Donoghue Forlines LLC Quant / Systematic

Location: Boston, MA

CIK: 0001702435 · Show all filings

Period: Q4 2018 (← Previous) (Next →)

Filing Date: Jan 24, 2019

Total Value: $1.113B (100.0% shares, 0.0% debt)

Holdings (31)

SHY ISHARES TR 31.0%

Value $345M Shares 4,126,812 Share Price $83.62 Est. Cost/Share $83.12 Unrealized @ Report Date +0.6%

SCHO SCHWAB STRATEGIC TR 15.5%

Value $173M Shares 3,459,219 Share Price $49.91 * Est. Cost/Share $24.80 Unrealized @ Report Date +0.6%

VGSH VANGUARD SCOTTSDALE FDS 15.5%

Value $172M Shares 2,867,494 Share Price $60.12 Est. Cost/Share $59.75 Unrealized @ Report Date +0.6%

NEAR ISHARES US ETF TR 5.0%

Value $55.84M Shares 1,120,144 Share Price $49.85 Est. Cost/Share $50.09 Unrealized @ Report Date -0.5%

PFF ISHARES TR 3.8%

Value $42.41M Shares 1,238,958 Share Price $34.23 Est. Cost/Share $36.08 Unrealized @ Report Date -5.1%

XT ISHARES TR 2.6%

Value $28.59M Shares 859,137 Share Price $33.28 Est. Cost/Share $35.65 Unrealized @ Report Date -6.7%

IYH ISHARES TR 2.6%

Value $28.54M Shares 157,819 Share Price $180.81 * Est. Cost/Share $38.53 Unrealized @ Report Date -6.1%

VLUE ISHARES TR 2.5%

Value $28.22M Shares 388,913 Share Price $72.57 Est. Cost/Share $82.16 Unrealized @ Report Date -11.7%

EMB ISHARES TR 2.4%

Value $26.3M Shares 253,155 Share Price $103.91 Est. Cost/Share $112.10 Unrealized @ Report Date -7.3%

SUB ISHARES TR 2.3%

Value $25.57M Shares 242,630 Share Price $105.40 Est. Cost/Share $104.72 Unrealized @ Report Date +0.6%

KXI ISHARES TR 2.0%

Value $22.39M Shares 487,059 Share Price $45.97 Est. Cost/Share $49.09 Unrealized @ Report Date -6.4%

REM ISHARES TR 1.9%

Value $21.25M Shares 531,913 Share Price $39.94 Est. Cost/Share $42.98 Unrealized @ Report Date -7.1%

IEF ISHARES TR 1.9%

Value $21.14M Shares 202,915 Share Price $104.20 Est. Cost/Share $102.01 Unrealized @ Report Date +2.2%

SHYG ISHARES TR 1.8%

Value $20.16M Shares 452,473 Share Price $44.55 Est. Cost/Share $45.86 Unrealized @ Report Date -2.9%

IEMG ISHARES INC 1.8%

Value $19.49M Shares 413,326 Share Price $47.15 Est. Cost/Share $53.31 Unrealized @ Report Date -11.6%

— JPMORGAN CHASE & CO 1.6%

Value $17.55M Shares 786,215 Share Price $22.32 Est. Cost/Share $22.32 Unrealized @ Report Date —

IHI ISHARES TR 1.1%

Value $12.15M Shares 60,818 Share Price $199.81 * Est. Cost/Share $35.54 Unrealized @ Report Date -6.3%

IVV ISHARES TR 1.1%

Value $11.93M Shares 47,415 Share Price $251.61 Est. Cost/Share $271.56 Unrealized @ Report Date -7.3%

QUAL ISHARES TR 0.6%

Value $6.346M Shares 82,679 Share Price $76.75 Est. Cost/Share $83.23 Unrealized @ Report Date -7.8%

DGRO ISHARES TR 0.6%

Value $6.224M Shares 187,586 Share Price $33.18 Est. Cost/Share $36.06 Unrealized @ Report Date -8.0%

IDV ISHARES TR 0.4%

Value $4.673M Shares 162,765 Share Price $28.71 Est. Cost/Share $32.71 Unrealized @ Report Date -12.2%

KO COCA COLA CO 0.2%

Value $2.538M Shares 53,609 Share Price $47.34 * Est. Cost/Share $33.91 Unrealized @ Report Date +12.6%

HRL HORMEL FOODS CORP 0.2%

Value $2.535M Shares 59,394 Share Price $42.68 * Est. Cost/Share $35.69 Unrealized @ Report Date -0.9%

CLX CLOROX CO DEL 0.2%

Value $2.482M Shares 16,104 Share Price $154.12 * Est. Cost/Share $126.52 Unrealized @ Report Date -0.9%

MKC MCCORMICK & CO INC 0.2%

Value $2.461M Shares 17,677 Share Price $139.22 * Est. Cost/Share $53.63 Unrealized @ Report Date +13.7%

ES EVERSOURCE ENERGY 0.2%

Value $2.444M Shares 37,579 Share Price $65.04 * Est. Cost/Share $47.16 Unrealized @ Report Date +7.8%

— WALGREENS BOOTS ALLIANCE INC 0.2%

Value $2.43M Shares 35,568 Share Price $68.32 Est. Cost/Share $68.32 Unrealized @ Report Date —

