Vanderbilt University Quant / Systematic

CIK: 0001825985 · Show all filings

Period: Q2 2023 (← Previous) (Next →)

Filing Date: Jul 31, 2023

Total Value ($000): $390,583 (100.0% shares, 0.0% debt)

Holdings (47)

VNQ VANGUARD INDEX FDS 51.3%

Value ($000) $200,347 Shares 2,397,646 Est. Cost $87.42 Unrealized —

XOP SPDR SER TR 19.3%

Value ($000) $75,226 Shares 583,916 Est. Cost $50.11 Unrealized —

XME SPDR SER TR 16.6%

Value ($000) $65,012 Shares 1,279,256 Est. Cost $26.64 Unrealized —

XBI SPDR SER TR 2.5%

Value ($000) $9,898 Shares 118,968 Est. Cost $79.32 Unrealized —

RBLX ROBLOX CORP 2.0%

Value ($000) $7,773 Shares 192,876 Est. Cost $36.01 Unrealized +11.5%

KSA ISHARES TR 1.3%

Value ($000) $4,903 Shares 118,622 Est. Cost $26.61 Unrealized —

W WAYFAIR INC 0.9%

Value ($000) $3,582 Shares 55,100 Est. Cost $44.28 Unrealized -4.9%

PLD PROLOGIS INC. 0.6%

Value ($000) $2,302 Shares 18,768 Est. Cost $115.89 Unrealized -2.6%

AMT AMERICAN TOWER CORP NEW 0.5%

Value ($000) $1,770 Shares 9,127 Est. Cost $204.93 Unrealized -13.1%

SBAC SBA COMMUNICATIONS CORP NEW 0.4%

Value ($000) $1,486 Shares 6,410 Est. Cost $266.01 Unrealized -14.4%

SPG SIMON PPTY GROUP INC NEW 0.3%

Value ($000) $1,335 Shares 11,562 Est. Cost $106.32 Unrealized -11.2%

PSA PUBLIC STORAGE 0.3%

Value ($000) $1,189 Shares 4,072 Est. Cost $279.56 Unrealized -6.7%

— REDFIN CORP 0.3%

Value ($000) $1,089 Shares 87,656 Est. Cost $9.06 Unrealized —

DLR DIGITAL RLTY TR INC 0.3%

Value ($000) $1,079 Shares 9,479 Est. Cost $106.02 Unrealized -14.6%

O REALTY INCOME CORP 0.2%

Value ($000) $845 Shares 14,136 Est. Cost $56.79 Unrealized -7.4%

WELL WELLTOWER INC 0.2%

Value ($000) $791 Shares 9,774 Est. Cost $77.37 Unrealized -6.1%

SUI SUN CMNTYS INC 0.2%

Value ($000) $767 Shares 5,881 Est. Cost $191.96 Unrealized —

VICI VICI PPTYS INC 0.2%

Value ($000) $713 Shares 22,673 Est. Cost $27.60 Unrealized 0.0%

PGNY PROGYNY INC 0.2%

Value ($000) $705 Shares 17,915 Est. Cost $36.09 Unrealized 0.0%

AVB AVALONBAY CMNTYS INC 0.2%

Value ($000) $695 Shares 3,671 Est. Cost $182.81 Unrealized -11.2%

CVNA CARVANA CO 0.2%

Value ($000) $669 Shares 25,802 Est. Cost $8.67 Unrealized +59.9%

INVH INVITATION HOMES INC 0.1%

Value ($000) $553 Shares 16,082 Est. Cost $34.17 Unrealized -11.4%

EQIX EQUINIX INC 0.1%

Value ($000) $534 Shares 681 Est. Cost $581.22 Unrealized +19.1%

EQR EQUITY RESIDENTIAL 0.1%

Value ($000) $492 Shares 7,460 Est. Cost $73.36 Unrealized -23.8%

UDR UDR INC 0.1%

Value ($000) $459 Shares 10,693 Est. Cost $47.34 Unrealized -22.0%

SEMR SEMRUSH HLDGS INC 0.1%

Value ($000) $458 Shares 47,824 Est. Cost $8.82 Unrealized +0.2%

