Dorsey Wright & Associates Quant / Systematic

CIK: 0001376772 · Show all filings

Period: Q1 2016 (← Previous) (Next →)

Filing Date: Apr 8, 2016

Total Value ($000): $188,659 (100.0% shares, 0.0% debt)

Holdings (114)

IEF iShares Barclays 7-10 Yr Treas Bd Fd 4.6%
Value ($000) $8,752 Shares 79,319 Est. Cost $105.00 Unrealized
ICF ISHARES COHEN & STEERS REAL ESTATE 3.8%
Value ($000) $7,210 Shares 69,891 Est. Cost $99.24 Unrealized
XLU UTILITIES SELECT SECTOR SPDR 3.8%
Value ($000) $7,169 Shares 144,485 Est. Cost $49.62 Unrealized
PowerShares High Yield Dividend 3.7%
Value ($000) $7,064 Shares 495,008 Est. Cost $13.35 Unrealized
POWERSHARES S&P 500 LOW VOLATILITY 3.7%
Value ($000) $7,020 Shares 174,056 Est. Cost $40.09 Unrealized
XLK S&P Select Technology SPDR 3.6%
Value ($000) $6,852 Shares 154,467 Est. Cost $42.83 Unrealized
PowerShares DB Gold 3.5%
Value ($000) $6,655 Shares 165,213 Est. Cost $40.28 Unrealized
XLP CONSUMER STAPLES SPDR 3.5%
Value ($000) $6,632 Shares 124,990 Est. Cost $50.49 Unrealized
SHY ISHARES BARCLAYS 1-3 TREASURY 3.4%
Value ($000) $6,416 Shares 75,451 Est. Cost $23.48 Unrealized
IEI iShares Leh 3-7 Yr Treas Bd Fd 3.3%
Value ($000) $6,298 Shares 50,007 Est. Cost $125.94 Unrealized
META FACEBOOK, INC. 2.9%
Value ($000) $5,499 Shares 48,198 Est. Cost $87.38 Unrealized +19.9%
STZ CONSTELLATION BRANDS'A' 2.1%
Value ($000) $3,955 Shares 26,175 Est. Cost $46.52 Unrealized +168.2%
EW EDWARDS LIFESCIENCES 2.1%
Value ($000) $3,909 Shares 44,320 Est. Cost $24.03 Unrealized +14.8%
NVDA NVIDIA CORPORATION 2.0%
Value ($000) $3,779 Shares 106,050 Est. Cost $0.73 Unrealized +1.6%
WASTE CONNECTIONS INC. 1.9%
Value ($000) $3,677 Shares 56,923 Est. Cost $64.60 Unrealized
ALK ALASKA AIR GROUP 1.9%
Value ($000) $3,600 Shares 43,894 Est. Cost $70.60 Unrealized -3.0%
NI NISOURCE 1.9%
Value ($000) $3,506 Shares 148,828 Est. Cost $14.31 Unrealized +9.4%
REYNOLDS AMERICAN 1.6%
Value ($000) $3,069 Shares 60,997 Est. Cost $47.15 Unrealized
ATO ATMOS ENERGY CORP. 1.4%
Value ($000) $2,697 Shares 36,321 Est. Cost $53.03 Unrealized +2.4%
KR KROGER CO. 1.4%
Value ($000) $2,649 Shares 69,245 Est. Cost $28.21 Unrealized +12.1%
O'REILLY AUTOMOTIVE, INC. 1.3%
Value ($000) $2,523 Shares 9,221 Est. Cost $245.26 Unrealized
ALLERGAN PLC 1.3%
Value ($000) $2,366 Shares 8,828 Est. Cost $271.83 Unrealized
HIG HARTFORD FIN SVCS 1.2%
Value ($000) $2,355 Shares 51,105 Est. Cost $36.85 Unrealized -7.8%
MAS MASCO CORP 1.2%
Value ($000) $2,309 Shares 73,411 Est. Cost $23.79 Unrealized 0.0%
MTD METTLER-TOLEDO INTERNATIONAL INC. 1.2%
Value ($000) $2,222 Shares 6,445 Est. Cost $321.80 Unrealized 0.0%
AMZN AMAZON.COM INC 1.1%
Value ($000) $2,148 Shares 3,618 Est. Cost $25.28 Unrealized +12.3%
