Dorsey Wright & Associates Quant / Systematic

CIK: 0001376772 · Show all filings

Period: Q4 2023 (← Previous) (Next →)

Filing Date: Feb 13, 2024

Total Value ($000): $328,892 (100.0% shares, 0.0% debt)

Holdings (133)

LLY LILLY, ELI AND COMPANY 2.8%
Value ($000) $9,203 Shares 15,788 Est. Cost $327.75 Unrealized +75.5%
BLDR BUILDERS FIRSTSOURCE INC COM 2.5%
Value ($000) $8,059 Shares 48,277 Est. Cost $131.18 Unrealized +1.3%
NVDA NVIDIA CORP COM 2.2%
Value ($000) $7,367 Shares 14,876 Est. Cost $41.00 Unrealized +13.0%
CDNS CADENCE DESIGN SYSTEM INC COM 2.1%
Value ($000) $6,862 Shares 25,192 Est. Cost $188.84 Unrealized +36.4%
NVO NOVO-NORDISK A S ADR 1.9%
Value ($000) $6,184 Shares 59,769 Est. Cost $93.80 Unrealized
ESAB ESAB CORPORATION COM 1.7%
Value ($000) $5,696 Shares 65,753 Est. Cost $65.91 Unrealized +14.2%
PFGC PERFORMANCE FOOD GROUP CO COM 1.7%
Value ($000) $5,509 Shares 79,670 Est. Cost $58.93 Unrealized +4.3%
MCK MCKESSON CORP COM 1.7%
Value ($000) $5,428 Shares 11,724 Est. Cost $281.96 Unrealized +59.7%
CNX CNX RESOURCES CORPORATION COM 1.6%
Value ($000) $5,157 Shares 257,833 Est. Cost $20.78 Unrealized +2.6%
DECK DECKERS OUTDOOR CORP COM 1.5%
Value ($000) $4,898 Shares 7,327 Est. Cost $96.40 Unrealized +5.4%
FICO FAIR ISAAC CORP COM 1.5%
Value ($000) $4,802 Shares 4,125 Est. Cost $665.18 Unrealized +51.3%
META FACEBOOK INC CL A 1.5%
Value ($000) $4,779 Shares 13,502 Est. Cost $245.05 Unrealized +32.0%
AVGO BROADCOM INC COM 1.4%
Value ($000) $4,751 Shares 4,256 Est. Cost $59.17 Unrealized +55.9%
QLYS QUALYS INC COM 1.4%
Value ($000) $4,455 Shares 22,696 Est. Cost $174.91 Unrealized 0.0%
PWR QUANTA SVCS INC COM 1.4%
Value ($000) $4,452 Shares 20,632 Est. Cost $131.00 Unrealized +40.6%
KNSL KINSALE CAP GROUP INC COM 1.3%
Value ($000) $4,323 Shares 12,907 Est. Cost $207.27 Unrealized +78.4%
TDG TRANSDIGM GROUP INC COM 1.3%
Value ($000) $4,252 Shares 4,203 Est. Cost $782.17 Unrealized +2.6%
UBS UBS GROUP AG SHS 1.3%
Value ($000) $4,251 Shares 137,578 Est. Cost $17.60 Unrealized +49.4%
UNM UNUMPROVIDENT CORP COM 1.3%
Value ($000) $4,229 Shares 93,524 Est. Cost $33.99 Unrealized +34.0%
YPF YPF SOCIEDAD ANONIMA YACIMIESP 1.3%
Value ($000) $4,197 Shares 244,156 Est. Cost $9.19 Unrealized
BRBR BELLRING BRANDS INC COMMON STO 1.2%
Value ($000) $3,841 Shares 69,288 Est. Cost $48.22 Unrealized 0.0%
KLAC KLA-TENCOR CORP COM 1.2%
Value ($000) $3,810 Shares 6,555 Est. Cost $395.45 Unrealized +29.2%
SUPER MICRO COMPUTER INC COM 1.2%
Value ($000) $3,783 Shares 13,309 Est. Cost $256.05 Unrealized
ABBNY ABB LTD SPONSORED ADR 1.1%
Value ($000) $3,733 Shares 84,235 Est. Cost $26.27 Unrealized
EDU NEW ORIENTAL ED & TECHNOLOGY G 1.1%
