Donoghue Forlines LLC Quant / Systematic

CIK: 0001702435 · Show all filings

Period: Q1 2019 (← Previous) (Next →)

Filing Date: Apr 12, 2019

Total Value ($000): $1,005,296 (100.0% shares, 0.0% debt)

Holdings (123)

SHY ISHARES TR 22.3%
Value ($000) $223,799 Shares 2,660,477 Est. Cost $83.62 Unrealized
NEAR ISHARES US ETF TR 14.2%
Value ($000) $142,533 Shares 2,837,036 Est. Cost $50.15 Unrealized
SCHO SCHWAB STRATEGIC TR 11.1%
Value ($000) $111,901 Shares 2,229,547 Est. Cost $49.90 Unrealized
VGSH VANGUARD SCOTTSDALE FDS 11.1%
Value ($000) $111,843 Shares 1,851,093 Est. Cost $60.12 Unrealized
SUB ISHARES TR 2.5%
Value ($000) $25,336 Shares 239,022 Est. Cost $105.39 Unrealized
PFF ISHARES TR 2.5%
Value ($000) $25,273 Shares 691,463 Est. Cost $35.19 Unrealized
QUAL ISHARES TR 2.3%
Value ($000) $23,039 Shares 260,182 Est. Cost $85.04 Unrealized
SHYG ISHARES TR 2.0%
Value ($000) $20,323 Shares 435,092 Est. Cost $44.55 Unrealized
IEFA ISHARES TR 2.0%
Value ($000) $19,918 Shares 327,768 Est. Cost $60.77 Unrealized
IEMG ISHARES INC 1.9%
Value ($000) $19,558 Shares 378,232 Est. Cost $52.76 Unrealized
EMB ISHARES TR 1.8%
Value ($000) $18,283 Shares 166,114 Est. Cost $111.79 Unrealized
JPMORGAN CHASE & CO 1.3%
Value ($000) $12,803 Shares 501,870 Est. Cost $22.32 Unrealized
IEF ISHARES TR 1.0%
Value ($000) $10,280 Shares 96,371 Est. Cost $101.17 Unrealized
XT ISHARES TR 1.0%
Value ($000) $10,060 Shares 264,588 Est. Cost $34.40 Unrealized
IYH ISHARES TR 1.0%
Value ($000) $9,575 Shares 49,412 Est. Cost $198.61 Unrealized
DGRO ISHARES TR 0.7%
Value ($000) $6,707 Shares 182,493 Est. Cost $36.13 Unrealized
REM ISHARES TR 0.5%
Value ($000) $5,006 Shares 115,497 Est. Cost $40.84 Unrealized
IDV ISHARES TR 0.5%
Value ($000) $4,866 Shares 157,687 Est. Cost $32.63 Unrealized
SPDR SERIES TRUST 0.4%
Value ($000) $3,856 Shares 107,203 Est. Cost $35.97 Unrealized
HYG ISHARES TR 0.4%
Value ($000) $3,852 Shares 44,551 Est. Cost $86.46 Unrealized
BKLN INVESCO EXCHNG TRADED FD TR 0.4%
Value ($000) $3,792 Shares 167,512 Est. Cost $22.64 Unrealized
DVN DEVON ENERGY CORP NEW 0.3%
Value ($000) $3,128 Shares 99,119 Est. Cost $20.03 Unrealized 0.0%
CMG CHIPOTLE MEXICAN GRILL INC 0.3%
Value ($000) $3,034 Shares 4,272 Est. Cost $11.60 Unrealized 0.0%
SJNK SPDR SER TR 0.3%
Value ($000) $2,990 Shares 109,729 Est. Cost $27.25 Unrealized
GIS GENERAL MLS INC 0.3%
Value ($000) $2,922 Shares 56,470 Est. Cost $35.78 Unrealized 0.0%
AZO AUTOZONE INC 0.3%
Value ($000) $2,900 Shares 2,832 Est. Cost $897.60 Unrealized 0.0%
HESS CORP 0.3%
Value ($000) $2,897 Shares 48,100 Est. Cost $60.23 Unrealized
SRLN SSGA ACTIVE ETF TR 0.3%
Value ($000) $2,895 Shares 62,876 Est. Cost $46.04 Unrealized
MSCI MSCI INC 0.3%
Value ($000) $2,889 Shares 14,530 Est. Cost $162.27 Unrealized 0.0%
FLEETCOR TECHNOLOGIES INC 0.3%
Value ($000) $2,865 Shares 11,617 Est. Cost $246.62 Unrealized
