Donoghue Forlines LLC Quant / Systematic

CIK: 0001702435 · Show all filings

Period: Q4 2017 (← Previous) (Next →)

Filing Date: Feb 13, 2018

Total Value ($000): $1,320,442 (100.0% shares, 0.0% debt)

Holdings (113)

IEMG ISHARES INC 2.8%
Value ($000) $37,379 Shares 656,932 Est. Cost $56.90 Unrealized
EMB ISHARES TR 2.7%
Value ($000) $36,091 Shares 310,864 Est. Cost $116.10 Unrealized
PFF ISHARES TR 2.3%
Value ($000) $30,459 Shares 800,066 Est. Cost $38.07 Unrealized
HYG ISHARES TR 2.1%
Value ($000) $27,094 Shares 310,500 Est. Cost $87.89 Unrealized
XLF SELECT SECTOR SPDR TR 2.0%
Value ($000) $25,820 Shares 925,121 Est. Cost $27.91 Unrealized
XLE SELECT SECTOR SPDR TR 1.9%
Value ($000) $24,965 Shares 345,485 Est. Cost $72.26 Unrealized
NEAR ISHARES U S ETF TR 1.8%
Value ($000) $24,094 Shares 480,728 Est. Cost $50.12 Unrealized
ANGL VANECK VECTORS ETF TR 1.8%
Value ($000) $23,131 Shares 772,327 Est. Cost $29.95 Unrealized
CENTURYLINK INC 1.7%
Value ($000) $22,969 Shares 1,377,063 Est. Cost $20.54 Unrealized
HP HELMERICH & PAYNE INC 1.7%
Value ($000) $22,467 Shares 347,591 Est. Cost $56.06 Unrealized 0.0%
T AT&T INC 1.6%
Value ($000) $21,475 Shares 552,350 Est. Cost $15.82 Unrealized -3.6%
EWJ ISHARES INC 1.6%
Value ($000) $21,159 Shares 353,056 Est. Cost $59.93 Unrealized
VZ VERIZON COMMUNICATIONS INC 1.6%
Value ($000) $21,020 Shares 397,128 Est. Cost $29.63 Unrealized +7.9%
CF CF INDS HLDGS INC 1.5%
Value ($000) $19,340 Shares 454,633 Est. Cost $22.01 Unrealized +39.6%
XT ISHARES TR 1.5%
Value ($000) $19,270 Shares 543,749 Est. Cost $35.44 Unrealized
OXY OCCIDENTAL PETE CORP DEL 1.4%
Value ($000) $19,090 Shares 259,162 Est. Cost $48.52 Unrealized +13.6%
KSS KOHLS CORP 1.4%
Value ($000) $19,073 Shares 351,692 Est. Cost $46.03 Unrealized 0.0%
WMB WILLIAMS COS INC DEL 1.4%
Value ($000) $19,027 Shares 624,038 Est. Cost $18.65 Unrealized -0.3%
EMR EMERSON ELEC CO 1.4%
Value ($000) $18,690 Shares 268,194 Est. Cost $48.03 Unrealized +10.9%
TGT TARGET CORP 1.4%
Value ($000) $18,644 Shares 285,735 Est. Cost $48.06 Unrealized 0.0%
GIS GENERAL MLS INC 1.4%
Value ($000) $18,607 Shares 313,835 Est. Cost $40.54 Unrealized 0.0%
NAVI NAVIENT CORPORATION 1.4%
Value ($000) $18,592 Shares 1,395,766 Est. Cost $14.68 Unrealized -13.9%
NUE NUCOR CORP 1.4%
Value ($000) $18,578 Shares 292,203 Est. Cost $48.98 Unrealized 0.0%
L BRANDS INC 1.4%
Value ($000) $18,457 Shares 306,496 Est. Cost $60.22 Unrealized
SEAGATE TECHNOLOGY PLC 1.4%
Value ($000) $18,443 Shares 440,805 Est. Cost $37.33 Unrealized
LYB LYONDELLBASELL INDUSTRIES N 1.4%
Value ($000) $18,378 Shares 166,586 Est. Cost $49.88 Unrealized +27.2%
ETN EATON CORP PLC 1.4%
