Dorsey Wright & Associates Quant / Systematic

CIK: 0001376772 · Show all filings

Period: Q4 2015 (← Previous) (Next →)

Filing Date: Jan 29, 2016

Total Value ($000): $195,453 (100.0% shares, 0.0% debt)

Holdings (106)

IEF iShares Barclays 7-10 Yr Treas Bd Fd 4.6%
Value ($000) $9,007 Shares 85,297 Est. Cost $105.00 Unrealized
SHY ISHARES BARCLAYS 1-3 TREASURY 4.1%
Value ($000) $8,005 Shares 94,892 Est. Cost $23.48 Unrealized
IVW ISHARES S&P 500 GROWTH 4.1%
Value ($000) $7,954 Shares 68,690 Est. Cost $98.83 Unrealized
ICF ISHARES COHEN & STEERS REAL ESTATE 4.0%
Value ($000) $7,842 Shares 79,024 Est. Cost $99.24 Unrealized
STZ CONSTELLATION BRANDS'A' 3.9%
Value ($000) $7,564 Shares 53,101 Est. Cost $46.52 Unrealized +155.1%
XLY CONSUMER DISCRETIONARY SPDR 3.9%
Value ($000) $7,541 Shares 96,487 Est. Cost $75.90 Unrealized
XLK S&P Select Technology SPDR 3.8%
Value ($000) $7,515 Shares 175,459 Est. Cost $42.83 Unrealized
PowerShares High Yield Dividend 3.8%
Value ($000) $7,442 Shares 557,442 Est. Cost $13.35 Unrealized
PowerShares DB US Dollar Bullish 3.8%
Value ($000) $7,383 Shares 287,844 Est. Cost $24.98 Unrealized
XLP CONSUMER STAPLES SPDR 3.7%
Value ($000) $7,177 Shares 142,149 Est. Cost $50.49 Unrealized
IJT iShares S&P 600 Small Cap Growth 3.5%
Value ($000) $6,879 Shares 55,337 Est. Cost $129.83 Unrealized
ALK ALASKA AIR GROUP 3.0%
Value ($000) $5,792 Shares 71,937 Est. Cost $70.60 Unrealized +3.6%
META FACEBOOK, INC. 2.6%
Value ($000) $5,118 Shares 48,897 Est. Cost $87.38 Unrealized +16.7%
ALLERGAN PLC 2.0%
Value ($000) $3,920 Shares 12,545 Est. Cost $271.83 Unrealized
EW EDWARDS LIFESCIENCES 1.8%
Value ($000) $3,568 Shares 45,170 Est. Cost $24.03 Unrealized +8.1%
NVDA NVIDIA CORPORATION 1.8%
Value ($000) $3,565 Shares 108,150 Est. Cost $0.73 Unrealized 0.0%
HOLX HOLOGIC INC. 1.7%
Value ($000) $3,361 Shares 86,871 Est. Cost $38.91 Unrealized 0.0%
CATY CATHAY GENERAL BANCORP 1.7%
Value ($000) $3,309 Shares 105,613 Est. Cost $22.70 Unrealized +3.1%
TOTAL SYSTEM SERVICES INC. 1.6%
Value ($000) $3,112 Shares 62,482 Est. Cost $45.51 Unrealized
MNST MONSTER BEVERAGE CORP 1.5%
Value ($000) $3,029 Shares 20,331 Est. Cost $23.45 Unrealized +2.9%
KR KROGER CO. 1.5%
Value ($000) $2,937 Shares 70,207 Est. Cost $28.21 Unrealized +12.2%
WBS WEBSTER FINANCIAL 1.3%
Value ($000) $2,546 Shares 68,455 Est. Cost $37.28 Unrealized +1.6%
AMZN AMAZON.COM INC 1.3%
Value ($000) $2,539 Shares 3,757 Est. Cost $25.28 Unrealized +24.7%
SEIC SEI INVESTMENTS CO 1.3%
