Dorsey Wright & Associates Quant / Systematic

CIK: 0001376772 · Show all filings

Period: Q2 2013 (Next →)

Filing Date: Aug 1, 2013

Total Value ($000): $614,779 (100.0% shares, 0.0% debt)

Holdings (139)

VOE Vanguard Mid-Cap Value ETF 10.0%
Value ($000) $61,294 Shares 884,350 Est. Cost $69.31 Unrealized
VBR Vanguard Small-Cap Value ETF 9.9%
Value ($000) $60,697 Shares 715,350 Est. Cost $84.85 Unrealized
IEF iShares Barclays 7-10 Year Treasury 5.8%
Value ($000) $35,742 Shares 349,047 Est. Cost $102.40 Unrealized
BSV Vanguard Short-Term Bond ETF 5.8%
Value ($000) $35,365 Shares 441,784 Est. Cost $80.05 Unrealized
FEX First Trust Large Cap Core AlphaDEX Fund 5.5%
Value ($000) $33,836 Shares 956,079 Est. Cost $35.39 Unrealized
iShares MSCI Japan Index Fund 5.3%
Value ($000) $32,558 Shares 2,875,167 Est. Cost $11.32 Unrealized
FNX First Trust Mid Cap Core AlphaDEX Fund 4.9%
Value ($000) $30,080 Shares 708,378 Est. Cost $42.46 Unrealized
XLY SPDR Consumer Discretionary Select Sector ETF 4.9%
Value ($000) $29,949 Shares 528,668 Est. Cost $56.65 Unrealized
XLV SPDR Health Care Select Sector ETF 4.7%
Value ($000) $28,946 Shares 606,914 Est. Cost $47.69 Unrealized
XLF SPDR Financial Select Sector ETF 4.5%
Value ($000) $27,464 Shares 1,409,401 Est. Cost $19.49 Unrealized
SDY SPDR S&P Dividend ETF 3.5%
Value ($000) $21,575 Shares 323,787 Est. Cost $66.63 Unrealized
VTV Vanguard Value ETF 2.7%
Value ($000) $16,764 Shares 246,350 Est. Cost $68.05 Unrealized
ICF iShares Cohen & Steers Realty Majors 2.6%
Value ($000) $16,108 Shares 200,950 Est. Cost $80.16 Unrealized
IYF iShares U.S. Financial ETF 2.1%
Value ($000) $13,119 Shares 182,410 Est. Cost $71.92 Unrealized
IYH iShares U.S. Healthcare 2.1%
Value ($000) $12,822 Shares 127,300 Est. Cost $100.72 Unrealized
IYC iShares U.S. Consumer Services ETF 2.0%
Value ($000) $12,526 Shares 121,321 Est. Cost $103.25 Unrealized
EWL iShares MSCI Switzerland Index Fund 1.6%
Value ($000) $10,008 Shares 347,250 Est. Cost $28.82 Unrealized
IVE iShares S&P 500 Value 1.5%
Value ($000) $9,259 Shares 122,195 Est. Cost $75.77 Unrealized
EWG iShares MSCI Germany Index Fund 1.5%
Value ($000) $9,218 Shares 371,400 Est. Cost $24.82 Unrealized
EWH iShares MSCI Hong Kong Index Fund 1.4%
Value ($000) $8,717 Shares 476,850 Est. Cost $18.28 Unrealized
EWK iShares MSCI Belgium Index Fund 1.4%
Value ($000) $8,582 Shares 629,199 Est. Cost $13.64 Unrealized
IJJ iShares S&P MidCap Value 1.4%
Value ($000) $8,564 Shares 84,568 Est. Cost $101.27 Unrealized
IJS iShares S&P 600 Small Cap Value 1.3%
Value ($000) $8,041 Shares 86,058 Est. Cost $93.44 Unrealized
