Dorsey Wright & Associates Quant / Systematic

CIK: 0001376772 · Show all filings

Period: Q3 2014 (← Previous) (Next →)

Filing Date: Oct 31, 2014

Total Value ($000): $715,263 (100.0% shares, 0.0% debt)

Holdings (123)

VOE Vanguard Mid-Cap Value Index Fund 7.6%
Value ($000) $54,268 Shares 639,200 Est. Cost $86.94 Unrealized
VUG Vanguard Growth ETF VIPER 7.5%
Value ($000) $53,906 Shares 540,850 Est. Cost $99.67 Unrealized
XLV HEALTHCARE SELECT SPDR 6.3%
Value ($000) $44,845 Shares 701,686 Est. Cost $54.20 Unrealized
IEF iShares Barclays 7-10 Yr Treas Bd Fd 5.3%
Value ($000) $37,909 Shares 365,848 Est. Cost $102.21 Unrealized
BSV Vanguard Short-Term Bond ETF 5.0%
Value ($000) $35,701 Shares 445,884 Est. Cost $80.05 Unrealized
XLB Materials Select Sector SPDR 4.8%
Value ($000) $34,338 Shares 692,438 Est. Cost $49.78 Unrealized
XLK S&P Select Technology SPDR 4.7%
Value ($000) $33,923 Shares 850,055 Est. Cost $39.91 Unrealized
DTD WISDOM TREE TOTAL DIVIDEND 4.4%
Value ($000) $31,625 Shares 442,993 Est. Cost $71.53 Unrealized
FNX FIRST TRUST MID CAP CORE ALPHADEX 4.2%
Value ($000) $30,384 Shares 604,480 Est. Cost $43.40 Unrealized
FEX FIRST TRUST LARGE CAP ALPHADEX 4.1%
Value ($000) $29,434 Shares 676,480 Est. Cost $36.08 Unrealized
RWR SPDR DJ REIT 3.9%
Value ($000) $28,073 Shares 351,792 Est. Cost $79.80 Unrealized
VTV Vanguard Value ETF 3.1%
Value ($000) $22,464 Shares 276,650 Est. Cost $80.96 Unrealized
IYW iShares Dow Jones U.S. Technology Sec 2.4%
Value ($000) $17,260 Shares 171,300 Est. Cost $91.98 Unrealized
IYH iShares DJ US Healthcare Sector 2.4%
Value ($000) $17,210 Shares 128,100 Est. Cost $104.56 Unrealized
ICF iShares Cohen & Steers Realty Majors 2.4%
Value ($000) $17,020 Shares 201,500 Est. Cost $87.13 Unrealized
IYM iShares DJ US Basic Material 2.3%
Value ($000) $16,667 Shares 193,650 Est. Cost $87.51 Unrealized
JPMorgan Chase & Co. Alerian MLP Index 1.9%
Value ($000) $13,689 Shares 257,900 Est. Cost $45.09 Unrealized
EWP iShares MSCI Spain Capped ETF 1.7%
Value ($000) $12,361 Shares 317,771 Est. Cost $41.36 Unrealized
iShares MSCI Taiwan Index Fund 1.7%
Value ($000) $11,915 Shares 780,300 Est. Cost $15.27 Unrealized
EWC iShares MSCI Canada Index 1.6%
Value ($000) $11,696 Shares 381,000 Est. Cost $30.70 Unrealized
FXI iShares FTSE/Xinhua China 25 Index 1.6%
Value ($000) $11,386 Shares 297,450 Est. Cost $38.28 Unrealized
EZA iShares MSCI South Africa Index Fd 1.6%
Value ($000) $11,272 Shares 175,750 Est. Cost $64.14 Unrealized
IJJ ISHARES S&P MIDCAP VALUE 1.4%
Value ($000) $9,915 Shares 82,408 Est. Cost $124.40 Unrealized
IVW ISHARES S&P 500 GROWTH 1.3%
Value ($000) $9,650 Shares 90,338 Est. Cost $98.83 Unrealized
IVE ISHARES S&P 500 VALUE 1.3%
Value ($000) $9,530 Shares 105,811 Est. Cost $91.21 Unrealized
ACTAVIS INC 0.7%
Value ($000) $4,866 Shares 20,166 Est. Cost $193.02 Unrealized
STZ CONSTELLATION BRANDS'A' 0.6%
Value ($000) $4,486 Shares 51,474 Est. Cost $43.15 Unrealized +72.5%