Value ($000) $3,725 Shares 50,836 Est. Cost $38.61 Unrealized
AJG GALLAGHER ARTHUR J & CO COM 1.1%
Value ($000) $3,722 Shares 16,551 Est. Cost $160.25 Unrealized +45.0%
TEX TEREX CORP NEW COM 1.1%
Value ($000) $3,668 Shares 63,841 Est. Cost $51.13 Unrealized +1.1%
AXON AXON ENTERPRISE INC COM 1.1%
Value ($000) $3,627 Shares 14,039 Est. Cost $198.81 Unrealized +13.3%
EME EMCOR GROUP INC COM 1.1%
Value ($000) $3,527 Shares 16,374 Est. Cost $144.61 Unrealized +44.4%
PKX POSCO SPONSORED ADR 1.1%
Value ($000) $3,500 Shares 36,791 Est. Cost $69.69 Unrealized
AFL AFLAC INC COM 1.0%
Value ($000) $3,400 Shares 41,212 Est. Cost $57.74 Unrealized +33.4%
MUFG MITSUBISHI UFJ FINL GROUP INSP 1.0%
Value ($000) $3,356 Shares 389,837 Est. Cost $5.34 Unrealized
TT TRANE TECHNOLOGIES PLC SHS 1.0%
Value ($000) $3,334 Shares 13,669 Est. Cost $177.09 Unrealized +21.2%
PAM PAMPA ENERGIA S A SPONS ADR LV 1.0%
Value ($000) $3,300 Shares 66,645 Est. Cost $32.97 Unrealized
FMX FOMENTO ECONOMICO MEXICANO SSP 1.0%
Value ($000) $3,248 Shares 24,921 Est. Cost $78.12 Unrealized
IVE ISHARES TR S&P 500 VAL ET 1.0%
Value ($000) $3,241 Shares 18,637 Est. Cost $151.75 Unrealized
BRK/B BERKSHIRE HATHAWAY INC DEL CL 1.0%
Value ($000) $3,231 Shares 9,059 Est. Cost $312.75 Unrealized +12.2%
QUAL ISHARES TR MSCI USA QLT F 1.0%
Value ($000) $3,207 Shares 21,796 Est. Cost $134.85 Unrealized
RELX RELX PLC SPONSORED ADR 1.0%
Value ($000) $3,186 Shares 80,316 Est. Cost $28.93 Unrealized
BBVA BANCO BILBAO VIZCAYA ARGENTASP 1.0%
Value ($000) $3,154 Shares 346,156 Est. Cost $5.26 Unrealized
XLI SELECT SECTOR SPDR TR SBI INT- 0.9%
Value ($000) $3,122 Shares 27,385 Est. Cost $101.19 Unrealized
GWW GRAINGER W W INC COM 0.9%
Value ($000) $3,097 Shares 3,737 Est. Cost $558.28 Unrealized +35.5%
CX CEMEX SAB DE CV SPON ADR NEW 0.9%
Value ($000) $3,095 Shares 399,433 Est. Cost $7.08 Unrealized
XLK SELECT SECTOR SPDR TR TECHNOLO 0.9%
Value ($000) $3,066 Shares 15,929 Est. Cost $173.85 Unrealized
BAESY BAE SYS PLC SPONSORED ADR 0.9%
Value ($000) $3,049 Shares 53,595 Est. Cost $41.44 Unrealized
IVW ISHARES TR S&P 500 GRWT ETF 0.9%
Value ($000) $3,036 Shares 40,426 Est. Cost $70.48 Unrealized
XLY SELECT SECTOR SPDR TR SBI CONS 0.9%
Value ($000) $2,976 Shares 16,641 Est. Cost $161.00 Unrealized
MEDP MEDPACE HLDGS INC COM 0.9%
Value ($000) $2,943 Shares 9,602 Est. Cost $255.77 Unrealized +5.5%
CW CURTISS WRIGHT CORP COM 0.9%
Value ($000) $2,891 Shares 12,977 Est. Cost $165.03 Unrealized +26.1%
ASX ASE TECHNOLOGY HLDG CO LTD SPO 0.9%
Value ($000) $2,819 Shares 299,613 Est. Cost $7.97 Unrealized
KOF COCA COLA FEMSA S A B DE C VSP 0.9%