SHW SHERWIN-WILLIAMS CO 0.7%
Value ($000) $4,108 Shares 23,264 Est. Cost $53.48 Unrealized 0.0%
ALK ALASKA AIR GROUP 0.5%
Value ($000) $2,992 Shares 57,538 Est. Cost $26.50 Unrealized 0.0%
DISCOVER FINANCIAL SERVICES 0.5%
Value ($000) $2,913 Shares 61,144 Est. Cost $47.64 Unrealized
STZ CONSTELLATION BRANDS'A' 0.5%
Value ($000) $2,893 Shares 55,512 Est. Cost $43.15 Unrealized 0.0%
BIIB BIOGEN IDEC INC 0.5%
Value ($000) $2,815 Shares 13,080 Est. Cost $213.68 Unrealized 0.0%
GNW GENWORTH FINANCIAL 0.5%
Value ($000) $2,801 Shares 245,492 Est. Cost $10.41 Unrealized 0.0%
CBS INC. 0.4%
Value ($000) $2,702 Shares 55,287 Est. Cost $48.87 Unrealized
SPRINT NEXTEL CORP. 0.4%
Value ($000) $2,693 Shares 383,684 Est. Cost $7.02 Unrealized
FLO FLOWERS FOODS INC 0.4%
Value ($000) $2,484 Shares 112,663 Est. Cost $13.91 Unrealized 0.0%
REGN REGENERON PHARMACEUTICALS, INC. 0.4%
Value ($000) $2,388 Shares 10,619 Est. Cost $231.58 Unrealized 0.0%
NFLX NETFLIX INC. 0.4%
Value ($000) $2,299 Shares 10,892 Est. Cost $2.97 Unrealized 0.0%
V VISA INC. 0.3%
Value ($000) $1,909 Shares 10,446 Est. Cost $40.02 Unrealized 0.0%
CREE, INC. 0.3%
Value ($000) $1,868 Shares 29,271 Est. Cost $63.82 Unrealized
HANESBRANDS INC 0.3%
Value ($000) $1,862 Shares 36,208 Est. Cost $51.43 Unrealized
DVA DAVITA HEALTHCARE PARTNERS INC 0.3%
Value ($000) $1,795 Shares 14,857 Est. Cost $62.44 Unrealized 0.0%
TUPPERWARE CORP. 0.3%
Value ($000) $1,774 Shares 22,836 Est. Cost $77.68 Unrealized
TRIUMPH GROUP INC 0.3%
Value ($000) $1,602 Shares 20,245 Est. Cost $79.13 Unrealized
TESORO CORPORATION 0.3%
Value ($000) $1,596 Shares 30,499 Est. Cost $52.33 Unrealized
KR KROGER CO. 0.3%
Value ($000) $1,544 Shares 44,709 Est. Cost $13.44 Unrealized 0.0%
CYH COMMUNITY HEALTH SYSTEMS 0.2%
Value ($000) $1,536 Shares 32,764 Est. Cost $37.66 Unrealized 0.0%
FBIN FORTUNE BRANDS & HOME SECURITY 0.2%
Value ($000) $1,509 Shares 38,948 Est. Cost $27.93 Unrealized 0.0%
MPC MARATHON PETROLEUM CORP 0.2%
Value ($000) $1,498 Shares 21,082 Est. Cost $27.55 Unrealized 0.0%
THC TENET HEALTHCARE 0.2%
Value ($000) $1,437 Shares 31,171 Est. Cost $44.77 Unrealized 0.0%
JARDEN CORP 0.2%
Value ($000) $1,406 Shares 32,141 Est. Cost $43.74 Unrealized
CROWN CASTLE INTL CORP 0.2%
Value ($000) $1,349 Shares 18,642 Est. Cost $72.36 Unrealized
KBH KB HOME 0.2%
Value ($000) $1,346 Shares 68,590 Est. Cost $19.18 Unrealized 0.0%
YAHOO INC. 0.2%
Value ($000) $1,345 Shares 53,511 Est. Cost $25.14 Unrealized
WOR WORTHINGTON INDS 0.2%
Value ($000) $1,324 Shares 41,751 Est. Cost $20.24 Unrealized 0.0%
