Vanderbilt University Quant / Systematic

Location: Nashville, TN

CIK: 0001825985 · Show all filings

Period: Q2 2023 (← Previous) (Next →)

Filing Date: Jul 31, 2023

Total Value: $391M (100.0% shares, 0.0% debt)

Holdings (47)

VNQ VANGUARD INDEX FDS 51.3%

Value $200M Shares 2,397,646 Est. Cost $87.42 Unrealized —

XOP SPDR SER TR 19.3%

Value $75.23M Shares 583,916 Est. Cost $50.11 Unrealized —

XME SPDR SER TR 16.6%

Value $65.01M Shares 1,279,256 Est. Cost $26.64 Unrealized —

XBI SPDR SER TR 2.5%

Value $9.898M Shares 118,968 Est. Cost $79.32 Unrealized —

RBLX ROBLOX CORP 2.0%

Value $7.773M Shares 192,876 Est. Cost $36.01 Unrealized +11.5%

KSA ISHARES TR 1.3%

Value $4.903M Shares 118,622 Est. Cost $26.61 Unrealized —

W WAYFAIR INC 0.9%

Value $3.582M Shares 55,100 Est. Cost $44.28 Unrealized -4.9%

PLD PROLOGIS INC. 0.6%

Value $2.302M Shares 18,768 Est. Cost $115.89 Unrealized -2.6%

AMT AMERICAN TOWER CORP NEW 0.5%

Value $1.77M Shares 9,127 Est. Cost $204.93 Unrealized -13.1%

SBAC SBA COMMUNICATIONS CORP NEW 0.4%

Value $1.486M Shares 6,410 Est. Cost $266.01 Unrealized -14.4%

SPG SIMON PPTY GROUP INC NEW 0.3%

Value $1.335M Shares 11,562 Est. Cost $106.32 Unrealized -11.2%

PSA PUBLIC STORAGE 0.3%

Value $1.189M Shares 4,072 Est. Cost $279.56 Unrealized -6.7%

— REDFIN CORP 0.3%

Value $1.089M Shares 87,656 Est. Cost $9.06 Unrealized —

DLR DIGITAL RLTY TR INC 0.3%

Value $1.079M Shares 9,479 Est. Cost $106.02 Unrealized -14.6%

O REALTY INCOME CORP 0.2%

Value $845K Shares 14,136 Est. Cost $56.79 Unrealized -7.4%

WELL WELLTOWER INC 0.2%

Value $791K Shares 9,774 Est. Cost $77.37 Unrealized -6.1%

SUI SUN CMNTYS INC 0.2%

Value $767K Shares 5,881 Est. Cost $191.96 Unrealized —

VICI VICI PPTYS INC 0.2%

Value $713K Shares 22,673 Est. Cost $27.60 Unrealized 0.0%

PGNY PROGYNY INC 0.2%

Value $705K Shares 17,915 Est. Cost $36.09 Unrealized 0.0%

AVB AVALONBAY CMNTYS INC 0.2%

Value $695K Shares 3,671 Est. Cost $182.81 Unrealized -11.2%

CVNA CARVANA CO 0.2%

Value $669K Shares 25,802 Est. Cost $8.67 Unrealized +59.9%

INVH INVITATION HOMES INC 0.1%

Value $553K Shares 16,082 Est. Cost $34.17 Unrealized -11.4%

EQIX EQUINIX INC 0.1%

Value $534K Shares 681 Est. Cost $581.22 Unrealized +19.1%

EQR EQUITY RESIDENTIAL 0.1%

Value $492K Shares 7,460 Est. Cost $73.36 Unrealized -23.8%

UDR UDR INC 0.1%

Value $459K Shares 10,693 Est. Cost $47.34 Unrealized -22.0%

SEMR SEMRUSH HLDGS INC 0.1%

Value $458K Shares 47,824 Est. Cost $8.82 Unrealized +0.2%

EXR EXTRA SPACE STORAGE INC 0.1%

