Dorsey Wright & Associates Quant / Systematic

CIK: 0001376772 · Show all filings

Period: Q3 2016 (← Previous) (Next →)

Filing Date: Oct 11, 2016

Total Value ($000): $210,534 (100.0% shares, 0.0% debt)

Holdings (109)

Utilities Select Sector SPDR ETF 3.3%
Value ($000) $6,947 Shares 155,760 Est. Cost $44.60 Unrealized
NVDA NVIDIA CORP COM 3.2%
Value ($000) $6,756 Shares 98,604 Est. Cost $0.76 Unrealized +90.7%
POWERSHARES ETF TRUST HI YLD E 3.2%
Value ($000) $6,708 Shares 422,448 Est. Cost $13.35 Unrealized
ICF ISHARES TR COHEN&STEER RE 3.0%
Value ($000) $6,227 Shares 59,359 Est. Cost $99.24 Unrealized
META FACEBOOK INC CL A 2.9%
Value ($000) $6,162 Shares 48,041 Est. Cost $89.08 Unrealized +38.4%
XLK SELECT SECTOR SPDR TR TECHNOLO 2.9%
Value ($000) $6,061 Shares 126,854 Est. Cost $47.78 Unrealized
POWERSHS DB MULTI SECT COMM DB 2.9%
Value ($000) $6,001 Shares 140,898 Est. Cost $40.28 Unrealized
IJS ISHARES TR SP SMCP600VL E 2.8%
Value ($000) $5,979 Shares 47,906 Est. Cost $124.81 Unrealized
DVY ISHARES TR SELECT DIVID E 2.8%
Value ($000) $5,926 Shares 69,155 Est. Cost $85.28 Unrealized
ILF ISHARES TR LATN AMER 40.000% 0 2.7%
Value ($000) $5,783 Shares 206,250 Est. Cost $28.04 Unrealized
NEM NEWMONT MNG CORP 2.7%
Value ($000) $5,669 Shares 144,296 Est. Cost $26.34 Unrealized +23.7%
SDY SPDR SERIES TRUST S&P DIVID ET 2.7%
Value ($000) $5,613 Shares 66,534 Est. Cost $83.92 Unrealized
IYR ISHARES TR U.S. REAL ES E 2.6%
Value ($000) $5,482 Shares 67,982 Est. Cost $80.64 Unrealized
POWERSHS DB MULTI SECT COMM DB 2.5%
Value ($000) $5,159 Shares 127,047 Est. Cost $40.61 Unrealized
EW EDWARDS LIFESCIENCES CORP COM 2.4%
Value ($000) $5,112 Shares 42,400 Est. Cost $37.66 Unrealized 0.0%
CINF CINCINNATI FINL CORP COM 2.3%
Value ($000) $4,738 Shares 62,827 Est. Cost $54.37 Unrealized +8.2%
STZ CONSTELLATION BRANDS INC CL A 2.0%
Value ($000) $4,138 Shares 24,853 Est. Cost $52.07 Unrealized +174.8%
IEF ISHARES TR 7-10 Y TR BD E 1.8%
Value ($000) $3,742 Shares 33,444 Est. Cost $105.00 Unrealized
NI NISOURCE INC COM 1.7%
Value ($000) $3,575 Shares 148,282 Est. Cost $14.44 Unrealized +28.4%
OKE ONEOK INC NEW COM 1.6%
Value ($000) $3,347 Shares 65,137 Est. Cost $26.73 Unrealized 0.0%
MAS MASCO CORP COM 1.6%
Value ($000) $3,270 Shares 95,311 Est. Cost $24.78 Unrealized +21.3%
AVERY DENNISON CORP 1.5%
Value ($000) $3,108 Shares 39,960 Est. Cost $74.74 Unrealized
WST WEST PHARMACEUTICAL SVSC INCCO 1.5%
Value ($000) $3,070 Shares 41,211 Est. Cost $70.63 Unrealized +8.6%
MTD METTLER TOLEDO INTERNATIONALCO 1.4%
Value ($000) $3,032 Shares 7,221 Est. Cost $328.99 Unrealized +20.7%
LII LENNOX INTL INC COM 1.4%
Value ($000) $2,849 Shares 18,142 Est. Cost $120.66 Unrealized +15.2%
