Vanderbilt University Quant / Systematic

Location: Nashville, TN

CIK: 0001825985 · Show all filings

Period: Q2 2022 (← Previous) (Next →)

Filing Date: May 19, 2023

Total Value: $396M (100.0% shares, 0.0% debt)

Holdings (39)

VNQ VANGUARD INDEX FDS 53.3%

Value $211M Shares 2,315,181 Share Price $91.11 Est. Cost/Share $87.20 Unrealized @ Report Date +4.5%

XOP SPDR SER TR 21.6%

Value $85.37M Shares 714,546 Share Price $119.48 Est. Cost/Share $63.86 Unrealized @ Report Date +87.1%

XME SPDR SER TR 13.8%

Value $54.54M Shares 1,256,696 Share Price $43.40 Est. Cost/Share $26.93 Unrealized @ Report Date +61.2%

ABNB AIRBNB INC 3.5%

Value $13.82M Shares 155,152 Share Price $89.08 Est. Cost/Share $176.10 Unrealized @ Report Date -49.4%

KSA ISHARES TR 1.2%

Value $4.801M Shares 115,999 Share Price $41.39 Est. Cost/Share $25.69 Unrealized @ Report Date +61.1%

RBLX ROBLOX CORP 0.9%

Value $3.651M Shares 111,111 Share Price $32.86 Est. Cost/Share $33.59 Unrealized @ Report Date -2.2%

SSSS SURO CAPITAL CORP 0.7%

Value $2.903M Shares 453,584 Share Price $6.40 Est. Cost/Share $7.45 Unrealized @ Report Date -14.1%

CCI CROWN CASTLE INTL CORP NEW 0.5%

Value $1.88M Shares 11,167 Share Price $168.38 * Est. Cost/Share $150.84 Unrealized @ Report Date -7.2%

PLD PROLOGIS INC. 0.4%

Value $1.647M Shares 14,003 Share Price $117.65 * Est. Cost/Share $123.36 Unrealized @ Report Date -14.4%

AMT AMERICAN TOWER CORP NEW 0.3%

Value $1.075M Shares 4,206 Share Price $255.59 * Est. Cost/Share $222.20 Unrealized @ Report Date +2.4%

SPG SIMON PPTY GROUP INC NEW 0.2%

Value $948K Shares 9,989 Share Price $94.92 * Est. Cost/Share $108.97 Unrealized @ Report Date -28.3%

PSA PUBLIC STORAGE 0.2%

Value $913K Shares 2,920 Share Price $312.67 * Est. Cost/Share $288.90 Unrealized @ Report Date -9.2%

EQIX EQUINIX INC 0.2%

Value $911K Shares 1,386 Share Price $657.02 * Est. Cost/Share $732.81 Unrealized @ Report Date -16.5%

SUI SUN CMNTYS INC 0.2%

Value $865K Shares 5,430 Share Price $159.36 Est. Cost/Share $205.32 Unrealized @ Report Date —

INVH INVITATION HOMES INC 0.2%

Value $858K Shares 24,117 Share Price $35.58 * Est. Cost/Share $35.55 Unrealized @ Report Date -11.6%

EQR EQUITY RESIDENTIAL 0.2%

Value $816K Shares 11,296 Share Price $72.22 * Est. Cost/Share $74.99 Unrealized @ Report Date -16.6%

VICI VICI PPTYS INC 0.2%

Value $770K Shares 25,859 Share Price $29.79 * Est. Cost/Share $23.44 Unrealized @ Report Date +5.3%

WELL WELLTOWER INC 0.2%

Value $699K Shares 8,489 Share Price $82.35 * Est. Cost/Share $81.18 Unrealized @ Report Date -7.1%

GLPI GAMING & LEISURE PPTYS INC 0.2%

Value $685K Shares 14,931 Share Price $45.86 Est. Cost/Share $45.86 Unrealized @ Report Date —

SBAC SBA COMMUNICATIONS CORP NEW 0.2%

Value $630K Shares 1,968 Share Price $320.05 * Est. Cost/Share $317.61 Unrealized @ Report Date -4.9%

UDR UDR INC 0.2%

Value $603K Shares 13,099 Share Price $46.04 * Est. Cost/Share $48.72 Unrealized @ Report Date -18.3%

NSA NATIONAL STORAGE AFFILIATES 0.1%

Value $579K Shares 11,567 Share Price $50.07 Est. Cost/Share $50.07 Unrealized @ Report Date —

