Vanderbilt University Quant / Systematic

CIK: 0001825985 · Show all filings

Period: Q4 2022 (← Previous) (Next →)

Filing Date: May 19, 2023

Total Value ($000): $388,008 (100.0% shares, 0.0% debt)

Holdings (36)

VNQ VANGUARD INDEX FDS 50.5%

Value ($000) $195,837 Shares 2,374,356 Est. Cost $87.42 Unrealized —

XOP SPDR SER TR 20.2%

Value ($000) $78,203 Shares 575,531 Est. Cost $50.11 Unrealized —

XME SPDR SER TR 16.3%

Value ($000) $63,298 Shares 1,270,796 Est. Cost $26.64 Unrealized —

ABNB AIRBNB INC 3.4%

Value ($000) $13,265 Shares 155,152 Est. Cost $176.10 Unrealized -42.6%

XBI SPDR SER TR 2.5%

Value ($000) $9,874 Shares 118,968 Est. Cost $79.32 Unrealized —

KSA ISHARES TR 1.1%

Value ($000) $4,423 Shares 117,252 Est. Cost $26.44 Unrealized —

RBLX ROBLOX CORP 1.0%

Value ($000) $3,966 Shares 139,340 Est. Cost $35.16 Unrealized -0.1%

PLD PROLOGIS INC. 0.6%

Value ($000) $2,142 Shares 18,997 Est. Cost $115.89 Unrealized -13.5%

AMT AMERICAN TOWER CORP NEW 0.3%

Value ($000) $1,255 Shares 5,924 Est. Cost $220.46 Unrealized -15.3%

SBAC SBA COMMUNICATIONS CORP NEW 0.3%

Value ($000) $1,193 Shares 4,257 Est. Cost $282.08 Unrealized -6.6%

DLR DIGITAL RLTY TR INC 0.3%

Value ($000) $1,168 Shares 11,651 Est. Cost $106.51 Unrealized -14.3%

SPG SIMON PPTY GROUP INC NEW 0.3%

Value ($000) $1,142 Shares 9,723 Est. Cost $108.22 Unrealized -13.6%

CCI CROWN CASTLE INC 0.3%

Value ($000) $1,123 Shares 8,279 Est. Cost $150.84 Unrealized -24.6%

PSA PUBLIC STORAGE 0.2%

Value ($000) $924 Shares 3,296 Est. Cost $285.72 Unrealized -10.2%

SUI SUN CMNTYS INC 0.2%

Value ($000) $888 Shares 6,211 Est. Cost $195.71 Unrealized —

VICI VICI PPTYS INC 0.2%

Value ($000) $845 Shares 26,069 Est. Cost $23.53 Unrealized +14.6%

CUBE CUBESMART 0.2%

Value ($000) $762 Shares 18,943 Est. Cost $40.25 Unrealized —

EQR EQUITY RESIDENTIAL 0.2%

Value ($000) $757 Shares 12,836 Est. Cost $73.36 Unrealized -25.4%

WELL WELLTOWER INC 0.2%

Value ($000) $738 Shares 11,252 Est. Cost $78.80 Unrealized -24.4%

O REALTY INCOME CORP 0.2%

Value ($000) $723 Shares 11,392 Est. Cost $57.30 Unrealized -8.9%

UDR UDR INC 0.2%

Value ($000) $591 Shares 15,268 Est. Cost $47.34 Unrealized -26.6%

EQIX EQUINIX INC 0.1%

Value ($000) $550 Shares 839 Est. Cost $578.99 Unrealized 0.0%

INVH INVITATION HOMES INC 0.1%

Value ($000) $544 Shares 18,337 Est. Cost $35.55 Unrealized -20.4%

AVB AVALONBAY CMNTYS INC 0.1%

Value ($000) $479 Shares 2,966 Est. Cost $188.24 Unrealized -19.4%

SSSS SURO CAPITAL CORP 0.1%

Value ($000) $431 Shares 113,472 Est. Cost $7.45 Unrealized -46.9%

MAA MID-AMER APT CMNTYS INC 0.1%

Value ($000) $398 Shares 2,538 Est. Cost $161.13 Unrealized -14.5%

VTR VENTAS INC 0.1%

Value ($000) $343 Shares 7,620 Est. Cost $48.89 Unrealized -22.8%

REXR REXFORD INDL RLTY INC 0.1%

Value ($000) $299 Shares 5,476 Est. Cost $57.16 Unrealized —

AMH AMERICAN HOMES 4 RENT 0.1%

Value ($000) $290 Shares 9,631 Est. Cost $35.44 Unrealized —

BXP BOSTON PROPERTIES INC 0.1%

Value ($000) $268 Shares 3,965 Est. Cost $85.22 Unrealized -31.0%