WCN WASTE CONNECTIONS INC 1.3%
Value ($000) $2,810 Shares 37,622 Est. Cost $42.91 Unrealized +10.0%
AMAZON COM INC COM 1.2%
Value ($000) $2,538 Shares 3,031 Est. Cost $715.60 Unrealized
TSN TYSON FOODS INC CL A 1.2%
Value ($000) $2,476 Shares 33,160 Est. Cost $51.15 Unrealized +13.1%
VCA INC COM 1.2%
Value ($000) $2,470 Shares 35,295 Est. Cost $63.45 Unrealized
Utilities Select Sector SPDR ETF 1.1%
Value ($000) $2,303 Shares 64,184 Est. Cost $35.88 Unrealized
CONSOL ENERGY INC COM 1.0%
Value ($000) $2,209 Shares 115,061 Est. Cost $19.20 Unrealized
NWL NEWELL RUBBERMAID INC COM 1.0%
Value ($000) $2,196 Shares 41,699 Est. Cost $24.67 Unrealized +41.1%
MSCI MSCI INC COM 1.0%
Value ($000) $2,042 Shares 24,321 Est. Cost $62.13 Unrealized +23.7%
O REALTY INCOME CORP COM 1.0%
Value ($000) $2,019 Shares 30,159 Est. Cost $38.59 Unrealized +9.8%
INGR INGREDION INC COM 0.9%
Value ($000) $1,999 Shares 15,021 Est. Cost $118.18 Unrealized +13.0%
WESTAR ENERGY INC COM 0.9%
Value ($000) $1,963 Shares 34,582 Est. Cost $50.38 Unrealized
HPQ HP INC COM 0.9%
Value ($000) $1,946 Shares 125,319 Est. Cost $10.47 Unrealized 0.0%
COMMUNICATIONS SALES&LEAS INCO 0.9%
Value ($000) $1,926 Shares 61,306 Est. Cost $31.42 Unrealized
FICO FAIR ISAAC CORP COM 0.9%
Value ($000) $1,875 Shares 15,049 Est. Cost $89.56 Unrealized +39.3%
EQIX EQUINIX INC COM PAR $0.001 0.9%
Value ($000) $1,854 Shares 5,146 Est. Cost $309.47 Unrealized 0.0%
GVA GRANITE CONSTR INC COM 0.9%
Value ($000) $1,850 Shares 37,189 Est. Cost $44.65 Unrealized +8.9%
TFX TELEFLEX INC COM 0.9%
Value ($000) $1,802 Shares 10,724 Est. Cost $155.55 Unrealized +9.0%
AYI ACUITY BRANDS INC COM 0.8%
Value ($000) $1,682 Shares 6,356 Est. Cost $169.64 Unrealized +52.1%
ALBEMARLE CORP COM 0.7%
Value ($000) $1,552 Shares 18,159 Est. Cost $85.47 Unrealized
PAM PAMPA ENERGIA S A SPONS ADR LV 0.7%
Value ($000) $1,527 Shares 47,131 Est. Cost $18.57 Unrealized
WOR WORTHINGTON INDS INC COM 0.7%
Value ($000) $1,498 Shares 31,188 Est. Cost $23.09 Unrealized +15.7%
SYMANTEC CORP COM 0.7%
Value ($000) $1,470 Shares 58,575 Est. Cost $25.10 Unrealized
ENR ENERGIZER HLDGS INC NEW COM 0.7%
Value ($000) $1,369 Shares 27,409 Est. Cost $36.05 Unrealized 0.0%
NEWFIELD EXPL CO COM 0.6%
Value ($000) $1,365 Shares 31,400 Est. Cost $43.47 Unrealized
XYL XYLEM INC COM 0.6%
Value ($000) $1,355 Shares 25,832 Est. Cost $43.77 Unrealized 0.0%
UNH UNITEDHEALTH GROUP INC COM 0.6%
Value ($000) $1,350 Shares 9,641 Est. Cost $101.48 Unrealized +18.8%
ATMOS ENERGY CORP COM 0.6%
Value ($000) $1,280 Shares 17,182 Est. Cost $81.32 Unrealized
MO ALTRIA GROUP INC COM 0.6%
Value ($000) $1,274 Shares 20,152 Est. Cost $28.48 Unrealized +22.0%
