Vanderbilt University Quant / Systematic

CIK: 0001825985 · Show all filings

Period: Q1 2022 (← Previous) (Next →)

Filing Date: May 19, 2023

Total Value ($000): $486,011 (100.0% shares, 0.0% debt)

Holdings (35)

VNQ VANGUARD INDEX FDS 51.3%

Value ($000) $249,371 Shares 2,301,106 Est. Cost $87.57 Unrealized —

XOP SPDR SER TR 19.7%

Value ($000) $95,543 Shares 710,096 Est. Cost $50.11 Unrealized —

XME SPDR SER TR 15.8%

Value ($000) $76,661 Shares 1,250,796 Est. Cost $26.64 Unrealized —

ABNB AIRBNB INC 5.5%

Value ($000) $26,649 Shares 155,152 Est. Cost $176.10 Unrealized -9.6%

KSA ISHARES TR 1.1%

Value ($000) $5,464 Shares 115,119 Est. Cost $26.32 Unrealized —

SSSS SURO CAPITAL CORP 0.8%

Value ($000) $3,914 Shares 453,584 Est. Cost $7.45 Unrealized +50.4%

COIN COINBASE GLOBAL INC 0.3%

Value ($000) $1,526 Shares 8,040 Est. Cost $195.40 Unrealized 0.0%

EQIX EQUINIX INC 0.2%

Value ($000) $1,006 Shares 1,357 Est. Cost $734.73 Unrealized -9.5%

VICI VICI PPTYS INC 0.2%

Value ($000) $1,004 Shares 35,285 Est. Cost $23.44 Unrealized -3.2%

CCI CROWN CASTLE INTL CORP NEW 0.2%

Value ($000) $1,002 Shares 5,428 Est. Cost $151.53 Unrealized -3.8%

— SITE CTRS CORP 0.2%

Value ($000) $995 Shares 59,542 Est. Cost $15.69 Unrealized —

— LIFE STORAGE INC 0.2%

Value ($000) $994 Shares 7,080 Est. Cost $152.20 Unrealized —

REG REGENCY CTRS CORP 0.2%

Value ($000) $993 Shares 13,924 Est. Cost $59.50 Unrealized 0.0%

FR FIRST INDL RLTY TR INC 0.2%

Value ($000) $991 Shares 16,010 Est. Cost $60.02 Unrealized —

— DUKE REALTY CORP 0.2%

Value ($000) $986 Shares 16,986 Est. Cost $58.06 Unrealized —

— SAFEHOLD INC 0.2%

Value ($000) $983 Shares 17,736 Est. Cost $55.45 Unrealized —

O REALTY INCOME CORP 0.2%

Value ($000) $983 Shares 14,186 Est. Cost $55.33 Unrealized 0.0%

COLD AMERICOLD RLTY TR 0.2%

Value ($000) $983 Shares 35,259 Est. Cost $31.98 Unrealized —

— RETAIL OPPORTUNITY INVTS COR 0.2%

Value ($000) $983 Shares 50,683 Est. Cost $18.71 Unrealized —

OHI OMEGA HEALTHCARE INVS INC 0.2%

Value ($000) $982 Shares 31,503 Est. Cost $31.16 Unrealized —

NNN NATIONAL RETAIL PROPERTIES I 0.2%

Value ($000) $980 Shares 21,814 Est. Cost $44.94 Unrealized —

RLJ RLJ LODGING TR 0.2%

Value ($000) $980 Shares 69,602 Est. Cost $14.08 Unrealized —

SPG SIMON PPTY GROUP INC NEW 0.2%

Value ($000) $974 Shares 7,405 Est. Cost $114.46 Unrealized 0.0%

EQR EQUITY RESIDENTIAL 0.2%

Value ($000) $974 Shares 10,828 Est. Cost $75.29 Unrealized 0.0%

SUI SUN CMNTYS INC 0.2%

Value ($000) $972 Shares 5,545 Est. Cost $205.32 Unrealized —

CUZ COUSINS PPTYS INC 0.2%

Value ($000) $970 Shares 24,087 Est. Cost $39.10 Unrealized —

HIW HIGHWOODS PPTYS INC 0.2%

Value ($000) $969 Shares 21,186 Est. Cost $45.74 Unrealized —

UDR UDR INC 0.2%

Value ($000) $963 Shares 16,794 Est. Cost $48.72 Unrealized 0.0%

— HEALTHCARE TR AMER INC 0.2%

Value ($000) $961 Shares 30,671 Est. Cost $31.34 Unrealized —

