Donoghue Forlines LLC Quant / Systematic

CIK: 0001702435 · Show all filings

Period: Q3 2020 (← Previous) (Next →)

Filing Date: Nov 16, 2020

Total Value ($000): $364,856 (100.0% shares, 0.0% debt)

Holdings (117)

JPST J P MORGAN EXCHANGE-TRADED F 14.6%
Value ($000) $53,316 Shares 1,049,622 Est. Cost $50.73 Unrealized
LQD ISHARES TR 7.6%
Value ($000) $27,653 Shares 205,276 Est. Cost $134.50 Unrealized
SHYG ISHARES TR 4.0%
Value ($000) $14,529 Shares 330,574 Est. Cost $42.89 Unrealized
QUAL ISHARES TR 3.9%
Value ($000) $14,090 Shares 135,825 Est. Cost $86.07 Unrealized
IBB ISHARES TR 3.6%
Value ($000) $13,232 Shares 97,715 Est. Cost $136.69 Unrealized
IEF ISHARES TR 3.5%
Value ($000) $12,755 Shares 104,700 Est. Cost $121.48 Unrealized
TLT ISHARES TR 3.5%
Value ($000) $12,706 Shares 77,829 Est. Cost $163.93 Unrealized
NEAR ISHARES U S ETF TR 3.3%
Value ($000) $11,917 Shares 237,807 Est. Cost $50.15 Unrealized
WORLD GOLD TR 3.2%
Value ($000) $11,579 Shares 615,891 Est. Cost $17.81 Unrealized
SHY ISHARES TR 2.4%
Value ($000) $8,819 Shares 101,939 Est. Cost $86.67 Unrealized
ABFL TRIMTABS ETF TR 2.3%
Value ($000) $8,243 Shares 200,325 Est. Cost $41.15 Unrealized
QQQ INVESCO QQQ TR 1.8%
Value ($000) $6,636 Shares 23,886 Est. Cost $277.82 Unrealized
AAXJ ISHARES TR 1.8%
Value ($000) $6,520 Shares 84,488 Est. Cost $59.72 Unrealized
IEMG ISHARES INC 1.8%
Value ($000) $6,512 Shares 123,343 Est. Cost $47.60 Unrealized
VGSH VANGUARD SCOTTSDALE FDS 1.2%
Value ($000) $4,405 Shares 70,940 Est. Cost $62.34 Unrealized
SCHO SCHWAB STRATEGIC TR 1.2%
Value ($000) $4,405 Shares 85,527 Est. Cost $51.73 Unrealized
SUB ISHARES TR 1.2%
Value ($000) $4,258 Shares 39,390 Est. Cost $105.39 Unrealized
DGRO ISHARES TR 0.9%
Value ($000) $3,402 Shares 85,510 Est. Cost $37.60 Unrealized
BKLN INVESCO EXCH TRADED FD TR II 0.8%
Value ($000) $3,084 Shares 141,859 Est. Cost $21.37 Unrealized
HYLB DBX ETF TR 0.8%
Value ($000) $3,060 Shares 63,612 Est. Cost $46.81 Unrealized
HYG ISHARES TR 0.8%
Value ($000) $3,053 Shares 36,394 Est. Cost $81.72 Unrealized
JNK SPDR SER TR 0.8%
Value ($000) $3,048 Shares 29,234 Est. Cost $101.29 Unrealized
SRLN SSGA ACTIVE ETF TR 0.8%
Value ($000) $2,945 Shares 65,853 Est. Cost $43.46 Unrealized
WHR WHIRLPOOL CORP 0.7%
Value ($000) $2,650 Shares 14,409 Est. Cost $166.16 Unrealized 0.0%
DVYE ISHARES INC 0.7%
Value ($000) $2,552 Shares 84,767 Est. Cost $31.32 Unrealized
FTSL FIRST TR EXCHANGE-TRADED FD 0.6%
Value ($000) $2,055 Shares 44,657 Est. Cost $45.17 Unrealized
MIRATI THERAPEUTICS INC 0.5%
Value ($000) $1,704 Shares 10,260 Est. Cost $166.08 Unrealized
ZM ZOOM VIDEO COMMUNICATIONS IN 0.4%
Value ($000) $1,640 Shares 3,489 Est. Cost $319.79 Unrealized 0.0%
PINS PINTEREST INC 0.4%
