NKCFO LLC Quant / Systematic

CIK: 0001757282 · Show all filings

Period: Q3 2019 (← Previous) (Next →)

Filing Date: Oct 31, 2019

Total Value ($000): $135,678 (100.0% shares, 0.0% debt)

Holdings (94)

ACN ACCENTURE PLC IRELAND 9.1%
Value ($000) $12,358 Shares 64,250 Est. Cost $142.86 Unrealized +23.6%
DIS DISNEY WALT CO 8.3%
Value ($000) $11,263 Shares 86,424 Est. Cost $108.91 Unrealized +23.3%
META FACEBOOK INC 7.5%
Value ($000) $10,204 Shares 57,300 Est. Cost $143.86 Unrealized +31.2%
VTIP VANGUARD MALVERN FDS 7.4%
Value ($000) $10,006 Shares 204,000 Est. Cost $47.92 Unrealized
GOOGL ALPHABET INC 5.3%
Value ($000) $7,254 Shares 5,940 Est. Cost $53.64 Unrealized +9.6%
MSFT MICROSOFT CORP 5.0%
Value ($000) $6,847 Shares 49,250 Est. Cost $101.56 Unrealized +27.9%
EBAY EBAY INC 5.0%
Value ($000) $6,845 Shares 175,600 Est. Cost $32.27 Unrealized +11.6%
UNITED TECHNOLOGIES CORP 3.9%
Value ($000) $5,236 Shares 38,350 Est. Cost $106.80 Unrealized
TJX TJX COS INC NEW 3.6%
Value ($000) $4,855 Shares 87,100 Est. Cost $45.47 Unrealized +10.2%
SLV ISHARES SILVER TRUST 3.6%
Value ($000) $4,817 Shares 302,600 Est. Cost $15.23 Unrealized
VZ VERIZON COMMUNICATIONS INC 3.0%
Value ($000) $4,138 Shares 68,550 Est. Cost $38.73 Unrealized +4.4%
KO COCA COLA CO 3.0%
Value ($000) $4,018 Shares 73,800 Est. Cost $38.39 Unrealized +14.5%
DAL DELTA AIR LINES INC DEL 2.7%
Value ($000) $3,704 Shares 64,300 Est. Cost $54.60 Unrealized +3.9%
CALY CALLAWAY GOLF CO 2.5%
Value ($000) $3,368 Shares 173,500 Est. Cost $18.13 Unrealized 0.0%
BLMN BLOOMIN BRANDS INC 2.4%
Value ($000) $3,256 Shares 172,000 Est. Cost $14.78 Unrealized 0.0%
ALC ALCON INC 2.4%
Value ($000) $3,247 Shares 55,700 Est. Cost $57.87 Unrealized +2.2%
TGT TARGET CORP 2.4%
Value ($000) $3,226 Shares 30,175 Est. Cost $60.69 Unrealized +32.4%
BP BP PLC 2.3%
Value ($000) $3,115 Shares 82,000 Est. Cost $37.92 Unrealized
NOC NORTHROP GRUMMAN CORP 2.2%
Value ($000) $2,933 Shares 7,825 Est. Cost $267.26 Unrealized +19.2%
EA ELECTRONIC ARTS INC 1.8%
Value ($000) $2,502 Shares 25,575 Est. Cost $91.34 Unrealized 0.0%
RCL ROYAL CARIBBEAN CRUISES LTD 1.6%
Value ($000) $2,153 Shares 19,875 Est. Cost $108.13 Unrealized -2.1%
GLD SPDR GOLD TRUST 1.1%
Value ($000) $1,486 Shares 10,700 Est. Cost $135.58 Unrealized
ISHARES GOLD TRUST 0.9%
Value ($000) $1,177 Shares 83,500 Est. Cost $12.29 Unrealized
SCHC SCHWAB STRATEGIC TR 0.8%
Value ($000) $1,113 Shares 35,000 Est. Cost $29.10 Unrealized
IEF ISHARES TR 0.7%
Value ($000) $1,001 Shares 8,900 Est. Cost $112.47 Unrealized
GOOG ALPHABET INC 0.7%
Value ($000) $975 Shares 800 Est. Cost $53.13 Unrealized +10.5%
VNQ VANGUARD INDEX FDS 0.6%
Value ($000) $751 Shares 8,050 Est. Cost $93.29 Unrealized
SPY SPDR S&P 500 ETF TR 0.4%
Value ($000) $586 Shares 1,975 Est. Cost $296.71 Unrealized
KIRKLAND LAKE GOLD LTD 0.4%
Value ($000) $573 Shares 12,800 Est. Cost $26.09 Unrealized