Value $455K Shares 3,059 Est. Cost $133.72 Unrealized 0.0%

GLPI GAMING & LEISURE PPTYS INC 0.1%

Value $378K Shares 7,801 Est. Cost $52.06 Unrealized —

ARE ALEXANDRIA REAL ESTATE EQ IN 0.1%

Value $374K Shares 3,298 Est. Cost $103.33 Unrealized 0.0%

SSSS SURO CAPITAL CORP 0.1%

Value $363K Shares 113,472 Est. Cost $7.45 Unrealized -53.5%

VTR VENTAS INC 0.1%

Value $362K Shares 7,666 Est. Cost $41.40 Unrealized 0.0%

REXR REXFORD INDL RLTY INC 0.1%

Value $358K Shares 6,865 Est. Cost $54.84 Unrealized —

MAA MID-AMER APT CMNTYS INC 0.1%

Value $349K Shares 2,295 Est. Cost $153.21 Unrealized -11.6%

DOC HEALTHPEAK PROPERTIES INC 0.1%

Value $318K Shares 15,830 Est. Cost $21.56 Unrealized -18.4%

REG REGENCY CTRS CORP 0.1%

Value $318K Shares 5,146 Est. Cost $54.04 Unrealized -1.4%

AMH AMERICAN HOMES 4 RENT 0.1%

Value $307K Shares 8,655 Est. Cost $34.69 Unrealized —

ESS ESSEX PPTY TR INC 0.1%

Value $290K Shares 1,238 Est. Cost $196.66 Unrealized +0.2%

FR FIRST INDL RLTY TR INC 0.1%

Value $288K Shares 5,476 Est. Cost $53.11 Unrealized —

— LIFE STORAGE INC 0.1%

Value $269K Shares 2,020 Est. Cost $114.52 Unrealized —

FRT FEDERAL RLTY INVT TR NEW 0.1%

Value $267K Shares 2,756 Est. Cost $89.80 Unrealized -7.0%

BRX BRIXMOR PPTY GROUP INC 0.1%

Value $241K Shares 10,937 Est. Cost $22.00 Unrealized —

BXP BOSTON PROPERTIES INC 0.1%

Value $216K Shares 3,756 Est. Cost $84.90 Unrealized -47.5%

PATH UIPATH INC 0.1%

Value $211K Shares 12,758 Est. Cost $15.11 Unrealized +6.1%

SBRA SABRA HEALTH CARE REIT INC 0.0%

Value $162K Shares 13,758 Est. Cost $11.77 Unrealized —

OPEN OPENDOOR TECHNOLOGIES INC 0.0%

Value $155K Shares 38,501 Est. Cost $1.70 Unrealized +31.7%

CDLX CARDLYTICS INC 0.0%

Value $124K Shares 19,592 Est. Cost $5.22 Unrealized +16.0%

MPT MEDICAL PPTYS TRUST INC 0.0%

Value $108K Shares 11,664 Est. Cost $9.26 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
VNQ	VANGUARD INDEX FDS	2,397,646	$200M	51.3%	$87.42	—	REAL ESTATE ETF	922908553
XOP	SPDR SER TR	583,916	$75.23M	19.3%	$50.11	—	S&P OILGAS EXP	78468R556
XME	SPDR SER TR	1,279,256	$65.01M	16.6%	$26.64	—	S&P METALS MNG	78464A755
XBI	SPDR SER TR	118,968	$9.898M	2.5%	$79.32	—	S&P BIOTECH	78464A870
RBLX	ROBLOX CORP	192,876	$7.773M	2.0%	$36.01	+11.5%	CL A	771049103
KSA	ISHARES TR	118,622	$4.903M	1.3%	$26.61	—	MSCI SAUDI ARBIA	46434V423
W	WAYFAIR INC	55,100	$3.582M	0.9%	$44.28	-4.9%	CL A	94419L101
PLD	PROLOGIS INC.	18,768	$2.302M	0.6%	$115.89	-2.6%	COM	74340W103
AMT	AMERICAN TOWER CORP NEW	9,127	$1.77M	0.5%	$204.93	-13.1%	COM	03027X100