Value ($000) $2,498 Shares 47,673 Est. Cost $45.30 Unrealized +1.2%
CTSH COGNIZANT TECH SOLUTIONS INC 1.2%
Value ($000) $2,443 Shares 40,710 Est. Cost $53.48 Unrealized +6.8%
O'REILLY AUTOMOTIVE, INC. 1.2%
Value ($000) $2,397 Shares 9,458 Est. Cost $245.26 Unrealized
HIG HARTFORD FIN SVCS 1.1%
Value ($000) $2,158 Shares 49,655 Est. Cost $36.94 Unrealized -0.1%
MANH MANHATTAN ASSOCIATES INC. 1.1%
Value ($000) $2,075 Shares 31,359 Est. Cost $71.10 Unrealized 0.0%
MSCI INC. 1.0%
Value ($000) $2,039 Shares 28,263 Est. Cost $61.44 Unrealized
BR BROADRIDGE FINANCIAL SOLUTIONS 1.0%
Value ($000) $2,005 Shares 37,317 Est. Cost $43.67 Unrealized +7.7%
WGL HOLDINGS 1.0%
Value ($000) $1,866 Shares 29,619 Est. Cost $56.76 Unrealized
AYI ACUITY BRANDS INC. 0.9%
Value ($000) $1,802 Shares 7,707 Est. Cost $169.64 Unrealized +23.8%
FDS FACTSET RESEARCH SYSTEMS 0.9%
Value ($000) $1,758 Shares 10,812 Est. Cost $135.38 Unrealized +11.6%
NWL NEWELL RUBBERMD 0.9%
Value ($000) $1,757 Shares 39,861 Est. Cost $23.56 Unrealized +23.5%
LOW LOWES COMPANIES 0.9%
Value ($000) $1,720 Shares 22,619 Est. Cost $59.01 Unrealized +4.6%
FICO Fair Isaac Corporation 0.9%
Value ($000) $1,706 Shares 18,109 Est. Cost $89.56 Unrealized +1.4%
FIRST AMERICAN CORP. 0.9%
Value ($000) $1,665 Shares 46,372 Est. Cost $35.95 Unrealized
EA ELECTRONIC ARTS 0.8%
Value ($000) $1,590 Shares 23,134 Est. Cost $68.14 Unrealized +0.1%
Assurant Inc. 0.8%
Value ($000) $1,586 Shares 19,694 Est. Cost $80.53 Unrealized
NI NISOURCE 0.8%
Value ($000) $1,552 Shares 79,555 Est. Cost $13.14 Unrealized +6.2%
HANESBRANDS INC 0.8%
Value ($000) $1,508 Shares 51,251 Est. Cost $38.14 Unrealized
EXR EXTRA SPACE STORAGE INC 0.8%
Value ($000) $1,490 Shares 16,890 Est. Cost $56.28 Unrealized 0.0%
REYNOLDS AMERICAN 0.8%
Value ($000) $1,471 Shares 31,864 Est. Cost $44.27 Unrealized
SEE SEALED AIR CORP 0.7%
Value ($000) $1,413 Shares 31,681 Est. Cost $27.65 Unrealized +41.0%
DENTSPLY INTERNATIONAL 0.7%
Value ($000) $1,360 Shares 22,345 Est. Cost $60.86 Unrealized
TYL TYLER TECHNOLOGIES 0.6%
Value ($000) $1,252 Shares 7,181 Est. Cost $172.84 Unrealized 0.0%
VRSN VERISIGN, INC 0.6%
Value ($000) $1,223 Shares 13,995 Est. Cost $82.65 Unrealized 0.0%
JBLU JETBLUE AIRWAYS CORP. 0.6%
Value ($000) $1,203 Shares 53,128 Est. Cost $23.57 Unrealized +5.7%
JUNIPER NETWORKS 0.6%
Value ($000) $1,174 Shares 42,524 Est. Cost $27.61 Unrealized
CIEN CIENA CORP 0.6%
Value ($000) $1,118 Shares 54,050 Est. Cost $23.24 Unrealized -1.1%
MO ALTRIA 0.5%
