Donoghue Forlines LLC Quant / Systematic

CIK: 0001702435 · Show all filings

Period: Q3 2019 (← Previous) (Next →)

Filing Date: Oct 29, 2019

Total Value ($000): $702,540 (100.0% shares, 0.0% debt)

Holdings (155)

NEAR ISHARES US ETF TR 15.1%
Value ($000) $105,797 Shares 2,101,650 Est. Cost $50.15 Unrealized
QUAL ISHARES TR 4.8%
Value ($000) $33,900 Shares 366,888 Est. Cost $87.37 Unrealized
EMB ISHARES TR 3.5%
Value ($000) $24,830 Shares 219,056 Est. Cost $112.24 Unrealized
PFF ISHARES TR 3.3%
Value ($000) $23,059 Shares 614,418 Est. Cost $35.19 Unrealized
SHYG ISHARES TR 3.3%
Value ($000) $23,028 Shares 495,332 Est. Cost $44.90 Unrealized
SUB ISHARES TR 3.3%
Value ($000) $22,938 Shares 215,304 Est. Cost $105.39 Unrealized
BIL SPDR SERIES TRUST 2.9%
Value ($000) $20,266 Shares 221,271 Est. Cost $91.59 Unrealized
ACWI ISHARES TR 2.5%
Value ($000) $17,506 Shares 237,371 Est. Cost $73.75 Unrealized
MTUM ISHARES TR 2.5%
Value ($000) $17,489 Shares 146,655 Est. Cost $118.60 Unrealized
BAR GRANITESHARES GOLD TR 1.9%
Value ($000) $13,066 Shares 888,273 Est. Cost $14.07 Unrealized
IEMG ISHARES INC 1.2%
Value ($000) $8,727 Shares 178,024 Est. Cost $52.76 Unrealized
WDC WESTERN DIGITAL CORP 0.9%
Value ($000) $6,352 Shares 106,514 Est. Cost $32.78 Unrealized +25.9%
SHY ISHARES TR 0.9%
Value ($000) $6,171 Shares 72,750 Est. Cost $83.62 Unrealized
VLUE ISHARES TR 0.9%
Value ($000) $6,033 Shares 73,539 Est. Cost $81.19 Unrealized
CVI CVR ENERGY INC 0.8%
Value ($000) $5,307 Shares 120,532 Est. Cost $25.74 Unrealized +7.7%
FLO FLOWERS FOODS INC 0.7%
Value ($000) $5,067 Shares 219,047 Est. Cost $16.61 Unrealized +7.3%
OLN OLIN CORP 0.7%
Value ($000) $4,950 Shares 264,429 Est. Cost $18.53 Unrealized -14.5%
CYPRESS SEMICONDUCTOR CORP 0.7%
Value ($000) $4,917 Shares 210,647 Est. Cost $20.70 Unrealized
WSO WATSCO INC 0.7%
Value ($000) $4,911 Shares 29,028 Est. Cost $154.85 Unrealized +4.7%
FNB FNB CORP PA 0.7%
Value ($000) $4,864 Shares 421,888 Est. Cost $8.83 Unrealized -0.8%
UMPQUA HLDGS CORP 0.7%
Value ($000) $4,807 Shares 292,067 Est. Cost $16.59 Unrealized
BRSL INTERNATIONAL GAME TECHNOLOG 0.7%
Value ($000) $4,743 Shares 333,801 Est. Cost $9.10 Unrealized -2.1%
KMB KIMBERLY CLARK CORP 0.7%
Value ($000) $4,714 Shares 33,183 Est. Cost $102.19 Unrealized +7.4%
PACWEST BANCORP DEL 0.7%
Value ($000) $4,671 Shares 128,526 Est. Cost $38.66 Unrealized
REM ISHARES TR 0.7%
