Vanderbilt University Quant / Systematic

Location: Nashville, TN

CIK: 0001825985 · Show all filings

Period: Q4 2021 (← Previous) (Next →)

Filing Date: May 19, 2023

Total Value: $475M (100.0% shares, 0.0% debt)

Holdings (35)

VNQ VANGUARD INDEX FDS 55.8%

Value $266M Shares 2,288,706 Share Price $116.01 Est. Cost/Share $87.20 Unrealized @ Report Date +33.0%

XOP SPDR SER TR 18.9%

Value $89.65M Shares 935,082 Share Price $95.87 Est. Cost/Share $63.86 Unrealized @ Report Date +50.1%

XME SPDR SER TR 11.8%

Value $55.96M Shares 1,249,686 Share Price $44.78 Est. Cost/Share $26.93 Unrealized @ Report Date +66.3%

ABNB AIRBNB INC 5.4%

Value $25.83M Shares 155,152 Share Price $166.49 Est. Cost/Share $176.10 Unrealized @ Report Date -5.5%

SSSS SURO CAPITAL CORP 1.2%

Value $5.874M Shares 453,584 Share Price $12.95 Est. Cost/Share $7.45 Unrealized @ Report Date +73.8%

KSA ISHARES TR 1.0%

Value $4.705M Shares 115,070 Share Price $40.89 Est. Cost/Share $25.69 Unrealized @ Report Date +59.2%

DRH DIAMONDROCK HOSPITALITY CO 0.2%

Value $1.049M Shares 109,187 Share Price $9.61 Est. Cost/Share $9.61 Unrealized @ Report Date —

— MGM GROWTH PPTYS LLC 0.2%

Value $1.037M Shares 25,387 Share Price $40.85 Est. Cost/Share $39.96 Unrealized @ Report Date —

VICI VICI PPTYS INC 0.2%

Value $1.037M Shares 34,432 Share Price $30.11 * Est. Cost/Share $23.46 Unrealized @ Report Date +3.7%

REXR REXFORD INDL RLTY INC 0.2%

Value $1.017M Shares 12,539 Share Price $81.11 Est. Cost/Share $69.51 Unrealized @ Report Date —

APLE APPLE HOSPITALITY REIT INC 0.2%

Value $1.01M Shares 62,567 Share Price $16.15 Est. Cost/Share $15.98 Unrealized @ Report Date —

KRG KITE RLTY GROUP TR 0.2%

Value $1.01M Shares 46,368 Share Price $21.78 Est. Cost/Share $21.78 Unrealized @ Report Date —

MPT MEDICAL PPTYS TRUST INC 0.2%

Value $1.009M Shares 42,704 Share Price $23.63 Est. Cost/Share $22.21 Unrealized @ Report Date —

SUI SUN CMNTYS INC 0.2%

Value $1.008M Shares 4,801 Share Price $209.97 Est. Cost/Share $209.97 Unrealized @ Report Date —

INVH INVITATION HOMES INC 0.2%

Value $1.005M Shares 22,168 Share Price $45.34 * Est. Cost/Share $35.55 Unrealized @ Report Date +11.5%

— SITE CTRS CORP 0.2%

Value $1.004M Shares 63,443 Share Price $15.83 Est. Cost/Share $15.69 Unrealized @ Report Date —

— RETAIL OPPORTUNITY INVTS COR 0.2%

Value $1.003M Shares 51,185 Share Price $19.60 Est. Cost/Share $18.71 Unrealized @ Report Date —

— LIFE STORAGE INC 0.2%

Value $1.001M Shares 6,537 Share Price $153.18 Est. Cost/Share $153.18 Unrealized @ Report Date —

— SPIRIT RLTY CAP INC NEW 0.2%

Value $995K Shares 20,643 Share Price $48.19 Est. Cost/Share $47.43 Unrealized @ Report Date —

