Donoghue Forlines LLC Quant / Systematic

CIK: 0001702435 · Show all filings

Period: Q1 2020 (← Previous) (Next →)

Filing Date: May 12, 2020

Total Value ($000): $443,513 (100.0% shares, 0.0% debt)

Holdings (59)

BIL SPDR SER TR 28.9%
Value ($000) $128,071 Shares 1,397,694 Est. Cost $91.63 Unrealized
SHY ISHARES TR 18.2%
Value ($000) $80,885 Shares 933,248 Est. Cost $86.67 Unrealized
VGSH VANGUARD SCOTTSDALE FDS 10.6%
Value ($000) $46,942 Shares 752,996 Est. Cost $62.34 Unrealized
SCHO SCHWAB STRATEGIC TR 10.6%
Value ($000) $46,913 Shares 906,885 Est. Cost $51.73 Unrealized
NEAR ISHARES U S ETF TR 6.2%
Value ($000) $27,492 Shares 566,965 Est. Cost $50.15 Unrealized
QUAL ISHARES TR 5.3%
Value ($000) $23,663 Shares 291,997 Est. Cost $86.07 Unrealized
IEF ISHARES TR 3.4%
Value ($000) $15,122 Shares 124,484 Est. Cost $121.48 Unrealized
PFF ISHARES TR 3.3%
Value ($000) $14,799 Shares 464,793 Est. Cost $35.84 Unrealized
IQLT ISHARES TR 3.2%
Value ($000) $14,009 Shares 541,935 Est. Cost $32.29 Unrealized
AAXJ ISHARES TR 1.6%
Value ($000) $6,903 Shares 115,594 Est. Cost $59.72 Unrealized
SUB ISHARES TR 1.1%
Value ($000) $5,045 Shares 47,461 Est. Cost $105.39 Unrealized
SJM SMUCKER J M CO 0.2%
Value ($000) $828 Shares 7,455 Est. Cost $98.41 Unrealized -10.3%
TERRAFORM PWR INC 0.2%
Value ($000) $806 Shares 51,140 Est. Cost $14.86 Unrealized
CSCO CISCO SYS INC 0.2%
Value ($000) $804 Shares 20,455 Est. Cost $38.56 Unrealized -4.9%
STLD STEEL DYNAMICS INC 0.2%
Value ($000) $801 Shares 35,556 Est. Cost $28.20 Unrealized -13.6%
MSM MSC INDL DIRECT INC 0.2%
Value ($000) $794 Shares 14,451 Est. Cost $75.12 Unrealized -12.3%
VST VISTRA ENERGY CORP 0.2%
Value ($000) $781 Shares 48,933 Est. Cost $17.77 Unrealized 0.0%
NUE NUCOR CORP 0.2%
Value ($000) $777 Shares 21,563 Est. Cost $48.21 Unrealized -18.0%
HPQ HP INC 0.2%
Value ($000) $769 Shares 44,288 Est. Cost $15.31 Unrealized +7.7%
AMGN AMGEN INC 0.2%
Value ($000) $767 Shares 3,783 Est. Cost $146.19 Unrealized +24.7%
MAXIM INTEGRATED PRODS INC 0.2%
Value ($000) $766 Shares 15,752 Est. Cost $59.82 Unrealized
PKG PACKAGING CORP AMER 0.2%
Value ($000) $764 Shares 8,794 Est. Cost $78.80 Unrealized +2.8%
MRK MERCK & CO. INC 0.2%
Value ($000) $763 Shares 9,912 Est. Cost $67.55 Unrealized -3.6%
CMI CUMMINS INC 0.2%
Value ($000) $761 Shares 5,625 Est. Cost $138.18 Unrealized -2.5%
SON SONOCO PRODS CO 0.2%
Value ($000) $759 Shares 16,379 Est. Cost $47.55 Unrealized -9.3%
PFE PFIZER INC 0.2%
Value ($000) $757 Shares 23,189 Est. Cost $29.22 Unrealized -11.6%
GIS GENERAL MLS INC 0.2%
Value ($000) $752 Shares 14,244 Est. Cost $42.80 Unrealized +1.2%
SINCLAIR BROADCAST GROUP INC 0.2%
Value ($000) $750 Shares 46,642 Est. Cost $52.00 Unrealized
BMY BRISTOL-MYERS SQUIBB CO 0.2%