WGL HOLDINGS 1.1%
Value ($000) $2,143 Shares 29,605 Est. Cost $56.76 Unrealized
MSCI MSCI INC. 1.1%
Value ($000) $2,040 Shares 27,538 Est. Cost $62.13 Unrealized 0.0%
FICO Fair Isaac Corporation 1.0%
Value ($000) $1,854 Shares 17,475 Est. Cost $89.56 Unrealized +5.9%
NWL NEWELL RUBBERMD 0.9%
Value ($000) $1,768 Shares 39,909 Est. Cost $23.56 Unrealized +11.2%
FAF FIRST AMERICAN CORP. 0.9%
Value ($000) $1,761 Shares 46,211 Est. Cost $25.69 Unrealized 0.0%
HOLX HOLOGIC INC. 0.9%
Value ($000) $1,720 Shares 49,849 Est. Cost $38.91 Unrealized -10.4%
LOW LOWES COMPANIES 0.9%
Value ($000) $1,711 Shares 22,593 Est. Cost $59.01 Unrealized -0.2%
FDS FACTSET RESEARCH SYSTEMS 0.9%
Value ($000) $1,636 Shares 10,797 Est. Cost $135.38 Unrealized -0.6%
CTSH COGNIZANT TECH SOLUTIONS INC 0.9%
Value ($000) $1,632 Shares 26,029 Est. Cost $53.48 Unrealized -3.6%
AYI ACUITY BRANDS INC. 0.9%
Value ($000) $1,618 Shares 7,418 Est. Cost $169.64 Unrealized +17.8%
WESTAR ENERGY INC. 0.9%
Value ($000) $1,616 Shares 32,579 Est. Cost $49.60 Unrealized
EXR EXTRA SPACE STORAGE INC 0.8%
Value ($000) $1,593 Shares 17,046 Est. Cost $56.28 Unrealized +6.6%
NOC NORTHROP GRUMMAN 0.8%
Value ($000) $1,557 Shares 7,867 Est. Cost $161.05 Unrealized 0.0%
ORI OLD REPUBLIC INTERNATONAL CORP 0.8%
Value ($000) $1,522 Shares 83,247 Est. Cost $8.67 Unrealized 0.0%
ROST ROSS STORES INC 0.8%
Value ($000) $1,509 Shares 26,063 Est. Cost $50.36 Unrealized 0.0%
HANESBRANDS INC 0.8%
Value ($000) $1,473 Shares 51,969 Est. Cost $38.01 Unrealized
ORBITAL ATK INC. 0.8%
Value ($000) $1,437 Shares 16,530 Est. Cost $86.93 Unrealized
MCD MCDONALDS CORP. 0.8%
Value ($000) $1,432 Shares 12,913 Est. Cost $93.96 Unrealized 0.0%
HRL HORMEL FOODS CORP. 0.8%
Value ($000) $1,428 Shares 33,020 Est. Cost $32.77 Unrealized 0.0%
OGS ONE GAS Inc. 0.7%
Value ($000) $1,399 Shares 22,905 Est. Cost $56.41 Unrealized 0.0%
XRAY DENTSPLY SIRONA INC 0.7%
Value ($000) $1,307 Shares 21,205 Est. Cost $58.93 Unrealized 0.0%
TOTAL SYSTEM SERVICES INC. 0.7%
Value ($000) $1,233 Shares 25,914 Est. Cost $45.51 Unrealized
VRSN VERISIGN, INC 0.6%
Value ($000) $1,180 Shares 13,326 Est. Cost $82.65 Unrealized -2.0%
MO ALTRIA 0.6%
Value ($000) $1,167 Shares 18,632 Est. Cost $28.07 Unrealized +10.7%
ROVI CORPORATION 0.6%
Value ($000) $1,127 Shares 54,947 Est. Cost $20.51 Unrealized
UNH UNITED HEALTHCARE 0.6%
Value ($000) $1,071 Shares 8,312 Est. Cost $99.32 Unrealized +1.6%
TYL TYLER TECHNOLOGIES 0.5%
Value ($000) $923 Shares 7,180 Est. Cost $172.84 Unrealized -19.6%
EDN EMPRESA DISTRIB COMERCIALIZADORA NORTE 0.4%
Value ($000) $800 Shares 47,880 Est. Cost $9.67 Unrealized
PAM PAMPA ENERGIA SA 0.4%
