Donoghue Forlines LLC Quant / Systematic

CIK: 0001702435 · Show all filings

Period: Q2 2019 (← Previous) (Next →)

Filing Date: Jul 23, 2019

Total Value ($000): $854,517 (100.0% shares, 0.0% debt)

Holdings (159)

NEAR ISHARES US ETF TR 12.3%
Value ($000) $105,221 Shares 2,090,630 Est. Cost $50.15 Unrealized
QUAL ISHARES TR 4.4%
Value ($000) $37,302 Shares 407,808 Est. Cost $87.37 Unrealized
PFF ISHARES TR 2.9%
Value ($000) $24,392 Shares 661,926 Est. Cost $35.19 Unrealized
SHYG ISHARES TR 2.8%
Value ($000) $24,303 Shares 520,406 Est. Cost $44.90 Unrealized
SUB ISHARES TR 2.8%
Value ($000) $24,077 Shares 225,965 Est. Cost $105.39 Unrealized
ACWV ISHARES INC 2.4%
Value ($000) $20,708 Shares 224,792 Est. Cost $92.12 Unrealized
MTUM ISHARES TR 2.3%
Value ($000) $19,254 Shares 162,346 Est. Cost $118.60 Unrealized
IEMG ISHARES INC 2.2%
Value ($000) $18,914 Shares 367,695 Est. Cost $52.76 Unrealized
EMB ISHARES TR 2.1%
Value ($000) $17,713 Shares 156,353 Est. Cost $111.79 Unrealized
BAR GRANITESHARES GOLD TR 1.8%
Value ($000) $15,063 Shares 1,070,605 Est. Cost $14.07 Unrealized
JPMORGAN CHASE & CO 1.4%
Value ($000) $12,292 Shares 489,541 Est. Cost $22.32 Unrealized
XT ISHARES TR 1.1%
Value ($000) $9,672 Shares 250,773 Est. Cost $34.40 Unrealized
SJM SMUCKER J M CO 1.0%
Value ($000) $8,324 Shares 72,265 Est. Cost $98.41 Unrealized 0.0%
WDC WESTERN DIGITAL CORP 0.9%
Value ($000) $8,113 Shares 170,630 Est. Cost $32.78 Unrealized 0.0%
CVI CVR ENERGY INC 0.9%
Value ($000) $7,776 Shares 155,559 Est. Cost $25.74 Unrealized +2.2%
FNB FNB CORP PA 0.9%
Value ($000) $7,294 Shares 619,745 Est. Cost $8.83 Unrealized +0.2%
PACWEST BANCORP DEL 0.8%
Value ($000) $7,187 Shares 185,094 Est. Cost $38.66 Unrealized
VLO VALERO ENERGY CORP NEW 0.8%
Value ($000) $7,184 Shares 83,915 Est. Cost $63.00 Unrealized 0.0%
CC CHEMOURS CO 0.8%
Value ($000) $7,106 Shares 296,101 Est. Cost $22.30 Unrealized 0.0%
WSO WATSCO INC 0.8%
Value ($000) $7,078 Shares 43,281 Est. Cost $154.85 Unrealized +1.4%
UMPQUA HLDGS CORP 0.8%
Value ($000) $7,061 Shares 425,642 Est. Cost $16.59 Unrealized
CYPRESS SEMICONDUCTOR CORP 0.8%
Value ($000) $7,040 Shares 316,533 Est. Cost $20.70 Unrealized
BRSL INTERNATIONAL GAME TECHNOLOG 0.8%
Value ($000) $7,036 Shares 542,495 Est. Cost $9.10 Unrealized -1.5%
FLO FLOWERS FOODS INC 0.8%
Value ($000) $7,030 Shares 302,126 Est. Cost $16.61 Unrealized +1.7%
OLN OLIN CORP 0.8%
Value ($000) $7,006 Shares 319,773 Est. Cost $18.53 Unrealized 0.0%
