NKCFO LLC Quant / Systematic

CIK: 0001757282 · Show all filings

Period: Q1 2021 (← Previous) (Next →)

Filing Date: May 3, 2021

Total Value ($000): $264,519 (100.0% shares, 0.0% debt)

Holdings (121)

VTIP VANGUARD MALVERN FDS 32.9%
Value ($000) $87,051 Shares 1,689,000 Est. Cost $50.58 Unrealized
NEM NEWMONT CORP 5.1%
Value ($000) $13,386 Shares 222,100 Est. Cost $44.37 Unrealized +15.5%
AMZN AMAZON COM INC 4.8%
Value ($000) $12,748 Shares 4,120 Est. Cost $97.54 Unrealized +62.5%
GOOGL ALPHABET INC 4.2%
Value ($000) $11,210 Shares 5,435 Est. Cost $57.64 Unrealized +69.9%
EQUITY COMWLTH 3.9%
Value ($000) $10,307 Shares 370,750 Est. Cost $27.80 Unrealized
META FACEBOOK INC 3.7%
Value ($000) $9,918 Shares 33,675 Est. Cost $154.46 Unrealized +73.1%
MSFT MICROSOFT CORP 3.7%
Value ($000) $9,708 Shares 41,175 Est. Cost $110.34 Unrealized +102.0%
ACN ACCENTURE PLC IRELAND 3.5%
Value ($000) $9,192 Shares 33,275 Est. Cost $148.58 Unrealized +62.4%
ISHARES GOLD TRUST 3.2%
Value ($000) $8,382 Shares 515,500 Est. Cost $16.57 Unrealized
KMI KINDER MORGAN INC DEL 2.9%
Value ($000) $7,742 Shares 465,000 Est. Cost $10.04 Unrealized +15.2%
RIO RIO TINTO PLC 2.6%
Value ($000) $6,891 Shares 88,750 Est. Cost $75.42 Unrealized
BHP BHP GROUP LTD 2.6%
Value ($000) $6,798 Shares 97,975 Est. Cost $65.39 Unrealized
AAPL APPLE INC 2.6%
Value ($000) $6,792 Shares 55,600 Est. Cost $117.01 Unrealized +6.9%
HST HOST HOTELS & RESORTS INC 2.0%
Value ($000) $5,392 Shares 320,000 Est. Cost $9.55 Unrealized +35.3%
PSX PHILLIPS 66 1.6%
Value ($000) $4,338 Shares 53,200 Est. Cost $63.79 Unrealized +1.8%
FCX FREEPORT-MCMORAN INC 1.6%
Value ($000) $4,179 Shares 126,900 Est. Cost $19.45 Unrealized +56.0%
BARRICK GOLD CORPORATION 1.6%
Value ($000) $4,110 Shares 207,600 Est. Cost $26.13 Unrealized
RYN RAYONIER INC 1.5%
Value ($000) $3,973 Shares 123,200 Est. Cost $26.51 Unrealized
CUZ COUSINS PPTYS INC 1.5%
Value ($000) $3,954 Shares 111,850 Est. Cost $28.59 Unrealized
STORE CAP CORP 1.3%
Value ($000) $3,340 Shares 99,700 Est. Cost $27.49 Unrealized
MOS MOSAIC CO NEW 0.9%
Value ($000) $2,466 Shares 78,000 Est. Cost $26.57 Unrealized 0.0%
YCS PROSHARES TR II 0.7%
Value ($000) $1,924 Shares 24,750 Est. Cost $67.80 Unrealized
WPC WP CAREY INC 0.7%
Value ($000) $1,783 Shares 25,200 Est. Cost $70.56 Unrealized
PROSHARES TR 0.6%
Value ($000) $1,697 Shares 122,000 Est. Cost $13.91 Unrealized
GOOG ALPHABET INC 0.6%
Value ($000) $1,655 Shares 800 Est. Cost $53.13 Unrealized +85.3%
KIRKLAND LAKE GOLD LTD 0.5%
Value ($000) $1,409 Shares 41,700 Est. Cost $41.17 Unrealized
BROOKFIELD ASSET MGMT INC 0.4%
Value ($000) $1,012 Shares 22,750 Est. Cost $41.27 Unrealized
GLD SPDR GOLD TR 0.3%
Value ($000) $858 Shares 5,365 Est. Cost $143.16 Unrealized
SPY SPDR S&P 500 ETF TR 0.3%
