Donoghue Forlines LLC Quant / Systematic

CIK: 0001702435 · Show all filings

Period: Q2 2017 (Next →)

Filing Date: Sep 12, 2017

Total Value ($000): $881,254 (100.0% shares, 0.0% debt)

Holdings (87)

SHY ISHARES TR 3.5%
Value ($000) $30,752 Shares 363,970 Est. Cost $84.49 Unrealized
KO COCA COLA CO 2.1%
Value ($000) $18,115 Shares 403,892 Est. Cost $33.67 Unrealized 0.0%
PPL PPL CORP 2.0%
Value ($000) $17,960 Shares 464,563 Est. Cost $26.26 Unrealized 0.0%
STAPLES INC 2.0%
Value ($000) $17,464 Shares 1,734,274 Est. Cost $10.07 Unrealized
NAVI NAVIENT CORPORATION 2.0%
Value ($000) $17,303 Shares 1,039,237 Est. Cost $15.09 Unrealized 0.0%
OKE ONEOK INC NEW 2.0%
Value ($000) $17,217 Shares 330,090 Est. Cost $30.31 Unrealized 0.0%
CF CF INDS HLDGS INC 1.9%
Value ($000) $16,857 Shares 602,900 Est. Cost $22.01 Unrealized 0.0%
WMB WILLIAMS COS INC DEL 1.9%
Value ($000) $16,831 Shares 555,843 Est. Cost $18.66 Unrealized 0.0%
LYB LYONDELLBASELL INDUSTRIES N 1.9%
Value ($000) $16,714 Shares 198,057 Est. Cost $49.80 Unrealized 0.0%
ABBV ABBVIE INC 1.9%
Value ($000) $16,696 Shares 230,258 Est. Cost $46.96 Unrealized 0.0%
MAT MATTEL INC 1.9%
Value ($000) $16,631 Shares 772,461 Est. Cost $22.60 Unrealized 0.0%
VLO VALERO ENERGY CORP NEW 1.9%
Value ($000) $16,616 Shares 246,311 Est. Cost $46.03 Unrealized 0.0%
IP INTL PAPER CO 1.9%
Value ($000) $16,587 Shares 293,011 Est. Cost $34.75 Unrealized 0.0%
XEROX CORP 1.9%
Value ($000) $16,580 Shares 577,082 Est. Cost $28.73 Unrealized
IVZ INVESCO LTD 1.9%
Value ($000) $16,514 Shares 469,293 Est. Cost $21.78 Unrealized 0.0%
UPS UNITED PARCEL SERVICE INC 1.9%
Value ($000) $16,464 Shares 148,875 Est. Cost $77.32 Unrealized 0.0%
PFE PFIZER INC 1.9%
Value ($000) $16,402 Shares 488,295 Est. Cost $21.60 Unrealized 0.0%
GM GENERAL MTRS CO 1.9%
Value ($000) $16,341 Shares 467,812 Est. Cost $29.04 Unrealized 0.0%
ETN EATON CORP PLC 1.9%
Value ($000) $16,331 Shares 209,828 Est. Cost $63.97 Unrealized 0.0%
TROW PRICE T ROWE GROUP INC 1.8%
Value ($000) $16,264 Shares 219,158 Est. Cost $51.89 Unrealized 0.0%
LLY LILLY ELI & CO 1.8%
Value ($000) $16,220 Shares 197,087 Est. Cost $71.29 Unrealized 0.0%
PEOPLES UNITED FINANCIAL INC 1.8%
Value ($000) $16,141 Shares 913,999 Est. Cost $17.66 Unrealized
JNJ JOHNSON & JOHNSON 1.8%
Value ($000) $16,120 Shares 121,854 Est. Cost $100.38 Unrealized 0.0%
F FORD MTR CO DEL 1.8%
Value ($000) $16,118 Shares 1,440,421 Est. Cost $7.09 Unrealized 0.0%
KMB KIMBERLY CLARK CORP 1.8%
Value ($000) $16,047 Shares 124,287 Est. Cost $96.22 Unrealized 0.0%
CAT CATERPILLAR INC DEL 1.8%
Value ($000) $16,036 Shares 149,232 Est. Cost $84.05 Unrealized 0.0%
CSCO CISCO SYS INC 1.8%
Value ($000) $16,034 Shares 512,276 Est. Cost $25.06 Unrealized 0.0%
MRK MERCK & CO INC 1.8%
