Vanderbilt University Quant / Systematic

CIK: 0001825985 · Show all filings

Period: Q3 2022 (← Previous) (Next →)

Filing Date: May 19, 2023

Total Value ($000): $385,029 (100.0% shares, 0.0% debt)

Holdings (39)

VNQ VANGUARD INDEX FDS 48.8%

Value ($000) $187,715 Shares 2,341,456 Est. Cost $87.48 Unrealized —

XOP SPDR SER TR 23.3%

Value ($000) $89,891 Shares 720,746 Est. Cost $50.11 Unrealized —

XME SPDR SER TR 13.9%

Value ($000) $53,635 Shares 1,262,296 Est. Cost $26.64 Unrealized —

ABNB AIRBNB INC 4.2%

Value ($000) $16,297 Shares 155,152 Est. Cost $176.10 Unrealized -37.1%

XBI SPDR SER TR 2.5%

Value ($000) $9,437 Shares 118,968 Est. Cost $79.32 Unrealized —

RBLX ROBLOX CORP 1.3%

Value ($000) $4,994 Shares 139,340 Est. Cost $35.16 Unrealized +17.6%

KSA ISHARES TR 1.2%

Value ($000) $4,756 Shares 115,999 Est. Cost $26.32 Unrealized —

CCI CROWN CASTLE INC 0.4%

Value ($000) $1,618 Shares 11,191 Est. Cost $150.84 Unrealized -5.5%

PLD PROLOGIS INC. 0.3%

Value ($000) $1,308 Shares 12,874 Est. Cost $123.36 Unrealized -9.6%

AMT AMERICAN TOWER CORP NEW 0.3%

Value ($000) $1,161 Shares 5,409 Est. Cost $223.67 Unrealized +2.3%

DLR DIGITAL RLTY TR INC 0.3%

Value ($000) $1,021 Shares 10,299 Est. Cost $108.51 Unrealized 0.0%

SPG SIMON PPTY GROUP INC NEW 0.2%

Value ($000) $925 Shares 10,306 Est. Cost $108.22 Unrealized -21.8%

PSA PUBLIC STORAGE 0.2%

Value ($000) $875 Shares 2,989 Est. Cost $288.73 Unrealized -2.6%

SUI SUN CMNTYS INC 0.2%

Value ($000) $852 Shares 6,294 Est. Cost $195.71 Unrealized —

EQR EQUITY RESIDENTIAL 0.2%

Value ($000) $833 Shares 12,396 Est. Cost $74.02 Unrealized -13.4%

O REALTY INCOME CORP 0.2%

Value ($000) $784 Shares 13,473 Est. Cost $57.30 Unrealized 0.0%

VICI VICI PPTYS INC 0.2%

Value ($000) $758 Shares 25,402 Est. Cost $23.44 Unrealized +16.8%

INVH INVITATION HOMES INC 0.2%

Value ($000) $752 Shares 22,269 Est. Cost $35.55 Unrealized -7.5%

WELL WELLTOWER INC 0.2%

Value ($000) $732 Shares 11,381 Est. Cost $78.80 Unrealized -8.8%

UDR UDR INC 0.2%

Value ($000) $620 Shares 14,864 Est. Cost $47.68 Unrealized -16.2%

AVB AVALONBAY CMNTYS INC 0.1%

Value ($000) $529 Shares 2,873 Est. Cost $189.42 Unrealized -5.9%

EXR EXTRA SPACE STORAGE INC 0.1%

Value ($000) $459 Shares 2,657 Est. Cost $163.40 Unrealized 0.0%

ARE ALEXANDRIA REAL ESTATE EQ IN 0.1%

Value ($000) $449 Shares 3,206 Est. Cost $141.78 Unrealized -8.5%

SSSS SURO CAPITAL CORP 0.1%

Value ($000) $439 Shares 113,472 Est. Cost $7.45 Unrealized -18.1%

SBAC SBA COMMUNICATIONS CORP NEW 0.1%

Value ($000) $416 Shares 1,462 Est. Cost $317.61 Unrealized -3.5%

DOC HEALTHPEAK PROPERTIES INC 0.1%

Value ($000) $388 Shares 16,950 Est. Cost $23.42 Unrealized -7.8%

AMH AMERICAN HOMES 4 RENT 0.1%

Value ($000) $388 Shares 11,813 Est. Cost $35.44 Unrealized —

MAA MID-AMER APT CMNTYS INC 0.1%

Value ($000) $384 Shares 2,477 Est. Cost $161.70 Unrealized -6.6%

— LIFE STORAGE INC 0.1%

Value ($000) $349 Shares 3,147 Est. Cost $110.76 Unrealized —

HST HOST HOTELS & RESORTS INC 0.1%

Value ($000) $347 Shares 21,859 Est. Cost $14.48 Unrealized 0.0%

VTR VENTAS INC 0.1%

Value ($000) $304 Shares 7,574 Est. Cost $48.89 Unrealized -11.0%

BXP BOSTON PROPERTIES INC 0.1%

Value ($000) $293 Shares 3,907 Est. Cost $85.61 Unrealized -18.7%

REXR REXFORD INDL RLTY INC 0.1%

