Dorsey Wright & Associates Quant / Systematic

CIK: 0001376772 · Show all filings

Period: Q1 2014 (← Previous) (Next →)

Filing Date: May 9, 2014

Total Value ($000): $719,644 (100.0% shares, 0.0% debt)

Holdings (143)

VUG Vanguard Growth ETF VIPER 9.9%
Value ($000) $71,382 Shares 763,600 Est. Cost $93.48 Unrealized
VBK Vanguard Small-Cap Growth ETF 9.8%
Value ($000) $70,448 Shares 567,072 Est. Cost $123.23 Unrealized
XLV HEALTHCARE SELECT SPDR 5.6%
Value ($000) $40,582 Shares 697,721 Est. Cost $48.77 Unrealized
IEF iShares Lehman 7-10 Year Treas Bond Fd 5.5%
Value ($000) $39,519 Shares 388,398 Est. Cost $102.21 Unrealized
XLY CONSUMER DISCRETIONARY SPDR 5.5%
Value ($000) $39,390 Shares 612,208 Est. Cost $57.75 Unrealized
BSV Vanguard Short-Term Bond ETF 5.2%
Value ($000) $37,566 Shares 468,984 Est. Cost $80.05 Unrealized
XLI Industrial Sector SPDR 4.7%
Value ($000) $33,760 Shares 644,513 Est. Cost $51.07 Unrealized
EZU iShare MSCI EMU Index 4.3%
Value ($000) $30,941 Shares 731,896 Est. Cost $40.28 Unrealized
FNX FIRST TRUST MID CAP CORE ALPHADEX 4.3%
Value ($000) $30,685 Shares 600,320 Est. Cost $43.40 Unrealized
FYX FIRST TRUST SMALL CAP CORE ALPHADEX 4.0%
Value ($000) $28,608 Shares 593,819 Est. Cost $47.52 Unrealized
FEX FIRST TRUST LARGE CAP ALPHADEX 3.9%
Value ($000) $28,306 Shares 673,359 Est. Cost $36.08 Unrealized
VBR Vanguard Small-Cap Value ETF 3.1%
Value ($000) $22,287 Shares 221,457 Est. Cost $85.11 Unrealized
IYH iShares DJ US Healthcare Sector 2.0%
Value ($000) $14,044 Shares 114,150 Est. Cost $100.72 Unrealized
J.P. Morgan Chase & Co. Alerian MLP Index 1.9%
Value ($000) $13,881 Shares 298,250 Est. Cost $45.09 Unrealized
IYW iShares Dow Jones U.S. Technology Sec 1.9%
Value ($000) $13,659 Shares 150,000 Est. Cost $91.06 Unrealized
EWL iShare MSCI Switzerland Index Fd 1.7%
Value ($000) $11,982 Shares 348,917 Est. Cost $29.05 Unrealized
EWG iShare MSCI Germany Index 1.6%
Value ($000) $11,748 Shares 374,754 Est. Cost $25.03 Unrealized
IYC iShares DJ US Consumer Services 1.5%
Value ($000) $10,476 Shares 87,070 Est. Cost $105.78 Unrealized
EWK iShare MSCI Belgium Index Fund 1.5%
Value ($000) $10,450 Shares 601,949 Est. Cost $13.64 Unrealized
EWN iShare MSCI Netherlands Index 1.4%
Value ($000) $10,360 Shares 396,768 Est. Cost $235.24 Unrealized
EWP iShare MSCI Spain Index 1.4%
Value ($000) $10,163 Shares 249,105 Est. Cost $40.80 Unrealized
IVW ISHARES S&P 500 GROWTH 1.3%
Value ($000) $9,668 Shares 97,820 Est. Cost $98.83 Unrealized
IJT iShares S&P 600 Small Cap Growth 1.3%
Value ($000) $9,381 Shares 82,233 Est. Cost $113.69 Unrealized
IJS ISHARES S&P 600 SMALL CAP VALUE 1.3%
Value ($000) $9,077 Shares 81,985 Est. Cost $89.60 Unrealized
BIIB BIOGEN IDEC INC 0.6%