LQD ISHARES TR 0.3%
Value ($000) $472 Shares 3,700 Est. Cost $127.57 Unrealized
MSI MOTOROLA SOLUTIONS INC 0.3%
Value ($000) $400 Shares 2,350 Est. Cost $112.73 Unrealized +39.9%
NKE NIKE INC 0.3%
Value ($000) $400 Shares 4,257 Est. Cost $68.15 Unrealized +15.6%
ESNT ESSENT GROUP LTD 0.3%
Value ($000) $381 Shares 8,000 Est. Cost $36.84 Unrealized +16.2%
CDW CDW CORP 0.3%
Value ($000) $379 Shares 3,075 Est. Cost $79.75 Unrealized +33.2%
CHE CHEMED CORP NEW 0.3%
Value ($000) $376 Shares 900 Est. Cost $294.86 Unrealized +35.6%
AWI ARMSTRONG WORLD INDS INC NEW 0.3%
Value ($000) $358 Shares 3,700 Est. Cost $65.06 Unrealized +38.8%
ENSG ENSIGN GROUP INC 0.2%
Value ($000) $332 Shares 7,000 Est. Cost $38.15 Unrealized +27.5%
COLM COLUMBIA SPORTSWEAR CO 0.2%
Value ($000) $320 Shares 3,300 Est. Cost $88.38 Unrealized +3.1%
FCN FTI CONSULTING INC 0.2%
Value ($000) $318 Shares 3,000 Est. Cost $102.05 Unrealized 0.0%
FE FIRSTENERGY CORP 0.2%
Value ($000) $316 Shares 6,550 Est. Cost $28.34 Unrealized +22.9%
CSW CSW INDUSTRIALS INC 0.2%
Value ($000) $307 Shares 4,450 Est. Cost $60.37 Unrealized +10.8%
SBUX STARBUCKS CORP 0.2%
Value ($000) $301 Shares 3,400 Est. Cost $59.25 Unrealized +36.1%
RDN RADIAN GROUP INC 0.2%
Value ($000) $291 Shares 12,750 Est. Cost $18.91 Unrealized +1.2%
INDEPENDENCE HLDG CO NEW 0.2%
Value ($000) $284 Shares 7,350 Est. Cost $35.17 Unrealized
PEG PUBLIC SVC ENTERPRISE GROUP IN 0.2%
Value ($000) $279 Shares 4,500 Est. Cost $42.29 Unrealized +13.6%
TTEK TETRA TECH INC NEW 0.2%
Value ($000) $260 Shares 3,000 Est. Cost $13.48 Unrealized +21.2%
NVR NVR INC 0.2%
Value ($000) $260 Shares 70 Est. Cost $3207.18 Unrealized +9.8%
BLD TOPBUILD CORP 0.2%
Value ($000) $260 Shares 2,700 Est. Cost $88.33 Unrealized 0.0%
PPC PILGRIMS PRIDE CORP NEW 0.2%
Value ($000) $256 Shares 8,000 Est. Cost $25.89 Unrealized +12.2%
HXL HEXCEL CORP NEW 0.2%
Value ($000) $255 Shares 3,100 Est. Cost $81.69 Unrealized 0.0%
HILL ROM HLDGS INC 0.2%
Value ($000) $255 Shares 2,425 Est. Cost $93.03 Unrealized
HORIZON THERAPEUTICS PUB LTD 0.2%
Value ($000) $253 Shares 9,300 Est. Cost $24.09 Unrealized
AZO AUTOZONE INC 0.2%
Value ($000) $249 Shares 230 Est. Cost $801.55 Unrealized +39.8%
TSCO TRACTOR SUPPLY CO 0.2%
Value ($000) $249 Shares 2,750 Est. Cost $16.07 Unrealized +16.7%
PRSU VIAD CORP 0.2%
Value ($000) $248 Shares 3,700 Est. Cost $66.87 Unrealized 0.0%
RNR RENAISSANCERE HOLDINGS LTD 0.2%
Value ($000) $242 Shares 1,250 Est. Cost $186.12 Unrealized 0.0%
EME EMCOR GROUP INC 0.2%
Value ($000) $241 Shares 2,800 Est. Cost $83.08 Unrealized 0.0%
FTDR FRONTDOOR INC 0.2%
Value ($000) $238 Shares 4,900 Est. Cost $48.28 Unrealized 0.0%
UHS UNIVERSAL HLTH SVCS INC 0.2%
Value ($000) $238 Shares 1,600 Est. Cost $127.52 Unrealized +9.3%
TSN TYSON FOODS INC 0.2%
Value ($000) $233 Shares 2,700 Est. Cost $63.73 Unrealized +10.9%
TER TERADYNE INC 0.2%
