Dorsey Wright & Associates Quant / Systematic

CIK: 0001376772 · Show all filings

Period: Q2 2014 (← Previous) (Next →)

Filing Date: Jul 29, 2014

Total Value ($000): $851,859 (100.0% shares, 0.0% debt)

Holdings (149)

XLV SPDR Health Care Sector 9.8%
Value ($000) $83,172 Shares 1,394,409 Est. Cost $54.20 Unrealized
XLI Industrial Sector SPDR 8.1%
Value ($000) $68,654 Shares 1,290,951 Est. Cost $52.13 Unrealized
VOE Vanguard Mid-Cap Value Index Fund 6.8%
Value ($000) $57,523 Shares 661,650 Est. Cost $86.94 Unrealized
IEF iShares Barclays 7-10 Yr Treas Bd Fd 4.7%
Value ($000) $39,644 Shares 382,678 Est. Cost $102.21 Unrealized
XLY CONSUMER DISCRETIONARY SPDR 4.6%
Value ($000) $39,390 Shares 612,208 Est. Cost $57.75 Unrealized
BSV Vanguard Short-Term Bond ETF 4.4%
Value ($000) $37,437 Shares 465,984 Est. Cost $80.05 Unrealized
XLB SPDR Materials Select Sector 4.0%
Value ($000) $34,059 Shares 684,160 Est. Cost $49.78 Unrealized
VBR Vanguard Small-Cap Value ETF 4.0%
Value ($000) $33,866 Shares 321,000 Est. Cost $91.43 Unrealized
FNX FIRST TRUST MID CAP CORE ALPHADEX 3.7%
Value ($000) $31,838 Shares 600,206 Est. Cost $43.40 Unrealized
EZU iShares MSCI EMU Index 3.6%
Value ($000) $30,981 Shares 738,878 Est. Cost $40.28 Unrealized
FEX FIRST TRUST LARGE CAP ALPHADEX 3.5%
Value ($000) $29,772 Shares 671,703 Est. Cost $36.08 Unrealized
IEV iShares S&P Europe 350 2.6%
Value ($000) $22,476 Shares 462,750 Est. Cost $48.57 Unrealized
VTV Vanguard Value ETF 2.6%
Value ($000) $21,857 Shares 270,000 Est. Cost $80.95 Unrealized
IYW iShares Dow Jones U.S. Technology Sec 2.0%
Value ($000) $17,264 Shares 178,200 Est. Cost $91.98 Unrealized
IYH iShares DJ US Healthcare Sector 2.0%
Value ($000) $17,007 Shares 132,650 Est. Cost $104.56 Unrealized
IYM iShares DJ US Basic Material 2.0%
Value ($000) $16,894 Shares 193,050 Est. Cost $87.51 Unrealized
ICF iShares Cohen & Steers Realty Majors 1.9%
Value ($000) $16,293 Shares 186,534 Est. Cost $87.35 Unrealized
J.P. Morgan Chase & Co. Alerian MLP Index 1.8%
Value ($000) $15,256 Shares 291,250 Est. Cost $45.09 Unrealized
EWP iShares MSCI Spain Index 1.7%
Value ($000) $14,790 Shares 345,405 Est. Cost $41.36 Unrealized
EWN iShares MSCI Netherlands Index 1.7%
Value ($000) $14,247 Shares 556,568 Est. Cost $175.05 Unrealized
EWG iShares MSCI Germany ETF 1.7%
Value ($000) $14,210 Shares 454,305 Est. Cost $26.12 Unrealized
EWL iShares MSCI Switzerland Capped Index Fund 1.6%
Value ($000) $13,990 Shares 407,668 Est. Cost $29.81 Unrealized
EWK iShares MSCI Belgium Index Fund 1.6%
Value ($000) $13,650 Shares 793,849 Est. Cost $14.50 Unrealized
IJJ ISHARES S&P MIDCAP VALUE 1.2%
Value ($000) $10,272 Shares 82,573 Est. Cost $124.40 Unrealized
IVE ISHARES S&P 500 VALUE 1.1%
Value ($000) $9,667 Shares 105,983 Est. Cost $91.21 Unrealized
IVW ISHARES S&P 500 GROWTH 1.1%
