Donoghue Forlines LLC Quant / Systematic

CIK: 0001702435 · Show all filings

Period: Q3 2018 (← Previous) (Next →)

Filing Date: Oct 26, 2018

Total Value ($000): $1,282,061 (100.0% shares, 0.0% debt)

Holdings (170)

IJS ISHARES TR 6.2%
Value ($000) $79,610 Shares 476,906 Est. Cost $166.93 Unrealized
IHI ISHARES TR 3.8%
Value ($000) $48,294 Shares 212,300 Est. Cost $227.48 Unrealized
EMB ISHARES TR 2.8%
Value ($000) $35,861 Shares 332,629 Est. Cost $111.79 Unrealized
IEF ISHARES TR 2.5%
Value ($000) $32,180 Shares 318,075 Est. Cost $101.17 Unrealized
NEAR ISHARES US ETF TR 2.4%
Value ($000) $30,857 Shares 614,862 Est. Cost $50.17 Unrealized
IYH ISHARES TR 2.0%
Value ($000) $25,803 Shares 127,169 Est. Cost $202.90 Unrealized
LQD ISHARES TR 1.6%
Value ($000) $20,691 Shares 180,028 Est. Cost $115.08 Unrealized
HYG ISHARES TR 1.4%
Value ($000) $18,504 Shares 214,070 Est. Cost $85.89 Unrealized
SPDR SERIES TRUST 1.4%
Value ($000) $18,467 Shares 512,270 Est. Cost $35.92 Unrealized
CF CF INDS HLDGS INC 1.3%
Value ($000) $17,106 Shares 314,219 Est. Cost $22.01 Unrealized +82.4%
LLY LILLY ELI & CO 1.3%
Value ($000) $16,438 Shares 153,186 Est. Cost $71.71 Unrealized +25.9%
ADM ARCHER DANIELS MIDLAND CO 1.3%
Value ($000) $16,200 Shares 322,254 Est. Cost $32.34 Unrealized +22.0%
FE FIRSTENERGY CORP 1.2%
Value ($000) $15,943 Shares 428,913 Est. Cost $20.90 Unrealized +29.6%
VZ VERIZON COMMUNICATIONS INC 1.2%
Value ($000) $15,773 Shares 295,438 Est. Cost $29.63 Unrealized +20.3%
SCANA CORP NEW 1.2%
Value ($000) $14,935 Shares 384,042 Est. Cost $39.42 Unrealized
XT ISHARES TR 1.1%
Value ($000) $14,574 Shares 376,387 Est. Cost $35.84 Unrealized
VLUE ISHARES TR 1.1%
Value ($000) $14,509 Shares 165,162 Est. Cost $82.61 Unrealized
OXY OCCIDENTAL PETE CORP DEL 1.1%
Value ($000) $14,463 Shares 176,011 Est. Cost $49.21 Unrealized +37.7%
ANGL VANECK VECTORS ETF TR 1.1%
Value ($000) $14,238 Shares 489,607 Est. Cost $29.45 Unrealized
L BRANDS INC 1.1%
Value ($000) $14,156 Shares 467,182 Est. Cost $52.01 Unrealized
GILD GILEAD SCIENCES INC 1.1%
Value ($000) $14,154 Shares 183,324 Est. Cost $55.84 Unrealized +1.8%
HP HELMERICH & PAYNE INC 1.1%
Value ($000) $14,145 Shares 205,680 Est. Cost $56.06 Unrealized +13.9%
OKE ONEOK INC NEW 1.1%
Value ($000) $14,100 Shares 208,001 Est. Cost $30.56 Unrealized +40.0%
IEMG ISHARES INC 1.1%
Value ($000) $14,078 Shares 271,879 Est. Cost $55.68 Unrealized
NIELSEN HLDGS PLC 1.1%
Value ($000) $13,960 Shares 504,708 Est. Cost $35.77 Unrealized
XOM EXXON MOBIL CORP 1.1%
Value ($000) $13,941 Shares 163,976 Est. Cost $56.96 Unrealized +2.2%
NUE NUCOR CORP 1.1%
Value ($000) $13,909 Shares 219,213 Est. Cost $48.98 Unrealized +11.5%
