Vanderbilt University Quant / Systematic

Location: Nashville, TN

CIK: 0001825985 · Show all filings

Period: Q3 2021 (← Previous) (Next →)

Filing Date: May 19, 2023

Total Value: $425M (100.0% shares, 0.0% debt)

Holdings (40)

VNQ VANGUARD INDEX FDS 57.8%

Value $246M Shares 2,413,381 Share Price $101.78 Est. Cost/Share $87.20 Unrealized @ Report Date +16.7%

XOP SPDR SER TR 21.2%

Value $89.98M Shares 930,332 Share Price $96.72 Est. Cost/Share $63.86 Unrealized @ Report Date +51.4%

XME SPDR SER TR 12.3%

Value $52.06M Shares 1,247,346 Share Price $41.74 Est. Cost/Share $26.93 Unrealized @ Report Date +55.0%

SSSS SURO CAPITAL CORP 1.3%

Value $5.652M Shares 437,798 Share Price $12.91 Est. Cost/Share $7.24 Unrealized @ Report Date +78.2%

PDD PINDUODUO INC 1.2%

Value $5.055M Shares 55,748 Share Price $90.67 Est. Cost/Share $149.33 Unrealized @ Report Date -39.3%

KSA ISHARES TR 1.1%

Value $4.781M Shares 114,370 Share Price $41.80 Est. Cost/Share $25.69 Unrealized @ Report Date +62.7%

WRBY WARBY PARKER INC 1.0%

Value $4.072M Shares 76,765 Share Price $53.05 Est. Cost/Share $53.77 Unrealized @ Report Date -1.3%

RBLX ROBLOX CORP 0.9%

Value $3.978M Shares 52,650 Share Price $75.55 Est. Cost/Share $82.10 Unrealized @ Report Date -8.0%

— DADA NEXUS LTD 0.4%

Value $1.525M Shares 76,122 Share Price $20.04 Est. Cost/Share $20.04 Unrealized @ Report Date —

PATH UIPATH INC 0.3%

Value $1.32M Shares 25,099 Share Price $52.61 Est. Cost/Share $71.26 Unrealized @ Report Date -26.2%

SNDX SYNDAX PHARMACEUTICALS INC 0.1%

Value $545K Shares 28,497 Share Price $19.11 Est. Cost/Share $16.66 Unrealized @ Report Date +14.7%

APLE APPLE HOSPITALITY REIT INC 0.1%

Value $390K Shares 24,799 Share Price $15.73 Est. Cost/Share $15.73 Unrealized @ Report Date —

— PARAMOUNT GROUP INC 0.1%

Value $375K Shares 41,736 Share Price $8.99 Est. Cost/Share $8.99 Unrealized @ Report Date —

PK PARK HOTELS & RESORTS INC 0.1%

Value $374K Shares 19,561 Share Price $19.14 Est. Cost/Share $19.14 Unrealized @ Report Date —

KRC KILROY RLTY CORP 0.1%

Value $374K Shares 5,648 Share Price $66.21 Est. Cost/Share $66.21 Unrealized @ Report Date —

HST HOST HOTELS & RESORTS INC 0.1%

Value $367K Shares 22,473 Share Price $16.33 * Est. Cost/Share $13.41 Unrealized @ Report Date +0.7%

— SITE CTRS CORP 0.1%

Value $363K Shares 23,517 Share Price $15.44 Est. Cost/Share $15.44 Unrealized @ Report Date —

— RETAIL OPPORTUNITY INVTS COR 0.1%

Value $363K Shares 20,819 Share Price $17.42 Est. Cost/Share $17.42 Unrealized @ Report Date —

CUZ COUSINS PPTYS INC 0.1%

Value $362K Shares 9,709 Share Price $37.29 Est. Cost/Share $37.29 Unrealized @ Report Date —

— HUDSON PAC PPTYS INC 0.1%

Value $362K Shares 13,778 Share Price $26.27 Est. Cost/Share $26.27 Unrealized @ Report Date —

ESS ESSEX PPTY TR INC 0.1%

Value $357K Shares 1,116 Share Price $319.74 * Est. Cost/Share $275.34 Unrealized @ Report Date -0.5%

AVB AVALONBAY CMNTYS INC 0.1%

Value $356K Shares 1,607 Share Price $221.64 * Est. Cost/Share $192.84 Unrealized @ Report Date -1.3%