PSX PHILLIPS 66 0.8%
Value ($000) $7,005 Shares 74,891 Est. Cost $68.50 Unrealized 0.0%
HANESBRANDS INC 0.8%
Value ($000) $6,854 Shares 398,008 Est. Cost $17.22 Unrealized
EMN EASTMAN CHEMICAL CO 0.8%
Value ($000) $6,842 Shares 87,915 Est. Cost $59.82 Unrealized 0.0%
ETN EATON CORP PLC 0.8%
Value ($000) $6,823 Shares 81,929 Est. Cost $71.40 Unrealized 0.0%
HUN HUNTSMAN CORP 0.8%
Value ($000) $6,818 Shares 333,541 Est. Cost $20.99 Unrealized 0.0%
AVGO BROADCOM INC 0.8%
Value ($000) $6,798 Shares 23,615 Est. Cost $24.38 Unrealized 0.0%
MAXIM INTEGRATED PRODS INC 0.8%
Value ($000) $6,781 Shares 113,349 Est. Cost $59.82 Unrealized
EMR EMERSON ELEC CO 0.8%
Value ($000) $6,756 Shares 101,266 Est. Cost $57.46 Unrealized 0.0%
VLUE ISHARES TR 0.8%
Value ($000) $6,730 Shares 82,887 Est. Cost $81.19 Unrealized
AMGN AMGEN INC 0.8%
Value ($000) $6,707 Shares 36,396 Est. Cost $146.19 Unrealized 0.0%
SINCLAIR BROADCAST GROUP INC 0.8%
Value ($000) $6,688 Shares 124,700 Est. Cost $53.63 Unrealized
SEAGATE TECHNOLOGY PLC 0.8%
Value ($000) $6,654 Shares 141,224 Est. Cost $47.12 Unrealized
XOM EXXON MOBIL CORP 0.8%
Value ($000) $6,622 Shares 86,421 Est. Cost $56.88 Unrealized 0.0%
OMC OMNICOM GROUP INC 0.8%
Value ($000) $6,622 Shares 80,804 Est. Cost $61.97 Unrealized 0.0%
CMI CUMMINS INC 0.8%
Value ($000) $6,621 Shares 38,643 Est. Cost $138.18 Unrealized 0.0%
LEG LEGGETT & PLATT INC 0.8%
Value ($000) $6,611 Shares 172,309 Est. Cost $40.34 Unrealized -2.2%
LVS LAS VEGAS SANDS CORP 0.8%
Value ($000) $6,589 Shares 111,513 Est. Cost $55.94 Unrealized 0.0%
CVX CHEVRON CORP NEW 0.8%
Value ($000) $6,572 Shares 52,814 Est. Cost $90.24 Unrealized 0.0%
PFG PRINCIPAL FINL GROUP INC 0.8%
Value ($000) $6,571 Shares 113,452 Est. Cost $42.59 Unrealized 0.0%
VIACOM INC NEW 0.8%
Value ($000) $6,568 Shares 219,888 Est. Cost $29.87 Unrealized
SHY ISHARES TR 0.8%
Value ($000) $6,546 Shares 77,209 Est. Cost $83.62 Unrealized
GILD GILEAD SCIENCES INC 0.8%
Value ($000) $6,531 Shares 96,675 Est. Cost $50.82 Unrealized 0.0%
INTERPUBLIC GROUP COS INC 0.8%
Value ($000) $6,520 Shares 288,603 Est. Cost $17.00 Unrealized 0.0%
PKG PACKAGING CORP AMER 0.8%
Value ($000) $6,513 Shares 68,331 Est. Cost $78.80 Unrealized 0.0%
BMY BRISTOL MYERS SQUIBB CO 0.8%
Value ($000) $6,511 Shares 143,573 Est. Cost $36.12 Unrealized 0.0%
JCI JOHNSON CTLS INTL PLC 0.8%
Value ($000) $6,471 Shares 156,642 Est. Cost $33.38 Unrealized 0.0%
PFE PFIZER INC 0.8%