Value ($000) $4,639 Shares 110,123 Est. Cost $40.84 Unrealized
ED CONSOLIDATED EDISON INC 0.7%
Value ($000) $4,624 Shares 48,944 Est. Cost $67.85 Unrealized +4.0%
IDA IDACORP INC 0.6%
Value ($000) $4,532 Shares 40,223 Est. Cost $100.90 Unrealized +5.6%
SJM SMUCKER J M CO 0.6%
Value ($000) $4,513 Shares 41,016 Est. Cost $98.41 Unrealized -8.1%
CC CHEMOURS CO 0.6%
Value ($000) $4,502 Shares 301,337 Est. Cost $22.13 Unrealized -43.5%
BMY BRISTOL MYERS SQUIBB CO 0.6%
Value ($000) $4,498 Shares 88,703 Est. Cost $36.12 Unrealized +1.8%
EXC EXELON CORP 0.6%
Value ($000) $4,490 Shares 92,944 Est. Cost $27.93 Unrealized -4.1%
EMR EMERSON ELEC CO 0.6%
Value ($000) $4,460 Shares 66,711 Est. Cost $57.46 Unrealized -5.4%
UGI UGI CORP NEW 0.6%
Value ($000) $4,458 Shares 88,688 Est. Cost $53.22 Unrealized -6.1%
KELLOGG CO 0.6%
Value ($000) $4,443 Shares 69,046 Est. Cost $41.67 Unrealized +8.8%
INTERPUBLIC GROUP COS INC 0.6%
Value ($000) $4,441 Shares 205,979 Est. Cost $17.00 Unrealized -1.7%
BKH BLACK HILLS CORP 0.6%
Value ($000) $4,430 Shares 57,734 Est. Cost $58.01 Unrealized +4.0%
PSX PHILLIPS 66 0.6%
Value ($000) $4,410 Shares 43,071 Est. Cost $68.50 Unrealized +12.8%
HUN HUNTSMAN CORP 0.6%
Value ($000) $4,375 Shares 188,112 Est. Cost $20.99 Unrealized -1.6%
VLO VALERO ENERGY CORP NEW 0.6%
Value ($000) $4,375 Shares 51,329 Est. Cost $63.00 Unrealized -0.9%
PFG PRINCIPAL FINL GROUP INC 0.6%
Value ($000) $4,359 Shares 76,278 Est. Cost $42.59 Unrealized +3.2%
JCI JOHNSON CTLS INTL PLC 0.6%
Value ($000) $4,359 Shares 99,323 Est. Cost $33.38 Unrealized +10.9%
AMGN AMGEN INC 0.6%
Value ($000) $4,343 Shares 22,441 Est. Cost $146.19 Unrealized +8.1%
JNJ JOHNSON & JOHNSON 0.6%
Value ($000) $4,336 Shares 33,516 Est. Cost $114.77 Unrealized -4.2%
PKG PACKAGING CORP AMER 0.6%
Value ($000) $4,317 Shares 40,686 Est. Cost $78.80 Unrealized +5.8%
EMN EASTMAN CHEMICAL CO 0.6%
Value ($000) $4,313 Shares 58,418 Est. Cost $59.82 Unrealized -4.7%
CMI CUMMINS INC 0.6%
Value ($000) $4,311 Shares 26,503 Est. Cost $138.18 Unrealized -1.5%
XOM EXXON MOBIL CORP 0.6%
Value ($000) $4,292 Shares 60,779 Est. Cost $56.88 Unrealized -5.5%
CVX CHEVRON CORP NEW 0.6%
Value ($000) $4,278 Shares 36,070 Est. Cost $90.24 Unrealized +1.4%
PFE PFIZER INC 0.6%
Value ($000) $4,276 Shares 119,022 Est. Cost $29.22 Unrealized -7.6%
IVZ INVESCO LTD 0.6%
Value ($000) $4,276 Shares 252,438 Est. Cost $15.19 Unrealized -13.6%
LVS LAS VEGAS SANDS CORP 0.6%
