Donoghue Forlines LLC Quant / Systematic

CIK: 0001702435 · Show all filings

Period: Q3 2017 (← Previous) (Next →)

Filing Date: Nov 14, 2017

Total Value ($000): $948,844 (100.0% shares, 0.0% debt)

Holdings (84)

SHY ISHARES TR 2.4%
Value ($000) $22,994 Shares 272,278 Est. Cost $84.49 Unrealized
TROW PRICE T ROWE GROUP INC 2.1%
Value ($000) $20,347 Shares 224,455 Est. Cost $52.09 Unrealized +16.1%
T AT&T INC 2.1%
Value ($000) $20,304 Shares 518,364 Est. Cost $15.86 Unrealized -1.6%
VLO VALERO ENERGY CORP NEW 2.1%
Value ($000) $20,246 Shares 263,174 Est. Cost $46.24 Unrealized +6.9%
LYB LYONDELLBASELL INDUSTRIES N 2.1%
Value ($000) $19,927 Shares 201,179 Est. Cost $49.88 Unrealized +9.3%
VZ VERIZON COMMUNICATIONS INC 2.1%
Value ($000) $19,789 Shares 399,858 Est. Cost $29.63 Unrealized +2.0%
ABBV ABBVIE INC 2.0%
Value ($000) $19,174 Shares 215,781 Est. Cost $46.96 Unrealized +14.3%
CENTURYLINK INC 2.0%
Value ($000) $18,798 Shares 994,623 Est. Cost $22.02 Unrealized
PEOPLES UNITED FINANCIAL INC 1.9%
Value ($000) $18,037 Shares 994,297 Est. Cost $17.70 Unrealized
MOS MOSAIC CO NEW 1.9%
Value ($000) $17,989 Shares 833,215 Est. Cost $20.91 Unrealized -9.5%
NAVI NAVIENT CORPORATION 1.9%
Value ($000) $17,963 Shares 1,195,954 Est. Cost $15.02 Unrealized -2.9%
IVZ INVESCO LTD 1.9%
Value ($000) $17,865 Shares 509,854 Est. Cost $21.88 Unrealized +5.1%
CF CF INDS HLDGS INC 1.9%
Value ($000) $17,728 Shares 504,215 Est. Cost $22.01 Unrealized +13.2%
FE FIRSTENERGY CORP 1.9%
Value ($000) $17,634 Shares 571,989 Est. Cost $20.90 Unrealized +6.9%
GM GENERAL MTRS CO 1.9%
Value ($000) $17,633 Shares 440,388 Est. Cost $29.04 Unrealized +8.8%
CSCO CISCO SYS INC 1.8%
Value ($000) $17,261 Shares 513,273 Est. Cost $25.06 Unrealized -1.4%
DOWDUPONT INC 1.8%
Value ($000) $17,249 Shares 249,156 Est. Cost $69.23 Unrealized
OXY OCCIDENTAL PETE CORP DEL 1.8%
Value ($000) $17,222 Shares 268,216 Est. Cost $48.52 Unrealized +0.7%
ETN EATON CORP PLC 1.8%
Value ($000) $17,200 Shares 223,984 Est. Cost $63.96 Unrealized -0.2%
CVX CHEVRON CORP NEW 1.8%
Value ($000) $17,137 Shares 145,851 Est. Cost $73.20 Unrealized +4.1%
CAT CATERPILLAR INC DEL 1.8%
Value ($000) $17,102 Shares 137,136 Est. Cost $84.05 Unrealized +14.2%
XEROX CORP 1.8%
Value ($000) $17,044 Shares 511,982 Est. Cost $28.73 Unrealized
F FORD MTR CO DEL 1.8%
Value ($000) $17,025 Shares 1,422,304 Est. Cost $7.09 Unrealized +2.3%
PFE PFIZER INC 1.8%
Value ($000) $16,916 Shares 473,842 Est. Cost $21.60 Unrealized +3.0%
HPQ HP INC 1.8%
Value ($000) $16,868 Shares 845,094 Est. Cost $13.82 Unrealized +4.5%
UPS UNITED PARCEL SERVICE INC 1.8%
Value ($000) $16,866 Shares 140,443 Est. Cost $77.32 Unrealized +7.2%