EATON VANCE CORP. 0.2%
Value ($000) $1,313 Shares 34,921 Est. Cost $37.60 Unrealized
URI UNITED RENTALS INC. 0.2%
Value ($000) $1,183 Shares 23,712 Est. Cost $51.55 Unrealized 0.0%
MENTOR GRAPHICS CORP 0.2%
Value ($000) $1,149 Shares 58,754 Est. Cost $19.56 Unrealized
NRG NRG ENERGY 0.2%
Value ($000) $1,090 Shares 40,807 Est. Cost $20.46 Unrealized 0.0%
UGI UGI CORP HLDG CO. 0.2%
Value ($000) $1,028 Shares 26,284 Est. Cost $26.32 Unrealized 0.0%
BKH BLACK HILLS 0.2%
Value ($000) $1,004 Shares 20,603 Est. Cost $30.15 Unrealized 0.0%
AVY AVERY DENNISON 0.2%
Value ($000) $983 Shares 22,995 Est. Cost $33.15 Unrealized 0.0%
SCI SERVICE CORP INTL 0.2%
Value ($000) $928 Shares 51,462 Est. Cost $17.02 Unrealized 0.0%
OII OCEANEERING INTERNATIONAL 0.2%
Value ($000) $924 Shares 12,799 Est. Cost $69.83 Unrealized 0.0%
TORCHMARK CORP 0.1%
Value ($000) $887 Shares 13,622 Est. Cost $65.12 Unrealized
GILD GILEAD SCIENCES 0.1%
Value ($000) $856 Shares 16,703 Est. Cost $36.21 Unrealized 0.0%
CTRA CABOT OIL & GAS CORP 0.1%
Value ($000) $812 Shares 11,429 Est. Cost $24.86 Unrealized 0.0%
RMD RESMED INC 0.1%
Value ($000) $785 Shares 17,400 Est. Cost $40.00 Unrealized 0.0%
JKHY JACK HENRY & ASSOCIATES 0.1%
Value ($000) $774 Shares 16,418 Est. Cost $39.46 Unrealized 0.0%
HLX HELIX ENERGY SOLUTIONS GROUP INC. 0.1%
Value ($000) $753 Shares 32,673 Est. Cost $23.34 Unrealized 0.0%
EQT EQUITABLE RESOURCES INC 0.1%
Value ($000) $740 Shares 9,324 Est. Cost $37.67 Unrealized 0.0%
FLS FLOWSERVE CORP. 0.1%
Value ($000) $693 Shares 12,825 Est. Cost $43.03 Unrealized 0.0%
VECTREN CORP 0.1%
Value ($000) $638 Shares 18,850 Est. Cost $33.85 Unrealized
CIGNA CORP 0.1%
Value ($000) $527 Shares 7,275 Est. Cost $72.44 Unrealized
GREEN MOUNTAIN COFFEE ROASTERS 0.1%
Value ($000) $484 Shares 6,434 Est. Cost $75.23 Unrealized
PKG PACKAGING CORP. OF AMERICA 0.1%
Value ($000) $452 Shares 9,224 Est. Cost $32.81 Unrealized 0.0%
ETN EATON CORP 0.1%
Value ($000) $423 Shares 6,423 Est. Cost $46.59 Unrealized 0.0%
INGR INGREDION INC. 0.1%
Value ($000) $416 Shares 6,336 Est. Cost $70.28 Unrealized 0.0%
HD HOME DEPOT 0.1%
Value ($000) $404 Shares 5,214 Est. Cost $56.05 Unrealized 0.0%
WHR WHIRLPOOL CORP. 0.1%
Value ($000) $389 Shares 3,400 Est. Cost $121.27 Unrealized 0.0%
AME AMETEK, INC. 0.1%
Value ($000) $373 Shares 8,813 Est. Cost $38.40 Unrealized 0.0%
IP INTERNATIONAL PAPER 0.1%
Value ($000) $361 Shares 8,142 Est. Cost $25.91 Unrealized 0.0%
BRK/A BERKSHIRE CL A 0.1%
Value ($000) $337 Shares 2 Est. Cost $165023.42 Unrealized 0.0%
VYX NCR CORP. 0.1%
Value ($000) $334 Shares 10,117 Est. Cost $18.55 Unrealized 0.0%
