Dorsey Wright & Associates Quant / Systematic

CIK: 0001376772 · Show all filings

Period: Q4 2014 (← Previous) (Next →)

Filing Date: Jan 9, 2015

Total Value ($000): $218,042 (100.0% shares, 0.0% debt)

Holdings (112)

XLV HEALTHCARE SELECT SPDR 6.4%
Value ($000) $14,025 Shares 205,108 Est. Cost $54.20 Unrealized —
ICF ISHARES COHEN & STEERS REAL ESTATE 4.7%
Value ($000) $10,265 Shares 106,004 Est. Cost $87.13 Unrealized —
XLF FINANCIAL SECTOR SPDR 4.7%
Value ($000) $10,244 Shares 414,224 Est. Cost $24.73 Unrealized —
XLK S&P Select Technology SPDR 4.7%
Value ($000) $10,233 Shares 247,467 Est. Cost $39.91 Unrealized —
IVW ISHARES S&P 500 GROWTH 4.5%
Value ($000) $9,868 Shares 88,427 Est. Cost $98.83 Unrealized —
— PowerShares High Yield Dividend 4.5%
Value ($000) $9,735 Shares 721,104 Est. Cost $13.50 Unrealized —
IVE ISHARES S&P 500 VALUE 4.5%
Value ($000) $9,707 Shares 103,522 Est. Cost $91.21 Unrealized —
DTD WISDOM TREE TOTAL DIVIDEND 4.4%
Value ($000) $9,592 Shares 128,319 Est. Cost $71.53 Unrealized —
RWR SPDR DJ REIT 4.3%
Value ($000) $9,289 Shares 102,184 Est. Cost $79.80 Unrealized —
FEX FIRST TRUST LARGE CAP ALPHADEX 4.1%
Value ($000) $8,972 Shares 196,618 Est. Cost $36.08 Unrealized —
— ACTAVIS INC 2.4%
Value ($000) $5,243 Shares 20,370 Est. Cost $193.66 Unrealized —
STZ CONSTELLATION BRANDS'A' 2.3%
Value ($000) $5,029 Shares 51,226 Est. Cost $43.15 Unrealized +81.7%
— HANESBRANDS INC 1.9%
Value ($000) $4,195 Shares 37,586 Est. Cost $57.33 Unrealized —
ALK ALASKA AIR GROUP 1.8%
Value ($000) $3,957 Shares 66,211 Est. Cost $34.75 Unrealized +38.5%
— DISCOVER FINANCIAL SERVICES 1.8%
Value ($000) $3,923 Shares 59,896 Est. Cost $47.64 Unrealized —
BIIB BIOGEN IDEC INC 1.7%
Value ($000) $3,751 Shares 11,049 Est. Cost $237.31 Unrealized +36.3%
— RF MICRO DEVICES INC. 1.6%
Value ($000) $3,506 Shares 211,360 Est. Cost $13.64 Unrealized —
META FACEBOOK, INC. 1.5%
Value ($000) $3,223 Shares 41,314 Est. Cost $72.85 Unrealized +4.2%
— ALUMINUM CO. OF AMERICA 1.5%
Value ($000) $3,192 Shares 202,123 Est. Cost $16.56 Unrealized —
GILD GILEAD SCIENCES 1.2%
Value ($000) $2,544 Shares 26,986 Est. Cost $54.03 Unrealized +33.0%
JLL JONES LANG LA SALLE INC 1.0%
Value ($000) $2,257 Shares 15,056 Est. Cost $134.31 Unrealized 0.0%
SWKS SKYWORKS SOLUTIONS INC 1.0%
Value ($000) $2,192 Shares 30,145 Est. Cost $45.97 Unrealized +8.4%
MTX MINERALS TECHNOLOGIES INC 1.0%
Value ($000) $2,114 Shares 30,445 Est. Cost $53.79 Unrealized +23.6%
— MONSTER BEVERAGE CORP 0.9%
Value ($000) $2,057 Shares 18,985 Est. Cost $108.35 Unrealized —
LUV SOUTHWEST AIRLINES 0.9%
Value ($000) $2,026 Shares 47,873 Est. Cost $26.90 Unrealized +22.4%
UGI UGI CORP HLDG CO. 0.9%
Value ($000) $1,956 Shares 51,505 Est. Cost $36.88 Unrealized 0.0%