Value ($000) $2,818 Shares 29,781 Est. Cost $67.88 Unrealized
SGI TEMPUR SEALY INTL INC COM 0.9%
Value ($000) $2,797 Shares 54,866 Est. Cost $44.33 Unrealized -4.3%
LOGI LOGITECH INTL S A SHS 0.8%
Value ($000) $2,791 Shares 29,366 Est. Cost $79.67 Unrealized 0.0%
IJK ISHARES TR S&P MC 400GR E 0.8%
Value ($000) $2,751 Shares 34,730 Est. Cost $72.24 Unrealized
MELI MERCADOLIBRE INC COM 0.8%
Value ($000) $2,742 Shares 1,745 Est. Cost $1257.74 Unrealized +12.7%
STLD STEEL DYNAMICS INC COM 0.8%
Value ($000) $2,711 Shares 22,952 Est. Cost $111.23 Unrealized -3.0%
PCG PG&E CORP COM 0.8%
Value ($000) $2,702 Shares 149,886 Est. Cost $16.74 Unrealized -0.3%
CELH CELSIUS HLDGS INC COM NEW 0.8%
Value ($000) $2,695 Shares 49,438 Est. Cost $49.06 Unrealized +8.8%
IEF ISHARES TR 7-10 Y TR BD E 0.8%
Value ($000) $2,664 Shares 27,636 Est. Cost $109.45 Unrealized
EWJ ISHARES INC MSCI JPN ETF NEW 0.8%
Value ($000) $2,598 Shares 40,499 Est. Cost $64.15 Unrealized
VIPS VIPSHOP HLDGS LTD SPONSORED AD 0.8%
Value ($000) $2,579 Shares 145,252 Est. Cost $15.18 Unrealized
EMBJ EMBRAER S A 0.8%
Value ($000) $2,554 Shares 138,394 Est. Cost $15.46 Unrealized
SAP SAP SE SPON ADR 0.8%
Value ($000) $2,547 Shares 16,471 Est. Cost $129.31 Unrealized
AAPL APPLE COMPUTER INC 0.8%
Value ($000) $2,527 Shares 13,127 Est. Cost $182.81 Unrealized 0.0%
TRGP TARGA RES CORP COM 0.8%
Value ($000) $2,518 Shares 28,989 Est. Cost $82.03 Unrealized 0.0%
TEN TSAKOS ENERGY NAVIGATION LTDSH 0.8%
Value ($000) $2,507 Shares 112,843 Est. Cost $17.50 Unrealized +21.6%
ING ING GROEP N V SPONSORED ADR 0.7%
Value ($000) $2,462 Shares 163,884 Est. Cost $12.17 Unrealized
NXPI NXP SEMICONDUCTORS N V COM 0.7%
Value ($000) $2,437 Shares 10,613 Est. Cost $198.06 Unrealized -2.2%
TOELY TOKYO ELECTRON LTD ADR 0.7%
Value ($000) $2,381 Shares 26,637 Est. Cost $68.47 Unrealized
MTUM ISHARES TR USA MOMENTUM F 0.7%
Value ($000) $2,276 Shares 14,509 Est. Cost $156.87 Unrealized
VIV TELEFONICA BRASIL SA NEW ADR 0.7%
Value ($000) $2,202 Shares 201,302 Est. Cost $10.94 Unrealized
E ENI S P A SPONSORED ADR 0.7%
Value ($000) $2,143 Shares 63,019 Est. Cost $34.00 Unrealized
LKNCY LUCKIN COFFEE INC SPONSORED AD 0.6%
Value ($000) $2,137 Shares 78,321 Est. Cost $27.51 Unrealized
NEU NEWMARKET CORP COM 0.6%
Value ($000) $2,133 Shares 3,907 Est. Cost $371.63 Unrealized +30.3%
CMPGY COMPASS GROUP PLC 0.6%
Value ($000) $2,094 Shares 76,217 Est. Cost $28.14 Unrealized
ILF ISHARES TR LATN AMER 40 0.6%
Value ($000) $2,070 Shares 71,233 Est. Cost $29.06 Unrealized
SMFG SUMITOMO MITSUI FINL GROUP ISP 0.6%
Value ($000) $2,069 Shares 213,699 Est. Cost $9.68 Unrealized
TLT ISHARES TR 20 YR TR BD ET 0.6%
