Dorsey Wright & Associates Quant / Systematic

CIK: 0001376772 · Show all filings

Period: Q4 2013 (← Previous) (Next →)

Filing Date: Jan 28, 2014

Total Value ($000): $689,962 (100.0% shares, 0.0% debt)

Holdings (127)

VOE Vanguard Mid-Cap Value Index Fund 10.3%
Value ($000) $70,793 Shares 897,950 Est. Cost $69.49 Unrealized
VBR Vanguard Small-Cap Value ETF 10.1%
Value ($000) $69,819 Shares 724,950 Est. Cost $85.11 Unrealized
IEF iShares Barclays 7-10 Yr Treas Bd Fd 5.7%
Value ($000) $39,593 Shares 397,058 Est. Cost $102.21 Unrealized
XLY CONSUMER DISCRETIONARY SPDR 5.6%
Value ($000) $38,499 Shares 587,661 Est. Cost $57.47 Unrealized
BSV Vanguard Short-Term Bond ETF 5.6%
Value ($000) $38,381 Shares 480,134 Est. Cost $80.05 Unrealized
XLV HEALTHCARE SELECT SPDR 5.4%
Value ($000) $37,015 Shares 671,133 Est. Cost $48.40 Unrealized
XLI Industrial Sector SPDR 4.6%
Value ($000) $31,623 Shares 619,871 Est. Cost $51.02 Unrealized
FNX First Trust Mid Cap Core 4.1%
Value ($000) $28,541 Shares 576,352 Est. Cost $43.07 Unrealized
EZU iShare MSCI EMU Index 4.1%
Value ($000) $28,167 Shares 700,758 Est. Cost $40.20 Unrealized
FYX FIRST TRUST SMALL CAP CORE ALPHADEX 3.9%
Value ($000) $27,168 Shares 572,012 Est. Cost $47.50 Unrealized
FEX FIRST TRUST LARGE CAP ALPHADEX 3.8%
Value ($000) $26,051 Shares 645,716 Est. Cost $35.83 Unrealized
VBK Vanguard Small-Cap Growth ETF 3.2%
Value ($000) $21,905 Shares 180,900 Est. Cost $121.09 Unrealized
IYH iShares DJ US Healthcare Sector 2.0%
Value ($000) $13,518 Shares 116,650 Est. Cost $100.72 Unrealized
IYF iShares DJ US Financial Sector Index 1.9%
Value ($000) $13,394 Shares 167,960 Est. Cost $71.92 Unrealized
J.P. Morgan Chase Alerian MLP Index 1.9%
Value ($000) $13,261 Shares 289,550 Est. Cost $45.05 Unrealized
IYC iShares DJ US Consumer Services 1.8%
Value ($000) $12,254 Shares 101,270 Est. Cost $105.78 Unrealized
EWG iShare MSCI Germany Index 1.6%
Value ($000) $11,159 Shares 362,900 Est. Cost $24.82 Unrealized
EWL iShare MSCI Switzerland Index Fd 1.6%
Value ($000) $10,771 Shares 334,400 Est. Cost $28.82 Unrealized
EWN iShare MSCI Netherlands Index 1.4%
Value ($000) $9,860 Shares 386,550 Est. Cost $240.77 Unrealized
EWK iShare MSCI Belgium Index Fund 1.4%
Value ($000) $9,818 Shares 608,349 Est. Cost $13.64 Unrealized
IJT iShares S&P 600 Small Cap Growth 1.4%
Value ($000) $9,364 Shares 82,361 Est. Cost $113.69 Unrealized
IJJ ISHARES S&P MIDCAP VALUE 1.3%
Value ($000) $9,181 Shares 80,750 Est. Cost $101.27 Unrealized
iShare MSCI Japan Index 1.3%
Value ($000) $9,100 Shares 762,150 Est. Cost $11.32 Unrealized
IJS ISHARES S&P 600 SMALL CAP VALUE 1.3%
Value ($000) $8,838 Shares 82,179 Est. Cost $89.60 Unrealized
STZ CONSTELLATION BRANDS'A' 0.6%
Value ($000) $4,171 Shares 55,053 Est. Cost $43.15 Unrealized +32.6%
YAHOO INC. 0.6%
Value ($000) $4,141 Shares 113,001 Est. Cost $29.63 Unrealized
NFLX NETFLIX INC. 0.6%
Value ($000) $4,113 Shares 10,790 Est. Cost $2.97 Unrealized +65.0%
ACTAVIS INC 0.6%