— HEALTHCARE RLTY TR 0.2%

Value ($000) $961 Shares 34,965 Est. Cost $27.48 Unrealized —

INVH INVITATION HOMES INC 0.2%

Value ($000) $957 Shares 23,820 Est. Cost $35.57 Unrealized +0.8%

SHO SUNSTONE HOTEL INVS INC NEW 0.2%

Value ($000) $953 Shares 80,940 Est. Cost $11.78 Unrealized —

KRC KILROY RLTY CORP 0.2%

Value ($000) $952 Shares 12,451 Est. Cost $66.36 Unrealized —

CDP CORPORATE OFFICE PPTYS TR 0.2%

Value ($000) $949 Shares 33,264 Est. Cost $27.97 Unrealized —

— ZUORA INC 0.1%

Value ($000) $479 Shares 32,001 Est. Cost $14.98 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
VNQ	VANGUARD INDEX FDS	2,301,106	$249,371	51.3%	$87.57	—	REAL ESTATE ETF	922908553
XOP	SPDR SER TR	710,096	$95,543	19.7%	$50.11	—	S&P OILGAS EXP	78468R556
XME	SPDR SER TR	1,250,796	$76,661	15.8%	$26.64	—	S&P METALS MNG	78464A755
ABNB	AIRBNB INC	155,152	$26,649	5.5%	$176.10	-9.6%	COM CL A	009066101
KSA	ISHARES TR	115,119	$5,464	1.1%	$26.32	—	MSCI SAUDI ARBIA	46434V423
SSSS	SURO CAPITAL CORP	453,584	$3,914	0.8%	$7.45	+50.4%	COM NEW	86887Q109
COIN	COINBASE GLOBAL INC	8,040	$1,526	0.3%	$195.40	0.0%	COM CL A	19260Q107
EQIX	EQUINIX INC	1,357	$1,006	0.2%	$734.73	-9.5%	COM	29444U700
VICI	VICI PPTYS INC	35,285	$1,004	0.2%	$23.44	-3.2%	COM	925652109
CCI	CROWN CASTLE INTL CORP NEW	5,428	$1,002	0.2%	$151.53	-3.8%	COM	22822V101
—	SITE CTRS CORP	59,542	$995	0.2%	$15.69	—	COM	82981J109
—	LIFE STORAGE INC	7,080	$994	0.2%	$152.20	—	COM	53223X107
REG	REGENCY CTRS CORP	13,924	$993	0.2%	$59.50	0.0%	COM	758849103
FR	FIRST INDL RLTY TR INC	16,010	$991	0.2%	$60.02	—	COM	32054K103
—	DUKE REALTY CORP	16,986	$986	0.2%	$58.06	—	COM NEW	264411505
—	SAFEHOLD INC	17,736	$983	0.2%	$55.45	—	COM	78645L100
O	REALTY INCOME CORP	14,186	$983	0.2%	$55.33	0.0%	COM	756109104
COLD	AMERICOLD RLTY TR	35,259	$983	0.2%	$31.98	—	COM	03064D108
—	RETAIL OPPORTUNITY INVTS COR	50,683	$983	0.2%	$18.71	—	COM	76131N101
OHI	OMEGA HEALTHCARE INVS INC	31,503	$982	0.2%	$31.16	—	COM	681936100
NNN	NATIONAL RETAIL PROPERTIES I	21,814	$980	0.2%	$44.94	—	COM	637417106
RLJ	RLJ LODGING TR	69,602	$980	0.2%	$14.08	—	COM	74965L101
SPG	SIMON PPTY GROUP INC NEW	7,405	$974	0.2%	$114.46	0.0%	COM	828806109
EQR	EQUITY RESIDENTIAL	10,828	$974	0.2%	$75.29	0.0%	SH BEN INT	29476L107
SUI	SUN CMNTYS INC	5,545	$972	0.2%	$205.32	—	COM	866674104
CUZ	COUSINS PPTYS INC	24,087	$970	0.2%	$39.10	—	COM NEW	222795502
HIW	HIGHWOODS PPTYS INC	21,186	$969	0.2%	$45.74	—	COM	431284108
UDR	UDR INC	16,794	$963	0.2%	$48.72	0.0%	COM	902653104
—	HEALTHCARE TR AMER INC	30,671	$961	0.2%	$31.34	—	CL A NEW	42225P501
—	HEALTHCARE RLTY TR	34,965	$961	0.2%	$27.48	—	COM	421946104
INVH	INVITATION HOMES INC	23,820	$957	0.2%	$35.57	+0.8%	COM	46187W107
SHO	SUNSTONE HOTEL INVS INC NEW	80,940	$953	0.2%	$11.78	—	COM	867892101
KRC	KILROY RLTY CORP	12,451	$952	0.2%	$66.36	—	COM	49427F108
CDP	CORPORATE OFFICE PPTYS TR	33,264	$949	0.2%	$27.97	—	SH BEN INT	22002T108
—	ZUORA INC	32,001	$479	0.1%	$14.98	—	COM CL A	98983V106