Donoghue Forlines LLC Quant / Systematic

CIK: 0001702435 · Show all filings

Period: Q2 2018 (← Previous) (Next →)

Filing Date: Jul 26, 2018

Total Value ($000): $1,210,255 (100.0% shares, 0.0% debt)

Holdings (151)

SHY ISHARES TR 2.5%
Value ($000) $30,052 Shares 360,463 Est. Cost $83.56 Unrealized
EMB ISHARES TR 2.3%
Value ($000) $27,686 Shares 259,307 Est. Cost $112.92 Unrealized
PFF ISHARES TR 2.2%
Value ($000) $26,363 Shares 699,100 Est. Cost $37.93 Unrealized
IEMG ISHARES INC 2.0%
Value ($000) $24,703 Shares 470,445 Est. Cost $55.68 Unrealized
XLE SELECT SECTOR SPDR TR 1.9%
Value ($000) $22,662 Shares 298,423 Est. Cost $73.67 Unrealized
XT ISHARES TR 1.7%
Value ($000) $20,708 Shares 571,615 Est. Cost $35.84 Unrealized
ANGL VANECK VECTORS ETF TR 1.7%
Value ($000) $20,641 Shares 719,702 Est. Cost $29.45 Unrealized
VLUE ISHARES TR 1.7%
Value ($000) $20,069 Shares 242,941 Est. Cost $82.61 Unrealized
AES AES CORP 1.6%
Value ($000) $19,765 Shares 1,473,885 Est. Cost $8.06 Unrealized +16.4%
OKE ONEOK INC NEW 1.6%
Value ($000) $19,055 Shares 272,877 Est. Cost $30.56 Unrealized +30.2%
LLY LILLY ELI & CO 1.5%
Value ($000) $18,132 Shares 212,492 Est. Cost $71.71 Unrealized +2.8%
PPL PPL CORP 1.5%
Value ($000) $18,074 Shares 633,055 Est. Cost $24.93 Unrealized -20.9%
FE FIRSTENERGY CORP 1.5%
Value ($000) $17,677 Shares 492,256 Est. Cost $20.90 Unrealized +20.2%
EWJ ISHARES INC 1.5%
Value ($000) $17,674 Shares 305,201 Est. Cost $59.16 Unrealized
SO SOUTHERN CO 1.4%
Value ($000) $17,505 Shares 377,990 Est. Cost $34.74 Unrealized -5.4%
SCANA CORP NEW 1.4%
Value ($000) $17,268 Shares 448,274 Est. Cost $39.42 Unrealized
CENTURYLINK INC 1.4%
Value ($000) $17,158 Shares 920,511 Est. Cost $20.54 Unrealized
CF CF INDS HLDGS INC 1.4%
Value ($000) $16,869 Shares 379,924 Est. Cost $22.01 Unrealized +53.2%
WMB WILLIAMS COS INC DEL 1.4%
Value ($000) $16,827 Shares 620,697 Est. Cost $18.66 Unrealized -7.5%
GIS GENERAL MLS INC 1.4%
Value ($000) $16,739 Shares 378,191 Est. Cost $40.00 Unrealized -16.4%
SEAGATE TECHNOLOGY PLC 1.4%
Value ($000) $16,705 Shares 295,812 Est. Cost $37.33 Unrealized
NEAR ISHARES US ETF TR 1.4%
Value ($000) $16,669 Shares 332,246 Est. Cost $50.15 Unrealized
VZ VERIZON COMMUNICATIONS INC 1.4%
Value ($000) $16,625 Shares 330,446 Est. Cost $29.63 Unrealized +8.7%
ADM ARCHER DANIELS MIDLAND CO 1.4%
Value ($000) $16,613 Shares 362,487 Est. Cost $32.34 Unrealized +10.9%
PM PHILIP MORRIS INTL INC 1.4%
Value ($000) $16,359 Shares 202,611 Est. Cost $70.37 Unrealized -19.6%
NIELSEN HLDGS PLC 1.3%
Value ($000) $16,335 Shares 528,139 Est. Cost $35.77 Unrealized
KO COCA COLA CO 1.3%
Value ($000) $16,196 Shares 369,270 Est. Cost $33.91 Unrealized +0.3%
XOM EXXON MOBIL CORP 1.3%
Value ($000) $16,188 Shares 195,676 Est. Cost $56.96 Unrealized -1.4%
