SEC 13F Intelligence

Managers / Q1 2020 · view latest →

Donoghue Forlines LLC

CIK 0001702435 · 125 HIGH STREET, SUITE 220, BOSTON, MA, 02110 · 800-642-4276

Reported Value
$444M
Q1 2020
Positions
59
Filings on Record
30
2019–present window
Filed
May 12, 2020
original filing

Summary

Donoghue Forlines LLC reported $444M in U.S.-listed holdings across 59 positions for Q1 2020.

The portfolio is heavily concentrated: Spdr alone accounts for 28.9% of reported value.

Compared with Q4 2019, the fund opened 6 new positions and exited 98.

Portfolio Metrics

Turnover
+58.6%
vs prior filed quarter
Top-10 Concentration
+91.3%
share of reported value
Largest Position
+28.9%
Spdr
New / Exited
6 / 98
positions this quarter

Methodology: turnover is min(value bought, value sold) ÷ average reported value across the two quarters — value-based, so market moves inflate it slightly versus a share-based measure. Concentration and largest position are shares of the filing’s total reported value, options excluded. New/exited counts compare against the prior filed quarter. All figures derive solely from the fund’s 13F filings.

Reported Value by Quarter

13F Reported Value
Q4 ’18: $1.1BQ4 ’18Q1 ’19: $1.0BQ2 ’19: $855MQ3 ’19: $703MQ4 ’19: $645MQ4 ’19Q1 ’20: $444MQ2 ’20: $383MQ3 ’20: $365MQ4 ’20: $518MQ4 ’20Q1 ’21: $515MQ2 ’21: $535MQ3 ’21: $516MQ4 ’21: $592MQ4 ’21Q1 ’22: $461MQ2 ’22: $382MQ3 ’22: $277MQ4 ’22: $283MQ4 ’22Q1 ’23: $278MQ2 ’23: $320MQ3 ’23: $281MQ4 ’23: $319MQ4 ’23Q1 ’24: $351MQ2 ’24: $352MQ3 ’24: $351MQ4 ’24: $299MQ4 ’24Q1 ’25: $315MQ2 ’25: $351MQ3 ’25: $325MQ4 ’25: $323MQ4 ’25Q1 ’26: $361Mfilingsflow.com

Portfolio Composition

By security type
ETP: 92.4%Common Stock: 7.0%Other: 0.6%
  • ETP · 92.4% · $410M
  • Common Stock · 7.0% · $31M
  • Other · 0.6% · $3M

Quarter-over-Quarter Changes full breakdown →

vs Q4 2019 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
ISHARES TRNEW+933.2K933.2K+$81M$81M
VGSHVANGUARD SCOTTSDALE FDSNEW+753.0K753.0K+$47M$47M
SCHWAB STRATEGIC TRNEW+906.9K906.9K+$47M$47M
ISHARES TRNEW+124.5K124.5K+$15M$15M
ISHARES TRNEW+115.6K115.6K+$7M$7M
VSTVISTRA ENERGY CORPNEW+48.9K48.9K+$781,000$781,000
SPDR SER TRADDED+1.32M1.40M+$121M$128M
ISHARES TRSOLD OUT−362.1K0−$41M$0

Value changes conflate price moves with buying and selling — share changes are the real signal. Share counts are not split-adjusted.