PFG PRINCIPAL FINL GROUP INC 1.1%
Value ($000) $13,879 Shares 236,883 Est. Cost $43.12 Unrealized -3.2%
AES AES CORP 1.1%
Value ($000) $13,852 Shares 989,453 Est. Cost $8.06 Unrealized +28.5%
PFE PFIZER INC 1.1%
Value ($000) $13,821 Shares 313,622 Est. Cost $21.71 Unrealized +27.4%
CAH CARDINAL HEALTH INC 1.1%
Value ($000) $13,804 Shares 255,626 Est. Cost $47.88 Unrealized -14.2%
WU WESTERN UN CO 1.1%
Value ($000) $13,777 Shares 722,842 Est. Cost $19.01 Unrealized
PM PHILIP MORRIS INTL INC 1.1%
Value ($000) $13,724 Shares 168,307 Est. Cost $70.37 Unrealized -21.2%
IBM INTERNATIONAL BUSINESS MACHS 1.1%
Value ($000) $13,697 Shares 90,585 Est. Cost $103.18 Unrealized -1.9%
SO SOUTHERN CO 1.1%
Value ($000) $13,663 Shares 313,377 Est. Cost $34.74 Unrealized -1.3%
MRK MERCK & CO INC 1.1%
Value ($000) $13,656 Shares 192,500 Est. Cost $45.73 Unrealized +10.7%
TGT TARGET CORP 1.1%
Value ($000) $13,635 Shares 154,578 Est. Cost $48.25 Unrealized +40.9%
T AT&T INC 1.1%
Value ($000) $13,590 Shares 404,706 Est. Cost $15.82 Unrealized -8.5%
ETN EATON CORP PLC 1.1%
Value ($000) $13,513 Shares 155,800 Est. Cost $64.03 Unrealized +11.1%
KO COCA COLA CO 1.1%
Value ($000) $13,483 Shares 291,913 Est. Cost $33.91 Unrealized +7.1%
MET METLIFE INC 1.1%
Value ($000) $13,481 Shares 288,548 Est. Cost $39.54 Unrealized -10.1%
F FORD MTR CO DEL 1.0%
Value ($000) $13,294 Shares 1,437,235 Est. Cost $7.13 Unrealized -4.0%
EMR EMERSON ELEC CO 1.0%
Value ($000) $13,289 Shares 173,531 Est. Cost $48.03 Unrealized +29.0%
PPL PPL CORP 1.0%
Value ($000) $13,270 Shares 453,524 Est. Cost $24.93 Unrealized -15.2%
M MACYS INC 1.0%
Value ($000) $13,186 Shares 379,686 Est. Cost $21.99 Unrealized +69.2%
WMB WILLIAMS COS INC DEL 1.0%
Value ($000) $13,161 Shares 484,052 Est. Cost $18.66 Unrealized +3.1%
MO ALTRIA GROUP INC 1.0%
Value ($000) $13,149 Shares 218,030 Est. Cost $38.36 Unrealized -12.5%
UPS UNITED PARCEL SERVICE INC 1.0%
Value ($000) $13,117 Shares 112,348 Est. Cost $78.45 Unrealized +12.7%
SEAGATE TECHNOLOGY PLC 1.0%
Value ($000) $13,104 Shares 276,743 Est. Cost $37.33 Unrealized
IVZ INVESCO LTD 1.0%
Value ($000) $13,060 Shares 570,800 Est. Cost $21.80 Unrealized -19.8%
LYB LYONDELLBASELL INDUSTRIES N 1.0%
Value ($000) $13,034 Shares 127,153 Est. Cost $49.88 Unrealized +37.7%
WFC WELLS FARGO CO NEW 1.0%
Value ($000) $13,007 Shares 247,470 Est. Cost $45.19 Unrealized +2.9%
XEROX CORP 1.0%
Value ($000) $12,999 Shares 481,797 Est. Cost $28.79 Unrealized
KSS KOHLS CORP 1.0%
Value ($000) $12,991 Shares 174,263 Est. Cost $46.03 Unrealized +64.4%
WESTROCK CO 1.0%
Value ($000) $12,991 Shares 243,089 Est. Cost $63.13 Unrealized