Value ($000) $232 Shares 4,000 Est. Cost $44.06 Unrealized +16.9%
KBH KB HOME 0.2%
Value ($000) $231 Shares 6,800 Est. Cost $25.37 Unrealized 0.0%
TLT ISHARES TR 0.2%
Value ($000) $229 Shares 1,600 Est. Cost $143.13 Unrealized
GL GLOBE LIFE INC 0.2%
Value ($000) $218 Shares 2,275 Est. Cost $86.06 Unrealized 0.0%
CBRE CBRE GROUP INC 0.2%
Value ($000) $212 Shares 4,000 Est. Cost $46.95 Unrealized +12.0%
SPSC SPS COMM INC 0.1%
Value ($000) $202 Shares 4,300 Est. Cost $47.17 Unrealized +7.5%
PERFICIENT INC 0.1%
Value ($000) $201 Shares 5,200 Est. Cost $38.65 Unrealized
IBP INSTALLED BLDG PRODS INC 0.1%
Value ($000) $195 Shares 3,400 Est. Cost $51.76 Unrealized 0.0%
WYNDHAM DESTINATIONS INC 0.1%
Value ($000) $193 Shares 4,200 Est. Cost $45.95 Unrealized
GHC GRAHAM HLDGS CO 0.1%
Value ($000) $179 Shares 270 Est. Cost $651.82 Unrealized +1.7%
MTUM ISHARES TR 0.1%
Value ($000) $167 Shares 1,400 Est. Cost $119.29 Unrealized
RSG REPUBLIC SVCS INC 0.1%
Value ($000) $156 Shares 1,800 Est. Cost $69.53 Unrealized +15.1%
CAREER EDUCATION CORP 0.1%
Value ($000) $126 Shares 7,922 Est. Cost $19.06 Unrealized
WM WASTE MGMT INC DEL 0.1%
Value ($000) $115 Shares 1,000 Est. Cost $87.01 Unrealized +20.8%
NOMD NOMAD FOODS LTD 0.1%
Value ($000) $98 Shares 4,800 Est. Cost $19.16 Unrealized +11.3%
ANGLOGOLD ASHANTI LTD 0.0%
Value ($000) $55 Shares 3,000 Est. Cost $13.00 Unrealized
YUMC YUM CHINA HLDGS INC 0.0%
Value ($000) $55 Shares 1,200 Est. Cost $39.39 Unrealized +13.4%
RCKY ROCKY BRANDS INC 0.0%
Value ($000) $55 Shares 1,650 Est. Cost $25.83 Unrealized +15.2%
WPP WPP PLC NEW 0.0%
Value ($000) $44 Shares 700 Est. Cost $62.86 Unrealized
OFG OFG BANCORP 0.0%
Value ($000) $43 Shares 1,950 Est. Cost $16.83 Unrealized +30.6%
WNS HOLDINGS LTD 0.0%
Value ($000) $38 Shares 650 Est. Cost $53.85 Unrealized
SNY SANOFI 0.0%
Value ($000) $37 Shares 800 Est. Cost $43.75 Unrealized
VLRS CONTROLADORA VUELA CIA DE AV 0.0%
Value ($000) $36 Shares 3,550 Est. Cost $8.45 Unrealized
NICE NICE LTD 0.0%
Value ($000) $32 Shares 225 Est. Cost $137.78 Unrealized
BPOP POPULAR INC 0.0%
Value ($000) $32 Shares 600 Est. Cost $41.72 Unrealized +6.9%
INGERSOLL-RAND PLC 0.0%
Value ($000) $31 Shares 250 Est. Cost $92.00 Unrealized
INFY INFOSYS LTD 0.0%
Value ($000) $30 Shares 2,600 Est. Cost $9.62 Unrealized
TELEFONICA BRASIL SA 0.0%
Value ($000) $29 Shares 2,200 Est. Cost $12.27 Unrealized
FMX FOMENTO ECONOMICO MEXICANO S 0.0%
Value ($000) $27 Shares 300 Est. Cost $96.67 Unrealized
RIO RIO TINTO PLC 0.0%
Value ($000) $26 Shares 500 Est. Cost $48.00 Unrealized
BHP BHP GROUP LTD 0.0%
Value ($000) $25 Shares 500 Est. Cost $48.00 Unrealized
ETN EATON CORP PLC 0.0%
Value ($000) $24 Shares 290 Est. Cost $65.04 Unrealized +10.9%
KMDA KAMADA LTD 0.0%
Value ($000) $24 Shares 4,630 Est. Cost $5.46 Unrealized -1.7%
CNOOC LTD 0.0%
Value ($000) $23 Shares 150 Est. Cost $153.33 Unrealized