Dorsey Wright & Associates Quant / Systematic

CIK: 0001376772 · Show all filings

Period: Q1 2017 (← Previous) (Next →)

Filing Date: May 3, 2017

Total Value ($000): $291,606 (100.0% shares, 0.0% debt)

Holdings (136)

NVDA NVIDIA CORP COM 2.6%
Value ($000) $7,535 Shares 69,176 Est. Cost $0.86 Unrealized +204.2%
POWERSHARES ETF TRUST HI YLD E 2.2%
Value ($000) $6,522 Shares 382,071 Est. Cost $13.35 Unrealized
ALB ALBEMARLE CORP COM 2.1%
Value ($000) $6,244 Shares 59,108 Est. Cost $81.41 Unrealized +6.0%
IJS ISHARES TR SP SMCP600VL E 2.1%
Value ($000) $6,001 Shares 43,285 Est. Cost $124.81 Unrealized
IJJ ISHARES TR S&P MC 400VL E 2.0%
Value ($000) $5,946 Shares 40,055 Est. Cost $145.24 Unrealized
ILF ISHARES TR LATN AMER 40 2.0%
Value ($000) $5,903 Shares 186,142 Est. Cost $28.09 Unrealized
XLF SELECT SECTOR SPDR TR SBI INT- 2.0%
Value ($000) $5,859 Shares 246,930 Est. Cost $23.26 Unrealized
IJT ISHARES TR SP SMCP600GR E 2.0%
Value ($000) $5,771 Shares 37,697 Est. Cost $149.99 Unrealized
VLUE ISHARES TR USA VALUE FACT 1.9%
Value ($000) $5,519 Shares 75,480 Est. Cost $73.12 Unrealized
STLD STEEL DYNAMICS INC COM 1.9%
Value ($000) $5,453 Shares 156,862 Est. Cost $27.47 Unrealized +8.0%
COMPUTER SCIENCES CORP COM 1.8%
Value ($000) $5,354 Shares 77,588 Est. Cost $63.80 Unrealized
URI UNITED RENTALS INC COM 1.8%
Value ($000) $5,283 Shares 42,249 Est. Cost $111.69 Unrealized +5.5%
POWERSHS DB MULTI SECT COMM DB 1.8%
Value ($000) $5,266 Shares 321,668 Est. Cost $16.37 Unrealized
XLI SELECT SECTOR SPDR TR SBI INT- 1.8%
Value ($000) $5,265 Shares 80,921 Est. Cost $62.25 Unrealized
XLK SELECT SECTOR SPDR TR TECHNOLO 1.7%
Value ($000) $5,087 Shares 95,423 Est. Cost $47.78 Unrealized
HWC HANCOCK HLDG CO COM 1.6%
Value ($000) $4,770 Shares 104,720 Est. Cost $38.37 Unrealized +19.0%
MTD METTLER TOLEDO INTERNATIONALCO 1.4%
Value ($000) $4,133 Shares 8,631 Est. Cost $346.83 Unrealized +31.8%
WCN WASTE CONNECTIONS INC 1.4%
Value ($000) $3,991 Shares 45,239 Est. Cost $44.11 Unrealized +18.7%
PAM PAMPA ENERGIA S A SPONS ADR LV 1.3%
Value ($000) $3,912 Shares 72,156 Est. Cost $27.29 Unrealized
TAL TAL ED GROUP ADS REPSTG COM 1.3%
Value ($000) $3,902 Shares 36,612 Est. Cost $74.43 Unrealized
IEF ISHARES TR 7-10 Y TR BD E 1.3%
Value ($000) $3,723 Shares 35,257 Est. Cost $105.08 Unrealized
THO THOR INDS INC COM 1.3%
Value ($000) $3,671 Shares 38,190 Est. Cost $81.08 Unrealized +7.1%
LII LENNOX INTL INC COM 1.2%
Value ($000) $3,633 Shares 21,714 Est. Cost $124.06 Unrealized +17.1%
EDN EMPRESA DIST Y COMERCIAL NORSP 1.2%
Value ($000) $3,456 Shares 99,368 Est. Cost $20.84 Unrealized
AMD ADVANCED MICRO DEVICES INC COM 1.0%
Value ($000) $2,974 Shares 204,390 Est. Cost $8.45 Unrealized +50.2%
