Donoghue Forlines LLC Quant / Systematic

CIK: 0001702435 · Show all filings

Period: Q1 2018 (← Previous) (Next →)

Filing Date: May 3, 2018

Total Value ($000): $1,152,881 (100.0% shares, 0.0% debt)

Holdings (142)

SHY ISHARES TR 5.1%
Value ($000) $58,700 Shares 702,487 Est. Cost $83.56 Unrealized
KSS KOHLS CORP 1.9%
Value ($000) $21,975 Shares 335,452 Est. Cost $46.03 Unrealized +37.9%
TGT TARGET CORP 1.8%
Value ($000) $20,198 Shares 290,905 Est. Cost $48.25 Unrealized +21.2%
SEAGATE TECHNOLOGY PLC 1.7%
Value ($000) $19,954 Shares 340,985 Est. Cost $37.33 Unrealized
IEMG ISHARES INC 1.7%
Value ($000) $19,869 Shares 340,228 Est. Cost $56.90 Unrealized
EMB ISHARES TR 1.7%
Value ($000) $19,286 Shares 170,947 Est. Cost $116.10 Unrealized
AES AES CORP 1.6%
Value ($000) $18,750 Shares 1,649,101 Est. Cost $8.06 Unrealized +1.6%
FE FIRSTENERGY CORP 1.6%
Value ($000) $18,640 Shares 548,069 Est. Cost $20.90 Unrealized +11.5%
F FORD MTR CO DEL 1.6%
Value ($000) $18,478 Shares 1,667,697 Est. Cost $7.15 Unrealized +4.7%
M MACYS INC 1.6%
Value ($000) $18,428 Shares 619,642 Est. Cost $21.99 Unrealized +22.9%
HP HELMERICH & PAYNE INC 1.6%
Value ($000) $18,390 Shares 276,294 Est. Cost $56.06 Unrealized +20.3%
PPL PPL CORP 1.6%
Value ($000) $18,381 Shares 649,742 Est. Cost $24.93 Unrealized -16.2%
SO SOUTHERN CO 1.6%
Value ($000) $18,262 Shares 408,904 Est. Cost $34.74 Unrealized -7.4%
OXY OCCIDENTAL PETE CORP DEL 1.6%
Value ($000) $18,250 Shares 280,943 Est. Cost $49.21 Unrealized +16.7%
ADM ARCHER DANIELS MIDLAND CO 1.6%
Value ($000) $17,923 Shares 413,260 Est. Cost $32.34 Unrealized +3.1%
XOM EXXON MOBIL CORP 1.6%
Value ($000) $17,899 Shares 239,903 Est. Cost $56.96 Unrealized -2.2%
OKE ONEOK INC NEW 1.5%
Value ($000) $17,774 Shares 312,255 Est. Cost $30.56 Unrealized +14.5%
MRK MERCK & CO INC 1.5%
Value ($000) $17,677 Shares 324,526 Est. Cost $45.73 Unrealized -7.6%
VZ VERIZON COMMUNICATIONS INC 1.5%
Value ($000) $17,459 Shares 365,088 Est. Cost $29.63 Unrealized +11.5%
LLY LILLY ELI & CO 1.5%
Value ($000) $17,378 Shares 224,605 Est. Cost $71.71 Unrealized 0.0%
KO COCA COLA CO 1.5%
Value ($000) $17,339 Shares 399,231 Est. Cost $33.91 Unrealized +3.4%
IP INTL PAPER CO 1.5%
Value ($000) $17,306 Shares 323,902 Est. Cost $35.06 Unrealized +11.9%
PFE PFIZER INC 1.5%
Value ($000) $17,272 Shares 486,675 Est. Cost $21.71 Unrealized +11.6%
IBM INTERNATIONAL BUSINESS MACHS 1.5%
Value ($000) $17,234 Shares 112,327 Est. Cost $103.18 Unrealized +4.0%
T AT&T INC 1.5%
Value ($000) $17,218 Shares 482,976 Est. Cost $15.82 Unrealized -0.1%
XEROX CORP 1.5%
Value ($000) $17,214 Shares 598,122 Est. Cost $28.79 Unrealized