Value ($000) $9,572 Shares 90,074 Est. Cost $98.83 Unrealized
DTD WISDOM TREE TOTAL DIVIDEND 1.1%
Value ($000) $9,405 Shares 130,856 Est. Cost $71.87 Unrealized
ACTAVIS INC 1.0%
Value ($000) $8,528 Shares 41,066 Est. Cost $193.02 Unrealized
STZ CONSTELLATION BRANDS'A' 0.5%
Value ($000) $4,497 Shares 51,947 Est. Cost $43.15 Unrealized +63.7%
DISCOVER FINANCIAL SERVICES 0.4%
Value ($000) $3,791 Shares 60,553 Est. Cost $47.64 Unrealized
GNW GENWORTH FINANCIAL 0.4%
Value ($000) $3,765 Shares 230,295 Est. Cost $10.41 Unrealized +67.9%
PBI PITNEY BOWES INC. 0.4%
Value ($000) $3,757 Shares 139,310 Est. Cost $21.86 Unrealized +21.8%
BIIB BIOGEN IDEC INC 0.4%
Value ($000) $3,754 Shares 11,190 Est. Cost $237.31 Unrealized +26.8%
CIMAREX ENERGY 0.4%
Value ($000) $3,413 Shares 23,064 Est. Cost $119.11 Unrealized
ALUMINUM CO. OF AMERICA 0.4%
Value ($000) $3,371 Shares 203,586 Est. Cost $16.56 Unrealized
HANESBRANDS INC 0.4%
Value ($000) $3,370 Shares 33,672 Est. Cost $51.43 Unrealized
DELPHI AUTOMOTIVE 0.4%
Value ($000) $3,270 Shares 48,357 Est. Cost $62.98 Unrealized
ALK ALASKA AIR GROUP 0.4%
Value ($000) $3,080 Shares 67,296 Est. Cost $34.75 Unrealized +24.5%
WDC WESTERN DIGITAL 0.4%
Value ($000) $3,030 Shares 30,493 Est. Cost $44.99 Unrealized +23.2%
OKE ONEOK INC. 0.3%
Value ($000) $2,881 Shares 43,111 Est. Cost $29.71 Unrealized +5.2%
HP HELMERICH & PAYNE INC. 0.3%
Value ($000) $2,853 Shares 24,430 Est. Cost $85.39 Unrealized +28.3%
SUNEDISON INC. 0.3%
Value ($000) $2,560 Shares 125,792 Est. Cost $20.05 Unrealized
EQT EQUITABLE RESOURCES 0.3%
Value ($000) $2,281 Shares 22,776 Est. Cost $47.45 Unrealized +10.9%
PPG PPG INDUST. INC 0.2%
Value ($000) $2,054 Shares 9,836 Est. Cost $73.04 Unrealized +10.8%
URI UNITED RENTALS INC. 0.2%
Value ($000) $2,001 Shares 17,754 Est. Cost $64.88 Unrealized +45.9%
SEE SEALED AIR CORP 0.2%
Value ($000) $1,936 Shares 59,615 Est. Cost $26.14 Unrealized +4.5%
SALIX PHARMACEUTICALS, LTD. 0.2%
Value ($000) $1,927 Shares 14,575 Est. Cost $95.19 Unrealized
MTX MINERALS TECHNOLOGIES INC 0.2%
Value ($000) $1,893 Shares 31,033 Est. Cost $53.79 Unrealized +10.9%
SVB FINANCIAL 0.2%
Value ($000) $1,874 Shares 17,321 Est. Cost $102.73 Unrealized
NFLX NETFLIX INC. 0.2%
Value ($000) $1,795 Shares 4,255 Est. Cost $2.97 Unrealized +82.0%
NEU NEWMARKET CORP. 0.2%
Value ($000) $1,765 Shares 4,501 Est. Cost $289.16 Unrealized +7.5%
GD GENERAL DYNAMICS 0.2%
Value ($000) $1,638 Shares 13,520 Est. Cost $88.53 Unrealized 0.0%
DOW CHEMICAL CO 0.2%
Value ($000) $1,624 Shares 30,237 Est. Cost $48.49 Unrealized
UNIT CORPORATION 0.2%
Value ($000) $1,602 Shares 23,648 Est. Cost $67.74 Unrealized
GILD GILEAD SCIENCES 0.2%
Value ($000) $1,508 Shares 16,789 Est. Cost $42.78 Unrealized +26.4%
ALLIANT TECH 0.2%
Value ($000) $1,477 Shares 11,394 Est. Cost $117.00 Unrealized
