Donoghue Forlines LLC Quant / Systematic

CIK: 0001702435 · Show all filings

Period: Q4 2019 (← Previous) (Next →)

Filing Date: Jan 27, 2020

Total Value ($000): $644,922 (100.0% shares, 0.0% debt)

Holdings (151)

NEAR ISHARES US ETF TR 11.3%
Value ($000) $73,125 Shares 1,455,215 Est. Cost $50.15 Unrealized
EMB ISHARES TR 6.4%
Value ($000) $41,479 Shares 362,076 Est. Cost $113.16 Unrealized
SHYG ISHARES TR 5.6%
Value ($000) $36,150 Shares 778,590 Est. Cost $45.46 Unrealized
PFF ISHARES TR 4.9%
Value ($000) $31,555 Shares 839,453 Est. Cost $35.84 Unrealized
VLUE ISHARES TR 4.8%
Value ($000) $30,933 Shares 344,739 Est. Cost $87.91 Unrealized
QUAL ISHARES TR 3.6%
Value ($000) $23,461 Shares 232,285 Est. Cost $87.37 Unrealized
EMLC VANECK VECTORS ETF TR 3.1%
Value ($000) $20,228 Shares 594,761 Est. Cost $34.01 Unrealized
IQLT ISHARES TR 2.9%
Value ($000) $18,643 Shares 577,367 Est. Cost $32.29 Unrealized
PDBC INVESCO ACTIVELY MANAGD ETF 2.2%
Value ($000) $13,876 Shares 837,926 Est. Cost $16.56 Unrealized
IEUR ISHARES TR 1.4%
Value ($000) $9,329 Shares 187,074 Est. Cost $49.87 Unrealized
IEMG ISHARES INC 1.4%
Value ($000) $9,281 Shares 172,637 Est. Cost $52.76 Unrealized
SUB ISHARES TR 1.2%
Value ($000) $7,805 Shares 73,098 Est. Cost $105.39 Unrealized
BIL SPDR SERIES TRUST 1.1%
Value ($000) $7,307 Shares 79,924 Est. Cost $91.59 Unrealized
IDV ISHARES TR 1.0%
Value ($000) $6,289 Shares 187,346 Est. Cost $33.57 Unrealized
MPC MARATHON PETE CORP 0.9%
Value ($000) $5,647 Shares 93,723 Est. Cost $51.65 Unrealized 0.0%
NRG NRG ENERGY INC 0.9%
Value ($000) $5,585 Shares 140,493 Est. Cost $32.97 Unrealized 0.0%
VLO VALERO ENERGY CORP NEW 0.9%
Value ($000) $5,542 Shares 59,179 Est. Cost $64.41 Unrealized +14.3%
PM PHILIP MORRIS INTL INC 0.9%
Value ($000) $5,520 Shares 64,875 Est. Cost $60.01 Unrealized 0.0%
REM ISHARES TR 0.7%
Value ($000) $4,765 Shares 107,012 Est. Cost $40.84 Unrealized
MSM MSC INDL DIRECT INC 0.6%
Value ($000) $3,981 Shares 50,727 Est. Cost $75.12 Unrealized -1.7%
NVT NVENT ELECTRIC PLC 0.6%
Value ($000) $3,909 Shares 152,809 Est. Cost $20.89 Unrealized -1.4%
BRSL INTERNATIONAL GAME TECHNOLOG 0.6%
Value ($000) $3,839 Shares 256,429 Est. Cost $9.10 Unrealized +6.5%
FNB FNB CORP PA 0.6%
Value ($000) $3,827 Shares 301,332 Est. Cost $8.83 Unrealized +8.8%
FLO FLOWERS FOODS INC 0.6%
Value ($000) $3,821 Shares 175,737 Est. Cost $16.61 Unrealized +1.5%
WSO WATSCO INC 0.6%
Value ($000) $3,787 Shares 21,024 Est. Cost $154.85 Unrealized +13.6%
PACWEST BANCORP DEL 0.6%
Value ($000) $3,774 Shares 98,612 Est. Cost $38.66 Unrealized
CVI CVR ENERGY INC 0.6%
Value ($000) $3,680 Shares 91,027 Est. Cost $25.74 Unrealized +3.4%
M MACYS INC 0.6%
Value ($000) $3,656 Shares 215,071 Est. Cost $22.74 Unrealized -31.2%
SINCLAIR BROADCAST GROUP INC 0.6%