Value ($000) $6,461 Shares 149,155 Est. Cost $29.22 Unrealized 0.0%
M MACYS INC 0.8%
Value ($000) $6,447 Shares 300,420 Est. Cost $22.74 Unrealized 0.0%
UGI UGI CORP NEW 0.8%
Value ($000) $6,436 Shares 120,506 Est. Cost $53.22 Unrealized 0.0%
BKH BLACK HILLS CORP 0.7%
Value ($000) $6,379 Shares 81,603 Est. Cost $58.01 Unrealized 0.0%
TRIBUNE MEDIA CO 0.7%
Value ($000) $6,366 Shares 137,740 Est. Cost $46.20 Unrealized
JNJ JOHNSON & JOHNSON 0.7%
Value ($000) $6,276 Shares 45,060 Est. Cost $114.77 Unrealized 0.0%
IVZ INVESCO LTD 0.7%
Value ($000) $6,260 Shares 305,953 Est. Cost $15.19 Unrealized 0.0%
ED CONSOLIDATED EDISON INC 0.7%
Value ($000) $6,260 Shares 71,399 Est. Cost $67.85 Unrealized 0.0%
IDA IDACORP INC 0.7%
Value ($000) $6,178 Shares 61,517 Est. Cost $100.90 Unrealized 0.0%
KMB KIMBERLY CLARK CORP 0.7%
Value ($000) $6,066 Shares 45,513 Est. Cost $102.19 Unrealized 0.0%
EXC EXELON CORP 0.7%
Value ($000) $6,037 Shares 125,921 Est. Cost $27.93 Unrealized 0.0%
KELLOGG CO 0.7%
Value ($000) $6,017 Shares 112,318 Est. Cost $41.67 Unrealized 0.0%
MO ALTRIA GROUP INC 0.7%
Value ($000) $5,819 Shares 122,883 Est. Cost $30.92 Unrealized 0.0%
IDV ISHARES TR 0.6%
Value ($000) $4,817 Shares 156,816 Est. Cost $32.63 Unrealized
REM ISHARES TR 0.6%
Value ($000) $4,788 Shares 113,511 Est. Cost $40.84 Unrealized
JNK SPDR SERIES TRUST 0.5%
Value ($000) $4,013 Shares 36,841 Est. Cost $108.93 Unrealized
HYG ISHARES TR 0.5%
Value ($000) $4,003 Shares 45,917 Est. Cost $86.48 Unrealized
BKLN INVESCO EXCHNG TRADED FD TR 0.5%
Value ($000) $3,870 Shares 170,791 Est. Cost $22.64 Unrealized
VGSH VANGUARD SCOTTSDALE FDS 0.4%
Value ($000) $3,269 Shares 53,651 Est. Cost $60.12 Unrealized
SCHO SCHWAB STRATEGIC TR 0.4%
Value ($000) $3,269 Shares 64,624 Est. Cost $49.90 Unrealized
SJNK SPDR SERIES TRUST 0.4%
Value ($000) $3,073 Shares 112,858 Est. Cost $27.25 Unrealized
SRLN SSGA ACTIVE ETF TR 0.3%
Value ($000) $2,976 Shares 64,377 Est. Cost $46.05 Unrealized
BALL BALL CORP 0.3%
Value ($000) $2,720 Shares 38,858 Est. Cost $49.32 Unrealized +16.8%
HEI HEICO CORP NEW 0.3%
Value ($000) $2,715 Shares 20,290 Est. Cost $111.23 Unrealized 0.0%
APPF APPFOLIO INC 0.3%
Value ($000) $2,678 Shares 26,190 Est. Cost $94.51 Unrealized 0.0%
KMX CARMAX INC 0.3%
Value ($000) $2,668 Shares 30,727 Est. Cost $78.21 Unrealized 0.0%
TTWO TAKE-TWO INTERACTIVE SOFTWAR 0.3%
Value ($000) $2,666 Shares 23,485 Est. Cost $102.91 Unrealized 0.0%
LBRDK LIBERTY BROADBAND CORP 0.3%
