NKCFO LLC Quant / Systematic

CIK: 0001757282 · Show all filings

Period: Q4 2019 (← Previous) (Next →)

Filing Date: Jan 17, 2020

Total Value ($000): $136,946 (100.0% shares, 0.0% debt)

Holdings (95)

ACN ACCENTURE PLC IRELAND 9.9%
Value ($000) $13,529 Shares 64,250 Est. Cost $142.86 Unrealized +24.9%
DIS DISNEY WALT CO 9.1%
Value ($000) $12,499 Shares 86,424 Est. Cost $108.91 Unrealized +24.6%
META FACEBOOK INC 8.6%
Value ($000) $11,761 Shares 57,300 Est. Cost $143.86 Unrealized +33.7%
VTIP VANGUARD MALVERN FDS 7.3%
Value ($000) $10,053 Shares 204,000 Est. Cost $47.92 Unrealized
GOOGL ALPHABET INC 5.8%
Value ($000) $7,956 Shares 5,940 Est. Cost $53.64 Unrealized +19.4%
MSFT MICROSOFT CORP 5.7%
Value ($000) $7,767 Shares 49,250 Est. Cost $101.56 Unrealized +37.1%
EBAY EBAY INC 4.6%
Value ($000) $6,341 Shares 175,600 Est. Cost $32.27 Unrealized +1.1%
UNITED TECHNOLOGIES CORP 4.2%
Value ($000) $5,743 Shares 38,350 Est. Cost $106.80 Unrealized
KELLOGG CO 3.9%
Value ($000) $5,367 Shares 77,600 Est. Cost $48.55 Unrealized 0.0%
EA ELECTRONIC ARTS INC 3.9%
Value ($000) $5,351 Shares 49,775 Est. Cost $93.86 Unrealized +2.8%
TJX TJX COS INC NEW 3.9%
Value ($000) $5,318 Shares 87,100 Est. Cost $45.47 Unrealized +20.1%
SLV ISHARES SILVER TRUST 3.7%
Value ($000) $5,047 Shares 302,600 Est. Cost $15.23 Unrealized
TGT TARGET CORP 2.8%
Value ($000) $3,869 Shares 30,175 Est. Cost $60.69 Unrealized +64.5%
BLMN BLOOMIN BRANDS INC 2.8%
Value ($000) $3,796 Shares 172,000 Est. Cost $14.78 Unrealized +19.6%
DAL DELTA AIR LINES INC DEL 2.7%
Value ($000) $3,760 Shares 64,300 Est. Cost $54.60 Unrealized -0.9%
CALY CALLAWAY GOLF CO 2.7%
Value ($000) $3,678 Shares 173,500 Est. Cost $18.13 Unrealized +12.8%
NOC NORTHROP GRUMMAN CORP 2.0%
Value ($000) $2,692 Shares 7,825 Est. Cost $267.26 Unrealized +18.9%
RCL ROYAL CARIBBEAN CRUISES LTD 1.9%
Value ($000) $2,654 Shares 19,875 Est. Cost $108.13 Unrealized +4.3%
GLD SPDR GOLD TRUST 1.0%
Value ($000) $1,410 Shares 9,865 Est. Cost $135.58 Unrealized
ISHARES GOLD TRUST 0.9%
Value ($000) $1,211 Shares 83,500 Est. Cost $12.29 Unrealized
GOOG ALPHABET INC 0.8%
Value ($000) $1,070 Shares 800 Est. Cost $53.13 Unrealized +20.6%
LQD ISHARES TR 0.6%
Value ($000) $754 Shares 5,890 Est. Cost $127.73 Unrealized
TLT ISHARES TR 0.5%
Value ($000) $718 Shares 5,300 Est. Cost $137.78 Unrealized
SPY SPDR S&P 500 ETF TR 0.4%
Value ($000) $611 Shares 1,897 Est. Cost $296.71 Unrealized
VNQ VANGUARD INDEX FDS 0.4%
Value ($000) $590 Shares 6,360 Est. Cost $93.29 Unrealized
CDW CDW CORP 0.3%
Value ($000) $439 Shares 3,075 Est. Cost $79.75 Unrealized +54.0%
NKE NIKE INC 0.3%
Value ($000) $431 Shares 4,257 Est. Cost $68.15 Unrealized +27.4%
ESNT ESSENT GROUP LTD 0.3%
Value ($000) $416 Shares 8,000 Est. Cost $36.84 Unrealized +27.2%
CHE CHEMED CORP NEW 0.3%
Value ($000) $395 Shares 900 Est. Cost $294.86 Unrealized +39.9%
