Dorsey Wright & Associates Quant / Systematic

CIK: 0001376772 · Show all filings

Period: Q2 2015 (← Previous) (Next →)

Filing Date: Jul 23, 2015

Total Value ($000): $206,895 (100.0% shares, 0.0% debt)

Holdings (106)

XLV HEALTHCARE SELECT SPDR 6.6%
Value ($000) $13,637 Shares 184,409 Est. Cost $54.20 Unrealized
XLK S&P Select Technology SPDR 4.6%
Value ($000) $9,449 Shares 222,948 Est. Cost $39.91 Unrealized
IVW ISHARES S&P 500 GROWTH 4.4%
Value ($000) $9,122 Shares 79,558 Est. Cost $98.83 Unrealized
FNX FIRST TRUST MID CAP CORE ALPHADEX 4.2%
Value ($000) $8,724 Shares 160,131 Est. Cost $54.48 Unrealized
IJK iShares S&P Mid Cap Growth 4.2%
Value ($000) $8,617 Shares 50,787 Est. Cost $169.67 Unrealized
XLY CONSUMER DISCRETIONARY SPDR 4.1%
Value ($000) $8,409 Shares 110,794 Est. Cost $75.90 Unrealized
PowerShares DB US Dollar Bullish 4.1%
Value ($000) $8,391 Shares 335,894 Est. Cost $24.98 Unrealized
IJT iShares S&P 600 Small Cap Growth 4.0%
Value ($000) $8,379 Shares 64,538 Est. Cost $129.83 Unrealized
ISHARES MSCI JAPAN 4.0%
Value ($000) $8,305 Shares 650,879 Est. Cost $12.76 Unrealized
FEX FIRST TRUST LARGE CAP ALPHADEX 4.0%
Value ($000) $8,202 Shares 177,118 Est. Cost $36.08 Unrealized
STZ CONSTELLATION BRANDS'A' 2.9%
Value ($000) $6,075 Shares 50,491 Est. Cost $43.15 Unrealized +134.6%
ACTAVIS INC 2.9%
Value ($000) $6,019 Shares 20,276 Est. Cost $193.66 Unrealized
HANESBRANDS INC 2.3%
Value ($000) $4,793 Shares 148,442 Est. Cost $39.56 Unrealized
QRVO QORVO Inc. 2.0%
Value ($000) $4,188 Shares 52,316 Est. Cost $71.21 Unrealized +8.9%
BIIB BIOGEN IDEC INC 2.0%
Value ($000) $4,122 Shares 10,791 Est. Cost $237.31 Unrealized +69.1%
ALASKA AIR GROUP 1.9%
Value ($000) $3,888 Shares 64,113 Est. Cost $60.64 Unrealized
JANUS CAPITAL GROUP, INC. 1.6%
Value ($000) $3,294 Shares 185,562 Est. Cost $17.19 Unrealized
SWKS SKYWORKS SOLUTIONS INC 1.5%
Value ($000) $3,041 Shares 29,742 Est. Cost $45.97 Unrealized +77.6%
FTNT FORTINET INC 1.4%
Value ($000) $2,938 Shares 72,077 Est. Cost $7.09 Unrealized +9.5%
COR AMERISOURCEBERGEN CORP 'A' 1.4%
Value ($000) $2,927 Shares 26,823 Est. Cost $68.95 Unrealized +20.4%
WGL HOLDINGS 1.3%
Value ($000) $2,777 Shares 50,808 Est. Cost $56.40 Unrealized
JLL JONES LANG LA SALLE INC 1.2%
Value ($000) $2,478 Shares 14,774 Est. Cost $134.31 Unrealized +22.5%
SHW SHERWIN-WILLIAMS 1.2%
Value ($000) $2,443 Shares 8,784 Est. Cost $84.22 Unrealized +1.9%
MONSTER BEVERAGE CORP 1.2%
