Dorsey Wright & Associates Quant / Systematic

CIK: 0001376772 · Show all filings

Period: Q2 2017 (← Previous) (Next →)

Filing Date: Aug 17, 2017

Total Value ($000): $324,981 (100.0% shares, 0.0% debt)

Holdings (134)

NVDA NVIDIA CORP COM 3.1%
Value ($000) $9,927 Shares 68,671 Est. Cost $0.86 Unrealized +263.6%
TAL TAL ED GROUP ADS REPSTG COM 2.1%
Value ($000) $6,873 Shares 56,192 Est. Cost $91.12 Unrealized —
PAM PAMPA ENERGIA S A SPONS ADR LV 2.0%
Value ($000) $6,445 Shares 109,514 Est. Cost $38.06 Unrealized —
ALB ALBEMARLE CORP COM 1.9%
Value ($000) $6,166 Shares 58,424 Est. Cost $81.41 Unrealized +18.8%
DXC DXC TECHNOLOGY CO COM 1.8%
Value ($000) $5,941 Shares 77,438 Est. Cost $62.87 Unrealized 0.0%
MTD METTLER TOLEDO INTERNATIONALCO 1.6%
Value ($000) $5,150 Shares 8,751 Est. Cost $349.58 Unrealized +56.7%
XLF SELECT SECTOR SPDR TR SBI INT- 1.6%
Value ($000) $5,149 Shares 208,704 Est. Cost $23.26 Unrealized —
MTUM ISHARES TR USA MOMENTUM F 1.6%
Value ($000) $5,124 Shares 57,642 Est. Cost $88.89 Unrealized —
HWC HANCOCK HLDG CO COM 1.6%
Value ($000) $5,085 Shares 103,775 Est. Cost $38.37 Unrealized +22.7%
IVW ISHARES TR S&P 500 GRWT ETF 1.5%
Value ($000) $4,964 Shares 36,270 Est. Cost $136.86 Unrealized —
FEX FIRST TR LRGE CP CORE ALPHA CO 1.5%
Value ($000) $4,938 Shares 92,883 Est. Cost $53.16 Unrealized —
IJT ISHARES TR SP SMCP600GR E 1.5%
Value ($000) $4,926 Shares 31,588 Est. Cost $149.99 Unrealized —
XLK SELECT SECTOR SPDR TR TECHNOLO 1.5%
Value ($000) $4,911 Shares 89,753 Est. Cost $47.78 Unrealized —
EDN EMPRESA DIST Y COMERCIAL NORSP 1.5%
Value ($000) $4,876 Shares 152,847 Est. Cost $24.71 Unrealized —
— NEW ORIENTAL ED & TECH GRP ISP 1.5%
Value ($000) $4,778 Shares 67,778 Est. Cost $53.51 Unrealized —
EZU ISHARES INC MSCI EURZONE E 1.5%
Value ($000) $4,724 Shares 117,151 Est. Cost $40.32 Unrealized —
XLI SELECT SECTOR SPDR TR SBI INT- 1.4%
Value ($000) $4,621 Shares 67,840 Est. Cost $62.25 Unrealized —
IEV ISHARES TR EUROPE ETF 1.4%
Value ($000) $4,603 Shares 103,853 Est. Cost $44.32 Unrealized —
EEM ISHARES TR MSCI EMG MKT E 1.4%
Value ($000) $4,601 Shares 111,155 Est. Cost $41.39 Unrealized —
WCN WASTE CONNECTIONS INC 1.4%
Value ($000) $4,445 Shares 68,993 Est. Cost $49.08 Unrealized +19.3%
— WELLCARE HEALTH PLANS INC COM 1.3%
Value ($000) $4,236 Shares 23,590 Est. Cost $160.62 Unrealized —
— CHINA LODGING GROUP LTD SPONSO 1.3%
Value ($000) $4,114 Shares 50,991 Est. Cost $63.59 Unrealized —
LII LENNOX INTL INC COM 1.2%
Value ($000) $4,009 Shares 21,830 Est. Cost $124.06 Unrealized +26.6%
— BROADCOM LTD SHS 1.2%
Value ($000) $3,875 Shares 16,627 Est. Cost $206.70 Unrealized —