Value ($000) $713 Shares 1,800 Est. Cost $317.98 Unrealized
VNQ VANGUARD INDEX FDS 0.3%
Value ($000) $680 Shares 7,400 Est. Cost $88.17 Unrealized
NKE NIKE INC 0.2%
Value ($000) $566 Shares 4,257 Est. Cost $68.15 Unrealized +90.1%
DBC INVESCO DB COMMDY INDX TRCK 0.2%
Value ($000) $498 Shares 30,000 Est. Cost $16.60 Unrealized
DAR DARLING INGREDIENTS INC 0.2%
Value ($000) $471 Shares 6,400 Est. Cost $68.73 Unrealized 0.0%
TX TERNIUM SA 0.2%
Value ($000) $466 Shares 12,000 Est. Cost $38.83 Unrealized
NTGR NETGEAR INC 0.2%
Value ($000) $464 Shares 11,300 Est. Cost $41.23 Unrealized 0.0%
UCTT ULTRA CLEAN HLDGS INC 0.2%
Value ($000) $464 Shares 8,000 Est. Cost $29.72 Unrealized +54.9%
CRSR CORSAIR GAMING INC 0.2%
Value ($000) $449 Shares 13,500 Est. Cost $37.21 Unrealized 0.0%
LABORATORY CORP AMER HLDGS 0.2%
Value ($000) $434 Shares 1,700 Est. Cost $255.29 Unrealized
CNQ CANADIAN NAT RES LTD 0.2%
Value ($000) $432 Shares 14,000 Est. Cost $10.80 Unrealized 0.0%
MTZ MASTEC INC 0.2%
Value ($000) $412 Shares 4,400 Est. Cost $85.57 Unrealized 0.0%
EBAY EBAY INC 0.2%
Value ($000) $410 Shares 6,700 Est. Cost $52.09 Unrealized +2.1%
VZ VERIZON COMMUNICATIONS INC 0.2%
Value ($000) $407 Shares 7,000 Est. Cost $42.25 Unrealized 0.0%
FLGT FULGENT GENETICS INC 0.2%
Value ($000) $406 Shares 4,200 Est. Cost $103.23 Unrealized 0.0%
CWH CAMPING WORLD HLDGS INC CL 0.2%
Value ($000) $400 Shares 11,000 Est. Cost $27.76 Unrealized 0.0%
ONEW ONEWATER MARINE INC 0.2%
Value ($000) $400 Shares 10,000 Est. Cost $36.26 Unrealized 0.0%
TTD THE TRADE DESK INC 0.1%
Value ($000) $391 Shares 600 Est. Cost $77.28 Unrealized 0.0%
DFIN DONNELLEY FINL SOLUTIONS INC 0.1%
Value ($000) $390 Shares 14,000 Est. Cost $17.66 Unrealized +31.1%
ICLR ICON PLC 0.1%
Value ($000) $383 Shares 1,950 Est. Cost $197.42 Unrealized 0.0%
WFG WEST FRASER TIMBER CO LTD 0.1%
Value ($000) $362 Shares 5,025 Est. Cost $65.90 Unrealized 0.0%
CRTO CRITEO S A SPONS 0.1%
Value ($000) $347 Shares 10,000 Est. Cost $34.70 Unrealized
PCH POTLATCH CORP NEW 0.1%
Value ($000) $344 Shares 6,500 Est. Cost $50.00 Unrealized
TLT ISHARES TR 0.1%
Value ($000) $339 Shares 2,500 Est. Cost $151.13 Unrealized
DIS DISNEY WALT CO 0.1%
Value ($000) $323 Shares 1,749 Est. Cost $108.91 Unrealized +65.4%
NTAP NETAPP INC 0.1%
Value ($000) $320 Shares 4,400 Est. Cost $59.71 Unrealized 0.0%
HYG ISHARES TR 0.1%
Value ($000) $288 Shares 3,300 Est. Cost $87.27 Unrealized
EXPI EXP WORLD HLDGS INC 0.1%
Value ($000) $287 Shares 6,300 Est. Cost $50.00 Unrealized 0.0%
JEF JEFFERIES FINL GROUP INC 0.1%
Value ($000) $286 Shares 9,500 Est. Cost $23.42 Unrealized 0.0%
GOLD A-MARK PRECIOUS METALS INC 0.1%
Value ($000) $281 Shares 7,800 Est. Cost $13.71 Unrealized +14.3%
AVID TECHNOLOGY INC 0.1%
Value ($000) $253 Shares 12,000 Est. Cost $21.08 Unrealized
