Donoghue Forlines LLC Quant / Systematic

CIK: 0001702435 · Show all filings

Period: Q4 2018 (← Previous) (Next →)

Filing Date: Jan 24, 2019

Total Value ($000): $1,113,439 (100.0% shares, 0.0% debt)

Holdings (31)

SHY ISHARES TR 31.0%

Value ($000) $345,084 Shares 4,126,812 Est. Cost $83.62 Unrealized —

SCHO SCHWAB STRATEGIC TR 15.5%

Value ($000) $172,650 Shares 3,459,219 Est. Cost $49.90 Unrealized —

VGSH VANGUARD SCOTTSDALE FDS 15.5%

Value ($000) $172,394 Shares 2,867,494 Est. Cost $60.12 Unrealized —

NEAR ISHARES US ETF TR 5.0%

Value ($000) $55,839 Shares 1,120,144 Est. Cost $50.02 Unrealized —

PFF ISHARES TR 3.8%

Value ($000) $42,410 Shares 1,238,958 Est. Cost $35.19 Unrealized —

XT ISHARES TR 2.6%

Value ($000) $28,592 Shares 859,137 Est. Cost $34.40 Unrealized —

IYH ISHARES TR 2.6%

Value ($000) $28,535 Shares 157,819 Est. Cost $198.61 Unrealized —

VLUE ISHARES TR 2.5%

Value ($000) $28,223 Shares 388,913 Est. Cost $76.83 Unrealized —

EMB ISHARES TR 2.4%

Value ($000) $26,305 Shares 253,155 Est. Cost $111.79 Unrealized —

SUB ISHARES TR 2.3%

Value ($000) $25,573 Shares 242,630 Est. Cost $105.39 Unrealized —

KXI ISHARES TR 2.0%

Value ($000) $22,390 Shares 487,059 Est. Cost $45.97 Unrealized —

REM ISHARES TR 1.9%

Value ($000) $21,245 Shares 531,913 Est. Cost $40.84 Unrealized —

IEF ISHARES TR 1.9%

Value ($000) $21,144 Shares 202,915 Est. Cost $101.17 Unrealized —

SHYG ISHARES TR 1.8%

Value ($000) $20,158 Shares 452,473 Est. Cost $44.55 Unrealized —

IEMG ISHARES INC 1.8%

Value ($000) $19,488 Shares 413,326 Est. Cost $52.76 Unrealized —

— JPMORGAN CHASE & CO 1.6%

Value ($000) $17,548 Shares 786,215 Est. Cost $22.32 Unrealized —

IHI ISHARES TR 1.1%

Value ($000) $12,152 Shares 60,818 Est. Cost $227.48 Unrealized —

IVV ISHARES TR 1.1%

Value ($000) $11,930 Shares 47,415 Est. Cost $251.61 Unrealized —

QUAL ISHARES TR 0.6%

Value ($000) $6,346 Shares 82,679 Est. Cost $77.50 Unrealized —

DGRO ISHARES TR 0.6%

Value ($000) $6,224 Shares 187,586 Est. Cost $36.13 Unrealized —

IDV ISHARES TR 0.4%

Value ($000) $4,673 Shares 162,765 Est. Cost $32.63 Unrealized —

KO COCA COLA CO 0.2%

Value ($000) $2,538 Shares 53,609 Est. Cost $33.91 Unrealized +13.2%

HRL HORMEL FOODS CORP 0.2%

Value ($000) $2,535 Shares 59,394 Est. Cost $35.69 Unrealized 0.0%

CLX CLOROX CO DEL 0.2%

Value ($000) $2,482 Shares 16,104 Est. Cost $126.52 Unrealized 0.0%

MKC MCCORMICK & CO INC 0.2%

Value ($000) $2,461 Shares 17,677 Est. Cost $53.63 Unrealized +16.7%

ES EVERSOURCE ENERGY 0.2%

Value ($000) $2,444 Shares 37,579 Est. Cost $47.16 Unrealized +7.4%

— WALGREENS BOOTS ALLIANCE INC 0.2%