STLD STEEL DYNAMICS INC COM 1.2%
Value ($000) $3,838 Shares 107,168 Est. Cost $27.47 Unrealized +5.5%
KBH KB HOME COM 1.2%
Value ($000) $3,799 Shares 158,482 Est. Cost $18.98 Unrealized 0.0%
APH AMPHENOL CORP NEW CL A 1.1%
Value ($000) $3,510 Shares 47,547 Est. Cost $15.55 Unrealized +8.2%
SQM SOCIEDAD QUIMICA MINERA DE CSP 1.1%
Value ($000) $3,508 Shares 106,227 Est. Cost $30.57 Unrealized —
IDXX IDEXX LABS INC COM 1.1%
Value ($000) $3,481 Shares 21,567 Est. Cost $140.64 Unrealized +15.5%
URI UNITED RENTALS INC COM 1.0%
Value ($000) $3,409 Shares 30,246 Est. Cost $111.69 Unrealized -3.2%
IEF ISHARES TR 7-10 Y TR BD E 1.0%
Value ($000) $3,395 Shares 31,843 Est. Cost $105.08 Unrealized —
TX TERNIUM SA SPON ADR 1.0%
Value ($000) $3,351 Shares 119,304 Est. Cost $24.81 Unrealized —
— NUVASIVE INC COM 1.0%
Value ($000) $3,324 Shares 43,212 Est. Cost $75.59 Unrealized —
— SINA CORP ORD 1.0%
Value ($000) $3,285 Shares 38,664 Est. Cost $76.51 Unrealized —
CPA COPA HOLDINGS SA CL A 1.0%
Value ($000) $3,250 Shares 27,774 Est. Cost $82.76 Unrealized +8.6%
KB KB FINANCIAL GROUP INC SPONSOR 1.0%
Value ($000) $3,220 Shares 63,775 Est. Cost $42.26 Unrealized —
— LATAM AIRLS GROUP S A SPONSORE 1.0%
Value ($000) $3,114 Shares 281,312 Est. Cost $10.00 Unrealized —
SEOAY STORA ENSO CORP SPON ADR REP R 0.9%
Value ($000) $3,025 Shares 233,480 Est. Cost $12.22 Unrealized —
BMA BANCO MACRO SA SPON ADR B 0.9%
Value ($000) $3,022 Shares 32,780 Est. Cost $92.19 Unrealized —
GGAL GRUPO FINANCIERO GALICIA S ASP 0.9%
Value ($000) $3,018 Shares 70,780 Est. Cost $42.64 Unrealized —
SAP SAP SE SPON ADR 0.9%
Value ($000) $3,015 Shares 28,805 Est. Cost $94.32 Unrealized —
ROL ROLLINS INC COM 0.9%
Value ($000) $3,013 Shares 74,022 Est. Cost $14.20 Unrealized +13.7%
BAK BRASKEM S A SP ADR PFD A 0.9%
Value ($000) $2,946 Shares 142,170 Est. Cost $20.88 Unrealized —
ING ING GROEP N V SPONSORED ADR 0.9%
Value ($000) $2,905 Shares 167,029 Est. Cost $17.39 Unrealized —
CB CHUBB LIMITED COM 0.9%
Value ($000) $2,884 Shares 19,839 Est. Cost $111.80 Unrealized +8.1%
BNPQY BNP PARIBAS SPONSORED ADR 0.9%
Value ($000) $2,881 Shares 79,617 Est. Cost $34.31 Unrealized —
— IRSA INVERSIONES Y REP S A GLO 0.9%
Value ($000) $2,838 Shares 117,683 Est. Cost $21.67 Unrealized —
SCGLY SOCIETE GENERALE FRANCE SPONSO 0.9%
Value ($000) $2,832 Shares 260,836 Est. Cost $10.38 Unrealized —
BBY BEST BUY INC COM 0.8%
Value ($000) $2,737 Shares 47,745 Est. Cost $32.21 Unrealized +21.7%
WST WEST PHARMACEUTICAL SVSC INCCO 0.8%
Value ($000) $2,660 Shares 28,139 Est. Cost $71.51 Unrealized +24.9%
STM STMICROELECTRONICS N V NY REGI 0.8%