SKT TANGER FACTORY OUTLET CTRS I 0.1%

Value $353K Shares 21,673 Share Price $16.30 Est. Cost/Share $16.30 Unrealized @ Report Date —

VTR VENTAS INC 0.1%

Value $353K Shares 6,395 Share Price $55.21 * Est. Cost/Share $49.08 Unrealized @ Report Date -2.9%

BRX BRIXMOR PPTY GROUP INC 0.1%

Value $353K Shares 15,956 Share Price $22.11 Est. Cost/Share $22.11 Unrealized @ Report Date —

— AMERICAN CAMPUS CMNTYS INC 0.1%

Value $349K Shares 7,204 Share Price $48.45 Est. Cost/Share $48.45 Unrealized @ Report Date —

FR FIRST INDL RLTY TR INC 0.1%

Value $349K Shares 6,693 Share Price $52.08 Est. Cost/Share $52.08 Unrealized @ Report Date —

WPC WP CAREY INC 0.1%

Value $348K Shares 4,767 Share Price $73.04 Est. Cost/Share $73.04 Unrealized @ Report Date —

VICI VICI PPTYS INC 0.1%

Value $343K Shares 12,087 Share Price $28.41 * Est. Cost/Share $24.04 Unrealized @ Report Date -5.7%

MPT MEDICAL PPTYS TRUST INC 0.1%

Value $342K Shares 17,063 Share Price $20.07 Est. Cost/Share $20.07 Unrealized @ Report Date —

INVH INVITATION HOMES INC 0.1%

Value $342K Shares 8,919 Share Price $38.33 * Est. Cost/Share $34.81 Unrealized @ Report Date -4.2%

— MGM GROWTH PPTYS LLC 0.1%

Value $341K Shares 8,896 Share Price $38.30 Est. Cost/Share $38.30 Unrealized @ Report Date —

REXR REXFORD INDL RLTY INC 0.1%

Value $339K Shares 5,970 Share Price $56.75 Est. Cost/Share $56.75 Unrealized @ Report Date —

EQIX EQUINIX INC 0.1%

Value $336K Shares 425 Share Price $790.13 * Est. Cost/Share $762.13 Unrealized @ Report Date -4.7%

— SPIRIT RLTY CAP INC NEW 0.1%

Value $335K Shares 7,266 Share Price $46.04 Est. Cost/Share $46.04 Unrealized @ Report Date —

ELS EQUITY LIFESTYLE PPTYS INC 0.1%

Value $334K Shares 4,276 Share Price $78.10 Est. Cost/Share $78.10 Unrealized @ Report Date —

CCI CROWN CASTLE INTL CORP NEW 0.1%

Value $331K Shares 1,907 Share Price $173.32 * Est. Cost/Share $155.91 Unrealized @ Report Date -9.8%

CUBE CUBESMART 0.1%

Value $326K Shares 6,730 Share Price $48.45 Est. Cost/Share $48.45 Unrealized @ Report Date —

SBRA SABRA HEALTH CARE REIT INC 0.1%

Value $323K Shares 21,965 Share Price $14.72 Est. Cost/Share $14.72 Unrealized @ Report Date —

