CMC Financial Group Quant / Systematic

CIK: 0001770940 · Show all filings

Period: Q2 2021 (← Previous) (Next →)

Filing Date: Aug 11, 2021

Total Value ($000): $175,737 (100.0% shares, 0.0% debt)

Holdings (30)

— ALPHA ARCHITECT ETF TR 33.9%

Value ($000) $59,576 Shares 2,136,936 Est. Cost $26.70 Unrealized —

ANGL VANECK VECTORS ETF TR 28.0%

Value ($000) $49,171 Shares 1,494,555 Est. Cost $32.08 Unrealized —

XRT SPDR SER TR 13.3%

Value ($000) $23,306 Shares 239,700 Est. Cost $97.23 Unrealized —

IPO RENAISSANCE CAP GREENWICH FD 2.7%

Value ($000) $4,779 Shares 72,185 Est. Cost $66.20 Unrealized —

RSPD INVESCO EXCHANGE TRADED FD T 2.7%

Value ($000) $4,709 Shares 31,784 Est. Cost $148.16 Unrealized —

AAPL APPLE INC 2.4%

Value ($000) $4,202 Shares 30,680 Est. Cost $90.83 Unrealized +39.2%

QQQ INVESCO QQQ TR 1.8%

Value ($000) $3,148 Shares 8,881 Est. Cost $354.46 Unrealized —

IXN ISHARES TR 1.7%

Value ($000) $3,005 Shares 8,903 Est. Cost $337.53 Unrealized —

FNCL FIDELITY COVINGTON TRUST 1.6%

Value ($000) $2,821 Shares 53,875 Est. Cost $52.36 Unrealized —

FXO FIRST TR EXCHANGE TRADED FD 1.6%

Value ($000) $2,801 Shares 64,139 Est. Cost $43.67 Unrealized —

MSFT MICROSOFT CORP 1.1%

Value ($000) $1,986 Shares 7,332 Est. Cost $100.31 Unrealized +144.0%

SQM SOCIEDAD QUIMICA Y MINERA DE 1.1%

Value ($000) $1,855 Shares 39,187 Est. Cost $26.63 Unrealized —

EL LAUDER ESTEE COS INC 1.0%

Value ($000) $1,816 Shares 5,708 Est. Cost $126.05 Unrealized +124.4%

APH AMPHENOL CORP NEW 0.8%

Value ($000) $1,471 Shares 21,504 Est. Cost $25.92 Unrealized +24.7%

OLED UNIVERSAL DISPLAY CORP 0.8%

Value ($000) $1,461 Shares 6,570 Est. Cost $139.94 Unrealized +49.8%

WDAY WORKDAY INC 0.8%

Value ($000) $1,398 Shares 5,855 Est. Cost $161.65 Unrealized +48.8%

CNC CENTENE CORP DEL 0.7%

Value ($000) $1,306 Shares 17,903 Est. Cost $52.94 Unrealized +29.4%

FICO FAIR ISAAC CORP 0.7%

Value ($000) $1,279 Shares 2,544 Est. Cost $364.97 Unrealized +38.6%

VRSK VERISK ANALYTICS INC 0.7%

Value ($000) $1,189 Shares 6,807 Est. Cost $111.73 Unrealized +54.1%

— INTELLIGENT SYS CORP NEW 0.5%

Value ($000) $948 Shares 30,142 Est. Cost $29.35 Unrealized —

RNR RENAISSANCERE HLDGS LTD 0.5%

Value ($000) $851 Shares 5,715 Est. Cost $164.13 Unrealized -3.1%

IBM INTERNATIONAL BUSINESS MACHS 0.2%

Value ($000) $422 Shares 2,879 Est. Cost $94.71 Unrealized +19.8%

WEC WEC ENERGY GROUP INC 0.2%

Value ($000) $397 Shares 4,464 Est. Cost $59.63 Unrealized +35.2%

BRK/B BERKSHIRE HATHAWAY INC DEL 0.2%

Value ($000) $334 Shares 1,200 Est. Cost $205.01 Unrealized +36.3%

ISHP FIRST TR EXCHANGE-TRADED FD 0.2%

Value ($000) $323 Shares 9,494 Est. Cost $34.02 Unrealized —