Value ($000) $4,258 Shares 14,900 Est. Cost $237.31 Unrealized +33.8%
STZ CONSTELLATION BRANDS'A' 0.6%
Value ($000) $4,228 Shares 53,500 Est. Cost $43.15 Unrealized +57.8%
GNW GENWORTH FINANCIAL 0.6%
Value ($000) $4,109 Shares 237,011 Est. Cost $10.41 Unrealized +54.1%
ACTAVIS INC 0.6%
Value ($000) $4,107 Shares 20,737 Est. Cost $178.65 Unrealized
HII HUNTINGTON INGALLS INDUSTRIES 0.5%
Value ($000) $3,534 Shares 35,146 Est. Cost $55.76 Unrealized +40.5%
PBI PITNEY BOWES INC. 0.5%
Value ($000) $3,529 Shares 142,162 Est. Cost $21.86 Unrealized +12.8%
DISCOVER FINANCIAL SERVICES 0.5%
Value ($000) $3,412 Shares 61,460 Est. Cost $47.64 Unrealized
NFLX NETFLIX INC. 0.5%
Value ($000) $3,355 Shares 10,419 Est. Cost $2.97 Unrealized +92.6%
CBS INC. 0.4%
Value ($000) $3,232 Shares 55,676 Est. Cost $48.87 Unrealized
ALK ALASKA AIR GROUP 0.4%
Value ($000) $3,205 Shares 34,308 Est. Cost $26.57 Unrealized +41.3%
ALLIANT TECH 0.4%
Value ($000) $3,090 Shares 22,254 Est. Cost $117.00 Unrealized
WDC WESTERN DIGITAL 0.4%
Value ($000) $2,746 Shares 31,287 Est. Cost $44.99 Unrealized +19.6%
HANESBRANDS INC 0.4%
Value ($000) $2,687 Shares 34,041 Est. Cost $51.43 Unrealized
HP HELMERICH & PAYNE INC. 0.4%
Value ($000) $2,630 Shares 24,582 Est. Cost $85.39 Unrealized +8.9%
YAHOO INC. 0.3%
Value ($000) $2,069 Shares 60,008 Est. Cost $29.63 Unrealized
PPG PPG INDUST. INC 0.3%
Value ($000) $1,933 Shares 10,020 Est. Cost $73.04 Unrealized +5.7%
MTX MINERALS TECHNOLOGIES INC 0.3%
Value ($000) $1,895 Shares 31,418 Est. Cost $53.79 Unrealized +0.2%
URI UNITED RENTALS INC. 0.2%
Value ($000) $1,680 Shares 18,193 Est. Cost $64.88 Unrealized +26.5%
CTSH COGNIZANT TECH SOLUTIONS INC 0.2%
Value ($000) $1,678 Shares 34,446 Est. Cost $44.31 Unrealized 0.0%
SALIX PHARMACEUTICALS, LTD. 0.2%
Value ($000) $1,643 Shares 14,896 Est. Cost $95.19 Unrealized
DELPHI AUTOMOTIVE 0.2%
Value ($000) $1,625 Shares 24,445 Est. Cost $58.43 Unrealized
OKE ONEOK INC. 0.2%
Value ($000) $1,611 Shares 25,702 Est. Cost $28.65 Unrealized 0.0%
CIMAREX ENERGY 0.2%
Value ($000) $1,539 Shares 12,886 Est. Cost $96.31 Unrealized
DOW CHEMICAL CO 0.2%
Value ($000) $1,498 Shares 30,892 Est. Cost $48.49 Unrealized
TSN TYSON FOODS, INC. 0.2%
Value ($000) $1,488 Shares 35,077 Est. Cost $29.21 Unrealized 0.0%
E TRADE FINANCIAL CORP 0.2%
Value ($000) $1,469 Shares 65,598 Est. Cost $20.07 Unrealized
SVB FINANCIAL 0.2%
Value ($000) $1,432 Shares 13,360 Est. Cost $101.10 Unrealized
NEU NEWMARKET CORP. 0.2%
Value ($000) $1,420 Shares 3,807 Est. Cost $285.19 Unrealized 0.0%
BSX BOSTON SCIENTIFIC 0.2%
Value ($000) $1,391 Shares 104,030 Est. Cost $10.94 Unrealized +20.0%
ITT CORP 0.2%
Value ($000) $1,280 Shares 30,094 Est. Cost $40.22 Unrealized
EXELIS INC. 0.2%
Value ($000) $1,274 Shares 68,988 Est. Cost $18.47 Unrealized