Value ($000) $1,066 Shares 18,319 Est. Cost $28.02 Unrealized +5.2%
UNH UNITED HEALTHCARE 0.5%
Value ($000) $959 Shares 8,156 Est. Cost $99.29 Unrealized 0.0%
EDN EMPRESA DISTRIB COMERCIALIZADORA NORTE 0.4%
Value ($000) $711 Shares 40,560 Est. Cost $8.41 Unrealized
V VISA INC. 0.4%
Value ($000) $710 Shares 9,155 Est. Cost $62.86 Unrealized +14.8%
DR PEPPER SNAPPLE GROUP 0.3%
Value ($000) $661 Shares 7,097 Est. Cost $79.38 Unrealized
HSIC SCHEIN (HENRY) 0.3%
Value ($000) $647 Shares 4,091 Est. Cost $55.77 Unrealized +6.6%
LMT LOCKHEED MARTIN CORP 0.3%
Value ($000) $630 Shares 2,899 Est. Cost $101.56 Unrealized +62.8%
VCA INC. 0.3%
Value ($000) $628 Shares 11,415 Est. Cost $54.78 Unrealized
PAM PAMPA ENERGIA SA 0.3%
Value ($000) $624 Shares 30,381 Est. Cost $11.72 Unrealized
INGR INGREDION INC. 0.3%
Value ($000) $588 Shares 6,137 Est. Cost $94.78 Unrealized 0.0%
CVS CVS CORP. 0.3%
Value ($000) $553 Shares 5,653 Est. Cost $55.92 Unrealized +29.8%
AFG AMERICAN FINANCIAL GROUP, INC. 0.3%
Value ($000) $549 Shares 7,619 Est. Cost $33.97 Unrealized 0.0%
TLT iShares Barclays 20+ Yr Treas Bd 0.3%
Value ($000) $546 Shares 4,529 Est. Cost $398.61 Unrealized
AETNA INC 0.3%
Value ($000) $544 Shares 5,029 Est. Cost $82.56 Unrealized
COLUMBIA PIPELINE GROUP INC. 0.3%
Value ($000) $543 Shares 27,158 Est. Cost $18.32 Unrealized
HD HOME DEPOT 0.3%
Value ($000) $539 Shares 4,076 Est. Cost $87.85 Unrealized +13.8%
SSMXY SYSMEX CORP 0.3%
Value ($000) $518 Shares 16,038 Est. Cost $23.99 Unrealized
BBVA BANCO FRANCES SA 0.3%
Value ($000) $516 Shares 27,050 Est. Cost $14.14 Unrealized
ATO ATMOS ENERGY CORP. 0.2%
Value ($000) $488 Shares 7,743 Est. Cost $48.30 Unrealized 0.0%
JKHY JACK HENRY & ASSOCIATES 0.2%
Value ($000) $469 Shares 6,011 Est. Cost $68.00 Unrealized 0.0%
ICLR ICON PLC. 0.2%
Value ($000) $410 Shares 5,278 Est. Cost $65.19 Unrealized +9.5%
BRK/A Berkshire Hathaway Cl-A 0.2%
Value ($000) $396 Shares 2 Est. Cost $206031.66 Unrealized -2.3%
CTRIP.COM INTERNATIONAL LTD. 0.2%
Value ($000) $376 Shares 8,120 Est. Cost $54.60 Unrealized
RYAAY RYANAIR HOLDINGS PLC. 0.2%
Value ($000) $360 Shares 4,635 Est. Cost $77.67 Unrealized
SIMO SILICON MOTION TECHNOLOGY 0.2%
Value ($000) $348 Shares 11,109 Est. Cost $27.73 Unrealized
TAL TAL EDUCATION GROUP 0.2%
Value ($000) $334 Shares 7,190 Est. Cost $32.80 Unrealized
RELX RELX PLC. 0.2%
Value ($000) $317 Shares 17,788 Est. Cost $17.42 Unrealized
OM2 ORTHOFIX INTL NV 0.2%
Value ($000) $311 Shares 7,936 Est. Cost $34.08 Unrealized