— SCANA CORP NEW 0.2%

Value $2.417M Shares 50,591 Share Price $47.78 Est. Cost/Share $39.42 Unrealized @ Report Date —

AES AES CORP 0.2%

Value $2.413M Shares 166,870 Share Price $14.46 * Est. Cost/Share $8.06 Unrealized @ Report Date +39.7%

PNW PINNACLE WEST CAP CORP 0.2%

Value $2.41M Shares 28,288 Share Price $85.20 * Est. Cost/Share $64.12 Unrealized @ Report Date -0.8%

XEL XCEL ENERGY INC 0.2%

Value $2.406M Shares 48,838 Share Price $49.26 * Est. Cost/Share $40.29 Unrealized @ Report Date -1.0%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
SHY	ISHARES TR	4,126,812	$345M	31.0%	$83.62	$83.12	+0.6%	1 3 YR TREAS BD	464287457
SCHO	SCHWAB STRATEGIC TR	3,459,219	$173M	15.5%	$49.91 *	$24.80	+0.6%	SHT TM US TRES	808524862
VGSH	VANGUARD SCOTTSDALE FDS	2,867,494	$172M	15.5%	$60.12	$59.75	+0.6%	SHORT TERM TREAS	92206C102
NEAR	ISHARES US ETF TR	1,120,144	$55.84M	5.0%	$49.85	$50.09	-0.5%	SHT MAT BD ETF	46431W507
PFF	ISHARES TR	1,238,958	$42.41M	3.8%	$34.23	$36.08	-5.1%	S&P US PFD STK	464288687
XT	ISHARES TR	859,137	$28.59M	2.6%	$33.28	$35.65	-6.7%	EXPONENTIAL TECH	46434V381
IYH	ISHARES TR	157,819	$28.54M	2.6%	$180.81 *	$38.53	-6.1%	US HLTHCARE ETF	464287762
VLUE	ISHARES TR	388,913	$28.22M	2.5%	$72.57	$82.16	-11.7%	EDGE MSCI USA VL	46432F388
EMB	ISHARES TR	253,155	$26.3M	2.4%	$103.91	$112.10	-7.3%	JPMORGAN USD EMG	464288281
SUB	ISHARES TR	242,630	$25.57M	2.3%	$105.40	$104.72	+0.6%	SHRT NAT MUN ETF	464288158
KXI	ISHARES TR	487,059	$22.39M	2.0%	$45.97	$49.09	-6.4%	GLB CNSM STP ETF	464288737
REM	ISHARES TR	531,913	$21.25M	1.9%	$39.94	$42.98	-7.1%	MORTGE REL ETF	46435G342
IEF	ISHARES TR	202,915	$21.14M	1.9%	$104.20	$102.01	+2.2%	BARCLAYS 7 10 YR	464287440
SHYG	ISHARES TR	452,473	$20.16M	1.8%	$44.55	$45.86	-2.9%	0-5YR HI YL CP	46434V407
IEMG	ISHARES INC	413,326	$19.49M	1.8%	$47.15	$53.31	-11.6%	CORE MSCI EMKT	46434G103
—	JPMORGAN CHASE & CO	786,215	$17.55M	1.6%	$22.32	$22.32	—	ALERIAN ML ETN	46625H365
IHI	ISHARES TR	60,818	$12.15M	1.1%	$199.81 *	$35.54	-6.3%	U.S. MED DVC ETF	464288810
IVV	ISHARES TR	47,415	$11.93M	1.1%	$251.61	$271.56	-7.3%	CORE S&P500 ETF	464287200
QUAL	ISHARES TR	82,679	$6.346M	0.6%	$76.75	$83.23	-7.8%	USA QUALITY FCTR	46432F339
DGRO	ISHARES TR	187,586	$6.224M	0.6%	$33.18	$36.06	-8.0%	CORE DIV GRWTH	46434V621
IDV	ISHARES TR	162,765	$4.673M	0.4%	$28.71	$32.71	-12.2%	INTL SEL DIV ETF	464288448
KO	COCA COLA CO	53,609	$2.538M	0.2%	$47.34 *	$33.91	+12.6%	COM	191216100
HRL	HORMEL FOODS CORP	59,394	$2.535M	0.2%	$42.68 *	$35.69	-0.9%	COM	440452100
CLX	CLOROX CO DEL	16,104	$2.482M	0.2%	$154.12 *	$126.52	-0.9%	COM	189054109
MKC	MCCORMICK & CO INC	17,677	$2.461M	0.2%	$139.22 *	$53.63	+13.7%	COM NON VTG	579780206
ES	EVERSOURCE ENERGY	37,579	$2.444M	0.2%	$65.04 *	$47.16	+7.8%	COM	30040W108
—	WALGREENS BOOTS ALLIANCE INC	35,568	$2.43M	0.2%	$68.32	$68.32	—	COM	931427108
—	SCANA CORP NEW	50,591	$2.417M	0.2%	$47.78	$39.42	—	COM	80589M102
AES	AES CORP	166,870	$2.413M	0.2%	$14.46 *	$8.06	+39.7%	COM	00130H105
PNW	PINNACLE WEST CAP CORP	28,288	$2.41M	0.2%	$85.20 *	$64.12	-0.8%	COM	723484101
XEL	XCEL ENERGY INC	48,838	$2.406M	0.2%	$49.26 *	$40.29	-1.0%	COM	98389B100