CMC Financial Group Quant / Systematic

CIK: 0001770940 · Show all filings

Period: Q4 2021 (← Previous) (Next →)

Filing Date: Feb 1, 2022

Total Value ($000): $185,426 (100.0% shares, 0.0% debt)

Holdings (28)

— ALPHA ARCHITECT ETF TR 32.6%

Value ($000) $60,381 Shares 2,072,815 Est. Cost $26.70 Unrealized —

ANGL VANECK ETF TRUST 27.6%

Value ($000) $51,136 Shares 1,550,998 Est. Cost $32.11 Unrealized —

XHB SPDR SER TR 8.4%

Value ($000) $15,657 Shares 182,529 Est. Cost $85.78 Unrealized —

JBI JANUS INTERNATIONAL GROUP IN 6.8%

Value ($000) $12,667 Shares 1,011,710 Est. Cost $12.77 Unrealized 0.0%

AAPL APPLE INC 2.9%

Value ($000) $5,421 Shares 30,531 Est. Cost $90.83 Unrealized +70.3%

CIBR FIRST TR EXCHANGE TRADED FD 2.5%

Value ($000) $4,646 Shares 88,000 Est. Cost $52.80 Unrealized —

XRT SPDR SER TR 2.3%

Value ($000) $4,338 Shares 48,041 Est. Cost $95.75 Unrealized —

IMCG ISHARES TR 1.6%

Value ($000) $3,032 Shares 41,397 Est. Cost $73.24 Unrealized —

IYG ISHARES TR 1.6%

Value ($000) $2,996 Shares 15,519 Est. Cost $193.05 Unrealized —

KBWB INVESCO EXCH TRADED FD TR II 1.6%

Value ($000) $2,945 Shares 43,411 Est. Cost $67.84 Unrealized —

IWP ISHARES TR 1.6%

Value ($000) $2,934 Shares 25,468 Est. Cost $115.20 Unrealized —

MSFT MICROSOFT CORP 1.3%

Value ($000) $2,406 Shares 7,153 Est. Cost $100.31 Unrealized +212.5%

EL LAUDER ESTEE COS INC 1.1%

Value ($000) $2,108 Shares 5,694 Est. Cost $126.05 Unrealized +152.1%

SQM SOCIEDAD QUIMICA Y MINERA DE 1.1%

Value ($000) $1,971 Shares 39,089 Est. Cost $26.63 Unrealized —

APH AMPHENOL CORP NEW 1.0%

Value ($000) $1,876 Shares 21,448 Est. Cost $25.92 Unrealized +50.2%

WDAY WORKDAY INC 0.9%

Value ($000) $1,595 Shares 5,839 Est. Cost $161.65 Unrealized +71.8%

VRSK VERISK ANALYTICS INC 0.8%

Value ($000) $1,553 Shares 6,791 Est. Cost $111.73 Unrealized +90.1%

CNC CENTENE CORP DEL 0.8%

Value ($000) $1,471 Shares 17,858 Est. Cost $52.94 Unrealized +38.4%

— CORECARD CORPORATION 0.6%

Value ($000) $1,167 Shares 30,065 Est. Cost $29.35 Unrealized —

FICO FAIR ISAAC CORP 0.6%

Value ($000) $1,100 Shares 2,537 Est. Cost $364.97 Unrealized +8.8%

OLED UNIVERSAL DISPLAY CORP 0.6%

Value ($000) $1,081 Shares 6,552 Est. Cost $139.94 Unrealized +13.0%

RNR RENAISSANCERE HLDGS LTD 0.5%

Value ($000) $965 Shares 5,700 Est. Cost $164.13 Unrealized -4.6%

WEC WEC ENERGY GROUP INC 0.2%

Value ($000) $433 Shares 4,464 Est. Cost $59.63 Unrealized +33.2%

BRK/B BERKSHIRE HATHAWAY INC DEL 0.2%

