Vanderbilt University Quant / Systematic

Location: Nashville, TN

CIK: 0001825985 · Show all filings

Period: Q3 2022 (← Previous) (Next →)

Filing Date: May 19, 2023

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

Holdings (39)

VNQ VANGUARD INDEX FDS 48.8%

Value $188M Shares 2,341,456 Share Price $80.17 Est. Cost/Share $87.27 Unrealized @ Report Date -8.1%

XOP SPDR SER TR 23.3%

Value $89.89M Shares 720,746 Share Price $124.72 Est. Cost/Share $63.86 Unrealized @ Report Date +95.3%

XME SPDR SER TR 13.9%

Value $53.63M Shares 1,262,296 Share Price $42.49 Est. Cost/Share $26.93 Unrealized @ Report Date +57.8%

ABNB AIRBNB INC 4.2%

Value $16.3M Shares 155,152 Share Price $105.04 Est. Cost/Share $176.10 Unrealized @ Report Date -40.4%

XBI SPDR SER TR 2.5%

Value $9.437M Shares 118,968 Share Price $79.32 Est. Cost/Share $84.31 Unrealized @ Report Date -5.9%

RBLX ROBLOX CORP 1.3%

Value $4.994M Shares 139,340 Share Price $35.84 Est. Cost/Share $35.16 Unrealized @ Report Date +1.9%

KSA ISHARES TR 1.2%

Value $4.756M Shares 115,999 Share Price $41.00 Est. Cost/Share $25.69 Unrealized @ Report Date +59.6%

CCI CROWN CASTLE INC 0.4%

Value $1.618M Shares 11,191 Share Price $144.55 * Est. Cost/Share $150.84 Unrealized @ Report Date -19.6%

PLD PROLOGIS INC. 0.3%

Value $1.308M Shares 12,874 Share Price $101.60 * Est. Cost/Share $123.36 Unrealized @ Report Date -25.6%

AMT AMERICAN TOWER CORP NEW 0.3%

Value $1.161M Shares 5,409 Share Price $214.70 * Est. Cost/Share $223.67 Unrealized @ Report Date -14.5%

DLR DIGITAL RLTY TR INC 0.3%

Value $1.021M Shares 10,299 Share Price $99.18 * Est. Cost/Share $108.51 Unrealized @ Report Date -18.5%

SPG SIMON PPTY GROUP INC NEW 0.2%

Value $925K Shares 10,306 Share Price $89.75 * Est. Cost/Share $108.22 Unrealized @ Report Date -30.5%

PSA PUBLIC STORAGE 0.2%

Value $875K Shares 2,989 Share Price $292.81 * Est. Cost/Share $288.73 Unrealized @ Report Date -10.9%

SUI SUN CMNTYS INC 0.2%

Value $852K Shares 6,294 Share Price $135.33 Est. Cost/Share $195.71 Unrealized @ Report Date —

EQR EQUITY RESIDENTIAL 0.2%

Value $833K Shares 12,396 Share Price $67.22 * Est. Cost/Share $74.02 Unrealized @ Report Date -20.7%

O REALTY INCOME CORP 0.2%

Value $784K Shares 13,473 Share Price $58.20 * Est. Cost/Share $57.30 Unrealized @ Report Date -14.9%

VICI VICI PPTYS INC 0.2%

Value $758K Shares 25,402 Share Price $29.85 * Est. Cost/Share $23.44 Unrealized @ Report Date +6.7%

INVH INVITATION HOMES INC 0.2%

Value $752K Shares 22,269 Share Price $33.77 * Est. Cost/Share $35.55 Unrealized @ Report Date -15.6%

WELL WELLTOWER INC 0.2%

Value $732K Shares 11,381 Share Price $64.32 * Est. Cost/Share $78.80 Unrealized @ Report Date -24.7%

UDR UDR INC 0.2%

Value $620K Shares 14,864 Share Price $41.71 * Est. Cost/Share $47.68 Unrealized @ Report Date -23.8%

AVB AVALONBAY CMNTYS INC 0.1%

Value $529K Shares 2,873 Share Price $184.19 * Est. Cost/Share $189.42 Unrealized @ Report Date -13.4%

EXR EXTRA SPACE STORAGE INC 0.1%

Value $459K Shares 2,657 Share Price $172.71 * Est. Cost/Share $163.40 Unrealized @ Report Date -8.1%

