Dorsey Wright & Associates Quant / Systematic

CIK: 0001376772 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Feb 2, 2017

Total Value ($000): $235,702 (100.0% shares, 0.0% debt)

Holdings (131)

NVDA NVIDIA CORP COM 3.0%
Value ($000) $6,983 Shares 65,418 Est. Cost $0.76 Unrealized +170.3%
POWERSHARES ETF TRUST HI YLD E 2.7%
Value ($000) $6,405 Shares 378,324 Est. Cost $13.35 Unrealized
IJS ISHARES TR SP SMCP600VL E 2.5%
Value ($000) $6,004 Shares 42,882 Est. Cost $124.81 Unrealized
IJJ ISHARES TR S&P MC 400VL E 2.4%
Value ($000) $5,758 Shares 39,653 Est. Cost $145.21 Unrealized
XLF SELECT SECTOR SPDR TR SBI INT- 2.4%
Value ($000) $5,637 Shares 242,472 Est. Cost $23.25 Unrealized
IJT ISHARES TR SP SMCP600GR E 2.4%
Value ($000) $5,602 Shares 37,348 Est. Cost $149.99 Unrealized
XLK SELECT SECTOR SPDR TR TECHNOLO 2.3%
Value ($000) $5,526 Shares 114,263 Est. Cost $47.78 Unrealized
ILF ISHARES TR LATN AMER 40.000 0 2.2%
Value ($000) $5,069 Shares 183,787 Est. Cost $28.04 Unrealized
XLI SELECT SECTOR SPDR TR SBI INT- 2.1%
Value ($000) $4,984 Shares 80,106 Est. Cost $62.22 Unrealized
EEM ISHARES TR MSCI EMG MKT E 2.0%
Value ($000) $4,788 Shares 136,752 Est. Cost $35.01 Unrealized
EWJ ISHARES INC MSCI JPN ETF NEW 2.0%
Value ($000) $4,663 Shares 95,439 Est. Cost $48.86 Unrealized
OKE ONEOK INC NEW COM 1.9%
Value ($000) $4,421 Shares 77,011 Est. Cost $27.24 Unrealized +10.3%
HWC HANCOCK HLDG CO COM 1.8%
Value ($000) $4,306 Shares 99,899 Est. Cost $38.02 Unrealized 0.0%
NABORS INDUSTRIES LTD SHS 1.8%
Value ($000) $4,212 Shares 256,849 Est. Cost $16.40 Unrealized
META FACEBOOK INC CL A 1.7%
Value ($000) $4,110 Shares 35,721 Est. Cost $89.08 Unrealized +36.9%
EDN EMPRESA DIST Y COMERCIAL NORSP 1.6%
Value ($000) $3,824 Shares 137,306 Est. Cost $20.84 Unrealized
WPX ENERGY INC COM 1.5%
Value ($000) $3,551 Shares 243,752 Est. Cost $14.57 Unrealized
PAM PAMPA ENERGIA S A SPONS ADR LV 1.5%
Value ($000) $3,541 Shares 101,715 Est. Cost $27.29 Unrealized
CINF CINCINNATI FINL CORP COM 1.5%
Value ($000) $3,427 Shares 45,247 Est. Cost $54.37 Unrealized +7.0%
MTD METTLER TOLEDO INTERNATIONALCO 1.4%
Value ($000) $3,295 Shares 7,873 Est. Cost $336.21 Unrealized +23.8%
WCN WASTE CONNECTIONS INC 1.4%
Value ($000) $3,242 Shares 41,249 Est. Cost $43.31 Unrealized +9.5%
IEF ISHARES TR 7-10 Y TR BD E 1.4%
Value ($000) $3,215 Shares 30,674 Est. Cost $105.00 Unrealized
CONSOL ENERGY INC COM 1.3%
Value ($000) $3,151 Shares 172,851 Est. Cost $18.87 Unrealized
LII LENNOX INTL INC COM 1.3%
Value ($000) $3,038 Shares 19,833 Est. Cost $122.04 Unrealized +12.2%
COMPUTER SCIENCES CORP COM 1.1%