SRE SEMPRA ENERGY 0.9%
Value ($000) $1,937 Shares 17,396 Est. Cost $38.47 Unrealized 0.0%
— HEALTH NET INC 0.9%
Value ($000) $1,900 Shares 35,494 Est. Cost $46.12 Unrealized —
GD GENERAL DYNAMICS 0.8%
Value ($000) $1,838 Shares 13,357 Est. Cost $88.53 Unrealized +20.9%
URI UNITED RENTALS INC. 0.8%
Value ($000) $1,790 Shares 17,546 Est. Cost $64.88 Unrealized +60.0%
AAPL APPLE COMPUTER INC 0.8%
Value ($000) $1,709 Shares 15,487 Est. Cost $23.43 Unrealized +2.8%
MAR MARRIOTT INTL INC CL A 0.8%
Value ($000) $1,684 Shares 21,584 Est. Cost $66.18 Unrealized 0.0%
HII HUNTINGTON INGALLS INDUSTRIES 0.8%
Value ($000) $1,652 Shares 14,691 Est. Cost $55.76 Unrealized +53.3%
— YAHOO INC. 0.7%
Value ($000) $1,572 Shares 31,127 Est. Cost $50.50 Unrealized —
ODFL OLD DOMINION FREIGHT LINE INC. 0.7%
Value ($000) $1,567 Shares 20,182 Est. Cost $23.85 Unrealized 0.0%
IEF iShares Barclays 7-10 Yr Treas Bd Fd 0.7%
Value ($000) $1,533 Shares 14,467 Est. Cost $102.21 Unrealized —
— FOOT LOCKER INC. 0.7%
Value ($000) $1,524 Shares 27,119 Est. Cost $56.20 Unrealized —
EW EDWARDS LIFESCIENCES 0.7%
Value ($000) $1,484 Shares 11,651 Est. Cost $20.09 Unrealized 0.0%
— SUPERVALU INC 0.7%
Value ($000) $1,472 Shares 151,792 Est. Cost $8.98 Unrealized —
SHY ISHARES BARCLAYS 1-3 TREASURY 0.6%
Value ($000) $1,400 Shares 16,579 Est. Cost $84.60 Unrealized —
— COOPER COS. INC. 0.6%
Value ($000) $1,397 Shares 8,618 Est. Cost $155.78 Unrealized —
— Mallinckrodt PLC 0.6%
Value ($000) $1,395 Shares 14,087 Est. Cost $74.38 Unrealized —
NWL NEWELL RUBBERMD 0.6%
Value ($000) $1,389 Shares 36,467 Est. Cost $23.01 Unrealized 0.0%
— LEGG MASON 0.6%
Value ($000) $1,344 Shares 25,192 Est. Cost $50.97 Unrealized —
MSFT MICROSOFT CORP 0.6%
Value ($000) $1,330 Shares 28,631 Est. Cost $39.88 Unrealized 0.0%
TLT iShares Barclays 20+ Yr Treas Bd 0.6%
Value ($000) $1,315 Shares 10,446 Est. Cost $110.18 Unrealized —
MCO MOODY'S CORP. 0.6%
Value ($000) $1,285 Shares 13,408 Est. Cost $81.56 Unrealized +6.1%
WDC WESTERN DIGITAL 0.6%
Value ($000) $1,280 Shares 11,559 Est. Cost $44.99 Unrealized +39.9%
SEE SEALED AIR CORP 0.6%
Value ($000) $1,225 Shares 28,877 Est. Cost $26.14 Unrealized +19.7%
— WHITEWAVE FOODS COMPANY 0.6%
Value ($000) $1,203 Shares 34,377 Est. Cost $34.99 Unrealized —
MS Morgan Stanley 0.5%
Value ($000) $1,153 Shares 29,704 Est. Cost $26.37 Unrealized 0.0%
— OMNICARE, INC 0.5%
Value ($000) $1,137 Shares 15,594 Est. Cost $55.51 Unrealized —
COR AMERISOURCEBERGEN CORP 'A' 0.5%
Value ($000) $1,090 Shares 12,093 Est. Cost $62.81 Unrealized 0.0%
IWP iShares Russell Mid-Cap Growth ETF 0.5%
Value ($000) $1,080 Shares 11,596 Est. Cost $93.14 Unrealized —
NI NISOURCE 0.5%
Value ($000) $1,075 Shares 25,335 Est. Cost $11.47 Unrealized 0.0%