ARE ALEXANDRIA REAL ESTATE EQ IN 0.1%

Value $449K Shares 3,206 Share Price $140.19 * Est. Cost/Share $141.78 Unrealized @ Report Date -15.8%

SSSS SURO CAPITAL CORP 0.1%

Value $439K Shares 113,472 Share Price $3.87 Est. Cost/Share $7.45 Unrealized @ Report Date -48.1%

SBAC SBA COMMUNICATIONS CORP NEW 0.1%

Value $416K Shares 1,462 Share Price $284.65 * Est. Cost/Share $317.61 Unrealized @ Report Date -15.3%

DOC HEALTHPEAK PROPERTIES INC 0.1%

Value $388K Shares 16,950 Share Price $22.92 * Est. Cost/Share $23.42 Unrealized @ Report Date -19.7%

AMH AMERICAN HOMES 4 RENT 0.1%

Value $388K Shares 11,813 Share Price $32.81 Est. Cost/Share $35.44 Unrealized @ Report Date —

MAA MID-AMER APT CMNTYS INC 0.1%

Value $384K Shares 2,477 Share Price $155.07 * Est. Cost/Share $161.70 Unrealized @ Report Date -15.8%

— LIFE STORAGE INC 0.1%

Value $349K Shares 3,147 Share Price $110.76 Est. Cost/Share $110.76 Unrealized @ Report Date —

HST HOST HOTELS & RESORTS INC 0.1%

Value $347K Shares 21,859 Share Price $15.88 * Est. Cost/Share $14.48 Unrealized @ Report Date -8.2%

VTR VENTAS INC 0.1%

Value $304K Shares 7,574 Share Price $40.17 * Est. Cost/Share $48.89 Unrealized @ Report Date -26.5%

BXP BOSTON PROPERTIES INC 0.1%

Value $293K Shares 3,907 Share Price $74.97 * Est. Cost/Share $85.61 Unrealized @ Report Date -27.4%

REXR REXFORD INDL RLTY INC 0.1%

Value $274K Shares 5,268 Share Price $52.00 Est. Cost/Share $57.26 Unrealized @ Report Date —

FR FIRST INDL RLTY TR INC 0.1%

Value $220K Shares 4,905 Share Price $44.81 Est. Cost/Share $44.81 Unrealized @ Report Date —

ADC AGREE RLTY CORP 0.1%

Value $207K Shares 3,060 Share Price $67.58 Est. Cost/Share $72.13 Unrealized @ Report Date —

BRX BRIXMOR PPTY GROUP INC 0.1%

Value $205K Shares 11,095 Share Price $18.47 Est. Cost/Share $18.47 Unrealized @ Report Date —

PK PARK HOTELS & RESORTS INC 0.0%

Value $163K Shares 14,504 Share Price $11.26 Est. Cost/Share $11.26 Unrealized @ Report Date —

— SITE CTRS CORP 0.0%

Value $137K Shares 12,818 Share Price $10.71 Est. Cost/Share $15.00 Unrealized @ Report Date —