ITT CORP 0.2%
Value ($000) $1,418 Shares 29,449 Est. Cost $40.22 Unrealized
HII HUNTINGTON INGALLS INDUSTRIES 0.2%
Value ($000) $1,364 Shares 14,602 Est. Cost $55.76 Unrealized +45.1%
BSX BOSTON SCIENTIFIC 0.2%
Value ($000) $1,314 Shares 100,233 Est. Cost $10.94 Unrealized +18.9%
TRN TRINITY INDS INC DEL 0.2%
Value ($000) $1,303 Shares 28,738 Est. Cost $20.13 Unrealized 0.0%
LEGG MASON 0.2%
Value ($000) $1,300 Shares 25,507 Est. Cost $50.97 Unrealized
Nabors Industries Ltd 0.1%
Value ($000) $1,252 Shares 44,038 Est. Cost $28.43 Unrealized
RF MICRO DEVICES INC. 0.1%
Value ($000) $1,213 Shares 111,378 Est. Cost $10.89 Unrealized
IWD iShares Russell 1000 Value ETF 0.1%
Value ($000) $1,207 Shares 11,920 Est. Cost $101.26 Unrealized
NRG NRG ENERGY 0.1%
Value ($000) $1,156 Shares 36,863 Est. Cost $26.64 Unrealized 0.0%
TLT iShares 20+ Year Treasury Bond ETF 0.1%
Value ($000) $1,141 Shares 9,982 Est. Cost $109.04 Unrealized
TORCHMARK CORP 0.1%
Value ($000) $1,078 Shares 20,147 Est. Cost $61.33 Unrealized
Mallinckrodt PLC 0.1%
Value ($000) $1,060 Shares 14,252 Est. Cost $74.38 Unrealized
PKG PACKAGING CORP. OF AMERICA 0.1%
Value ($000) $1,052 Shares 15,517 Est. Cost $35.02 Unrealized +39.0%
IWS iShares Russell Mid-Cap Value ETF 0.1%
Value ($000) $1,042 Shares 14,354 Est. Cost $72.59 Unrealized
VIPS VIPSHOP HOLDINGS LTD. 0.1%
Value ($000) $1,021 Shares 6,137 Est. Cost $119.19 Unrealized
OMNICARE, INC 0.1%
Value ($000) $995 Shares 15,717 Est. Cost $55.51 Unrealized
FLS FLOWSERVE CORP. 0.1%
Value ($000) $980 Shares 12,586 Est. Cost $43.06 Unrealized +41.2%
MDU MDU Resources Group, Inc. 0.1%
Value ($000) $916 Shares 27,777 Est. Cost $8.65 Unrealized +5.8%
LQD iShares GS $ InvestTop Corp Bond 0.1%
Value ($000) $892 Shares 7,466 Est. Cost $114.75 Unrealized
KEURIG GREEN MOUNTAIN INC 0.1%
Value ($000) $821 Shares 6,800 Est. Cost $120.74 Unrealized
XRT SPDR S&P Retail ETF 0.1%
Value ($000) $810 Shares 9,483 Est. Cost $84.74 Unrealized
CWB SPDR Barclays Capital Convertible Securities ETF 0.1%
Value ($000) $806 Shares 16,239 Est. Cost $48.88 Unrealized
VLO VALERO ENERGY 0.1%
Value ($000) $772 Shares 15,699 Est. Cost $35.48 Unrealized 0.0%
XPH SPDR S&P Pharmaceuticals ETF 0.1%
Value ($000) $683 Shares 6,933 Est. Cost $96.03 Unrealized
HAL HALLIBURTON CO 0.1%
Value ($000) $635 Shares 8,653 Est. Cost $41.29 Unrealized +24.7%
PowerShares S&P SmallCap Health Care Portfolio 0.1%
Value ($000) $602 Shares 10,953 Est. Cost $54.51 Unrealized
BITAUTO HOLDINGS LTD. 0.1%
Value ($000) $572 Shares 10,083 Est. Cost $29.06 Unrealized
EMB iShares JP Morgan Emerging Market Bond 0.1%
Value ($000) $546 Shares 4,729 Est. Cost $110.28 Unrealized
SEKEY SEIKO EPSON CORP 0.1%
Value ($000) $536 Shares 30,707 Est. Cost $12.82 Unrealized
PTEN PATTERSON-UTI ENERGY INC 0.1%
Value ($000) $531 Shares 14,081 Est. Cost $32.83 Unrealized 0.0%