HANESBRANDS INC 0.6%
Value ($000) $4,044 Shares 37,641 Est. Cost $57.33 Unrealized
DISCOVER FINANCIAL SERVICES 0.5%
Value ($000) $3,846 Shares 59,737 Est. Cost $47.64 Unrealized
BIIB BIOGEN IDEC INC 0.5%
Value ($000) $3,658 Shares 11,059 Est. Cost $237.31 Unrealized +38.9%
PBI PITNEY BOWES INC. 0.5%
Value ($000) $3,441 Shares 137,711 Est. Cost $21.86 Unrealized +22.3%
META FACEBOOK, INC. 0.5%
Value ($000) $3,260 Shares 41,248 Est. Cost $72.85 Unrealized 0.0%
ALUMINUM CO. OF AMERICA 0.5%
Value ($000) $3,232 Shares 200,876 Est. Cost $16.56 Unrealized
CIMAREX ENERGY 0.4%
Value ($000) $3,169 Shares 25,046 Est. Cost $119.70 Unrealized
WDC WESTERN DIGITAL 0.4%
Value ($000) $2,929 Shares 30,097 Est. Cost $44.99 Unrealized +38.7%
ALK ALASKA AIR GROUP 0.4%
Value ($000) $2,885 Shares 66,258 Est. Cost $34.75 Unrealized +21.6%
OKE ONEOK INC. 0.4%
Value ($000) $2,720 Shares 41,494 Est. Cost $29.71 Unrealized +12.4%
SALIX PHARMACEUTICALS, LTD. 0.3%
Value ($000) $2,256 Shares 14,441 Est. Cost $95.19 Unrealized
URI UNITED RENTALS INC. 0.3%
Value ($000) $1,957 Shares 17,619 Est. Cost $64.88 Unrealized +67.9%
PPG PPG INDUST. INC 0.3%
Value ($000) $1,906 Shares 9,686 Est. Cost $73.04 Unrealized +14.2%
NFLX NETFLIX INC. 0.3%
Value ($000) $1,885 Shares 4,179 Est. Cost $2.97 Unrealized +118.1%
MTX MINERALS TECHNOLOGIES INC 0.3%
Value ($000) $1,877 Shares 30,424 Est. Cost $53.79 Unrealized +10.7%
GILD GILEAD SCIENCES 0.2%
Value ($000) $1,761 Shares 16,541 Est. Cost $42.78 Unrealized +59.0%
NEU NEWMARKET CORP. 0.2%
Value ($000) $1,712 Shares 4,494 Est. Cost $289.16 Unrealized +11.0%
GD GENERAL DYNAMICS 0.2%
Value ($000) $1,703 Shares 13,401 Est. Cost $88.53 Unrealized +7.4%
HEALTH NET INC 0.2%
Value ($000) $1,641 Shares 35,584 Est. Cost $46.12 Unrealized
LUV SOUTHWEST AIRLINES 0.2%
Value ($000) $1,610 Shares 47,681 Est. Cost $26.90 Unrealized 0.0%
SHY ISHARES BARCLAYS 1-3 TREASURY 0.2%
Value ($000) $1,588 Shares 18,759 Est. Cost $84.60 Unrealized
DOW CHEMICAL CO 0.2%
Value ($000) $1,572 Shares 29,976 Est. Cost $48.49 Unrealized
HII HUNTINGTON INGALLS INDUSTRIES 0.2%
Value ($000) $1,516 Shares 14,550 Est. Cost $55.76 Unrealized +43.4%
CBRE CBRE GROUP INC 0.2%
Value ($000) $1,463 Shares 49,201 Est. Cost $31.43 Unrealized 0.0%
ALLIANT TECH 0.2%
Value ($000) $1,425 Shares 11,161 Est. Cost $117.00 Unrealized
COOPER COS. INC. 0.2%
Value ($000) $1,335 Shares 8,570 Est. Cost $155.78 Unrealized
TRN TRINITY INDS INC DEL 0.2%
Value ($000) $1,331 Shares 28,499 Est. Cost $20.13 Unrealized +17.2%
ITT CORP 0.2%
Value ($000) $1,311 Shares 29,183 Est. Cost $40.22 Unrealized
LEGG MASON 0.2%
Value ($000) $1,293 Shares 25,281 Est. Cost $50.97 Unrealized
SUPERVALU INC 0.2%
Value ($000) $1,287 Shares 143,994 Est. Cost $8.94 Unrealized
Mallinckrodt PLC 0.2%
Value ($000) $1,274 Shares 14,129 Est. Cost $74.38 Unrealized
MCO MOODY'S CORP. 0.2%
Value ($000) $1,270 Shares 13,438 Est. Cost $81.56 Unrealized 0.0%
RF MICRO DEVICES INC. 0.2%
