Vanderbilt University Quant / Systematic

Location: Nashville, TN

CIK: 0001825985 · Show all filings

Period: Q4 2022 (← Previous) (Next →)

Filing Date: May 19, 2023

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

Holdings (36)

VNQ VANGUARD INDEX FDS 50.5%

Value $196M Shares 2,374,356 Share Price $82.48 Est. Cost/Share $87.21 Unrealized @ Report Date -5.4%

XOP SPDR SER TR 20.2%

Value $78.2M Shares 575,531 Share Price $135.88 Est. Cost/Share $63.86 Unrealized @ Report Date +112.8%

XME SPDR SER TR 16.3%

Value $63.3M Shares 1,270,796 Share Price $49.81 Est. Cost/Share $26.93 Unrealized @ Report Date +85.0%

ABNB AIRBNB INC 3.4%

Value $13.27M Shares 155,152 Share Price $85.50 Est. Cost/Share $176.10 Unrealized @ Report Date -51.4%

XBI SPDR SER TR 2.5%

Value $9.874M Shares 118,968 Share Price $83.00 Est. Cost/Share $84.31 Unrealized @ Report Date -1.5%

KSA ISHARES TR 1.1%

Value $4.423M Shares 117,252 Share Price $37.72 Est. Cost/Share $25.84 Unrealized @ Report Date +46.0%

RBLX ROBLOX CORP 1.0%

Value $3.966M Shares 139,340 Share Price $28.46 Est. Cost/Share $35.16 Unrealized @ Report Date -19.1%

PLD PROLOGIS INC. 0.6%

Value $2.142M Shares 18,997 Share Price $112.73 * Est. Cost/Share $115.89 Unrealized @ Report Date -11.5%

AMT AMERICAN TOWER CORP NEW 0.3%

Value $1.255M Shares 5,924 Share Price $211.86 * Est. Cost/Share $220.46 Unrealized @ Report Date -13.2%

SBAC SBA COMMUNICATIONS CORP NEW 0.3%

Value $1.193M Shares 4,257 Share Price $280.31 * Est. Cost/Share $282.08 Unrealized @ Report Date -5.8%

DLR DIGITAL RLTY TR INC 0.3%

Value $1.168M Shares 11,651 Share Price $100.27 * Est. Cost/Share $106.51 Unrealized @ Report Date -15.1%

SPG SIMON PPTY GROUP INC NEW 0.3%

Value $1.142M Shares 9,723 Share Price $117.48 * Est. Cost/Share $108.22 Unrealized @ Report Date -7.7%

CCI CROWN CASTLE INC 0.3%

Value $1.123M Shares 8,279 Share Price $135.64 * Est. Cost/Share $150.84 Unrealized @ Report Date -23.7%

PSA PUBLIC STORAGE 0.2%

Value $924K Shares 3,296 Share Price $280.19 * Est. Cost/Share $285.72 Unrealized @ Report Date -13.3%

SUI SUN CMNTYS INC 0.2%

Value $888K Shares 6,211 Share Price $143.00 Est. Cost/Share $195.71 Unrealized @ Report Date —

VICI VICI PPTYS INC 0.2%

Value $845K Shares 26,069 Share Price $32.40 * Est. Cost/Share $23.53 Unrealized @ Report Date +16.8%

CUBE CUBESMART 0.2%

Value $762K Shares 18,943 Share Price $40.25 Est. Cost/Share $40.25 Unrealized @ Report Date —

EQR EQUITY RESIDENTIAL 0.2%

Value $757K Shares 12,836 Share Price $59.00 * Est. Cost/Share $73.36 Unrealized @ Report Date -29.0%

WELL WELLTOWER INC 0.2%

Value $738K Shares 11,252 Share Price $65.55 * Est. Cost/Share $78.80 Unrealized @ Report Date -22.5%

O REALTY INCOME CORP 0.2%

Value $723K Shares 11,392 Share Price $63.43 * Est. Cost/Share $57.30 Unrealized @ Report Date -6.2%