Value ($000) $18,246 Shares 230,929 Est. Cost $64.03 Unrealized +3.5%
CAH CARDINAL HEALTH INC 1.4%
Value ($000) $18,213 Shares 297,265 Est. Cost $48.46 Unrealized 0.0%
IP INTL PAPER CO 1.4%
Value ($000) $18,162 Shares 313,463 Est. Cost $34.92 Unrealized +7.7%
PFE PFIZER INC 1.4%
Value ($000) $18,082 Shares 499,230 Est. Cost $21.71 Unrealized +9.6%
KO COCA COLA CO 1.4%
Value ($000) $18,048 Shares 393,383 Est. Cost $33.89 Unrealized +5.1%
MRK MERCK & CO INC 1.4%
Value ($000) $18,019 Shares 320,227 Est. Cost $45.78 Unrealized -6.1%
OKE ONEOK INC NEW 1.4%
Value ($000) $17,962 Shares 336,056 Est. Cost $30.56 Unrealized +4.9%
WFC WELLS FARGO CO NEW 1.4%
Value ($000) $17,952 Shares 295,902 Est. Cost $45.09 Unrealized 0.0%
MO ALTRIA GROUP INC 1.3%
Value ($000) $17,816 Shares 249,493 Est. Cost $38.69 Unrealized -5.3%
XOM EXXON MOBIL CORP 1.3%
Value ($000) $17,798 Shares 212,787 Est. Cost $57.12 Unrealized 0.0%
PATTERSON COMPANIES INC 1.3%
Value ($000) $17,796 Shares 492,557 Est. Cost $36.13 Unrealized
UPS UNITED PARCEL SERVICE INC 1.3%
Value ($000) $17,778 Shares 149,209 Est. Cost $77.84 Unrealized +10.8%
PEOPLES UNITED FINANCIAL INC 1.3%
Value ($000) $17,716 Shares 947,389 Est. Cost $17.70 Unrealized
IBM INTERNATIONAL BUSINESS MACHS 1.3%
Value ($000) $17,687 Shares 115,287 Est. Cost $103.18 Unrealized -1.0%
F FORD MTR CO DEL 1.3%
Value ($000) $17,679 Shares 1,415,432 Est. Cost $7.09 Unrealized +13.0%
PM PHILIP MORRIS INTL INC 1.3%
Value ($000) $17,647 Shares 167,036 Est. Cost $73.49 Unrealized -5.3%
AES AES CORP 1.3%
Value ($000) $17,602 Shares 1,625,257 Est. Cost $8.06 Unrealized 0.0%
XEROX CORP 1.3%
Value ($000) $17,542 Shares 601,782 Est. Cost $28.79 Unrealized
QCOM QUALCOMM INC 1.3%
Value ($000) $17,530 Shares 273,820 Est. Cost $49.00 Unrealized 0.0%
GENERAL ELECTRIC CO 1.3%
Value ($000) $17,497 Shares 1,002,713 Est. Cost $23.61 Unrealized
M MACYS INC 1.3%
Value ($000) $17,425 Shares 691,730 Est. Cost $21.99 Unrealized -0.2%
IVZ INVESCO LTD 1.3%
Value ($000) $17,314 Shares 473,825 Est. Cost $21.88 Unrealized +12.3%
WESTROCK CO 1.3%
Value ($000) $17,229 Shares 272,567 Est. Cost $63.21 Unrealized
WU WESTERN UN CO 1.3%
Value ($000) $17,167 Shares 903,063 Est. Cost $19.01 Unrealized
GILD GILEAD SCIENCES INC 1.3%
Value ($000) $16,957 Shares 236,699 Est. Cost $55.90 Unrealized -0.0%
ADM ARCHER DANIELS MIDLAND CO 1.3%
Value ($000) $16,921 Shares 422,183 Est. Cost $32.34 Unrealized 0.0%
NIELSEN HLDGS PLC 1.3%
Value ($000) $16,823 Shares 462,163 Est. Cost $36.40 Unrealized
SO SOUTHERN CO 1.3%
Value ($000) $16,798 Shares 349,310 Est. Cost $35.18 Unrealized +3.6%
FE FIRSTENERGY CORP 1.3%
Value ($000) $16,647 Shares 543,680 Est. Cost $20.90 Unrealized +11.5%
