESMART 0.0%

Value ($000) $203 Shares 4,385 Est. Cost $40.25 Unrealized —

FRT FEDERAL RLTY INVT TR NEW 0.0%

Value ($000) $201 Shares 2,035 Est. Cost $92.03 Unrealized 0.0%

BUR BURFORD CAP LTD 0.0%

Value ($000) $124 Shares 11,250 Est. Cost $8.10 Unrealized 0.0%

OPEN OPENDOOR TECHNOLOGIES INC 0.0%

Value ($000) $102 Shares 57,749 Est. Cost $1.70 Unrealized 0.0%

CDLX CARDLYTICS INC 0.0%

Value ($000) $100 Shares 29,387 Est. Cost $5.22 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
VNQ	VANGUARD INDEX FDS	2,397,646	$199,101	48.7%	$87.42	—	REAL ESTATE ETF	922908553
XOP	SPDR SER TR	580,031	$74,006	18.1%	$50.11	—	S&P OILGAS EXP	78468R556
XME	SPDR SER TR	1,275,071	$67,783	16.6%	$26.64	—	S&P METALS MNG	78464A755
ABNB	AIRBNB INC	155,680	$19,367	4.7%	$176.10	-35.2%	COM CL A	009066101
XBI	SPDR SER TR	118,968	$9,067	2.2%	$79.32	—	S&P BIOTECH	78464A870
RBLX	ROBLOX CORP	192,876	$8,676	2.1%	$36.01	+6.1%	CL A	771049103
KSA	ISHARES TR	117,252	$4,541	1.1%	$26.44	—	MSCI SAUDI ARBIA	46434V423
W	WAYFAIR INC	82,646	$2,838	0.7%	$44.28	0.0%	CL A	94419L101
PLD	PROLOGIS INC.	19,061	$2,378	0.6%	$115.89	-3.4%	COM	74340W103
SBAC	SBA COMMUNICATIONS CORP NEW	4,672	$1,220	0.3%	$280.21	-6.8%	CL A	78410G104
DLR	DIGITAL RLTY TR INC	12,183	$1,198	0.3%	$106.02	-10.1%	COM	253868103
—	REDFIN CORP	131,480	$1,191	0.3%	$9.06	—	COM	75737F108
AMT	AMERICAN TOWER CORP NEW	5,784	$1,182	0.3%	$220.46	-14.0%	COM	03027X100
CCI	CROWN CASTLE INC	8,561	$1,146	0.3%	$149.74	-21.5%	COM	22822V101
SPG	SIMON PPTY GROUP INC NEW	10,169	$1,139	0.3%	$107.95	-5.6%	COM	828806109
WELL	WELLTOWER INC	12,932	$927	0.2%	$77.37	-12.4%	COM	95040Q104
PSA	PUBLIC STORAGE	3,060	$925	0.2%	$285.72	-8.8%	COM	74460D109
O	REALTY INCOME CORP	13,618	$862	0.2%	$56.95	-3.2%	COM	756109104
SUI	SUN CMNTYS INC	5,543	$781	0.2%	$195.71	—	COM	866674104
SEMR	SEMRUSH HLDGS INC	71,743	$721	0.2%	$8.82	0.0%	CL A COM	81686C104
INVH	INVITATION HOMES INC	22,561	$705	0.2%	$34.17	-17.6%	COM	46187W107
GLPI	GAMING & LEISURE PPTYS INC	13,247	$690	0.2%	$52.06	—	COM	36467J108
MAA	MID-AMER APT CMNTYS INC	4,261	$644	0.2%	$153.21	-7.6%	COM	59522J103
EQIX	EQUINIX INC	862	$622	0.2%	$581.22	+14.0%	COM	29444U700
UDR	UDR INC	13,930	$572	0.1%	$47.34	-22.5%	COM	902653104
PATH	UIPATH INC	32,056	$563	0.1%	$15.11	0.0%	CL A	90364P105
NSA	NATIONAL STORAGE AFFILIATES	13,151	$549	0.1%	$41.78	—	COM SHS BEN IN	637870106
AVB	AVALONBAY CMNTYS INC	3,151	$530	0.1%	$186.20	-17.6%	COM	053484101
EQR	EQUITY RESIDENTIAL	8,568	$514	0.1%	$73.36	-26.0%	SH BEN INT	29476L107
SSSS	SURO CAPITAL CORP	113,472	$411	0.1%	$7.45	-48.4%	COM NEW	86887Q109
HR	HEALTHCARE RLTY TR	20,114	$389	0.1%	$19.33	—	CL A COM	42226K105
CVNA	CARVANA CO	38,699	$379	0.1%	$8.67	0.0%	CL A	146869102
AMH	AMERICAN HOMES 4 RENT	11,855	$373	0.1%	$34.69	—	CL A	02665T306
ESS	ESSEX PPTY TR INC	1,548	$324	0.1%	$196.66	0.0%	COM	297178105
REG	REGENCY CTRS CORP	4,093	$250	0.1%	$54.23	+2.8%	COM	758849103
ELS	EQUITY LIFESTYLE PPTYS INC	3,649	$245	0.1%	$67.13	—	COM	29472R108
FR	FIRST INDL RLTY TR INC	4,561	$243	0.1%	$53.20	—	COM	32054K103
DOC	HEALTHPEAK PROPERTIES INC	10,916	$240	0.1%	$23.35	-11.2%	COM	42250P103
HST	HOST HOTELS & RESORTS INC	14,447	$238	0.1%	$14.48	+0.4%	COM	44107P104
—	LIFE STORAGE INC	1,678	$220	0.1%	$110.76	—	COM	53223X107
REXR	REXFORD INDL RLTY INC	3,639	$217	0.1%	$57.16	—	COM	76169C100
BXP	BOSTON PROPERTIES INC	4,007	$217	0.1%	$84.90	-35.3%	COM	101121101
CUBE	CUBESMART	4,385	$203	0.0%	$40.25	—	COM	229663109
FRT	FEDERAL RLTY INVT TR NEW	2,035	$201	0.0%	$92.03	0.0%	SH BEN INT NEW	313745101
BUR	BURFORD CAP LTD	11,250	$124	0.0%	$8.10	0.0%	ORD SHS	G17977110
OPEN	OPENDOOR TECHNOLOGIES INC	57,749	$102	0.0%	$1.70	0.0%	COM	683712103
CDLX	CARDLYTICS INC	29,387	$100	0.0%	$5.22	0.0%	COM	14161W105