Value ($000) $2,640 Shares 25,327 Est. Cost $92.31 Unrealized 0.0%
IDXX IDEXX LABS INC 0.3%
Value ($000) $2,638 Shares 9,580 Est. Cost $246.39 Unrealized 0.0%
APD AIR PRODS & CHEMS INC 0.3%
Value ($000) $2,635 Shares 11,639 Est. Cost $145.63 Unrealized +21.0%
XRAY DENTSPLY SIRONA INC 0.3%
Value ($000) $2,631 Shares 45,082 Est. Cost $44.03 Unrealized +22.0%
ERIE ERIE INDTY CO 0.3%
Value ($000) $2,628 Shares 10,336 Est. Cost $181.91 Unrealized 0.0%
MLM MARTIN MARIETTA MATLS INC 0.3%
Value ($000) $2,623 Shares 11,400 Est. Cost $206.71 Unrealized 0.0%
ATR APTARGROUP INC 0.3%
Value ($000) $2,620 Shares 21,075 Est. Cost $104.73 Unrealized 0.0%
MKC MCCORMICK & CO INC 0.3%
Value ($000) $2,611 Shares 16,841 Est. Cost $67.80 Unrealized 0.0%
AWI ARMSTRONG WORLD INDS INC NEW 0.3%
Value ($000) $2,607 Shares 26,819 Est. Cost $83.72 Unrealized 0.0%
BAH BOOZ ALLEN HAMILTON HLDG COR 0.3%
Value ($000) $2,606 Shares 39,367 Est. Cost $50.36 Unrealized +8.1%
CABO CABLE ONE INC 0.3%
Value ($000) $2,601 Shares 2,221 Est. Cost $1004.78 Unrealized 0.0%
GPN GLOBAL PMTS INC 0.3%
Value ($000) $2,588 Shares 16,159 Est. Cost $115.58 Unrealized +22.5%
ZAYO GROUP HLDGS INC 0.3%
Value ($000) $2,587 Shares 78,619 Est. Cost $32.91 Unrealized
WRB BERKLEY W R CORP 0.3%
Value ($000) $2,583 Shares 39,177 Est. Cost $23.59 Unrealized 0.0%
CPRT COPART INC 0.3%
Value ($000) $2,583 Shares 34,562 Est. Cost $13.58 Unrealized +26.3%
CERNER CORP 0.3%
Value ($000) $2,564 Shares 34,982 Est. Cost $73.29 Unrealized
MKTX MARKETAXESS HLDGS INC 0.3%
Value ($000) $2,560 Shares 7,964 Est. Cost $270.14 Unrealized 0.0%
HE HAWAIIAN ELEC INDUSTRIES 0.3%
Value ($000) $2,551 Shares 58,586 Est. Cost $41.91 Unrealized 0.0%
VEEV VEEVA SYS INC 0.3%
Value ($000) $2,549 Shares 15,723 Est. Cost $145.72 Unrealized 0.0%
THOMSON REUTERS CORP 0.3%
Value ($000) $2,539 Shares 39,383 Est. Cost $64.47 Unrealized
SOUTH JERSEY INDS INC 0.3%
Value ($000) $2,539 Shares 75,277 Est. Cost $33.73 Unrealized
RNR RENAISSANCERE HOLDINGS LTD 0.3%
Value ($000) $2,539 Shares 14,265 Est. Cost $164.36 Unrealized 0.0%
ECL ECOLAB INC 0.3%
Value ($000) $2,534 Shares 12,833 Est. Cost $173.21 Unrealized 0.0%
WORLDPAY INC 0.3%
Value ($000) $2,533 Shares 20,672 Est. Cost $122.53 Unrealized
ZYNGA INC 0.3%
Value ($000) $2,533 Shares 413,214 Est. Cost $6.13 Unrealized
SRE SEMPRA ENERGY 0.3%
Value ($000) $2,531 Shares 18,418 Est. Cost $52.85 Unrealized 0.0%
SO SOUTHERN CO 0.3%
Value ($000) $2,530 Shares 45,772 Est. Cost $41.35 Unrealized 0.0%