SBAC	SBA COMMUNICATIONS CORP NEW	6,410	$1.486M	0.4%	$266.01	-14.4%	CL A	78410G104
SPG	SIMON PPTY GROUP INC NEW	11,562	$1.335M	0.3%	$106.32	-11.2%	COM	828806109
PSA	PUBLIC STORAGE	4,072	$1.189M	0.3%	$279.56	-6.7%	COM	74460D109
—	REDFIN CORP	87,656	$1.089M	0.3%	$9.06	—	COM	75737F108
DLR	DIGITAL RLTY TR INC	9,479	$1.079M	0.3%	$106.02	-14.6%	COM	253868103
O	REALTY INCOME CORP	14,136	$845K	0.2%	$56.79	-7.4%	COM	756109104
WELL	WELLTOWER INC	9,774	$791K	0.2%	$77.37	-6.1%	COM	95040Q104
SUI	SUN CMNTYS INC	5,881	$767K	0.2%	$191.96	—	COM	866674104
VICI	VICI PPTYS INC	22,673	$713K	0.2%	$27.60	0.0%	COM	925652109
PGNY	PROGYNY INC	17,915	$705K	0.2%	$36.09	0.0%	COM	74340E103
AVB	AVALONBAY CMNTYS INC	3,671	$695K	0.2%	$182.81	-11.2%	COM	053484101
CVNA	CARVANA CO	25,802	$669K	0.2%	$8.67	+59.9%	CL A	146869102
INVH	INVITATION HOMES INC	16,082	$553K	0.1%	$34.17	-11.4%	COM	46187W107
EQIX	EQUINIX INC	681	$534K	0.1%	$581.22	+19.1%	COM	29444U700
EQR	EQUITY RESIDENTIAL	7,460	$492K	0.1%	$73.36	-23.8%	SH BEN INT	29476L107
UDR	UDR INC	10,693	$459K	0.1%	$47.34	-22.0%	COM	902653104
SEMR	SEMRUSH HLDGS INC	47,824	$458K	0.1%	$8.82	+0.2%	CL A COM	81686C104
EXR	EXTRA SPACE STORAGE INC	3,059	$455K	0.1%	$133.72	0.0%	COM	30225T102
GLPI	GAMING & LEISURE PPTYS INC	7,801	$378K	0.1%	$52.06	—	COM	36467J108
ARE	ALEXANDRIA REAL ESTATE EQ IN	3,298	$374K	0.1%	$103.33	0.0%	COM	015271109
SSSS	SURO CAPITAL CORP	113,472	$363K	0.1%	$7.45	-53.5%	COM NEW	86887Q109
VTR	VENTAS INC	7,666	$362K	0.1%	$41.40	0.0%	COM	92276F100
REXR	REXFORD INDL RLTY INC	6,865	$358K	0.1%	$54.84	—	COM	76169C100
MAA	MID-AMER APT CMNTYS INC	2,295	$349K	0.1%	$153.21	-11.6%	COM	59522J103
DOC	HEALTHPEAK PROPERTIES INC	15,830	$318K	0.1%	$21.56	-18.4%	COM	42250P103
REG	REGENCY CTRS CORP	5,146	$318K	0.1%	$54.04	-1.4%	COM	758849103
AMH	AMERICAN HOMES 4 RENT	8,655	$307K	0.1%	$34.69	—	CL A	02665T306
ESS	ESSEX PPTY TR INC	1,238	$290K	0.1%	$196.66	+0.2%	COM	297178105
FR	FIRST INDL RLTY TR INC	5,476	$288K	0.1%	$53.11	—	COM	32054K103
—	LIFE STORAGE INC	2,020	$269K	0.1%	$114.52	—	COM	53223X107
FRT	FEDERAL RLTY INVT TR NEW	2,756	$267K	0.1%	$89.80	-7.0%	SH BEN INT NEW	313745101
BRX	BRIXMOR PPTY GROUP INC	10,937	$241K	0.1%	$22.00	—	COM	11120U105
BXP	BOSTON PROPERTIES INC	3,756	$216K	0.1%	$84.90	-47.5%	COM	101121101
PATH	UIPATH INC	12,758	$211K	0.1%	$15.11	+6.1%	CL A	90364P105
SBRA	SABRA HEALTH CARE REIT INC	13,758	$162K	0.0%	$11.77	—	COM	78573L106
OPEN	OPENDOOR TECHNOLOGIES INC	38,501	$155K	0.0%	$1.70	+31.7%	COM	683712103
CDLX	CARDLYTICS INC	19,592	$124K	0.0%	$5.22	+16.0%	COM	14161W105
MPT	MEDICAL PPTYS TRUST INC	11,664	$108K	0.0%	$9.26	—	COM	58463J304