Donoghue Forlines LLC
Long book
$361.4M
Q1 2026
Positions
118
Top-10 weight
38%
concentration
Last quarter
+10.7%
SPY +14.8%
Turnover
57%
of book per quarter
Strategy in plain words
auto-generated from filingsDonoghue Forlines LLC is a quantitative fund whose holdings reflect models, not opinions, running a $361.4M US long book across 118 positions.
The portfolio is moderately concentrated (top 10 ≈ 38% of the book). Turnover is high — positions rotate quickly, so individual names matter less than the process. Current anchor positions: SS SPDR P ST TERM TSY ETF, SS SPDR BB 1-3M T-BILL ETF, BONDBLOXX BBG 5 YR US TREAS, ISHARES 1-3 YEAR TREASURY BO, VANGUARD SHORT-TERM TREASURY.
Over the last 9 quarters its long book ran on average 0pp per quarter ahead of the S&P 500, beating the index in 2 of 9 quarters. Signal value of individual moves is limited — treat changes as weak evidence.
Implied long-book return vs S&P 500
methodology: positions priced quarterly, no shorts/options Fund long book S&P 500
Q1 2024
+0.9%
Q2 2024
+5.7%
Q3 2024
+0.9%
Q4 2024
+0.4%
Q1 2025
+8.2%
Q2 2025
+5.2%
Q3 2025
+2.5%
Q4 2025
+6.1%
Q1 2026
+10.7%
Sector allocation
Financials 21%
Technology 20%
Industrials 13%
Healthcare 12%
Communications 6%
Other 6%
Utilities 5%
Energy 5%
Long book by quarter
What does Donoghue Forlines own?
Q1 2026 13F| Company | Sector | Shares | Value | % of book | Change |
|---|---|---|---|---|---|
| BMY BRISTOL-MYERS SQUIBB CO | Healthcare | 83.4K | $5.1M | 1.4% | +187.4% |
| EIX EDISON INTERNATIONAL | Utilities | 59.0K | $4.3M | 1.2% | New |
| PFG PRINCIPAL FINANCIAL GROUP | Financials | 47.8K | $4.3M | 1.2% | +190.5% |
| TGT TARGET CORP | Consumer discretionary | 35.5K | $4.3M | 1.2% | New |
| KEY KEYCORP | Financials | 214.8K | $4.3M | 1.2% | +196.3% |
| MTB M & T BANK CORP | Financials | 20.8K | $4.3M | 1.2% | +185.8% |
| VZ VERIZON COMMUNICATIONS INC | Communications | 83.3K | $4.2M | 1.2% | +123.7% |
| XOM EXXON MOBIL CORP | Energy | 24.3K | $4.1M | 1.1% | +95.2% |
| CMCSA COMCAST CORP-CLASS A | Communications | 138.0K | $4.0M | 1.1% | +156.2% |
| JNJ JOHNSON & JOHNSON | Healthcare | 15.0K | $3.7M | 1.0% | -25.6% |
| MRK MERCK & CO. INC. | Healthcare | 29.6K | $3.6M | 1.0% | +94.6% |
| LRCX LAM RESEARCH CORP | Industrials | 15.7K | $3.4M | 0.9% | +2.0% |
| AMAT APPLIED MATERIALS INC | Technology | 9.8K | $3.4M | 0.9% | +4.1% |
| ADI ANALOG DEVICES INC | Technology | 10.5K | $3.3M | 0.9% | New |
| GILD GILEAD SCIENCES INC | Healthcare | 23.1K | $3.2M | 0.9% | New |
| LMT LOCKHEED MARTIN CORP | Industrials | 5.2K | $3.1M | 0.9% | +62.6% |
| CIEN CIENA CORP | Technology | 7.5K | $2.9M | 0.8% | -27.3% |
| MU MICRON TECHNOLOGY INC | Technology | 8.5K | $2.9M | 0.8% | -14.0% |
| CVX CHEVRON CORP | Energy | 13.6K | $2.8M | 0.8% | +38.3% |
| FTI TECHNIPFMC PLC | Industrials | 39.7K | $2.7M | 0.8% | New |
| ON ON SEMICONDUCTOR | Technology | 43.1K | $2.7M | 0.7% | New |
| LITE LUMENTUM HOLDINGS INC | Technology | 3.8K | $2.7M | 0.7% | -39.4% |