Value ($000) $2,502 Shares 42,110 Est. Cost $59.42 Unrealized
STLD STEEL DYNAMICS INC COM 1.1%
Value ($000) $2,483 Shares 69,791 Est. Cost $24.72 Unrealized +5.6%
APH AMPHENOL CORP NEW CL A 1.0%
Value ($000) $2,466 Shares 36,701 Est. Cost $15.27 Unrealized 0.0%
AMZN AMAZON COM INC COM 1.0%
Value ($000) $2,456 Shares 3,275 Est. Cost $39.18 Unrealized 0.0%
INGR INGREDION INC COM 1.0%
Value ($000) $2,399 Shares 19,201 Est. Cost $119.96 Unrealized +5.3%
WOR WORTHINGTON INDS INC COM 1.0%
Value ($000) $2,398 Shares 50,548 Est. Cost $26.58 Unrealized +21.1%
STZ CONSTELLATION BRANDS INC CL A 1.0%
Value ($000) $2,370 Shares 15,459 Est. Cost $52.07 Unrealized +165.4%
AMD ADVANCED MICRO DEVICES INC COM 1.0%
Value ($000) $2,282 Shares 201,237 Est. Cost $8.39 Unrealized 0.0%
WST WEST PHARMACEUTICAL SVSC INCCO 0.9%
Value ($000) $2,205 Shares 25,996 Est. Cost $70.63 Unrealized +7.8%
GVA GRANITE CONSTR INC COM 0.9%
Value ($000) $2,165 Shares 39,360 Est. Cost $45.11 Unrealized +17.7%
ALB ALBEMARLE CORP COM 0.9%
Value ($000) $2,148 Shares 24,948 Est. Cost $74.76 Unrealized 0.0%
WESTAR ENERGY INC COM 0.9%
Value ($000) $2,059 Shares 36,545 Est. Cost $50.70 Unrealized
SHY ISHARES TR 1-3 YR TR BD E 0.9%
Value ($000) $2,029 Shares 24,024 Est. Cost $84.71 Unrealized
HPQ HP INC COM 0.8%
Value ($000) $1,972 Shares 132,912 Est. Cost $10.52 Unrealized +6.7%
NWL NEWELL RUBBERMAID INC COM 0.8%
Value ($000) $1,959 Shares 43,874 Est. Cost $25.07 Unrealized +30.5%
WAFD WASHINGTON FED INC COM 0.8%
Value ($000) $1,911 Shares 55,646 Est. Cost $23.15 Unrealized 0.0%
THO THOR INDS INC COM 0.8%
Value ($000) $1,892 Shares 18,914 Est. Cost $75.21 Unrealized 0.0%
ZION ZIONS BANCORPORATION COM 0.8%
Value ($000) $1,877 Shares 43,615 Est. Cost $36.84 Unrealized 0.0%
PIONEER NAT RES CO COM 0.8%
Value ($000) $1,825 Shares 10,136 Est. Cost $180.05 Unrealized
SPX CORP COM 0.8%
Value ($000) $1,795 Shares 75,660 Est. Cost $23.72 Unrealized
CGNX COGNEX CORP COM 0.8%
Value ($000) $1,770 Shares 27,814 Est. Cost $26.62 Unrealized 0.0%
SMG SCOTTS MIRACLE GRO CO CL A 0.8%
Value ($000) $1,770 Shares 18,524 Est. Cost $66.12 Unrealized 0.0%
XYL XYLEM INC COM 0.7%
Value ($000) $1,752 Shares 35,380 Est. Cost $44.21 Unrealized +2.7%
CMA COMERICA INC COM 0.7%
Value ($000) $1,743 Shares 25,589 Est. Cost $40.37 Unrealized 0.0%
TAL TAL ED GROUP ADS REPSTG COM 0.7%
Value ($000) $1,730 Shares 24,664 Est. Cost $58.86 Unrealized
MTX MINERALS TECHNOLOGIES INC COM 0.7%
Value ($000) $1,729 Shares 22,377 Est. Cost $71.34 Unrealized 0.0%
CPRT COPART INC COM 0.7%
Value ($000) $1,709 Shares 30,842 Est. Cost $6.79 Unrealized 0.0%