Value ($000) $1,625 Shares 39,143 Est. Cost $32.61 Unrealized 0.0%
ROKU ROKU INC 0.4%
Value ($000) $1,614 Shares 8,549 Est. Cost $158.12 Unrealized 0.0%
PTON PELOTON INTERACTIVE INC 0.4%
Value ($000) $1,614 Shares 16,266 Est. Cost $73.57 Unrealized 0.0%
XYZ SQUARE INC 0.4%
Value ($000) $1,611 Shares 9,912 Est. Cost $141.19 Unrealized 0.0%
Z ZILLOW GROUP INC 0.4%
Value ($000) $1,601 Shares 15,756 Est. Cost $49.64 Unrealized +57.3%
CWEN CLEARWAY ENERGY INC 0.4%
Value ($000) $1,568 Shares 58,149 Est. Cost $18.69 Unrealized 0.0%
TWITTER INC 0.4%
Value ($000) $1,559 Shares 35,027 Est. Cost $44.51 Unrealized
TSLA TESLA INC 0.4%
Value ($000) $1,548 Shares 3,609 Est. Cost $91.99 Unrealized +28.3%
GNRC GENERAC HLDGS INC 0.4%
Value ($000) $1,472 Shares 7,603 Est. Cost $105.29 Unrealized +56.3%
FDX FEDEX CORP 0.4%
Value ($000) $1,464 Shares 5,821 Est. Cost $180.94 Unrealized 0.0%
TTWO TAKE-TWO INTERACTIVE SOFTWAR 0.4%
Value ($000) $1,462 Shares 8,849 Est. Cost $162.41 Unrealized 0.0%
UPS UNITED PARCEL SERVICE INC 0.4%
Value ($000) $1,432 Shares 8,594 Est. Cost $117.34 Unrealized 0.0%
COST COSTCO WHSL CORP NEW 0.4%
Value ($000) $1,430 Shares 4,029 Est. Cost $309.06 Unrealized 0.0%
DHR DANAHER CORPORATION 0.4%
Value ($000) $1,427 Shares 6,628 Est. Cost $173.71 Unrealized 0.0%
AAPL APPLE INC 0.4%
Value ($000) $1,421 Shares 12,274 Est. Cost $105.97 Unrealized 0.0%
BBY BEST BUY INC 0.4%
Value ($000) $1,419 Shares 12,753 Est. Cost $81.81 Unrealized 0.0%
DAR DARLING INGREDIENTS INC 0.4%
Value ($000) $1,419 Shares 39,384 Est. Cost $30.59 Unrealized 0.0%
ABIOMED INC 0.4%
Value ($000) $1,392 Shares 5,023 Est. Cost $277.13 Unrealized
AWK AMERICAN WTR WKS CO INC NEW 0.4%
Value ($000) $1,390 Shares 9,593 Est. Cost $127.84 Unrealized 0.0%
DE DEERE & CO 0.4%
Value ($000) $1,389 Shares 6,268 Est. Cost $179.78 Unrealized 0.0%
EPAM EPAM SYS INC 0.4%
Value ($000) $1,386 Shares 4,288 Est. Cost $298.58 Unrealized 0.0%
BRO BROWN & BROWN INC 0.4%
Value ($000) $1,386 Shares 30,612 Est. Cost $43.00 Unrealized 0.0%
AES AES CORP 0.4%
Value ($000) $1,381 Shares 76,270 Est. Cost $13.76 Unrealized 0.0%
IBKR INTERACTIVE BROKERS GROUP IN 0.4%
Value ($000) $1,380 Shares 28,557 Est. Cost $12.09 Unrealized 0.0%
WST WEST PHARMACEUTICAL SVSC INC 0.4%
Value ($000) $1,376 Shares 5,007 Est. Cost $261.19 Unrealized 0.0%
CHD CHURCH & DWIGHT INC 0.4%
Value ($000) $1,375 Shares 14,670 Est. Cost $85.22 Unrealized 0.0%
TXG 10X GENOMICS INC 0.4%
Value ($000) $1,372 Shares 11,008 Est. Cost $104.97 Unrealized 0.0%
CINF CINCINNATI FINL CORP 0.4%
Value ($000) $1,370 Shares 17,575 Est. Cost $67.52 Unrealized 0.0%
GLW CORNING INC 0.4%
Value ($000) $1,369 Shares 42,241 Est. Cost $26.66 Unrealized 0.0%
ROL ROLLINS INC 0.4%
Value ($000) $1,367 Shares 25,230 Est. Cost $32.34 Unrealized 0.0%