AYI ACUITY BRANDS INC. 0.2%
Value ($000) $1,258 Shares 10,158 Est. Cost $127.10 Unrealized 0.0%
SUNEDISON INC. 0.2%
Value ($000) $1,256 Shares 63,571 Est. Cost $19.76 Unrealized
GILD GILEAD SCIENCES 0.2%
Value ($000) $1,236 Shares 16,726 Est. Cost $42.78 Unrealized +27.4%
IWO iShares Russell 2000 Growth ETF 0.1%
Value ($000) $1,063 Shares 8,826 Est. Cost $120.44 Unrealized
TORCHMARK CORP 0.1%
Value ($000) $1,056 Shares 13,472 Est. Cost $65.21 Unrealized
EQT EQUITABLE RESOURCES 0.1%
Value ($000) $1,052 Shares 10,004 Est. Cost $40.87 Unrealized +16.9%
IWP iShares Russell Mid-Cap Growth ETF 0.1%
Value ($000) $1,049 Shares 12,234 Est. Cost $85.74 Unrealized
TLT iShares Barclays 20+ Yr Treas Bd 0.1%
Value ($000) $1,048 Shares 9,548 Est. Cost $108.80 Unrealized
MDU MDU Resources Group, Inc. 0.1%
Value ($000) $1,026 Shares 28,716 Est. Cost $8.65 Unrealized 0.0%
PKG PACKAGING CORP. OF AMERICA 0.1%
Value ($000) $1,024 Shares 15,432 Est. Cost $35.02 Unrealized +37.5%
SEE SEALED AIR CORP 0.1%
Value ($000) $984 Shares 30,279 Est. Cost $24.99 Unrealized +7.4%
OMNICARE, INC 0.1%
Value ($000) $953 Shares 16,263 Est. Cost $55.51 Unrealized
FLS FLOWSERVE CORP. 0.1%
Value ($000) $950 Shares 13,047 Est. Cost $43.06 Unrealized +42.6%
JKHY JACK HENRY & ASSOCIATES 0.1%
Value ($000) $884 Shares 16,300 Est. Cost $39.50 Unrealized +25.2%
LQD iShares GS $ InvestTop Corp Bond 0.1%
Value ($000) $877 Shares 7,467 Est. Cost $114.75 Unrealized
CAIFX American Funds Capital Income Builder F2 0.1%
Value ($000) $605 Shares 10,227 Est. Cost $59.16 Unrealized
VIPS VIPSHOP HOLDINGS LTD. 0.1%
Value ($000) $581 Shares 4,076 Est. Cost $95.33 Unrealized
HAL HALLIBURTON CO 0.1%
Value ($000) $554 Shares 8,826 Est. Cost $41.29 Unrealized +3.6%
DEVRY INC 0.1%
Value ($000) $543 Shares 11,815 Est. Cost $45.96 Unrealized
LMT LOCKHEED MARTIN CORP 0.1%
Value ($000) $508 Shares 3,154 Est. Cost $97.56 Unrealized +16.2%
SHY ISHARES BARCLAYS 1-3 TREASURY 0.1%
Value ($000) $504 Shares 5,978 Est. Cost $84.42 Unrealized
EMB iShares JP Morgan Emerging Market Bond 0.1%
Value ($000) $491 Shares 4,417 Est. Cost $109.91 Unrealized
EXPRESS SCRIPTS INC. 0.1%
Value ($000) $455 Shares 6,414 Est. Cost $70.94 Unrealized
V VISA INC. 0.1%
Value ($000) $452 Shares 2,273 Est. Cost $40.20 Unrealized +27.2%
RPM RPM INTERNATIONAL INC. 0.1%
Value ($000) $446 Shares 10,498 Est. Cost $38.96 Unrealized +5.8%
AME AMETEK, INC. 0.1%
Value ($000) $444 Shares 8,631 Est. Cost $38.56 Unrealized +23.9%
CARBO CERAMICS INC 0.1%
Value ($000) $429 Shares 3,173 Est. Cost $106.58 Unrealized
PowerShares Dynamic Leisure & Entertainment Portfolio 0.1%
Value ($000) $409 Shares 11,973 Est. Cost $34.16 Unrealized
HYG iShares iBoxx $ High Yield Corporate Bd 0.1%