MDU MDU RESOURCES GROUP INC 0.7%
Value ($000) $1,704 Shares 59,222 Est. Cost $7.89 Unrealized 0.0%
PFG PRINCIPAL FINL GROUP INC COM 0.7%
Value ($000) $1,695 Shares 29,295 Est. Cost $39.76 Unrealized 0.0%
UNH UNITEDHEALTH GROUP INC COM 0.7%
Value ($000) $1,660 Shares 10,375 Est. Cost $103.44 Unrealized +24.9%
OSK OSHKOSH CORP COM 0.7%
Value ($000) $1,620 Shares 25,079 Est. Cost $53.71 Unrealized 0.0%
SIMO SILICON MOTION TECHNOLOGY COSP 0.7%
Value ($000) $1,600 Shares 37,669 Est. Cost $39.36 Unrealized
GEF GREIF BROS CORP 0.7%
Value ($000) $1,598 Shares 31,135 Est. Cost $36.74 Unrealized 0.0%
PBR PETROLEO BRASILEIRO SA PETROSP 0.6%
Value ($000) $1,516 Shares 149,977 Est. Cost $8.99 Unrealized
SYMANTEC CORP COM 0.6%
Value ($000) $1,494 Shares 62,539 Est. Cost $25.02 Unrealized
BAK BRASKEM S A SP ADR PFD A 0.6%
Value ($000) $1,423 Shares 67,116 Est. Cost $21.20 Unrealized
SQM SOCIEDAD QUIMICA MINERA DE CSP 0.6%
Value ($000) $1,408 Shares 49,135 Est. Cost $27.15 Unrealized
BSBR BANCO SANTANDER BRASIL S A 1.0 0.6%
Value ($000) $1,380 Shares 155,168 Est. Cost $8.89 Unrealized
TX TERNIUM SA SPON ADR 0.6%
Value ($000) $1,352 Shares 55,965 Est. Cost $21.89 Unrealized
CVLT COMMVAULT SYSTEMS INC COM 0.6%
Value ($000) $1,342 Shares 26,108 Est. Cost $53.63 Unrealized 0.0%
NEW ORIENTAL ED & TECH GRP ISP 0.5%
Value ($000) $1,263 Shares 29,984 Est. Cost $37.03 Unrealized
COSAN LTD SHS A 0.5%
Value ($000) $1,262 Shares 168,012 Est. Cost $7.34 Unrealized
NICE NICE SYS LTD SPONSORED ADR 0.5%
Value ($000) $1,238 Shares 18,003 Est. Cost $67.37 Unrealized
CHINA LODGING GROUP LTD SPONSO 0.5%
Value ($000) $1,237 Shares 23,857 Est. Cost $51.85 Unrealized
SBERBANK RUSSIA SPONSORED ADR 0.5%
Value ($000) $1,232 Shares 107,666 Est. Cost $10.39 Unrealized
CB CHUBB LIMITED COM 0.5%
Value ($000) $1,197 Shares 9,056 Est. Cost $103.67 Unrealized +4.5%
HII HUNTINGTON INGALLS INDS INC CO 0.5%
Value ($000) $1,194 Shares 6,481 Est. Cost $116.74 Unrealized +21.6%
BDORY BANCO DO BRASIL S A SPONSORED 0.5%
Value ($000) $1,184 Shares 139,308 Est. Cost $8.50 Unrealized
CTRIP COM INTL LTD AMERICAN DE 0.5%
Value ($000) $1,147 Shares 28,662 Est. Cost $45.04 Unrealized
CRH PLC ADR 0.5%
Value ($000) $1,147 Shares 33,363 Est. Cost $31.80 Unrealized
SAP SAP SE SPON ADR 0.5%
Value ($000) $1,132 Shares 13,093 Est. Cost $84.82 Unrealized
SINOPEC SHANGHAI PETROCHEMICSP 0.5%
Value ($000) $1,123 Shares 20,755 Est. Cost $51.06 Unrealized
DPZ DOMINOS PIZZA INC COM 0.5%
Value ($000) $1,079 Shares 6,773 Est. Cost $114.65 Unrealized +28.0%
LUKOY PJSC LUKOIL SPONSORED ADR 0.5%
Value ($000) $1,077 Shares 19,129 Est. Cost $56.30 Unrealized