AVB AVALONBAY CMNTYS INC 0.1%

Value $542K Shares 2,791 Share Price $194.25 * Est. Cost/Share $189.75 Unrealized @ Report Date -9.6%

— DUKE REALTY CORP 0.1%

Value $504K Shares 9,172 Share Price $54.95 Est. Cost/Share $58.06 Unrealized @ Report Date —

ELS EQUITY LIFESTYLE PPTYS INC 0.1%

Value $474K Shares 6,733 Share Price $70.47 Est. Cost/Share $70.47 Unrealized @ Report Date —

AMH AMERICAN HOMES 4 RENT 0.1%

Value $457K Shares 12,900 Share Price $35.44 Est. Cost/Share $35.44 Unrealized @ Report Date —

ARE ALEXANDRIA REAL ESTATE EQ IN 0.1%

Value $449K Shares 3,095 Share Price $145.03 * Est. Cost/Share $142.21 Unrealized @ Report Date -13.9%

MAA MID-AMER APT CMNTYS INC 0.1%

Value $422K Shares 2,417 Share Price $174.67 * Est. Cost/Share $161.97 Unrealized @ Report Date -6.0%

VTR VENTAS INC 0.1%

Value $373K Shares 7,260 Share Price $51.43 * Est. Cost/Share $49.12 Unrealized @ Report Date -7.4%

NNN NATIONAL RETAIL PROPERTIES I 0.1%

Value $355K Shares 8,256 Share Price $43.00 Est. Cost/Share $44.94 Unrealized @ Report Date —

ADC AGREE RLTY CORP 0.1%

Value $323K Shares 4,473 Share Price $72.13 Est. Cost/Share $72.13 Unrealized @ Report Date —

CPT CAMDEN PPTY TR 0.1%

Value $317K Shares 2,354 Share Price $134.48 * Est. Cost/Share $129.16 Unrealized @ Report Date -8.7%

REXR REXFORD INDL RLTY INC 0.1%

Value $285K Shares 4,954 Share Price $57.59 Est. Cost/Share $57.59 Unrealized @ Report Date —

BXP BOSTON PROPERTIES INC 0.1%

Value $278K Shares 3,124 Share Price $88.98 * Est. Cost/Share $89.63 Unrealized @ Report Date -18.8%

DOC HEALTHPEAK PROPERTIES INC 0.1%

Value $277K Shares 10,700 Share Price $25.91 * Est. Cost/Share $24.49 Unrealized @ Report Date -14.1%

REG REGENCY CTRS CORP 0.1%

Value $276K Shares 4,660 Share Price $59.31 * Est. Cost/Share $59.50 Unrealized @ Report Date -13.7%

OHI OMEGA HEALTHCARE INVS INC 0.1%

Value $254K Shares 8,993 Share Price $28.19 Est. Cost/Share $31.16 Unrealized @ Report Date —

— HEALTHCARE TR AMER INC 0.1%

Value $244K Shares 8,738 Share Price $27.91 Est. Cost/Share $31.34 Unrealized @ Report Date —