PRIM PRIMORIS SVCS CORP 0.1%
Value ($000) $248 Shares 7,500 Est. Cost $23.02 Unrealized +43.0%
CSIQ CANADIAN SOLAR INC 0.1%
Value ($000) $248 Shares 5,000 Est. Cost $51.75 Unrealized 0.0%
ZBRA ZEBRA TECHNOLOGIES CORPORATI 0.1%
Value ($000) $243 Shares 500 Est. Cost $446.03 Unrealized 0.0%
RCKY ROCKY BRANDS INC 0.1%
Value ($000) $243 Shares 4,504 Est. Cost $28.48 Unrealized +37.9%
BFST BUSINESS FIRST BANCSHARES IN COM 0.1%
Value ($000) $239 Shares 10,000 Est. Cost $19.83 Unrealized 0.0%
AMRX AMNEAL PHARMACEUTICALS INC COM STK CL A 0.1%
Value ($000) $229 Shares 34,000 Est. Cost $5.54 Unrealized 0.0%
VISTA OUTDOOR INC 0.1%
Value ($000) $224 Shares 7,000 Est. Cost $23.71 Unrealized
IWN ISHARES TR 0.1%
Value ($000) $223 Shares 1,400 Est. Cost $131.43 Unrealized
WSM WILLIAMS SONOMA INC 0.1%
Value ($000) $215 Shares 1,200 Est. Cost $61.58 Unrealized 0.0%
RC READY CAP CORP 0.1%
Value ($000) $215 Shares 16,000 Est. Cost $13.44 Unrealized
IWM ISHARES TR 0.1%
Value ($000) $215 Shares 975 Est. Cost $150.00 Unrealized
EEM ISHARES TR 0.1%
Value ($000) $213 Shares 4,000 Est. Cost $44.00 Unrealized
IWD ISHARES TR 0.1%
Value ($000) $212 Shares 1,400 Est. Cost $137.96 Unrealized
IAG IAMGOLD CORP 0.1%
Value ($000) $209 Shares 70,000 Est. Cost $3.31 Unrealized 0.0%
DLTH DULUTH HLDGS INC 0.1%
Value ($000) $203 Shares 12,000 Est. Cost $13.64 Unrealized +2.0%
CENT CENTRAL GARDEN & PET CO 0.1%
Value ($000) $202 Shares 3,474 Est. Cost $36.86 Unrealized 0.0%
SPIRIT OF TEX BANCSHARES INC 0.1%
Value ($000) $201 Shares 9,000 Est. Cost $22.33 Unrealized
GREENHILL & CO INC 0.1%
Value ($000) $198 Shares 12,000 Est. Cost $16.50 Unrealized
HZO MARINEMAX INC 0.1%
Value ($000) $197 Shares 4,000 Est. Cost $47.17 Unrealized 0.0%
SSTK SHUTTERSTOCK INC 0.1%
Value ($000) $196 Shares 2,200 Est. Cost $80.01 Unrealized 0.0%
TD TORONTO DOMINION BK ONT 0.1%
Value ($000) $196 Shares 3,000 Est. Cost $61.05 Unrealized 0.0%
TGNA TEGNA INC 0.1%
Value ($000) $188 Shares 10,000 Est. Cost $17.52 Unrealized 0.0%
SONO SONOS INC 0.1%
Value ($000) $187 Shares 5,000 Est. Cost $33.75 Unrealized 0.0%
NWL NEWELL BRANDS INC 0.1%
Value ($000) $187 Shares 7,000 Est. Cost $20.01 Unrealized 0.0%
EWJ ISHARES INC 0.1%
Value ($000) $185 Shares 2,700 Est. Cost $67.41 Unrealized
CCS CENTURY CMNTYS INC 0.1%
Value ($000) $181 Shares 3,000 Est. Cost $50.98 Unrealized 0.0%
VNDA VANDA PHARMACEUTICALS INC 0.1%
Value ($000) $180 Shares 12,000 Est. Cost $16.19 Unrealized 0.0%
MTUM ISHARES TR 0.1%
Value ($000) $177 Shares 1,100 Est. Cost $119.29 Unrealized
KFRC KFORCE INC 0.1%
Value ($000) $177 Shares 3,300 Est. Cost $48.39 Unrealized 0.0%
CECO CECO ENVIRONMENTAL CORP 0.1%
Value ($000) $159 Shares 20,000 Est. Cost $7.91 Unrealized 0.0%
FNV FRANCO NEV CORP 0.1%