Value ($000) $2,651 Shares 184,343 Est. Cost $14.38 Unrealized —
CRESY CRESUD S A C I F Y A SPONSORED 0.8%
Value ($000) $2,645 Shares 135,986 Est. Cost $18.33 Unrealized —
— TIM PARTICIPACOES S A SPONSORE 0.8%
Value ($000) $2,616 Shares 176,759 Est. Cost $14.80 Unrealized —
TCEHY TENCENT HLDGS LTD ADR 0.8%
Value ($000) $2,582 Shares 71,956 Est. Cost $35.88 Unrealized —
GLPG GALAPAGOS NV SPON ADR 0.8%
Value ($000) $2,569 Shares 33,569 Est. Cost $76.53 Unrealized —
— CRH PLC ADR 0.8%
Value ($000) $2,530 Shares 71,327 Est. Cost $33.70 Unrealized —
BDORY BANCO DO BRASIL S A SPONSORED 0.8%
Value ($000) $2,522 Shares 310,094 Est. Cost $8.83 Unrealized —
TEO TELECOM ARGENTINA S A SPON ADR 0.8%
Value ($000) $2,521 Shares 99,491 Est. Cost $25.34 Unrealized —
HPQ HP INC COM 0.8%
Value ($000) $2,507 Shares 143,414 Est. Cost $10.62 Unrealized +30.2%
— SBERBANK RUSSIA SPONSORED ADR 0.8%
Value ($000) $2,477 Shares 243,846 Est. Cost $10.55 Unrealized —
— ADVANCED MICRO DEVICES INC COM 0.8%
Value ($000) $2,450 Shares 196,349 Est. Cost $12.48 Unrealized —
LOGI LOGITECH INTL S A SHS 0.8%
Value ($000) $2,441 Shares 66,578 Est. Cost $30.12 Unrealized 0.0%
KMTUY KOMATSU LTD SPON ADR NEW 0.7%
Value ($000) $2,411 Shares 94,363 Est. Cost $25.91 Unrealized —
— AMERICA MOVIL SAB DE CV SPON A 0.7%
Value ($000) $2,361 Shares 148,330 Est. Cost $15.92 Unrealized —
ENLAY ENEL SOCIETA PER AZIONI ADR 0.7%
Value ($000) $2,323 Shares 434,691 Est. Cost $5.34 Unrealized —
CGNX COGNEX CORP COM 0.7%
Value ($000) $2,288 Shares 26,945 Est. Cost $26.81 Unrealized +54.2%
— ABIOMED INC COM 0.7%
Value ($000) $2,281 Shares 15,921 Est. Cost $143.27 Unrealized —
LPX LOUISIANA PAC CORP COM 0.7%
Value ($000) $2,254 Shares 93,487 Est. Cost $24.36 Unrealized 0.0%
NRG NRG ENERGY INC COM NEW 0.7%
Value ($000) $2,199 Shares 127,680 Est. Cost $13.84 Unrealized 0.0%
FDN FIRST TR EXCHANGE TRADED FD DJ 0.7%
Value ($000) $2,193 Shares 23,151 Est. Cost $86.67 Unrealized —
UNH UNITEDHEALTH GROUP INC COM 0.7%
Value ($000) $2,153 Shares 11,613 Est. Cost $107.29 Unrealized +42.3%
SLM SLM CORP COM 0.7%
Value ($000) $2,134 Shares 185,539 Est. Cost $11.84 Unrealized -3.9%
TTC TORO CO COM 0.6%
Value ($000) $2,069 Shares 29,862 Est. Cost $65.02 Unrealized +2.7%
WAFD WASHINGTON FED INC COM 0.6%
Value ($000) $2,053 Shares 61,840 Est. Cost $23.40 Unrealized +9.0%
LNC LINCOLN NATL CORP IND COM 0.6%
Value ($000) $2,009 Shares 29,721 Est. Cost $47.96 Unrealized -2.8%
ALGN ALIGN TECHNOLOGY INC COM 0.6%
Value ($000) $1,901 Shares 12,664 Est. Cost $135.62 Unrealized 0.0%
CPRT COPART INC COM 0.6%
Value ($000) $1,897 Shares 59,666 Est. Cost $7.21 Unrealized +6.3%