Value ($000) $406 Shares 4,312 Est. Cost $93.65 Unrealized
XRT SPDR S&P Retail ETF 0.1%
Value ($000) $398 Shares 4,735 Est. Cost $84.05 Unrealized
EWD iShares MSCI Sweden ETF 0.1%
Value ($000) $395 Shares 10,793 Est. Cost $36.60 Unrealized
BRK/A Berkshire Hathaway Cl-A 0.1%
Value ($000) $381 Shares 2 Est. Cost $165023.42 Unrealized +6.4%
MHK MOHAWK INDUSTRIES, INC. 0.1%
Value ($000) $376 Shares 2,824 Est. Cost $113.44 Unrealized +26.2%
BF/B BROWN-FORMAN CORP. 0.1%
Value ($000) $362 Shares 4,086 Est. Cost $26.75 Unrealized 0.0%
BA BOEING CO 0.0%
Value ($000) $358 Shares 2,785 Est. Cost $94.54 Unrealized +18.1%
Viacom Cl B 0.0%
Value ($000) $349 Shares 4,194 Est. Cost $83.47 Unrealized
VWINX VANGUARD WELLESLEY INCOME FUND 0.0%
Value ($000) $346 Shares 13,644 Est. Cost $25.36 Unrealized
EOG EOG RESOURCES 0.0%
Value ($000) $344 Shares 3,477 Est. Cost $63.49 Unrealized +2.1%
BITAUTO HOLDINGS LTD. 0.0%
Value ($000) $343 Shares 9,939 Est. Cost $28.65 Unrealized
FDN First Trust Dow Jones Internet Index Fund 0.0%
Value ($000) $340 Shares 5,773 Est. Cost $58.89 Unrealized
MONSTER BEVERAGE CORP 0.0%
Value ($000) $338 Shares 5,147 Est. Cost $65.67 Unrealized
AGG iShares Barclays Aggregate Bond 0.0%
Value ($000) $332 Shares 3,070 Est. Cost $107.08 Unrealized
DODIX Dodge & Cox Income Fund 0.0%
Value ($000) $331 Shares 24,061 Est. Cost $13.76 Unrealized
POWERSHARES S&P 500 LOW VOLATILITY 0.0%
Value ($000) $327 Shares 9,575 Est. Cost $32.04 Unrealized
XPH SPDR S&P Pharmaceuticals ETF 0.0%
Value ($000) $324 Shares 3,464 Est. Cost $93.53 Unrealized
AOM iShares S&P Moderate Allocation 0.0%
Value ($000) $314 Shares 9,067 Est. Cost $33.33 Unrealized
GRUMA SAB DE CV 0.0%
Value ($000) $305 Shares 8,728 Est. Cost $31.82 Unrealized
CWB SPDR Barclays Capital Convertible Securities ETF 0.0%
Value ($000) $305 Shares 6,308 Est. Cost $47.69 Unrealized
MLCO Melco Crown Entertainment Ltd 0.0%
Value ($000) $302 Shares 8,493 Est. Cost $25.76 Unrealized
FXG First Trust Consumer Staples AlphaDEX Fund 0.0%
Value ($000) $298 Shares 8,090 Est. Cost $36.84 Unrealized
PowerShares S&P SmallCap Health Care Portfolio 0.0%
Value ($000) $296 Shares 5,475 Est. Cost $54.06 Unrealized
VWDRY VESTAS WIND SYSTEMS 0.0%
Value ($000) $286 Shares 20,445 Est. Cost $8.64 Unrealized
CHICAGO BRIDGE & IRON CO NV 0.0%
Value ($000) $282 Shares 3,531 Est. Cost $62.91 Unrealized
TIP ISHARES BARCLAYS TIPS 0.0%
Value ($000) $273 Shares 2,413 Est. Cost $116.52 Unrealized
FXO First Trust Financials AlphaDEX Fund 0.0%
Value ($000) $272 Shares 12,481 Est. Cost $21.79 Unrealized
PowerShares S&P SmallCap Consumer Staples Portfolio 0.0%
Value ($000) $259 Shares 5,132 Est. Cost $50.47 Unrealized
FXH First Trust Health Care AlphaDEX Fund 0.0%
Value ($000) $240 Shares 4,729 Est. Cost $50.75 Unrealized