— SITE CTRS CORP 0.0%

Value $149K Shares 11,053 Share Price $13.47 Est. Cost/Share $15.69 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
VNQ	VANGUARD INDEX FDS	2,315,181	$211M	53.3%	$91.11	$87.20	+4.5%	REAL ESTATE ETF	922908553
XOP	SPDR SER TR	714,546	$85.37M	21.6%	$119.48	$63.86	+87.1%	S&P OILGAS EXP	78468R556
XME	SPDR SER TR	1,256,696	$54.54M	13.8%	$43.40	$26.93	+61.2%	S&P METALS MNG	78464A755
ABNB	AIRBNB INC	155,152	$13.82M	3.5%	$89.08	$176.10	-49.4%	COM CL A	009066101
KSA	ISHARES TR	115,999	$4.801M	1.2%	$41.39	$25.69	+61.1%	MSCI SAUDI ARBIA	46434V423
RBLX	ROBLOX CORP	111,111	$3.651M	0.9%	$32.86	$33.59	-2.2%	CL A	771049103
SSSS	SURO CAPITAL CORP	453,584	$2.903M	0.7%	$6.40	$7.45	-14.1%	COM NEW	86887Q109
CCI	CROWN CASTLE INTL CORP NEW	11,167	$1.88M	0.5%	$168.38 *	$150.84	-7.2%	COM	22822V101
PLD	PROLOGIS INC.	14,003	$1.647M	0.4%	$117.65 *	$123.36	-14.4%	COM	74340W103
AMT	AMERICAN TOWER CORP NEW	4,206	$1.075M	0.3%	$255.59 *	$222.20	+2.4%	COM	03027X100
SPG	SIMON PPTY GROUP INC NEW	9,989	$948K	0.2%	$94.92 *	$108.97	-28.3%	COM	828806109
PSA	PUBLIC STORAGE	2,920	$913K	0.2%	$312.67 *	$288.90	-9.2%	COM	74460D109
EQIX	EQUINIX INC	1,386	$911K	0.2%	$657.02 *	$732.81	-16.5%	COM	29444U700
SUI	SUN CMNTYS INC	5,430	$865K	0.2%	$159.36	$205.32	—	COM	866674104
INVH	INVITATION HOMES INC	24,117	$858K	0.2%	$35.58 *	$35.55	-11.6%	COM	46187W107
EQR	EQUITY RESIDENTIAL	11,296	$816K	0.2%	$72.22 *	$74.99	-16.6%	SH BEN INT	29476L107
VICI	VICI PPTYS INC	25,859	$770K	0.2%	$29.79 *	$23.44	+5.3%	COM	925652109
WELL	WELLTOWER INC	8,489	$699K	0.2%	$82.35 *	$81.18	-7.1%	COM	95040Q104
GLPI	GAMING & LEISURE PPTYS INC	14,931	$685K	0.2%	$45.86	$45.86	—	COM	36467J108
SBAC	SBA COMMUNICATIONS CORP NEW	1,968	$630K	0.2%	$320.05 *	$317.61	-4.9%	CL A	78410G104
UDR	UDR INC	13,099	$603K	0.2%	$46.04 *	$48.72	-18.3%	COM	902653104
NSA	NATIONAL STORAGE AFFILIATES	11,567	$579K	0.1%	$50.07	$50.07	—	COM SHS BEN IN	637870106
AVB	AVALONBAY CMNTYS INC	2,791	$542K	0.1%	$194.25 *	$189.75	-9.6%	COM	053484101
—	DUKE REALTY CORP	9,172	$504K	0.1%	$54.95	$58.06	—	COM NEW	264411505
ELS	EQUITY LIFESTYLE PPTYS INC	6,733	$474K	0.1%	$70.47	$70.47	—	COM	29472R108
AMH	AMERICAN HOMES 4 RENT	12,900	$457K	0.1%	$35.44	$35.44	—	CL A	02665T306
ARE	ALEXANDRIA REAL ESTATE EQ IN	3,095	$449K	0.1%	$145.03 *	$142.21	-13.9%	COM	015271109
MAA	MID-AMER APT CMNTYS INC	2,417	$422K	0.1%	$174.67 *	$161.97	-6.0%	COM	59522J103
VTR	VENTAS INC	7,260	$373K	0.1%	$51.43 *	$49.12	-7.4%	COM	92276F100
NNN	NATIONAL RETAIL PROPERTIES I	8,256	$355K	0.1%	$43.00	$44.94	—	COM	637417106
ADC	AGREE RLTY CORP	4,473	$323K	0.1%	$72.13	$72.13	—	COM	008492100
CPT	CAMDEN PPTY TR	2,354	$317K	0.1%	$134.48 *	$129.16	-8.7%	SH BEN INT	133131102
REXR	REXFORD INDL RLTY INC	4,954	$285K	0.1%	$57.59	$57.59	—	COM	76169C100
BXP	BOSTON PROPERTIES INC	3,124	$278K	0.1%	$88.98 *	$89.63	-18.8%	COM	101121101
DOC	HEALTHPEAK PROPERTIES INC	10,700	$277K	0.1%	$25.91 *	$24.49	-14.1%	COM	42250P103
REG	REGENCY CTRS CORP	4,660	$276K	0.1%	$59.31 *	$59.50	-13.7%	COM	758849103
OHI	OMEGA HEALTHCARE INVS INC	8,993	$254K	0.1%	$28.19	$31.16	—	COM	681936100
—	HEALTHCARE TR AMER INC	8,738	$244K	0.1%	$27.91	$31.34	—	CL A NEW	42225P501
—	SITE CTRS CORP	11,053	$149K	0.0%	$13.47	$15.69	—	COM	82981J109