| GOOGL ALPHABET INC-CL A | Technology | 9.3K | $2.7M | 0.7% | -16.8% |
| GLW CORNING INC | Industrials | 19.4K | $2.6M | 0.7% | -20.3% |
| ROST ROSS STORES INC | Consumer discretionary | 12.0K | $2.6M | 0.7% | -4.8% |
| WAB WABTEC CORP | Industrials | 10.4K | $2.6M | 0.7% | New |
| CB CHUBB LTD | Financials | 7.9K | $2.6M | 0.7% | +2.4% |
| ENTG ENTEGRIS INC | Other | 22.0K | $2.6M | 0.7% | New |
| WDC WESTERN DIGITAL CORP | Technology | 9.5K | $2.6M | 0.7% | -24.5% |
| KEYS KEYSIGHT TECHNOLOGIES IN | Technology | 9.0K | $2.5M | 0.7% | New |
| CBOE CBOE GLOBAL MARKETS INC | Financials | 9.0K | $2.5M | 0.7% | -2.3% |
| WBD WARNER BROS DISCOVERY INC | Communications | 91.8K | $2.5M | 0.7% | +18.3% |
| FDX FEDEX CORP | Industrials | 7.1K | $2.5M | 0.7% | New |
| GRMN GARMIN LTD | Technology | 10.8K | $2.5M | 0.7% | New |
| TER TERADYNE INC | Technology | 8.5K | $2.5M | 0.7% | -24.7% |
| CME CME GROUP INC | Financials | 8.4K | $2.5M | 0.7% | +50.9% |
| TPR TAPESTRY INC | Other | 17.6K | $2.5M | 0.7% | New |
| RBC RBC BEARINGS INC | Industrials | 4.6K | $2.5M | 0.7% | New |
| SNDK SANDISK CORP | Technology | 3.9K | $2.5M | 0.7% | -60.4% |
| CHTR CHARTER COMMUNICATIONS INC-A | Communications | 11.4K | $2.5M | 0.7% | New |
| AME AMETEK INC | Technology | 11.4K | $2.4M | 0.7% | New |
| CL COLGATE-PALMOLIVE CO | Other | 28.5K | $2.4M | 0.7% | New |
| COHR COHERENT CORP | Other | 10.2K | $2.4M | 0.7% | -12.4% |
| DXCM DEXCOM INC | Healthcare | 38.5K | $2.4M | 0.7% | New |
| HON HONEYWELL INTERNATIONAL INC | Industrials | 10.7K | $2.4M | 0.7% | New |
| OMC OMNICOM GROUP | Services media | 31.9K | $2.4M | 0.7% | New |
| MSI MOTOROLA SOLUTIONS INC | Technology | 5.5K | $2.4M | 0.7% | New |
| CHD CHURCH & DWIGHT CO INC | Other | 25.6K | $2.4M | 0.7% | New |
| ATI ATI INC | Industrials | 16.2K | $2.4M | 0.7% | New |
| TDY TELEDYNE TECHNOLOGIES INC | Technology | 3.9K | $2.4M | 0.7% | New |
13F filing history
| Period | Form | Filed | Entries | Reported value | Flags | Source |
|---|---|---|---|---|---|---|
| Q1 2026 | 13F-HR | May 13, 2026 | 118 | $361.4M | canonical | SEC ↗ |
| Q4 2025 | 13F-HR | Feb 5, 2026 | 113 | $323.4M | canonical | SEC ↗ |
| Q3 2025 | 13F-HR | Oct 29, 2025 | 100 | $324.5M | canonical | SEC ↗ |
| Q2 2025 | 13F-HR | Aug 8, 2025 | 102 | $350.6M | canonical | SEC ↗ |
| Q1 2025 | 13F-HR | May 12, 2025 | 102 | $315.5M | canonical | SEC ↗ |
| Q4 2024 | 13F-HR | Jan 17, 2025 | 99 | $299.0M | canonical | SEC ↗ |
| Q3 2024 | 13F-HR | Nov 13, 2024 | 226 | $350.8M | canonical | SEC ↗ |
| Q2 2024 | 13F-HR | Aug 6, 2024 | 220 | $352.0M | canonical | SEC ↗ |
| Q1 2024 | 13F-HR | May 7, 2024 | 218 | $351.1M | canonical | SEC ↗ |
Similar funds
DIMENSIONAL FUND ADVISORS LPAQR CAPITAL MANAGEMENT LLCARROWSTREET CAPITAL, LIMITED PARTNERSHIPD. E. Shaw & Co., Inc.TWO SIGMA INVESTMENTS, LPMARSHALL WACE, LLPACADIAN ASSET MANAGEMENT LLCQube Research & Technologies LtdRENAISSANCE TECHNOLOGIES LLCMan Group plcSquarepoint Ops LLCAlyeska Investment Group, L.P.