Dorsey Wright & Associates Quant / Systematic

CIK: 0001376772 · Show all filings

Period: Q3 2013 (← Previous) (Next →)

Filing Date: Oct 23, 2013

Total Value ($000): $711,386 (100.0% shares, 0.0% debt)

Holdings (93)

EWN iShare MSCI Netherlands Index 13.3%
Value ($000) $94,742 Shares 393,500 Est. Cost $240.77 Unrealized
VOE Vanguard Mid-Cap Value Index Fund 9.1%
Value ($000) $65,071 Shares 880,650 Est. Cost $69.31 Unrealized
VBR Vanguard Small-Cap Value ETF 9.1%
Value ($000) $64,665 Shares 708,350 Est. Cost $84.85 Unrealized
IEF iShares Barclays 7-10 Yr Treas Bd Fd 5.4%
Value ($000) $38,301 Shares 376,419 Est. Cost $102.35 Unrealized
BSV Vanguard Short-Term Bond ETF 5.1%
Value ($000) $36,325 Shares 452,484 Est. Cost $80.06 Unrealized
iShares MSCI Japan Index Fund 4.9%
Value ($000) $34,503 Shares 2,903,714 Est. Cost $11.32 Unrealized
XLY Consumer Discretionary Sector SPDR 4.6%
Value ($000) $32,500 Shares 533,173 Est. Cost $56.65 Unrealized
XLV Healthcare Select SPDR 4.4%
Value ($000) $31,176 Shares 607,866 Est. Cost $47.69 Unrealized
XLF Financial Sector SPDR 4.0%
Value ($000) $28,593 Shares 1,430,009 Est. Cost $19.49 Unrealized
FNX First Trust Midcap Core Alphadex 3.4%
Value ($000) $24,364 Shares 526,389 Est. Cost $42.46 Unrealized
S&P Dividend SPDR 3.2%
Value ($000) $22,635 Shares 326,563 Est. Cost $69.31 Unrealized
FEX First Trust Largecap Core Alphadex 3.1%
Value ($000) $22,207 Shares 588,890 Est. Cost $35.39 Unrealized
IYC iShares S&P MidCap Value 3.1%
Value ($000) $21,716 Shares 197,785 Est. Cost $105.78 Unrealized
VTV Vanguard Value ETF 2.5%
Value ($000) $18,052 Shares 257,000 Est. Cost $68.14 Unrealized
IYH iShares DJ US Healthcare Sector 1.9%
Value ($000) $13,318 Shares 122,850 Est. Cost $100.72 Unrealized
J.P. Morgan Chase & Co. Alerian MLP Index 1.8%
Value ($000) $13,146 Shares 291,800 Est. Cost $45.05 Unrealized
IYF iShares DJ US Financial Sector Index 1.8%
Value ($000) $12,797 Shares 172,910 Est. Cost $71.92 Unrealized
EWL iShare MSCI Switzerland Index Fd 1.5%
Value ($000) $10,732 Shares 341,350 Est. Cost $28.82 Unrealized
EWG iShare MSCI Germany Index 1.5%
Value ($000) $10,373 Shares 368,900 Est. Cost $24.82 Unrealized
EWK iShare MSCI Belgium Index Fund 1.3%
Value ($000) $9,577 Shares 619,899 Est. Cost $13.64 Unrealized
IJS iShares S&P 500 Value 1.3%
Value ($000) $9,033 Shares 115,339 Est. Cost $89.60 Unrealized
IJJ iShares S&P 600 Small Cap Value 1.2%
Value ($000) $8,303 Shares 81,227 Est. Cost $101.27 Unrealized
YAHOO INC. 0.5%
Value ($000) $3,458 Shares 104,265 Est. Cost $29.04 Unrealized
KR KROGER CO. 0.5%
Value ($000) $3,411 Shares 84,566 Est. Cost $14.28 Unrealized +6.6%
NFLX NETFLIX INC. 0.5%
Value ($000) $3,381 Shares 10,933 Est. Cost $2.97 Unrealized +29.8%
REGN REGENERON PHARMACEUTICALS, INC. 0.5%
Value ($000) $3,286 Shares 10,504 Est. Cost $231.58 Unrealized +13.0%
STZ CONSTELLATION BRANDS'A' 0.4%
Value ($000) $3,190 Shares 55,580 Est. Cost $43.15 Unrealized +8.0%
GNW GENWORTH FINANCIAL 0.4%
