Dorsey Wright & Associates Quant / Systematic

CIK: 0001376772 · Show all filings

Period: Q2 2018 (← Previous) (Next →)

Filing Date: Jul 6, 2018

Total Value ($000): $681,338 (100.0% shares, 0.0% debt)

Holdings (117)

HTHT HUAZHU GROUP LTD SPONSORED ADR 3.9%
Value ($000) $26,292 Shares 624,609 Est. Cost $42.09 Unrealized —
TAL TAL ED GROUP ADS REPSTG COM 3.3%
Value ($000) $22,366 Shares 598,814 Est. Cost $39.14 Unrealized —
— NEW ORIENTAL ED & TECH GRP ISP 2.7%
Value ($000) $18,696 Shares 198,563 Est. Cost $78.07 Unrealized —
EDN EMPRESA DIST Y COMERCIAL NORSP 2.3%
Value ($000) $15,908 Shares 449,567 Est. Cost $40.48 Unrealized —
SQM SOCIEDAD QUIMICA MINERA DE CSP 2.2%
Value ($000) $14,781 Shares 308,279 Est. Cost $45.92 Unrealized —
NVDA NVIDIA CORP COM 2.1%
Value ($000) $14,307 Shares 60,393 Est. Cost $1.58 Unrealized +279.8%
— SODASTREAM INTERNATIONAL LTDUS 2.0%
Value ($000) $13,337 Shares 157,720 Est. Cost $74.31 Unrealized —
SEOAY STORA ENSO CORP SPON ADR REP R 1.9%
Value ($000) $13,243 Shares 680,289 Est. Cost $15.17 Unrealized —
EC ECOPETROL S A SPONSORED ADS 1.9%
Value ($000) $13,089 Shares 642,048 Est. Cost $19.44 Unrealized —
NICE NICE SYS LTD SPONSORED ADR 1.8%
Value ($000) $12,261 Shares 117,854 Est. Cost $93.04 Unrealized —
— INTELSAT S A COM 1.8%
Value ($000) $12,196 Shares 735,371 Est. Cost $16.58 Unrealized —
STM STMICROELECTRONICS N V NY REGI 1.8%
Value ($000) $12,081 Shares 550,633 Est. Cost $18.91 Unrealized —
NOAH NOAH HLDGS LTD SPON ADS CL A 1.8%
Value ($000) $12,077 Shares 230,080 Est. Cost $48.16 Unrealized —
TX TERNIUM SA SPON ADR 1.8%
Value ($000) $12,027 Shares 346,603 Est. Cost $29.78 Unrealized —
— CNOOC LTD SPONSORED ADR 1.7%
Value ($000) $11,696 Shares 68,610 Est. Cost $146.78 Unrealized —
— TALEND S A ADS 1.6%
Value ($000) $11,223 Shares 186,364 Est. Cost $60.22 Unrealized —
— ABIOMED INC COM 1.6%
Value ($000) $10,909 Shares 26,669 Est. Cost $177.28 Unrealized —
UBSFY UBISOFT ENTMT SA ADR 1.6%
Value ($000) $10,660 Shares 492,146 Est. Cost $21.66 Unrealized —
TCEHY TENCENT HLDGS LTD ADR 1.6%
Value ($000) $10,657 Shares 215,727 Est. Cost $45.07 Unrealized —
— MAZOR ROBOTICS LTD SPONSORED A 1.6%
Value ($000) $10,648 Shares 192,549 Est. Cost $53.67 Unrealized —
ASML ASML HOLDING N V N Y REGISTRY 1.5%
Value ($000) $10,152 Shares 52,021 Est. Cost $195.98 Unrealized —
EADSY AIRBUS GROUP ADR 1.5%
Value ($000) $10,138 Shares 352,995 Est. Cost $28.72 Unrealized —
AMZN AMAZON COM INC COM 1.5%
Value ($000) $10,015 Shares 5,892 Est. Cost $71.84 Unrealized +10.5%
— 51JOB INC SP ADR REP COM 1.5%
Value ($000) $9,967 Shares 104,203 Est. Cost $95.65 Unrealized —
BA BOEING CO COM 1.4%
Value ($000) $9,727 Shares 28,991 Est. Cost $249.32 Unrealized +32.5%
— TESCO PLC SPONSORED ADR 1.4%
Value ($000) $9,460 Shares 934,951 Est. Cost $10.12 Unrealized —
GLPG GALAPAGOS NV SPON ADR 1.4%
Value ($000) $9,312 Shares 98,544 Est. Cost $89.93 Unrealized —
— AEGON N V NY REGISTRY SH 1.4%