FUJI HEAVY INDISTRIES LTD. 0.2%
Value ($000) $310 Shares 3,759 Est. Cost $73.85 Unrealized
CB CHUBB CORP. 0.2%
Value ($000) $307 Shares 2,630 Est. Cost $94.03 Unrealized 0.0%
SSREY SWISS RE LTD 0.2%
Value ($000) $298 Shares 12,137 Est. Cost $24.55 Unrealized
SAP SAP AG 0.2%
Value ($000) $295 Shares 3,724 Est. Cost $79.22 Unrealized
SKHSY SEKIUSI HOUSE LTD. 0.1%
Value ($000) $292 Shares 17,315 Est. Cost $16.23 Unrealized
LQD iShares GS $ InvestTop Corp Bond 0.1%
Value ($000) $289 Shares 2,539 Est. Cost $114.75 Unrealized
NICE NICE SYSTEMS LTD. 0.1%
Value ($000) $284 Shares 4,951 Est. Cost $65.27 Unrealized
WPP WPP PLC 0.1%
Value ($000) $278 Shares 2,425 Est. Cost $111.54 Unrealized
TTNDY TECHTRONIC INDUSTRIES LTD 0.1%
Value ($000) $273 Shares 13,348 Est. Cost $17.01 Unrealized
PUK PRUDENTIAL PLC 0.1%
Value ($000) $273 Shares 6,045 Est. Cost $48.16 Unrealized
KCDMY Kimberly - Clark de Mexico S.A.B. de C.V. (KCDMY) 0.1%
Value ($000) $268 Shares 23,165 Est. Cost $11.57 Unrealized
INFY INFOSYS LTD. 0.1%
Value ($000) $268 Shares 15,996 Est. Cost $16.75 Unrealized
NTT Docomo 0.1%
Value ($000) $267 Shares 13,037 Est. Cost $16.88 Unrealized
CRH PLC 0.1%
Value ($000) $265 Shares 9,199 Est. Cost $26.55 Unrealized
HEINY Heineken NV (HEINY) 0.1%
Value ($000) $262 Shares 6,120 Est. Cost $42.81 Unrealized
NOAH NOAH HOLDINGS LTD 0.1%
Value ($000) $260 Shares 9,325 Est. Cost $27.88 Unrealized
BT GROUP PLC 0.1%
Value ($000) $260 Shares 7,502 Est. Cost $50.55 Unrealized
SVENSKA CELLULOSA AKTIEBOLAGET 0.1%
Value ($000) $241 Shares 8,358 Est. Cost $28.83 Unrealized
SONY SONY CORP ADR 0.1%
Value ($000) $238 Shares 9,665 Est. Cost $28.34 Unrealized
LUXOTTICA GROUP SPA 0.1%
Value ($000) $236 Shares 3,641 Est. Cost $66.53 Unrealized
AXAHY AXA SA 0.1%
Value ($000) $230 Shares 8,405 Est. Cost $27.36 Unrealized
IMPERIAL TOBACCO GROUP PLC 0.1%
Value ($000) $229 Shares 2,165 Est. Cost $105.77 Unrealized
IRSA INVERSIONES Y REPRESENTACIONES SA 0.1%
Value ($000) $226 Shares 18,401 Est. Cost $14.55 Unrealized
ELUXY Electrolux AB (ELUXY) 0.1%
Value ($000) $213 Shares 4,417 Est. Cost $48.22 Unrealized
TIP ISHARES BARCLAYS TIPS 0.1%
Value ($000) $210 Shares 1,911 Est. Cost $113.43 Unrealized
AER AERCAP HOLDINGS NV 0.1%
Value ($000) $207 Shares 4,800 Est. Cost $41.22 Unrealized 0.0%
POWERSHARES S&P 500 LOW VOLATILITY 0.1%
Value ($000) $204 Shares 5,286 Est. Cost $32.50 Unrealized
CKHUY CK Hutchison Holdings Ltd 0.1%
Value ($000) $195 Shares 14,481 Est. Cost $21.26 Unrealized