BKR BAKER HUGHES A GE CO 0.3%
Value ($000) $2,853 Shares 102,915 Est. Cost $20.78 Unrealized 0.0%
MDLZ MONDELEZ INTL INC 0.3%
Value ($000) $2,848 Shares 57,059 Est. Cost $38.76 Unrealized 0.0%
CDNS CADENCE DESIGN SYSTEM INC 0.3%
Value ($000) $2,832 Shares 44,595 Est. Cost $52.98 Unrealized 0.0%
WMB WILLIAMS COS INC DEL 0.3%
Value ($000) $2,822 Shares 98,252 Est. Cost $18.25 Unrealized 0.0%
XILINX INC 0.3%
Value ($000) $2,812 Shares 22,181 Est. Cost $126.78 Unrealized
EL LAUDER ESTEE COS INC 0.3%
Value ($000) $2,802 Shares 16,926 Est. Cost $134.56 Unrealized 0.0%
APD AIR PRODS & CHEMS INC 0.3%
Value ($000) $2,800 Shares 14,665 Est. Cost $145.63 Unrealized 0.0%
TDG TRANSDIGM GROUP INC 0.3%
Value ($000) $2,800 Shares 6,168 Est. Cost $301.26 Unrealized 0.0%
WAT WATERS CORP 0.3%
Value ($000) $2,785 Shares 11,064 Est. Cost $227.86 Unrealized 0.0%
DHR DANAHER CORPORATION 0.3%
Value ($000) $2,784 Shares 21,089 Est. Cost $99.39 Unrealized 0.0%
BALL BALL CORP 0.3%
Value ($000) $2,782 Shares 48,083 Est. Cost $49.32 Unrealized 0.0%
COTY COTY INC 0.3%
Value ($000) $2,780 Shares 241,773 Est. Cost $9.00 Unrealized 0.0%
INCY INCYTE CORP 0.3%
Value ($000) $2,779 Shares 32,306 Est. Cost $81.36 Unrealized 0.0%
GPN GLOBAL PMTS INC 0.3%
Value ($000) $2,771 Shares 20,298 Est. Cost $115.58 Unrealized 0.0%
GENERAL ELECTRIC CO 0.3%
Value ($000) $2,768 Shares 277,107 Est. Cost $9.99 Unrealized
LINDE PLC 0.3%
Value ($000) $2,765 Shares 15,714 Est. Cost $175.96 Unrealized
GRMN GARMIN LTD 0.3%
Value ($000) $2,762 Shares 31,983 Est. Cost $64.24 Unrealized 0.0%
WTW WILLIS TOWERS WATSON PUB LTD 0.3%
Value ($000) $2,760 Shares 15,711 Est. Cost $151.12 Unrealized 0.0%
AVY AVERY DENNISON CORP 0.3%
Value ($000) $2,759 Shares 24,417 Est. Cost $91.54 Unrealized 0.0%
CPRT COPART INC 0.3%
Value ($000) $2,755 Shares 45,468 Est. Cost $13.58 Unrealized 0.0%
HIG HARTFORD FINL SVCS GROUP INC 0.3%
Value ($000) $2,745 Shares 55,207 Est. Cost $40.77 Unrealized 0.0%
KEYS KEYSIGHT TECHNOLOGIES INC 0.3%
Value ($000) $2,743 Shares 31,460 Est. Cost $77.62 Unrealized 0.0%
ETR ENTERGY CORP NEW 0.3%
Value ($000) $2,743 Shares 28,686 Est. Cost $35.22 Unrealized 0.0%
EBAY EBAY INC 0.3%
Value ($000) $2,742 Shares 73,833 Est. Cost $30.92 Unrealized 0.0%
CHTR CHARTER COMMUNICATIONS INC N 0.3%
Value ($000) $2,738 Shares 7,893 Est. Cost $329.38 Unrealized 0.0%
SEE SEALED AIR CORP NEW 0.3%
Value ($000) $2,716 Shares 58,956 Est. Cost $36.59 Unrealized 0.0%
REGN REGENERON PHARMACEUTICALS 0.3%
Value ($000) $2,712 Shares 6,604 Est. Cost $409.51 Unrealized 0.0%
XRAY DENTSPLY SIRONA INC 0.3%
Value ($000) $2,710 Shares 54,643 Est. Cost $44.03 Unrealized 0.0%
NFLX NETFLIX INC 0.3%
Value ($000) $2,709 Shares 7,597 Est. Cost $34.67 Unrealized 0.0%
CNP CENTERPOINT ENERGY INC 0.3%
Value ($000) $2,708 Shares 88,212 Est. Cost $24.79 Unrealized 0.0%
AWK AMERICAN WTR WKS CO INC NEW 0.3%