LMT LOCKHEED MARTIN CORP 0.1%
Value ($000) $525 Shares 3,089 Est. Cost $97.56 Unrealized +21.3%
NEE NextEra Energy Inc 0.1%
Value ($000) $509 Shares 5,169 Est. Cost $17.92 Unrealized 0.0%
CVS CVS CORP. 0.1%
Value ($000) $478 Shares 6,036 Est. Cost $54.89 Unrealized 0.0%
DEVRY INC 0.1%
Value ($000) $476 Shares 11,815 Est. Cost $45.96 Unrealized
CARBO CERAMICS INC 0.1%
Value ($000) $467 Shares 3,237 Est. Cost $107.32 Unrealized
RPM RPM INTERNATIONAL INC. 0.1%
Value ($000) $457 Shares 10,284 Est. Cost $38.96 Unrealized +11.1%
V VISA INC. 0.1%
Value ($000) $452 Shares 2,273 Est. Cost $40.20 Unrealized +19.8%
AME AMETEK, INC. 0.1%
Value ($000) $450 Shares 8,739 Est. Cost $38.69 Unrealized +25.5%
HYG iShares iBoxx $ High Yield Corporate Bond ETF 0.1%
Value ($000) $440 Shares 4,641 Est. Cost $93.73 Unrealized
EOG EOG RESOURCES 0.0%
Value ($000) $417 Shares 3,629 Est. Cost $64.04 Unrealized +19.7%
PowerShares S&P SmallCap Materials Portfolio 0.0%
Value ($000) $415 Shares 9,095 Est. Cost $45.26 Unrealized
PowerShares Dynamic Leisure & Entertainment Portfolio 0.0%
Value ($000) $408 Shares 11,993 Est. Cost $34.16 Unrealized
BKH BLACK HILLS 0.0%
Value ($000) $401 Shares 7,275 Est. Cost $38.31 Unrealized 0.0%
INTERSIL CORP 0.0%
Value ($000) $399 Shares 29,171 Est. Cost $13.68 Unrealized
GRUMA SAB DE CV 0.0%
Value ($000) $397 Shares 8,851 Est. Cost $32.00 Unrealized
FDN First Trust Dow Jones Internet Index Fund 0.0%
Value ($000) $383 Shares 6,443 Est. Cost $58.95 Unrealized
BRK/A Berkshire Hathaway Cl-A 0.0%
Value ($000) $382 Shares 2 Est. Cost $165023.42 Unrealized +15.0%
BF/B BROWN-FORMAN CORP. 0.0%
Value ($000) $381 Shares 4,169 Est. Cost $26.81 Unrealized +11.7%
EWD iShares MSCI Sweden ETF 0.0%
Value ($000) $381 Shares 10,793 Est. Cost $36.60 Unrealized
BA BOEING CO 0.0%
Value ($000) $355 Shares 2,885 Est. Cost $95.17 Unrealized +18.3%
SWKS SKYWORKS SOLUTIONS INC 0.0%
Value ($000) $353 Shares 6,853 Est. Cost $33.70 Unrealized 0.0%
POWERSHARES S&P 500 LOW VOLATILITY 0.0%
Value ($000) $351 Shares 9,995 Est. Cost $32.17 Unrealized
EDN EMPRESA DISTRIB COMERCIALIZADORA NORTE 0.0%
Value ($000) $350 Shares 25,535 Est. Cost $5.20 Unrealized
Viacom Cl B 0.0%
Value ($000) $349 Shares 4,194 Est. Cost $83.47 Unrealized
PUK PRUDENTIAL PLC 0.0%
Value ($000) $347 Shares 7,508 Est. Cost $43.54 Unrealized
MONSTER BEVERAGE CORP 0.0%
Value ($000) $345 Shares 5,147 Est. Cost $65.67 Unrealized
WPP WPP PLC 0.0%
Value ($000) $324 Shares 3,088 Est. Cost $105.22 Unrealized
SNN SMITH & NEPHEW PLC 0.0%
Value ($000) $324 Shares 3,885 Est. Cost $80.08 Unrealized
FXG First Trust Consumer Staples AlphaDEX Fund 0.0%
Value ($000) $323 Shares 8,135 Est. Cost $36.84 Unrealized
SHY ISHARES BARCLAYS 1-3 TREASURY 0.0%
Value ($000) $323 Shares 3,819 Est. Cost $84.42 Unrealized
VWDRY VESTAS WIND SYSTEMS 0.0%