Value ($000) $2,443 Shares 19,565 Est. Cost $109.10 Unrealized
KR KROGER CO. 1.1%
Value ($000) $2,339 Shares 33,082 Est. Cost $25.83 Unrealized +14.3%
HEALTH NET INC 1.0%
Value ($000) $2,127 Shares 35,298 Est. Cost $46.12 Unrealized
IEF iShares Barclays 7-10 Yr Treas Bd Fd 1.0%
Value ($000) $2,005 Shares 19,239 Est. Cost $102.93 Unrealized
AAPL APPLE COMPUTER INC 1.0%
Value ($000) $1,975 Shares 15,499 Est. Cost $23.43 Unrealized +21.8%
BR BROADRIDGE FINANCIAL SOLUTIONS 0.9%
Value ($000) $1,949 Shares 37,060 Est. Cost $43.67 Unrealized +1.2%
META FACEBOOK, INC. 0.9%
Value ($000) $1,948 Shares 24,149 Est. Cost $72.85 Unrealized +11.3%
CTSH COGNIZANT TECH SOLUTIONS INC 0.9%
Value ($000) $1,924 Shares 30,199 Est. Cost $52.28 Unrealized +6.4%
GILD GILEAD SCIENCES 0.9%
Value ($000) $1,842 Shares 16,053 Est. Cost $54.03 Unrealized +40.6%
VCA INC. 0.9%
Value ($000) $1,785 Shares 35,007 Est. Cost $54.81 Unrealized
MSCI INC. 0.8%
Value ($000) $1,730 Shares 28,159 Est. Cost $61.44 Unrealized
Mallinckrodt PLC 0.8%
Value ($000) $1,724 Shares 14,017 Est. Cost $74.38 Unrealized
HII HUNTINGTON INGALLS INDUSTRIES 0.8%
Value ($000) $1,712 Shares 14,581 Est. Cost $55.76 Unrealized +86.7%
LUV SOUTHWEST AIRLINES 0.8%
Value ($000) $1,654 Shares 47,821 Est. Cost $26.90 Unrealized +28.6%
FDS FACTSET RESEARCH SYSTEMS 0.8%
Value ($000) $1,589 Shares 9,721 Est. Cost $133.83 Unrealized +8.7%
FICO Fair Isaac Corporation 0.8%
Value ($000) $1,557 Shares 17,984 Est. Cost $89.59 Unrealized 0.0%
EW EDWARDS LIFESCIENCES 0.7%
Value ($000) $1,546 Shares 11,599 Est. Cost $20.09 Unrealized +12.3%
COOPER COS. INC. 0.7%
Value ($000) $1,462 Shares 8,531 Est. Cost $155.78 Unrealized
OMNICARE, INC 0.7%
Value ($000) $1,457 Shares 15,357 Est. Cost $55.51 Unrealized
NWL NEWELL RUBBERMD 0.7%
Value ($000) $1,449 Shares 35,838 Est. Cost $23.01 Unrealized +14.7%
FIRST AMERICAN CORP. 0.7%
Value ($000) $1,428 Shares 41,178 Est. Cost $35.68 Unrealized
SEE SEALED AIR CORP 0.7%
Value ($000) $1,409 Shares 28,438 Est. Cost $26.14 Unrealized +53.9%
LOW LOWES COMPANIES 0.7%
Value ($000) $1,392 Shares 20,316 Est. Cost $58.94 Unrealized -0.2%
AYI ACUITY BRANDS INC. 0.7%
Value ($000) $1,389 Shares 7,754 Est. Cost $169.64 Unrealized 0.0%
AKAM AKAMAI TECHNOLOGIES INC. 0.6%
Value ($000) $1,331 Shares 18,258 Est. Cost $74.21 Unrealized 0.0%
SHY ISHARES BARCLAYS 1-3 TREASURY 0.6%
Value ($000) $1,280 Shares 15,117 Est. Cost $84.63 Unrealized
SUPERVALU INC 0.6%
Value ($000) $1,267 Shares 149,612 Est. Cost $8.98 Unrealized