IWF iShares Russell 1000 Growth ETF 0.5%
Value ($000) $1,053 Shares 11,010 Est. Cost $89.40 Unrealized —
CBOE CBOE HOLDINGS INC. 0.4%
Value ($000) $942 Shares 14,847 Est. Cost $51.66 Unrealized 0.0%
KR KROGER CO. 0.4%
Value ($000) $939 Shares 14,619 Est. Cost $21.96 Unrealized +6.4%
— KEURIG GREEN MOUNTAIN INC 0.4%
Value ($000) $896 Shares 6,770 Est. Cost $120.74 Unrealized —
LQD iShares GS $ InvestTop Corp Bond 0.4%
Value ($000) $886 Shares 7,425 Est. Cost $114.75 Unrealized —
LMT LOCKHEED MARTIN CORP 0.3%
Value ($000) $588 Shares 3,056 Est. Cost $97.56 Unrealized +40.7%
CVS CVS CORP. 0.3%
Value ($000) $576 Shares 5,977 Est. Cost $54.89 Unrealized +17.4%
— DEVRY INC 0.2%
Value ($000) $545 Shares 11,491 Est. Cost $45.96 Unrealized —
— DR PEPPER SNAPPLE GROUP 0.2%
Value ($000) $538 Shares 7,509 Est. Cost $71.65 Unrealized —
RPM RPM INTERNATIONAL INC. 0.2%
Value ($000) $516 Shares 10,179 Est. Cost $38.96 Unrealized +19.5%
CWB SPDR Barclays Convertible Securities 0.2%
Value ($000) $515 Shares 11,005 Est. Cost $46.80 Unrealized —
SAIC SCIENCE APPLICATIONS INTL CORP. 0.2%
Value ($000) $513 Shares 10,360 Est. Cost $44.01 Unrealized +10.9%
EWL iShares MSCI Switzerland Capped ETF 0.2%
Value ($000) $509 Shares 16,151 Est. Cost $29.81 Unrealized —
— AETNA INC 0.2%
Value ($000) $471 Shares 5,298 Est. Cost $80.97 Unrealized —
— CIGNA CORP 0.2%
Value ($000) $466 Shares 4,529 Est. Cost $90.67 Unrealized —
FDN First Trust Dow Jones Internet Index Fund 0.2%
Value ($000) $453 Shares 5,854 Est. Cost $59.27 Unrealized —
BRK/A Berkshire Hathaway Cl-A 0.2%
Value ($000) $452 Shares 2 Est. Cost $165023.42 Unrealized +31.2%
VIPS VIPSHOP HOLDINGS LTD. 0.2%
Value ($000) $445 Shares 22,798 Est. Cost $27.90 Unrealized —
APH AMPHENOL CORP. 0.2%
Value ($000) $441 Shares 8,187 Est. Cost $11.39 Unrealized +1.1%
XRT SPDR S&P Retail ETF 0.2%
Value ($000) $439 Shares 4,569 Est. Cost $84.74 Unrealized —
— PowerShares Dynamic Leisure and Entertainment Portfolio 0.2%
Value ($000) $422 Shares 11,785 Est. Cost $34.16 Unrealized —
— BITAUTO HOLDINGS LTD. 0.2%
Value ($000) $412 Shares 5,847 Est. Cost $35.97 Unrealized —
ABBV ABBVIE Inc. 0.2%
Value ($000) $412 Shares 6,296 Est. Cost $40.24 Unrealized 0.0%
— GRUMA SAB DE CV 0.2%
Value ($000) $409 Shares 9,828 Est. Cost $33.55 Unrealized —
— POWERSHARES S&P 500 LOW VOLATILITY 0.2%
Value ($000) $402 Shares 10,599 Est. Cost $32.50 Unrealized —
UNP UNION PACIFIC CP 0.2%
Value ($000) $401 Shares 3,367 Est. Cost $89.46 Unrealized 0.0%
FXG First Trust Consumer Staples AlphaDEX Fund 0.2%
Value ($000) $398 Shares 6,997 Est. Cost $36.84 Unrealized —
BF/B BROWN-FORMAN CORP. 0.2%
Value ($000) $368 Shares 4,186 Est. Cost $26.88 Unrealized +10.9%
— HEWLETT-PACKARD CO 0.2%