EXR EXTRA SPACE STORAGE INC 0.1%

Value ($000) $455 Shares 3,059 Est. Cost $133.72 Unrealized 0.0%

GLPI GAMING & LEISURE PPTYS INC 0.1%

Value ($000) $378 Shares 7,801 Est. Cost $52.06 Unrealized —

ARE ALEXANDRIA REAL ESTATE EQ IN 0.1%

Value ($000) $374 Shares 3,298 Est. Cost $103.33 Unrealized 0.0%

SSSS SURO CAPITAL CORP 0.1%

Value ($000) $363 Shares 113,472 Est. Cost $7.45 Unrealized -53.5%

VTR VENTAS INC 0.1%

Value ($000) $362 Shares 7,666 Est. Cost $41.40 Unrealized 0.0%

REXR REXFORD INDL RLTY INC 0.1%

Value ($000) $358 Shares 6,865 Est. Cost $54.84 Unrealized —

MAA MID-AMER APT CMNTYS INC 0.1%

Value ($000) $349 Shares 2,295 Est. Cost $153.21 Unrealized -11.6%

DOC HEALTHPEAK PROPERTIES INC 0.1%

Value ($000) $318 Shares 15,830 Est. Cost $21.56 Unrealized -18.4%

REG REGENCY CTRS CORP 0.1%

Value ($000) $318 Shares 5,146 Est. Cost $54.04 Unrealized -1.4%

AMH AMERICAN HOMES 4 RENT 0.1%

Value ($000) $307 Shares 8,655 Est. Cost $34.69 Unrealized —

ESS ESSEX PPTY TR INC 0.1%

Value ($000) $290 Shares 1,238 Est. Cost $196.66 Unrealized +0.2%

FR FIRST INDL RLTY TR INC 0.1%

Value ($000) $288 Shares 5,476 Est. Cost $53.11 Unrealized —

— LIFE STORAGE INC 0.1%

Value ($000) $269 Shares 2,020 Est. Cost $114.52 Unrealized —

FRT FEDERAL RLTY INVT TR NEW 0.1%

Value ($000) $267 Shares 2,756 Est. Cost $89.80 Unrealized -7.0%

BRX BRIXMOR PPTY GROUP INC 0.1%

Value ($000) $241 Shares 10,937 Est. Cost $22.00 Unrealized —

BXP BOSTON PROPERTIES INC 0.1%

Value ($000) $216 Shares 3,756 Est. Cost $84.90 Unrealized -47.5%

PATH UIPATH INC 0.1%

Value ($000) $211 Shares 12,758 Est. Cost $15.11 Unrealized +6.1%

SBRA SABRA HEALTH CARE REIT INC 0.0%

Value ($000) $162 Shares 13,758 Est. Cost $11.77 Unrealized —

OPEN OPENDOOR TECHNOLOGIES INC 0.0%

Value ($000) $155 Shares 38,501 Est. Cost $1.70 Unrealized +31.7%

CDLX CARDLYTICS INC 0.0%

Value ($000) $124 Shares 19,592 Est. Cost $5.22 Unrealized +16.0%

MPT MEDICAL PPTYS TRUST INC 0.0%

Value ($000) $108 Shares 11,664 Est. Cost $9.26 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
VNQ	VANGUARD INDEX FDS	2,397,646	$200,347	51.3%	$87.42	—	REAL ESTATE ETF	922908553
XOP	SPDR SER TR	583,916	$75,226	19.3%	$50.11	—	S&P OILGAS EXP	78468R556
XME	SPDR SER TR	1,279,256	$65,012	16.6%	$26.64	—	S&P METALS MNG	78464A755
XBI	SPDR SER TR	118,968	$9,898	2.5%	$79.32	—	S&P BIOTECH	78464A870
RBLX	ROBLOX CORP	192,876	$7,773	2.0%	$36.01	+11.5%	CL A	771049103
KSA	ISHARES TR	118,622	$4,903	1.3%	$26.61	—	MSCI SAUDI ARBIA	46434V423
W	WAYFAIR INC	55,100	$3,582	0.9%	$44.28	-4.9%	CL A	94419L101
PLD	PROLOGIS INC.	18,768	$2,302	0.6%	$115.89	-2.6%	COM	74340W103
