Dorsey Wright & Associates Quant / Systematic

CIK: 0001376772 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Jul 21, 2016

Total Value ($000): $188,106 (100.0% shares, 0.0% debt)

Holdings (108)

IEF ISHARES TR 7-10 Y TR BD E 4.5%
Value ($000) $8,412 Shares 74,474 Est. Cost $105.00 Unrealized
POWERSHARES ETF TRUST HI YLD E 3.7%
Value ($000) $7,049 Shares 453,304 Est. Cost $13.35 Unrealized
ICF ISHARES TR COHEN&STEER RE 3.7%
Value ($000) $6,898 Shares 63,754 Est. Cost $99.24 Unrealized
XLU SELECT SECTOR SPDR TR SBI INT- 3.7%
Value ($000) $6,894 Shares 131,389 Est. Cost $49.62 Unrealized
POWERSHARES ETF TR II S&P500 L 3.6%
Value ($000) $6,863 Shares 160,433 Est. Cost $40.09 Unrealized
POWERSHS DB MULTI SECT COMM DB 3.5%
Value ($000) $6,538 Shares 151,440 Est. Cost $40.28 Unrealized
DVY ISHARES TR SELECT DIVID E 3.4%
Value ($000) $6,339 Shares 74,329 Est. Cost $85.28 Unrealized
XLP SELECT SECTOR SPDR TR SBI CONS 3.3%
Value ($000) $6,301 Shares 114,258 Est. Cost $50.49 Unrealized
SDY SPDR SERIES TRUST S&P DIVID ET 3.2%
Value ($000) $5,980 Shares 71,259 Est. Cost $83.92 Unrealized
QUAL ISHARES TR MSCI USA QLT F 3.2%
Value ($000) $5,979 Shares 90,586 Est. Cost $66.00 Unrealized
NEM NEWMONT MNG CORP 2.8%
Value ($000) $5,358 Shares 136,970 Est. Cost $26.01 Unrealized 0.0%
META FACEBOOK INC CL A 2.8%
Value ($000) $5,230 Shares 45,766 Est. Cost $87.38 Unrealized +31.0%
NVDA NVIDIA CORP COM 2.4%
Value ($000) $4,459 Shares 94,854 Est. Cost $0.73 Unrealized +37.8%
AVERY DENNISON CORP 2.2%
Value ($000) $4,189 Shares 56,045 Est. Cost $74.74 Unrealized
EDWARDS LIFESCIENCES CORP COM 2.1%
Value ($000) $3,992 Shares 40,031 Est. Cost $99.72 Unrealized
STZ CONSTELLATION BRANDS INC CL A 2.1%
Value ($000) $3,874 Shares 23,425 Est. Cost $46.52 Unrealized +191.3%
NI NISOURCE INC COM 2.0%
Value ($000) $3,818 Shares 143,972 Est. Cost $14.31 Unrealized +23.4%
CINF CINCINNATI FINL CORP COM 1.7%
Value ($000) $3,235 Shares 43,192 Est. Cost $52.34 Unrealized 0.0%
REYNOLDS AMERICAN INC COM 1.6%
Value ($000) $2,959 Shares 54,870 Est. Cost $47.15 Unrealized
WST WEST PHARMACEUTICAL SVSC INCCO 1.6%
Value ($000) $2,925 Shares 38,542 Est. Cost $70.21 Unrealized 0.0%
ATMOS ENERGY CORP COM 1.5%
Value ($000) $2,824 Shares 34,725 Est. Cost $81.32 Unrealized
MAS MASCO CORP COM 1.5%
Value ($000) $2,750 Shares 88,891 Est. Cost $24.40 Unrealized +12.0%
WCN WASTE CONNECTIONS INC 1.3%
Value ($000) $2,487 Shares 34,524 Est. Cost $42.53 Unrealized 0.0%
MTD METTLER TOLEDO INTERNATIONALCO 1.3%
Value ($000) $2,426 Shares 6,649 Est. Cost $323.14 Unrealized +13.1%
LII LENNOX INTL INC COM 1.3%
Value ($000) $2,379 Shares 16,686 Est. Cost $119.06 Unrealized +2.9%