ETN EATON CORP PLC 1.5%
Value ($000) $17,199 Shares 215,230 Est. Cost $64.03 Unrealized +9.8%
SCANA CORP NEW 1.5%
Value ($000) $17,172 Shares 457,302 Est. Cost $39.42 Unrealized
MET METLIFE INC 1.5%
Value ($000) $17,159 Shares 373,922 Est. Cost $39.54 Unrealized -6.3%
WESTROCK CO 1.5%
Value ($000) $17,120 Shares 266,797 Est. Cost $63.21 Unrealized
WU WESTERN UN CO 1.5%
Value ($000) $17,061 Shares 887,208 Est. Cost $19.01 Unrealized
NIELSEN HLDGS PLC 1.5%
Value ($000) $17,028 Shares 535,635 Est. Cost $35.77 Unrealized
MO ALTRIA GROUP INC 1.5%
Value ($000) $16,981 Shares 272,477 Est. Cost $38.51 Unrealized -5.0%
UPS UNITED PARCEL SERVICE INC 1.5%
Value ($000) $16,960 Shares 162,049 Est. Cost $78.45 Unrealized +8.9%
NAVI NAVIENT CORPORATION 1.5%
Value ($000) $16,940 Shares 1,291,154 Est. Cost $14.68 Unrealized -7.3%
EMR EMERSON ELEC CO 1.5%
Value ($000) $16,912 Shares 247,619 Est. Cost $48.03 Unrealized +22.8%
LYB LYONDELLBASELL INDUSTRIES N 1.5%
Value ($000) $16,843 Shares 159,381 Est. Cost $49.88 Unrealized +38.3%
GILD GILEAD SCIENCES INC 1.4%
Value ($000) $16,714 Shares 221,699 Est. Cost $55.90 Unrealized +5.4%
IVZ INVESCO LTD 1.4%
Value ($000) $16,589 Shares 518,239 Est. Cost $22.03 Unrealized +7.2%
PEOPLES UNITED FINANCIAL INC 1.4%
Value ($000) $16,572 Shares 888,095 Est. Cost $17.70 Unrealized
PM PHILIP MORRIS INTL INC 1.4%
Value ($000) $16,423 Shares 165,222 Est. Cost $73.49 Unrealized -6.5%
CENTURYLINK INC 1.4%
Value ($000) $16,388 Shares 997,460 Est. Cost $20.54 Unrealized
PFF ISHARES TR 1.4%
Value ($000) $16,338 Shares 434,990 Est. Cost $38.07 Unrealized
NUE NUCOR CORP 1.4%
Value ($000) $16,278 Shares 266,457 Est. Cost $48.98 Unrealized +13.9%
CF CF INDS HLDGS INC 1.4%
Value ($000) $16,269 Shares 431,196 Est. Cost $22.01 Unrealized +51.8%
L BRANDS INC 1.4%
Value ($000) $16,180 Shares 423,458 Est. Cost $54.14 Unrealized
GENERAL ELECTRIC CO 1.4%
Value ($000) $16,147 Shares 1,197,883 Est. Cost $21.96 Unrealized
WFC WELLS FARGO CO NEW 1.4%
Value ($000) $16,106 Shares 307,306 Est. Cost $45.19 Unrealized +5.6%
WMB WILLIAMS COS INC DEL 1.4%
Value ($000) $15,888 Shares 639,101 Est. Cost $18.66 Unrealized +2.2%
CAH CARDINAL HEALTH INC 1.4%
Value ($000) $15,762 Shares 251,468 Est. Cost $48.46 Unrealized +11.8%
QCOM QUALCOMM INC 1.4%
Value ($000) $15,732 Shares 283,920 Est. Cost $49.10 Unrealized +5.7%
GIS GENERAL MLS INC 1.4%
Value ($000) $15,664 Shares 347,624 Est. Cost $40.58 Unrealized +1.0%
XLF SELECT SECTOR SPDR TR 1.1%
Value ($000) $13,165 Shares 477,519 Est. Cost $27.91 Unrealized
ANGL VANECK VECTORS ETF TR 1.1%
Value ($000) $12,631 Shares 434,662 Est. Cost $29.95 Unrealized
