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 Est. Cost $87.57 Unrealized —

XOP SPDR SER TR 21.6%

Value $85.37M Shares 714,546 Est. Cost $50.11 Unrealized —

XME SPDR SER TR 13.8%

Value $54.54M Shares 1,256,696 Est. Cost $26.64 Unrealized —

ABNB AIRBNB INC 3.5%

Value $13.82M Shares 155,152 Est. Cost $176.10 Unrealized -26.1%

KSA ISHARES TR 1.2%

Value $4.801M Shares 115,999 Est. Cost $26.32 Unrealized —

RBLX ROBLOX CORP 0.9%

Value $3.651M Shares 111,111 Est. Cost $33.59 Unrealized 0.0%

SSSS SURO CAPITAL CORP 0.7%

Value $2.903M Shares 453,584 Est. Cost $7.45 Unrealized +3.7%

CCI CROWN CASTLE INTL CORP NEW 0.5%

Value $1.88M Shares 11,167 Est. Cost $150.84 Unrealized -0.4%

PLD PROLOGIS INC. 0.4%

Value $1.647M Shares 14,003 Est. Cost $123.36 Unrealized 0.0%

AMT AMERICAN TOWER CORP NEW 0.3%

Value $1.075M Shares 4,206 Est. Cost $222.20 Unrealized 0.0%

SPG SIMON PPTY GROUP INC NEW 0.2%

Value $948K Shares 9,989 Est. Cost $108.97 Unrealized -14.4%

PSA PUBLIC STORAGE 0.2%

Value $913K Shares 2,920 Est. Cost $288.90 Unrealized 0.0%

EQIX EQUINIX INC 0.2%

Value $911K Shares 1,386 Est. Cost $732.81 Unrealized -12.2%

SUI SUN CMNTYS INC 0.2%

Value $865K Shares 5,430 Est. Cost $205.32 Unrealized —

INVH INVITATION HOMES INC 0.2%

Value $858K Shares 24,117 Est. Cost $35.55 Unrealized -5.5%

EQR EQUITY RESIDENTIAL 0.2%

Value $816K Shares 11,296 Est. Cost $74.99 Unrealized -9.1%

VICI VICI PPTYS INC 0.2%

Value $770K Shares 25,859 Est. Cost $23.44 Unrealized +3.1%

WELL WELLTOWER INC 0.2%

Value $699K Shares 8,489 Est. Cost $81.18 Unrealized 0.0%

GLPI GAMING & LEISURE PPTYS INC 0.2%

Value $685K Shares 14,931 Est. Cost $45.86 Unrealized —

SBAC SBA COMMUNICATIONS CORP NEW 0.2%

Value $630K Shares 1,968 Est. Cost $317.61 Unrealized 0.0%

UDR UDR INC 0.2%

Value $603K Shares 13,099 Est. Cost $48.72 Unrealized -10.6%

NSA NATIONAL STORAGE AFFILIATES 0.1%

Value $579K Shares 11,567 Est. Cost $50.07 Unrealized —

AVB AVALONBAY CMNTYS INC 0.1%

Value $542K Shares 2,791 Est. Cost $189.75 Unrealized 0.0%

— DUKE REALTY CORP 0.1%

Value $504K Shares 9,172 Est. Cost $58.06 Unrealized —

ELS EQUITY LIFESTYLE PPTYS INC 0.1%

Value $474K Shares 6,733 Est. Cost $70.47 Unrealized —

AMH AMERICAN HOMES 4 RENT 0.1%

Value $457K Shares 12,900 Est. Cost $35.44 Unrealized —

ARE ALEXANDRIA REAL ESTATE EQ IN 0.1%

Value $449K Shares 3,095 Est. Cost $142.21 Unrealized 0.0%

MAA MID-AMER APT CMNTYS INC 0.1%

Value $422K Shares 2,417 Est. Cost $161.97 Unrealized 0.0%

VTR VENTAS INC 0.1%

Value $373K Shares 7,260 Est. Cost $49.12 Unrealized 0.0%

NNN NATIONAL RETAIL PROPERTIES I 0.1%

Value $355K Shares 8,256 Est. Cost $44.94 Unrealized —

ADC AGREE RLTY CORP 0.1%

Value $323K Shares 4,473 Est. Cost $72.13 Unrealized —

CPT CAMDEN PPTY TR 0.1%

Value $317K Shares 2,354 Est. Cost $129.16 Unrealized 0.0%

REXR REXFORD INDL RLTY INC 0.1%

Value $285K Shares 4,954 Est. Cost $57.59 Unrealized —

BXP BOSTON PROPERTIES INC 0.1%

Value $278K Shares 3,124 Est. Cost $89.63 Unrealized 0.0%

DOC HEALTHPEAK PROPERTIES INC 0.1%

Value $277K Shares 10,700 Est. Cost $24.49 Unrealized 0.0%