Value ($000) $9,266 Shares 1,577,126 Est. Cost $6.72 Unrealized —
MSCI MSCI INC COM 1.3%
Value ($000) $9,050 Shares 54,705 Est. Cost $105.18 Unrealized +38.5%
LVMUY LVMH MOET HENNESSY LOU VUITTAD 1.3%
Value ($000) $9,034 Shares 137,664 Est. Cost $65.62 Unrealized —
KB KB FINANCIAL GROUP INC SPONSOR 1.3%
Value ($000) $8,913 Shares 191,969 Est. Cost $49.95 Unrealized —
COP CONOCOPHILLIPS COM 1.2%
Value ($000) $8,489 Shares 121,932 Est. Cost $51.80 Unrealized 0.0%
VLO VALERO ENERGY CORP NEW COM 1.2%
Value ($000) $8,451 Shares 76,251 Est. Cost $77.03 Unrealized +7.2%
— 58 COM INC SPON ADR REP A 1.2%
Value ($000) $8,426 Shares 123,539 Est. Cost $68.21 Unrealized —
GRVY GRAVITY CO LTD SPONSORED ADR 1.2%
Value ($000) $7,877 Shares 135,770 Est. Cost $88.03 Unrealized —
ARGX ARGENX SE SPONSORED ADR 1.2%
Value ($000) $7,869 Shares 94,178 Est. Cost $83.55 Unrealized —
KMTUY KOMATSU LTD SPON ADR NEW 1.2%
Value ($000) $7,851 Shares 276,573 Est. Cost $29.99 Unrealized —
— TIM PARTICIPACOES S A SPONSORE 1.1%
Value ($000) $7,621 Shares 455,742 Est. Cost $17.82 Unrealized —
PBR PETROLEO BRASILEIRO SA PETROSP 1.1%
Value ($000) $7,600 Shares 766,946 Est. Cost $13.72 Unrealized —
WCN WASTE CONNECTIONS INC 1.1%
Value ($000) $7,198 Shares 95,621 Est. Cost $53.76 Unrealized +32.0%
ADAPY ADAPTIMMUNE THERAPEUTICS PLCSP 1.0%
Value ($000) $6,981 Shares 584,613 Est. Cost $11.94 Unrealized —
STLD STEEL DYNAMICS INC COM 1.0%
Value ($000) $6,526 Shares 142,026 Est. Cost $28.93 Unrealized +39.1%
DECK DECKERS OUTDOOR CORP COM 0.9%
Value ($000) $6,254 Shares 55,403 Est. Cost $16.11 Unrealized +7.4%
MTUM ISHARES TR USA MOMENTUM F 0.9%
Value ($000) $5,995 Shares 54,646 Est. Cost $88.89 Unrealized —
LPX LOUISIANA PAC CORP COM 0.9%
Value ($000) $5,988 Shares 219,989 Est. Cost $25.68 Unrealized +12.1%
XLK SELECT SECTOR SPDR TR TECHNOLO 0.9%
Value ($000) $5,896 Shares 84,878 Est. Cost $47.78 Unrealized —
— HOLLYFRONTIER CORP COM 0.9%
Value ($000) $5,819 Shares 85,032 Est. Cost $49.10 Unrealized —
ADBE ADOBE SYS INC COM 0.8%
Value ($000) $5,770 Shares 23,668 Est. Cost $236.55 Unrealized 0.0%
APH AMPHENOL CORP NEW CL A 0.8%
Value ($000) $5,710 Shares 65,521 Est. Cost $16.68 Unrealized +21.2%
DXC DXC TECHNOLOGY CO COM 0.8%
Value ($000) $5,676 Shares 70,408 Est. Cost $64.89 Unrealized +26.5%
IVW ISHARES TR S&P 500 GRWT ETF 0.8%
Value ($000) $5,573 Shares 34,271 Est. Cost $136.86 Unrealized —
DBE INVESCO DB ENERGY FUND 0.8%
Value ($000) $5,208 Shares 304,943 Est. Cost $17.08 Unrealized —
IJK ISHARES TR S&P MC 400GR E 0.8%
Value ($000) $5,171 Shares 23,004 Est. Cost $224.79 Unrealized —
XYL XYLEM INC COM 0.8%
Value ($000) $5,151 Shares 76,452 Est. Cost $66.25 Unrealized 0.0%
IJT ISHARES TR SP SMCP600GR E 0.8%
Value ($000) $5,113 Shares 27,059 Est. Cost $170.15 Unrealized —
DBO INVESCO DB OIL FUND 0.7%
Value ($000) $5,071 Shares 407,002 Est. Cost $12.46 Unrealized —
UNH UNITEDHEALTH GROUP INC COM 0.7%
Value ($000) $4,937 Shares 20,125 Est. Cost $140.34 Unrealized +51.1%
