Vanderbilt University Quant / Systematic

Location: Nashville, TN

CIK: 0001825985 · Show all filings

Period: Q1 2022 (← Previous) (Next →)

Filing Date: May 19, 2023

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

Holdings (35)

VNQ VANGUARD INDEX FDS 51.3%

Value $249M Shares 2,301,106 Share Price $108.37 Est. Cost/Share $87.20 Unrealized @ Report Date +24.3%

XOP SPDR SER TR 19.7%

Value $95.54M Shares 710,096 Share Price $134.55 Est. Cost/Share $63.86 Unrealized @ Report Date +110.7%

XME SPDR SER TR 15.8%

Value $76.66M Shares 1,250,796 Share Price $61.29 Est. Cost/Share $26.93 Unrealized @ Report Date +127.6%

ABNB AIRBNB INC 5.5%

Value $26.65M Shares 155,152 Share Price $171.76 Est. Cost/Share $176.10 Unrealized @ Report Date -2.5%

KSA ISHARES TR 1.1%

Value $5.464M Shares 115,119 Share Price $47.46 Est. Cost/Share $25.69 Unrealized @ Report Date +84.8%

SSSS SURO CAPITAL CORP 0.8%

Value $3.914M Shares 453,584 Share Price $8.63 Est. Cost/Share $7.45 Unrealized @ Report Date +15.8%

COIN COINBASE GLOBAL INC 0.3%

Value $1.526M Shares 8,040 Share Price $189.86 Est. Cost/Share $195.40 Unrealized @ Report Date -2.8%

EQIX EQUINIX INC 0.2%

Value $1.006M Shares 1,357 Share Price $741.62 * Est. Cost/Share $734.73 Unrealized @ Report Date -6.5%

VICI VICI PPTYS INC 0.2%

Value $1.004M Shares 35,285 Share Price $28.46 * Est. Cost/Share $23.44 Unrealized @ Report Date -0.6%

CCI CROWN CASTLE INTL CORP NEW 0.2%

Value $1.002M Shares 5,428 Share Price $184.60 * Est. Cost/Share $151.53 Unrealized @ Report Date +0.4%

— SITE CTRS CORP 0.2%

Value $995K Shares 59,542 Share Price $16.71 Est. Cost/Share $15.69 Unrealized @ Report Date —

— LIFE STORAGE INC 0.2%

Value $994K Shares 7,080 Share Price $140.43 Est. Cost/Share $152.20 Unrealized @ Report Date —

REG REGENCY CTRS CORP 0.2%

Value $993K Shares 13,924 Share Price $71.34 * Est. Cost/Share $59.50 Unrealized @ Report Date +2.7%

FR FIRST INDL RLTY TR INC 0.2%

Value $991K Shares 16,010 Share Price $61.91 Est. Cost/Share $60.02 Unrealized @ Report Date —

— DUKE REALTY CORP 0.2%

Value $986K Shares 16,986 Share Price $58.06 Est. Cost/Share $58.06 Unrealized @ Report Date —

— SAFEHOLD INC 0.2%

Value $983K Shares 17,736 Share Price $55.45 Est. Cost/Share $55.45 Unrealized @ Report Date —

O REALTY INCOME CORP 0.2%

Value $983K Shares 14,186 Share Price $69.30 * Est. Cost/Share $55.33 Unrealized @ Report Date +2.6%

COLD AMERICOLD RLTY TR 0.2%

Value $983K Shares 35,259 Share Price $27.88 Est. Cost/Share $31.98 Unrealized @ Report Date —

— RETAIL OPPORTUNITY INVTS COR 0.2%

Value $983K Shares 50,683 Share Price $19.39 Est. Cost/Share $18.71 Unrealized @ Report Date —

OHI OMEGA HEALTHCARE INVS INC 0.2%

Value $982K Shares 31,503 Share Price $31.16 Est. Cost/Share $31.16 Unrealized @ Report Date —

NNN NATIONAL RETAIL PROPERTIES I 0.2%

Value $980K Shares 21,814 Share Price $44.94 Est. Cost/Share $44.94 Unrealized @ Report Date —

RLJ RLJ LODGING TR 0.2%

Value $980K Shares 69,602 Share Price $14.08 Est. Cost/Share $14.08 Unrealized @ Report Date —

SPG SIMON PPTY GROUP INC NEW 0.2%

Value $974K Shares 7,405 Share Price $131.56 * Est. Cost/Share $114.46 Unrealized @ Report Date -6.8%

EQR EQUITY RESIDENTIAL 0.2%

Value $974K Shares 10,828 Share Price $89.92 * Est. Cost/Share $75.29 Unrealized @ Report Date +2.5%

SUI SUN CMNTYS INC 0.2%

Value $972K Shares 5,545 Share Price $175.29 Est. Cost/Share $205.32 Unrealized @ Report Date —

CUZ COUSINS PPTYS INC 0.2%

Value $970K Shares 24,087 Share Price $40.29 Est. Cost/Share $39.10 Unrealized @ Report Date —

HIW HIGHWOODS PPTYS INC 0.2%

Value $969K Shares 21,186 Share Price $45.74 Est. Cost/Share $45.74 Unrealized @ Report Date —

UDR UDR INC 0.2%

Value $963K Shares 16,794 Share Price $57.37 * Est. Cost/Share $48.72 Unrealized @ Report Date +1.1%

— HEALTHCARE TR AMER INC 0.2%

Value $961K Shares 30,671 Share Price $31.34 Est. Cost/Share $31.34 Unrealized @ Report Date —

— HEALTHCARE RLTY TR 0.2%

Value $961K Shares 34,965 Share Price $27.48 Est. Cost/Share $27.48 Unrealized @ Report Date —