Value ($000) $1,262 Shares 109,371 Est. Cost $10.89 Unrealized
COP CONOCOPHILLIPS 0.2%
Value ($000) $1,231 Shares 16,084 Est. Cost $56.68 Unrealized 0.0%
HP HELMERICH & PAYNE INC. 0.2%
Value ($000) $1,195 Shares 12,213 Est. Cost $85.39 Unrealized +24.4%
SUNEDISON INC. 0.2%
Value ($000) $1,164 Shares 61,676 Est. Cost $20.05 Unrealized
TLT iShares Barclays 20+ Yr Treas Bd 0.2%
Value ($000) $1,155 Shares 9,736 Est. Cost $109.04 Unrealized
TORCHMARK CORP 0.1%
Value ($000) $1,051 Shares 20,065 Est. Cost $61.33 Unrealized
IWS iShares Russell Mid-Cap Value ETF 0.1%
Value ($000) $1,007 Shares 14,749 Est. Cost $72.48 Unrealized
SEE SEALED AIR CORP 0.1%
Value ($000) $1,002 Shares 28,734 Est. Cost $26.14 Unrealized +9.8%
NABORS INDUSTRIES INC 0.1%
Value ($000) $994 Shares 43,664 Est. Cost $28.43 Unrealized
IWF iShares Russell 1000 Growth ETF 0.1%
Value ($000) $993 Shares 11,108 Est. Cost $89.40 Unrealized
OMNICARE, INC 0.1%
Value ($000) $969 Shares 15,566 Est. Cost $55.51 Unrealized
LQD iShares GS $ InvestTop Corp Bond 0.1%
Value ($000) $891 Shares 7,507 Est. Cost $114.75 Unrealized
KEURIG GREEN MOUNTAIN INC 0.1%
Value ($000) $881 Shares 6,773 Est. Cost $120.74 Unrealized
LMT LOCKHEED MARTIN CORP 0.1%
Value ($000) $559 Shares 3,056 Est. Cost $97.56 Unrealized +28.0%
HAL HALLIBURTON CO 0.1%
Value ($000) $553 Shares 8,568 Est. Cost $41.29 Unrealized +33.7%
EWL iShares MSCI Switzerland Capped ETF 0.1%
Value ($000) $503 Shares 16,151 Est. Cost $29.81 Unrealized
DEVRY INC 0.1%
Value ($000) $492 Shares 11,491 Est. Cost $45.96 Unrealized
CVS CVS CORP. 0.1%
Value ($000) $476 Shares 5,977 Est. Cost $54.89 Unrealized +4.7%
RPM RPM INTERNATIONAL INC. 0.1%
Value ($000) $466 Shares 10,179 Est. Cost $38.96 Unrealized +17.8%
DR PEPPER SNAPPLE GROUP 0.1%
Value ($000) $465 Shares 7,223 Est. Cost $64.38 Unrealized
WMB WILLIAMS COS INC 0.1%
Value ($000) $464 Shares 7,934 Est. Cost $30.23 Unrealized 0.0%
SAIC SCIENCE APPLICATIONS INTL CORP. 0.1%
Value ($000) $458 Shares 10,360 Est. Cost $44.01 Unrealized 0.0%
PTEN PATTERSON-UTI ENERGY INC 0.1%
Value ($000) $454 Shares 13,954 Est. Cost $32.83 Unrealized +3.4%
SWKS SKYWORKS SOLUTIONS INC 0.1%
Value ($000) $450 Shares 7,750 Est. Cost $34.75 Unrealized +23.1%
AETNA INC 0.1%
Value ($000) $429 Shares 5,298 Est. Cost $80.97 Unrealized
APH AMPHENOL CORP. 0.1%
Value ($000) $416 Shares 4,002 Est. Cost $11.26 Unrealized 0.0%
AAPL APPLE COMPUTER INC 0.1%
Value ($000) $414 Shares 4,110 Est. Cost $21.63 Unrealized 0.0%
BRK/A Berkshire Hathaway Cl-A 0.1%
Value ($000) $414 Shares 2 Est. Cost $165023.42 Unrealized +21.1%
CIGNA CORP 0.1%
Value ($000) $411 Shares 4,533 Est. Cost $90.67 Unrealized
INTERSIL CORP 0.1%
Value ($000) $410 Shares 28,826 Est. Cost $13.68 Unrealized
XRT SPDR S&P Retail ETF 0.1%
Value ($000) $391 Shares 4,639 Est. Cost $84.74 Unrealized
PowerShares Dynamic Leisure and Entertainment Portfolio 0.1%
Value ($000) $386 Shares 12,000 Est. Cost $34.16 Unrealized
BF/B BROWN-FORMAN CORP. 0.1%