COMP COMPASS INC 0.1%

Value $301K Shares 22,663 Share Price $13.26 Est. Cost/Share $14.37 Unrealized @ Report Date -7.7%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
VNQ	VANGUARD INDEX FDS	2,413,381	$246M	57.8%	$101.78	$87.20	+16.7%	REAL ESTATE ETF	922908553
XOP	SPDR SER TR	930,332	$89.98M	21.2%	$96.72	$63.86	+51.4%	S&P OILGAS EXP	78468R556
XME	SPDR SER TR	1,247,346	$52.06M	12.3%	$41.74	$26.93	+55.0%	S&P METALS MNG	78464A755
SSSS	SURO CAPITAL CORP	437,798	$5.652M	1.3%	$12.91	$7.24	+78.2%	COM NEW	86887Q109
PDD	PINDUODUO INC	55,748	$5.055M	1.2%	$90.67	$149.33	-39.3%	SPONSORED ADS	722304102
KSA	ISHARES TR	114,370	$4.781M	1.1%	$41.80	$25.69	+62.7%	MSCI SAUDI ARBIA	46434V423
WRBY	WARBY PARKER INC	76,765	$4.072M	1.0%	$53.05	$53.77	-1.3%	CL A COM	93403J106
RBLX	ROBLOX CORP	52,650	$3.978M	0.9%	$75.55	$82.10	-8.0%	CL A	771049103
—	DADA NEXUS LTD	76,122	$1.525M	0.4%	$20.04	$20.04	—	ADS	23344D108
PATH	UIPATH INC	25,099	$1.32M	0.3%	$52.61	$71.26	-26.2%	CL A	90364P105
SNDX	SYNDAX PHARMACEUTICALS INC	28,497	$545K	0.1%	$19.11	$16.66	+14.7%	COM	87164F105
APLE	APPLE HOSPITALITY REIT INC	24,799	$390K	0.1%	$15.73	$15.73	—	COM NEW	03784Y200
—	PARAMOUNT GROUP INC	41,736	$375K	0.1%	$8.99	$8.99	—	COM	69924R108
PK	PARK HOTELS & RESORTS INC	19,561	$374K	0.1%	$19.14	$19.14	—	COM	700517105
KRC	KILROY RLTY CORP	5,648	$374K	0.1%	$66.21	$66.21	—	COM	49427F108
HST	HOST HOTELS & RESORTS INC	22,473	$367K	0.1%	$16.33 *	$13.41	+0.7%	COM	44107P104
—	SITE CTRS CORP	23,517	$363K	0.1%	$15.44	$15.44	—	COM	82981J109
—	RETAIL OPPORTUNITY INVTS COR	20,819	$363K	0.1%	$17.42	$17.42	—	COM	76131N101
CUZ	COUSINS PPTYS INC	9,709	$362K	0.1%	$37.29	$37.29	—	COM NEW	222795502
—	HUDSON PAC PPTYS INC	13,778	$362K	0.1%	$26.27	$26.27	—	COM	444097109
ESS	ESSEX PPTY TR INC	1,116	$357K	0.1%	$319.74 *	$275.34	-0.5%	COM	297178105
AVB	AVALONBAY CMNTYS INC	1,607	$356K	0.1%	$221.64 *	$192.84	-1.3%	COM	053484101
SKT	TANGER FACTORY OUTLET CTRS I	21,673	$353K	0.1%	$16.30	$16.30	—	COM	875465106
VTR	VENTAS INC	6,395	$353K	0.1%	$55.21 *	$49.08	-2.9%	COM	92276F100
BRX	BRIXMOR PPTY GROUP INC	15,956	$353K	0.1%	$22.11	$22.11	—	COM	11120U105
—	AMERICAN CAMPUS CMNTYS INC	7,204	$349K	0.1%	$48.45	$48.45	—	COM	024835100
FR	FIRST INDL RLTY TR INC	6,693	$349K	0.1%	$52.08	$52.08	—	COM	32054K103
WPC	WP CAREY INC	4,767	$348K	0.1%	$73.04	$73.04	—	COM	92936U109
VICI	VICI PPTYS INC	12,087	$343K	0.1%	$28.41 *	$24.04	-5.7%	COM	925652109
MPT	MEDICAL PPTYS TRUST INC	17,063	$342K	0.1%	$20.07	$20.07	—	COM	58463J304
INVH	INVITATION HOMES INC	8,919	$342K	0.1%	$38.33 *	$34.81	-4.2%	COM	46187W107
—	MGM GROWTH PPTYS LLC	8,896	$341K	0.1%	$38.30	$38.30	—	CL A COM	55303A105
REXR	REXFORD INDL RLTY INC	5,970	$339K	0.1%	$56.75	$56.75	—	COM	76169C100
EQIX	EQUINIX INC	425	$336K	0.1%	$790.13 *	$762.13	-4.7%	COM	29444U700
—	SPIRIT RLTY CAP INC NEW	7,266	$335K	0.1%	$46.04	$46.04	—	COM NEW	84860W300
ELS	EQUITY LIFESTYLE PPTYS INC	4,276	$334K	0.1%	$78.10	$78.10	—	COM	29472R108
CCI	CROWN CASTLE INTL CORP NEW	1,907	$331K	0.1%	$173.32 *	$155.91	-9.8%	COM	22822V101
CUBE	CUBESMART	6,730	$326K	0.1%	$48.45	$48.45	—	COM	229663109
SBRA	SABRA HEALTH CARE REIT INC	21,965	$323K	0.1%	$14.72	$14.72	—	COM	78573L106
COMP	COMPASS INC	22,663	$301K	0.1%	$13.26	$14.37	-7.7%	CL A	20464U100