MHK MOHAWK INDUSTRIES, INC. 0.1%
Value ($000) $323 Shares 2,875 Est. Cost $112.71 Unrealized 0.0%
LAMAR ADVERTISING CO. 0.0%
Value ($000) $294 Shares 6,787 Est. Cost $43.32 Unrealized
CHICAGO BRIDGE & IRON CO NV 0.0%
Value ($000) $170 Shares 2,857 Est. Cost $59.50 Unrealized
MLCO MELCO CROWN ENTERTAINMENT LTD. 0.0%
Value ($000) $151 Shares 6,765 Est. Cost $22.32 Unrealized
FMX FOMENTO ECONOMICO MEXICANO SA 0.0%
Value ($000) $151 Shares 1,459 Est. Cost $103.50 Unrealized
NVO NOVO NORDISK A/S 0.0%
Value ($000) $139 Shares 894 Est. Cost $155.48 Unrealized
GRUMA SAB DE CV 0.0%
Value ($000) $127 Shares 6,953 Est. Cost $18.27 Unrealized
ASR GRUPO AEROPORTUARIO DEL SURESTE 0.0%
Value ($000) $120 Shares 1,081 Est. Cost $111.01 Unrealized
TRINITY BIOTECH PLC 0.0%
Value ($000) $108 Shares 6,422 Est. Cost $16.82 Unrealized
WPP PLC 0.0%
Value ($000) $106 Shares 1,236 Est. Cost $85.76 Unrealized
IX ORIX CORP 0.0%
Value ($000) $103 Shares 1,512 Est. Cost $68.12 Unrealized
ADDYY ADIDAS AG 0.0%
Value ($000) $102 Shares 1,886 Est. Cost $54.08 Unrealized
AEGON NV 0.0%
Value ($000) $100 Shares 14,830 Est. Cost $6.74 Unrealized
ACE LIMITED 0.0%
Value ($000) $99 Shares 1,109 Est. Cost $89.27 Unrealized
PUK PRUDENTIAL PLC 0.0%
Value ($000) $97 Shares 2,972 Est. Cost $32.64 Unrealized
SSREY SWISS RE LTD 0.0%
Value ($000) $96 Shares 1,282 Est. Cost $74.88 Unrealized
VIPS VIPSHOP HOLDINGS LTD 0.0%
Value ($000) $95 Shares 3,256 Est. Cost $29.18 Unrealized
ALLIANZ SE 0.0%
Value ($000) $94 Shares 6,449 Est. Cost $14.58 Unrealized
SSMXY SYSMEX CORP 0.0%
Value ($000) $92 Shares 2,773 Est. Cost $33.18 Unrealized
ICLR ICON PLC. 0.0%
Value ($000) $91 Shares 2,572 Est. Cost $32.90 Unrealized 0.0%
FUJI HEAVY INDUSTRIES LTD. 0.0%
Value ($000) $89 Shares 1,795 Est. Cost $49.58 Unrealized
UNILEVER PLC 0.0%
Value ($000) $88 Shares 2,176 Est. Cost $40.44 Unrealized
BITAUTO HOLDINGS LTD. 0.0%
Value ($000) $86 Shares 7,800 Est. Cost $11.03 Unrealized
CX CEMEX SA ADR 0.0%
Value ($000) $84 Shares 7,900 Est. Cost $10.63 Unrealized
TELSTRA CORPORATION LTD. 0.0%
Value ($000) $84 Shares 3,834 Est. Cost $21.91 Unrealized
TSM TAIWAN SEMICONDUCTOR MFG LTD 0.0%
Value ($000) $83 Shares 4,514 Est. Cost $18.39 Unrealized
SWDBY SWEDBANK AB 0.0%
Value ($000) $82 Shares 3,541 Est. Cost $23.16 Unrealized
RCI ROGERS COMMUNICATIONS 0.0%
Value ($000) $81 Shares 2,075 Est. Cost $47.39 Unrealized 0.0%
WESTPAC BANKING CORP 0.0%
Value ($000) $81 Shares 614 Est. Cost $131.92 Unrealized
CHINA MOBILE GAMES & ENTERTAINMENT LTD 0.0%
Value ($000) $81 Shares 6,339 Est. Cost $12.78 Unrealized