MET METLIFE INC 1.3%
Value ($000) $16,544 Shares 327,225 Est. Cost $39.89 Unrealized 0.0%
PPL PPL CORP 1.2%
Value ($000) $15,964 Shares 515,792 Est. Cost $25.98 Unrealized -4.2%
SCANA CORP NEW 1.2%
Value ($000) $15,227 Shares 382,768 Est. Cost $39.78 Unrealized
SPDR SERIES TRUST 0.9%
Value ($000) $12,070 Shares 328,698 Est. Cost $37.29 Unrealized
ITA ISHARES TR 0.8%
Value ($000) $10,333 Shares 54,930 Est. Cost $188.11 Unrealized
SCJ ISHARES INC 0.7%
Value ($000) $9,222 Shares 115,578 Est. Cost $79.79 Unrealized
IYW ISHARES TR 0.7%
Value ($000) $8,875 Shares 54,526 Est. Cost $162.77 Unrealized
GLD SPDR GOLD TRUST 0.6%
Value ($000) $7,561 Shares 61,145 Est. Cost $123.66 Unrealized
ISHARES GOLD TRUST 0.5%
Value ($000) $6,820 Shares 545,132 Est. Cost $12.51 Unrealized
HYS PIMCO ETF TR 0.3%
Value ($000) $4,038 Shares 40,183 Est. Cost $101.44 Unrealized
SJNK SPDR SER TR 0.3%
Value ($000) $4,034 Shares 146,371 Est. Cost $27.93 Unrealized
CONCHO RES INC 0.2%
Value ($000) $2,877 Shares 19,152 Est. Cost $150.22 Unrealized
EOG EOG RES INC 0.2%
Value ($000) $2,842 Shares 26,334 Est. Cost $75.40 Unrealized 0.0%
INTC INTEL CORP 0.2%
Value ($000) $2,796 Shares 60,575 Est. Cost $36.55 Unrealized 0.0%
URI UNITED RENTALS INC 0.2%
Value ($000) $2,772 Shares 16,122 Est. Cost $147.40 Unrealized 0.0%
TXN TEXAS INSTRS INC 0.2%
Value ($000) $2,734 Shares 26,177 Est. Cost $77.65 Unrealized 0.0%
VLO VALERO ENERGY CORP NEW 0.2%
Value ($000) $2,729 Shares 29,689 Est. Cost $46.24 Unrealized +29.0%
DE DEERE & CO 0.2%
Value ($000) $2,720 Shares 17,377 Est. Cost $123.74 Unrealized 0.0%
PRAXAIR INC 0.2%
Value ($000) $2,714 Shares 17,544 Est. Cost $154.70 Unrealized
HLT HILTON WORLDWIDE HLDGS INC 0.2%
Value ($000) $2,702 Shares 33,837 Est. Cost $72.05 Unrealized 0.0%
APD AIR PRODS & CHEMS INC 0.2%
Value ($000) $2,696 Shares 16,428 Est. Cost $130.30 Unrealized 0.0%
HD HOME DEPOT INC 0.2%
Value ($000) $2,691 Shares 14,196 Est. Cost $141.67 Unrealized 0.0%
FLR FLUOR CORP NEW 0.2%
Value ($000) $2,681 Shares 51,900 Est. Cost $43.82 Unrealized 0.0%
RVTY PERKINELMER INC 0.2%
Value ($000) $2,676 Shares 36,601 Est. Cost $70.26 Unrealized 0.0%
TROW PRICE T ROWE GROUP INC 0.2%
Value ($000) $2,672 Shares 25,460 Est. Cost $52.09 Unrealized +37.7%
SHW SHERWIN WILLIAMS CO 0.2%
Value ($000) $2,656 Shares 6,478 Est. Cost $122.31 Unrealized 0.0%
WMT WAL-MART STORES INC 0.2%
Value ($000) $2,656 Shares 26,893 Est. Cost $26.82 Unrealized 0.0%
AWK AMERICAN WTR WKS CO INC NEW 0.2%
Value ($000) $2,655 Shares 29,022 Est. Cost $75.72 Unrealized 0.0%
PSX PHILLIPS 66 0.2%
Value ($000) $2,655 Shares 26,250 Est. Cost $61.46 Unrealized +12.7%
AVY AVERY DENNISON CORP 0.2%