Value ($000) $3,617 Shares 108,491 Est. Cost $52.00 Unrealized
VIACOMCBS INC 0.6%
Value ($000) $3,566 Shares 84,977 Est. Cost $41.96 Unrealized
TAP MOLSON COORS BREWING CO 0.5%
Value ($000) $3,496 Shares 64,858 Est. Cost $45.94 Unrealized 0.0%
KSS KOHLS CORP 0.5%
Value ($000) $3,486 Shares 68,424 Est. Cost $50.84 Unrealized 0.0%
CSCO CISCO SYS INC 0.5%
Value ($000) $3,477 Shares 72,508 Est. Cost $38.56 Unrealized 0.0%
TGNA TEGNA INC 0.5%
Value ($000) $3,418 Shares 204,766 Est. Cost $15.56 Unrealized 0.0%
JNJ JOHNSON & JOHNSON 0.5%
Value ($000) $3,398 Shares 23,295 Est. Cost $114.77 Unrealized -0.6%
GIS GENERAL MLS INC 0.5%
Value ($000) $3,393 Shares 63,347 Est. Cost $42.80 Unrealized 0.0%
MAXIM INTEGRATED PRODS INC 0.5%
Value ($000) $3,380 Shares 54,943 Est. Cost $59.82 Unrealized
SJM SMUCKER J M CO 0.5%
Value ($000) $3,375 Shares 32,410 Est. Cost $98.41 Unrealized -12.0%
TPR TAPESTRY INC 0.5%
Value ($000) $3,370 Shares 124,971 Est. Cost $22.49 Unrealized 0.0%
CVX CHEVRON CORP NEW 0.5%
Value ($000) $3,366 Shares 27,934 Est. Cost $90.24 Unrealized -0.6%
HAL HALLIBURTON CO 0.5%
Value ($000) $3,353 Shares 137,044 Est. Cost $18.78 Unrealized 0.0%
PEOPLES UTD FINL INC 0.5%
Value ($000) $3,349 Shares 198,195 Est. Cost $16.90 Unrealized
PFE PFIZER INC 0.5%
Value ($000) $3,349 Shares 85,479 Est. Cost $29.22 Unrealized -8.6%
MRK MERCK & CO INC 0.5%
Value ($000) $3,346 Shares 36,793 Est. Cost $67.55 Unrealized 0.0%
AMGN AMGEN INC 0.5%
Value ($000) $3,340 Shares 13,853 Est. Cost $146.19 Unrealized +25.0%
PFG PRINCIPAL FINL GROUP INC 0.5%
Value ($000) $3,340 Shares 60,727 Est. Cost $42.59 Unrealized +1.4%
EMN EASTMAN CHEMICAL CO 0.5%
Value ($000) $3,331 Shares 42,032 Est. Cost $59.82 Unrealized +2.9%
ETN EATON CORP PLC 0.5%
Value ($000) $3,328 Shares 35,136 Est. Cost $71.40 Unrealized +11.6%
HPQ HP INC 0.5%
Value ($000) $3,328 Shares 161,954 Est. Cost $15.31 Unrealized 0.0%
PKG PACKAGING CORP AMER 0.5%
Value ($000) $3,326 Shares 29,699 Est. Cost $78.80 Unrealized +16.1%
SON SONOCO PRODS CO 0.5%
Value ($000) $3,318 Shares 53,758 Est. Cost $47.55 Unrealized 0.0%
SEAGATE TECHNOLOGY PLC 0.5%
Value ($000) $3,309 Shares 55,606 Est. Cost $47.12 Unrealized
BMY BRISTOL MYERS SQUIBB CO 0.5%
Value ($000) $3,297 Shares 51,358 Est. Cost $36.12 Unrealized +25.1%
INTERPUBLIC GROUP COS INC 0.5%
Value ($000) $3,294 Shares 142,612 Est. Cost $17.00 Unrealized +1.2%
NUE NUCOR CORP 0.5%
Value ($000) $3,282 Shares 58,315 Est. Cost $48.21 Unrealized 0.0%
LVS LAS VEGAS SANDS CORP 0.5%
Value ($000) $3,267 Shares 47,315 Est. Cost $55.94 Unrealized +3.5%
OMC OMNICOM GROUP INC 0.5%
Value ($000) $3,247 Shares 40,074 Est. Cost $61.97 Unrealized +0.9%
STLD STEEL DYNAMICS INC 0.5%
Value ($000) $3,243 Shares 95,274 Est. Cost $28.20 Unrealized 0.0%
HBAN HUNTINGTON BANCSHARES INC 0.5%
Value ($000) $3,241 Shares 214,933 Est. Cost $10.97 Unrealized 0.0%