QCOM QUALCOMM INC 1.0%
Value ($000) $12,976 Shares 180,141 Est. Cost $49.10 Unrealized +11.3%
PEOPLES UNITED FINANCIAL INC 1.0%
Value ($000) $12,899 Shares 753,448 Est. Cost $17.70 Unrealized
CENTURYLINK INC 1.0%
Value ($000) $12,800 Shares 603,780 Est. Cost $20.54 Unrealized
GENERAL ELECTRIC CO 1.0%
Value ($000) $12,525 Shares 1,109,390 Est. Cost $21.96 Unrealized
IP INTL PAPER CO 1.0%
Value ($000) $12,493 Shares 254,188 Est. Cost $35.06 Unrealized +1.6%
GIS GENERAL MLS INC 1.0%
Value ($000) $12,220 Shares 284,716 Est. Cost $40.00 Unrealized -12.6%
PFF ISHARES TR 0.9%
Value ($000) $11,954 Shares 321,953 Est. Cost $37.93 Unrealized
IDV ISHARES TR 0.9%
Value ($000) $11,149 Shares 341,685 Est. Cost $32.63 Unrealized
SJNK SPDR SER TR 0.9%
Value ($000) $10,983 Shares 398,079 Est. Cost $27.60 Unrealized
ATMP BARCLAYS BK PLC 0.7%
Value ($000) $8,555 Shares 410,519 Est. Cost $20.84 Unrealized
HYS PIMCO ETF TR 0.6%
Value ($000) $7,452 Shares 74,051 Est. Cost $100.10 Unrealized
SHY ISHARES TR 0.5%
Value ($000) $6,760 Shares 81,358 Est. Cost $83.56 Unrealized
BAB INVESCO EXCHNG TRADED FD TR 0.5%
Value ($000) $5,892 Shares 202,625 Est. Cost $29.08 Unrealized
REM ISHARES TR 0.4%
Value ($000) $5,740 Shares 131,766 Est. Cost $43.56 Unrealized
SCJ ISHARES INC 0.4%
Value ($000) $5,403 Shares 69,264 Est. Cost $78.01 Unrealized
DGRO ISHARES TR 0.4%
Value ($000) $5,285 Shares 142,616 Est. Cost $37.06 Unrealized
PDBC INVESCO ACTIVELY MANAGD ETF 0.4%
Value ($000) $5,057 Shares 269,412 Est. Cost $18.46 Unrealized
BKLN INVESCO EXCHNG TRADED FD TR 0.3%
Value ($000) $3,545 Shares 153,016 Est. Cost $22.90 Unrealized
IGIB ISHARES TR 0.3%
Value ($000) $3,419 Shares 64,386 Est. Cost $55.50 Unrealized
VGSH VANGUARD SCOTTSDALE FDS 0.3%
Value ($000) $3,377 Shares 56,532 Est. Cost $59.92 Unrealized
SCHO SCHWAB STRATEGIC TR 0.3%
Value ($000) $3,377 Shares 68,117 Est. Cost $49.58 Unrealized
DIS DISNEY WALT CO 0.2%
Value ($000) $2,764 Shares 23,634 Est. Cost $106.57 Unrealized 0.0%
MOS MOSAIC CO NEW 0.2%
Value ($000) $2,726 Shares 83,939 Est. Cost $26.55 Unrealized 0.0%
TWENTY FIRST CENTY FOX INC 0.2%
Value ($000) $2,712 Shares 59,182 Est. Cost $45.82 Unrealized
ROST ROSS STORES INC 0.2%
Value ($000) $2,702 Shares 27,266 Est. Cost $85.36 Unrealized 0.0%
TJX TJX COS INC NEW 0.2%
Value ($000) $2,699 Shares 24,098 Est. Cost $46.49 Unrealized 0.0%
REGN REGENERON PHARMACEUTICALS 0.2%
Value ($000) $2,679 Shares 6,631 Est. Cost $378.49 Unrealized 0.0%
ORLY O REILLY AUTOMOTIVE INC NEW 0.2%
Value ($000) $2,678 Shares 7,710 Est. Cost $21.25 Unrealized 0.0%
MSI MOTOROLA SOLUTIONS INC 0.2%
Value ($000) $2,662 Shares 20,456 Est. Cost $111.85 Unrealized 0.0%