VCA INC COM 1.3%
Value ($000) $2,354 Shares 34,812 Est. Cost $63.36 Unrealized
TSN TYSON FOODS INC CL A 1.2%
Value ($000) $2,187 Shares 32,744 Est. Cost $51.07 Unrealized 0.0%
AMAZON COM INC COM 1.2%
Value ($000) $2,184 Shares 3,052 Est. Cost $715.60 Unrealized
O REALTY INCOME CORP COM 1.1%
Value ($000) $2,086 Shares 30,068 Est. Cost $38.59 Unrealized 0.0%
WGL HLDGS INC COM 1.1%
Value ($000) $1,995 Shares 28,175 Est. Cost $56.76 Unrealized
MSCI MSCI INC COM 1.0%
Value ($000) $1,879 Shares 24,366 Est. Cost $62.13 Unrealized +9.8%
NWL NEWELL RUBBERMAID INC COM 1.0%
Value ($000) $1,826 Shares 37,592 Est. Cost $23.56 Unrealized +33.1%
INGR INGREDION INC COM 0.9%
Value ($000) $1,738 Shares 13,427 Est. Cost $116.35 Unrealized 0.0%
WESTAR ENERGY INC COM 0.9%
Value ($000) $1,730 Shares 30,849 Est. Cost $49.60 Unrealized
FICO FAIR ISAAC CORP COM 0.9%
Value ($000) $1,705 Shares 15,084 Est. Cost $89.56 Unrealized +21.1%
LOW LOWES COS INC COM 0.9%
Value ($000) $1,701 Shares 21,484 Est. Cost $59.01 Unrealized +9.8%
TFX TELEFLEX INC COM 0.9%
Value ($000) $1,700 Shares 9,589 Est. Cost $153.90 Unrealized 0.0%
AYI ACUITY BRANDS INC COM 0.8%
Value ($000) $1,584 Shares 6,388 Est. Cost $169.64 Unrealized +42.7%
GVA GRANITE CONSTR INC COM 0.8%
Value ($000) $1,516 Shares 33,288 Est. Cost $44.18 Unrealized 0.0%
NOC NORTHROP GRUMMAN CORP COM 0.8%
Value ($000) $1,508 Shares 6,786 Est. Cost $161.05 Unrealized +11.9%
EXR EXTRA SPACE STORAGE INC COM 0.8%
Value ($000) $1,494 Shares 16,139 Est. Cost $56.28 Unrealized +11.5%
VMC VULCAN MATLS CO COM 0.7%
Value ($000) $1,397 Shares 11,611 Est. Cost $104.21 Unrealized 0.0%
MO ALTRIA GROUP INC COM 0.7%
Value ($000) $1,370 Shares 19,873 Est. Cost $28.39 Unrealized +17.0%
UNH UNITEDHEALTH GROUP INC COM 0.7%
Value ($000) $1,337 Shares 9,469 Est. Cost $101.13 Unrealized +12.9%
MCD MCDONALDS CORP 0.7%
Value ($000) $1,336 Shares 11,101 Est. Cost $93.96 Unrealized +5.5%
OGS ONE GAS INC COM 0.7%
Value ($000) $1,320 Shares 19,828 Est. Cost $56.41 Unrealized +6.9%
WOR WORTHINGTON INDS INC COM 0.7%
Value ($000) $1,317 Shares 31,144 Est. Cost $23.09 Unrealized 0.0%
TOTAL SYS SVCS INC COM 0.7%
Value ($000) $1,314 Shares 24,746 Est. Cost $45.51 Unrealized
TLT ISHARES TR 20 YR TR BD ET 0.5%
Value ($000) $1,004 Shares 7,226 Est. Cost $252.21 Unrealized
PAM PAMPA ENERGIA S A SPONS ADR LV 0.5%
Value ($000) $928 Shares 33,947 Est. Cost $13.21 Unrealized
HII HUNTINGTON INGALLS INDS INC CO 0.5%
Value ($000) $889 Shares 5,291 Est. Cost $111.18 Unrealized +13.6%
HSIC SCHEIN HENRY INC COM 0.5%
Value ($000) $879 Shares 4,971 Est. Cost $57.77 Unrealized +17.0%
V VISA INC COM CL A 0.4%