Holdings — Q1 2020

44 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1ISHARES TR1 3 YR TREAS BD · USA QUALITY FCTR · BARCLAYS 7 10 YR · PFD AND INCM SEC · INTL QLTY FACTOR · MSCI AC ASIA ETF · SHRT NAT MUN ETF36.17%$160M2.52M
2SPDR SER TRSPDR BLOOMBERG28.88%$128M1.40M
3VGSHVANGUARD SCOTTSDALE FDShistory →SHORT TERM TREAS10.58%$47M753.0K
4SCHWAB STRATEGIC TRSHT TM US TRES10.58%$47M906.9K
5ISHARES U S ETF TRSHT MAT BD ETF6.20%$27M567.0K
6SJMSMUCKER J M COCOM NEW0.19%$828,0007.5K
7TERRAFORM PWR INCCOM CL A0.18%$806,00051.1K
8CSCOCISCO SYS INCCOM0.18%$804,00020.5K
9STLDSTEEL DYNAMICS INCCOM0.18%$801,00035.6K
10MSMMSC INDL DIRECT INCCL A0.18%$794,00014.5K
11VSTVISTRA ENERGY CORPCOM0.18%$781,00048.9K
12NUENUCOR CORPCOM0.18%$777,00021.6K
137HPHP INCCOM0.17%$769,00044.3K
14AMGNAMGEN INCCOM0.17%$767,0003.8K
15MXIMMAXIM INTEGRATED PRODS INCCOM0.17%$766,00015.8K
16PKGPACKAGING CORP AMERCOM0.17%$764,0008.8K
17MRKMERCK & CO. INCCOM0.17%$763,0009.9K
18CMICUMMINS INCCOM0.17%$761,0005.6K
19SONSONOCO PRODS COCOM0.17%$759,00016.4K
20PFEPFIZER INCCOM0.17%$757,00023.2K
21GISGENERAL MLS INCCOM0.17%$752,00014.2K
22SBGIUSDSINCLAIR BROADCAST GROUP INCCL A0.17%$750,00046.6K
23BMYBRISTOL-MYERS SQUIBB COCOM0.17%$748,00013.4K
24EMNEASTMAN CHEM COCOM0.17%$747,00016.0K
25SEAGATE TECHNOLOGY PLCSHS0.17%$746,00015.3K
26JNJJOHNSON & JOHNSONCOM0.17%$745,0005.7K
27HALHALLIBURTON COCOM0.17%$742,000108.3K
28WSOWATSCO INCCOM0.17%$735,0004.7K
29IPGINTERPUBLIC GROUP COS INCCOM0.16%$712,00044.0K
30TAPMOLSON COORS BEVERAGE COCL B0.16%$703,00018.0K
31NRANRG ENERGY INCCOM NEW0.16%$694,00025.5K
32MPCMARATHON PETE CORPCOM0.16%$693,00029.4K
33FLOFLOWERS FOODS INCCOM0.15%$686,00033.4K
344I1PHILIP MORRIS INTL INCCOM0.15%$682,0009.4K
35CHVCHEVRON CORP NEWCOM0.15%$681,0009.4K
36INTERNATIONAL GAME TECHNOLOGSHS USD0.15%$680,000114.2K
37EATON CORP PLCSHS0.15%$678,0008.7K
38VIACOMCBS INCCL B0.15%$671,00047.9K
39NVENT ELECTRIC PLCSHS0.15%$670,00039.7K
40VLOVALERO ENERGY CORPCOM0.15%$669,00014.7K
41HBANHUNTINGTON BANCSHARES INCCOM0.15%$658,00080.2K
42OMCOMNICOM GROUP INCCOM0.15%$658,00012.0K
43PG4PRINCIPAL FINL GROUP INCCOM0.15%$657,00021.0K
44PBCTEURPEOPLES UTD FINL INCCOM0.15%$655,00059.3K

Filing History

QuarterReported ValuePositionsFiledTypeLinks
Q1 2026$361M118May 13, 202613F-HRchanges · EDGAR ↗
Q4 2025$323M113Feb 5, 202613F-HRchanges · EDGAR ↗
Q3 2025$325M100Oct 29, 202513F-HRchanges · EDGAR ↗
Q2 2025$351M102Aug 8, 202513F-HRchanges · EDGAR ↗
Q1 2025$315M102May 12, 202513F-HRchanges · EDGAR ↗
Q4 2024$299M99Jan 17, 202513F-HRchanges · EDGAR ↗
Q3 2024$351M226Nov 13, 202413F-HRchanges · EDGAR ↗
Q2 2024$352M220Aug 6, 202413F-HRchanges · EDGAR ↗
Q1 2024$351M218May 7, 202413F-HRchanges · EDGAR ↗
Q4 2023$319M214Feb 7, 202413F-HRchanges · EDGAR ↗
Q3 2023$281M218Nov 6, 202313F-HRchanges · EDGAR ↗
Q2 2023$320M236Aug 7, 202313F-HRchanges · EDGAR ↗
Q1 2023$278M215May 8, 202313F-HRchanges · EDGAR ↗
Q4 2022$283M222Feb 8, 202313F-HRchanges · EDGAR ↗
Q3 2022$277M235Nov 7, 202213F-HRchanges · EDGAR ↗
Q2 2022$382M257Aug 8, 202213F-HRchanges · EDGAR ↗
Q1 2022$461M255May 16, 202213F-HRchanges · EDGAR ↗
Q4 2021$592M256Feb 11, 202213F-HRchanges · EDGAR ↗
Q3 2021$516M199Nov 15, 202113F-HRchanges · EDGAR ↗
Q2 2021$535M198Aug 16, 202113F-HRchanges · EDGAR ↗
Q1 2021$515M208May 14, 202113F-HRchanges · EDGAR ↗
Q4 2020$518M246Feb 9, 202113F-HRchanges · EDGAR ↗
Q3 2020$365M117Nov 16, 202013F-HRchanges · EDGAR ↗
Q2 2020$383M62Aug 10, 202013F-HRchanges · EDGAR ↗
Q1 2020$444M59May 12, 202013F-HRchanges · EDGAR ↗
Q4 2019$645M151Jan 27, 202013F-HRchanges · EDGAR ↗
Q3 2019$703M155Oct 29, 201913F-HRchanges · EDGAR ↗
Q2 2019$855M159Jul 23, 201913F-HRchanges · EDGAR ↗
Q1 2019$1.0B123Apr 12, 201913F-HRchanges · EDGAR ↗
Q4 2018$1.1B31Jan 24, 201913F-HRchanges · EDGAR ↗

13F filings are due up to 45 days after quarter end, so holdings shown here lag the fund’s current book. Source: original SEC filing on EDGAR ↗.