EDN EMPRESA DIST Y COMERCIAL NORSP 0.6%
Value ($000) $1,244 Shares 62,853 Est. Cost $12.53 Unrealized
OGS ONE GAS INC COM 0.6%
Value ($000) $1,231 Shares 19,899 Est. Cost $56.41 Unrealized +12.5%
SHY ISHARES TR 1-3 YR TR BD E 0.5%
Value ($000) $964 Shares 11,341 Est. Cost $85.00 Unrealized
SSMXY SYSMEX CORP ADR 0.4%
Value ($000) $916 Shares 24,931 Est. Cost $28.36 Unrealized
SIMO SILICON MOTION TECHNOLOGY COSP 0.4%
Value ($000) $903 Shares 17,429 Est. Cost $35.75 Unrealized
ITW ILLINOIS TOOL WKS INC COM 0.4%
Value ($000) $887 Shares 7,404 Est. Cost $83.56 Unrealized +11.1%
DPZ DOMINOS PIZZA INC COM 0.4%
Value ($000) $869 Shares 5,723 Est. Cost $108.76 Unrealized +21.0%
BROADCOM LTD SHS 0.4%
Value ($000) $843 Shares 4,888 Est. Cost $155.82 Unrealized
BBVA BANCO FRANCES S A SPONSOR 0.4%
Value ($000) $839 Shares 42,165 Est. Cost $16.42 Unrealized
HII HUNTINGTON INGALLS INDS INC CO 0.4%
Value ($000) $836 Shares 5,452 Est. Cost $111.98 Unrealized +23.5%
AMT AMERICAN TOWER CORP NEW COM 0.4%
Value ($000) $810 Shares 7,148 Est. Cost $90.38 Unrealized 0.0%
UGI UGI CORP NEW COM 0.4%
Value ($000) $806 Shares 17,807 Est. Cost $42.24 Unrealized +8.1%
SNPS SYNOPSYS INC COM 0.4%
Value ($000) $803 Shares 13,525 Est. Cost $56.78 Unrealized 0.0%
TAL TAL ED GROUP ADS REPSTG COM 0.4%
Value ($000) $794 Shares 11,213 Est. Cost $45.33 Unrealized
SJM SMUCKER J M CO COM NEW 0.4%
Value ($000) $741 Shares 5,470 Est. Cost $109.93 Unrealized 0.0%
LMT LOCKHEED MARTIN CORP COM 0.3%
Value ($000) $679 Shares 2,832 Est. Cost $101.56 Unrealized +91.8%
PBR PETROLEO BRASILEIRO SA PETROSP 0.3%
Value ($000) $677 Shares 72,529 Est. Cost $7.80 Unrealized
NEW ORIENTAL ED & TECH GRP ISP 0.3%
Value ($000) $648 Shares 13,968 Est. Cost $31.20 Unrealized
CTRIP COM INTL LTD AMERICAN DE 0.3%
Value ($000) $613 Shares 13,165 Est. Cost $50.95 Unrealized
SQM SOCIEDAD QUIMICA MINERA DE CSP 0.3%
Value ($000) $608 Shares 22,602 Est. Cost $25.39 Unrealized
DR PEPPER SNAPPLE GROUP INC CO 0.3%
Value ($000) $599 Shares 6,557 Est. Cost $91.35 Unrealized
BVN COMPANIA DE MINAS BUENAVENTUSP 0.3%
Value ($000) $585 Shares 42,273 Est. Cost $12.52 Unrealized
BR BROADRIDGE FINL SOLUTIONS INCO 0.3%
Value ($000) $559 Shares 8,250 Est. Cost $43.67 Unrealized +33.2%
COSAN LTD SHS A 0.3%
Value ($000) $552 Shares 77,271 Est. Cost $7.14 Unrealized
NICE NICE SYS LTD SPONSORED ADR 0.3%
Value ($000) $547 Shares 8,165 Est. Cost $65.69 Unrealized
SAP SAP SE SPON ADR 0.3%
Value ($000) $543 Shares 5,940 Est. Cost $82.85 Unrealized
EFX EQUIFAX INC COM 0.3%
Value ($000) $542 Shares 4,025 Est. Cost $95.83 Unrealized +26.8%
TIP ISHARES TR TIPS BD ETF 0.3%