AMZN AMAZON COM INC 0.2%
Value ($000) $2,640 Shares 1,318 Est. Cost $94.03 Unrealized 0.0%
ELV ANTHEM INC 0.2%
Value ($000) $2,634 Shares 9,612 Est. Cost $235.52 Unrealized 0.0%
DG DOLLAR GEN CORP NEW 0.2%
Value ($000) $2,629 Shares 24,052 Est. Cost $94.45 Unrealized 0.0%
AAPL APPLE INC 0.2%
Value ($000) $2,627 Shares 11,639 Est. Cost $49.27 Unrealized 0.0%
CNC CENTENE CORP DEL 0.2%
Value ($000) $2,622 Shares 18,110 Est. Cost $57.67 Unrealized +20.4%
COST COSTCO WHSL CORP NEW 0.2%
Value ($000) $2,618 Shares 11,148 Est. Cost $203.13 Unrealized 0.0%
DISCOVERY INC 0.2%
Value ($000) $2,612 Shares 88,287 Est. Cost $29.59 Unrealized
BDX BECTON DICKINSON & CO 0.2%
Value ($000) $2,610 Shares 10,000 Est. Cost $220.32 Unrealized 0.0%
MKC MCCORMICK & CO INC 0.2%
Value ($000) $2,610 Shares 19,813 Est. Cost $53.63 Unrealized 0.0%
BALL BALL CORP 0.2%
Value ($000) $2,607 Shares 59,268 Est. Cost $37.46 Unrealized 0.0%
AJG GALLAGHER ARTHUR J & CO 0.2%
Value ($000) $2,596 Shares 34,873 Est. Cost $64.92 Unrealized 0.0%
FLS FLOWSERVE CORP 0.2%
Value ($000) $2,595 Shares 47,457 Est. Cost $41.44 Unrealized 0.0%
UAL UNITED CONTL HLDGS INC 0.2%
Value ($000) $2,595 Shares 29,141 Est. Cost $82.48 Unrealized 0.0%
CHD CHURCH & DWIGHT INC 0.2%
Value ($000) $2,588 Shares 43,597 Est. Cost $51.78 Unrealized 0.0%
NTAP NETAPP INC 0.2%
Value ($000) $2,587 Shares 30,123 Est. Cost $67.55 Unrealized 0.0%
CINF CINCINNATI FINL CORP 0.2%
Value ($000) $2,580 Shares 33,592 Est. Cost $61.53 Unrealized 0.0%
D DOMINION ENERGY INC 0.2%
Value ($000) $2,579 Shares 36,690 Est. Cost $50.99 Unrealized 0.0%
RHI ROBERT HALF INTL INC 0.2%
Value ($000) $2,566 Shares 36,458 Est. Cost $73.26 Unrealized 0.0%
VRSN VERISIGN INC 0.2%
Value ($000) $2,551 Shares 15,932 Est. Cost $151.90 Unrealized 0.0%
ES EVERSOURCE ENERGY 0.2%
Value ($000) $2,550 Shares 41,502 Est. Cost $47.16 Unrealized 0.0%
DTE DTE ENERGY CO 0.2%
Value ($000) $2,549 Shares 23,359 Est. Cost $72.77 Unrealized 0.0%
USB US BANCORP DEL 0.2%
Value ($000) $2,541 Shares 48,123 Est. Cost $39.13 Unrealized 0.0%
SHW SHERWIN WILLIAMS CO 0.2%
Value ($000) $2,537 Shares 5,573 Est. Cost $138.64 Unrealized 0.0%
PPG PPG INDS INC 0.2%
Value ($000) $2,536 Shares 23,235 Est. Cost $94.73 Unrealized 0.0%
MSCI MSCI INC 0.2%
Value ($000) $2,532 Shares 14,270 Est. Cost $160.82 Unrealized 0.0%
AEE AMEREN CORP 0.2%
Value ($000) $2,529 Shares 40,004 Est. Cost $51.05 Unrealized 0.0%
MNST MONSTER BEVERAGE CORP NEW 0.2%
Value ($000) $2,526 Shares 43,340 Est. Cost $30.07 Unrealized 0.0%
CMCSA COMCAST CORP NEW 0.2%
Value ($000) $2,484 Shares 70,152 Est. Cost $29.34 Unrealized 0.0%