IDXX IDEXX LABS INC COM 1.0%
Value ($000) $2,955 Shares 19,111 Est. Cost $137.84 Unrealized 0.0%
APH AMPHENOL CORP NEW CL A 1.0%
Value ($000) $2,902 Shares 40,775 Est. Cost $15.34 Unrealized +3.7%
OKE ONEOK INC NEW COM 1.0%
Value ($000) $2,803 Shares 50,556 Est. Cost $27.24 Unrealized +17.0%
ROL ROLLINS INC COM 0.9%
Value ($000) $2,732 Shares 73,568 Est. Cost $14.20 Unrealized 0.0%
NEW ORIENTAL ED & TECH GRP ISP 0.9%
Value ($000) $2,692 Shares 44,596 Est. Cost $44.68 Unrealized
HPQ HP INC COM 0.9%
Value ($000) $2,541 Shares 142,089 Est. Cost $10.62 Unrealized +13.9%
PTEN PATTERSON UTI ENERGY INC COM 0.9%
Value ($000) $2,519 Shares 103,791 Est. Cost $26.21 Unrealized +2.9%
BBY BEST BUY INC COM 0.8%
Value ($000) $2,454 Shares 49,933 Est. Cost $32.21 Unrealized +1.0%
SQM SOCIEDAD QUIMICA MINERA DE CSP 0.8%
Value ($000) $2,405 Shares 69,961 Est. Cost $29.30 Unrealized
CGNX COGNEX CORP COM 0.8%
Value ($000) $2,398 Shares 28,562 Est. Cost $26.81 Unrealized +26.9%
LATAM AIRLS GROUP S A SPONSORE 0.8%
Value ($000) $2,289 Shares 180,714 Est. Cost $9.40 Unrealized
WST WEST PHARMACEUTICAL SVSC INCCO 0.8%
Value ($000) $2,270 Shares 27,821 Est. Cost $71.31 Unrealized +13.7%
SLM SLM CORP COM 0.8%
Value ($000) $2,218 Shares 183,294 Est. Cost $11.84 Unrealized 0.0%
BDORY BANCO DO BRASIL S A SPONSORED 0.7%
Value ($000) $2,180 Shares 203,731 Est. Cost $9.20 Unrealized
PBR PETROLEO BRASILEIRO SA PETROSP 0.7%
Value ($000) $2,122 Shares 218,965 Est. Cost $9.21 Unrealized
GVA GRANITE CONSTR INC COM 0.7%
Value ($000) $2,110 Shares 42,049 Est. Cost $45.63 Unrealized +16.6%
CHINA LODGING GROUP LTD SPONSO 0.7%
Value ($000) $2,092 Shares 33,712 Est. Cost $54.83 Unrealized
FDN FIRST TR EXCHANGE TRADED FD DJ 0.7%
Value ($000) $2,070 Shares 23,511 Est. Cost $86.67 Unrealized
COSAN LTD SHS A 0.7%
Value ($000) $2,070 Shares 242,373 Est. Cost $7.71 Unrealized
NABORS INDUSTRIES LTD SHS 0.7%
Value ($000) $2,066 Shares 158,094 Est. Cost $16.40 Unrealized
TX TERNIUM SA SPON ADR 0.7%
Value ($000) $2,055 Shares 78,679 Est. Cost $23.11 Unrealized
CPA COPA HOLDINGS SA CL A 0.7%
Value ($000) $2,050 Shares 18,266 Est. Cost $79.07 Unrealized 0.0%
WAFD WASHINGTON FED INC COM 0.7%
Value ($000) $2,023 Shares 61,104 Est. Cost $23.37 Unrealized +9.7%
SYMANTEC CORP COM 0.7%
Value ($000) $2,001 Shares 65,221 Est. Cost $25.25 Unrealized
BSBR BANCO SANTANDER BRASIL S A 1.0 0.7%
Value ($000) $1,982 Shares 224,678 Est. Cost $8.87 Unrealized
OLN OLIN CORP COM PAR $1 0.7%
Value ($000) $1,981 Shares 60,268 Est. Cost $23.45 Unrealized 0.0%
CPRT COPART INC COM 0.7%
Value ($000) $1,963 Shares 31,694 Est. Cost $6.81 Unrealized +8.0%
HII HUNTINGTON INGALLS INDS INC CO 0.7%
Value ($000) $1,934 Shares 9,656 Est. Cost $134.42 Unrealized +26.8%