Value ($000) $2,064 Shares 20,877 Est. Cost $98.86 Unrealized
TCOM TRIP COM GROUP LTD ADS 0.6%
Value ($000) $2,038 Shares 56,591 Est. Cost $34.40 Unrealized
GGAL GRUPO FINANCIERO GALICIA S ASP 0.6%
Value ($000) $2,037 Shares 117,994 Est. Cost $13.05 Unrealized
CHAMPIONX CORPORATION COM 0.6%
Value ($000) $2,016 Shares 69,016 Est. Cost $35.62 Unrealized
PBR PETROLEO BRASILEIRO SA PETROSP 0.6%
Value ($000) $1,976 Shares 123,721 Est. Cost $14.99 Unrealized
ARGX ARGENX SE SPONSORED ADR 0.6%
Value ($000) $1,954 Shares 5,136 Est. Cost $378.83 Unrealized
TX TERNIUM SA SPON ADR 0.6%
Value ($000) $1,928 Shares 45,397 Est. Cost $39.65 Unrealized
ARISTA NETWORKS INC COM 0.6%
Value ($000) $1,900 Shares 8,066 Est. Cost $162.04 Unrealized
CEG CONSTELLATION ENERGY CORP COM 0.6%
Value ($000) $1,883 Shares 16,109 Est. Cost $50.41 Unrealized +128.4%
RS RELIANCE STEEL & ALUMINUM COCO 0.6%
Value ($000) $1,860 Shares 6,652 Est. Cost $238.89 Unrealized +11.2%
HESAY HERMES INTERNATIONAL 0.5%
Value ($000) $1,705 Shares 8,038 Est. Cost $217.27 Unrealized
SPY SPDR S&P 500 ETF TR TR UNIT 0.5%
Value ($000) $1,703 Shares 3,583 Est. Cost $475.30 Unrealized
ADBE ADOBE SYS INC COM 0.5%
Value ($000) $1,601 Shares 2,683 Est. Cost $524.63 Unrealized +9.9%
ETN EATON CORP PLC SHS 0.5%
Value ($000) $1,600 Shares 6,645 Est. Cost $209.69 Unrealized +2.8%
GE GENERAL ELECTRIC CO COM NEW 0.5%
Value ($000) $1,581 Shares 12,388 Est. Cost $88.66 Unrealized +3.2%
NFLX NETFLIX INC COM 0.5%
Value ($000) $1,577 Shares 3,240 Est. Cost $42.39 Unrealized +3.0%
LII LENNOX INTL INC COM 0.5%
Value ($000) $1,547 Shares 3,457 Est. Cost $390.92 Unrealized 0.0%
EH EHANG HLDGS LTD ADS 0.4%
Value ($000) $1,461 Shares 87,009 Est. Cost $18.02 Unrealized
XPO XPO LOGISTICS INC COM 0.4%
Value ($000) $1,439 Shares 16,426 Est. Cost $69.02 Unrealized +18.1%
PANW PALO ALTO NETWORKS INC COM 0.4%
Value ($000) $1,434 Shares 4,863 Est. Cost $133.70 Unrealized 0.0%
SFM SPROUTS FMRS MKT INC COM 0.4%
Value ($000) $1,378 Shares 28,646 Est. Cost $43.75 Unrealized 0.0%
MPC MARATHON PETE CORP COM 0.4%
Value ($000) $1,334 Shares 8,992 Est. Cost $141.98 Unrealized 0.0%
EQUITRANS MIDSTREAM CORP COM 0.3%
Value ($000) $1,149 Shares 112,835 Est. Cost $9.37 Unrealized
HRB BLOCK H & R INC COM 0.3%
Value ($000) $1,096 Shares 22,663 Est. Cost $41.91 Unrealized 0.0%
CPRT COPART INC COM 0.3%
Value ($000) $1,096 Shares 22,374 Est. Cost $47.24 Unrealized 0.0%
CIA PARANAENSE DE ENERGIA 0.3%
Value ($000) $1,095 Shares 129,169 Est. Cost $8.48 Unrealized
OC OWENS CORNING NEW COM 0.3%
Value ($000) $958 Shares 6,461 Est. Cost $137.41 Unrealized -3.6%
EMB ISHARES TR JP MOR EM MK E 0.2%
Value ($000) $760 Shares 8,538 Est. Cost $89.01 Unrealized