Value ($000) $4,268 Shares 73,892 Est. Cost $55.94 Unrealized -4.6%
SINCLAIR BROADCAST GROUP INC 0.6%
Value ($000) $4,264 Shares 99,765 Est. Cost $53.63 Unrealized
MO ALTRIA GROUP INC 0.6%
Value ($000) $4,259 Shares 104,141 Est. Cost $30.92 Unrealized -10.8%
MAXIM INTEGRATED PRODS INC 0.6%
Value ($000) $4,258 Shares 73,520 Est. Cost $59.82 Unrealized
LEG LEGGETT & PLATT INC 0.6%
Value ($000) $4,253 Shares 103,885 Est. Cost $40.34 Unrealized -2.7%
OMC OMNICOM GROUP INC 0.6%
Value ($000) $4,248 Shares 54,247 Est. Cost $61.97 Unrealized +1.4%
HANESBRANDS INC 0.6%
Value ($000) $4,247 Shares 277,205 Est. Cost $17.22 Unrealized
SEAGATE TECHNOLOGY PLC 0.6%
Value ($000) $4,221 Shares 78,464 Est. Cost $47.12 Unrealized
GILD GILEAD SCIENCES INC 0.6%
Value ($000) $4,180 Shares 65,953 Est. Cost $50.82 Unrealized +0.3%
ETN EATON CORP PLC 0.6%
Value ($000) $4,178 Shares 50,251 Est. Cost $71.40 Unrealized +1.0%
AVGO BROADCOM INC 0.6%
Value ($000) $4,170 Shares 15,104 Est. Cost $24.38 Unrealized -1.5%
CBS CORP NEW 0.6%
Value ($000) $4,040 Shares 100,083 Est. Cost $40.37 Unrealized
VIACOM INC NEW 0.6%
Value ($000) $4,040 Shares 168,130 Est. Cost $29.87 Unrealized
M MACYS INC 0.6%
Value ($000) $3,973 Shares 255,663 Est. Cost $22.74 Unrealized -18.6%
JNK SPDR SERIES TRUST 0.5%
Value ($000) $3,572 Shares 32,846 Est. Cost $108.93 Unrealized
HYG ISHARES TR 0.5%
Value ($000) $3,568 Shares 40,929 Est. Cost $86.48 Unrealized
BKLN INVESCO EXCHNG TRADED FD TR 0.5%
Value ($000) $3,443 Shares 152,407 Est. Cost $22.64 Unrealized
SCHO SCHWAB STRATEGIC TR 0.4%
Value ($000) $3,081 Shares 60,893 Est. Cost $49.90 Unrealized
VGSH VANGUARD SCOTTSDALE FDS 0.4%
Value ($000) $3,079 Shares 50,539 Est. Cost $60.12 Unrealized
CHE CHEMED CORP NEW 0.4%
Value ($000) $2,940 Shares 7,040 Est. Cost $380.84 Unrealized +5.0%
WST WEST PHARMACEUTICAL SVSC INC 0.4%
Value ($000) $2,915 Shares 20,556 Est. Cost $126.71 Unrealized +6.8%
SJNK SPDR SERIES TRUST 0.4%
Value ($000) $2,720 Shares 100,703 Est. Cost $27.25 Unrealized
SRLN SSGA ACTIVE ETF TR 0.4%
Value ($000) $2,659 Shares 57,398 Est. Cost $46.05 Unrealized
KLAC KLA CORPORATION 0.4%
Value ($000) $2,591 Shares 16,249 Est. Cost $129.13 Unrealized 0.0%
HSY HERSHEY CO 0.4%
Value ($000) $2,560 Shares 16,519 Est. Cost $108.95 Unrealized +19.5%
CMS CMS ENERGY CORP 0.4%
Value ($000) $2,541 Shares 39,728 Est. Cost $50.31 Unrealized 0.0%
EVRG EVERGY INC 0.4%