HYG ISHARES TR 0.2%

Value ($000) $316 Shares 3,584 Est. Cost $87.31 Unrealized —

KO COCA COLA CO 0.2%

Value ($000) $278 Shares 5,140 Est. Cost $38.48 Unrealized +22.9%

AMZN AMAZON COM INC 0.1%

Value ($000) $217 Shares 63 Est. Cost $166.20 Unrealized 0.0%

ARKW ARK ETF TR 0.1%

Value ($000) $213 Shares 1,384 Est. Cost $147.44 Unrealized —

— NUVEEN AMT FREE QLTY MUN INC 0.1%

Value ($000) $159 Shares 10,101 Est. Cost $14.84 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	ALPHA ARCHITECT ETF TR	2,136,936	$59,576	33.9%	$26.70	—	MERLYN AI SECTOR	02072L862
ANGL	VANECK VECTORS ETF TR	1,494,555	$49,171	28.0%	$32.08	—	FALLEN ANGEL HG	92189F437
XRT	SPDR SER TR	239,700	$23,306	13.3%	$97.23	—	S&P RETAIL ETF	78464A714
IPO	RENAISSANCE CAP GREENWICH FD	72,185	$4,779	2.7%	$66.20	—	IPO ETF	759937204
RSPD	INVESCO EXCHANGE TRADED FD T	31,784	$4,709	2.7%	$148.16	—	S&P500 EQL DIS	46137V381
AAPL	APPLE INC	30,680	$4,202	2.4%	$90.83	+39.2%	COM	037833100
QQQ	INVESCO QQQ TR	8,881	$3,148	1.8%	$354.46	—	UNIT SER 1	46090E103
IXN	ISHARES TR	8,903	$3,005	1.7%	$337.53	—	GLOBAL TECH ETF	464287291
FNCL	FIDELITY COVINGTON TRUST	53,875	$2,821	1.6%	$52.36	—	MSCI FINLS IDX	316092501
FXO	FIRST TR EXCHANGE TRADED FD	64,139	$2,801	1.6%	$43.67	—	FINLS ALPHADEX	33734X135
MSFT	MICROSOFT CORP	7,332	$1,986	1.1%	$100.31	+144.0%	COM	594918104
SQM	SOCIEDAD QUIMICA Y MINERA DE	39,187	$1,855	1.1%	$26.63	—	SPON ADR SER B	833635105
EL	LAUDER ESTEE COS INC	5,708	$1,816	1.0%	$126.05	+124.4%	CL A	518439104
APH	AMPHENOL CORP NEW	21,504	$1,471	0.8%	$25.92	+24.7%	CL A	032095101
OLED	UNIVERSAL DISPLAY CORP	6,570	$1,461	0.8%	$139.94	+49.8%	COM	91347P105
WDAY	WORKDAY INC	5,855	$1,398	0.8%	$161.65	+48.8%	CL A	98138H101
CNC	CENTENE CORP DEL	17,903	$1,306	0.7%	$52.94	+29.4%	COM	15135B101
FICO	FAIR ISAAC CORP	2,544	$1,279	0.7%	$364.97	+38.6%	COM	303250104
VRSK	VERISK ANALYTICS INC	6,807	$1,189	0.7%	$111.73	+54.1%	COM	92345Y106
—	INTELLIGENT SYS CORP NEW	30,142	$948	0.5%	$29.35	—	COM	45816D100
RNR	RENAISSANCERE HLDGS LTD	5,715	$851	0.5%	$164.13	-3.1%	COM	G7496G103
IBM	INTERNATIONAL BUSINESS MACHS	2,879	$422	0.2%	$94.71	+19.8%	COM	459200101
WEC	WEC ENERGY GROUP INC	4,464	$397	0.2%	$59.63	+35.2%	COM	92939U106
BRK/B	BERKSHIRE HATHAWAY INC DEL	1,200	$334	0.2%	$205.01	+36.3%	CL B NEW	084670702
ISHP	FIRST TR EXCHANGE-TRADED FD	9,494	$323	0.2%	$34.02	—	NASDAQ RETAIL	33738R829
HYG	ISHARES TR	3,584	$316	0.2%	$87.31	—	IBOXX HI YD ETF	464288513
KO	COCA COLA CO	5,140	$278	0.2%	$38.48	+22.9%	COM	191216100
AMZN	AMAZON COM INC	63	$217	0.1%	$166.20	0.0%	COM	023135106
ARKW	ARK ETF TR	1,384	$213	0.1%	$147.44	—	NEXT GNRTN INTER	00214Q401
—	NUVEEN AMT FREE QLTY MUN INC	10,101	$159	0.1%	$14.84	—	COM	670657105