REG REGENCY CTRS CORP 0.1%

Value $276K Shares 4,660 Est. Cost $59.50 Unrealized -4.4%

OHI OMEGA HEALTHCARE INVS INC 0.1%

Value $254K Shares 8,993 Est. Cost $31.16 Unrealized —

— HEALTHCARE TR AMER INC 0.1%

Value $244K Shares 8,738 Est. Cost $31.34 Unrealized —

— SITE CTRS CORP 0.0%

Value $149K Shares 11,053 Est. Cost $15.69 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
VNQ	VANGUARD INDEX FDS	2,315,181	$211M	53.3%	$87.57	—	REAL ESTATE ETF	922908553
XOP	SPDR SER TR	714,546	$85.37M	21.6%	$50.11	—	S&P OILGAS EXP	78468R556
XME	SPDR SER TR	1,256,696	$54.54M	13.8%	$26.64	—	S&P METALS MNG	78464A755
ABNB	AIRBNB INC	155,152	$13.82M	3.5%	$176.10	-26.1%	COM CL A	009066101
KSA	ISHARES TR	115,999	$4.801M	1.2%	$26.32	—	MSCI SAUDI ARBIA	46434V423
RBLX	ROBLOX CORP	111,111	$3.651M	0.9%	$33.59	0.0%	CL A	771049103
SSSS	SURO CAPITAL CORP	453,584	$2.903M	0.7%	$7.45	+3.7%	COM NEW	86887Q109
CCI	CROWN CASTLE INTL CORP NEW	11,167	$1.88M	0.5%	$150.84	-0.4%	COM	22822V101
PLD	PROLOGIS INC.	14,003	$1.647M	0.4%	$123.36	0.0%	COM	74340W103
AMT	AMERICAN TOWER CORP NEW	4,206	$1.075M	0.3%	$222.20	0.0%	COM	03027X100
SPG	SIMON PPTY GROUP INC NEW	9,989	$948K	0.2%	$108.97	-14.4%	COM	828806109
PSA	PUBLIC STORAGE	2,920	$913K	0.2%	$288.90	0.0%	COM	74460D109
EQIX	EQUINIX INC	1,386	$911K	0.2%	$732.81	-12.2%	COM	29444U700
SUI	SUN CMNTYS INC	5,430	$865K	0.2%	$205.32	—	COM	866674104
INVH	INVITATION HOMES INC	24,117	$858K	0.2%	$35.55	-5.5%	COM	46187W107
EQR	EQUITY RESIDENTIAL	11,296	$816K	0.2%	$74.99	-9.1%	SH BEN INT	29476L107
VICI	VICI PPTYS INC	25,859	$770K	0.2%	$23.44	+3.1%	COM	925652109
WELL	WELLTOWER INC	8,489	$699K	0.2%	$81.18	0.0%	COM	95040Q104
GLPI	GAMING & LEISURE PPTYS INC	14,931	$685K	0.2%	$45.86	—	COM	36467J108
SBAC	SBA COMMUNICATIONS CORP NEW	1,968	$630K	0.2%	$317.61	0.0%	CL A	78410G104
UDR	UDR INC	13,099	$603K	0.2%	$48.72	-10.6%	COM	902653104
NSA	NATIONAL STORAGE AFFILIATES	11,567	$579K	0.1%	$50.07	—	COM SHS BEN IN	637870106
AVB	AVALONBAY CMNTYS INC	2,791	$542K	0.1%	$189.75	0.0%	COM	053484101
—	DUKE REALTY CORP	9,172	$504K	0.1%	$58.06	—	COM NEW	264411505
ELS	EQUITY LIFESTYLE PPTYS INC	6,733	$474K	0.1%	$70.47	—	COM	29472R108
AMH	AMERICAN HOMES 4 RENT	12,900	$457K	0.1%	$35.44	—	CL A	02665T306
ARE	ALEXANDRIA REAL ESTATE EQ IN	3,095	$449K	0.1%	$142.21	0.0%	COM	015271109
MAA	MID-AMER APT CMNTYS INC	2,417	$422K	0.1%	$161.97	0.0%	COM	59522J103
VTR	VENTAS INC	7,260	$373K	0.1%	$49.12	0.0%	COM	92276F100
NNN	NATIONAL RETAIL PROPERTIES I	8,256	$355K	0.1%	$44.94	—	COM	637417106
ADC	AGREE RLTY CORP	4,473	$323K	0.1%	$72.13	—	COM	008492100
CPT	CAMDEN PPTY TR	2,354	$317K	0.1%	$129.16	0.0%	SH BEN INT	133131102
REXR	REXFORD INDL RLTY INC	4,954	$285K	0.1%	$57.59	—	COM	76169C100
BXP	BOSTON PROPERTIES INC	3,124	$278K	0.1%	$89.63	0.0%	COM	101121101
DOC	HEALTHPEAK PROPERTIES INC	10,700	$277K	0.1%	$24.49	0.0%	COM	42250P103
REG	REGENCY CTRS CORP	4,660	$276K	0.1%	$59.50	-4.4%	COM	758849103
OHI	OMEGA HEALTHCARE INVS INC	8,993	$254K	0.1%	$31.16	—	COM	681936100
—	HEALTHCARE TR AMER INC	8,738	$244K	0.1%	$31.34	—	CL A NEW	42225P501
—	SITE CTRS CORP	11,053	$149K	0.0%	$15.69	—	COM	82981J109