KNSL KINSALE CAP GROUP INC 0.4%
Value ($000) $1,367 Shares 7,190 Est. Cost $182.15 Unrealized 0.0%
PGR PROGRESSIVE CORP 0.4%
Value ($000) $1,363 Shares 14,401 Est. Cost $76.50 Unrealized 0.0%
PG PROCTER AND GAMBLE CO 0.4%
Value ($000) $1,363 Shares 9,804 Est. Cost $116.35 Unrealized 0.0%
APD AIR PRODS & CHEMS INC 0.4%
Value ($000) $1,350 Shares 4,532 Est. Cost $251.75 Unrealized 0.0%
LNT ALLIANT ENERGY CORP 0.4%
Value ($000) $1,350 Shares 26,134 Est. Cost $44.02 Unrealized 0.0%
MOS MOSAIC CO NEW 0.4%
Value ($000) $1,340 Shares 73,333 Est. Cost $14.60 Unrealized 0.0%
CNP CENTERPOINT ENERGY INC 0.4%
Value ($000) $1,331 Shares 68,810 Est. Cost $17.07 Unrealized 0.0%
MKC MCCORMICK & CO INC 0.4%
Value ($000) $1,316 Shares 6,780 Est. Cost $87.66 Unrealized 0.0%
LPX LOUISIANA PAC CORP 0.4%
Value ($000) $1,314 Shares 44,534 Est. Cost $30.71 Unrealized 0.0%
LINDE PLC 0.4%
Value ($000) $1,297 Shares 5,445 Est. Cost $238.20 Unrealized
LAD LITHIA MTRS INC 0.4%
Value ($000) $1,291 Shares 5,664 Est. Cost $224.89 Unrealized 0.0%
FCX FREEPORT-MCMORAN INC 0.4%
Value ($000) $1,288 Shares 82,375 Est. Cost $13.50 Unrealized 0.0%
HRB BLOCK H & R INC 0.3%
Value ($000) $1,271 Shares 78,004 Est. Cost $12.11 Unrealized 0.0%
SEAGATE TECHNOLOGY PLC 0.3%
Value ($000) $1,262 Shares 25,608 Est. Cost $49.28 Unrealized
GIS GENERAL MLS INC 0.3%
Value ($000) $1,248 Shares 20,240 Est. Cost $52.12 Unrealized 0.0%
AMGN AMGEN INC 0.3%
Value ($000) $1,243 Shares 4,891 Est. Cost $209.54 Unrealized 0.0%
FLO FLOWERS FOODS INC 0.3%
Value ($000) $1,232 Shares 50,648 Est. Cost $18.66 Unrealized 0.0%
CMCSA COMCAST CORP NEW 0.3%
Value ($000) $1,227 Shares 26,533 Est. Cost $37.62 Unrealized 0.0%
PKG PACKAGING CORP AMER 0.3%
Value ($000) $1,227 Shares 11,255 Est. Cost $86.90 Unrealized 0.0%
MAXIM INTEGRATED PRODS INC 0.3%
Value ($000) $1,212 Shares 17,931 Est. Cost $67.59 Unrealized
BMY BRISTOL-MYERS SQUIBB CO 0.3%
Value ($000) $1,212 Shares 20,097 Est. Cost $48.59 Unrealized 0.0%
SJM SMUCKER J M CO 0.3%
Value ($000) $1,209 Shares 10,468 Est. Cost $93.44 Unrealized 0.0%
PFE PFIZER INC 0.3%
Value ($000) $1,199 Shares 32,672 Est. Cost $27.11 Unrealized 0.0%
HAS HASBRO INC 0.3%
Value ($000) $1,198 Shares 14,477 Est. Cost $62.72 Unrealized 0.0%
JNJ JOHNSON & JOHNSON 0.3%
Value ($000) $1,195 Shares 8,024 Est. Cost $127.01 Unrealized 0.0%
CMI CUMMINS INC 0.3%
Value ($000) $1,193 Shares 5,651 Est. Cost $174.85 Unrealized 0.0%
VST VISTRA CORP 0.3%
Value ($000) $1,193 Shares 63,239 Est. Cost $16.72 Unrealized 0.0%
HANESBRANDS INC 0.3%
Value ($000) $1,190 Shares 75,576 Est. Cost $15.75 Unrealized
PEOPLES UNITED FINANCIAL INC 0.3%
Value ($000) $1,189 Shares 115,304 Est. Cost $10.31 Unrealized
TGNA TEGNA INC 0.3%