Value ($000) $16,030 Shares 250,113 Est. Cost $46.54 Unrealized 0.0%
IBM INTERNATIONAL BUSINESS MACHS 1.8%
Value ($000) $15,989 Shares 103,938 Est. Cost $103.77 Unrealized 0.0%
FE FIRSTENERGY CORP 1.8%
Value ($000) $15,980 Shares 548,011 Est. Cost $20.84 Unrealized 0.0%
OXY OCCIDENTAL PETE CORP DEL 1.8%
Value ($000) $15,950 Shares 266,409 Est. Cost $48.52 Unrealized 0.0%
HPQ HP INC 1.8%
Value ($000) $15,889 Shares 908,978 Est. Cost $13.82 Unrealized 0.0%
MOS MOSAIC CO NEW 1.8%
Value ($000) $15,880 Shares 695,577 Est. Cost $21.31 Unrealized 0.0%
GRMN GARMIN LTD 1.8%
Value ($000) $15,800 Shares 309,623 Est. Cost $41.17 Unrealized 0.0%
CVX CHEVRON CORP NEW 1.8%
Value ($000) $15,788 Shares 151,323 Est. Cost $73.20 Unrealized 0.0%
DOW CHEM CO 1.8%
Value ($000) $15,750 Shares 249,721 Est. Cost $63.07 Unrealized
MO ALTRIA GROUP INC 1.8%
Value ($000) $15,713 Shares 211,004 Est. Cost $39.29 Unrealized 0.0%
PG PROCTER AND GAMBLE CO 1.8%
Value ($000) $15,710 Shares 180,262 Est. Cost $70.14 Unrealized 0.0%
EMR EMERSON ELEC CO 1.8%
Value ($000) $15,702 Shares 263,361 Est. Cost $48.01 Unrealized 0.0%
AJG GALLAGHER ARTHUR J & CO 1.8%
Value ($000) $15,660 Shares 273,541 Est. Cost $49.64 Unrealized 0.0%
PM PHILIP MORRIS INTL INC 1.8%
Value ($000) $15,605 Shares 132,863 Est. Cost $74.28 Unrealized 0.0%
T AT&T INC 1.8%
Value ($000) $15,573 Shares 412,758 Est. Cost $15.92 Unrealized 0.0%
DUK DUKE ENERGY CORP NEW 1.8%
Value ($000) $15,548 Shares 186,009 Est. Cost $59.10 Unrealized 0.0%
ETR ENTERGY CORP NEW 1.8%
Value ($000) $15,434 Shares 201,042 Est. Cost $27.93 Unrealized 0.0%
GENERAL ELECTRIC CO 1.7%
Value ($000) $15,392 Shares 569,879 Est. Cost $27.01 Unrealized
VZ VERIZON COMMUNICATIONS INC 1.7%
Value ($000) $15,368 Shares 344,114 Est. Cost $29.53 Unrealized 0.0%
SO SOUTHERN CO 1.7%
Value ($000) $15,030 Shares 313,913 Est. Cost $35.09 Unrealized 0.0%
CENTURYLINK INC 1.7%
Value ($000) $14,884 Shares 623,280 Est. Cost $23.88 Unrealized
SEAGATE TECHNOLOGY PLC 1.7%
Value ($000) $14,603 Shares 376,852 Est. Cost $38.75 Unrealized
RVTY PERKINELMER INC 0.3%
Value ($000) $2,396 Shares 35,158 Est. Cost $60.71 Unrealized 0.0%
STZ CONSTELLATION BRANDS INC 0.3%
Value ($000) $2,385 Shares 12,309 Est. Cost $155.71 Unrealized 0.0%
BALL BALL CORP 0.3%
Value ($000) $2,348 Shares 55,623 Est. Cost $35.94 Unrealized 0.0%
EXPE EXPEDIA INC DEL 0.3%
Value ($000) $2,325 Shares 15,606 Est. Cost $134.97 Unrealized 0.0%
ADBE ADOBE SYS INC 0.3%
Value ($000) $2,318 Shares 16,391 Est. Cost $136.92 Unrealized 0.0%
WYNN WYNN RESORTS LTD 0.3%
Value ($000) $2,318 Shares 17,280 Est. Cost $114.20 Unrealized 0.0%
INGERSOLL-RAND PLC 0.3%
Value ($000) $2,316 Shares 25,338 Est. Cost $91.40 Unrealized
ISRG INTUITIVE SURGICAL INC 0.3%
Value ($000) $2,306 Shares 2,465 Est. Cost $96.11 Unrealized 0.0%