Value ($000) $2,651 Shares 23,080 Est. Cost $81.06 Unrealized +15.4%
ITW ILLINOIS TOOL WKS INC 0.2%
Value ($000) $2,646 Shares 15,856 Est. Cost $130.85 Unrealized 0.0%
TORCHMARK CORP 0.2%
Value ($000) $2,645 Shares 29,160 Est. Cost $90.71 Unrealized
ABBV ABBVIE INC 0.2%
Value ($000) $2,634 Shares 27,236 Est. Cost $46.96 Unrealized +42.4%
DLTR DOLLAR TREE INC 0.2%
Value ($000) $2,628 Shares 24,493 Est. Cost $97.73 Unrealized 0.0%
DHI D R HORTON INC 0.2%
Value ($000) $2,623 Shares 51,368 Est. Cost $42.59 Unrealized 0.0%
BLACKROCK INC 0.2%
Value ($000) $2,619 Shares 5,098 Est. Cost $513.73 Unrealized
ZTS ZOETIS INC 0.2%
Value ($000) $2,608 Shares 36,201 Est. Cost $64.45 Unrealized 0.0%
COST COSTCO WHSL CORP NEW 0.2%
Value ($000) $2,607 Shares 14,008 Est. Cost $154.45 Unrealized 0.0%
IFF INTERNATIONAL FLAVORS&FRAGRA 0.2%
Value ($000) $2,605 Shares 17,071 Est. Cost $121.86 Unrealized 0.0%
PEG PUBLIC SVC ENTERPRISE GROUP 0.2%
Value ($000) $2,603 Shares 50,540 Est. Cost $38.22 Unrealized 0.0%
MNST MONSTER BEVERAGE CORP NEW 0.2%
Value ($000) $2,602 Shares 41,111 Est. Cost $29.95 Unrealized 0.0%
CBOE CBOE GLOBAL MARKETS INC 0.2%
Value ($000) $2,601 Shares 20,875 Est. Cost $87.22 Unrealized +20.9%
HON HONEYWELL INTL INC 0.2%
Value ($000) $2,597 Shares 16,932 Est. Cost $113.37 Unrealized 0.0%
HARRIS CORP DEL 0.2%
Value ($000) $2,597 Shares 18,334 Est. Cost $141.65 Unrealized
PHM PULTE GROUP INC 0.2%
Value ($000) $2,595 Shares 78,049 Est. Cost $28.36 Unrealized 0.0%
TE CONNECTIVITY LTD 0.2%
Value ($000) $2,594 Shares 27,297 Est. Cost $95.03 Unrealized
PAYX PAYCHEX INC 0.2%
Value ($000) $2,592 Shares 38,072 Est. Cost $51.63 Unrealized 0.0%
ISRG INTUITIVE SURGICAL INC 0.2%
Value ($000) $2,590 Shares 7,098 Est. Cost $125.15 Unrealized 0.0%
TSN TYSON FOODS INC 0.2%
Value ($000) $2,587 Shares 31,911 Est. Cost $61.44 Unrealized 0.0%
ETR ENTERGY CORP NEW 0.2%
Value ($000) $2,585 Shares 31,760 Est. Cost $27.93 Unrealized +10.6%
HRL HORMEL FOODS CORP 0.2%
Value ($000) $2,567 Shares 70,549 Est. Cost $27.28 Unrealized 0.0%
WEC WEC ENERGY GROUP INC 0.2%
Value ($000) $2,567 Shares 38,643 Est. Cost $49.17 Unrealized +5.2%
EXC EXELON CORP 0.2%
Value ($000) $2,566 Shares 65,113 Est. Cost $21.66 Unrealized 0.0%
CME CME GROUP INC 0.2%
Value ($000) $2,523 Shares 17,275 Est. Cost $105.45 Unrealized 0.0%
ALGN ALIGN TECHNOLOGY INC 0.2%
Value ($000) $2,424 Shares 10,911 Est. Cost $227.14 Unrealized 0.0%
LQD ISHARES TR 0.0%
Value ($000) $485 Shares 3,989 Est. Cost $121.58 Unrealized
IGIB ISHARES TR 0.0%
Value ($000) $275 Shares 2,522 Est. Cost $109.04 Unrealized
POWERSHARES ETF TR II 0.0%
Value ($000) $249 Shares 8,129 Est. Cost $30.63 Unrealized