Value ($000) $748 Shares 13,414 Est. Cost $36.12 Unrealized +34.5%
EMN EASTMAN CHEM CO 0.2%
Value ($000) $747 Shares 16,029 Est. Cost $59.82 Unrealized -13.3%
SEAGATE TECHNOLOGY PLC 0.2%
Value ($000) $746 Shares 15,284 Est. Cost $47.12 Unrealized
JNJ JOHNSON & JOHNSON 0.2%
Value ($000) $745 Shares 5,684 Est. Cost $114.77 Unrealized +4.7%
HAL HALLIBURTON CO 0.2%
Value ($000) $742 Shares 108,288 Est. Cost $18.78 Unrealized -16.8%
WSO WATSCO INC 0.2%
Value ($000) $735 Shares 4,654 Est. Cost $154.85 Unrealized +9.0%
INTERPUBLIC GROUP COS INC 0.2%
Value ($000) $712 Shares 43,968 Est. Cost $17.00 Unrealized -1.7%
TAP MOLSON COORS BEVERAGE CO 0.2%
Value ($000) $703 Shares 18,012 Est. Cost $45.94 Unrealized -4.8%
NRG NRG ENERGY INC 0.2%
Value ($000) $694 Shares 25,455 Est. Cost $32.97 Unrealized -12.4%
MPC MARATHON PETE CORP 0.2%
Value ($000) $693 Shares 29,356 Est. Cost $51.65 Unrealized -25.7%
FLO FLOWERS FOODS INC 0.2%
Value ($000) $686 Shares 33,445 Est. Cost $16.61 Unrealized +2.8%
PM PHILIP MORRIS INTL INC 0.2%
Value ($000) $682 Shares 9,352 Est. Cost $60.01 Unrealized +1.2%
CVX CHEVRON CORP NEW 0.2%
Value ($000) $681 Shares 9,401 Est. Cost $90.24 Unrealized -15.8%
BRSL INTERNATIONAL GAME TECHNOLOG 0.2%
Value ($000) $680 Shares 114,247 Est. Cost $9.10 Unrealized -13.8%
ETN EATON CORP PLC 0.2%
Value ($000) $678 Shares 8,733 Est. Cost $71.40 Unrealized +15.7%
VIACOMCBS INC 0.2%
Value ($000) $671 Shares 47,914 Est. Cost $41.96 Unrealized
NVT NVENT ELECTRIC PLC 0.2%
Value ($000) $670 Shares 39,703 Est. Cost $20.89 Unrealized -0.4%
VLO VALERO ENERGY CORP 0.2%
Value ($000) $669 Shares 14,745 Est. Cost $64.41 Unrealized -11.2%
OMC OMNICOM GROUP INC 0.1%
Value ($000) $658 Shares 11,977 Est. Cost $61.97 Unrealized -7.8%
HBAN HUNTINGTON BANCSHARES INC 0.1%
Value ($000) $658 Shares 80,162 Est. Cost $10.97 Unrealized -15.2%
PFG PRINCIPAL FINL GROUP INC 0.1%
Value ($000) $657 Shares 20,955 Est. Cost $42.59 Unrealized -11.5%
PEOPLES UTD FINL INC 0.1%
Value ($000) $655 Shares 59,295 Est. Cost $16.90 Unrealized
FNB F N B CORP 0.1%
Value ($000) $648 Shares 87,891 Est. Cost $8.83 Unrealized -5.5%
CVI CVR ENERGY INC 0.1%
Value ($000) $645 Shares 39,006 Est. Cost $25.74 Unrealized -28.2%
TPR TAPESTRY INC 0.1%
Value ($000) $645 Shares 49,821 Est. Cost $22.49 Unrealized -9.0%
LVS LAS VEGAS SANDS CORP 0.1%
Value ($000) $642 Shares 15,110 Est. Cost $55.94 Unrealized +1.6%
WU WESTERN UN CO 0.1%
Value ($000) $622 Shares 34,328 Est. Cost $26.78 Unrealized
PACWEST BANCORP DEL 0.1%
Value ($000) $582 Shares 32,452 Est. Cost $38.66 Unrealized
TGNA TEGNA INC 0.1%
Value ($000) $481 Shares 44,278 Est. Cost $15.56 Unrealized +2.8%
M MACYS INC 0.1%
Value ($000) $457 Shares 92,999 Est. Cost $22.74 Unrealized -40.4%
KSS KOHLS CORP 0.1%
Value ($000) $438 Shares 30,008 Est. Cost $50.84 Unrealized -26.3%