WU WESTERN UN CO 0.5%
Value ($000) $3,234 Shares 120,753 Est. Cost $26.78 Unrealized
CMI CUMMINS INC 0.5%
Value ($000) $3,224 Shares 18,017 Est. Cost $138.18 Unrealized +9.3%
HYG ISHARES TR 0.5%
Value ($000) $3,221 Shares 36,624 Est. Cost $86.48 Unrealized
BKLN INVESCO EXCHNG TRADED FD TR 0.5%
Value ($000) $3,211 Shares 140,729 Est. Cost $22.64 Unrealized
HYLB DBX ETF TR 0.5%
Value ($000) $3,208 Shares 63,679 Est. Cost $50.38 Unrealized
JNK SPDR SERIES TRUST 0.5%
Value ($000) $3,207 Shares 29,275 Est. Cost $108.93 Unrealized
SRLN SSGA ACTIVE ETF TR 0.5%
Value ($000) $3,044 Shares 65,346 Est. Cost $46.11 Unrealized
PBF PBF ENERGY INC 0.4%
Value ($000) $2,756 Shares 87,865 Est. Cost $30.55 Unrealized +0.7%
SNX SYNNEX CORP 0.4%
Value ($000) $2,745 Shares 21,313 Est. Cost $53.15 Unrealized +6.0%
JBL JABIL INC 0.4%
Value ($000) $2,727 Shares 65,978 Est. Cost $34.85 Unrealized +6.9%
TFSL TFS FINL CORP 0.4%
Value ($000) $2,720 Shares 138,190 Est. Cost $11.71 Unrealized +3.7%
AAPL APPLE INC 0.4%
Value ($000) $2,379 Shares 8,100 Est. Cost $62.02 Unrealized 0.0%
INTERCEPT PHARMACEUTICALS IN 0.4%
Value ($000) $2,375 Shares 19,165 Est. Cost $123.92 Unrealized
IFF INTERNATIONAL FLAVORS&FRAGRA 0.4%
Value ($000) $2,355 Shares 18,250 Est. Cost $108.13 Unrealized 0.0%
BF/B BROWN FORMAN CORP 0.4%
Value ($000) $2,345 Shares 34,696 Est. Cost $58.25 Unrealized 0.0%
DAR DARLING INGREDIENTS INC 0.4%
Value ($000) $2,344 Shares 83,471 Est. Cost $22.30 Unrealized 0.0%
ELDORADO RESORTS INC 0.4%
Value ($000) $2,344 Shares 39,298 Est. Cost $59.65 Unrealized
SSD SIMPSON MANUFACTURING CO INC 0.4%
Value ($000) $2,344 Shares 29,215 Est. Cost $73.79 Unrealized 0.0%
ALGN ALIGN TECHNOLOGY INC 0.4%
Value ($000) $2,342 Shares 8,393 Est. Cost $249.35 Unrealized 0.0%
GCI LIBERTY INC 0.4%
Value ($000) $2,330 Shares 32,887 Est. Cost $70.85 Unrealized
LBRDK LIBERTY BROADBAND CORP 0.4%
Value ($000) $2,330 Shares 18,530 Est. Cost $109.04 Unrealized 0.0%
AES AES CORP 0.4%
Value ($000) $2,327 Shares 116,934 Est. Cost $14.35 Unrealized 0.0%
LW LAMB WESTON HLDGS INC 0.4%
Value ($000) $2,322 Shares 26,990 Est. Cost $73.11 Unrealized 0.0%
JPM JPMORGAN CHASE & CO 0.4%
Value ($000) $2,310 Shares 16,574 Est. Cost $108.67 Unrealized 0.0%
CHTR CHARTER COMMUNICATIONS INC N 0.4%
Value ($000) $2,309 Shares 4,760 Est. Cost $460.22 Unrealized 0.0%
STERICYCLE INC 0.4%
Value ($000) $2,307 Shares 36,161 Est. Cost $63.80 Unrealized
D DOMINION ENERGY INC 0.4%
Value ($000) $2,302 Shares 27,796 Est. Cost $62.41 Unrealized 0.0%
LKQ LKQ CORP 0.4%
Value ($000) $2,302 Shares 64,490 Est. Cost $30.49 Unrealized 0.0%
MDU MDU RES GROUP INC 0.4%
Value ($000) $2,300 Shares 77,423 Est. Cost $9.10 Unrealized 0.0%
SIRIUS XM HLDGS INC 0.4%
Value ($000) $2,297 Shares 321,259 Est. Cost $6.26 Unrealized
DPZ DOMINOS PIZZA INC 0.4%