Value ($000) $2,537 Shares 38,122 Est. Cost $49.36 Unrealized 0.0%
WEC WEC ENERGY GROUP INC 0.4%
Value ($000) $2,529 Shares 26,597 Est. Cost $73.50 Unrealized 0.0%
BAH BOOZ ALLEN HAMILTON HLDG COR 0.4%
Value ($000) $2,525 Shares 35,549 Est. Cost $50.36 Unrealized +25.0%
NEU NEWMARKET CORP 0.4%
Value ($000) $2,521 Shares 5,341 Est. Cost $390.45 Unrealized 0.0%
ETR ENTERGY CORP NEW 0.4%
Value ($000) $2,520 Shares 21,469 Est. Cost $43.44 Unrealized 0.0%
VRSK VERISK ANALYTICS INC 0.4%
Value ($000) $2,483 Shares 15,701 Est. Cost $148.87 Unrealized 0.0%
RGLD ROYAL GOLD INC 0.4%
Value ($000) $2,479 Shares 20,119 Est. Cost $121.78 Unrealized 0.0%
TDY TELEDYNE TECHNOLOGIES INC 0.4%
Value ($000) $2,468 Shares 7,664 Est. Cost $298.57 Unrealized 0.0%
YUM YUM BRANDS INC 0.4%
Value ($000) $2,467 Shares 21,745 Est. Cost $101.52 Unrealized 0.0%
GMED GLOBUS MED INC 0.4%
Value ($000) $2,467 Shares 48,257 Est. Cost $47.63 Unrealized 0.0%
TTWO TAKE-TWO INTERACTIVE SOFTWAR 0.3%
Value ($000) $2,449 Shares 19,538 Est. Cost $102.91 Unrealized +21.2%
AIZ ASSURANT INC 0.3%
Value ($000) $2,444 Shares 19,422 Est. Cost $105.79 Unrealized 0.0%
AVA AVISTA CORP 0.3%
Value ($000) $2,443 Shares 50,433 Est. Cost $34.88 Unrealized 0.0%
BRO BROWN & BROWN INC 0.3%
Value ($000) $2,443 Shares 67,755 Est. Cost $34.20 Unrealized 0.0%
BALL BALL CORP 0.3%
Value ($000) $2,441 Shares 33,531 Est. Cost $49.32 Unrealized +40.4%
UNF UNIFIRST CORP MASS 0.3%
Value ($000) $2,412 Shares 12,362 Est. Cost $186.06 Unrealized 0.0%
MKTX MARKETAXESS HLDGS INC 0.3%
Value ($000) $2,412 Shares 7,366 Est. Cost $270.14 Unrealized +24.0%
T AT&T INC 0.3%
Value ($000) $2,410 Shares 63,683 Est. Cost $17.00 Unrealized 0.0%
BFAM BRIGHT HORIZONS FAM SOL IN D 0.3%
Value ($000) $2,408 Shares 15,793 Est. Cost $156.40 Unrealized 0.0%
COST COSTCO WHSL CORP NEW 0.3%
Value ($000) $2,405 Shares 8,346 Est. Cost $256.34 Unrealized 0.0%
HD HOME DEPOT INC 0.3%
Value ($000) $2,403 Shares 10,355 Est. Cost $187.08 Unrealized 0.0%
MDT MEDTRONIC PLC 0.3%
Value ($000) $2,402 Shares 22,115 Est. Cost $87.54 Unrealized 0.0%
RPM RPM INTL INC 0.3%
Value ($000) $2,400 Shares 34,876 Est. Cost $66.24 Unrealized 0.0%
VVV VALVOLINE INC 0.3%
Value ($000) $2,400 Shares 108,962 Est. Cost $21.46 Unrealized 0.0%
SBUX STARBUCKS CORP 0.3%
Value ($000) $2,396 Shares 27,102 Est. Cost $80.64 Unrealized 0.0%
PFGC PERFORMANCE FOOD GROUP CO 0.3%
Value ($000) $2,396 Shares 52,065 Est. Cost $44.44 Unrealized 0.0%