AMD ADVANCED MICRO DEVICES INC 0.2%
Value ($000) $2,481 Shares 80,324 Est. Cost $22.57 Unrealized 0.0%
HBAN HUNTINGTON BANCSHARES INC 0.2%
Value ($000) $2,461 Shares 164,975 Est. Cost $11.11 Unrealized 0.0%
CTAS CINTAS CORP 0.2%
Value ($000) $2,412 Shares 12,191 Est. Cost $47.83 Unrealized 0.0%
SRLN SSGA ACTIVE ETF TR 0.2%
Value ($000) $2,408 Shares 50,857 Est. Cost $47.41 Unrealized
CPRT COPART INC 0.2%
Value ($000) $2,068 Shares 40,125 Est. Cost $14.94 Unrealized 0.0%
FTSL FIRST TR EXCHANGE TRADED FD 0.1%
Value ($000) $1,360 Shares 28,298 Est. Cost $48.11 Unrealized
MUR MURPHY OIL CORP 0.1%
Value ($000) $1,086 Shares 32,570 Est. Cost $23.89 Unrealized +1.7%
CNK CINEMARK HOLDINGS INC 0.1%
Value ($000) $1,048 Shares 26,059 Est. Cost $33.99 Unrealized +0.8%
CVI CVR ENERGY INC 0.1%
Value ($000) $1,037 Shares 25,795 Est. Cost $20.72 Unrealized +0.6%
WST WEST PHARMACEUTICAL SVSC INC 0.1%
Value ($000) $1,028 Shares 8,329 Est. Cost $97.83 Unrealized +12.1%
TECH BIO TECHNE CORP 0.1%
Value ($000) $1,022 Shares 5,009 Est. Cost $37.47 Unrealized +14.1%
SIX FLAGS ENTMT CORP NEW 0.1%
Value ($000) $1,021 Shares 14,618 Est. Cost $66.31 Unrealized
TRIBUNE MEDIA CO 0.1%
Value ($000) $1,020 Shares 26,530 Est. Cost $38.37 Unrealized
BRSL INTERNATIONAL GAME TECHNOLOG 0.1%
Value ($000) $1,011 Shares 51,212 Est. Cost $15.16 Unrealized -8.8%
MSM MSC INDL DIRECT INC 0.1%
Value ($000) $1,005 Shares 11,401 Est. Cost $88.53 Unrealized -3.7%
SAIC SCIENCE APPLICATNS INTL CP N 0.1%
Value ($000) $1,002 Shares 12,433 Est. Cost $80.71 Unrealized +5.3%
TKR TIMKEN CO 0.1%
Value ($000) $998 Shares 20,030 Est. Cost $47.68 Unrealized -1.0%
BGC PARTNERS INC 0.1%
Value ($000) $994 Shares 84,133 Est. Cost $12.60 Unrealized
SABR SABRE CORP 0.1%
Value ($000) $993 Shares 38,081 Est. Cost $23.55 Unrealized +9.0%
HUBB HUBBELL INC 0.1%
Value ($000) $991 Shares 7,417 Est. Cost $109.42 Unrealized -3.3%
1741046D STERIS PLC 0.1%
Value ($000) $990 Shares 8,650 Est. Cost $103.32 Unrealized
HILL ROM HLDGS INC 0.1%
Value ($000) $988 Shares 10,466 Est. Cost $90.72 Unrealized
MACQUARIE INFRASTRUCTURE COR 0.1%
Value ($000) $985 Shares 21,362 Est. Cost $40.98 Unrealized
NATIONAL INSTRS CORP 0.1%
Value ($000) $984 Shares 20,359 Est. Cost $49.54 Unrealized
BEMIS INC 0.1%
Value ($000) $982 Shares 20,209 Est. Cost $45.02 Unrealized
TDS TELEPHONE & DATA SYS INC 0.1%
Value ($000) $981 Shares 32,230 Est. Cost $27.76 Unrealized +2.8%
ZD J2 GLOBAL INC 0.1%
Value ($000) $981 Shares 11,835 Est. Cost $70.60 Unrealized +3.7%
CBRL CRACKER BARREL OLD CTRY STOR 0.1%
Value ($000) $980 Shares 6,663 Est. Cost $115.28 Unrealized -2.9%
EHC ENCOMPASS HEALTH CORP 0.1%