UDR UDR INC 0.2%

Value $591K Shares 15,268 Share Price $38.73 * Est. Cost/Share $47.34 Unrealized @ Report Date -28.0%

EQIX EQUINIX INC 0.1%

Value $550K Shares 839 Share Price $655.03 * Est. Cost/Share $578.99 Unrealized @ Report Date +6.3%

INVH INVITATION HOMES INC 0.1%

Value $544K Shares 18,337 Share Price $29.64 * Est. Cost/Share $35.55 Unrealized @ Report Date -25.4%

AVB AVALONBAY CMNTYS INC 0.1%

Value $479K Shares 2,966 Share Price $161.52 * Est. Cost/Share $188.24 Unrealized @ Report Date -22.8%

SSSS SURO CAPITAL CORP 0.1%

Value $431K Shares 113,472 Share Price $3.80 Est. Cost/Share $7.45 Unrealized @ Report Date -49.0%

MAA MID-AMER APT CMNTYS INC 0.1%

Value $398K Shares 2,538 Share Price $156.99 * Est. Cost/Share $161.13 Unrealized @ Report Date -13.7%

VTR VENTAS INC 0.1%

Value $343K Shares 7,620 Share Price $45.05 * Est. Cost/Share $48.89 Unrealized @ Report Date -16.7%

REXR REXFORD INDL RLTY INC 0.1%

Value $299K Shares 5,476 Share Price $54.64 Est. Cost/Share $57.16 Unrealized @ Report Date —

AMH AMERICAN HOMES 4 RENT 0.1%

Value $290K Shares 9,631 Share Price $30.14 Est. Cost/Share $35.44 Unrealized @ Report Date —

BXP BOSTON PROPERTIES INC 0.1%

Value $268K Shares 3,965 Share Price $67.58 * Est. Cost/Share $85.22 Unrealized @ Report Date -33.3%

DOC HEALTHPEAK PROPERTIES INC 0.1%

Value $266K Shares 10,604 Share Price $25.07 * Est. Cost/Share $23.42 Unrealized @ Report Date -11.0%

HST HOST HOTELS & RESORTS INC 0.1%

Value $258K Shares 16,053 Share Price $16.05 * Est. Cost/Share $14.48 Unrealized @ Report Date -5.3%

— LIFE STORAGE INC 0.1%

Value $242K Shares 2,455 Share Price $98.50 Est. Cost/Share $110.76 Unrealized @ Report Date —

REG REGENCY CTRS CORP 0.1%

Value $204K Shares 3,261 Share Price $62.50 * Est. Cost/Share $53.85 Unrealized @ Report Date +2.6%

SBRA SABRA HEALTH CARE REIT INC 0.1%

Value $194K Shares 15,621 Share Price $12.43 Est. Cost/Share $12.43 Unrealized @ Report Date —