Value ($000) $3,825 Shares 21,410 Est. Cost $178.65 Unrealized
GNW GENWORTH FINANCIAL 0.5%
Value ($000) $3,659 Shares 244,787 Est. Cost $10.41 Unrealized +38.7%
BIIB BIOGEN IDEC INC 0.5%
Value ($000) $3,427 Shares 11,507 Est. Cost $213.68 Unrealized +21.0%
HII HUNTINGTON INGALLS INDUSTRIES 0.5%
Value ($000) $3,369 Shares 36,236 Est. Cost $55.76 Unrealized +11.8%
DISCOVER FINANCIAL SERVICES 0.5%
Value ($000) $3,308 Shares 62,059 Est. Cost $47.64 Unrealized
CBS INC. 0.5%
Value ($000) $3,237 Shares 55,644 Est. Cost $48.87 Unrealized
WOR WORTHINGTON INDS 0.4%
Value ($000) $3,082 Shares 75,146 Est. Cost $22.26 Unrealized +11.5%
MTX MINERALS TECHNOLOGIES INC 0.4%
Value ($000) $2,940 Shares 53,064 Est. Cost $53.79 Unrealized 0.0%
GILD GILEAD SCIENCES 0.4%
Value ($000) $2,880 Shares 36,525 Est. Cost $42.78 Unrealized +13.1%
ALK ALASKA AIR GROUP 0.4%
Value ($000) $2,733 Shares 34,692 Est. Cost $26.57 Unrealized +20.8%
PBI PITNEY BOWES INC. 0.4%
Value ($000) $2,672 Shares 126,464 Est. Cost $21.51 Unrealized 0.0%
OMNICARE, INC 0.4%
Value ($000) $2,577 Shares 41,111 Est. Cost $55.51 Unrealized
HANESBRANDS INC 0.3%
Value ($000) $2,320 Shares 36,149 Est. Cost $51.43 Unrealized
BA BOEING CO 0.3%
Value ($000) $2,102 Shares 15,304 Est. Cost $94.54 Unrealized +17.3%
PPG PPG INDUST. INC 0.3%
Value ($000) $1,850 Shares 10,100 Est. Cost $73.04 Unrealized 0.0%
WDC WESTERN DIGITAL 0.3%
Value ($000) $1,736 Shares 20,528 Est. Cost $40.38 Unrealized +13.6%
KR KROGER CO. 0.2%
Value ($000) $1,651 Shares 46,159 Est. Cost $14.28 Unrealized +15.2%
DELPHI AUTOMOTIVE 0.2%
Value ($000) $1,543 Shares 25,900 Est. Cost $58.43 Unrealized
ALLIANT TECH 0.2%
Value ($000) $1,527 Shares 11,776 Est. Cost $97.56 Unrealized
RR DONNELLEY SONS 0.2%
Value ($000) $1,506 Shares 82,269 Est. Cost $18.31 Unrealized
URI UNITED RENTALS INC. 0.2%
Value ($000) $1,502 Shares 19,209 Est. Cost $64.88 Unrealized 0.0%
SALIX PHARMACEUTICALS, LTD. 0.2%
Value ($000) $1,502 Shares 15,779 Est. Cost $95.19 Unrealized
E TRADE FINANCIAL CORP 0.2%
Value ($000) $1,394 Shares 69,466 Est. Cost $20.07 Unrealized
HIG HARTFORD FIN SVCS 0.2%
Value ($000) $1,358 Shares 41,481 Est. Cost $24.13 Unrealized +10.8%
BSX BOSTON SCIENTIFIC 0.2%
Value ($000) $1,309 Shares 99,109 Est. Cost $10.83 Unrealized +9.1%
CIMAREX ENERGY 0.2%
Value ($000) $1,309 Shares 13,591 Est. Cost $96.31 Unrealized
ITT CORP 0.2%
Value ($000) $1,282 Shares 31,878 Est. Cost $40.22 Unrealized
MENTOR GRAPHICS CORP. 0.2%
Value ($000) $1,253 Shares 59,877 Est. Cost $19.61 Unrealized
SOTHEBYS HOLDINGS 0.2%
Value ($000) $1,242 Shares 25,884 Est. Cost $47.98 Unrealized
U.S. STEEL CORP 0.2%
Value ($000) $1,221 Shares 48,002 Est. Cost $25.44 Unrealized
HP HELMERICH & PAYNE INC. 0.2%
Value ($000) $1,057 Shares 12,318 Est. Cost $77.83 Unrealized 0.0%
TORCHMARK CORP 0.1%
Value ($000) $1,024 Shares 13,811 Est. Cost $65.21 Unrealized
SM SM ENERGY COMPANY 0.1%
Value ($000) $1,001 Shares 12,252 Est. Cost $75.76 Unrealized 0.0%
PKG PACKAGING CORP. OF AMERICA 0.1%