NUVASIVE INC COM 0.7%
Value ($000) $1,924 Shares 25,762 Est. Cost $74.68 Unrealized
LNC LINCOLN NATL CORP IND COM 0.7%
Value ($000) $1,923 Shares 29,374 Est. Cost $47.98 Unrealized 0.0%
BAK BRASKEM S A SP ADR PFD A 0.7%
Value ($000) $1,917 Shares 94,192 Est. Cost $20.96 Unrealized
IRSA INVERSIONES Y REP S A GLO 0.7%
Value ($000) $1,903 Shares 77,671 Est. Cost $20.41 Unrealized
PFG PRINCIPAL FINL GROUP INC COM 0.7%
Value ($000) $1,900 Shares 30,101 Est. Cost $39.86 Unrealized +9.4%
UNH UNITEDHEALTH GROUP INC COM 0.6%
Value ($000) $1,890 Shares 11,522 Est. Cost $107.29 Unrealized +32.5%
SPX CORP COM 0.6%
Value ($000) $1,888 Shares 77,865 Est. Cost $23.74 Unrealized
ZION ZIONS BANCORPORATION COM 0.6%
Value ($000) $1,883 Shares 44,824 Est. Cost $37.02 Unrealized +17.3%
MTX MINERALS TECHNOLOGIES INC COM 0.6%
Value ($000) $1,868 Shares 24,392 Est. Cost $71.61 Unrealized +4.2%
SAP SAP SE SPON ADR 0.6%
Value ($000) $1,863 Shares 18,977 Est. Cost $88.96 Unrealized
SBERBANK RUSSIA SPONSORED ADR 0.6%
Value ($000) $1,858 Shares 162,350 Est. Cost $10.75 Unrealized
SINA CORP ORD 0.6%
Value ($000) $1,837 Shares 25,468 Est. Cost $72.13 Unrealized
KB KB FINANCIAL GROUP INC SPONSOR 0.6%
Value ($000) $1,836 Shares 41,745 Est. Cost $37.92 Unrealized
WPX ENERGY INC COM 0.6%
Value ($000) $1,831 Shares 136,741 Est. Cost $14.57 Unrealized
UNITED STATES STL CORP NEW COM 0.6%
Value ($000) $1,828 Shares 54,065 Est. Cost $33.81 Unrealized
ITUB ITAU UNIBANCO BANCO MULTIPL SP 0.6%
Value ($000) $1,821 Shares 150,860 Est. Cost $10.85 Unrealized
BBD BANCO BRADESCO S A SP ADR PFD 0.6%
Value ($000) $1,819 Shares 177,615 Est. Cost $9.18 Unrealized
SEOAY STORA ENSO CORP SPON ADR REP R 0.6%
Value ($000) $1,811 Shares 153,021 Est. Cost $11.83 Unrealized
CMA COMERICA INC COM 0.6%
Value ($000) $1,794 Shares 26,163 Est. Cost $40.54 Unrealized +19.0%
AAL AMERICAN AIRLS GROUP INC COM 0.6%
Value ($000) $1,792 Shares 42,356 Est. Cost $43.78 Unrealized 0.0%
CRESY CRESUD S A C I F Y A SPONSORED 0.6%
Value ($000) $1,790 Shares 89,183 Est. Cost $17.74 Unrealized
CB CHUBB LIMITED COM 0.6%
Value ($000) $1,781 Shares 13,075 Est. Cost $107.12 Unrealized +7.3%
GEF GREIF BROS CORP 0.6%
Value ($000) $1,763 Shares 32,010 Est. Cost $36.84 Unrealized +9.9%
NICE NICE SYS LTD SPONSORED ADR 0.6%
Value ($000) $1,758 Shares 25,854 Est. Cost $67.56 Unrealized
OSK OSHKOSH CORP COM 0.6%
Value ($000) $1,749 Shares 25,496 Est. Cost $53.81 Unrealized +11.2%
BNPQY BNP PARIBAS SPONSORED ADR 0.6%
Value ($000) $1,748 Shares 52,442 Est. Cost $33.33 Unrealized
SCGLY SOCIETE GENERALE FRANCE SPONSO 0.6%
Value ($000) $1,740 Shares 171,741 Est. Cost $10.13 Unrealized
NMR NOMURA HLDGS INC SPONSORED ADR 0.6%
Value ($000) $1,727 Shares 275,442 Est. Cost $6.27 Unrealized