HP HELMERICH & PAYNE INC 1.3%
Value ($000) $16,111 Shares 252,685 Est. Cost $56.06 Unrealized +21.4%
WFC WELLS FARGO CO NEW 1.3%
Value ($000) $16,109 Shares 290,571 Est. Cost $45.19 Unrealized -4.1%
GENERAL ELECTRIC CO 1.3%
Value ($000) $16,082 Shares 1,181,622 Est. Cost $21.96 Unrealized
GILD GILEAD SCIENCES INC 1.3%
Value ($000) $16,019 Shares 226,123 Est. Cost $55.84 Unrealized -5.6%
OXY OCCIDENTAL PETE CORP DEL 1.3%
Value ($000) $16,018 Shares 191,425 Est. Cost $49.21 Unrealized +34.8%
WU WESTERN UN CO 1.3%
Value ($000) $15,999 Shares 786,943 Est. Cost $19.01 Unrealized
PFE PFIZER INC 1.3%
Value ($000) $15,973 Shares 440,264 Est. Cost $21.71 Unrealized +11.9%
TGT TARGET CORP 1.3%
Value ($000) $15,890 Shares 208,745 Est. Cost $48.25 Unrealized +23.6%
L BRANDS INC 1.3%
Value ($000) $15,882 Shares 430,637 Est. Cost $53.85 Unrealized
MO ALTRIA GROUP INC 1.3%
Value ($000) $15,853 Shares 279,155 Est. Cost $38.36 Unrealized -16.1%
MRK MERCK & CO INC 1.3%
Value ($000) $15,648 Shares 257,785 Est. Cost $45.73 Unrealized -2.7%
IBM INTERNATIONAL BUSINESS MACHS 1.3%
Value ($000) $15,598 Shares 111,651 Est. Cost $103.18 Unrealized -3.1%
EMR EMERSON ELEC CO 1.3%
Value ($000) $15,560 Shares 225,048 Est. Cost $48.03 Unrealized +22.1%
NUE NUCOR CORP 1.3%
Value ($000) $15,475 Shares 247,592 Est. Cost $48.98 Unrealized +10.5%
IVZ INVESCO LTD 1.3%
Value ($000) $15,438 Shares 581,241 Est. Cost $21.80 Unrealized -8.7%
PEOPLES UNITED FINANCIAL INC 1.3%
Value ($000) $15,435 Shares 853,261 Est. Cost $17.70 Unrealized
T AT&T INC 1.3%
Value ($000) $15,427 Shares 480,448 Est. Cost $15.82 Unrealized -8.2%
WESTROCK CO 1.3%
Value ($000) $15,416 Shares 270,361 Est. Cost $63.13 Unrealized
PFG PRINCIPAL FINL GROUP INC 1.3%
Value ($000) $15,232 Shares 287,664 Est. Cost $43.12 Unrealized 0.0%
ETN EATON CORP PLC 1.3%
Value ($000) $15,219 Shares 203,627 Est. Cost $64.03 Unrealized +4.7%
QCOM QUALCOMM INC 1.3%
Value ($000) $15,191 Shares 270,696 Est. Cost $49.10 Unrealized -6.5%
KSS KOHLS CORP 1.3%
Value ($000) $15,154 Shares 207,872 Est. Cost $46.03 Unrealized +44.9%
MET METLIFE INC 1.3%
Value ($000) $15,130 Shares 347,019 Est. Cost $39.54 Unrealized -9.2%
M MACYS INC 1.2%
Value ($000) $15,123 Shares 404,045 Est. Cost $21.99 Unrealized +52.4%
VGSH VANGUARD SCOTTSDALE FDS 1.2%
Value ($000) $15,120 Shares 252,340 Est. Cost $59.92 Unrealized
F FORD MTR CO DEL 1.2%
Value ($000) $14,885 Shares 1,344,582 Est. Cost $7.15 Unrealized +8.2%
CAH CARDINAL HEALTH INC 1.2%
Value ($000) $14,851 Shares 304,137 Est. Cost $47.88 Unrealized -5.8%
HYG ISHARES TR 1.2%
Value ($000) $14,851 Shares 174,549 Est. Cost $85.76 Unrealized
UPS UNITED PARCEL SERVICE INC 1.2%
Value ($000) $14,835 Shares 139,654 Est. Cost $78.45 Unrealized +6.8%
SPDR SERIES TRUST 1.2%
Value ($000) $14,810 Shares 417,416 Est. Cost $35.89 Unrealized