XLY SELECT SECTOR SPDR TR SBI CONS 0.7%
Value ($000) $4,909 Shares 44,910 Est. Cost $101.29 Unrealized —
IPGP IPG PHOTONICS CORP COM 0.7%
Value ($000) $4,622 Shares 20,950 Est. Cost $204.04 Unrealized +15.7%
FNX FIRST TR MID CAP CORE ALPHADCO 0.7%
Value ($000) $4,495 Shares 65,672 Est. Cost $68.45 Unrealized —
ALGN ALIGN TECHNOLOGY INC COM 0.6%
Value ($000) $4,387 Shares 12,823 Est. Cost $142.32 Unrealized +109.6%
NRG NRG ENERGY INC COM NEW 0.6%
Value ($000) $4,184 Shares 136,276 Est. Cost $14.39 Unrealized +86.3%
FYX FIRST TR SML CP CORE ALPHA FCO 0.6%
Value ($000) $4,182 Shares 63,342 Est. Cost $66.02 Unrealized —
ROL ROLLINS INC COM 0.6%
Value ($000) $4,153 Shares 78,991 Est. Cost $15.46 Unrealized +33.9%
IEF ISHARES TR 7-10 Y TR BD E 0.5%
Value ($000) $3,564 Shares 34,771 Est. Cost $104.64 Unrealized —
HPQ HP INC COM 0.5%
Value ($000) $3,472 Shares 153,022 Est. Cost $10.95 Unrealized +57.4%
— DIAMOND OFFSHORE DRILLING INCO 0.5%
Value ($000) $3,454 Shares 165,588 Est. Cost $20.86 Unrealized —
— WELLCARE HEALTH PLANS INC COM 0.5%
Value ($000) $3,392 Shares 13,777 Est. Cost $162.05 Unrealized —
SNPS SYNOPSYS INC COM 0.5%
Value ($000) $3,185 Shares 37,224 Est. Cost $71.05 Unrealized +22.7%
URI UNITED RENTALS INC COM 0.5%
Value ($000) $3,134 Shares 21,229 Est. Cost $128.74 Unrealized +22.9%
ROST ROSS STORES INC COM 0.5%
Value ($000) $3,096 Shares 36,527 Est. Cost $73.50 Unrealized +2.6%
— SEAGATE TECHNOLOGY PLC SHS 0.4%
Value ($000) $2,934 Shares 51,954 Est. Cost $56.47 Unrealized —
RF REGIONS FINL CORP NEW COM 0.4%
Value ($000) $2,915 Shares 163,956 Est. Cost $10.37 Unrealized +33.1%
VRTX VERTEX PHARMACEUTICALS INC COM 0.4%
Value ($000) $2,806 Shares 16,510 Est. Cost $136.65 Unrealized +13.4%
EMN EASTMAN CHEM CO COM 0.4%
Value ($000) $2,799 Shares 28,002 Est. Cost $80.85 Unrealized 0.0%
NTAP NETAPP INC COM 0.4%
Value ($000) $2,759 Shares 35,135 Est. Cost $49.61 Unrealized +15.3%
SHY ISHARES TR 1-3 YR TR BD E 0.4%
Value ($000) $2,718 Shares 32,606 Est. Cost $83.83 Unrealized —
HWC HANCOCK HLDG CO COM 0.4%
Value ($000) $2,646 Shares 56,710 Est. Cost $38.70 Unrealized +31.1%
MA MASTERCARD INC CL A 0.4%
Value ($000) $2,504 Shares 12,742 Est. Cost $143.89 Unrealized +25.3%
LW LAMB WESTON HLDGS INC COM 0.4%
Value ($000) $2,441 Shares 35,624 Est. Cost $47.10 Unrealized +23.9%
BIO BIO RAD LABS INC CL A 0.4%
Value ($000) $2,433 Shares 8,433 Est. Cost $221.79 Unrealized +24.5%
— MICHAEL KORS HLDGS LTD SHS 0.4%
Value ($000) $2,385 Shares 35,815 Est. Cost $62.13 Unrealized —
— INVESCO GOVT AGENCY PRIV 1903 0.3%
Value ($000) $2,292 Shares 2,292,222 Est. Cost $1.00 Unrealized —
— RED HAT INC COM 0.3%
Value ($000) $2,256 Shares 16,788 Est. Cost $121.84 Unrealized —
WERN WERNER ENTERPRISES INC COM 0.3%
Value ($000) $2,230 Shares 59,400 Est. Cost $36.37 Unrealized +2.2%
FDN FIRST TR EXCHANGE TRADED FD DJ 0.3%
Value ($000) $2,224 Shares 16,156 Est. Cost $105.73 Unrealized —
— E TRADE FINANCIAL CORP COM NEW 0.3%