Value ($000) $3,163 Shares 247,071 Est. Cost $10.41 Unrealized +20.4%
BIIB BIOGEN IDEC INC 0.4%
Value ($000) $3,161 Shares 13,128 Est. Cost $213.68 Unrealized +4.7%
DISCOVER FINANCIAL SERVICES 0.4%
Value ($000) $3,120 Shares 61,736 Est. Cost $47.64 Unrealized
ACTAVIS INC 0.4%
Value ($000) $3,082 Shares 21,406 Est. Cost $143.98 Unrealized
CBS INC. 0.4%
Value ($000) $3,064 Shares 55,542 Est. Cost $48.87 Unrealized
CREE, INC. 0.4%
Value ($000) $2,747 Shares 45,642 Est. Cost $65.16 Unrealized
EQT EQUITABLE RESOURCES INC 0.3%
Value ($000) $2,433 Shares 27,420 Est. Cost $40.87 Unrealized +4.0%
OMNICARE, INC 0.3%
Value ($000) $2,306 Shares 41,545 Est. Cost $55.51 Unrealized
HANESBRANDS INC 0.3%
Value ($000) $2,273 Shares 36,485 Est. Cost $51.43 Unrealized
ROCK-TENN CORP. 0.3%
Value ($000) $2,249 Shares 22,205 Est. Cost $101.28 Unrealized
ALK ALASKA AIR GROUP 0.3%
Value ($000) $2,143 Shares 34,218 Est. Cost $26.50 Unrealized +1.6%
BKH BLACK HILLS CORP 0.3%
Value ($000) $1,809 Shares 36,278 Est. Cost $31.25 Unrealized +4.6%
PIONEER NATURAL RESOURCES 0.2%
Value ($000) $1,563 Shares 8,277 Est. Cost $188.84 Unrealized
DELPHI AUTOMOTIVE 0.2%
Value ($000) $1,542 Shares 26,389 Est. Cost $58.43 Unrealized
BA BOEING CO 0.2%
Value ($000) $1,508 Shares 12,833 Est. Cost $91.38 Unrealized +0.2%
HII HUNTINGTON INGALLS INDUSTRIES 0.2%
Value ($000) $1,462 Shares 21,691 Est. Cost $51.34 Unrealized 0.0%
CONCUR TECHNOLOGIES 0.2%
Value ($000) $1,457 Shares 13,186 Est. Cost $110.50 Unrealized
WOR WORTHINGTON INDS 0.2%
Value ($000) $1,447 Shares 42,032 Est. Cost $20.24 Unrealized +5.8%
SLM SLM CORP 0.2%
Value ($000) $1,420 Shares 57,016 Est. Cost $8.73 Unrealized 0.0%
MENTOR GRAPHICS CORP 0.2%
Value ($000) $1,394 Shares 59,630 Est. Cost $19.61 Unrealized
WDC WESTERN DIGITAL 0.2%
Value ($000) $1,329 Shares 20,961 Est. Cost $40.38 Unrealized 0.0%
RR DONNELLEY SONS 0.2%
Value ($000) $1,327 Shares 84,081 Est. Cost $15.78 Unrealized
HIG HARTFORD FIN SVCS 0.2%
Value ($000) $1,320 Shares 42,428 Est. Cost $24.13 Unrealized 0.0%
CTRA CABOT OIL & GAS CORP 0.2%
Value ($000) $1,294 Shares 34,673 Est. Cost $26.35 Unrealized +2.8%
F FORD MOTOR CO 0.2%
Value ($000) $1,293 Shares 76,653 Est. Cost $9.02 Unrealized 0.0%
BSX BOSTON SCIENTIFIC 0.2%
Value ($000) $1,148 Shares 97,757 Est. Cost $10.82 Unrealized 0.0%
ALLIANT TECH 0.2%
Value ($000) $1,142 Shares 11,706 Est. Cost $97.56 Unrealized
GILD GILEAD SCIENCES 0.1%
Value ($000) $1,061 Shares 16,883 Est. Cost $36.27 Unrealized +14.5%
OII OCEANEERING INTERNATIONAL 0.1%
Value ($000) $1,053 Shares 12,967 Est. Cost $69.97 Unrealized +14.9%
UGI UGI CORP HLDG CO. 0.1%
Value ($000) $1,042 Shares 26,630 Est. Cost $26.33 Unrealized +1.8%
FLO FLOWERS FOODS INC 0.1%
Value ($000) $1,037 Shares 48,366 Est. Cost $13.91 Unrealized +2.6%
AVY AVERY DENNISON 0.1%
Value ($000) $1,011 Shares 23,240 Est. Cost $33.17 Unrealized +4.5%
TORCHMARK CORP 0.1%
Value ($000) $999 Shares 13,802 Est. Cost $65.21 Unrealized
SCI SERVICE CORP INTL 0.1%