NI NISOURCE 0.5%
Value ($000) $1,134 Shares 25,172 Est. Cost $11.47 Unrealized +10.6%
HAIN HAIN CELESTIAL GROUP 0.4%
Value ($000) $754 Shares 12,098 Est. Cost $63.16 Unrealized 0.0%
CIGNA CORP 0.3%
Value ($000) $639 Shares 4,615 Est. Cost $91.47 Unrealized
VIPS VIPSHOP HOLDINGS LTD. 0.3%
Value ($000) $606 Shares 25,672 Est. Cost $27.41 Unrealized
AETNA INC 0.3%
Value ($000) $582 Shares 4,967 Est. Cost $80.97 Unrealized
GRUMA SAB DE CV 0.3%
Value ($000) $577 Shares 11,089 Est. Cost $35.66 Unrealized
CVS CVS CORP. 0.3%
Value ($000) $559 Shares 5,593 Est. Cost $54.89 Unrealized +37.1%
LMT LOCKHEED MARTIN CORP 0.3%
Value ($000) $543 Shares 2,866 Est. Cost $97.56 Unrealized +48.2%
V VISA INC. 0.3%
Value ($000) $525 Shares 7,722 Est. Cost $61.28 Unrealized +2.7%
TIP ISHARES BARCLAYS TIPS 0.2%
Value ($000) $517 Shares 4,651 Est. Cost $113.43 Unrealized
DR PEPPER SNAPPLE GROUP 0.2%
Value ($000) $515 Shares 7,024 Est. Cost $78.53 Unrealized
IDCC INTERDIGITAL INC 0.2%
Value ($000) $509 Shares 8,953 Est. Cost $51.89 Unrealized +7.6%
INTU INTUIT 0.2%
Value ($000) $490 Shares 4,683 Est. Cost $93.80 Unrealized 0.0%
SAIC SCIENCE APPLICATIONS INTL CORP. 0.2%
Value ($000) $489 Shares 9,698 Est. Cost $44.01 Unrealized +18.7%
EDN EMPRESA DISTRIB COMERCIALIZADORA NORTE 0.2%
Value ($000) $486 Shares 31,797 Est. Cost $6.93 Unrealized
APH AMPHENOL CORP. 0.2%
Value ($000) $475 Shares 8,374 Est. Cost $11.42 Unrealized +13.7%
MMS MAXIMUS INC. 0.2%
Value ($000) $461 Shares 7,233 Est. Cost $65.43 Unrealized 0.0%
HSIC SCHEIN (HENRY) 0.2%
Value ($000) $443 Shares 3,182 Est. Cost $54.91 Unrealized +0.7%
HD HOME DEPOT 0.2%
Value ($000) $441 Shares 4,028 Est. Cost $87.09 Unrealized 0.0%
TXN TEXAS INSTRUMENTS 0.2%
Value ($000) $423 Shares 7,991 Est. Cost $41.25 Unrealized 0.0%
Berkshire Hathaway Cl-A 0.2%
Value ($000) $419 Shares 2 Est. Cost $209500.00 Unrealized
CMS CMS ENERGY CORP 0.2%
Value ($000) $417 Shares 13,119 Est. Cost $25.65 Unrealized -4.6%
MO ALTRIA 0.2%
Value ($000) $412 Shares 8,491 Est. Cost $26.19 Unrealized -3.6%
O'REILLY AUTOMOTIVE, INC. 0.2%
Value ($000) $378 Shares 1,695 Est. Cost $223.01 Unrealized
BBVA BANCO FRANCES SA 0.2%
Value ($000) $368 Shares 21,173 Est. Cost $13.56 Unrealized
PAM PAMPA ENERGIA SA 0.2%
Value ($000) $364 Shares 23,806 Est. Cost $10.44 Unrealized
SSMXY SYSMEX CORP 0.2%
Value ($000) $348 Shares 12,558 Est. Cost $22.99 Unrealized
VIMICRO INTERNATIONAL CORP. 0.2%
Value ($000) $343 Shares 27,035 Est. Cost $9.77 Unrealized