FXR FIRST TR EXCHANGE TRADED FD IN 0.6%
Value ($000) $1,718 Shares 50,056 Est. Cost $34.32 Unrealized
FTXO FIRST TR EXCHANGE TRADED FD NA 0.6%
Value ($000) $1,711 Shares 65,897 Est. Cost $25.96 Unrealized
QTEC FIRST TR NASDAQ100 TECH INDESH 0.6%
Value ($000) $1,709 Shares 28,415 Est. Cost $60.14 Unrealized
FXU FIRST TR EXCHANGE TRADED FD UT 0.6%
Value ($000) $1,679 Shares 61,298 Est. Cost $27.39 Unrealized
TKOMY TOKIO MARINE HOLDINGS INC ADR 0.6%
Value ($000) $1,652 Shares 39,104 Est. Cost $41.46 Unrealized
CRH PLC ADR 0.6%
Value ($000) $1,651 Shares 46,957 Est. Cost $32.78 Unrealized
SINOPEC SHANGHAI PETROCHEMICSP 0.6%
Value ($000) $1,642 Shares 29,460 Est. Cost $52.44 Unrealized
WDC WESTERN DIGITAL CORP COM 0.6%
Value ($000) $1,620 Shares 19,633 Est. Cost $51.29 Unrealized 0.0%
KMTUY KOMATSU LTD SPON ADR NEW 0.6%
Value ($000) $1,619 Shares 62,030 Est. Cost $26.10 Unrealized
WELLCARE HEALTH PLANS INC COM 0.5%
Value ($000) $1,593 Shares 11,360 Est. Cost $140.23 Unrealized
ALK ALASKA AIR GROUP INC COM 0.5%
Value ($000) $1,587 Shares 17,205 Est. Cost $89.03 Unrealized 0.0%
BVN COMPANIA DE MINAS BUENAVENTUSP 0.5%
Value ($000) $1,571 Shares 130,502 Est. Cost $11.94 Unrealized
IX ORIX CORP SPONSORED ADR 0.5%
Value ($000) $1,570 Shares 21,131 Est. Cost $74.30 Unrealized
DISCOVER FINL SVCS COM 0.5%
Value ($000) $1,548 Shares 22,639 Est. Cost $68.38 Unrealized
LUKOY PJSC LUKOIL SPONSORED ADR 0.5%
Value ($000) $1,524 Shares 28,763 Est. Cost $55.19 Unrealized
BROADCOM LTD SHS 0.5%
Value ($000) $1,447 Shares 6,607 Est. Cost $166.74 Unrealized
WBS WEBSTER FINL CORP CONN COM 0.5%
Value ($000) $1,440 Shares 28,774 Est. Cost $48.81 Unrealized +9.4%
DPZ DOMINOS PIZZA INC COM 0.5%
Value ($000) $1,432 Shares 7,771 Est. Cost $120.76 Unrealized +34.3%
SNPS SYNOPSYS INC COM 0.5%
Value ($000) $1,339 Shares 18,566 Est. Cost $58.49 Unrealized +14.4%
ITW ILLINOIS TOOL WKS INC COM 0.5%
Value ($000) $1,331 Shares 10,044 Est. Cost $88.06 Unrealized +18.8%
PRI PRIMERICA INC COM 0.4%
Value ($000) $1,282 Shares 15,592 Est. Cost $65.47 Unrealized +19.1%
UGI UGI CORP NEW COM 0.4%
Value ($000) $1,198 Shares 24,258 Est. Cost $43.27 Unrealized +9.8%
RF REGIONS FINL CORP NEW COM 0.4%
Value ($000) $1,197 Shares 82,385 Est. Cost $9.06 Unrealized +16.9%
SHY ISHARES TR 1-3 YR TR BD E 0.4%
Value ($000) $1,125 Shares 13,310 Est. Cost $84.71 Unrealized
IWS iShares Russell Mid-Cap Value ETF 0.4%
Value ($000) $1,079 Shares 13,004 Est. Cost $80.49 Unrealized
SID COMPANHIA SIDERURGICA NACIONSP 0.4%
Value ($000) $1,070 Shares 366,429 Est. Cost $2.98 Unrealized
IWN iShares Russell 2000 Value ETF 0.4%
Value ($000) $1,046 Shares 8,850 Est. Cost $118.87 Unrealized
TIP ISHARES TR TIPS BD ETF 0.3%