HII HUNTINGTON INGALLS INDS INC CO 0.6%
Value ($000) $1,822 Shares 9,786 Est. Cost $134.82 Unrealized +22.0%
PFG PRINCIPAL FINL GROUP INC COM 0.6%
Value ($000) $1,820 Shares 28,401 Est. Cost $39.86 Unrealized +14.6%
CMA COMERICA INC COM 0.6%
Value ($000) $1,813 Shares 24,757 Est. Cost $40.54 Unrealized +20.1%
BIO BIO RAD LABS INC CL A 0.6%
Value ($000) $1,799 Shares 7,949 Est. Cost $217.91 Unrealized 0.0%
QTEC FIRST TR NASDAQ100 TECH INDESH 0.5%
Value ($000) $1,770 Shares 28,376 Est. Cost $60.14 Unrealized —
— SYMANTEC CORP COM 0.5%
Value ($000) $1,760 Shares 62,290 Est. Cost $25.25 Unrealized —
FXR FIRST TR EXCHANGE TRADED FD IN 0.5%
Value ($000) $1,757 Shares 49,690 Est. Cost $34.32 Unrealized —
OLN OLIN CORP COM PAR $1 0.5%
Value ($000) $1,746 Shares 57,671 Est. Cost $23.45 Unrealized +2.7%
FTXO FIRST TR EXCHANGE TRADED FD NA 0.5%
Value ($000) $1,737 Shares 65,697 Est. Cost $25.96 Unrealized —
SWX SOUTHWEST GAS CORP COM 0.5%
Value ($000) $1,694 Shares 23,185 Est. Cost $79.97 Unrealized 0.0%
GEF GREIF BROS CORP 0.5%
Value ($000) $1,682 Shares 30,154 Est. Cost $36.84 Unrealized +12.9%
— ACTIVISION BLIZZARD INC COM 0.5%
Value ($000) $1,680 Shares 29,174 Est. Cost $57.59 Unrealized —
DPZ DOMINOS PIZZA INC COM 0.5%
Value ($000) $1,673 Shares 7,907 Est. Cost $121.76 Unrealized +47.2%
FMC F M C CORP COM NEW 0.5%
Value ($000) $1,667 Shares 22,821 Est. Cost $52.10 Unrealized 0.0%
FXU FIRST TR EXCHANGE TRADED FD UT 0.5%
Value ($000) $1,656 Shares 60,960 Est. Cost $27.39 Unrealized —
CVSA ADTALEM GLOBAL ED INC COM 0.5%
Value ($000) $1,650 Shares 43,479 Est. Cost $37.28 Unrealized 0.0%
WDC WESTERN DIGITAL CORP COM 0.5%
Value ($000) $1,641 Shares 18,524 Est. Cost $51.29 Unrealized +16.4%
TLT ISHARES TR 20 YR TR BD ET 0.5%
Value ($000) $1,640 Shares 13,108 Est. Cost $125.11 Unrealized —
VRTX VERTEX PHARMACEUTICALS INC COM 0.5%
Value ($000) $1,624 Shares 12,600 Est. Cost $120.38 Unrealized 0.0%
WBS WEBSTER FINL CORP CONN COM 0.5%
Value ($000) $1,522 Shares 29,141 Est. Cost $48.84 Unrealized +3.4%
ITW ILLINOIS TOOL WKS INC COM 0.4%
Value ($000) $1,459 Shares 10,187 Est. Cost $88.42 Unrealized +28.2%
SNPS SYNOPSYS INC COM 0.4%
Value ($000) $1,383 Shares 18,960 Est. Cost $58.80 Unrealized +25.1%
RF REGIONS FINL CORP NEW COM 0.4%
Value ($000) $1,228 Shares 83,855 Est. Cost $9.08 Unrealized +11.8%
PRI PRIMERICA INC COM 0.4%
Value ($000) $1,206 Shares 15,918 Est. Cost $65.74 Unrealized +19.4%
UGI UGI CORP NEW COM 0.4%
Value ($000) $1,198 Shares 24,751 Est. Cost $43.40 Unrealized +14.6%
IWF IWF P 0.3%
Value ($000) $1,078 Shares 9,062 Est. Cost $118.96 Unrealized —
IWN IWN P 0.3%
Value ($000) $1,052 Shares 8,850 Est. Cost $118.87 Unrealized —