LQD iShares GS $ InvestTop Corp Bond 0.1%
Value ($000) $302 Shares 2,621 Est. Cost $114.75 Unrealized
TELKOM SOUTH AFRICA LTD 0.1%
Value ($000) $294 Shares 13,924 Est. Cost $19.78 Unrealized
SIMO SILICON MOTION TECHNOLOGY 0.1%
Value ($000) $291 Shares 8,676 Est. Cost $27.63 Unrealized
IRSA INVERSIONES Y REPRESENTACIONES SA 0.1%
Value ($000) $287 Shares 15,126 Est. Cost $14.56 Unrealized
FLAMEL TECHNOLOGIES SA 0.1%
Value ($000) $287 Shares 14,520 Est. Cost $13.37 Unrealized
ICLR ICON PLC. 0.1%
Value ($000) $278 Shares 4,128 Est. Cost $62.60 Unrealized +7.8%
NICE NICE SYSTEMS LTD. 0.1%
Value ($000) $278 Shares 4,144 Est. Cost $67.08 Unrealized
CKHUY CK Hutchison Holdings Ltd 0.1%
Value ($000) $276 Shares 11,964 Est. Cost $23.07 Unrealized
POWERSHARES S&P 500 LOW VOLATILITY 0.1%
Value ($000) $262 Shares 7,128 Est. Cost $32.50 Unrealized
RYANAIR HOLDINGS PLC. 0.1%
Value ($000) $261 Shares 3,787 Est. Cost $71.12 Unrealized
FANUY FANUC CORP 0.1%
Value ($000) $240 Shares 6,759 Est. Cost $35.51 Unrealized
SONY SONY CORP ADR 0.1%
Value ($000) $236 Shares 8,108 Est. Cost $29.11 Unrealized
REED ELSEVIER PLC. 0.1%
Value ($000) $235 Shares 3,549 Est. Cost $66.22 Unrealized
WPP WPP PLC 0.1%
Value ($000) $229 Shares 2,025 Est. Cost $113.09 Unrealized
PUK PRUDENTIAL PLC 0.1%
Value ($000) $227 Shares 4,732 Est. Cost $49.64 Unrealized
CWB SPDR Barclays Convertible Securities 0.1%
Value ($000) $227 Shares 4,681 Est. Cost $46.82 Unrealized
AU OPTRONICS CORP 0.1%
Value ($000) $227 Shares 47,898 Est. Cost $4.74 Unrealized
POWERSHARES DWA TECHNICAL LEADERS 0.1%
Value ($000) $223 Shares 5,222 Est. Cost $41.13 Unrealized
VOD VODAPHONE 0.1%
Value ($000) $222 Shares 5,979 Est. Cost $37.13 Unrealized
SKHSY SEKIUSI HOUSE LTD. 0.1%
Value ($000) $219 Shares 13,436 Est. Cost $16.30 Unrealized
FUJI HEAVY INDISTRIES LTD. 0.1%
Value ($000) $217 Shares 2,942 Est. Cost $73.76 Unrealized
INFY INFOSYS LTD. 0.1%
Value ($000) $217 Shares 6,964 Est. Cost $31.16 Unrealized
WUXI PHARMA TECH INC 0.1%
Value ($000) $216 Shares 4,940 Est. Cost $43.72 Unrealized
OM2 ORTHOFIX INTL NV 0.1%
Value ($000) $210 Shares 6,202 Est. Cost $33.86 Unrealized
HUANENG POWER INTL 0.1%
Value ($000) $210 Shares 3,878 Est. Cost $54.15 Unrealized
BT GROUP PLC 0.1%
Value ($000) $204 Shares 3,011 Est. Cost $67.75 Unrealized
LUXOTTICA GROUP SPA 0.1%
Value ($000) $200 Shares 3,033 Est. Cost $65.94 Unrealized
TTNDY TECHTRONIC INDUSTRIES LTD 0.1%
Value ($000) $172 Shares 10,433 Est. Cost $16.49 Unrealized