LYB LYONDELLBASELL INDUSTRIES N 1.2%
Value ($000) $14,719 Shares 133,988 Est. Cost $49.88 Unrealized +37.1%
IP INTL PAPER CO 1.2%
Value ($000) $14,582 Shares 279,989 Est. Cost $35.06 Unrealized +3.7%
XEROX CORP 1.2%
Value ($000) $14,139 Shares 589,131 Est. Cost $28.79 Unrealized
PDBC INVESCO ACTIVELY MANAGD ETF 1.1%
Value ($000) $13,687 Shares 741,419 Est. Cost $18.46 Unrealized
HEZU ISHARES TR 1.1%
Value ($000) $13,059 Shares 434,445 Est. Cost $29.61 Unrealized
GLD SPDR GOLD TRUST 1.1%
Value ($000) $12,875 Shares 108,512 Est. Cost $121.55 Unrealized
IEUR ISHARES TR 1.0%
Value ($000) $12,439 Shares 261,444 Est. Cost $47.58 Unrealized
MOO VANECK VECTORS ETF TR 0.7%
Value ($000) $8,051 Shares 129,466 Est. Cost $61.96 Unrealized
SJNK SPDR SER TR 0.6%
Value ($000) $7,088 Shares 259,742 Est. Cost $27.60 Unrealized
BKLN INVESCO EXCHNG TRADED FD TR 0.3%
Value ($000) $3,592 Shares 156,856 Est. Cost $22.90 Unrealized
HYS PIMCO ETF TR 0.3%
Value ($000) $3,494 Shares 35,109 Est. Cost $99.52 Unrealized
NI NISOURCE INC 0.2%
Value ($000) $2,655 Shares 101,040 Est. Cost $19.12 Unrealized 0.0%
NEE NEXTERA ENERGY INC 0.2%
Value ($000) $2,525 Shares 15,117 Est. Cost $33.41 Unrealized 0.0%
EXC EXELON CORP 0.2%
Value ($000) $2,518 Shares 59,098 Est. Cost $21.97 Unrealized 0.0%
SRLN SSGA ACTIVE ETF TR 0.2%
Value ($000) $2,458 Shares 52,325 Est. Cost $47.41 Unrealized
MARATHON OIL CORP 0.2%
Value ($000) $2,440 Shares 116,980 Est. Cost $20.86 Unrealized
TIFFANY & CO NEW 0.2%
Value ($000) $2,388 Shares 18,146 Est. Cost $131.60 Unrealized
INTU INTUIT 0.2%
Value ($000) $2,362 Shares 11,560 Est. Cost $182.24 Unrealized 0.0%
ADBE ADOBE SYS INC 0.2%
Value ($000) $2,321 Shares 9,520 Est. Cost $236.55 Unrealized 0.0%
FFIV F5 NETWORKS INC 0.2%
Value ($000) $2,319 Shares 13,445 Est. Cost $166.71 Unrealized 0.0%
FMC F M C CORP 0.2%
Value ($000) $2,313 Shares 25,926 Est. Cost $60.54 Unrealized 0.0%
PSX PHILLIPS 66 0.2%
Value ($000) $2,313 Shares 20,595 Est. Cost $83.14 Unrealized 0.0%
IT GARTNER INC 0.2%
Value ($000) $2,310 Shares 17,383 Est. Cost $128.01 Unrealized 0.0%
CITRIX SYS INC 0.2%
Value ($000) $2,308 Shares 22,016 Est. Cost $104.83 Unrealized
PRAXAIR INC 0.2%
Value ($000) $2,268 Shares 14,338 Est. Cost $158.18 Unrealized
CMG CHIPOTLE MEXICAN GRILL INC 0.2%
Value ($000) $2,262 Shares 5,243 Est. Cost $8.17 Unrealized 0.0%
NRG NRG ENERGY INC 0.2%
Value ($000) $2,254 Shares 73,414 Est. Cost $26.82 Unrealized 0.0%
VLO VALERO ENERGY CORP NEW 0.2%
Value ($000) $2,242 Shares 20,229 Est. Cost $82.55 Unrealized 0.0%
VMC VULCAN MATLS CO 0.2%
Value ($000) $2,240 Shares 17,356 Est. Cost $115.27 Unrealized 0.0%
CNC CENTENE CORP DEL 0.2%
Value ($000) $2,233 Shares 18,125 Est. Cost $57.67 Unrealized 0.0%
UAA UNDER ARMOUR INC 0.2%
Value ($000) $2,223 Shares 98,898 Est. Cost $19.75 Unrealized 0.0%