CSW CSW INDUSTRIALS INC 0.3%
Value ($000) $343 Shares 4,450 Est. Cost $60.37 Unrealized +15.4%
HORIZON THERAPEUTICS PUB LTD 0.2%
Value ($000) $337 Shares 9,300 Est. Cost $24.09 Unrealized
FCN FTI CONSULTING INC 0.2%
Value ($000) $332 Shares 3,000 Est. Cost $102.05 Unrealized +7.1%
COLM COLUMBIA SPORTSWEAR CO 0.2%
Value ($000) $331 Shares 3,300 Est. Cost $88.38 Unrealized -0.8%
RDN RADIAN GROUP INC 0.2%
Value ($000) $321 Shares 12,750 Est. Cost $18.91 Unrealized +9.0%
FE FIRSTENERGY CORP 0.2%
Value ($000) $318 Shares 6,550 Est. Cost $28.34 Unrealized +30.8%
INDEPENDENCE HLDG CO NEW 0.2%
Value ($000) $309 Shares 7,350 Est. Cost $35.17 Unrealized
NEVRO CORP 0.2%
Value ($000) $282 Shares 2,400 Est. Cost $117.50 Unrealized
BLD TOPBUILD CORP 0.2%
Value ($000) $278 Shares 2,700 Est. Cost $88.33 Unrealized +17.8%
HILL ROM HLDGS INC 0.2%
Value ($000) $275 Shares 2,425 Est. Cost $93.03 Unrealized
AZO AUTOZONE INC 0.2%
Value ($000) $274 Shares 230 Est. Cost $801.55 Unrealized +44.1%
TER TERADYNE INC 0.2%
Value ($000) $273 Shares 4,000 Est. Cost $44.06 Unrealized +40.4%
SNX SYNNEX CORP 0.2%
Value ($000) $270 Shares 2,100 Est. Cost $56.34 Unrealized 0.0%
SKECHERS U S A INC 0.2%
Value ($000) $270 Shares 6,250 Est. Cost $43.20 Unrealized
FSBW FS BANCORP INC 0.2%
Value ($000) $269 Shares 4,210 Est. Cost $24.51 Unrealized 0.0%
NVR NVR INC 0.2%
Value ($000) $267 Shares 70 Est. Cost $3207.18 Unrealized +15.4%
PEG PUBLIC SVC ENTERPRISE GROUP IN 0.2%
Value ($000) $266 Shares 4,500 Est. Cost $42.29 Unrealized +16.2%
AMWD AMERICAN WOODMARK CORPORATIO 0.2%
Value ($000) $261 Shares 2,500 Est. Cost $100.48 Unrealized 0.0%
GNTX GENTEX CORP 0.2%
Value ($000) $261 Shares 9,000 Est. Cost $28.16 Unrealized 0.0%
TTEK TETRA TECH INC NEW 0.2%
Value ($000) $258 Shares 3,000 Est. Cost $13.48 Unrealized +28.5%
TSCO TRACTOR SUPPLY CO 0.2%
Value ($000) $257 Shares 2,750 Est. Cost $16.07 Unrealized +7.3%
LKQ LKQ CORP 0.2%
Value ($000) $250 Shares 7,000 Est. Cost $30.49 Unrealized 0.0%
TSN TYSON FOODS INC 0.2%
Value ($000) $246 Shares 2,700 Est. Cost $63.73 Unrealized +12.6%
RNR RENAISSANCERE HOLDINGS LTD 0.2%
Value ($000) $245 Shares 1,250 Est. Cost $186.12 Unrealized +1.8%
CBRE CBRE GROUP INC 0.2%
Value ($000) $245 Shares 4,000 Est. Cost $46.95 Unrealized +18.0%
EME EMCOR GROUP INC 0.2%
Value ($000) $242 Shares 2,800 Est. Cost $83.08 Unrealized +3.5%
PERFICIENT INC 0.2%
Value ($000) $240 Shares 5,200 Est. Cost $38.65 Unrealized
GL GLOBE LIFE INC 0.2%
Value ($000) $239 Shares 2,275 Est. Cost $86.06 Unrealized +10.0%
SPSC SPS COMM INC 0.2%
Value ($000) $238 Shares 4,300 Est. Cost $47.17 Unrealized +12.7%
IBP INSTALLED BLDG PRODS INC 0.2%
Value ($000) $234 Shares 3,400 Est. Cost $51.76 Unrealized +20.1%
KBH KB HOME 0.2%
Value ($000) $233 Shares 6,800 Est. Cost $25.37 Unrealized +23.7%
UHS UNIVERSAL HLTH SVCS INC 0.2%
Value ($000) $230 Shares 1,600 Est. Cost $127.52 Unrealized +8.6%