Value ($000) $2,430 Shares 35,568 Est. Cost $68.32 Unrealized —

— SCANA CORP NEW 0.2%

Value ($000) $2,417 Shares 50,591 Est. Cost $39.42 Unrealized —

AES AES CORP 0.2%

Value ($000) $2,413 Shares 166,870 Est. Cost $8.06 Unrealized +44.6%

PNW PINNACLE WEST CAP CORP 0.2%

Value ($000) $2,410 Shares 28,288 Est. Cost $64.12 Unrealized 0.0%

XEL XCEL ENERGY INC 0.2%

Value ($000) $2,406 Shares 48,838 Est. Cost $40.29 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SHY	ISHARES TR	4,126,812	$345,084	31.0%	$83.62	—	1 3 YR TREAS BD	464287457
SCHO	SCHWAB STRATEGIC TR	3,459,219	$172,650	15.5%	$49.90	—	SHT TM US TRES	808524862
VGSH	VANGUARD SCOTTSDALE FDS	2,867,494	$172,394	15.5%	$60.12	—	SHORT TERM TREAS	92206C102
NEAR	ISHARES US ETF TR	1,120,144	$55,839	5.0%	$50.02	—	SHT MAT BD ETF	46431W507
PFF	ISHARES TR	1,238,958	$42,410	3.8%	$35.19	—	S&P US PFD STK	464288687
XT	ISHARES TR	859,137	$28,592	2.6%	$34.40	—	EXPONENTIAL TECH	46434V381
IYH	ISHARES TR	157,819	$28,535	2.6%	$198.61	—	US HLTHCARE ETF	464287762
VLUE	ISHARES TR	388,913	$28,223	2.5%	$76.83	—	EDGE MSCI USA VL	46432F388
EMB	ISHARES TR	253,155	$26,305	2.4%	$111.79	—	JPMORGAN USD EMG	464288281
SUB	ISHARES TR	242,630	$25,573	2.3%	$105.39	—	SHRT NAT MUN ETF	464288158
KXI	ISHARES TR	487,059	$22,390	2.0%	$45.97	—	GLB CNSM STP ETF	464288737
REM	ISHARES TR	531,913	$21,245	1.9%	$40.84	—	MORTGE REL ETF	46435G342
IEF	ISHARES TR	202,915	$21,144	1.9%	$101.17	—	BARCLAYS 7 10 YR	464287440
SHYG	ISHARES TR	452,473	$20,158	1.8%	$44.55	—	0-5YR HI YL CP	46434V407
IEMG	ISHARES INC	413,326	$19,488	1.8%	$52.76	—	CORE MSCI EMKT	46434G103
—	JPMORGAN CHASE & CO	786,215	$17,548	1.6%	$22.32	—	ALERIAN ML ETN	46625H365
IHI	ISHARES TR	60,818	$12,152	1.1%	$227.48	—	U.S. MED DVC ETF	464288810
IVV	ISHARES TR	47,415	$11,930	1.1%	$251.61	—	CORE S&P500 ETF	464287200
QUAL	ISHARES TR	82,679	$6,346	0.6%	$77.50	—	USA QUALITY FCTR	46432F339
DGRO	ISHARES TR	187,586	$6,224	0.6%	$36.13	—	CORE DIV GRWTH	46434V621
IDV	ISHARES TR	162,765	$4,673	0.4%	$32.63	—	INTL SEL DIV ETF	464288448
KO	COCA COLA CO	53,609	$2,538	0.2%	$33.91	+13.2%	COM	191216100
HRL	HORMEL FOODS CORP	59,394	$2,535	0.2%	$35.69	0.0%	COM	440452100
CLX	CLOROX CO DEL	16,104	$2,482	0.2%	$126.52	0.0%	COM	189054109
MKC	MCCORMICK & CO INC	17,677	$2,461	0.2%	$53.63	+16.7%	COM NON VTG	579780206
ES	EVERSOURCE ENERGY	37,579	$2,444	0.2%	$47.16	+7.4%	COM	30040W108
—	WALGREENS BOOTS ALLIANCE INC	35,568	$2,430	0.2%	$68.32	—	COM	931427108
—	SCANA CORP NEW	50,591	$2,417	0.2%	$39.42	—	COM	80589M102
AES	AES CORP	166,870	$2,413	0.2%	$8.06	+44.6%	COM	00130H105
PNW	PINNACLE WEST CAP CORP	28,288	$2,410	0.2%	$64.12	0.0%	COM	723484101
XEL	XCEL ENERGY INC	48,838	$2,406	0.2%	$40.29	0.0%	COM	98389B100