Value ($000) $988 Shares 15,900 Est. Cost $35.02 Unrealized +21.4%
FLS FLOWSERVE CORP. 0.1%
Value ($000) $939 Shares 13,022 Est. Cost $43.06 Unrealized +28.6%
SEE SEALED AIR CORP 0.1%
Value ($000) $938 Shares 30,166 Est. Cost $24.99 Unrealized 0.0%
JKHY JACK HENRY & ASSOCIATES 0.1%
Value ($000) $933 Shares 16,728 Est. Cost $39.50 Unrealized +21.3%
EQT EQUITABLE RESOURCES 0.1%
Value ($000) $913 Shares 10,223 Est. Cost $40.87 Unrealized +6.0%
CIGNA CORP 0.1%
Value ($000) $646 Shares 7,434 Est. Cost $72.75 Unrealized
LQD iShares GS $ InvestTop Corp Bond 0.1%
Value ($000) $590 Shares 5,126 Est. Cost $113.52 Unrealized
WHR WHIRLPOOL CORP. 0.1%
Value ($000) $490 Shares 3,440 Est. Cost $121.61 Unrealized +20.6%
V VISA INC. 0.1%
Value ($000) $486 Shares 2,251 Est. Cost $40.20 Unrealized +15.1%
ETN EATON CORP 0.1%
Value ($000) $473 Shares 6,502 Est. Cost $46.69 Unrealized +14.0%
AME AMETEK, INC. 0.1%
Value ($000) $452 Shares 9,165 Est. Cost $38.56 Unrealized +15.5%
LMT LOCKHEED MARTIN CORP 0.1%
Value ($000) $452 Shares 3,077 Est. Cost $97.17 Unrealized 0.0%
TUPPERWARE CORP. 0.1%
Value ($000) $448 Shares 5,569 Est. Cost $77.77 Unrealized
SVB FINANCIAL 0.1%
Value ($000) $446 Shares 4,016 Est. Cost $86.96 Unrealized
HAL HALLIBURTON CO 0.1%
Value ($000) $427 Shares 8,815 Est. Cost $41.29 Unrealized 0.0%
MHK MOHAWK INDUSTRIES, INC. 0.1%
Value ($000) $427 Shares 3,018 Est. Cost $113.44 Unrealized +20.4%
RPM RPM INTERNATIONAL INC. 0.1%
Value ($000) $417 Shares 10,360 Est. Cost $38.93 Unrealized 0.0%
VIPS VIPSHOP HOLDINGS LTD. 0.1%
Value ($000) $406 Shares 4,259 Est. Cost $95.33 Unrealized
LEXMARK INTERNATIONAL INC CL-A 0.1%
Value ($000) $394 Shares 11,304 Est. Cost $33.14 Unrealized
SHY ISHARES BARCLAYS 1-3 TREASURY 0.1%
Value ($000) $390 Shares 4,620 Est. Cost $84.45 Unrealized
Viacom Cl B 0.1%
Value ($000) $362 Shares 4,476 Est. Cost $83.47 Unrealized
CARBO CERAMICS INC 0.1%
Value ($000) $358 Shares 3,359 Est. Cost $106.58 Unrealized
NWL NEWELL RUBBERMD 0.1%
Value ($000) $351 Shares 11,418 Est. Cost $19.01 Unrealized 0.0%
AGG iShares Barclays Aggregate Bond 0.1%
Value ($000) $348 Shares 3,250 Est. Cost $107.08 Unrealized
MLCO Melco Crown Entertainment Ltd 0.0%
Value ($000) $341 Shares 8,870 Est. Cost $25.76 Unrealized
TIP ISHARES BARCLAYS TIPS 0.0%
Value ($000) $336 Shares 3,020 Est. Cost $116.52 Unrealized
POWERSHARES S&P 500 LOW VOLATILITY 0.0%
Value ($000) $309 Shares 9,645 Est. Cost $32.04 Unrealized
AOM iShares S&P Moderate Allocation 0.0%
Value ($000) $306 Shares 9,067 Est. Cost $33.33 Unrealized
TLT iShares Barclays 20+ Yr Treas Bd 0.0%
Value ($000) $302 Shares 2,835 Est. Cost $106.53 Unrealized
EOG EOG RESOURCES 0.0%
Value ($000) $300 Shares 1,851 Est. Cost $62.33 Unrealized 0.0%
BITAUTO HOLDINGS LTD. 0.0%
Value ($000) $297 Shares 10,365 Est. Cost $28.65 Unrealized
HIMX HIMAX TECHNOLOGIES INC. 0.0%
Value ($000) $297 Shares 20,468 Est. Cost $14.51 Unrealized
GRUMA SAB DE CV 0.0%
Value ($000) $290 Shares 9,115 Est. Cost $31.82 Unrealized