XLE SELECT SECTOR SPDR TR 1.1%
Value ($000) $12,424 Shares 184,307 Est. Cost $72.26 Unrealized
EWJ ISHARES INC 1.0%
Value ($000) $11,479 Shares 189,167 Est. Cost $59.93 Unrealized
XT ISHARES TR 0.9%
Value ($000) $10,215 Shares 280,785 Est. Cost $35.44 Unrealized
POWERSHARES ACT MANG COMM FD 0.7%
Value ($000) $8,360 Shares 470,453 Est. Cost $17.77 Unrealized
HEZU ISHARES TR 0.7%
Value ($000) $8,024 Shares 273,473 Est. Cost $29.34 Unrealized
GLD SPDR GOLD TRUST 0.7%
Value ($000) $7,840 Shares 62,325 Est. Cost $123.70 Unrealized
ITA ISHARES TR 0.5%
Value ($000) $5,703 Shares 28,811 Est. Cost $188.11 Unrealized
NEAR ISHARES US ETF TR 0.5%
Value ($000) $5,671 Shares 113,058 Est. Cost $50.12 Unrealized
SCJ ISHARES INC 0.4%
Value ($000) $5,025 Shares 61,358 Est. Cost $79.79 Unrealized
MOO VANECK VECTORS ETF TR 0.4%
Value ($000) $4,902 Shares 79,290 Est. Cost $61.82 Unrealized
HYG ISHARES TR 0.3%
Value ($000) $3,621 Shares 42,277 Est. Cost $87.89 Unrealized
POWERSHARES ETF TRUST II 0.3%
Value ($000) $3,510 Shares 151,752 Est. Cost $23.13 Unrealized
SJNK SPDR SER TR 0.3%
Value ($000) $3,482 Shares 127,224 Est. Cost $27.93 Unrealized
SPDR SERIES TRUST 0.3%
Value ($000) $3,426 Shares 95,571 Est. Cost $37.29 Unrealized
TPR TAPESTRY INC 0.2%
Value ($000) $2,623 Shares 49,849 Est. Cost $39.76 Unrealized 0.0%
RAYTHEON CO 0.2%
Value ($000) $2,610 Shares 12,093 Est. Cost $215.83 Unrealized
NOC NORTHROP GRUMMAN CORP 0.2%
Value ($000) $2,602 Shares 7,454 Est. Cost $294.31 Unrealized 0.0%
EW EDWARDS LIFESCIENCES CORP 0.2%
Value ($000) $2,590 Shares 18,563 Est. Cost $43.43 Unrealized 0.0%
FLR FLUOR CORP NEW 0.2%
Value ($000) $2,562 Shares 44,773 Est. Cost $43.82 Unrealized +23.8%
LMT LOCKHEED MARTIN CORP 0.2%
Value ($000) $2,556 Shares 7,564 Est. Cost $275.43 Unrealized 0.0%
SPGI S&P GLOBAL INC 0.2%
Value ($000) $2,546 Shares 13,325 Est. Cost $172.26 Unrealized 0.0%
TOTAL SYS SVCS INC 0.2%
Value ($000) $2,475 Shares 28,692 Est. Cost $86.26 Unrealized
CSCO CISCO SYS INC 0.2%
Value ($000) $2,466 Shares 57,488 Est. Cost $33.46 Unrealized 0.0%
IDXX IDEXX LABS INC 0.2%
Value ($000) $2,462 Shares 12,864 Est. Cost $184.56 Unrealized 0.0%
PNC PNC FINL SVCS GROUP INC 0.2%
Value ($000) $2,434 Shares 16,092 Est. Cost $118.19 Unrealized 0.0%
CMA COMERICA INC 0.2%
Value ($000) $2,431 Shares 25,341 Est. Cost $66.87 Unrealized 0.0%
CTSH COGNIZANT TECHNOLOGY SOLUTIO 0.2%
Value ($000) $2,431 Shares 30,196 Est. Cost $70.61 Unrealized 0.0%
BA BOEING CO 0.2%
Value ($000) $2,417 Shares 7,372 Est. Cost $322.88 Unrealized 0.0%
RF REGIONS FINL CORP NEW 0.2%
Value ($000) $2,416 Shares 130,058 Est. Cost $13.90 Unrealized 0.0%