FR FIRST INDL RLTY TR INC 0.2%

Value $992K Shares 14,988 Share Price $66.20 Est. Cost/Share $59.89 Unrealized @ Report Date —

SKT TANGER FACTORY OUTLET CTRS I 0.2%

Value $992K Shares 51,434 Share Price $19.28 Est. Cost/Share $18.02 Unrealized @ Report Date —

CUZ COUSINS PPTYS INC 0.2%

Value $990K Shares 24,567 Share Price $40.28 Est. Cost/Share $39.10 Unrealized @ Report Date —

— APARTMENT INCOME REIT CORP 0.2%

Value $988K Shares 18,073 Share Price $54.67 Est. Cost/Share $54.67 Unrealized @ Report Date —

CCI CROWN CASTLE INTL CORP NEW 0.2%

Value $986K Shares 4,723 Share Price $208.74 * Est. Cost/Share $152.40 Unrealized @ Report Date +11.9%

AVB AVALONBAY CMNTYS INC 0.2%

Value $982K Shares 3,889 Share Price $252.59 * Est. Cost/Share $200.74 Unrealized @ Report Date +9.5%

VTR VENTAS INC 0.2%

Value $982K Shares 19,212 Share Price $51.12 * Est. Cost/Share $46.43 Unrealized @ Report Date -4.1%

EQIX EQUINIX INC 0.2%

Value $978K Shares 1,156 Share Price $845.84 * Est. Cost/Share $746.92 Unrealized @ Report Date +4.4%

— STORE CAP CORP 0.2%

Value $974K Shares 28,304 Share Price $34.40 Est. Cost/Share $34.40 Unrealized @ Report Date —

SBRA SABRA HEALTH CARE REIT INC 0.2%

Value $972K Shares 71,775 Share Price $13.54 Est. Cost/Share $13.90 Unrealized @ Report Date —

CDP CORPORATE OFFICE PPTYS TR 0.2%

Value $967K Shares 34,570 Share Price $27.97 Est. Cost/Share $27.97 Unrealized @ Report Date —

COLD AMERICOLD RLTY TR 0.2%

Value $965K Shares 29,425 Share Price $32.79 Est. Cost/Share $32.79 Unrealized @ Report Date —

KRC KILROY RLTY CORP 0.2%

Value $956K Shares 14,383 Share Price $66.46 Est. Cost/Share $66.36 Unrealized @ Report Date —

— PARAMOUNT GROUP INC 0.2%

Value $954K Shares 114,443 Share Price $8.34 Est. Cost/Share $8.58 Unrealized @ Report Date —

PCOR PROCORE TECHNOLOGIES INC 0.1%

Value $659K Shares 8,238 Share Price $79.97 Est. Cost/Share $87.63 Unrealized @ Report Date -8.7%