TSN TYSON FOODS INC 0.3%
Value ($000) $2,524 Shares 31,262 Est. Cost $63.73 Unrealized 0.0%
BR BROADRIDGE FINL SOLUTIONS IN 0.3%
Value ($000) $2,521 Shares 19,748 Est. Cost $107.51 Unrealized 0.0%
SERVICEMASTER GLOBAL HLDGS I 0.3%
Value ($000) $2,504 Shares 48,064 Est. Cost $52.10 Unrealized
STRA STRATEGIC ED INC 0.3%
Value ($000) $2,500 Shares 14,046 Est. Cost $136.86 Unrealized 0.0%
AWK AMERICAN WTR WKS CO INC NEW 0.3%
Value ($000) $2,498 Shares 21,537 Est. Cost $86.27 Unrealized +13.0%
HSY HERSHEY CO 0.3%
Value ($000) $2,485 Shares 18,541 Est. Cost $108.95 Unrealized 0.0%
NVR NVR INC 0.3%
Value ($000) $2,464 Shares 731 Est. Cost $3207.18 Unrealized 0.0%
PPC PILGRIMS PRIDE CORP NEW 0.3%
Value ($000) $2,461 Shares 96,929 Est. Cost $25.89 Unrealized 0.0%
CELGENE CORP 0.3%
Value ($000) $2,456 Shares 26,572 Est. Cost $92.43 Unrealized
RLI RLI CORP 0.3%
Value ($000) $2,436 Shares 28,423 Est. Cost $32.91 Unrealized 0.0%
PLNT PLANET FITNESS INC 0.3%
Value ($000) $2,304 Shares 31,803 Est. Cost $75.35 Unrealized 0.0%
IAA INC 0.2%
Value ($000) $2,034 Shares 52,452 Est. Cost $38.78 Unrealized
FTSL FIRST TR EXCHANGE TRADED FD 0.2%
Value ($000) $1,892 Shares 40,145 Est. Cost $47.10 Unrealized
OPLN KAR AUCTION SVCS INC 0.2%
Value ($000) $1,311 Shares 52,452 Est. Cost $20.48 Unrealized +5.2%
HIGHLAND FDS I 0.1%
Value ($000) $767 Shares 43,744 Est. Cost $17.61 Unrealized
PBF PBF ENERGY INC 0.1%
Value ($000) $722 Shares 23,079 Est. Cost $29.84 Unrealized 0.0%
AVT AVNET INC 0.1%
Value ($000) $680 Shares 15,028 Est. Cost $35.48 Unrealized +6.4%
EHC ENCOMPASS HEALTH CORP 0.1%
Value ($000) $679 Shares 10,722 Est. Cost $46.39 Unrealized -3.7%
VLY VALLEY NATL BANCORP 0.1%
Value ($000) $678 Shares 62,915 Est. Cost $10.18 Unrealized +0.7%
JBL JABIL INC 0.1%
Value ($000) $678 Shares 21,450 Est. Cost $27.73 Unrealized 0.0%
NEW YORK CMNTY BANCORP INC 0.1%
Value ($000) $677 Shares 67,850 Est. Cost $11.57 Unrealized
SNX SYNNEX CORP 0.1%
Value ($000) $677 Shares 6,882 Est. Cost $43.65 Unrealized +5.4%
NATIONAL INSTRS CORP 0.1%
Value ($000) $676 Shares 16,095 Est. Cost $44.35 Unrealized
WST WEST PHARMACEUTICAL SVSC INC 0.1%
Value ($000) $669 Shares 5,342 Est. Cost $102.01 Unrealized +13.6%
BRKR BRUKER CORP 0.1%
Value ($000) $668 Shares 13,376 Est. Cost $41.22 Unrealized 0.0%
CBRL CRACKER BARREL OLD CTRY STOR 0.1%
Value ($000) $667 Shares 3,906 Est. Cost $124.99 Unrealized +0.4%
CHE CHEMED CORP NEW 0.1%