MAC MACERICH CO 0.0%

Value $125K Shares 11,075 Share Price $11.26 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	2,374,356	$196M	50.5%	$82.48	$87.21	-5.4%	REAL ESTATE ETF	922908553
XOP	SPDR SER TR	575,531	$78.2M	20.2%	$135.88	$63.86	+112.8%	S&P OILGAS EXP	78468R556
XME	SPDR SER TR	1,270,796	$63.3M	16.3%	$49.81	$26.93	+85.0%	S&P METALS MNG	78464A755
ABNB	AIRBNB INC	155,152	$13.27M	3.4%	$85.50	$176.10	-51.4%	COM CL A	009066101
XBI	SPDR SER TR	118,968	$9.874M	2.5%	$83.00	$84.31	-1.5%	S&P BIOTECH	78464A870
KSA	ISHARES TR	117,252	$4.423M	1.1%	$37.72	$25.84	+46.0%	MSCI SAUDI ARBIA	46434V423
RBLX	ROBLOX CORP	139,340	$3.966M	1.0%	$28.46	$35.16	-19.1%	CL A	771049103
PLD	PROLOGIS INC.	18,997	$2.142M	0.6%	$112.73 *	$115.89	-11.5%	COM	74340W103
AMT	AMERICAN TOWER CORP NEW	5,924	$1.255M	0.3%	$211.86 *	$220.46	-13.2%	COM	03027X100
SBAC	SBA COMMUNICATIONS CORP NEW	4,257	$1.193M	0.3%	$280.31 *	$282.08	-5.8%	CL A	78410G104
DLR	DIGITAL RLTY TR INC	11,651	$1.168M	0.3%	$100.27 *	$106.51	-15.1%	COM	253868103
SPG	SIMON PPTY GROUP INC NEW	9,723	$1.142M	0.3%	$117.48 *	$108.22	-7.7%	COM	828806109
CCI	CROWN CASTLE INC	8,279	$1.123M	0.3%	$135.64 *	$150.84	-23.7%	COM	22822V101
PSA	PUBLIC STORAGE	3,296	$924K	0.2%	$280.19 *	$285.72	-13.3%	COM	74460D109
SUI	SUN CMNTYS INC	6,211	$888K	0.2%	$143.00	$195.71	—	COM	866674104
VICI	VICI PPTYS INC	26,069	$845K	0.2%	$32.40 *	$23.53	+16.8%	COM	925652109
CUBE	CUBESMART	18,943	$762K	0.2%	$40.25	$40.25	—	COM	229663109
EQR	EQUITY RESIDENTIAL	12,836	$757K	0.2%	$59.00 *	$73.36	-29.0%	SH BEN INT	29476L107
WELL	WELLTOWER INC	11,252	$738K	0.2%	$65.55 *	$78.80	-22.5%	COM	95040Q104
O	REALTY INCOME CORP	11,392	$723K	0.2%	$63.43 *	$57.30	-6.2%	COM	756109104
UDR	UDR INC	15,268	$591K	0.2%	$38.73 *	$47.34	-28.0%	COM	902653104
EQIX	EQUINIX INC	839	$550K	0.1%	$655.03 *	$578.99	+6.3%	COM	29444U700
INVH	INVITATION HOMES INC	18,337	$544K	0.1%	$29.64 *	$35.55	-25.4%	COM	46187W107
AVB	AVALONBAY CMNTYS INC	2,966	$479K	0.1%	$161.52 *	$188.24	-22.8%	COM	053484101
SSSS	SURO CAPITAL CORP	113,472	$431K	0.1%	$3.80	$7.45	-49.0%	COM NEW	86887Q109
MAA	MID-AMER APT CMNTYS INC	2,538	$398K	0.1%	$156.99 *	$161.13	-13.7%	COM	59522J103
VTR	VENTAS INC	7,620	$343K	0.1%	$45.05 *	$48.89	-16.7%	COM	92276F100
REXR	REXFORD INDL RLTY INC	5,476	$299K	0.1%	$54.64	$57.16	—	COM	76169C100
AMH	AMERICAN HOMES 4 RENT	9,631	$290K	0.1%	$30.14	$35.44	—	CL A	02665T306
BXP	BOSTON PROPERTIES INC	3,965	$268K	0.1%	$67.58 *	$85.22	-33.3%	COM	101121101
DOC	HEALTHPEAK PROPERTIES INC	10,604	$266K	0.1%	$25.07 *	$23.42	-11.0%	COM	42250P103
HST	HOST HOTELS & RESORTS INC	16,053	$258K	0.1%	$16.05 *	$14.48	-5.3%	COM	44107P104
—	LIFE STORAGE INC	2,455	$242K	0.1%	$98.50	$110.76	—	COM	53223X107
REG	REGENCY CTRS CORP	3,261	$204K	0.1%	$62.50 *	$53.85	+2.6%	COM	758849103
SBRA	SABRA HEALTH CARE REIT INC	15,621	$194K	0.1%	$12.43	$12.43	—	COM	78573L106
MAC	MACERICH CO	11,075	$125K	0.0%	$11.26	$7.94	—	COM	554382101