Value ($000) $323 Shares 20,734 Est. Cost $8.73 Unrealized
ICLR ICON PLC. 0.0%
Value ($000) $294 Shares 6,522 Est. Cost $41.48 Unrealized +4.1%
ACE LIMITED 0.0%
Value ($000) $287 Shares 2,804 Est. Cost $97.67 Unrealized
FXO First Trust Financials AlphaDEX Fund 0.0%
Value ($000) $278 Shares 12,535 Est. Cost $21.79 Unrealized
AER AERCAP HOLDINGS NV 0.0%
Value ($000) $263 Shares 6,192 Est. Cost $40.98 Unrealized +6.2%
PowerShares S&P SmallCap Consumer Staples Portfolio 0.0%
Value ($000) $259 Shares 5,134 Est. Cost $50.47 Unrealized
TTNDY TECHTRONIC INDUSTRIES LTD 0.0%
Value ($000) $256 Shares 16,636 Est. Cost $13.79 Unrealized
TIP ISHARES BARCLAYS TIPS 0.0%
Value ($000) $255 Shares 2,203 Est. Cost $116.52 Unrealized
FXH First Trust Health Care AlphaDEX Fund 0.0%
Value ($000) $252 Shares 4,729 Est. Cost $50.75 Unrealized
INGERSOLL RAND 0.0%
Value ($000) $222 Shares 3,653 Est. Cost $59.67 Unrealized
TELKOM SOUTH AFRICA LTD 0.0%
Value ($000) $208 Shares 11,087 Est. Cost $18.76 Unrealized
SSMXY SYSMEX CORP 0.0%
Value ($000) $191 Shares 10,011 Est. Cost $19.08 Unrealized
POWERSHARES DWA TECHNICAL LEADERS 0.0%
Value ($000) $188 Shares 4,789 Est. Cost $36.11 Unrealized
PAM PAMPA ENERGIA SA 0.0%
Value ($000) $186 Shares 19,039 Est. Cost $9.77 Unrealized
YPF YPF S.A. 0.0%
Value ($000) $182 Shares 5,073 Est. Cost $35.88 Unrealized
NVZMY NOVOZYMES A/S 0.0%
Value ($000) $182 Shares 3,605 Est. Cost $50.49 Unrealized
TATA MOTORS LTD. 0.0%
Value ($000) $178 Shares 4,399 Est. Cost $40.46 Unrealized
CX CEMEX SA ADR 0.0%
Value ($000) $176 Shares 13,555 Est. Cost $12.98 Unrealized
VOD VODAPHONE 0.0%
Value ($000) $163 Shares 4,771 Est. Cost $34.16 Unrealized
OM2 ORTHOFIX INTL NV 0.0%
Value ($000) $163 Shares 4,861 Est. Cost $33.53 Unrealized
FLAMEL TECHNOLOGIES SA 0.0%
Value ($000) $160 Shares 11,713 Est. Cost $11.71 Unrealized
Statoil ASA 0.0%
Value ($000) $160 Shares 5,418 Est. Cost $29.53 Unrealized
AEGON NV 0.0%
Value ($000) $159 Shares 18,952 Est. Cost $8.39 Unrealized
BT GROUP PLC 0.0%
Value ($000) $156 Shares 2,382 Est. Cost $62.22 Unrealized
SCMWY SWISSCOM AG 0.0%
Value ($000) $152 Shares 2,687 Est. Cost $56.57 Unrealized
ALCATEL-LUCENT S.A. 0.0%
Value ($000) $151 Shares 40,007 Est. Cost $3.88 Unrealized
GDF SUEZ SA 0.0%
Value ($000) $150 Shares 5,636 Est. Cost $26.61 Unrealized
HENKY HENKEL AG & CO. 0.0%
Value ($000) $145 Shares 1,467 Est. Cost $101.09 Unrealized
SSREY SWISS RE LTD 0.0%
Value ($000) $143 Shares 1,637 Est. Cost $87.19 Unrealized
ENLAY ENEL SPA 0.0%
Value ($000) $137 Shares 23,998 Est. Cost $5.50 Unrealized
FUJI HEAVY INDISTRIES LTD. 0.0%
Value ($000) $134 Shares 2,308 Est. Cost $56.05 Unrealized
WUXI PHARMA TECH INC 0.0%
Value ($000) $126 Shares 3,914 Est. Cost $34.62 Unrealized
COVIDIEN LTD. 0.0%
Value ($000) $119 Shares 1,722 Est. Cost $67.30 Unrealized