ULTA ULTA BEAUTY INC 0.2%
Value ($000) $2,217 Shares 9,496 Est. Cost $241.51 Unrealized 0.0%
ALGN ALIGN TECHNOLOGY INC 0.2%
Value ($000) $2,212 Shares 6,465 Est. Cost $298.30 Unrealized 0.0%
ABIOMED INC 0.2%
Value ($000) $2,204 Shares 5,388 Est. Cost $409.06 Unrealized
ECL ECOLAB INC 0.2%
Value ($000) $2,199 Shares 15,670 Est. Cost $132.91 Unrealized 0.0%
MLM MARTIN MARIETTA MATLS INC 0.2%
Value ($000) $2,191 Shares 9,809 Est. Cost $201.62 Unrealized 0.0%
BSX BOSTON SCIENTIFIC CORP 0.2%
Value ($000) $2,187 Shares 66,887 Est. Cost $30.16 Unrealized 0.0%
ANDEAVOR 0.2%
Value ($000) $2,171 Shares 16,550 Est. Cost $131.18 Unrealized
RL RALPH LAUREN CORP 0.2%
Value ($000) $2,112 Shares 16,797 Est. Cost $104.41 Unrealized 0.0%
FTSL FIRST TR EXCHANGE TRADED FD 0.1%
Value ($000) $1,385 Shares 28,997 Est. Cost $48.11 Unrealized
HIGHLAND FDS I 0.1%
Value ($000) $717 Shares 39,644 Est. Cost $18.32 Unrealized
NWE NORTHWESTERN CORP 0.0%
Value ($000) $529 Shares 9,242 Est. Cost $39.06 Unrealized 0.0%
COLONY CAP INC NEW 0.0%
Value ($000) $517 Shares 82,835 Est. Cost $6.24 Unrealized
TRIBUNE MEDIA CO 0.0%
Value ($000) $511 Shares 13,347 Est. Cost $38.29 Unrealized
R RYDER SYS INC 0.0%
Value ($000) $510 Shares 7,101 Est. Cost $80.56 Unrealized -13.0%
AVT AVNET INC 0.0%
Value ($000) $508 Shares 11,840 Est. Cost $34.92 Unrealized -3.7%
MACQUARIE INFRASTRUCTURE COR 0.0%
Value ($000) $505 Shares 11,967 Est. Cost $36.96 Unrealized
TDS TELEPHONE & DATA SYS INC 0.0%
Value ($000) $502 Shares 18,306 Est. Cost $27.16 Unrealized -0.3%
WST WEST PHARMACEUTICAL SVSC INC 0.0%
Value ($000) $496 Shares 4,994 Est. Cost $89.91 Unrealized 0.0%
CNK CINEMARK HOLDINGS INC 0.0%
Value ($000) $494 Shares 14,090 Est. Cost $33.77 Unrealized 0.0%
EHC ENCOMPASS HEALTH CORP 0.0%
Value ($000) $494 Shares 7,294 Est. Cost $38.63 Unrealized +17.1%
MUR MURPHY OIL CORP 0.0%
Value ($000) $491 Shares 14,551 Est. Cost $23.39 Unrealized 0.0%
NRG YIELD INC 0.0%
Value ($000) $489 Shares 28,422 Est. Cost $17.00 Unrealized
SPECTRUM BRANDS HLDGS INC 0.0%
Value ($000) $486 Shares 5,984 Est. Cost $81.22 Unrealized
ZD J2 GLOBAL INC 0.0%
Value ($000) $483 Shares 5,571 Est. Cost $67.67 Unrealized +8.3%
OPLN KAR AUCTION SVCS INC 0.0%
Value ($000) $483 Shares 8,805 Est. Cost $20.17 Unrealized +1.0%
SON SONOCO PRODS CO 0.0%
Value ($000) $481 Shares 9,165 Est. Cost $38.76 Unrealized +2.0%
FLO FLOWERS FOODS INC 0.0%
Value ($000) $481 Shares 23,107 Est. Cost $15.71 Unrealized 0.0%
BEMIS INC 0.0%
Value ($000) $481 Shares 11,384 Est. Cost $42.25 Unrealized
BGC PARTNERS INC 0.0%
Value ($000) $480 Shares 42,368 Est. Cost $13.37 Unrealized
1741046D STERIS PLC 0.0%
Value ($000) $480 Shares 4,567 Est. Cost $93.36 Unrealized
TWO HBRS INVT CORP 0.0%
Value ($000) $480 Shares 30,365 Est. Cost $15.81 Unrealized