Value ($000) $769 Shares 35,876 Est. Cost $13.21 Unrealized
HSIC SCHEIN (HENRY) 0.4%
Value ($000) $722 Shares 4,182 Est. Cost $55.92 Unrealized +11.7%
V VISA INC. 0.4%
Value ($000) $716 Shares 9,363 Est. Cost $62.97 Unrealized +7.7%
COLUMBIA PIPELINE GROUP INC. 0.4%
Value ($000) $709 Shares 28,235 Est. Cost $18.58 Unrealized
VCA INC. 0.4%
Value ($000) $669 Shares 11,591 Est. Cost $54.82 Unrealized
LMT LOCKHEED MARTIN CORP 0.3%
Value ($000) $642 Shares 2,899 Est. Cost $101.56 Unrealized +62.7%
TIP ISHARES BARCLAYS TIPS 0.3%
Value ($000) $640 Shares 5,582 Est. Cost $114.24 Unrealized
BBVA BANCO FRANCES SA 0.3%
Value ($000) $639 Shares 31,990 Est. Cost $15.04 Unrealized
DR PEPPER SNAPPLE GROUP 0.3%
Value ($000) $635 Shares 7,097 Est. Cost $79.38 Unrealized
LII LENNOX INTERNATIONAL INC. 0.3%
Value ($000) $622 Shares 4,601 Est. Cost $110.03 Unrealized 0.0%
LQD iShares GS $ InvestTop Corp Bond 0.3%
Value ($000) $621 Shares 5,229 Est. Cost $116.81 Unrealized
COST COSTCO WHOLESALE 0.3%
Value ($000) $618 Shares 3,922 Est. Cost $127.74 Unrealized 0.0%
DPZ DOMINOS PIZZA INC. 0.3%
Value ($000) $606 Shares 4,594 Est. Cost $106.84 Unrealized 0.0%
SSMXY SYSMEX CORP 0.3%
Value ($000) $594 Shares 18,990 Est. Cost $25.13 Unrealized
HII HUNTINGTON INGALLS INDUSTRIES 0.3%
Value ($000) $590 Shares 4,306 Est. Cost $107.73 Unrealized 0.0%
AFG AMERICAN FINANCIAL GROUP, INC. 0.3%
Value ($000) $556 Shares 7,899 Est. Cost $33.93 Unrealized -3.3%
HD HOME DEPOT 0.3%
Value ($000) $544 Shares 4,076 Est. Cost $87.85 Unrealized +12.0%
BR BROADRIDGE FINANCIAL SOLUTIONS 0.3%
Value ($000) $525 Shares 8,849 Est. Cost $43.67 Unrealized +5.4%
SIMO SILICON MOTION TECHNOLOGY 0.3%
Value ($000) $511 Shares 13,156 Est. Cost $29.46 Unrealized
JKHY JACK HENRY & ASSOCIATES 0.3%
Value ($000) $508 Shares 6,011 Est. Cost $68.00 Unrealized +4.8%
EFX EQUIFAX INC. 0.3%
Value ($000) $487 Shares 4,259 Est. Cost $95.83 Unrealized 0.0%
LNT ALLIANT ENERGY CORP 0.3%
Value ($000) $481 Shares 6,481 Est. Cost $24.74 Unrealized 0.0%
RYAAY RYANAIR HOLDINGS PLC. 0.3%
Value ($000) $473 Shares 5,508 Est. Cost $78.97 Unrealized
BARD C R INC 0.2%
Value ($000) $470 Shares 2,319 Est. Cost $202.67 Unrealized
ICLR ICON PLC. 0.2%
Value ($000) $469 Shares 6,246 Est. Cost $65.95 Unrealized +6.3%
BDX BECTON DICKINSON 0.2%
Value ($000) $458 Shares 3,019 Est. Cost $122.21 Unrealized 0.0%
Nielsen Holdings NV 0.2%
Value ($000) $453 Shares 8,608 Est. Cost $52.63 Unrealized
CTRIP.COM INTERNATIONAL LTD. 0.2%
Value ($000) $441 Shares 9,960 Est. Cost $52.69 Unrealized
BRK/A Berkshire Hathaway Cl-A 0.2%
Value ($000) $427 Shares 2 Est. Cost $206031.66 Unrealized -3.2%
TAL TAL EDUCATION GROUP 0.2%
Value ($000) $425 Shares 8,564 Est. Cost $35.50 Unrealized