BAX BAXTER INTL INC 0.3%
Value ($000) $2,298 Shares 37,954 Est. Cost $49.09 Unrealized 0.0%
AMZN AMAZON COM INC 0.3%
Value ($000) $2,252 Shares 2,326 Est. Cost $47.71 Unrealized 0.0%
UNITED TECHNOLOGIES CORP 0.3%
Value ($000) $2,247 Shares 18,398 Est. Cost $122.13 Unrealized
VARIAN MED SYS INC 0.3%
Value ($000) $2,243 Shares 21,737 Est. Cost $103.19 Unrealized
MCD MCDONALDS CORP 0.3%
Value ($000) $2,242 Shares 14,636 Est. Cost $117.92 Unrealized 0.0%
PYPL PAYPAL HLDGS INC 0.3%
Value ($000) $2,239 Shares 41,720 Est. Cost $49.03 Unrealized 0.0%
ECL ECOLAB INC 0.3%
Value ($000) $2,230 Shares 16,798 Est. Cost $117.68 Unrealized 0.0%
MMM 3M CO 0.3%
Value ($000) $2,227 Shares 10,697 Est. Cost $124.67 Unrealized 0.0%
MTD METTLER TOLEDO INTERNATIONAL 0.3%
Value ($000) $2,216 Shares 3,766 Est. Cost $547.85 Unrealized 0.0%
ROCKWELL COLLINS INC 0.3%
Value ($000) $2,215 Shares 21,080 Est. Cost $105.08 Unrealized
NEE NEXTERA ENERGY INC 0.3%
Value ($000) $2,206 Shares 15,739 Est. Cost $27.54 Unrealized 0.0%
EL LAUDER ESTEE COS INC 0.2%
Value ($000) $2,203 Shares 22,954 Est. Cost $82.37 Unrealized 0.0%
REYNOLDS AMERICAN INC 0.2%
Value ($000) $2,201 Shares 33,844 Est. Cost $65.03 Unrealized
PRAXAIR INC 0.2%
Value ($000) $2,200 Shares 16,600 Est. Cost $132.53 Unrealized
ACTIVISION BLIZZARD INC 0.2%
Value ($000) $2,182 Shares 37,897 Est. Cost $57.58 Unrealized
ALB ALBEMARLE CORP 0.2%
Value ($000) $2,173 Shares 20,594 Est. Cost $96.69 Unrealized 0.0%
MAR MARRIOTT INTL INC NEW 0.2%
Value ($000) $2,173 Shares 21,667 Est. Cost $92.93 Unrealized 0.0%
AME AMETEK INC NEW 0.2%
Value ($000) $2,167 Shares 35,775 Est. Cost $55.63 Unrealized 0.0%
FMC F M C CORP 0.2%
Value ($000) $2,160 Shares 29,565 Est. Cost $52.10 Unrealized 0.0%
DTE DTE ENERGY CO 0.2%
Value ($000) $2,149 Shares 20,316 Est. Cost $67.91 Unrealized 0.0%
WMT WAL-MART STORES INC 0.2%
Value ($000) $2,149 Shares 28,393 Est. Cost $22.02 Unrealized 0.0%
AEP AMERICAN ELEC PWR INC 0.2%
Value ($000) $2,148 Shares 30,925 Est. Cost $51.29 Unrealized 0.0%
AMAT APPLIED MATLS INC 0.2%
Value ($000) $2,147 Shares 51,961 Est. Cost $38.61 Unrealized 0.0%
XEL XCEL ENERGY INC 0.2%
Value ($000) $2,144 Shares 46,739 Est. Cost $35.30 Unrealized 0.0%
LAM RESEARCH CORP 0.2%
Value ($000) $2,095 Shares 14,812 Est. Cost $141.44 Unrealized
CBOE CBOE HLDGS INC 0.0%
Value ($000) $203 Shares 2,219 Est. Cost $76.47 Unrealized 0.0%
AON PLC 0.0%
Value ($000) $200 Shares 1,504 Est. Cost $132.98 Unrealized
WTW WILLIS TOWERS WATSON PUB LTD 0.0%
Value ($000) $200 Shares 1,373 Est. Cost $123.84 Unrealized 0.0%
SPGI S&P GLOBAL INC 0.0%
Value ($000) $200 Shares 1,370 Est. Cost $128.56 Unrealized 0.0%
PGR PROGRESSIVE CORP OHIO 0.0%
Value ($000) $200 Shares 4,529 Est. Cost $32.08 Unrealized 0.0%