EMR EMERSON ELEC CO 1.8%
Value ($000) $16,811 Shares 267,515 Est. Cost $48.03 Unrealized +2.5%
IP INTL PAPER CO 1.8%
Value ($000) $16,760 Shares 294,962 Est. Cost $34.75 Unrealized +5.1%
SEAGATE TECHNOLOGY PLC 1.8%
Value ($000) $16,755 Shares 505,138 Est. Cost $37.33 Unrealized
GRMN GARMIN LTD 1.8%
Value ($000) $16,687 Shares 309,182 Est. Cost $41.17 Unrealized +2.0%
LLY LILLY ELI & CO 1.8%
Value ($000) $16,669 Shares 194,866 Est. Cost $71.29 Unrealized +1.2%
AJG GALLAGHER ARTHUR J & CO 1.8%
Value ($000) $16,662 Shares 270,700 Est. Cost $49.64 Unrealized +4.8%
M MACYS INC 1.7%
Value ($000) $16,536 Shares 757,845 Est. Cost $21.99 Unrealized 0.0%
MO ALTRIA GROUP INC 1.7%
Value ($000) $16,467 Shares 259,646 Est. Cost $38.69 Unrealized -6.7%
IBM INTERNATIONAL BUSINESS MACHS 1.7%
Value ($000) $16,456 Shares 113,426 Est. Cost $103.19 Unrealized -6.1%
GENERAL ELECTRIC CO 1.7%
Value ($000) $16,402 Shares 678,320 Est. Cost $26.56 Unrealized
MAT MATTEL INC 1.7%
Value ($000) $16,370 Shares 1,057,475 Est. Cost $21.32 Unrealized -16.2%
WMB WILLIAMS COS INC DEL 1.7%
Value ($000) $16,332 Shares 544,204 Est. Cost $18.66 Unrealized +3.2%
MRK MERCK & CO INC 1.7%
Value ($000) $16,097 Shares 251,405 Est. Cost $46.54 Unrealized +0.3%
KMB KIMBERLY CLARK CORP 1.7%
Value ($000) $16,096 Shares 136,775 Est. Cost $95.74 Unrealized -5.0%
JNJ JOHNSON & JOHNSON 1.7%
Value ($000) $16,038 Shares 123,359 Est. Cost $100.44 Unrealized +4.5%
OKE ONEOK INC NEW 1.7%
Value ($000) $15,925 Shares 287,403 Est. Cost $30.31 Unrealized +5.7%
PG PROCTER AND GAMBLE CO 1.7%
Value ($000) $15,834 Shares 174,038 Est. Cost $70.14 Unrealized +4.1%
SO SOUTHERN CO 1.7%
Value ($000) $15,817 Shares 321,871 Est. Cost $35.07 Unrealized -2.2%
KO COCA COLA CO 1.7%
Value ($000) $15,708 Shares 348,990 Est. Cost $33.67 Unrealized +3.8%
PPL PPL CORP 1.6%
Value ($000) $15,504 Shares 408,549 Est. Cost $26.26 Unrealized +1.0%
ETR ENTERGY CORP NEW 1.6%
Value ($000) $15,460 Shares 202,458 Est. Cost $27.93 Unrealized +1.1%
DUK DUKE ENERGY CORP NEW 1.6%
Value ($000) $15,448 Shares 184,078 Est. Cost $59.10 Unrealized +2.9%
PM PHILIP MORRIS INTL INC 1.6%
Value ($000) $15,323 Shares 138,031 Est. Cost $74.31 Unrealized +1.2%
HYG ISHARES TR 1.2%
Value ($000) $11,628 Shares 131,005 Est. Cost $88.76 Unrealized
SPDR SERIES TRUST 1.2%
Value ($000) $11,619 Shares 311,338 Est. Cost $37.32 Unrealized
SJNK SPDR SER TR 0.4%
Value ($000) $3,723 Shares 133,118 Est. Cost $27.97 Unrealized
HYS PIMCO ETF TR 0.4%
Value ($000) $3,719 Shares 36,627 Est. Cost $101.54 Unrealized
JBHT HUNT J B TRANS SVCS INC 0.3%
Value ($000) $2,503 Shares 22,531 Est. Cost $89.63 Unrealized 0.0%
E TRADE FINANCIAL CORP 0.3%
Value ($000) $2,500 Shares 57,290 Est. Cost $43.64 Unrealized