CWB SPDR SERIES TRUST BRC CNV SECS 0.2%
Value ($000) $697 Shares 14,061 Est. Cost $44.50 Unrealized —
EMB ISHARES TR JP MOR EM MK E 0.2%
Value ($000) $684 Shares 5,979 Est. Cost $113.70 Unrealized —
HYG ISHARES TR IBOXX HI YD ET 0.2%
Value ($000) $683 Shares 7,731 Est. Cost $86.44 Unrealized —
LQD ISHARES TR IBOXX INV CP E 0.2%
Value ($000) $671 Shares 5,567 Est. Cost $117.89 Unrealized —
NSC NORFOLK SOUTHN CORP 0.1%
Value ($000) $486 Shares 3,990 Est. Cost $84.29 Unrealized +17.2%
— INVESCO GOVT AGENCY PRIV 1903 0.1%
Value ($000) $486 Shares 486,306 Est. Cost $1.00 Unrealized —
WEN WENDYS CO COM 0.1%
Value ($000) $484 Shares 31,184 Est. Cost $12.10 Unrealized +25.2%
MSFT MICROSOFT 0.1%
Value ($000) $482 Shares 6,987 Est. Cost $54.02 Unrealized +15.4%
— VECTREN CORP COM 0.1%
Value ($000) $456 Shares 7,804 Est. Cost $58.43 Unrealized —
SYK STRYKER CORP COM 0.1%
Value ($000) $448 Shares 3,227 Est. Cost $124.78 Unrealized 0.0%
RGA REINSURANCE GROUP AMER INC COM 0.1%
Value ($000) $445 Shares 3,469 Est. Cost $117.46 Unrealized +7.5%
MLM MARTIN MARIETTA MATLS INC COM 0.1%
Value ($000) $445 Shares 1,999 Est. Cost $206.40 Unrealized +2.8%
— HARRIS CORP DEL COM 0.1%
Value ($000) $437 Shares 4,006 Est. Cost $102.62 Unrealized —
— SEAGATE TECHNOLOGY PLC SHS 0.1%
Value ($000) $389 Shares 10,045 Est. Cost $38.73 Unrealized —
EWT EWT P 0.1%
Value ($000) $381 Shares 10,647 Est. Cost $29.41 Unrealized —
LDOS LEIDOS HLDGS INC COM 0.1%
Value ($000) $372 Shares 7,206 Est. Cost $46.68 Unrealized 0.0%
SWK STANLEY BLACK & DECKER INC COM 0.1%
Value ($000) $364 Shares 2,584 Est. Cost $108.71 Unrealized 0.0%
EWY EWY P 0.1%
Value ($000) $353 Shares 5,209 Est. Cost $53.34 Unrealized —
EWZ EWZ P 0.1%
Value ($000) $346 Shares 10,136 Est. Cost $33.39 Unrealized —
EWM EWM P 0.1%
Value ($000) $346 Shares 10,930 Est. Cost $27.99 Unrealized —
EWA EWA P 0.1%
Value ($000) $343 Shares 15,844 Est. Cost $21.65 Unrealized —
IYG IYG P 0.1%
Value ($000) $340 Shares 2,999 Est. Cost $113.37 Unrealized —
KRE KRE P 0.1%
Value ($000) $340 Shares 6,196 Est. Cost $55.58 Unrealized —
IGV IGV P 0.1%
Value ($000) $330 Shares 2,416 Est. Cost $136.59 Unrealized —
— PSCT 0.1%
Value ($000) $314 Shares 4,246 Est. Cost $69.61 Unrealized —
— PSCC 0.1%
Value ($000) $305 Shares 4,579 Est. Cost $69.04 Unrealized —
— PSCI Q 0.1%
Value ($000) $299 Shares 5,261 Est. Cost $55.38 Unrealized —
XME XME P 0.1%
Value ($000) $296 Shares 9,887 Est. Cost $30.36 Unrealized —
XSD XSD P 0.1%
Value ($000) $276 Shares 4,486 Est. Cost $56.12 Unrealized —
WB WEIBO CORP-SPON ADR 0.0%
Value ($000) $148 Shares 2,231 Est. Cost $66.34 Unrealized —