CHICAGO BRIDGE & IRON CO NV 0.0%
Value ($000) $280 Shares 3,701 Est. Cost $62.91 Unrealized
CHINA MOBILE GAMES & ENTERTAINMENT LTD 0.0%
Value ($000) $258 Shares 8,658 Est. Cost $29.80 Unrealized
BRK/A Berkshire Hathaway Cl A 0.0%
Value ($000) $229 Shares 2 Est. Cost $165023.42 Unrealized +5.1%
VWDRY VESTAS WIND SYSTEMS 0.0%
Value ($000) $213 Shares 21,358 Est. Cost $8.64 Unrealized
TRINITY BIOTECH PLC 0.0%
Value ($000) $210 Shares 8,415 Est. Cost $24.96 Unrealized
SEKEY SEIKO EPSON CORP 0.0%
Value ($000) $207 Shares 15,926 Est. Cost $8.12 Unrealized
AEGON NV 0.0%
Value ($000) $172 Shares 19,569 Est. Cost $8.79 Unrealized
WPP WPP PLC 0.0%
Value ($000) $170 Shares 1,611 Est. Cost $105.52 Unrealized
ALCATEL-LUCENT S.A. 0.0%
Value ($000) $162 Shares 41,153 Est. Cost $3.94 Unrealized
PUK PRUDENTIAL PLC 0.0%
Value ($000) $159 Shares 3,894 Est. Cost $40.83 Unrealized
IX ORIX CORP 0.0%
Value ($000) $155 Shares 1,980 Est. Cost $78.28 Unrealized
HENKY HENKEL AG & CO. 0.0%
Value ($000) $153 Shares 1,513 Est. Cost $101.12 Unrealized
BT GROUP PLC 0.0%
Value ($000) $152 Shares 2,445 Est. Cost $62.17 Unrealized
EMB iShares JP Morgan Emerging Market Bond 0.0%
Value ($000) $150 Shares 1,399 Est. Cost $107.22 Unrealized
SSREY SWISS RE LTD 0.0%
Value ($000) $147 Shares 1,686 Est. Cost $87.19 Unrealized
ADDYY ADIDAS AG 0.0%
Value ($000) $144 Shares 2,474 Est. Cost $58.21 Unrealized
ALLIANZ SE 0.0%
Value ($000) $143 Shares 8,490 Est. Cost $16.84 Unrealized
CWB SPDR Barclays Convertible Securities 0.0%
Value ($000) $139 Shares 2,961 Est. Cost $46.94 Unrealized
ICLR ICON PLC. 0.0%
Value ($000) $139 Shares 3,382 Est. Cost $39.76 Unrealized 0.0%
ARM HOLDING PLC 0.0%
Value ($000) $137 Shares 2,893 Est. Cost $47.36 Unrealized
WUXI PHARMA TECH INC 0.0%
Value ($000) $136 Shares 3,925 Est. Cost $34.65 Unrealized
ACE LIMITED 0.0%
Value ($000) $135 Shares 1,453 Est. Cost $92.91 Unrealized
EDN EMPRESA DISTRIB COMERCIALIZADORA NORTE 0.0%
Value ($000) $134 Shares 26,360 Est. Cost $5.08 Unrealized
FUJI HEAVY INDISTRIES LTD. 0.0%
Value ($000) $133 Shares 2,374 Est. Cost $56.02 Unrealized
SWDBY SWEDBANK AB 0.0%
Value ($000) $130 Shares 4,656 Est. Cost $27.92 Unrealized
HYG iShares iBoxx $ High Yield Corporate Bd 0.0%
Value ($000) $127 Shares 1,372 Est. Cost $92.57 Unrealized
SK TELECOM CO LTD. 0.0%
Value ($000) $124 Shares 5,890 Est. Cost $21.05 Unrealized
AEGEAN MARINE PETROLEUM NETWORK 0.0%
Value ($000) $122 Shares 13,139 Est. Cost $11.39 Unrealized
COVIDIEN LTD. 0.0%
Value ($000) $121 Shares 1,798 Est. Cost $67.30 Unrealized
POWERSHARES DWA TECHNICAL LEADERS 0.0%
Value ($000) $111 Shares 3,154 Est. Cost $35.19 Unrealized
INGERSOLL RAND 0.0%
Value ($000) $111 Shares 1,896 Est. Cost $58.54 Unrealized
PERFECT WORLD CO LTD. 0.0%
Value ($000) $108 Shares 5,839 Est. Cost $18.50 Unrealized
TTNDY TECHTRONIC INDUSTRIES LTD 0.0%
Value ($000) $105 Shares 8,632 Est. Cost $12.16 Unrealized
SSMXY SYSMEX CORP 0.0%
Value ($000) $98 Shares 3,572 Est. Cost $27.44 Unrealized