Value ($000) $2,701 Shares 25,904 Est. Cost $86.27 Unrealized 0.0%
AES AES CORP 0.3%
Value ($000) $2,698 Shares 149,218 Est. Cost $8.06 Unrealized +63.4%
EA ELECTRONIC ARTS INC 0.3%
Value ($000) $2,697 Shares 26,541 Est. Cost $92.16 Unrealized 0.0%
FE FIRSTENERGY CORP 0.3%
Value ($000) $2,697 Shares 64,827 Est. Cost $30.02 Unrealized 0.0%
KMI KINDER MORGAN INC DEL 0.3%
Value ($000) $2,694 Shares 134,622 Est. Cost $12.50 Unrealized 0.0%
SYF SYNCHRONY FINL 0.3%
Value ($000) $2,687 Shares 84,223 Est. Cost $25.35 Unrealized 0.0%
PGR PROGRESSIVE CORP OHIO 0.3%
Value ($000) $2,650 Shares 36,766 Est. Cost $55.48 Unrealized 0.0%
MAS MASCO CORP 0.3%
Value ($000) $2,646 Shares 67,321 Est. Cost $31.91 Unrealized 0.0%
META FACEBOOK INC 0.3%
Value ($000) $2,616 Shares 15,695 Est. Cost $157.93 Unrealized 0.0%
LEG LEGGETT & PLATT INC 0.3%
Value ($000) $2,522 Shares 59,742 Est. Cost $42.04 Unrealized 0.0%
BA BOEING CO 0.2%
Value ($000) $2,402 Shares 6,298 Est. Cost $375.20 Unrealized 0.0%
MNST MONSTER BEVERAGE CORP NEW 0.2%
Value ($000) $2,398 Shares 43,936 Est. Cost $28.50 Unrealized 0.0%
FTSL FIRST TR EXCHANGE TRADED FD 0.2%
Value ($000) $1,852 Shares 39,323 Est. Cost $47.10 Unrealized
BAH BOOZ ALLEN HAMILTON HLDG COR 0.1%
Value ($000) $1,086 Shares 18,677 Est. Cost $45.86 Unrealized 0.0%
WST WEST PHARMACEUTICAL SVSC INC 0.1%
Value ($000) $1,074 Shares 9,742 Est. Cost $102.01 Unrealized 0.0%
STE STERIS PLC 0.1%
Value ($000) $1,067 Shares 8,336 Est. Cost $110.62 Unrealized 0.0%
OPLN KAR AUCTION SVCS INC 0.1%
Value ($000) $1,059 Shares 20,642 Est. Cost $18.85 Unrealized 0.0%
CVI CVR ENERGY INC 0.1%
Value ($000) $1,055 Shares 25,609 Est. Cost $22.81 Unrealized 0.0%
SON SONOCO PRODS CO 0.1%
Value ($000) $1,048 Shares 17,029 Est. Cost $45.19 Unrealized 0.0%
FLO FLOWERS FOODS INC 0.1%
Value ($000) $1,047 Shares 49,127 Est. Cost $15.17 Unrealized 0.0%
BEMIS CO INC 0.1%
Value ($000) $1,044 Shares 18,821 Est. Cost $55.47 Unrealized
COLONY CAP INC NEW 0.1%
Value ($000) $1,039 Shares 195,379 Est. Cost $5.32 Unrealized
TECH BIO TECHNE CORP 0.1%
Value ($000) $1,036 Shares 5,219 Est. Cost $43.61 Unrealized 0.0%
R RYDER SYS INC 0.1%
Value ($000) $1,034 Shares 16,678 Est. Cost $58.52 Unrealized 0.0%
MACQUARIE INFRASTRUCTURE COR 0.1%
Value ($000) $1,032 Shares 25,044 Est. Cost $41.21 Unrealized
CNK CINEMARK HOLDINGS INC 0.1%
Value ($000) $1,026 Shares 25,664 Est. Cost $36.76 Unrealized 0.0%
HILL ROM HLDGS INC 0.1%
Value ($000) $1,024 Shares 9,672 Est. Cost $105.87 Unrealized
CBRL CRACKER BARREL OLD CTRY STOR 0.1%
Value ($000) $1,023 Shares 6,331 Est. Cost $124.99 Unrealized 0.0%
ZD J2 GLOBAL INC 0.1%
Value ($000) $1,022 Shares 11,799 Est. Cost $69.03 Unrealized 0.0%
CWEN CLEARWAY ENERGY INC 0.1%
Value ($000) $1,018 Shares 67,357 Est. Cost $10.62 Unrealized 0.0%
LDOS LEIDOS HLDGS INC 0.1%
Value ($000) $1,016 Shares 15,849 Est. Cost $54.86 Unrealized 0.0%
SNX SYNNEX CORP 0.1%