MAC MACERICH CO 0.0%

Value $113K Shares 14,202 Share Price $7.94 Est. Cost/Share $7.94 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
VNQ	VANGUARD INDEX FDS	2,341,456	$188M	48.8%	$80.17	$87.27	-8.1%	REAL ESTATE ETF	922908553
XOP	SPDR SER TR	720,746	$89.89M	23.3%	$124.72	$63.86	+95.3%	S&P OILGAS EXP	78468R556
XME	SPDR SER TR	1,262,296	$53.63M	13.9%	$42.49	$26.93	+57.8%	S&P METALS MNG	78464A755
ABNB	AIRBNB INC	155,152	$16.3M	4.2%	$105.04	$176.10	-40.4%	COM CL A	009066101
XBI	SPDR SER TR	118,968	$9.437M	2.5%	$79.32	$84.31	-5.9%	S&P BIOTECH	78464A870
RBLX	ROBLOX CORP	139,340	$4.994M	1.3%	$35.84	$35.16	+1.9%	CL A	771049103
KSA	ISHARES TR	115,999	$4.756M	1.2%	$41.00	$25.69	+59.6%	MSCI SAUDI ARBIA	46434V423
CCI	CROWN CASTLE INC	11,191	$1.618M	0.4%	$144.55 *	$150.84	-19.6%	COM	22822V101
PLD	PROLOGIS INC.	12,874	$1.308M	0.3%	$101.60 *	$123.36	-25.6%	COM	74340W103
AMT	AMERICAN TOWER CORP NEW	5,409	$1.161M	0.3%	$214.70 *	$223.67	-14.5%	COM	03027X100
DLR	DIGITAL RLTY TR INC	10,299	$1.021M	0.3%	$99.18 *	$108.51	-18.5%	COM	253868103
SPG	SIMON PPTY GROUP INC NEW	10,306	$925K	0.2%	$89.75 *	$108.22	-30.5%	COM	828806109
PSA	PUBLIC STORAGE	2,989	$875K	0.2%	$292.81 *	$288.73	-10.9%	COM	74460D109
SUI	SUN CMNTYS INC	6,294	$852K	0.2%	$135.33	$195.71	—	COM	866674104
EQR	EQUITY RESIDENTIAL	12,396	$833K	0.2%	$67.22 *	$74.02	-20.7%	SH BEN INT	29476L107
O	REALTY INCOME CORP	13,473	$784K	0.2%	$58.20 *	$57.30	-14.9%	COM	756109104
VICI	VICI PPTYS INC	25,402	$758K	0.2%	$29.85 *	$23.44	+6.7%	COM	925652109
INVH	INVITATION HOMES INC	22,269	$752K	0.2%	$33.77 *	$35.55	-15.6%	COM	46187W107
WELL	WELLTOWER INC	11,381	$732K	0.2%	$64.32 *	$78.80	-24.7%	COM	95040Q104
UDR	UDR INC	14,864	$620K	0.2%	$41.71 *	$47.68	-23.8%	COM	902653104
AVB	AVALONBAY CMNTYS INC	2,873	$529K	0.1%	$184.19 *	$189.42	-13.4%	COM	053484101
EXR	EXTRA SPACE STORAGE INC	2,657	$459K	0.1%	$172.71 *	$163.40	-8.1%	COM	30225T102
ARE	ALEXANDRIA REAL ESTATE EQ IN	3,206	$449K	0.1%	$140.19 *	$141.78	-15.8%	COM	015271109
SSSS	SURO CAPITAL CORP	113,472	$439K	0.1%	$3.87	$7.45	-48.1%	COM NEW	86887Q109
SBAC	SBA COMMUNICATIONS CORP NEW	1,462	$416K	0.1%	$284.65 *	$317.61	-15.3%	CL A	78410G104
DOC	HEALTHPEAK PROPERTIES INC	16,950	$388K	0.1%	$22.92 *	$23.42	-19.7%	COM	42250P103
AMH	AMERICAN HOMES 4 RENT	11,813	$388K	0.1%	$32.81	$35.44	—	CL A	02665T306
MAA	MID-AMER APT CMNTYS INC	2,477	$384K	0.1%	$155.07 *	$161.70	-15.8%	COM	59522J103
—	LIFE STORAGE INC	3,147	$349K	0.1%	$110.76	$110.76	—	COM	53223X107
HST	HOST HOTELS & RESORTS INC	21,859	$347K	0.1%	$15.88 *	$14.48	-8.2%	COM	44107P104
VTR	VENTAS INC	7,574	$304K	0.1%	$40.17 *	$48.89	-26.5%	COM	92276F100
BXP	BOSTON PROPERTIES INC	3,907	$293K	0.1%	$74.97 *	$85.61	-27.4%	COM	101121101
REXR	REXFORD INDL RLTY INC	5,268	$274K	0.1%	$52.00	$57.26	—	COM	76169C100
FR	FIRST INDL RLTY TR INC	4,905	$220K	0.1%	$44.81	$44.81	—	COM	32054K103
ADC	AGREE RLTY CORP	3,060	$207K	0.1%	$67.58	$72.13	—	COM	008492100
BRX	BRIXMOR PPTY GROUP INC	11,095	$205K	0.1%	$18.47	$18.47	—	COM	11120U105
PK	PARK HOTELS & RESORTS INC	14,504	$163K	0.0%	$11.26	$11.26	—	COM	700517105
—	SITE CTRS CORP	12,818	$137K	0.0%	$10.71	$15.00	—	COM	82981J109
MAC	MACERICH CO	14,202	$113K	0.0%	$7.94	$7.94	—	COM	554382101