ARM HOLDING PLC 0.0%
Value ($000) $80 Shares 2,201 Est. Cost $36.35 Unrealized
SEKEY SEIKO EPSON CORP 0.0%
Value ($000) $80 Shares 11,595 Est. Cost $6.90 Unrealized
TTNDY TECHTRONIC INDUSTRIES LTD 0.0%
Value ($000) $79 Shares 6,581 Est. Cost $12.00 Unrealized
COVIDIEN LTD. 0.0%
Value ($000) $78 Shares 1,371 Est. Cost $56.89 Unrealized
ERIC L. M. ERICSSON 0.0%
Value ($000) $74 Shares 6,601 Est. Cost $11.21 Unrealized
SAP SAP AG 0.0%
Value ($000) $68 Shares 932 Est. Cost $72.96 Unrealized
RYCEY ROLLS ROYCE HOLDINGS LTD. 0.0%
Value ($000) $66 Shares 756 Est. Cost $87.30 Unrealized
IBB iShares NASDAQ Biotechnology 0.0%
Value ($000) $60 Shares 344 Est. Cost $174.42 Unrealized
PowerShares Dynamic Pharma 0.0%
Value ($000) $51 Shares 1,200 Est. Cost $42.50 Unrealized
AMG AFFILIATED MANAGERS GROUP 0.0%
Value ($000) $49 Shares 301 Est. Cost $153.14 Unrealized 0.0%
CMS CMS ENERGY CORP 0.0%
Value ($000) $48 Shares 1,781 Est. Cost $19.06 Unrealized 0.0%
MYLAN LABS 0.0%
Value ($000) $47 Shares 1,517 Est. Cost $30.98 Unrealized
PHM PULTE HOMES INC 0.0%
Value ($000) $43 Shares 2,245 Est. Cost $17.74 Unrealized 0.0%
PowerShares Fundamental Midcap Value 0.0%
Value ($000) $42 Shares 1,991 Est. Cost $21.09 Unrealized
IYG iShares DJ US Financial Services 0.0%
Value ($000) $42 Shares 589 Est. Cost $71.31 Unrealized
COMPUTER SCIENCES 0.0%
Value ($000) $42 Shares 958 Est. Cost $43.84 Unrealized
PowerShares Large Cap Value 0.0%
Value ($000) $41 Shares 1,626 Est. Cost $25.22 Unrealized
PowerShares Fundamental Small Value 0.0%
Value ($000) $40 Shares 1,965 Est. Cost $20.36 Unrealized
PowerShares Dynamic Market 0.0%
Value ($000) $40 Shares 707 Est. Cost $56.58 Unrealized
Powershares Dynamic Food & Beverage 0.0%
Value ($000) $39 Shares 1,591 Est. Cost $24.51 Unrealized
IYT iShares DJ US Transportation 0.0%
Value ($000) $37 Shares 337 Est. Cost $109.79 Unrealized
XHB S&P Homebuilders SPDR 0.0%
Value ($000) $36 Shares 1,234 Est. Cost $29.17 Unrealized
BA BOEING CO 0.0%
Value ($000) $20 Shares 200 Est. Cost $80.37 Unrealized 0.0%
CITIGROUP 0.0%
Value ($000) $5 Shares 100 Est. Cost $50.00 Unrealized
CCU COMPANIA CERVECERIAS UNIDAS SA 0.0%
Value ($000) $4 Shares 135 Est. Cost $29.63 Unrealized
ADM DE FONDOS DE PENSIONES PROVIDA 0.0%
Value ($000) $4 Shares 52 Est. Cost $76.92 Unrealized
AIG AMERICAN INTERNATIONAL GROUP 0.0%
Value ($000) $3 Shares 75 Est. Cost $32.51 Unrealized 0.0%
CORTEX PHARMACEUTICALS INC. 0.0%
Value ($000) $1 Shares 1,000 Est. Cost $1.00 Unrealized
AIG INC WARRANT 01/19/2021 0.0%
Value ($000) $1 Shares 40 Est. Cost $25.00 Unrealized