Value ($000) $852 Shares 7,435 Est. Cost $115.17 Unrealized
CWB SPDR SERIES TRUST BRC CNV SECS 0.2%
Value ($000) $689 Shares 14,333 Est. Cost $44.50 Unrealized
EMB ISHARES TR JP MOR EM MK E 0.2%
Value ($000) $670 Shares 5,893 Est. Cost $113.69 Unrealized
LQD ISHARES TR IBOXX INV CP E 0.2%
Value ($000) $647 Shares 5,490 Est. Cost $117.85 Unrealized
INVESCO GOVT AGENCY PRIV 1903 0.2%
Value ($000) $551 Shares 550,824 Est. Cost $1.00 Unrealized
MSFT MICROSOFT 0.2%
Value ($000) $462 Shares 7,021 Est. Cost $54.02 Unrealized +7.1%
TTC TORO CO COM 0.2%
Value ($000) $461 Shares 7,382 Est. Cost $59.63 Unrealized 0.0%
NSC NORFOLK SOUTHN CORP 0.2%
Value ($000) $448 Shares 4,001 Est. Cost $84.29 Unrealized +16.0%
HARRIS CORP DEL COM 0.2%
Value ($000) $447 Shares 4,017 Est. Cost $102.62 Unrealized
RGA REINSURANCE GROUP AMER INC COM 0.2%
Value ($000) $441 Shares 3,475 Est. Cost $117.46 Unrealized +8.0%
MLM MARTIN MARIETTA MATLS INC COM 0.2%
Value ($000) $438 Shares 2,005 Est. Cost $206.40 Unrealized 0.0%
WEN WENDYS CO COM 0.1%
Value ($000) $425 Shares 31,257 Est. Cost $12.10 Unrealized +12.7%
SAIC SCIENCE APPLICATNS INTL CP NCO 0.1%
Value ($000) $396 Shares 5,324 Est. Cost $76.89 Unrealized +10.6%
HAL HALLIBURTON CO COM 0.1%
Value ($000) $393 Shares 7,988 Est. Cost $41.79 Unrealized +8.0%
EWT iShares MSCI Taiwan Capped ETF 0.1%
Value ($000) $389 Shares 11,695 Est. Cost $29.41 Unrealized
EWY iShares MSCI South Korea Capped ETF 0.1%
Value ($000) $377 Shares 6,093 Est. Cost $53.34 Unrealized
EWZ iShares MSCI Brazil Capped ETF 0.1%
Value ($000) $377 Shares 10,052 Est. Cost $33.39 Unrealized
EWM iShares MSCI Malaysia ETF 0.1%
Value ($000) $358 Shares 11,754 Est. Cost $27.99 Unrealized
EWC iShares MSCI Canada ETF 0.1%
Value ($000) $344 Shares 12,810 Est. Cost $26.85 Unrealized
PowerShares S&P SmallCap Energy Portfolio 0.1%
Value ($000) $342 Shares 18,793 Est. Cost $20.55 Unrealized
KRE SPDR S&P Regional Banking ETF 0.1%
Value ($000) $337 Shares 6,173 Est. Cost $55.58 Unrealized
PowerShares S&P SmallCap Information Technology Portfolio 0.1%
Value ($000) $333 Shares 4,566 Est. Cost $69.61 Unrealized
PowerShares S&P SmallCap Consumer Staples Portfolio 0.1%
Value ($000) $317 Shares 4,576 Est. Cost $69.04 Unrealized
HYG iShares iBoxx $ High Yield Corporate Bond ETF 0.1%
Value ($000) $300 Shares 3,420 Est. Cost $84.04 Unrealized
XSD SPDR S&P Semiconductor ETF 0.1%
Value ($000) $292 Shares 4,834 Est. Cost $56.12 Unrealized
PowerShares S&P SmallCap Industrials Portfolio 0.1%
Value ($000) $292 Shares 5,239 Est. Cost $55.38 Unrealized
SPDR S&P Oil & Gas Equipment&Svcs ETF 0.1%
Value ($000) $284 Shares 14,129 Est. Cost $22.12 Unrealized
XME SPDR S&P Metals and Mining ETF 0.1%
Value ($000) $272 Shares 8,936 Est. Cost $30.41 Unrealized