GMS INC 0.2%
Value ($000) $227 Shares 8,400 Est. Cost $27.02 Unrealized
MHO M/I HOMES INC 0.2%
Value ($000) $220 Shares 5,600 Est. Cost $41.83 Unrealized 0.0%
INCY INCYTE CORP 0.2%
Value ($000) $218 Shares 2,500 Est. Cost $85.43 Unrealized 0.0%
WYNDHAM DESTINATIONS INC 0.2%
Value ($000) $217 Shares 4,200 Est. Cost $45.95 Unrealized
PLXS PLEXUS CORP 0.2%
Value ($000) $215 Shares 2,800 Est. Cost $72.55 Unrealized 0.0%
IWM ISHARES TR 0.1%
Value ($000) $174 Shares 1,050 Est. Cost $165.71 Unrealized
IWD ISHARES TR 0.1%
Value ($000) $173 Shares 1,270 Est. Cost $136.22 Unrealized
MTUM ISHARES TR 0.1%
Value ($000) $172 Shares 1,370 Est. Cost $119.29 Unrealized
EFA ISHARES TR 0.1%
Value ($000) $167 Shares 2,410 Est. Cost $69.29 Unrealized
RSG REPUBLIC SVCS INC 0.1%
Value ($000) $161 Shares 1,800 Est. Cost $69.53 Unrealized +15.1%
WM WASTE MGMT INC DEL 0.1%
Value ($000) $114 Shares 1,000 Est. Cost $87.01 Unrealized +17.3%
NOMD NOMAD FOODS LTD 0.1%
Value ($000) $107 Shares 4,800 Est. Cost $19.16 Unrealized +6.3%
ENSG ENSIGN GROUP INC 0.1%
Value ($000) $84 Shares 1,850 Est. Cost $38.15 Unrealized +8.8%
ANGLOGOLD ASHANTI LTD 0.0%
Value ($000) $67 Shares 3,000 Est. Cost $13.00 Unrealized
YUMC YUM CHINA HLDGS INC 0.0%
Value ($000) $58 Shares 1,200 Est. Cost $39.39 Unrealized +12.8%
HXL HEXCEL CORP NEW 0.0%
Value ($000) $51 Shares 700 Est. Cost $81.69 Unrealized -6.0%
WPP WPP PLC NEW 0.0%
Value ($000) $49 Shares 700 Est. Cost $62.86 Unrealized
WNS HOLDINGS LTD 0.0%
Value ($000) $43 Shares 650 Est. Cost $53.85 Unrealized
SNY SANOFI 0.0%
Value ($000) $40 Shares 800 Est. Cost $43.75 Unrealized
RCKY ROCKY BRANDS INC 0.0%
Value ($000) $40 Shares 1,344 Est. Cost $25.83 Unrealized +14.2%
VLRS CONTROLADORA VUELA CIA DE AV 0.0%
Value ($000) $37 Shares 3,550 Est. Cost $8.45 Unrealized
NICE NICE LTD 0.0%
Value ($000) $35 Shares 225 Est. Cost $137.78 Unrealized
BPOP POPULAR INC 0.0%
Value ($000) $35 Shares 600 Est. Cost $41.72 Unrealized +10.7%
INGERSOLL-RAND PLC 0.0%
Value ($000) $33 Shares 250 Est. Cost $92.00 Unrealized
CPA COPA HOLDINGS SA 0.0%
Value ($000) $32 Shares 300 Est. Cost $87.58 Unrealized 0.0%
TELEFONICA BRASIL SA 0.0%
Value ($000) $32 Shares 2,200 Est. Cost $12.27 Unrealized
PNTG PENNANT GROUP INC 0.0%
Value ($000) $31 Shares 925 Est. Cost $22.89 Unrealized 0.0%
RIO RIO TINTO PLC 0.0%
Value ($000) $30 Shares 500 Est. Cost $48.00 Unrealized
NEW ORIENTAL ED & TECH GRP I 0.0%
Value ($000) $30 Shares 250 Est. Cost $120.00 Unrealized
FMX FOMENTO ECONOMICO MEXICANO S 0.0%
Value ($000) $28 Shares 300 Est. Cost $96.67 Unrealized
ETN EATON CORP PLC 0.0%
Value ($000) $27 Shares 290 Est. Cost $65.04 Unrealized +22.5%
CSTM CONSTELLIUM SE 0.0%
Value ($000) $27 Shares 2,000 Est. Cost $13.80 Unrealized 0.0%
BHP BHP GROUP LTD 0.0%
Value ($000) $27 Shares 500 Est. Cost $48.00 Unrealized
CNOOC LTD 0.0%
Value ($000) $25 Shares 150 Est. Cost $153.33 Unrealized