Value ($000) $665 Shares 1,843 Est. Cost $327.09 Unrealized 0.0%
NVT NVENT ELECTRIC PLC 0.1%
Value ($000) $665 Shares 26,808 Est. Cost $22.48 Unrealized 0.0%
GT GOODYEAR TIRE & RUBR CO 0.1%
Value ($000) $663 Shares 43,345 Est. Cost $16.88 Unrealized 0.0%
DOMTAR CORP 0.1%
Value ($000) $662 Shares 14,872 Est. Cost $44.51 Unrealized
MSM MSC INDL DIRECT INC 0.1%
Value ($000) $662 Shares 8,913 Est. Cost $82.35 Unrealized -6.3%
R RYDER SYS INC 0.1%
Value ($000) $662 Shares 11,362 Est. Cost $58.52 Unrealized +1.7%
WYNDHAM DESTINATIONS INC 0.1%
Value ($000) $661 Shares 15,064 Est. Cost $43.88 Unrealized
KBR KBR INC 0.1%
Value ($000) $660 Shares 26,459 Est. Cost $20.67 Unrealized 0.0%
TFSL TFS FINL CORP 0.1%
Value ($000) $659 Shares 36,460 Est. Cost $10.07 Unrealized +3.4%
LOGMEIN INC 0.1%
Value ($000) $658 Shares 8,926 Est. Cost $73.72 Unrealized
GRAFTECH INTL LTD 0.1%
Value ($000) $657 Shares 57,158 Est. Cost $11.49 Unrealized
CCOI COGENT COMMUNICATIONS HLDGS 0.1%
Value ($000) $655 Shares 11,042 Est. Cost $40.47 Unrealized 0.0%
BGC PARTNERS INC 0.1%
Value ($000) $652 Shares 124,627 Est. Cost $5.31 Unrealized
MACQUARIE INFRASTRUCTURE COR 0.1%
Value ($000) $650 Shares 16,037 Est. Cost $41.21 Unrealized
AGNC AGNC INVT CORP 0.1%
Value ($000) $649 Shares 38,603 Est. Cost $16.81 Unrealized
CWEN CLEARWAY ENERGY INC 0.1%
Value ($000) $647 Shares 38,378 Est. Cost $10.62 Unrealized +6.6%
TERRAFORM PWR INC 0.1%
Value ($000) $647 Shares 45,248 Est. Cost $14.30 Unrealized
HILL ROM HLDGS INC 0.1%
Value ($000) $647 Shares 6,184 Est. Cost $105.87 Unrealized
CABOT MICROELECTRONICS CORP 0.1%
Value ($000) $646 Shares 5,871 Est. Cost $110.03 Unrealized
INGR INGREDION INC 0.1%
Value ($000) $645 Shares 7,821 Est. Cost $85.99 Unrealized 0.0%
WLY WILEY JOHN & SONS INC 0.1%
Value ($000) $644 Shares 14,053 Est. Cost $36.34 Unrealized 0.0%
SAIC SCIENCE APPLICATNS INTL CP N 0.1%
Value ($000) $644 Shares 7,435 Est. Cost $70.40 Unrealized +11.4%
CNK CINEMARK HOLDINGS INC 0.1%
Value ($000) $639 Shares 17,711 Est. Cost $36.76 Unrealized +1.8%
SIX FLAGS ENTMT CORP NEW 0.1%
Value ($000) $638 Shares 12,843 Est. Cost $49.34 Unrealized
TECH BIO TECHNE CORP 0.1%
Value ($000) $637 Shares 3,054 Est. Cost $43.61 Unrealized +12.2%
LAZARD LTD 0.1%
Value ($000) $637 Shares 18,514 Est. Cost $34.41 Unrealized
RITM NEW RESIDENTIAL INVT CORP 0.1%
Value ($000) $633 Shares 41,121 Est. Cost $15.39 Unrealized
SABR SABRE CORP 0.1%
Value ($000) $625 Shares 28,160 Est. Cost $22.20 Unrealized -3.4%