AMT	AMERICAN TOWER CORP NEW	9,127	$1,770	0.5%	$204.93	-13.1%	COM	03027X100
SBAC	SBA COMMUNICATIONS CORP NEW	6,410	$1,486	0.4%	$266.01	-14.4%	CL A	78410G104
SPG	SIMON PPTY GROUP INC NEW	11,562	$1,335	0.3%	$106.32	-11.2%	COM	828806109
PSA	PUBLIC STORAGE	4,072	$1,189	0.3%	$279.56	-6.7%	COM	74460D109
—	REDFIN CORP	87,656	$1,089	0.3%	$9.06	—	COM	75737F108
DLR	DIGITAL RLTY TR INC	9,479	$1,079	0.3%	$106.02	-14.6%	COM	253868103
O	REALTY INCOME CORP	14,136	$845	0.2%	$56.79	-7.4%	COM	756109104
WELL	WELLTOWER INC	9,774	$791	0.2%	$77.37	-6.1%	COM	95040Q104
SUI	SUN CMNTYS INC	5,881	$767	0.2%	$191.96	—	COM	866674104
VICI	VICI PPTYS INC	22,673	$713	0.2%	$27.60	0.0%	COM	925652109
PGNY	PROGYNY INC	17,915	$705	0.2%	$36.09	0.0%	COM	74340E103
AVB	AVALONBAY CMNTYS INC	3,671	$695	0.2%	$182.81	-11.2%	COM	053484101
CVNA	CARVANA CO	25,802	$669	0.2%	$8.67	+59.9%	CL A	146869102
INVH	INVITATION HOMES INC	16,082	$553	0.1%	$34.17	-11.4%	COM	46187W107
EQIX	EQUINIX INC	681	$534	0.1%	$581.22	+19.1%	COM	29444U700
EQR	EQUITY RESIDENTIAL	7,460	$492	0.1%	$73.36	-23.8%	SH BEN INT	29476L107
UDR	UDR INC	10,693	$459	0.1%	$47.34	-22.0%	COM	902653104
SEMR	SEMRUSH HLDGS INC	47,824	$458	0.1%	$8.82	+0.2%	CL A COM	81686C104
EXR	EXTRA SPACE STORAGE INC	3,059	$455	0.1%	$133.72	0.0%	COM	30225T102
GLPI	GAMING & LEISURE PPTYS INC	7,801	$378	0.1%	$52.06	—	COM	36467J108
ARE	ALEXANDRIA REAL ESTATE EQ IN	3,298	$374	0.1%	$103.33	0.0%	COM	015271109
SSSS	SURO CAPITAL CORP	113,472	$363	0.1%	$7.45	-53.5%	COM NEW	86887Q109
VTR	VENTAS INC	7,666	$362	0.1%	$41.40	0.0%	COM	92276F100
REXR	REXFORD INDL RLTY INC	6,865	$358	0.1%	$54.84	—	COM	76169C100
MAA	MID-AMER APT CMNTYS INC	2,295	$349	0.1%	$153.21	-11.6%	COM	59522J103
DOC	HEALTHPEAK PROPERTIES INC	15,830	$318	0.1%	$21.56	-18.4%	COM	42250P103
REG	REGENCY CTRS CORP	5,146	$318	0.1%	$54.04	-1.4%	COM	758849103
AMH	AMERICAN HOMES 4 RENT	8,655	$307	0.1%	$34.69	—	CL A	02665T306
ESS	ESSEX PPTY TR INC	1,238	$290	0.1%	$196.66	+0.2%	COM	297178105
FR	FIRST INDL RLTY TR INC	5,476	$288	0.1%	$53.11	—	COM	32054K103
—	LIFE STORAGE INC	2,020	$269	0.1%	$114.52	—	COM	53223X107
FRT	FEDERAL RLTY INVT TR NEW	2,756	$267	0.1%	$89.80	-7.0%	SH BEN INT NEW	313745101
BRX	BRIXMOR PPTY GROUP INC	10,937	$241	0.1%	$22.00	—	COM	11120U105
BXP	BOSTON PROPERTIES INC	3,756	$216	0.1%	$84.90	-47.5%	COM	101121101
PATH	UIPATH INC	12,758	$211	0.1%	$15.11	+6.1%	CL A	90364P105
SBRA	SABRA HEALTH CARE REIT INC	13,758	$162	0.0%	$11.77	—	COM	78573L106
OPEN	OPENDOOR TECHNOLOGIES INC	38,501	$155	0.0%	$1.70	+31.7%	COM	683712103
CDLX	CARDLYTICS INC	19,592	$124	0.0%	$5.22	+16.0%	COM	14161W105
MPT	MEDICAL PPTYS TRUST INC	11,664	$108	0.0%	$9.26	—	COM	58463J304