LQD ISHARES TR IBOXX INV CP E 0.2%
Value ($000) $754 Shares 6,815 Est. Cost $110.64 Unrealized
HYG ISHARES TR IBOXX HI YD ET 0.2%
Value ($000) $749 Shares 9,678 Est. Cost $75.06 Unrealized
CRH CRH PLC 0.2%
Value ($000) $747 Shares 10,800 Est. Cost $54.36 Unrealized +6.9%
SHY ISHARES TR 1-3 YR TR BD E 0.2%
Value ($000) $731 Shares 8,907 Est. Cost $80.97 Unrealized
ACWX ISHARES TR MSCI ACWI EX U 0.2%
Value ($000) $571 Shares 11,187 Est. Cost $51.04 Unrealized
NVT NVENT ELECTRIC PLC SHS 0.1%
Value ($000) $473 Shares 8,003 Est. Cost $30.32 Unrealized +70.6%
IRM IRON MTN INC NEW COM 0.1%
Value ($000) $350 Shares 5,004 Est. Cost $45.77 Unrealized +27.6%
SNA SNAP ON INC COM 0.1%
Value ($000) $315 Shares 1,089 Est. Cost $226.26 Unrealized +12.7%
WSO WATSCO INC COM 0.1%
Value ($000) $303 Shares 707 Est. Cost $339.41 Unrealized +14.2%
CAH CARDINAL HEALTH INC COM 0.1%
Value ($000) $301 Shares 2,987 Est. Cost $86.70 Unrealized +10.4%
MSI MOTOROLA SOLUTIONS INC COM NEW 0.1%
Value ($000) $295 Shares 942 Est. Cost $278.03 Unrealized +6.4%
FLS FLOWSERVE CORP COM 0.1%
Value ($000) $288 Shares 6,998 Est. Cost $37.06 Unrealized -0.0%
MSM MSC INDL DIRECT INC CL A 0.1%
Value ($000) $282 Shares 2,788 Est. Cost $91.71 Unrealized +7.9%
MTG MGIC INVT CORP WIS COM 0.1%
Value ($000) $281 Shares 14,580 Est. Cost $17.00 Unrealized +4.1%
CAT CATERPILLAR INC COM 0.1%
Value ($000) $278 Shares 939 Est. Cost $261.47 Unrealized -3.9%
PKG PACKAGING CORP AMER COM 0.1%
Value ($000) $262 Shares 1,609 Est. Cost $148.76 Unrealized 0.0%
NTAP NETAPP INC COM 0.1%
Value ($000) $260 Shares 2,952 Est. Cost $77.04 Unrealized 0.0%
BKR BAKER HUGHES A GE CO CL A 0.1%
Value ($000) $254 Shares 7,443 Est. Cost $33.53 Unrealized -3.1%
AM ANTERO MIDSTREAM CORP COM 0.1%
Value ($000) $253 Shares 20,228 Est. Cost $11.02 Unrealized 0.0%
TAP MOLSON COORS BREWING CO CL B 0.1%
Value ($000) $251 Shares 4,102 Est. Cost $60.14 Unrealized -7.0%
MRK MERCK & CO INC NEW COM 0.1%
Value ($000) $240 Shares 2,198 Est. Cost $104.47 Unrealized -7.3%
ORCL ORACLE SYS CORP 0.1%
Value ($000) $237 Shares 2,250 Est. Cost $100.61 Unrealized +6.1%
KBR KBR INC COM 0.1%
Value ($000) $209 Shares 3,779 Est. Cost $48.29 Unrealized +11.3%
BDC BELDEN INC COM 0.1%
Value ($000) $203 Shares 2,630 Est. Cost $75.96 Unrealized -2.6%
COTY COTY INC COM CL A 0.1%
Value ($000) $177 Shares 14,257 Est. Cost $11.80 Unrealized -8.5%
PJSC GAZPROM SPON ADR 0.0%
Value ($000) $106 Shares 96,488 Est. Cost $9.17 Unrealized
ELPC CIA PARANAENSE DE ENER-ADR 0.0%
Value ($000) $62 Shares 7,816 Est. Cost $7.87 Unrealized
INVESCO GOVT AGENCY PRIV 1903 0.0%
Value ($000) $42 Shares 42,252 Est. Cost $1.00 Unrealized