SPGI S&P GLOBAL INC 0.3%
Value ($000) $2,383 Shares 9,727 Est. Cost $236.97 Unrealized 0.0%
OPTU ALTICE USA INC 0.3%
Value ($000) $2,379 Shares 82,965 Est. Cost $27.23 Unrealized 0.0%
SIRIUS XM HLDGS INC 0.3%
Value ($000) $2,374 Shares 379,468 Est. Cost $6.26 Unrealized
ALTERYX INC 0.3%
Value ($000) $2,359 Shares 21,958 Est. Cost $107.43 Unrealized
GD GENERAL DYNAMICS CORP 0.3%
Value ($000) $2,333 Shares 12,770 Est. Cost $160.41 Unrealized 0.0%
GNRC GENERAC HLDGS INC 0.3%
Value ($000) $2,324 Shares 29,671 Est. Cost $74.92 Unrealized 0.0%
NWSA NEWS CORP NEW 0.3%
Value ($000) $2,322 Shares 166,788 Est. Cost $12.78 Unrealized 0.0%
MORN MORNINGSTAR INC 0.3%
Value ($000) $2,316 Shares 15,845 Est. Cost $153.95 Unrealized 0.0%
NVCR NOVOCURE LTD 0.3%
Value ($000) $2,307 Shares 30,856 Est. Cost $79.97 Unrealized 0.0%
CASY CASEYS GEN STORES INC 0.3%
Value ($000) $2,291 Shares 14,218 Est. Cost $157.98 Unrealized 0.0%
OLED UNIVERSAL DISPLAY CORP 0.3%
Value ($000) $2,280 Shares 13,577 Est. Cost $190.36 Unrealized 0.0%
SAM BOSTON BEER INC 0.3%
Value ($000) $2,266 Shares 6,224 Est. Cost $393.06 Unrealized 0.0%
FTSL FIRST TR EXCHANGE TRADED FD 0.2%
Value ($000) $1,699 Shares 35,835 Est. Cost $47.10 Unrealized
ROKU ROKU INC 0.2%
Value ($000) $1,673 Shares 16,442 Est. Cost $122.30 Unrealized 0.0%
HIGHLAND FDS I 0.1%
Value ($000) $680 Shares 38,997 Est. Cost $17.61 Unrealized
SNX SYNNEX CORP 0.1%
Value ($000) $606 Shares 5,365 Est. Cost $43.65 Unrealized -0.5%
JBL JABIL INC 0.1%
Value ($000) $597 Shares 16,702 Est. Cost $27.73 Unrealized +5.3%
TERRAFORM PWR INC 0.1%
Value ($000) $568 Shares 31,176 Est. Cost $14.30 Unrealized
GT GOODYEAR TIRE & RUBR CO 0.1%
Value ($000) $554 Shares 38,437 Est. Cost $16.88 Unrealized -21.1%
PBF PBF ENERGY INC 0.1%
Value ($000) $550 Shares 20,212 Est. Cost $29.84 Unrealized -14.4%
LOGMEIN INC 0.1%
Value ($000) $545 Shares 7,679 Est. Cost $73.72 Unrealized
MSM MSC INDL DIRECT INC 0.1%
Value ($000) $542 Shares 7,467 Est. Cost $82.35 Unrealized -15.0%
SAIC SCIENCE APPLICATNS INTL CP N 0.1%
Value ($000) $542 Shares 6,203 Est. Cost $70.40 Unrealized +20.8%
RITM NEW RESIDENTIAL INVT CORP 0.1%
Value ($000) $541 Shares 34,479 Est. Cost $15.39 Unrealized
CABOT MICROELECTRONICS CORP 0.1%
Value ($000) $535 Shares 3,786 Est. Cost $110.03 Unrealized
BRKR BRUKER CORP 0.1%
Value ($000) $527 Shares 11,995 Est. Cost $41.22 Unrealized +6.5%
CWEN CLEARWAY ENERGY INC 0.1%