ITW ILLINOIS TOOL WKS INC COM 0.5%
Value ($000) $1,076 Shares 8,786 Est. Cost $85.70 Unrealized +13.4%
BBD BANCO BRADESCO S A SP ADR PFD 0.5%
Value ($000) $1,075 Shares 123,438 Est. Cost $8.71 Unrealized
LATAM AIRLS GROUP S A SPONSORE 0.5%
Value ($000) $1,072 Shares 130,961 Est. Cost $8.16 Unrealized
ITUB ITAU UNIBANCO BANCO MULTIPL SP 0.4%
Value ($000) $1,058 Shares 102,905 Est. Cost $10.28 Unrealized
TKOMY TOKIO MARINE HOLDINGS INC ADR 0.4%
Value ($000) $1,040 Shares 25,347 Est. Cost $41.03 Unrealized
IWN iShares Russell 2000 Value ETF 0.4%
Value ($000) $1,037 Shares 8,723 Est. Cost $118.88 Unrealized
RF REGIONS FINL CORP NEW COM 0.4%
Value ($000) $1,030 Shares 71,754 Est. Cost $8.84 Unrealized 0.0%
IWS iShares Russell Mid-Cap Value ETF 0.4%
Value ($000) $1,028 Shares 12,779 Est. Cost $80.44 Unrealized
KB KB FINANCIAL GROUP INC SPONSOR 0.4%
Value ($000) $1,026 Shares 29,083 Est. Cost $35.28 Unrealized
UGP ULTRAPAR PARTICIPACOES SA BRSP 0.4%
Value ($000) $1,021 Shares 49,247 Est. Cost $20.73 Unrealized
BROADCOM LTD SHS 0.4%
Value ($000) $1,017 Shares 5,752 Est. Cost $158.97 Unrealized
IRSA INVERSIONES Y REP S A GLO 0.4%
Value ($000) $1,009 Shares 54,736 Est. Cost $18.69 Unrealized
CRESY CRESUD S A C I F Y A SPONSORED 0.4%
Value ($000) $975 Shares 61,836 Est. Cost $16.70 Unrealized
UGI UGI CORP NEW COM 0.4%
Value ($000) $974 Shares 21,134 Est. Cost $42.64 Unrealized +5.0%
BVN COMPANIA DE MINAS BUENAVENTUSP 0.4%
Value ($000) $972 Shares 86,218 Est. Cost $11.88 Unrealized
WBS WEBSTER FINL CORP CONN COM 0.4%
Value ($000) $960 Shares 17,677 Est. Cost $45.93 Unrealized 0.0%
SNPS SYNOPSYS INC COM 0.4%
Value ($000) $950 Shares 16,142 Est. Cost $57.23 Unrealized +4.0%
PRI PRIMERICA INC COM 0.4%
Value ($000) $936 Shares 13,537 Est. Cost $63.58 Unrealized 0.0%
PTEN PATTERSON UTI ENERGY INC COM 0.4%
Value ($000) $932 Shares 34,613 Est. Cost $24.70 Unrealized 0.0%
URI UNITED RENTALS INC COM 0.4%
Value ($000) $921 Shares 8,719 Est. Cost $88.13 Unrealized 0.0%
TIP ISHARES TR TIPS BD ETF 0.4%
Value ($000) $836 Shares 7,391 Est. Cost $115.17 Unrealized
XINYUAN REAL ESTATE CO LTD SPO 0.4%
Value ($000) $833 Shares 168,000 Est. Cost $5.61 Unrealized
SID COMPANHIA SIDERURGICA NACIONSP 0.4%
Value ($000) $831 Shares 257,286 Est. Cost $3.01 Unrealized
SM SM ENERGY CO COM 0.3%
Value ($000) $808 Shares 23,433 Est. Cost $32.31 Unrealized 0.0%
HYG ISHARES TR IBOXX HI YD ET 0.3%
Value ($000) $647 Shares 7,485 Est. Cost $84.04 Unrealized
CWB SPDR SERIES TRUST BRC CNV SECS 0.3%
Value ($000) $646 Shares 14,147 Est. Cost $44.46 Unrealized
AOR ISHARES TR GRWT ALLOCAT E 0.3%