Value ($000) $824 Shares 11,110 Est. Cost $64.58 Unrealized +13.4%
EDN EMPRESA DIST Y COMERCIAL NORSP 0.4%
Value ($000) $790 Shares 45,097 Est. Cost $9.67 Unrealized
UGI UGI CORP NEW COM 0.4%
Value ($000) $783 Shares 17,304 Est. Cost $42.14 Unrealized 0.0%
AMERICAN FINL GROUP INC OHIOCO 0.4%
Value ($000) $761 Shares 10,293 Est. Cost $73.93 Unrealized
ITW ILLINOIS TOOL WKS INC COM 0.4%
Value ($000) $749 Shares 7,192 Est. Cost $83.28 Unrealized 0.0%
BROADCOM LTD SHS 0.4%
Value ($000) $738 Shares 4,751 Est. Cost $155.34 Unrealized
DPZ DOMINOS PIZZA INC COM 0.4%
Value ($000) $732 Shares 5,571 Est. Cost $108.13 Unrealized +5.6%
LMT LOCKHEED MARTIN CORP COM 0.4%
Value ($000) $705 Shares 2,840 Est. Cost $101.56 Unrealized +79.5%
COLUMBIA PIPELINE GROUP INC CO 0.4%
Value ($000) $682 Shares 26,763 Est. Cost $18.58 Unrealized
ORLY O REILLY AUTOMOTIVE INC NEW CO 0.4%
Value ($000) $679 Shares 2,503 Est. Cost $17.68 Unrealized 0.0%
DR PEPPER SNAPPLE GROUP INC CO 0.3%
Value ($000) $637 Shares 6,590 Est. Cost $96.66 Unrealized
BBVA BANCO FRANCES S A SPONSOR 0.3%
Value ($000) $622 Shares 30,169 Est. Cost $15.04 Unrealized
SSMXY SYSMEX CORP ADR 0.3%
Value ($000) $613 Shares 17,995 Est. Cost $25.13 Unrealized
SIMO SILICON MOTION TECHNOLOGY COSP 0.3%
Value ($000) $599 Shares 12,529 Est. Cost $29.46 Unrealized
BR BROADRIDGE FINL SOLUTIONS INCO 0.3%
Value ($000) $540 Shares 8,286 Est. Cost $43.67 Unrealized +20.3%
EFX EQUIFAX INC COM 0.3%
Value ($000) $519 Shares 4,041 Est. Cost $95.83 Unrealized +15.5%
BARD, C R INC 0.3%
Value ($000) $518 Shares 2,201 Est. Cost $235.35 Unrealized
TAL TAL ED GROUP ADS REPSTG COM 0.3%
Value ($000) $502 Shares 8,091 Est. Cost $35.50 Unrealized
ALLIANT ENERGY CORP COM 0.3%
Value ($000) $491 Shares 12,368 Est. Cost $39.70 Unrealized
DG DOLLAR GEN CORP NEW COM 0.3%
Value ($000) $488 Shares 5,188 Est. Cost $76.16 Unrealized 0.0%
JKHY HENRY JACK & ASSOC INC COM 0.3%
Value ($000) $486 Shares 5,571 Est. Cost $68.00 Unrealized +9.5%
BECTON DICKINSON & CO COM 0.3%
Value ($000) $486 Shares 2,868 Est. Cost $169.46 Unrealized
HD HOME DEPOT INC COM 0.3%
Value ($000) $485 Shares 3,797 Est. Cost $87.85 Unrealized +19.5%
NIELSEN HLDGS PLC SHS EUR 0.2%
Value ($000) $433 Shares 8,328 Est. Cost $52.63 Unrealized
NEW ORIENTAL ED & TECH GRP ISP 0.2%
Value ($000) $415 Shares 9,919 Est. Cost $25.00 Unrealized
NTT DOCOMO INC SPONS ADR 0.2%
Value ($000) $407 Shares 15,064 Est. Cost $18.00 Unrealized
SQM SOCIEDAD QUIMICA MINERA DE CSP 0.2%
Value ($000) $389 Shares 15,731 Est. Cost $24.73 Unrealized
CTRIP COM INTL LTD AMERICAN DE 0.2%
Value ($000) $388 Shares 9,416 Est. Cost $52.69 Unrealized