Value ($000) $157 Shares 1,250 Est. Cost $102.98 Unrealized +11.8%
TNET TRINET GROUP INC 0.1%
Value ($000) $156 Shares 2,000 Est. Cost $62.57 Unrealized +25.7%
SEM SELECT MED HLDGS CORP 0.1%
Value ($000) $153 Shares 4,500 Est. Cost $15.10 Unrealized 0.0%
CYH COMMUNITY HEALTH SYS INC NEW 0.1%
Value ($000) $149 Shares 11,000 Est. Cost $9.82 Unrealized 0.0%
FTNT FORTINET INC 0.1%
Value ($000) $148 Shares 800 Est. Cost $21.43 Unrealized +52.7%
CDW CDW CORP 0.1%
Value ($000) $145 Shares 875 Est. Cost $79.75 Unrealized +76.5%
LAZYDAYS HLDGS INC 0.1%
Value ($000) $142 Shares 8,000 Est. Cost $17.75 Unrealized
MGIC MAGIC SOFTWARE ENTERPRISES L 0.1%
Value ($000) $137 Shares 9,000 Est. Cost $13.66 Unrealized 0.0%
MUSA MURPHY USA INC 0.0%
Value ($000) $130 Shares 900 Est. Cost $128.55 Unrealized -2.0%
SPSC SPS COMMERCE INC 0.0%
Value ($000) $129 Shares 1,300 Est. Cost $47.17 Unrealized +123.9%
ORCL ORACLE CORP 0.0%
Value ($000) $126 Shares 1,800 Est. Cost $60.61 Unrealized 0.0%
DLTR DOLLAR TREE INC 0.0%
Value ($000) $126 Shares 1,100 Est. Cost $94.09 Unrealized +14.2%
ESCA ESCALADE INC 0.0%
Value ($000) $123 Shares 5,905 Est. Cost $16.58 Unrealized +6.5%
CHE CHEMED CORP NEW 0.0%
Value ($000) $115 Shares 250 Est. Cost $294.86 Unrealized +63.6%
XOM EXXON MOBIL CORP 0.0%
Value ($000) $112 Shares 2,000 Est. Cost $43.31 Unrealized 0.0%
AZO AUTOZONE INC 0.0%
Value ($000) $112 Shares 80 Est. Cost $1053.52 Unrealized +17.5%
AAP ADVANCE AUTO PARTS INC 0.0%
Value ($000) $110 Shares 600 Est. Cost $112.44 Unrealized +32.6%
ACTIVISION BLIZZARD INC 0.0%
Value ($000) $107 Shares 1,150 Est. Cost $59.46 Unrealized
WY WEYERHAEUSER CO MTN BE 0.0%
Value ($000) $107 Shares 3,000 Est. Cost $27.88 Unrealized 0.0%
HEADHUNTER GROUP PLC 0.0%
Value ($000) $102 Shares 3,000 Est. Cost $24.33 Unrealized
PGT INNOVATIONS INC 0.0%
Value ($000) $101 Shares 4,000 Est. Cost $17.50 Unrealized
GMAB GENMAB A/S 0.0%
Value ($000) $98 Shares 3,000 Est. Cost $21.33 Unrealized
LOGI LOGITECH INTL S A 0.0%
Value ($000) $94 Shares 900 Est. Cost $48.66 Unrealized +100.0%
IIIN INSTEEL INDS INC 0.0%
Value ($000) $77 Shares 2,500 Est. Cost $13.44 Unrealized +68.9%
JD JD.COM INC 0.0%
Value ($000) $76 Shares 900 Est. Cost $40.00 Unrealized
PINS PINTEREST INC 0.0%
Value ($000) $74 Shares 1,000 Est. Cost $74.38 Unrealized 0.0%
VOD VODAFONE GROUP PLC NEW 0.0%
Value ($000) $74 Shares 4,000 Est. Cost $18.50 Unrealized
FLEX FLEX LTD 0.0%
Value ($000) $73 Shares 4,000 Est. Cost $13.78 Unrealized 0.0%
WNS HLDGS LTD 0.0%
Value ($000) $72 Shares 1,000 Est. Cost $64.00 Unrealized
NICE NICE LTD 0.0%
Value ($000) $49 Shares 225 Est. Cost $137.78 Unrealized
SNY SANOFI 0.0%
Value ($000) $40 Shares 800 Est. Cost $43.75 Unrealized
BABA ALIBABA GROUP HLDG LTD 0.0%
Value ($000) $34 Shares 150 Est. Cost $193.33 Unrealized