Value ($000) $643 Shares 15,850 Est. Cost $40.57 Unrealized
NEWCREST MNG LTD SPONSORED ADR 0.3%
Value ($000) $642 Shares 44,157 Est. Cost $15.62 Unrealized
LMT LOCKHEED MARTIN CORP COM 0.3%
Value ($000) $615 Shares 2,460 Est. Cost $101.56 Unrealized +92.9%
MSCI MSCI INC COM 0.2%
Value ($000) $474 Shares 6,014 Est. Cost $62.13 Unrealized +17.6%
SAIC SCIENCE APPLICATNS INTL CP NCO 0.2%
Value ($000) $442 Shares 5,207 Est. Cost $76.71 Unrealized 0.0%
RGA REINSURANCE GROUP AMER INC COM 0.2%
Value ($000) $428 Shares 3,400 Est. Cost $117.25 Unrealized 0.0%
MSFT MICROSOFT 0.2%
Value ($000) $427 Shares 6,866 Est. Cost $53.94 Unrealized 0.0%
NSC NORFOLK SOUTHN CORP 0.2%
Value ($000) $423 Shares 3,913 Est. Cost $83.99 Unrealized 0.0%
HAL HALLIBURTON CO COM 0.2%
Value ($000) $422 Shares 7,794 Est. Cost $41.70 Unrealized 0.0%
WEN WENDYS CO COM 0.2%
Value ($000) $414 Shares 30,600 Est. Cost $12.07 Unrealized 0.0%
APACHE CORP COM 0.2%
Value ($000) $405 Shares 6,387 Est. Cost $63.41 Unrealized
HARRIS CORP DEL COM 0.2%
Value ($000) $402 Shares 3,925 Est. Cost $102.42 Unrealized
BBY BEST BUY INC COM 0.2%
Value ($000) $387 Shares 9,063 Est. Cost $30.77 Unrealized 0.0%
EWZ iShares MSCI Brazil Capped ETF 0.2%
Value ($000) $385 Shares 11,530 Est. Cost $33.39 Unrealized
EWT iShares MSCI Taiwan Capped ETF 0.1%
Value ($000) $344 Shares 11,695 Est. Cost $29.41 Unrealized
KRE SPDR S&P Regional Banking ETF 0.1%
Value ($000) $342 Shares 6,153 Est. Cost $55.58 Unrealized
EWH iShares MSCI Hong Kong ETF 0.1%
Value ($000) $335 Shares 17,200 Est. Cost $19.48 Unrealized
EWM iShares MSCI Malaysia ETF 0.1%
Value ($000) $329 Shares 11,754 Est. Cost $27.99 Unrealized
PowerShares S&P SmallCap Energy Portfolio 0.1%
Value ($000) $329 Shares 15,652 Est. Cost $21.02 Unrealized
EWY iShares MSCI South Korea Capped ETF 0.1%
Value ($000) $325 Shares 6,093 Est. Cost $53.34 Unrealized
FDN First Trust Dow Jones Internet Index Fund 0.1%
Value ($000) $320 Shares 4,001 Est. Cost $79.98 Unrealized
PowerShares S&P SmallCap Information Technology Portfolio 0.1%
Value ($000) $311 Shares 4,472 Est. Cost $69.54 Unrealized
PowerShares S&P SmallCap Consumer Staples Portfolio 0.1%
Value ($000) $305 Shares 4,418 Est. Cost $69.04 Unrealized
SPDR S&P Oil & Gas Equipment&Svcs ETF 0.1%
Value ($000) $282 Shares 12,612 Est. Cost $22.36 Unrealized
PowerShares S&P SmallCap Industrials Portfolio 0.1%
Value ($000) $281 Shares 5,075 Est. Cost $55.37 Unrealized
XSD SPDR S&P Semiconductor ETF 0.1%
Value ($000) $265 Shares 4,730 Est. Cost $56.03 Unrealized
XME SPDR S&P Metals and Mining ETF 0.1%
Value ($000) $263 Shares 8,649 Est. Cost $30.41 Unrealized