Value ($000) $367 Shares 9,157 Est. Cost $35.49 Unrealized —
EWG iShares MSCI Germany ETF 0.2%
Value ($000) $364 Shares 13,401 Est. Cost $26.13 Unrealized —
SEKEY SEIKO EPSON CORP 0.2%
Value ($000) $359 Shares 17,183 Est. Cost $14.13 Unrealized —
WMB WILLIAMS COS INC 0.2%
Value ($000) $358 Shares 7,977 Est. Cost $30.23 Unrealized -10.1%
EWP iShares MSCI Spain Capped ETF 0.2%
Value ($000) $344 Shares 10,120 Est. Cost $41.36 Unrealized —
XPH SPDR S&P Pharmaceuticals ETF 0.2%
Value ($000) $343 Shares 2,282 Est. Cost $96.03 Unrealized —
EWN iShares MSCI Netherlands ETF 0.2%
Value ($000) $341 Shares 14,408 Est. Cost $175.05 Unrealized —
KLAC KLA-TENCOR 0.2%
Value ($000) $340 Shares 4,834 Est. Cost $52.04 Unrealized 0.0%
— PowerShares S&P SmallCap Health Care Portfolio 0.1%
Value ($000) $319 Shares 5,324 Est. Cost $54.51 Unrealized —
— TELKOM SOUTH AFRICA LTD 0.1%
Value ($000) $296 Shares 12,333 Est. Cost $19.61 Unrealized —
FXO First Trust Financials AlphaDEX Fund 0.1%
Value ($000) $285 Shares 12,308 Est. Cost $21.79 Unrealized —
XSD SPDR S&P Semiconductor ETF 0.1%
Value ($000) $271 Shares 3,403 Est. Cost $65.63 Unrealized —
FXH First Trust Health Care AlphaDEX Fund 0.1%
Value ($000) $267 Shares 4,420 Est. Cost $50.75 Unrealized —
EDN EMPRESA DISTRIB COMERCIALIZADORA NORTE 0.1%
Value ($000) $265 Shares 28,262 Est. Cost $5.87 Unrealized —
— BBVA BANCO FRANCES SA 0.1%
Value ($000) $259 Shares 18,770 Est. Cost $13.07 Unrealized —
EWD iShares MSCI Sweden ETF 0.1%
Value ($000) $256 Shares 8,092 Est. Cost $36.22 Unrealized —
SSMXY SYSMEX CORP 0.1%
Value ($000) $249 Shares 11,124 Est. Cost $22.38 Unrealized —
— POWERSHARES DWA TECHNICAL LEADERS 0.1%
Value ($000) $244 Shares 5,932 Est. Cost $41.13 Unrealized —
— RYANAIR HOLDINGS PLC. 0.1%
Value ($000) $240 Shares 3,361 Est. Cost $71.41 Unrealized —
— HOLLYSYS AUTOMATION TECH LTD. 0.1%
Value ($000) $225 Shares 9,193 Est. Cost $24.48 Unrealized —
TIP ISHARES BARCLAYS TIPS 0.1%
Value ($000) $224 Shares 2,003 Est. Cost $116.52 Unrealized —
— FLAMEL TECHNOLOGIES SA 0.1%
Value ($000) $221 Shares 12,889 Est. Cost $12.55 Unrealized —
PAM PAMPA ENERGIA SA 0.1%
Value ($000) $212 Shares 21,118 Est. Cost $9.81 Unrealized —
— TATA MOTORS LTD. 0.1%
Value ($000) $207 Shares 4,901 Est. Cost $42.24 Unrealized —
— IRSA INVERSIONES Y REPRESENTACIONES SA 0.1%
Value ($000) $205 Shares 13,350 Est. Cost $13.98 Unrealized —
IYT iShares Transportation Average ETF 0.1%
Value ($000) $199 Shares 1,226 Est. Cost $162.32 Unrealized —
NOK NOKIA CORP. 0.1%
Value ($000) $197 Shares 25,088 Est. Cost $8.37 Unrealized —
— CHEUNG KONG LTD 0.1%
Value ($000) $178 Shares 10,629 Est. Cost $16.75 Unrealized —
CX CEMEX SA ADR 0.1%
Value ($000) $145 Shares 14,265 Est. Cost $12.66 Unrealized —