AMZN AMAZON COM INC 0.2%
Value ($000) $2,405 Shares 1,662 Est. Cost $71.51 Unrealized 0.0%
BAC BANK AMER CORP 0.2%
Value ($000) $2,396 Shares 79,906 Est. Cost $26.06 Unrealized 0.0%
HCA HCA HEALTHCARE INC 0.2%
Value ($000) $2,394 Shares 24,681 Est. Cost $90.31 Unrealized 0.0%
HPE HEWLETT PACKARD ENTERPRISE C 0.2%
Value ($000) $2,393 Shares 136,435 Est. Cost $13.27 Unrealized 0.0%
SRLN SSGA ACTIVE ETF TR 0.2%
Value ($000) $2,392 Shares 50,438 Est. Cost $47.42 Unrealized
NFLX NETFLIX INC 0.2%
Value ($000) $2,330 Shares 7,890 Est. Cost $27.22 Unrealized 0.0%
ENVISION HEALTHCARE CORP 0.2%
Value ($000) $2,304 Shares 59,957 Est. Cost $38.43 Unrealized
EXPRESS SCRIPTS HLDG CO 0.2%
Value ($000) $2,236 Shares 32,368 Est. Cost $69.08 Unrealized
FTSL FIRST TR EXCHANGE TRADED FD 0.1%
Value ($000) $1,350 Shares 28,053 Est. Cost $48.12 Unrealized
HIGHLAND FDS I 0.1%
Value ($000) $704 Shares 38,404 Est. Cost $18.33 Unrealized
GREAT PLAINS ENERGY INC 0.1%
Value ($000) $619 Shares 19,456 Est. Cost $31.82 Unrealized
HOLLYFRONTIER CORP 0.1%
Value ($000) $616 Shares 12,603 Est. Cost $48.88 Unrealized
TECH BIO TECHNE CORP 0.1%
Value ($000) $605 Shares 4,005 Est. Cost $33.97 Unrealized 0.0%
WSO WATSCO INC 0.1%
Value ($000) $602 Shares 3,327 Est. Cost $173.34 Unrealized 0.0%
AGNC AGNC INVT CORP 0.1%
Value ($000) $600 Shares 31,694 Est. Cost $18.93 Unrealized
CSRA INC 0.1%
Value ($000) $596 Shares 14,456 Est. Cost $41.23 Unrealized
NRG YIELD INC 0.1%
Value ($000) $595 Shares 35,005 Est. Cost $17.00 Unrealized
ORI OLD REP INTL CORP 0.1%
Value ($000) $589 Shares 27,480 Est. Cost $11.30 Unrealized 0.0%
HILL ROM HLDGS INC 0.1%
Value ($000) $585 Shares 6,726 Est. Cost $86.98 Unrealized
SAIC SCIENCE APPLICATNS INTL CP N 0.1%
Value ($000) $584 Shares 7,414 Est. Cost $75.45 Unrealized 0.0%
SON SONOCO PRODS CO 0.1%
Value ($000) $580 Shares 11,966 Est. Cost $38.76 Unrealized 0.0%
MSM MSC INDL DIRECT INC 0.0%
Value ($000) $576 Shares 6,277 Est. Cost $92.38 Unrealized 0.0%
CBRL CRACKER BARREL OLD CTRY STOR 0.0%
Value ($000) $575 Shares 3,609 Est. Cost $119.30 Unrealized 0.0%
1741046D STERIS PLC 0.0%
Value ($000) $575 Shares 6,159 Est. Cost $93.36 Unrealized
MCY MERCURY GENL CORP NEW 0.0%
Value ($000) $574 Shares 12,518 Est. Cost $47.65 Unrealized 0.0%
EHC ENCOMPASS HEALTH CORP 0.0%
Value ($000) $574 Shares 10,047 Est. Cost $38.63 Unrealized 0.0%
BAH BOOZ ALLEN HAMILTON HLDG COR 0.0%
Value ($000) $573 Shares 14,792 Est. Cost $33.57 Unrealized 0.0%
TKR TIMKEN CO 0.0%
Value ($000) $573 Shares 12,555 Est. Cost $48.13 Unrealized 0.0%
RITM NEW RESIDENTIAL INVT CORP 0.0%
Value ($000) $573 Shares 34,821 Est. Cost $16.46 Unrealized