Value ($000) $384 Shares 4,255 Est. Cost $26.88 Unrealized +12.2%
BITAUTO HOLDINGS LTD. 0.1%
Value ($000) $380 Shares 4,870 Est. Cost $29.06 Unrealized
EWD iShares MSCI Sweden ETF 0.1%
Value ($000) $365 Shares 11,635 Est. Cost $36.22 Unrealized
VIPS VIPSHOP HOLDINGS LTD. 0.1%
Value ($000) $362 Shares 1,917 Est. Cost $119.19 Unrealized
EOG EOG RESOURCES 0.0%
Value ($000) $356 Shares 3,593 Est. Cost $64.04 Unrealized +23.9%
KR KROGER CO. 0.0%
Value ($000) $355 Shares 6,821 Est. Cost $20.34 Unrealized 0.0%
GRUMA SAB DE CV 0.0%
Value ($000) $353 Shares 8,239 Est. Cost $32.00 Unrealized
POWERSHARES S&P 500 LOW VOLATILITY 0.0%
Value ($000) $350 Shares 9,995 Est. Cost $32.17 Unrealized
EWG iShares MSCI Germany ETF 0.0%
Value ($000) $348 Shares 13,267 Est. Cost $26.12 Unrealized
SEKEY SEIKO EPSON CORP 0.0%
Value ($000) $347 Shares 14,397 Est. Cost $12.82 Unrealized
KEX KIRBY CORP. 0.0%
Value ($000) $341 Shares 2,894 Est. Cost $119.07 Unrealized 0.0%
FDN First Trust Dow Jones Internet Index Fund 0.0%
Value ($000) $336 Shares 5,752 Est. Cost $58.95 Unrealized
EWN iShares MSCI Netherlands ETF 0.0%
Value ($000) $334 Shares 14,361 Est. Cost $175.05 Unrealized
XPH SPDR S&P Pharmaceuticals ETF 0.0%
Value ($000) $326 Shares 3,125 Est. Cost $96.03 Unrealized
HEWLETT-PACKARD CO 0.0%
Value ($000) $325 Shares 9,157 Est. Cost $35.49 Unrealized
FXG First Trust Cnsmr Staples AlphaDEX ETF 0.0%
Value ($000) $305 Shares 7,859 Est. Cost $36.84 Unrealized
PowerShares S&P SmallCap Health Care Portfolio 0.0%
Value ($000) $298 Shares 5,398 Est. Cost $54.51 Unrealized
EDN EMPRESA DISTRIB COMERCIALIZADORA NORTE 0.0%
Value ($000) $264 Shares 23,766 Est. Cost $5.20 Unrealized
FXO First Trust Financials AlphaDEX ETF 0.0%
Value ($000) $263 Shares 12,302 Est. Cost $21.79 Unrealized
FXH First Trust Health Care AlphaDEX ETF 0.0%
Value ($000) $251 Shares 4,561 Est. Cost $50.75 Unrealized
VWDRY VESTAS WIND SYSTEMS 0.0%
Value ($000) $250 Shares 19,308 Est. Cost $8.73 Unrealized
TIP ISHARES BARCLAYS TIPS 0.0%
Value ($000) $247 Shares 2,203 Est. Cost $116.52 Unrealized
XSD SPDR S&P Semiconductor ETF 0.0%
Value ($000) $223 Shares 3,398 Est. Cost $65.63 Unrealized
BBVA BANCO FRANCES SA 0.0%
Value ($000) $205 Shares 15,847 Est. Cost $12.94 Unrealized
TELKOM SOUTH AFRICA LTD 0.0%
Value ($000) $200 Shares 10,333 Est. Cost $18.76 Unrealized
PAM PAMPA ENERGIA SA 0.0%
Value ($000) $190 Shares 17,718 Est. Cost $9.77 Unrealized
PowerShares S&P SmallCap Materials Portfolio 0.0%
Value ($000) $180 Shares 4,470 Est. Cost $45.26 Unrealized
NOK NOKIA CORP. 0.0%
Value ($000) $178 Shares 21,012 Est. Cost $8.47 Unrealized
CX CEMEX SA ADR 0.0%
Value ($000) $164 Shares 12,607 Est. Cost $12.98 Unrealized
FLAMEL TECHNOLOGIES SA 0.0%
Value ($000) $156 Shares 10,904 Est. Cost $11.71 Unrealized
IRSA INVERSIONES Y REPRESENTACIONES SA 0.0%
Value ($000) $154 Shares 11,225 Est. Cost $13.72 Unrealized
ENLAY ENEL SPA 0.0%
Value ($000) $117 Shares 22,368 Est. Cost $5.50 Unrealized