Value ($000) $2,293 Shares 7,805 Est. Cost $256.08 Unrealized 0.0%
PPL PPL CORP 0.4%
Value ($000) $2,292 Shares 63,872 Est. Cost $25.91 Unrealized 0.0%
HLF HERBALIFE NUTRITION LTD 0.4%
Value ($000) $2,289 Shares 48,013 Est. Cost $43.31 Unrealized 0.0%
AGIO AGIOS PHARMACEUTICALS INC 0.4%
Value ($000) $2,287 Shares 47,902 Est. Cost $37.79 Unrealized 0.0%
CBSH COMMERCE BANCSHARES INC 0.4%
Value ($000) $2,286 Shares 33,642 Est. Cost $45.53 Unrealized 0.0%
FBIN FORTUNE BRANDS HOME & SEC IN 0.4%
Value ($000) $2,284 Shares 34,950 Est. Cost $47.96 Unrealized 0.0%
TKR TIMKEN CO 0.4%
Value ($000) $2,281 Shares 40,511 Est. Cost $50.54 Unrealized 0.0%
ESI ELEMENT SOLUTIONS INC 0.4%
Value ($000) $2,280 Shares 195,216 Est. Cost $10.27 Unrealized 0.0%
CENTURYLINK INC 0.4%
Value ($000) $2,277 Shares 172,332 Est. Cost $13.21 Unrealized
LPX LOUISIANA PAC CORP 0.4%
Value ($000) $2,277 Shares 76,728 Est. Cost $28.24 Unrealized 0.0%
EMR EMERSON ELEC CO 0.4%
Value ($000) $2,275 Shares 29,831 Est. Cost $57.46 Unrealized +9.3%
GPK GRAPHIC PACKAGING HLDG CO 0.4%
Value ($000) $2,273 Shares 136,522 Est. Cost $15.85 Unrealized 0.0%
DOW DOW INC 0.4%
Value ($000) $2,273 Shares 41,528 Est. Cost $36.70 Unrealized 0.0%
LEG LEGGETT & PLATT INC 0.4%
Value ($000) $2,268 Shares 44,627 Est. Cost $40.34 Unrealized +21.5%
CITRIX SYS INC 0.4%
Value ($000) $2,267 Shares 20,439 Est. Cost $110.92 Unrealized
HOLLYFRONTIER CORP 0.4%
Value ($000) $2,263 Shares 44,618 Est. Cost $50.72 Unrealized
AGO ASSURED GUARANTY LTD 0.4%
Value ($000) $2,263 Shares 46,170 Est. Cost $42.95 Unrealized 0.0%
IT GARTNER INC 0.3%
Value ($000) $2,256 Shares 14,642 Est. Cost $152.69 Unrealized 0.0%
STT STATE STR CORP 0.3%
Value ($000) $2,254 Shares 28,499 Est. Cost $57.64 Unrealized 0.0%
PSX PHILLIPS 66 0.3%
Value ($000) $2,246 Shares 20,162 Est. Cost $68.50 Unrealized +27.5%
ABBV ABBVIE INC 0.3%
Value ($000) $2,230 Shares 25,185 Est. Cost $64.63 Unrealized 0.0%
RH RH 0.3%
Value ($000) $2,176 Shares 10,192 Est. Cost $195.12 Unrealized 0.0%
ARWR ARROWHEAD PHARMACEUTICALS IN 0.3%
Value ($000) $2,143 Shares 33,787 Est. Cost $49.62 Unrealized 0.0%
FTSL FIRST TR EXCHANGE TRADED FD 0.3%
Value ($000) $2,120 Shares 44,238 Est. Cost $47.25 Unrealized
R RYDER SYS INC 0.1%
Value ($000) $496 Shares 9,135 Est. Cost $58.52 Unrealized -11.1%
CCOI COGENT COMMUNICATIONS HLDGS 0.1%
Value ($000) $492 Shares 7,469 Est. Cost $40.47 Unrealized +7.4%
INGR INGREDION INC 0.1%
Value ($000) $491 Shares 5,286 Est. Cost $85.99 Unrealized -2.3%
CHE CHEMED CORP NEW 0.1%
Value ($000) $489 Shares 1,113 Est. Cost $380.84 Unrealized +8.3%
LAZARD LTD 0.1%
Value ($000) $489 Shares 12,229 Est. Cost $34.41 Unrealized
KBR KBR INC 0.1%
Value ($000) $489 Shares 16,034 Est. Cost $20.67 Unrealized +26.6%
CWEN CLEARWAY ENERGY INC 0.1%
Value ($000) $488 Shares 24,462 Est. Cost $10.62 Unrealized +33.8%