Value ($000) $542 Shares 4,657 Est. Cost $116.38 Unrealized
RELX RELX PLC SPONSORED ADR 0.3%
Value ($000) $534 Shares 27,857 Est. Cost $18.07 Unrealized
OM2 ORTHOFIX INTL N V COM 0.3%
Value ($000) $532 Shares 12,443 Est. Cost $37.40 Unrealized
NTT DOCOMO INC SPONS ADR 0.3%
Value ($000) $531 Shares 20,893 Est. Cost $20.07 Unrealized
CB CHUBB LIMITED COM 0.2%
Value ($000) $516 Shares 4,104 Est. Cost $98.01 Unrealized +9.4%
BECTON DICKINSON & CO COM 0.2%
Value ($000) $513 Shares 2,857 Est. Cost $169.46 Unrealized
XINYUAN REAL ESTATE CO LTD SPO 0.2%
Value ($000) $507 Shares 80,244 Est. Cost $6.32 Unrealized
TX TERNIUM SA SPON ADR 0.2%
Value ($000) $506 Shares 25,765 Est. Cost $19.24 Unrealized
KHC KRAFT HEINZ CO COM 0.2%
Value ($000) $506 Shares 5,651 Est. Cost $58.03 Unrealized 0.0%
CRH PLC ADR 0.2%
Value ($000) $503 Shares 15,108 Est. Cost $28.69 Unrealized
CRESY CRESUD S A C I F Y A SPONSORED 0.2%
Value ($000) $494 Shares 27,660 Est. Cost $17.86 Unrealized
SINOPEC SHANGHAI PETROCHEMICSP 0.2%
Value ($000) $493 Shares 9,627 Est. Cost $47.54 Unrealized
BARD, C R INC 0.2%
Value ($000) $492 Shares 2,194 Est. Cost $235.35 Unrealized
LATAM AIRLS GROUP S A SPONSORE 0.2%
Value ($000) $484 Shares 59,603 Est. Cost $8.12 Unrealized
STLD STEEL DYNAMICS INC COM 0.2%
Value ($000) $477 Shares 19,083 Est. Cost $21.06 Unrealized 0.0%
JKHY HENRY JACK & ASSOC INC COM 0.2%
Value ($000) $475 Shares 5,556 Est. Cost $68.00 Unrealized +15.3%
SBERBANK RUSSIA SPONSORED ADR 0.2%
Value ($000) $473 Shares 51,229 Est. Cost $9.23 Unrealized
ALLIANT ENERGY CORP COM 0.2%
Value ($000) $472 Shares 12,320 Est. Cost $39.70 Unrealized
IRSA INVERSIONES Y REP S A GLO 0.2%
Value ($000) $466 Shares 24,520 Est. Cost $19.00 Unrealized
HEINY HEINEKEN N V SPONSORED ADR 0.2%
Value ($000) $446 Shares 10,125 Est. Cost $43.52 Unrealized
SIBANYE GOLD LTD SPONSORED ADR 0.2%
Value ($000) $431 Shares 30,529 Est. Cost $13.78 Unrealized
TTNDY TECHTRONIC INDS LTD SPONSORED 0.2%
Value ($000) $410 Shares 21,005 Est. Cost $18.06 Unrealized
LQD ISHARES TR IBOXX INV CP E 0.2%
Value ($000) $410 Shares 3,328 Est. Cost $117.55 Unrealized
ANGLOGOLD ASHANTI LTD SPONSORE 0.2%
Value ($000) $400 Shares 25,118 Est. Cost $17.40 Unrealized
HYG ISHARES TR IBOXX HI YD ET 0.2%
Value ($000) $399 Shares 4,577 Est. Cost $82.51 Unrealized
SVENSKA CELLULOSA AKTIEBOLAGSP 0.2%
Value ($000) $388 Shares 13,033 Est. Cost $29.36 Unrealized
CWB SPDR SERIES TRUST BRC CNV SECS 0.2%
Value ($000) $379 Shares 8,170 Est. Cost $43.57 Unrealized
NEWCREST MNG LTD SPONSORED ADR 0.2%
Value ($000) $332 Shares 19,567 Est. Cost $16.97 Unrealized
SID COMPANHIA SIDERURGICA NACIONSP 0.2%
Value ($000) $331 Shares 119,951 Est. Cost $2.76 Unrealized