Value ($000) $977 Shares 12,530 Est. Cost $45.58 Unrealized +21.2%
WSO WATSCO INC 0.1%
Value ($000) $977 Shares 5,485 Est. Cost $175.11 Unrealized +0.9%
WSM WILLIAMS SONOMA INC 0.1%
Value ($000) $975 Shares 14,833 Est. Cost $24.72 Unrealized +9.2%
ORI OLD REP INTL CORP 0.1%
Value ($000) $975 Shares 43,554 Est. Cost $11.64 Unrealized +3.2%
NWE NORTHWESTERN CORP 0.1%
Value ($000) $971 Shares 16,549 Est. Cost $40.86 Unrealized +5.6%
COLONY CAP INC NEW 0.1%
Value ($000) $971 Shares 159,412 Est. Cost $6.17 Unrealized
LDOS LEIDOS HLDGS INC 0.1%
Value ($000) $970 Shares 14,029 Est. Cost $59.78 Unrealized +2.2%
TWO HBRS INVT CORP 0.1%
Value ($000) $961 Shares 64,364 Est. Cost $15.34 Unrealized
PINNACLE FOODS INC DEL 0.1%
Value ($000) $960 Shares 14,820 Est. Cost $64.78 Unrealized
TFSL TFS FINL CORP 0.1%
Value ($000) $959 Shares 63,905 Est. Cost $9.01 Unrealized +1.0%
FNB FNB CORP PA 0.1%
Value ($000) $958 Shares 75,285 Est. Cost $9.91 Unrealized -0.2%
BAH BOOZ ALLEN HAMILTON HLDG COR 0.1%
Value ($000) $957 Shares 19,280 Est. Cost $37.55 Unrealized +13.8%
OPLN KAR AUCTION SVCS INC 0.1%
Value ($000) $957 Shares 16,038 Est. Cost $21.48 Unrealized +7.5%
CWEN CLEARWAY ENERGY INC 0.1%
Value ($000) $953 Shares 49,520 Est. Cost $13.05 Unrealized 0.0%
SON SONOCO PRODS CO 0.1%
Value ($000) $950 Shares 17,123 Est. Cost $40.81 Unrealized +5.8%
R RYDER SYS INC 0.1%
Value ($000) $944 Shares 12,924 Est. Cost $78.61 Unrealized -3.0%
AVT AVNET INC 0.1%
Value ($000) $944 Shares 21,094 Est. Cost $36.38 Unrealized +5.1%
VLY VALLEY NATL BANCORP 0.1%
Value ($000) $943 Shares 83,854 Est. Cost $12.24 Unrealized -1.4%
PACWEST BANCORP DEL 0.1%
Value ($000) $937 Shares 19,666 Est. Cost $48.50 Unrealized
NEW YORK CMNTY BANCORP INC 0.1%
Value ($000) $937 Shares 90,344 Est. Cost $11.58 Unrealized
UBSI UNITED BANKSHARES INC WEST V 0.1%
Value ($000) $933 Shares 25,680 Est. Cost $36.85 Unrealized +2.9%
GEF GREIF INC 0.1%
Value ($000) $924 Shares 17,214 Est. Cost $41.90 Unrealized -1.1%
FLO FLOWERS FOODS INC 0.1%
Value ($000) $918 Shares 49,202 Est. Cost $15.33 Unrealized -2.2%
CYPRESS SEMICONDUCTOR CORP 0.1%
Value ($000) $911 Shares 62,874 Est. Cost $15.61 Unrealized
VSH VISHAY INTERTECHNOLOGY INC 0.1%
Value ($000) $910 Shares 44,728 Est. Cost $19.21 Unrealized +5.5%
SNX SYNNEX CORP 0.1%
Value ($000) $880 Shares 10,385 Est. Cost $46.02 Unrealized -4.1%
TRITON INTL LTD 0.1%
Value ($000) $860 Shares 25,856 Est. Cost $31.85 Unrealized
HIGHLAND FDS I 0.1%
Value ($000) $707 Shares 38,713 Est. Cost $18.32 Unrealized
QUAL ISHARES TR 0.0%
Value ($000) $408 Shares 4,514 Est. Cost $90.39 Unrealized
SUB ISHARES TR 0.0%
Value ($000) $288 Shares 2,749 Est. Cost $104.77 Unrealized