Value ($000) $401 Shares 1,342 Est. Cost $213.62 Unrealized +34.1%

IBM INTERNATIONAL BUSINESS MACHS 0.2%

Value ($000) $393 Shares 2,941 Est. Cost $95.01 Unrealized +12.1%

KO COCA COLA CO 0.2%

Value ($000) $304 Shares 5,140 Est. Cost $38.48 Unrealized +27.8%

HYG ISHARES TR 0.2%

Value ($000) $289 Shares 3,321 Est. Cost $87.29 Unrealized —

— NUVEEN AMT FREE QLTY MUN INC 0.1%

Value ($000) $160 Shares 10,274 Est. Cost $14.85 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	ALPHA ARCHITECT ETF TR	2,072,815	$60,381	32.6%	$26.70	—	MERLYN AI SECTOR	02072L862
ANGL	VANECK ETF TRUST	1,550,998	$51,136	27.6%	$32.11	—	FALLEN ANGEL HG	92189F437
XHB	SPDR SER TR	182,529	$15,657	8.4%	$85.78	—	S&P HOMEBUILD	78464A888
JBI	JANUS INTERNATIONAL GROUP IN	1,011,710	$12,667	6.8%	$12.77	0.0%	COMMON STOCK	47103N106
AAPL	APPLE INC	30,531	$5,421	2.9%	$90.83	+70.3%	COM	037833100
CIBR	FIRST TR EXCHANGE TRADED FD	88,000	$4,646	2.5%	$52.80	—	NASDAQ CYB ETF	33734X846
XRT	SPDR SER TR	48,041	$4,338	2.3%	$95.75	—	S&P RETAIL ETF	78464A714
IMCG	ISHARES TR	41,397	$3,032	1.6%	$73.24	—	MRGSTR MD CP GRW	464288307
IYG	ISHARES TR	15,519	$2,996	1.6%	$193.05	—	U.S. FIN SVC ETF	464287770
KBWB	INVESCO EXCH TRADED FD TR II	43,411	$2,945	1.6%	$67.84	—	KBW BK ETF	46138E628
IWP	ISHARES TR	25,468	$2,934	1.6%	$115.20	—	RUS MD CP GR ETF	464287481
MSFT	MICROSOFT CORP	7,153	$2,406	1.3%	$100.31	+212.5%	COM	594918104
EL	LAUDER ESTEE COS INC	5,694	$2,108	1.1%	$126.05	+152.1%	CL A	518439104
SQM	SOCIEDAD QUIMICA Y MINERA DE	39,089	$1,971	1.1%	$26.63	—	SPON ADR SER B	833635105
APH	AMPHENOL CORP NEW	21,448	$1,876	1.0%	$25.92	+50.2%	CL A	032095101
WDAY	WORKDAY INC	5,839	$1,595	0.9%	$161.65	+71.8%	CL A	98138H101
VRSK	VERISK ANALYTICS INC	6,791	$1,553	0.8%	$111.73	+90.1%	COM	92345Y106
CNC	CENTENE CORP DEL	17,858	$1,471	0.8%	$52.94	+38.4%	COM	15135B101
—	CORECARD CORPORATION	30,065	$1,167	0.6%	$29.35	—	COM	45816D100
FICO	FAIR ISAAC CORP	2,537	$1,100	0.6%	$364.97	+8.8%	COM	303250104
OLED	UNIVERSAL DISPLAY CORP	6,552	$1,081	0.6%	$139.94	+13.0%	COM	91347P105
RNR	RENAISSANCERE HLDGS LTD	5,700	$965	0.5%	$164.13	-4.6%	COM	G7496G103
WEC	WEC ENERGY GROUP INC	4,464	$433	0.2%	$59.63	+33.2%	COM	92939U106
BRK/B	BERKSHIRE HATHAWAY INC DEL	1,342	$401	0.2%	$213.62	+34.1%	CL B NEW	084670702
IBM	INTERNATIONAL BUSINESS MACHS	2,941	$393	0.2%	$95.01	+12.1%	COM	459200101
KO	COCA COLA CO	5,140	$304	0.2%	$38.48	+27.8%	COM	191216100
HYG	ISHARES TR	3,321	$289	0.2%	$87.29	—	IBOXX HI YD ETF	464288513
—	NUVEEN AMT FREE QLTY MUN INC	10,274	$160	0.1%	$14.85	—	COM	670657105