— DADA NEXUS LTD 0.1%

Value $434K Shares 32,949 Share Price $13.16 Est. Cost/Share $20.04 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
VNQ	VANGUARD INDEX FDS	2,288,706	$266M	55.8%	$116.01	$87.20	+33.0%	REAL ESTATE ETF	922908553
XOP	SPDR SER TR	935,082	$89.65M	18.9%	$95.87	$63.86	+50.1%	S&P OILGAS EXP	78468R556
XME	SPDR SER TR	1,249,686	$55.96M	11.8%	$44.78	$26.93	+66.3%	S&P METALS MNG	78464A755
ABNB	AIRBNB INC	155,152	$25.83M	5.4%	$166.49	$176.10	-5.5%	COM CL A	009066101
SSSS	SURO CAPITAL CORP	453,584	$5.874M	1.2%	$12.95	$7.45	+73.8%	COM NEW	86887Q109
KSA	ISHARES TR	115,070	$4.705M	1.0%	$40.89	$25.69	+59.2%	MSCI SAUDI ARBIA	46434V423
DRH	DIAMONDROCK HOSPITALITY CO	109,187	$1.049M	0.2%	$9.61	$9.61	—	COM	252784301
—	MGM GROWTH PPTYS LLC	25,387	$1.037M	0.2%	$40.85	$39.96	—	CL A COM	55303A105
VICI	VICI PPTYS INC	34,432	$1.037M	0.2%	$30.11 *	$23.46	+3.7%	COM	925652109
REXR	REXFORD INDL RLTY INC	12,539	$1.017M	0.2%	$81.11	$69.51	—	COM	76169C100
APLE	APPLE HOSPITALITY REIT INC	62,567	$1.01M	0.2%	$16.15	$15.98	—	COM NEW	03784Y200
KRG	KITE RLTY GROUP TR	46,368	$1.01M	0.2%	$21.78	$21.78	—	COM NEW	49803T300
MPT	MEDICAL PPTYS TRUST INC	42,704	$1.009M	0.2%	$23.63	$22.21	—	COM	58463J304
SUI	SUN CMNTYS INC	4,801	$1.008M	0.2%	$209.97	$209.97	—	COM	866674104
INVH	INVITATION HOMES INC	22,168	$1.005M	0.2%	$45.34 *	$35.55	+11.5%	COM	46187W107
—	SITE CTRS CORP	63,443	$1.004M	0.2%	$15.83	$15.69	—	COM	82981J109
—	RETAIL OPPORTUNITY INVTS COR	51,185	$1.003M	0.2%	$19.60	$18.71	—	COM	76131N101
—	LIFE STORAGE INC	6,537	$1.001M	0.2%	$153.18	$153.18	—	COM	53223X107
—	SPIRIT RLTY CAP INC NEW	20,643	$995K	0.2%	$48.19	$47.43	—	COM NEW	84860W300
FR	FIRST INDL RLTY TR INC	14,988	$992K	0.2%	$66.20	$59.89	—	COM	32054K103
SKT	TANGER FACTORY OUTLET CTRS I	51,434	$992K	0.2%	$19.28	$18.02	—	COM	875465106
CUZ	COUSINS PPTYS INC	24,567	$990K	0.2%	$40.28	$39.10	—	COM NEW	222795502
—	APARTMENT INCOME REIT CORP	18,073	$988K	0.2%	$54.67	$54.67	—	COM	03750L109
CCI	CROWN CASTLE INTL CORP NEW	4,723	$986K	0.2%	$208.74 *	$152.40	+11.9%	COM	22822V101
AVB	AVALONBAY CMNTYS INC	3,889	$982K	0.2%	$252.59 *	$200.74	+9.5%	COM	053484101
VTR	VENTAS INC	19,212	$982K	0.2%	$51.12 *	$46.43	-4.1%	COM	92276F100
EQIX	EQUINIX INC	1,156	$978K	0.2%	$845.84 *	$746.92	+4.4%	COM	29444U700
—	STORE CAP CORP	28,304	$974K	0.2%	$34.40	$34.40	—	COM	862121100
SBRA	SABRA HEALTH CARE REIT INC	71,775	$972K	0.2%	$13.54	$13.90	—	COM	78573L106
CDP	CORPORATE OFFICE PPTYS TR	34,570	$967K	0.2%	$27.97	$27.97	—	SH BEN INT	22002T108
COLD	AMERICOLD RLTY TR	29,425	$965K	0.2%	$32.79	$32.79	—	COM	03064D108
KRC	KILROY RLTY CORP	14,383	$956K	0.2%	$66.46	$66.36	—	COM	49427F108
—	PARAMOUNT GROUP INC	114,443	$954K	0.2%	$8.34	$8.58	—	COM	69924R108
PCOR	PROCORE TECHNOLOGIES INC	8,238	$659K	0.1%	$79.97	$87.63	-8.7%	COM	74275K108
—	DADA NEXUS LTD	32,949	$434K	0.1%	$13.16	$20.04	—	ADS	23344D108