TLT iShares Barclays 20+ Yr Treas Bd 0.2%
Value ($000) $412 Shares 3,152 Est. Cost $398.61 Unrealized
NICE NICE SYSTEMS LTD. 0.2%
Value ($000) $399 Shares 6,158 Est. Cost $65.18 Unrealized
RELX RELX PLC. 0.2%
Value ($000) $396 Shares 21,051 Est. Cost $17.64 Unrealized
OM2 ORTHOFIX INTL NV 0.2%
Value ($000) $390 Shares 9,394 Est. Cost $35.23 Unrealized
INFY INFOSYS LTD. 0.2%
Value ($000) $378 Shares 19,857 Est. Cost $17.20 Unrealized
CB CHUBB CORP. 0.2%
Value ($000) $370 Shares 3,105 Est. Cost $94.34 Unrealized +1.8%
NTT Docomo 0.2%
Value ($000) $366 Shares 16,086 Est. Cost $18.00 Unrealized
SAP SAP AG 0.2%
Value ($000) $361 Shares 4,486 Est. Cost $79.43 Unrealized
SKHSY SEKIUSI HOUSE LTD. 0.2%
Value ($000) $355 Shares 20,785 Est. Cost $16.37 Unrealized
WPP WPP PLC 0.2%
Value ($000) $352 Shares 3,020 Est. Cost $112.53 Unrealized
KCDMY Kimberly - Clark de Mexico S.A.B. de C.V. (KCDMY) 0.2%
Value ($000) $348 Shares 28,928 Est. Cost $11.66 Unrealized
HEINY Heineken NV (HEINY) 0.2%
Value ($000) $346 Shares 7,637 Est. Cost $43.31 Unrealized
SSREY SWISS RE LTD 0.2%
Value ($000) $337 Shares 14,570 Est. Cost $24.32 Unrealized
ALLIANZ SE 0.2%
Value ($000) $332 Shares 20,385 Est. Cost $16.29 Unrealized
CRH PLC 0.2%
Value ($000) $322 Shares 11,425 Est. Cost $26.87 Unrealized
TTNDY TECHTRONIC INDUSTRIES LTD 0.2%
Value ($000) $315 Shares 15,799 Est. Cost $17.47 Unrealized
EMB iShares JP Morgan Emerging Market Bond 0.2%
Value ($000) $313 Shares 2,838 Est. Cost $110.29 Unrealized
FUJI HEAVY INDISTRIES LTD. 0.2%
Value ($000) $313 Shares 4,439 Est. Cost $73.34 Unrealized
SVENSKA CELLULOSA AKTIEBOLAGET 0.2%
Value ($000) $308 Shares 9,871 Est. Cost $29.20 Unrealized
HYG iShares iBoxx $ High Yield Corporate Bd 0.2%
Value ($000) $302 Shares 3,699 Est. Cost $81.64 Unrealized
BT GROUP PLC 0.2%
Value ($000) $293 Shares 9,125 Est. Cost $47.27 Unrealized
NOAH NOAH HOLDINGS LTD 0.2%
Value ($000) $290 Shares 11,655 Est. Cost $27.28 Unrealized
CWB SPDR Barclays Convertible Securities 0.2%
Value ($000) $285 Shares 6,606 Est. Cost $43.14 Unrealized
IMBBY IMPERIAL BRANDS PLC 0.2%
Value ($000) $285 Shares 2,568 Est. Cost $110.98 Unrealized
WMMVY WAL-MART DE MEXICO SP 0.1%
Value ($000) $276 Shares 11,659 Est. Cost $23.67 Unrealized
NEW ORIENTAL EDUCATION & TECHNOLOGY 0.1%
Value ($000) $262 Shares 10,480 Est. Cost $25.00 Unrealized
LUXOTTICA GROUP SPA 0.1%
Value ($000) $250 Shares 4,541 Est. Cost $64.25 Unrealized
SNN SMITH & NEPHEW PLC 0.1%
Value ($000) $241 Shares 7,224 Est. Cost $33.36 Unrealized
CKHUY CK Hutchison Holdings Ltd 0.1%
Value ($000) $235 Shares 18,006 Est. Cost $19.65 Unrealized
AXAHY AXA SA 0.1%
Value ($000) $219 Shares 10,086 Est. Cost $26.42 Unrealized