GEF GREIF INC 0.0%
Value ($000) $571 Shares 10,935 Est. Cost $42.38 Unrealized 0.0%
NORDSTROM INC 0.0%
Value ($000) $568 Shares 11,730 Est. Cost $48.42 Unrealized
TDS TELEPHONE & DATA SYS INC 0.0%
Value ($000) $568 Shares 20,250 Est. Cost $27.16 Unrealized 0.0%
SIX FLAGS ENTMT CORP NEW 0.0%
Value ($000) $567 Shares 9,102 Est. Cost $62.29 Unrealized
HUBB HUBBELL INC 0.0%
Value ($000) $565 Shares 4,640 Est. Cost $111.96 Unrealized 0.0%
VECTOR GROUP LTD 0.0%
Value ($000) $564 Shares 27,684 Est. Cost $20.37 Unrealized
OPLN KAR AUCTION SVCS INC 0.0%
Value ($000) $561 Shares 10,354 Est. Cost $20.17 Unrealized 0.0%
NATIONAL INSTRS CORP 0.0%
Value ($000) $561 Shares 11,103 Est. Cost $50.53 Unrealized
R RYDER SYS INC 0.0%
Value ($000) $558 Shares 7,663 Est. Cost $80.56 Unrealized 0.0%
AVT AVNET INC 0.0%
Value ($000) $556 Shares 13,319 Est. Cost $34.92 Unrealized 0.0%
TUPPERWARE BRANDS CORP 0.0%
Value ($000) $555 Shares 11,470 Est. Cost $48.39 Unrealized
ZD J2 GLOBAL INC 0.0%
Value ($000) $554 Shares 7,016 Est. Cost $67.67 Unrealized 0.0%
LDOS LEIDOS HLDGS INC 0.0%
Value ($000) $553 Shares 8,449 Est. Cost $58.80 Unrealized 0.0%
SABR SABRE CORP 0.0%
Value ($000) $552 Shares 25,714 Est. Cost $21.42 Unrealized 0.0%
VLY VALLEY NATL BANCORP 0.0%
Value ($000) $551 Shares 44,201 Est. Cost $12.47 Unrealized 0.0%
BGC PARTNERS INC 0.0%
Value ($000) $550 Shares 40,916 Est. Cost $13.44 Unrealized
UMPQUA HLDGS CORP 0.0%
Value ($000) $543 Shares 25,350 Est. Cost $21.42 Unrealized
OLN OLIN CORP 0.0%
Value ($000) $540 Shares 17,762 Est. Cost $27.28 Unrealized 0.0%
MACQUARIE INFRASTRUCTURE COR 0.0%
Value ($000) $540 Shares 14,610 Est. Cost $36.96 Unrealized
CYPRESS SEMICONDUCTOR CORP 0.0%
Value ($000) $540 Shares 31,853 Est. Cost $16.95 Unrealized
BRSL INTERNATIONAL GAME TECHNOLOG 0.0%
Value ($000) $537 Shares 20,079 Est. Cost $17.30 Unrealized 0.0%
PACWEST BANCORP DEL 0.0%
Value ($000) $537 Shares 10,834 Est. Cost $49.57 Unrealized
BGS B & G FOODS INC NEW 0.0%
Value ($000) $535 Shares 22,554 Est. Cost $15.34 Unrealized 0.0%
NEW YORK CMNTY BANCORP INC 0.0%
Value ($000) $528 Shares 40,510 Est. Cost $13.03 Unrealized
AMC ENTMT HLDGS INC 0.0%
Value ($000) $525 Shares 37,354 Est. Cost $14.05 Unrealized
PATTERSON COMPANIES INC 0.0%
Value ($000) $516 Shares 23,191 Est. Cost $36.13 Unrealized
PBI PITNEY BOWES INC 0.0%
Value ($000) $496 Shares 45,579 Est. Cost $12.39 Unrealized 0.0%
LQD ISHARES TR 0.0%
Value ($000) $471 Shares 4,015 Est. Cost $121.58 Unrealized
TALLGRASS ENERGY GP LP 0.0%
Value ($000) $468 Shares 24,629 Est. Cost $19.00 Unrealized
IGIB ISHARES TR 0.0%
Value ($000) $305 Shares 2,843 Est. Cost $108.84 Unrealized