Value ($000) $2,168 Shares 35,446 Est. Cost $44.29 Unrealized —
CPRT COPART INC COM 0.3%
Value ($000) $2,065 Shares 36,516 Est. Cost $13.54 Unrealized 0.0%
— PLANTRONICS INC NEW COM 0.3%
Value ($000) $2,048 Shares 26,853 Est. Cost $76.27 Unrealized —
THC TENET HEALTHCARE CORP COM NEW 0.3%
Value ($000) $1,969 Shares 58,654 Est. Cost $31.09 Unrealized 0.0%
URBN URBAN OUTFITTERS INC COM 0.3%
Value ($000) $1,937 Shares 43,486 Est. Cost $41.81 Unrealized 0.0%
PGR PROGRESSIVE CORP OHIO COM 0.3%
Value ($000) $1,925 Shares 32,541 Est. Cost $36.63 Unrealized +31.8%
FXL FIRST TR EXCHANGE TRADED FD TE 0.3%
Value ($000) $1,871 Shares 33,257 Est. Cost $51.31 Unrealized —
QTEC FIRST TR NASDAQ100 TECH INDESH 0.3%
Value ($000) $1,799 Shares 23,339 Est. Cost $60.14 Unrealized —
MPC MARATHON PETE CORP COM 0.3%
Value ($000) $1,784 Shares 25,421 Est. Cost $60.02 Unrealized 0.0%
FTXO FIRST TR EXCHANGE TRADED FD NA 0.3%
Value ($000) $1,784 Shares 62,619 Est. Cost $26.26 Unrealized —
FXR FIRST TR EXCHANGE TRADED FD IN 0.3%
Value ($000) $1,767 Shares 45,198 Est. Cost $34.57 Unrealized —
AKAM AKAMAI TECHNOLOGIES INC COM 0.3%
Value ($000) $1,714 Shares 23,411 Est. Cost $75.02 Unrealized 0.0%
MU MICRON TECHNOLOGY INC COM 0.2%
Value ($000) $1,497 Shares 28,551 Est. Cost $46.70 Unrealized +13.0%
TIP ISHARES TR TIPS BD ETF 0.2%
Value ($000) $1,091 Shares 9,668 Est. Cost $113.82 Unrealized —
WB WEIBO CORP SPONSORED ADR 0.1%
Value ($000) $1,014 Shares 11,492 Est. Cost $97.17 Unrealized —
CWB SPDR SERIES TRUST BRC CNV SECS 0.1%
Value ($000) $925 Shares 17,444 Est. Cost $47.14 Unrealized —
HYG ISHARES TR IBOXX HI YD ET 0.1%
Value ($000) $830 Shares 9,759 Est. Cost $85.05 Unrealized —
BBY BEST BUY INC COM 0.1%
Value ($000) $768 Shares 10,292 Est. Cost $33.97 Unrealized +63.4%
MSFT MICROSOFT 0.1%
Value ($000) $764 Shares 7,752 Est. Cost $57.41 Unrealized +56.4%
— PERSPECTA INC COM 0.1%
Value ($000) $722 Shares 35,111 Est. Cost $20.56 Unrealized —
ZTS ZOETIS INC CL A 0.1%
Value ($000) $714 Shares 8,386 Est. Cost $60.49 Unrealized +31.4%
NSC NORFOLK SOUTHN CORP 0.1%
Value ($000) $673 Shares 4,461 Est. Cost $88.55 Unrealized +41.5%
— HARRIS CORP DEL COM 0.1%
Value ($000) $645 Shares 4,464 Est. Cost $106.93 Unrealized —
MCO MOODYS CORP COM 0.1%
Value ($000) $640 Shares 3,754 Est. Cost $158.28 Unrealized 0.0%
PBF PBF ENERGY INC CL A 0.1%
Value ($000) $614 Shares 14,649 Est. Cost $41.85 Unrealized 0.0%
VFC V F CORP 0.1%
Value ($000) $612 Shares 7,502 Est. Cost $75.34 Unrealized 0.0%
AAPL APPLE COMPUTER INC 0.1%
Value ($000) $593 Shares 3,205 Est. Cost $36.83 Unrealized +16.1%
GGG GRACO INC COM 0.1%
Value ($000) $586 Shares 12,958 Est. Cost $39.24 Unrealized +6.0%
JKHY HENRY JACK & ASSOC INC COM 0.1%
Value ($000) $544 Shares 4,176 Est. Cost $95.53 Unrealized +18.7%
RGA REINSURANCE GROUP AMER INC COM 0.1%
Value ($000) $518 Shares 3,882 Est. Cost $121.15 Unrealized +23.1%
LDOS LEIDOS HLDGS INC COM 0.1%
Value ($000) $477 Shares 8,090 Est. Cost $47.76 Unrealized +16.8%