Value ($000) $982 Shares 52,762 Est. Cost $17.06 Unrealized +9.0%
PKG PACKAGING CORP. OF AMERICA 0.1%
Value ($000) $875 Shares 15,330 Est. Cost $34.75 Unrealized +8.4%
JKHY JACK HENRY & ASSOCIATES 0.1%
Value ($000) $858 Shares 16,599 Est. Cost $39.50 Unrealized +8.1%
HLX HELIX ENERGY SOLUTIONS GROUP INC. 0.1%
Value ($000) $840 Shares 33,100 Est. Cost $23.37 Unrealized +9.9%
FLS FLOWSERVE CORP. 0.1%
Value ($000) $809 Shares 12,971 Est. Cost $43.06 Unrealized +7.1%
SHY iShares Barclays 1-3 Yr Treasury 0.1%
Value ($000) $613 Shares 7,259 Est. Cost $84.45 Unrealized
CIGNA CORP 0.1%
Value ($000) $559 Shares 7,276 Est. Cost $72.44 Unrealized
WHR WHIRLPOOL CORP. 0.1%
Value ($000) $497 Shares 3,394 Est. Cost $121.27 Unrealized +9.1%
GREEN MOUNTAIN COFFEE ROASTERS 0.1%
Value ($000) $497 Shares 6,596 Est. Cost $75.23 Unrealized
TIP iShares Barclays TIPS 0.1%
Value ($000) $488 Shares 4,188 Est. Cost $116.52 Unrealized
LQD iShares GS $ InvestTop Corp Bond 0.1%
Value ($000) $473 Shares 4,180 Est. Cost $113.16 Unrealized
VYX NCR CORP. 0.1%
Value ($000) $469 Shares 11,831 Est. Cost $19.10 Unrealized +17.1%
TUPPERWARE CORP. 0.1%
Value ($000) $466 Shares 5,390 Est. Cost $77.68 Unrealized
ETN EATON CORP 0.1%
Value ($000) $441 Shares 6,410 Est. Cost $46.59 Unrealized +7.2%
V VISA INC. 0.1%
Value ($000) $418 Shares 2,186 Est. Cost $40.02 Unrealized +5.8%
AME AMETEK, INC. 0.1%
Value ($000) $416 Shares 9,036 Est. Cost $38.48 Unrealized +7.8%
HD HOME DEPOT 0.1%
Value ($000) $395 Shares 5,203 Est. Cost $56.05 Unrealized +3.2%
MHK MOHAWK INDUSTRIES, INC. 0.1%
Value ($000) $385 Shares 2,958 Est. Cost $112.97 Unrealized +7.9%
IP INTERNATIONAL PAPER 0.1%
Value ($000) $376 Shares 8,391 Est. Cost $25.94 Unrealized +3.6%
VIACOM B 0.1%
Value ($000) $367 Shares 4,394 Est. Cost $83.52 Unrealized
LEXMARK INTERNATIONAL INC CL-A 0.0%
Value ($000) $350 Shares 10,598 Est. Cost $33.03 Unrealized
AGG iShares Barclays Aggregate Bond 0.0%
Value ($000) $348 Shares 3,250 Est. Cost $107.08 Unrealized
BRK/A BERKSHIRE CL A 0.0%
Value ($000) $341 Shares 2 Est. Cost $165023.42 Unrealized +4.8%
SVB FINANCIAL 0.0%
Value ($000) $338 Shares 3,915 Est. Cost $86.33 Unrealized
AOM iShares S&P Moderate Allocation 0.0%
Value ($000) $311 Shares 9,330 Est. Cost $33.33 Unrealized
MLCO MELCO CROWN ENTERTAINMENT LTD. 0.0%
Value ($000) $231 Shares 7,273 Est. Cost $22.98 Unrealized
CHICAGO BRIDGE & IRON CO NV 0.0%
Value ($000) $202 Shares 2,986 Est. Cost $59.85 Unrealized
HIMAX TECHNOLOGIES INC. 0.0%
Value ($000) $169 Shares 16,902 Est. Cost $10.00 Unrealized
VWDRY VESTAS WIND SYSTEMS A/S 0.0%
Value ($000) $146 Shares 17,501 Est. Cost $8.34 Unrealized
AEGEAN MARINE PETROLEUM NETWORK 0.0%
Value ($000) $128 Shares 10,814 Est. Cost $11.84 Unrealized
AEGON NV 0.0%
Value ($000) $119 Shares 16,078 Est. Cost $6.79 Unrealized
ALCATEL-LUCENT S.A. 0.0%
Value ($000) $118 Shares 33,542 Est. Cost $3.52 Unrealized
SEKEY SEIKO EPSON CORP 0.0%
Value ($000) $107 Shares 13,052 Est. Cost $7.04 Unrealized