INVH INVITATION HOMES INC 0.2%

Value $957K Shares 23,820 Share Price $40.18 * Est. Cost/Share $35.57 Unrealized @ Report Date -0.8%

SHO SUNSTONE HOTEL INVS INC NEW 0.2%

Value $953K Shares 80,940 Share Price $11.78 Est. Cost/Share $11.78 Unrealized @ Report Date —

KRC KILROY RLTY CORP 0.2%

Value $952K Shares 12,451 Share Price $76.42 Est. Cost/Share $66.36 Unrealized @ Report Date —

CDP CORPORATE OFFICE PPTYS TR 0.2%

Value $949K Shares 33,264 Share Price $28.54 Est. Cost/Share $27.97 Unrealized @ Report Date —

— ZUORA INC 0.1%

Value $479K Shares 32,001 Share Price $14.98 Est. Cost/Share $14.98 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
VNQ	VANGUARD INDEX FDS	2,301,106	$249M	51.3%	$108.37	$87.20	+24.3%	REAL ESTATE ETF	922908553
XOP	SPDR SER TR	710,096	$95.54M	19.7%	$134.55	$63.86	+110.7%	S&P OILGAS EXP	78468R556
XME	SPDR SER TR	1,250,796	$76.66M	15.8%	$61.29	$26.93	+127.6%	S&P METALS MNG	78464A755
ABNB	AIRBNB INC	155,152	$26.65M	5.5%	$171.76	$176.10	-2.5%	COM CL A	009066101
KSA	ISHARES TR	115,119	$5.464M	1.1%	$47.46	$25.69	+84.8%	MSCI SAUDI ARBIA	46434V423
SSSS	SURO CAPITAL CORP	453,584	$3.914M	0.8%	$8.63	$7.45	+15.8%	COM NEW	86887Q109
COIN	COINBASE GLOBAL INC	8,040	$1.526M	0.3%	$189.86	$195.40	-2.8%	COM CL A	19260Q107
EQIX	EQUINIX INC	1,357	$1.006M	0.2%	$741.62 *	$734.73	-6.5%	COM	29444U700
VICI	VICI PPTYS INC	35,285	$1.004M	0.2%	$28.46 *	$23.44	-0.6%	COM	925652109
CCI	CROWN CASTLE INTL CORP NEW	5,428	$1.002M	0.2%	$184.60 *	$151.53	+0.4%	COM	22822V101
—	SITE CTRS CORP	59,542	$995K	0.2%	$16.71	$15.69	—	COM	82981J109
—	LIFE STORAGE INC	7,080	$994K	0.2%	$140.43	$152.20	—	COM	53223X107
REG	REGENCY CTRS CORP	13,924	$993K	0.2%	$71.34 *	$59.50	+2.7%	COM	758849103
FR	FIRST INDL RLTY TR INC	16,010	$991K	0.2%	$61.91	$60.02	—	COM	32054K103
—	DUKE REALTY CORP	16,986	$986K	0.2%	$58.06	$58.06	—	COM NEW	264411505
—	SAFEHOLD INC	17,736	$983K	0.2%	$55.45	$55.45	—	COM	78645L100
O	REALTY INCOME CORP	14,186	$983K	0.2%	$69.30 *	$55.33	+2.6%	COM	756109104
COLD	AMERICOLD RLTY TR	35,259	$983K	0.2%	$27.88	$31.98	—	COM	03064D108
—	RETAIL OPPORTUNITY INVTS COR	50,683	$983K	0.2%	$19.39	$18.71	—	COM	76131N101
OHI	OMEGA HEALTHCARE INVS INC	31,503	$982K	0.2%	$31.16	$31.16	—	COM	681936100
NNN	NATIONAL RETAIL PROPERTIES I	21,814	$980K	0.2%	$44.94	$44.94	—	COM	637417106
RLJ	RLJ LODGING TR	69,602	$980K	0.2%	$14.08	$14.08	—	COM	74965L101
SPG	SIMON PPTY GROUP INC NEW	7,405	$974K	0.2%	$131.56 *	$114.46	-6.8%	COM	828806109
EQR	EQUITY RESIDENTIAL	10,828	$974K	0.2%	$89.92 *	$75.29	+2.5%	SH BEN INT	29476L107
SUI	SUN CMNTYS INC	5,545	$972K	0.2%	$175.29	$205.32	—	COM	866674104
CUZ	COUSINS PPTYS INC	24,087	$970K	0.2%	$40.29	$39.10	—	COM NEW	222795502
HIW	HIGHWOODS PPTYS INC	21,186	$969K	0.2%	$45.74	$45.74	—	COM	431284108
UDR	UDR INC	16,794	$963K	0.2%	$57.37 *	$48.72	+1.1%	COM	902653104
—	HEALTHCARE TR AMER INC	30,671	$961K	0.2%	$31.34	$31.34	—	CL A NEW	42225P501
—	HEALTHCARE RLTY TR	34,965	$961K	0.2%	$27.48	$27.48	—	COM	421946104
INVH	INVITATION HOMES INC	23,820	$957K	0.2%	$40.18 *	$35.57	-0.8%	COM	46187W107
SHO	SUNSTONE HOTEL INVS INC NEW	80,940	$953K	0.2%	$11.78	$11.78	—	COM	867892101
KRC	KILROY RLTY CORP	12,451	$952K	0.2%	$76.42	$66.36	—	COM	49427F108
CDP	CORPORATE OFFICE PPTYS TR	33,264	$949K	0.2%	$28.54	$27.97	—	SH BEN INT	22002T108
—	ZUORA INC	32,001	$479K	0.1%	$14.98	$14.98	—	COM CL A	98983V106