CB CHUBB LIMITED COM 0.2%
Value ($000) $384 Shares 2,937 Est. Cost $94.34 Unrealized +9.8%
OM2 ORTHOFIX INTL N V COM 0.2%
Value ($000) $376 Shares 8,862 Est. Cost $35.23 Unrealized
RELX RELX PLC SPONSORED ADR 0.2%
Value ($000) $373 Shares 19,931 Est. Cost $17.64 Unrealized
NICE NICE SYS LTD SPONSORED ADR 0.2%
Value ($000) $373 Shares 5,837 Est. Cost $65.18 Unrealized
RYAAY RYANAIR HLDGS PLC SPONSORED AD 0.2%
Value ($000) $366 Shares 5,256 Est. Cost $78.97 Unrealized
PBR PETROLEO BRASILEIRO SA PETROSP 0.2%
Value ($000) $365 Shares 51,042 Est. Cost $7.15 Unrealized
LQD ISHARES TR IBOXX INV CP E 0.2%
Value ($000) $361 Shares 2,945 Est. Cost $116.81 Unrealized
EMB ISHARES TR JP MOR EM MK E 0.2%
Value ($000) $358 Shares 3,106 Est. Cost $110.72 Unrealized
BVN COMPANIA DE MINAS BUENAVENTUSP 0.2%
Value ($000) $352 Shares 29,468 Est. Cost $11.95 Unrealized
SKHSY SEKISUI HOUSE LTD SPONSORED AD 0.2%
Value ($000) $343 Shares 19,762 Est. Cost $16.37 Unrealized
HYG ISHARES TR IBOXX HI YD ET 0.2%
Value ($000) $343 Shares 4,052 Est. Cost $81.91 Unrealized
TX TERNIUM SA SPON ADR 0.2%
Value ($000) $342 Shares 17,941 Est. Cost $19.06 Unrealized
INFY INFOSYS LTD SPONSORED ADR 0.2%
Value ($000) $335 Shares 18,778 Est. Cost $17.20 Unrealized
HEINY HEINEKEN N V SPONSORED ADR 0.2%
Value ($000) $332 Shares 7,231 Est. Cost $43.31 Unrealized
KCDMY KIMBERLY CLRK DE MEX SAB DE SP 0.2%
Value ($000) $320 Shares 27,377 Est. Cost $11.66 Unrealized
CRH PLC ADR 0.2%
Value ($000) $320 Shares 10,816 Est. Cost $26.87 Unrealized
SAP SAP SE SPON ADR 0.2%
Value ($000) $319 Shares 4,247 Est. Cost $79.43 Unrealized
CWB SPDR SERIES TRUST BRC CNV SECS 0.2%
Value ($000) $317 Shares 7,227 Est. Cost $43.20 Unrealized
ANGLOGOLD ASHANTI LTD SPONSORE 0.2%
Value ($000) $313 Shares 17,323 Est. Cost $18.07 Unrealized
TTNDY TECHTRONIC INDS LTD SPONSORED 0.2%
Value ($000) $310 Shares 14,936 Est. Cost $17.47 Unrealized
SINOPEC SHANGHAI PETROCHEMICSP 0.2%
Value ($000) $307 Shares 6,685 Est. Cost $45.92 Unrealized
WPP WPP PLC NEW ADR 0.2%
Value ($000) $299 Shares 2,857 Est. Cost $112.53 Unrealized
SVENSKA CELLULOSA AKTIEBOLAGSP 0.2%
Value ($000) $296 Shares 9,336 Est. Cost $29.20 Unrealized
SNN SMITH & NEPHEW PLC SPDN ADR NE 0.2%
Value ($000) $290 Shares 8,447 Est. Cost $33.50 Unrealized
SIBANYE GOLD LTD SPONSORED ADR 0.2%
Value ($000) $289 Shares 21,196 Est. Cost $13.63 Unrealized
BAK BRASKEM S A SP ADR PFD A 0.2%
Value ($000) $287 Shares 24,252 Est. Cost $11.83 Unrealized
ALLIANZ SE SP ADR 1/10 SH 0.1%
Value ($000) $275 Shares 19,352 Est. Cost $14.21 Unrealized
IMBBY IMPERIAL BRANDS PLC SPON ADR 0.1%
Value ($000) $264 Shares 2,432 Est. Cost $110.98 Unrealized