Value ($000) $274 Shares 5,268 Est. Cost $57.26 Unrealized —

FR FIRST INDL RLTY TR INC 0.1%

Value ($000) $220 Shares 4,905 Est. Cost $44.81 Unrealized —

ADC AGREE RLTY CORP 0.1%

Value ($000) $207 Shares 3,060 Est. Cost $72.13 Unrealized —

BRX BRIXMOR PPTY GROUP INC 0.1%

Value ($000) $205 Shares 11,095 Est. Cost $18.47 Unrealized —

PK PARK HOTELS & RESORTS INC 0.0%

Value ($000) $163 Shares 14,504 Est. Cost $11.26 Unrealized —

— SITE CTRS CORP 0.0%

Value ($000) $137 Shares 12,818 Est. Cost $15.00 Unrealized —

MAC MACERICH CO 0.0%

Value ($000) $113 Shares 14,202 Est. Cost $7.94 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
VNQ	VANGUARD INDEX FDS	2,341,456	$187,715	48.8%	$87.48	—	REAL ESTATE ETF	922908553
XOP	SPDR SER TR	720,746	$89,891	23.3%	$50.11	—	S&P OILGAS EXP	78468R556
XME	SPDR SER TR	1,262,296	$53,635	13.9%	$26.64	—	S&P METALS MNG	78464A755
ABNB	AIRBNB INC	155,152	$16,297	4.2%	$176.10	-37.1%	COM CL A	009066101
XBI	SPDR SER TR	118,968	$9,437	2.5%	$79.32	—	S&P BIOTECH	78464A870
RBLX	ROBLOX CORP	139,340	$4,994	1.3%	$35.16	+17.6%	CL A	771049103
KSA	ISHARES TR	115,999	$4,756	1.2%	$26.32	—	MSCI SAUDI ARBIA	46434V423
CCI	CROWN CASTLE INC	11,191	$1,618	0.4%	$150.84	-5.5%	COM	22822V101
PLD	PROLOGIS INC.	12,874	$1,308	0.3%	$123.36	-9.6%	COM	74340W103
AMT	AMERICAN TOWER CORP NEW	5,409	$1,161	0.3%	$223.67	+2.3%	COM	03027X100
DLR	DIGITAL RLTY TR INC	10,299	$1,021	0.3%	$108.51	0.0%	COM	253868103
SPG	SIMON PPTY GROUP INC NEW	10,306	$925	0.2%	$108.22	-21.8%	COM	828806109
PSA	PUBLIC STORAGE	2,989	$875	0.2%	$288.73	-2.6%	COM	74460D109
SUI	SUN CMNTYS INC	6,294	$852	0.2%	$195.71	—	COM	866674104
EQR	EQUITY RESIDENTIAL	12,396	$833	0.2%	$74.02	-13.4%	SH BEN INT	29476L107
O	REALTY INCOME CORP	13,473	$784	0.2%	$57.30	0.0%	COM	756109104
VICI	VICI PPTYS INC	25,402	$758	0.2%	$23.44	+16.8%	COM	925652109
INVH	INVITATION HOMES INC	22,269	$752	0.2%	$35.55	-7.5%	COM	46187W107
WELL	WELLTOWER INC	11,381	$732	0.2%	$78.80	-8.8%	COM	95040Q104
UDR	UDR INC	14,864	$620	0.2%	$47.68	-16.2%	COM	902653104
AVB	AVALONBAY CMNTYS INC	2,873	$529	0.1%	$189.42	-5.9%	COM	053484101
EXR	EXTRA SPACE STORAGE INC	2,657	$459	0.1%	$163.40	0.0%	COM	30225T102
ARE	ALEXANDRIA REAL ESTATE EQ IN	3,206	$449	0.1%	$141.78	-8.5%	COM	015271109
SSSS	SURO CAPITAL CORP	113,472	$439	0.1%	$7.45	-18.1%	COM NEW	86887Q109
SBAC	SBA COMMUNICATIONS CORP NEW	1,462	$416	0.1%	$317.61	-3.5%	CL A	78410G104
DOC	HEALTHPEAK PROPERTIES INC	16,950	$388	0.1%	$23.42	-7.8%	COM	42250P103
AMH	AMERICAN HOMES 4 RENT	11,813	$388	0.1%	$35.44	—	CL A	02665T306
MAA	MID-AMER APT CMNTYS INC	2,477	$384	0.1%	$161.70	-6.6%	COM	59522J103
—	LIFE STORAGE INC	3,147	$349	0.1%	$110.76	—	COM	53223X107
HST	HOST HOTELS & RESORTS INC	21,859	$347	0.1%	$14.48	0.0%	COM	44107P104
VTR	VENTAS INC	7,574	$304	0.1%	$48.89	-11.0%	COM	92276F100
BXP	BOSTON PROPERTIES INC	3,907	$293	0.1%	$85.61	-18.7%	COM	101121101
REXR	REXFORD INDL RLTY INC	5,268	$274	0.1%	$57.26	—	COM	76169C100
FR	FIRST INDL RLTY TR INC	4,905	$220	0.1%	$44.81	—	COM	32054K103
ADC	AGREE RLTY CORP	3,060	$207	0.1%	$72.13	—	COM	008492100
BRX	BRIXMOR PPTY GROUP INC	11,095	$205	0.1%	$18.47	—	COM	11120U105
PK	PARK HOTELS & RESORTS INC	14,504	$163	0.0%	$11.26	—	COM	700517105
—	SITE CTRS CORP	12,818	$137	0.0%	$15.00	—	COM	82981J109
MAC	MACERICH CO	14,202	$113	0.0%	$7.94	—	COM	554382101