SIX FLAGS ENTMT CORP NEW 0.0%
Value ($000) $479 Shares 6,845 Est. Cost $62.29 Unrealized
BAH BOOZ ALLEN HAMILTON HLDG COR 0.0%
Value ($000) $477 Shares 10,913 Est. Cost $33.57 Unrealized +8.8%
CBRL CRACKER BARREL OLD CTRY STOR 0.0%
Value ($000) $476 Shares 3,047 Est. Cost $119.30 Unrealized -1.9%
UBSI UNITED BANKSHARES INC WEST V 0.0%
Value ($000) $473 Shares 12,998 Est. Cost $35.81 Unrealized 0.0%
LDOS LEIDOS HLDGS INC 0.0%
Value ($000) $471 Shares 7,975 Est. Cost $58.80 Unrealized -5.1%
WSM WILLIAMS SONOMA INC 0.0%
Value ($000) $471 Shares 7,678 Est. Cost $22.60 Unrealized 0.0%
NATIONAL INSTRS CORP 0.0%
Value ($000) $469 Shares 11,173 Est. Cost $50.53 Unrealized
SABR SABRE CORP 0.0%
Value ($000) $469 Shares 19,020 Est. Cost $21.42 Unrealized +8.3%
TFSL TFS FINL CORP 0.0%
Value ($000) $467 Shares 29,644 Est. Cost $8.90 Unrealized 0.0%
FNB FNB CORP PA 0.0%
Value ($000) $465 Shares 34,666 Est. Cost $9.94 Unrealized 0.0%
VSH VISHAY INTERTECHNOLOGY INC 0.0%
Value ($000) $459 Shares 19,791 Est. Cost $17.88 Unrealized 0.0%
WSO WATSCO INC 0.0%
Value ($000) $459 Shares 2,574 Est. Cost $173.34 Unrealized +4.9%
LQD ISHARES TR 0.0%
Value ($000) $458 Shares 3,997 Est. Cost $121.58 Unrealized
HUBB HUBBELL INC 0.0%
Value ($000) $458 Shares 4,332 Est. Cost $111.96 Unrealized -15.4%
BRSL INTERNATIONAL GAME TECHNOLOG 0.0%
Value ($000) $457 Shares 19,654 Est. Cost $17.30 Unrealized -3.3%
HILL ROM HLDGS INC 0.0%
Value ($000) $453 Shares 5,185 Est. Cost $86.98 Unrealized
SAIC SCIENCE APPLICATNS INTL CP N 0.0%
Value ($000) $452 Shares 5,583 Est. Cost $75.45 Unrealized +12.6%
NEW YORK CMNTY BANCORP INC 0.0%
Value ($000) $451 Shares 40,857 Est. Cost $13.03 Unrealized
CVI CVR ENERGY INC 0.0%
Value ($000) $449 Shares 12,125 Est. Cost $20.58 Unrealized 0.0%
ORI OLD REP INTL CORP 0.0%
Value ($000) $448 Shares 22,484 Est. Cost $11.30 Unrealized +2.2%
THD ISHARES INC 0.0%
Value ($000) $448 Shares 5,440 Est. Cost $82.35 Unrealized
GEF GREIF INC 0.0%
Value ($000) $448 Shares 8,479 Est. Cost $42.38 Unrealized +2.7%
VLY VALLEY NATL BANCORP 0.0%
Value ($000) $447 Shares 36,720 Est. Cost $12.47 Unrealized +1.1%
TECH BIO TECHNE CORP 0.0%
Value ($000) $446 Shares 3,016 Est. Cost $33.97 Unrealized +8.3%
CYPRESS SEMICONDUCTOR CORP 0.0%
Value ($000) $444 Shares 28,499 Est. Cost $16.95 Unrealized
TKR TIMKEN CO 0.0%
Value ($000) $444 Shares 10,190 Est. Cost $48.13 Unrealized -3.1%
MSM MSC INDL DIRECT INC 0.0%
Value ($000) $442 Shares 5,210 Est. Cost $92.38 Unrealized -2.0%
PACWEST BANCORP DEL 0.0%
Value ($000) $435 Shares 8,797 Est. Cost $49.57 Unrealized
TRITON INTL LTD 0.0%
Value ($000) $425 Shares 13,872 Est. Cost $30.64 Unrealized
SNX SYNNEX CORP 0.0%
Value ($000) $417 Shares 4,325 Est. Cost $48.65 Unrealized 0.0%
IGIB ISHARES TR 0.0%
Value ($000) $294 Shares 2,772 Est. Cost $108.84 Unrealized