CABOT MICROELECTRONICS CORP 0.1%
Value ($000) $488 Shares 3,378 Est. Cost $110.03 Unrealized
BRKR BRUKER CORP 0.1%
Value ($000) $487 Shares 9,552 Est. Cost $41.22 Unrealized +13.2%
OPLN KAR AUCTION SVCS INC 0.1%
Value ($000) $485 Shares 22,280 Est. Cost $20.75 Unrealized +9.9%
WYNDHAM DESTINATIONS INC 0.1%
Value ($000) $485 Shares 9,385 Est. Cost $43.88 Unrealized
TECH BIO TECHNE CORP 0.1%
Value ($000) $484 Shares 2,205 Est. Cost $43.61 Unrealized +17.2%
TERRAFORM PWR INC 0.1%
Value ($000) $484 Shares 31,476 Est. Cost $14.30 Unrealized
SAIC SCIENCE APPLICATNS INTL CP N 0.1%
Value ($000) $483 Shares 5,554 Est. Cost $70.40 Unrealized +18.8%
NEW YORK CMNTY BANCORP INC 0.1%
Value ($000) $481 Shares 40,000 Est. Cost $11.57 Unrealized
AGNC AGNC INVT CORP 0.1%
Value ($000) $480 Shares 27,133 Est. Cost $16.81 Unrealized
AVT AVNET INC 0.1%
Value ($000) $480 Shares 11,300 Est. Cost $35.48 Unrealized -0.9%
HILL ROM HLDGS INC 0.1%
Value ($000) $479 Shares 4,215 Est. Cost $105.87 Unrealized
WLY WILEY JOHN & SONS INC 0.1%
Value ($000) $478 Shares 9,846 Est. Cost $36.34 Unrealized +3.7%
BGC PARTNERS INC 0.1%
Value ($000) $478 Shares 80,496 Est. Cost $5.31 Unrealized
WST WEST PHARMACEUTICAL SVSC INC 0.1%
Value ($000) $477 Shares 3,171 Est. Cost $126.71 Unrealized +13.1%
GT GOODYEAR TIRE & RUBR CO 0.1%
Value ($000) $477 Shares 30,659 Est. Cost $16.88 Unrealized -7.4%
CYPRESS SEMICONDUCTOR CORP 0.1%
Value ($000) $477 Shares 20,464 Est. Cost $20.70 Unrealized
CBRL CRACKER BARREL OLD CTRY STOR 0.1%
Value ($000) $476 Shares 3,094 Est. Cost $124.99 Unrealized -0.3%
LOGMEIN INC 0.1%
Value ($000) $476 Shares 5,548 Est. Cost $73.72 Unrealized
MACQUARIE INFRASTRUCTURE COR 0.1%
Value ($000) $475 Shares 11,088 Est. Cost $41.21 Unrealized
NATIONAL INSTRS CORP 0.1%
Value ($000) $474 Shares 11,204 Est. Cost $44.35 Unrealized
EHC ENCOMPASS HEALTH CORP 0.1%
Value ($000) $474 Shares 6,840 Est. Cost $46.39 Unrealized +8.6%
OLN OLIN CORP 0.1%
Value ($000) $473 Shares 27,440 Est. Cost $18.53 Unrealized -17.9%
SABR SABRE CORP 0.1%
Value ($000) $472 Shares 21,054 Est. Cost $22.20 Unrealized -0.1%
SIX FLAGS ENTMT CORP NEW 0.1%
Value ($000) $471 Shares 10,448 Est. Cost $48.91 Unrealized
UMPQUA HLDGS CORP 0.1%
Value ($000) $470 Shares 26,548 Est. Cost $16.59 Unrealized
RITM NEW RESIDENTIAL INVT CORP 0.1%
Value ($000) $469 Shares 29,122 Est. Cost $15.39 Unrealized
GRAFTECH INTL LTD 0.1%
Value ($000) $468 Shares 40,241 Est. Cost $11.50 Unrealized
VLY VALLEY NATL BANCORP 0.1%
Value ($000) $468 Shares 40,861 Est. Cost $10.18 Unrealized +13.0%
DOMTAR CORP 0.1%
Value ($000) $466 Shares 12,189 Est. Cost $44.51 Unrealized
CC CHEMOURS CO 0.1%
Value ($000) $458 Shares 25,293 Est. Cost $22.13 Unrealized -41.2%
CNK CINEMARK HOLDINGS INC 0.1%
Value ($000) $457 Shares 13,515 Est. Cost $36.72 Unrealized -6.9%