Value ($000) $1,179 Shares 100,304 Est. Cost $11.88 Unrealized 0.0%
WSO WATSCO INC 0.3%
Value ($000) $1,173 Shares 5,037 Est. Cost $225.27 Unrealized 0.0%
CSCO CISCO SYS INC 0.3%
Value ($000) $1,170 Shares 29,707 Est. Cost $37.06 Unrealized 0.0%
MSM MSC INDL DIRECT INC 0.3%
Value ($000) $1,170 Shares 18,496 Est. Cost $66.30 Unrealized 0.0%
ETN EATON CORP PLC 0.3%
Value ($000) $1,168 Shares 11,444 Est. Cost $89.17 Unrealized 0.0%
ADM ARCHER DANIELS MIDLAND CO 0.3%
Value ($000) $1,167 Shares 25,112 Est. Cost $37.61 Unrealized 0.0%
MRK MERCK & CO. INC 0.3%
Value ($000) $1,164 Shares 14,034 Est. Cost $65.93 Unrealized 0.0%
HPQ HP INC 0.3%
Value ($000) $1,160 Shares 61,087 Est. Cost $15.17 Unrealized 0.0%
PFG PRINCIPAL FINANCIAL GROUP IN 0.3%
Value ($000) $1,154 Shares 28,666 Est. Cost $34.89 Unrealized 0.0%
WU WESTERN UN CO 0.3%
Value ($000) $1,146 Shares 53,457 Est. Cost $21.44 Unrealized
MDU MDU RES GROUP INC 0.3%
Value ($000) $1,145 Shares 50,872 Est. Cost $7.32 Unrealized 0.0%
STLD STEEL DYNAMICS INC 0.3%
Value ($000) $1,144 Shares 39,969 Est. Cost $26.10 Unrealized 0.0%
NUE NUCOR CORP 0.3%
Value ($000) $1,142 Shares 25,467 Est. Cost $40.31 Unrealized 0.0%
NVT NVENT ELECTRIC PLC 0.3%
Value ($000) $1,141 Shares 64,479 Est. Cost $17.02 Unrealized 0.0%
EMN EASTMAN CHEM CO 0.3%
Value ($000) $1,135 Shares 14,532 Est. Cost $62.45 Unrealized 0.0%
FNB F N B CORP 0.3%
Value ($000) $1,130 Shares 166,722 Est. Cost $5.97 Unrealized 0.0%
NRG NRG ENERGY INC 0.3%
Value ($000) $1,129 Shares 36,726 Est. Cost $28.19 Unrealized 0.0%
SON SONOCO PRODS CO 0.3%
Value ($000) $1,126 Shares 22,047 Est. Cost $43.61 Unrealized 0.0%
VIACOMCBS INC 0.3%
Value ($000) $1,126 Shares 40,184 Est. Cost $28.02 Unrealized
INTERPUBLIC GROUP COS INC 0.3%
Value ($000) $1,120 Shares 67,184 Est. Cost $14.51 Unrealized 0.0%
HOLLYFRONTIER CORP 0.3%
Value ($000) $1,111 Shares 56,371 Est. Cost $19.71 Unrealized
HBAN HUNTINGTON BANCSHARES INC 0.3%
Value ($000) $1,109 Shares 120,951 Est. Cost $7.28 Unrealized 0.0%
OMC OMNICOM GROUP INC 0.3%
Value ($000) $1,103 Shares 22,274 Est. Cost $44.01 Unrealized 0.0%
MPC MARATHON PETE CORP 0.3%
Value ($000) $1,097 Shares 37,402 Est. Cost $30.14 Unrealized 0.0%
CVX CHEVRON CORP NEW 0.3%
Value ($000) $1,091 Shares 15,157 Est. Cost $66.50 Unrealized 0.0%
PM PHILIP MORRIS INTL INC 0.3%
Value ($000) $1,089 Shares 14,528 Est. Cost $58.86 Unrealized 0.0%
VLO VALERO ENERGY CORP 0.3%
Value ($000) $1,087 Shares 25,102 Est. Cost $56.91 Unrealized -25.1%
LEG LEGGETT & PLATT INC 0.3%
Value ($000) $1,073 Shares 26,055 Est. Cost $39.70 Unrealized 0.0%
UNM UNUM GROUP 0.3%
Value ($000) $1,071 Shares 63,661 Est. Cost $17.78 Unrealized 0.0%
HAL HALLIBURTON CO 0.3%
Value ($000) $979 Shares 81,236 Est. Cost $13.17 Unrealized 0.0%