DOC HEALTHPEAK PROPERTIES INC 0.1%

Value ($000) $266 Shares 10,604 Est. Cost $23.42 Unrealized -14.1%

HST HOST HOTELS & RESORTS INC 0.1%

Value ($000) $258 Shares 16,053 Est. Cost $14.48 Unrealized +1.1%

— LIFE STORAGE INC 0.1%

Value ($000) $242 Shares 2,455 Est. Cost $110.76 Unrealized —

REG REGENCY CTRS CORP 0.1%

Value ($000) $204 Shares 3,261 Est. Cost $53.85 Unrealized 0.0%

SBRA SABRA HEALTH CARE REIT INC 0.1%

Value ($000) $194 Shares 15,621 Est. Cost $12.43 Unrealized —

MAC MACERICH CO 0.0%

Value ($000) $125 Shares 11,075 Est. Cost $7.94 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
VNQ	VANGUARD INDEX FDS	2,374,356	$195,837	50.5%	$87.42	—	REAL ESTATE ETF	922908553
XOP	SPDR SER TR	575,531	$78,203	20.2%	$50.11	—	S&P OILGAS EXP	78468R556
XME	SPDR SER TR	1,270,796	$63,298	16.3%	$26.64	—	S&P METALS MNG	78464A755
ABNB	AIRBNB INC	155,152	$13,265	3.4%	$176.10	-42.6%	COM CL A	009066101
XBI	SPDR SER TR	118,968	$9,874	2.5%	$79.32	—	S&P BIOTECH	78464A870
KSA	ISHARES TR	117,252	$4,423	1.1%	$26.44	—	MSCI SAUDI ARBIA	46434V423
RBLX	ROBLOX CORP	139,340	$3,966	1.0%	$35.16	-0.1%	CL A	771049103
PLD	PROLOGIS INC.	18,997	$2,142	0.6%	$115.89	-13.5%	COM	74340W103
AMT	AMERICAN TOWER CORP NEW	5,924	$1,255	0.3%	$220.46	-15.3%	COM	03027X100
SBAC	SBA COMMUNICATIONS CORP NEW	4,257	$1,193	0.3%	$282.08	-6.6%	CL A	78410G104
DLR	DIGITAL RLTY TR INC	11,651	$1,168	0.3%	$106.51	-14.3%	COM	253868103
SPG	SIMON PPTY GROUP INC NEW	9,723	$1,142	0.3%	$108.22	-13.6%	COM	828806109
CCI	CROWN CASTLE INC	8,279	$1,123	0.3%	$150.84	-24.6%	COM	22822V101
PSA	PUBLIC STORAGE	3,296	$924	0.2%	$285.72	-10.2%	COM	74460D109
SUI	SUN CMNTYS INC	6,211	$888	0.2%	$195.71	—	COM	866674104
VICI	VICI PPTYS INC	26,069	$845	0.2%	$23.53	+14.6%	COM	925652109
CUBE	CUBESMART	18,943	$762	0.2%	$40.25	—	COM	229663109
EQR	EQUITY RESIDENTIAL	12,836	$757	0.2%	$73.36	-25.4%	SH BEN INT	29476L107
WELL	WELLTOWER INC	11,252	$738	0.2%	$78.80	-24.4%	COM	95040Q104
O	REALTY INCOME CORP	11,392	$723	0.2%	$57.30	-8.9%	COM	756109104
UDR	UDR INC	15,268	$591	0.2%	$47.34	-26.6%	COM	902653104
EQIX	EQUINIX INC	839	$550	0.1%	$578.99	0.0%	COM	29444U700
INVH	INVITATION HOMES INC	18,337	$544	0.1%	$35.55	-20.4%	COM	46187W107
AVB	AVALONBAY CMNTYS INC	2,966	$479	0.1%	$188.24	-19.4%	COM	053484101
SSSS	SURO CAPITAL CORP	113,472	$431	0.1%	$7.45	-46.9%	COM NEW	86887Q109
MAA	MID-AMER APT CMNTYS INC	2,538	$398	0.1%	$161.13	-14.5%	COM	59522J103
VTR	VENTAS INC	7,620	$343	0.1%	$48.89	-22.8%	COM	92276F100
REXR	REXFORD INDL RLTY INC	5,476	$299	0.1%	$57.16	—	COM	76169C100
AMH	AMERICAN HOMES 4 RENT	9,631	$290	0.1%	$35.44	—	CL A	02665T306
BXP	BOSTON PROPERTIES INC	3,965	$268	0.1%	$85.22	-31.0%	COM	101121101
DOC	HEALTHPEAK PROPERTIES INC	10,604	$266	0.1%	$23.42	-14.1%	COM	42250P103
HST	HOST HOTELS & RESORTS INC	16,053	$258	0.1%	$14.48	+1.1%	COM	44107P104
—	LIFE STORAGE INC	2,455	$242	0.1%	$110.76	—	COM	53223X107
REG	REGENCY CTRS CORP	3,261	$204	0.1%	$53.85	0.0%	COM	758849103
SBRA	SABRA HEALTH CARE REIT INC	15,621	$194	0.1%	$12.43	—	COM	78573L106
MAC	MACERICH CO	11,075	$125	0.0%	$7.94	—	COM	554382101