NRG NRG ENERGY INC 0.3%
Value ($000) $2,485 Shares 97,105 Est. Cost $19.55 Unrealized 0.0%
AXP AMERICAN EXPRESS CO 0.3%
Value ($000) $2,458 Shares 27,167 Est. Cost $76.64 Unrealized 0.0%
BA BOEING CO 0.3%
Value ($000) $2,391 Shares 9,406 Est. Cost $220.44 Unrealized 0.0%
AVY AVERY DENNISON CORP 0.3%
Value ($000) $2,384 Shares 24,239 Est. Cost $81.06 Unrealized 0.0%
APH AMPHENOL CORP NEW 0.3%
Value ($000) $2,379 Shares 28,108 Est. Cost $18.13 Unrealized 0.0%
PYPL PAYPAL HLDGS INC 0.3%
Value ($000) $2,378 Shares 37,138 Est. Cost $49.03 Unrealized +21.9%
NDAQ NASDAQ INC 0.3%
Value ($000) $2,377 Shares 30,640 Est. Cost $21.78 Unrealized 0.0%
PSX PHILLIPS 66 0.2%
Value ($000) $2,343 Shares 25,573 Est. Cost $61.25 Unrealized 0.0%
VRSN VERISIGN INC 0.2%
Value ($000) $2,343 Shares 22,024 Est. Cost $99.82 Unrealized 0.0%
FMC F M C CORP 0.2%
Value ($000) $2,330 Shares 26,087 Est. Cost $52.10 Unrealized +11.8%
CBOE CBOE HLDGS INC 0.2%
Value ($000) $2,329 Shares 21,801 Est. Cost $87.22 Unrealized +1.4%
EQT EQT CORP 0.2%
Value ($000) $2,327 Shares 35,713 Est. Cost $31.36 Unrealized 0.0%
RAYTHEON CO 0.2%
Value ($000) $2,327 Shares 12,472 Est. Cost $186.58 Unrealized
LMT LOCKHEED MARTIN CORP 0.2%
Value ($000) $2,323 Shares 7,488 Est. Cost $238.57 Unrealized 0.0%
FIS FIDELITY NATL INFORMATION SV 0.2%
Value ($000) $2,312 Shares 24,752 Est. Cost $78.20 Unrealized 0.0%
PKG PACKAGING CORP AMER 0.2%
Value ($000) $2,311 Shares 20,149 Est. Cost $87.21 Unrealized 0.0%
LEVEL 3 COMMUNICATIONS INC 0.2%
Value ($000) $2,304 Shares 43,226 Est. Cost $53.30 Unrealized
ALEXION PHARMACEUTICALS INC 0.2%
Value ($000) $2,291 Shares 16,332 Est. Cost $140.28 Unrealized
XYL XYLEM INC 0.2%
Value ($000) $2,272 Shares 36,269 Est. Cost $54.07 Unrealized 0.0%
UNH UNITEDHEALTH GROUP INC 0.2%
Value ($000) $2,262 Shares 11,550 Est. Cost $168.94 Unrealized 0.0%
FCX FREEPORT-MCMORAN INC 0.2%
Value ($000) $2,258 Shares 160,846 Est. Cost $12.74 Unrealized 0.0%
CTRA CABOT OIL & GAS CORP 0.2%
Value ($000) $2,258 Shares 84,239 Est. Cost $18.62 Unrealized 0.0%
NEE NEXTERA ENERGY INC 0.2%
Value ($000) $2,230 Shares 15,219 Est. Cost $27.54 Unrealized +7.9%
GILD GILEAD SCIENCES INC 0.2%
Value ($000) $2,205 Shares 27,213 Est. Cost $55.94 Unrealized 0.0%
BIIB BIOGEN INC 0.2%
Value ($000) $2,187 Shares 6,984 Est. Cost $296.11 Unrealized 0.0%
AEE AMEREN CORP 0.2%
Value ($000) $2,167 Shares 37,467 Est. Cost $45.42 Unrealized 0.0%
ANDEAVOR 0.2%
Value ($000) $2,164 Shares 20,979 Est. Cost $103.15 Unrealized
TOTAL SYS SVCS INC 0.2%
Value ($000) $2,159 Shares 32,961 Est. Cost $65.50 Unrealized
WEC WEC ENERGY GROUP INC 0.2%
Value ($000) $2,123 Shares 33,821 Est. Cost $48.80 Unrealized 0.0%