EDN EMPRESA DISTRIB COMERCIALIZADORA NORTE 0.0%
Value ($000) $239 Shares 25,185 Est. Cost $5.08 Unrealized
SEKEY SEIKO EPSON CORP 0.0%
Value ($000) $211 Shares 15,246 Est. Cost $8.12 Unrealized
PowerShares S&P SmallCap Materials Portfolio 0.0%
Value ($000) $204 Shares 4,544 Est. Cost $44.89 Unrealized
TRINITY BIOTECH PLC 0.0%
Value ($000) $184 Shares 8,056 Est. Cost $24.96 Unrealized
FBNDX Fidelity Investment Grade Bond Fund 0.0%
Value ($000) $173 Shares 22,179 Est. Cost $7.80 Unrealized
PUK PRUDENTIAL PLC 0.0%
Value ($000) $168 Shares 3,728 Est. Cost $40.83 Unrealized
HIMX HIMAX TECHNOLOGIES INC. 0.0%
Value ($000) $168 Shares 19,562 Est. Cost $14.51 Unrealized
AEGON NV 0.0%
Value ($000) $166 Shares 18,692 Est. Cost $8.88 Unrealized
WPP WPP PLC 0.0%
Value ($000) $163 Shares 1,544 Est. Cost $105.52 Unrealized
ALCATEL-LUCENT S.A. 0.0%
Value ($000) $153 Shares 39,437 Est. Cost $3.88 Unrealized
CHINA MOBILE GAMES & ENTERTAINMENT LTD 0.0%
Value ($000) $152 Shares 8,283 Est. Cost $29.80 Unrealized
IBAFX AMERICAN FND INTERMED BOND OF AMERICA F2 0.0%
Value ($000) $150 Shares 11,145 Est. Cost $13.46 Unrealized
SNN SMITH & NEPHEW PLC 0.0%
Value ($000) $148 Shares 1,929 Est. Cost $76.72 Unrealized
BT GROUP PLC 0.0%
Value ($000) $147 Shares 2,348 Est. Cost $62.17 Unrealized
HENKY HENKEL AG & CO. 0.0%
Value ($000) $147 Shares 1,447 Est. Cost $101.12 Unrealized
POWERSHARES DWA TECHNICAL LEADERS 0.0%
Value ($000) $143 Shares 3,935 Est. Cost $35.42 Unrealized
ACE LIMITED 0.0%
Value ($000) $141 Shares 1,392 Est. Cost $92.91 Unrealized
ICLR ICON PLC. 0.0%
Value ($000) $138 Shares 3,238 Est. Cost $39.76 Unrealized +12.2%
SSREY SWISS RE LTD 0.0%
Value ($000) $137 Shares 1,614 Est. Cost $87.19 Unrealized
WUXI PHARMA TECH INC 0.0%
Value ($000) $137 Shares 3,859 Est. Cost $34.65 Unrealized
ALLIANZ SE 0.0%
Value ($000) $135 Shares 8,131 Est. Cost $16.60 Unrealized
FLAMEL TECHNOLOGIES SA 0.0%
Value ($000) $135 Shares 11,552 Est. Cost $11.69 Unrealized
ARM HOLDING PLC 0.0%
Value ($000) $132 Shares 2,771 Est. Cost $47.64 Unrealized
ENLAY ENEL SPA 0.0%
Value ($000) $130 Shares 23,661 Est. Cost $5.49 Unrealized
TTNDY TECHTRONIC INDUSTRIES LTD 0.0%
Value ($000) $126 Shares 8,260 Est. Cost $12.16 Unrealized
AER AERCAP HOLDINGS NV 0.0%
Value ($000) $124 Shares 3,074 Est. Cost $38.40 Unrealized 0.0%
FUJI HEAVY INDISTRIES LTD. 0.0%
Value ($000) $122 Shares 2,275 Est. Cost $56.02 Unrealized
COVIDIEN LTD. 0.0%
Value ($000) $119 Shares 1,722 Est. Cost $67.30 Unrealized
SWDBY SWEDBANK AB 0.0%
Value ($000) $115 Shares 4,456 Est. Cost $27.92 Unrealized
INGERSOLL RAND 0.0%
Value ($000) $106 Shares 1,814 Est. Cost $58.54 Unrealized
PERFECT WORLD CO LTD. 0.0%
Value ($000) $102 Shares 5,584 Est. Cost $18.50 Unrealized