Value ($000) $526 Shares 28,812 Est. Cost $10.62 Unrealized +21.0%
HILL ROM HLDGS INC 0.1%
Value ($000) $525 Shares 4,987 Est. Cost $105.87 Unrealized
NVT NVENT ELECTRIC PLC 0.1%
Value ($000) $525 Shares 23,821 Est. Cost $22.48 Unrealized -12.1%
MACQUARIE INFRASTRUCTURE COR 0.1%
Value ($000) $523 Shares 13,259 Est. Cost $41.21 Unrealized
AGNC AGNC INVT CORP 0.1%
Value ($000) $522 Shares 32,470 Est. Cost $16.81 Unrealized
DOMTAR CORP 0.1%
Value ($000) $521 Shares 14,549 Est. Cost $44.51 Unrealized
AVT AVNET INC 0.1%
Value ($000) $520 Shares 11,696 Est. Cost $35.48 Unrealized +3.4%
TFSL TFS FINL CORP 0.1%
Value ($000) $519 Shares 28,808 Est. Cost $10.07 Unrealized +10.4%
R RYDER SYS INC 0.1%
Value ($000) $518 Shares 10,004 Est. Cost $58.52 Unrealized -10.7%
TECH BIO TECHNE CORP 0.1%
Value ($000) $517 Shares 2,642 Est. Cost $43.61 Unrealized +11.8%
VLY VALLEY NATL BANCORP 0.1%
Value ($000) $516 Shares 47,471 Est. Cost $10.18 Unrealized +5.1%
EHC ENCOMPASS HEALTH CORP 0.1%
Value ($000) $515 Shares 8,143 Est. Cost $46.39 Unrealized +0.1%
CNK CINEMARK HOLDINGS INC 0.1%
Value ($000) $513 Shares 13,274 Est. Cost $36.76 Unrealized -0.5%
INGR INGREDION INC 0.1%
Value ($000) $513 Shares 6,270 Est. Cost $85.99 Unrealized -7.7%
BGC PARTNERS INC 0.1%
Value ($000) $512 Shares 93,093 Est. Cost $5.31 Unrealized
CBRL CRACKER BARREL OLD CTRY STOR 0.1%
Value ($000) $511 Shares 3,143 Est. Cost $124.99 Unrealized +5.4%
WYNDHAM DESTINATIONS INC 0.1%
Value ($000) $510 Shares 11,086 Est. Cost $43.88 Unrealized
NEW YORK CMNTY BANCORP INC 0.1%
Value ($000) $509 Shares 40,524 Est. Cost $11.57 Unrealized
NATIONAL INSTRS CORP 0.1%
Value ($000) $505 Shares 12,018 Est. Cost $44.35 Unrealized
KBR KBR INC 0.1%
Value ($000) $505 Shares 20,564 Est. Cost $20.67 Unrealized +13.9%
SABR SABRE CORP 0.1%
Value ($000) $496 Shares 22,151 Est. Cost $22.20 Unrealized +5.9%
GRAFTECH INTL LTD 0.1%
Value ($000) $496 Shares 38,754 Est. Cost $11.49 Unrealized
CCOI COGENT COMMUNICATIONS HLDGS 0.1%
Value ($000) $496 Shares 9,005 Est. Cost $40.47 Unrealized +4.8%
WLY WILEY JOHN & SONS INC 0.1%
Value ($000) $493 Shares 11,224 Est. Cost $36.34 Unrealized -1.2%
LAZARD LTD 0.1%
Value ($000) $487 Shares 13,921 Est. Cost $34.41 Unrealized
OPLN KAR AUCTION SVCS INC 0.1%
Value ($000) $485 Shares 19,755 Est. Cost $20.48 Unrealized +25.0%
SIX FLAGS ENTMT CORP NEW 0.1%
Value ($000) $478 Shares 9,402 Est. Cost $49.34 Unrealized