Value ($000) $1,015 Shares 10,639 Est. Cost $43.65 Unrealized 0.0%
AVT AVNET INC 0.1%
Value ($000) $1,015 Shares 23,397 Est. Cost $35.48 Unrealized 0.0%
WSO WATSCO INC 0.1%
Value ($000) $1,015 Shares 7,087 Est. Cost $143.49 Unrealized 0.0%
GEF GREIF INC 0.1%
Value ($000) $1,013 Shares 24,566 Est. Cost $31.01 Unrealized 0.0%
ORI OLD REP INTL CORP 0.1%
Value ($000) $1,009 Shares 48,252 Est. Cost $11.78 Unrealized 0.0%
NWE NORTHWESTERN CORP 0.1%
Value ($000) $1,005 Shares 14,275 Est. Cost $48.59 Unrealized 0.0%
SABR SABRE CORP 0.1%
Value ($000) $1,005 Shares 47,004 Est. Cost $22.20 Unrealized 0.0%
TKR TIMKEN CO 0.1%
Value ($000) $1,001 Shares 22,946 Est. Cost $42.50 Unrealized 0.0%
TRIBUNE MEDIA CO 0.1%
Value ($000) $1,000 Shares 21,676 Est. Cost $46.13 Unrealized
MUR MURPHY OIL CORP 0.1%
Value ($000) $995 Shares 33,969 Est. Cost $22.04 Unrealized 0.0%
CYPRESS SEMICONDUCTOR CORP 0.1%
Value ($000) $993 Shares 66,533 Est. Cost $14.92 Unrealized
SAIC SCIENCE APPLICATNS INTL CP N 0.1%
Value ($000) $992 Shares 12,891 Est. Cost $70.40 Unrealized 0.0%
HUBB HUBBELL INC 0.1%
Value ($000) $992 Shares 8,404 Est. Cost $98.94 Unrealized 0.0%
MSM MSC INDL DIRECT INC 0.1%
Value ($000) $992 Shares 11,990 Est. Cost $82.35 Unrealized 0.0%
WSM WILLIAMS SONOMA INC 0.1%
Value ($000) $990 Shares 17,600 Est. Cost $23.84 Unrealized 0.0%
EHC ENCOMPASS HEALTH CORP 0.1%
Value ($000) $990 Shares 16,951 Est. Cost $46.39 Unrealized 0.0%
ENR ENERGIZER HLDGS INC NEW 0.1%
Value ($000) $989 Shares 22,019 Est. Cost $35.85 Unrealized 0.0%
TFSL TFS FINL CORP 0.1%
Value ($000) $987 Shares 59,955 Est. Cost $10.07 Unrealized 0.0%
TDS TELEPHONE & DATA SYS INC 0.1%
Value ($000) $986 Shares 32,092 Est. Cost $34.05 Unrealized 0.0%
NATIONAL INSTRS CORP 0.1%
Value ($000) $986 Shares 22,233 Est. Cost $44.35 Unrealized
SIX FLAGS ENTMT CORP NEW 0.1%
Value ($000) $974 Shares 19,741 Est. Cost $49.34 Unrealized
UBSI UNITED BANKSHARES INC WEST V 0.1%
Value ($000) $973 Shares 26,836 Est. Cost $36.07 Unrealized 0.0%
TWO HBRS INVT CORP 0.1%
Value ($000) $972 Shares 71,804 Est. Cost $13.54 Unrealized
PACWEST BANCORP DEL 0.1%
Value ($000) $956 Shares 25,423 Est. Cost $37.60 Unrealized
TRITON INTL LTD 0.1%
Value ($000) $954 Shares 30,677 Est. Cost $31.10 Unrealized
NEW YORK CMNTY BANCORP INC 0.1%
Value ($000) $944 Shares 81,596 Est. Cost $11.57 Unrealized
BRSL INTERNATIONAL GAME TECHNOLOG 0.1%
Value ($000) $928 Shares 71,444 Est. Cost $9.97 Unrealized 0.0%
VLY VALLEY NATL BANCORP 0.1%
Value ($000) $916 Shares 95,644 Est. Cost $10.18 Unrealized 0.0%
VSH VISHAY INTERTECHNOLOGY INC 0.1%
Value ($000) $915 Shares 49,522 Est. Cost $17.34 Unrealized 0.0%
BGC PARTNERS INC 0.1%
Value ($000) $913 Shares 171,920 Est. Cost $5.31 Unrealized
FNB FNB CORP PA 0.1%
Value ($000) $910 Shares 85,853 Est. Cost $8.73 Unrealized 0.0%
HIGHLAND FDS I 0.1%
Value ($000) $753 Shares 42,762 Est. Cost $17.61 Unrealized