BAROMETER CAPITAL MANAGEMENT INC. Quant / Systematic

CIK: 0001536890 · Show all filings

Period: Q4 2013 (Next →)

Filing Date: Apr 30, 2014

Total Value ($000): $398,662 (100.0% shares, 0.0% debt)

Holdings (82)

— GENERAL ELEC CO 7.9%
Value ($000) $31,472 Shares 1,122,803 Est. Cost $28.03 Unrealized —
FITB FIFTH THR BNCP 7.9%
Value ($000) $31,301 Shares 1,488,400 Est. Cost $13.07 Unrealized 0.0%
BA BOEING CO 7.4%
Value ($000) $29,631 Shares 217,100 Est. Cost $110.94 Unrealized 0.0%
AAPL APPLE INC 6.6%
Value ($000) $26,480 Shares 47,200 Est. Cost $16.37 Unrealized 0.0%
MU MICRON TECH 6.6%
Value ($000) $26,358 Shares 1,211,900 Est. Cost $18.97 Unrealized 0.0%
MLCO MELCO CROWN ADR 5.7%
Value ($000) $22,762 Shares 585,300 Est. Cost $38.89 Unrealized —
— ALPS ALRIAN MLP 4.9%
Value ($000) $19,513 Shares 1,096,900 Est. Cost $17.79 Unrealized —
STT ST STREET CP 4.5%
Value ($000) $18,061 Shares 246,100 Est. Cost $50.63 Unrealized 0.0%
AAL AMERICN ARLNS GP 3.0%
Value ($000) $12,135 Shares 480,600 Est. Cost $21.78 Unrealized 0.0%
HD HOME DEPOT INC 2.9%
Value ($000) $11,544 Shares 140,200 Est. Cost $58.72 Unrealized 0.0%
AIG AMER INTL GROUP 2.7%
Value ($000) $10,894 Shares 213,400 Est. Cost $37.86 Unrealized 0.0%
NUS NU SKIN ENTER 2.0%
Value ($000) $8,127 Shares 58,800 Est. Cost $79.96 Unrealized 0.0%
FDX FEDEX CORP 1.9%
Value ($000) $7,562 Shares 52,600 Est. Cost $112.11 Unrealized 0.0%
— YAHOO! INC 1.8%
Value ($000) $7,036 Shares 174,000 Est. Cost $40.44 Unrealized —
— CALAMP 1.7%
Value ($000) $6,883 Shares 246,100 Est. Cost $27.97 Unrealized —
LVS LAS VEGAS SANDS 1.6%
Value ($000) $6,301 Shares 79,900 Est. Cost $50.77 Unrealized 0.0%
SSNC SS&C TECH HLDG 1.6%
Value ($000) $6,200 Shares 140,100 Est. Cost $20.11 Unrealized 0.0%
LEA LEAR CORP 1.5%
Value ($000) $5,910 Shares 73,000 Est. Cost $63.87 Unrealized 0.0%
— B/E.AEROSPACE 1.5%
Value ($000) $5,861 Shares 67,350 Est. Cost $87.02 Unrealized —
EHTH EHEALTH 1.3%
Value ($000) $5,132 Shares 110,400 Est. Cost $41.68 Unrealized 0.0%
AMZN AMAZON COM 1.1%
Value ($000) $4,506 Shares 11,300 Est. Cost $17.98 Unrealized 0.0%
— ORGANOVO HLDS 1.0%
Value ($000) $4,087 Shares 369,200 Est. Cost $11.07 Unrealized —
— DEMANDWARE INC 1.0%
Value ($000) $3,872 Shares 60,400 Est. Cost $64.11 Unrealized —
DDD 3D SYSTEMS CORP 1.0%
Value ($000) $3,828 Shares 41,200 Est. Cost $70.11 Unrealized 0.0%
— FINISAR CORP 0.9%
Value ($000) $3,549 Shares 148,400 Est. Cost $23.92 Unrealized —
MA MASTERCARD CL A 0.9%
Value ($000) $3,467 Shares 41,500 Est. Cost $69.03 Unrealized 0.0%
— ARM HOLDINGS 0.8%
Value ($000) $3,376 Shares 61,700 Est. Cost $54.72 Unrealized —
BAC BANK OF AMERICA 0.8%
Value ($000) $3,347 Shares 215,000 Est. Cost $11.68 Unrealized 0.0%
SBUX STARBUCKS CORP 0.8%
Value ($000) $3,190 Shares 40,700 Est. Cost $31.21 Unrealized 0.0%
— HEWLETT-PACKARD 0.8%
Value ($000) $3,150 Shares 112,600 Est. Cost $27.98 Unrealized —
META FACEBOOK INC A 0.8%
Value ($000) $2,994 Shares 54,800 Est. Cost $49.86 Unrealized 0.0%
— CORE LABS NV 0.7%
Value ($000) $2,940 Shares 15,400 Est. Cost $190.91 Unrealized —
CSX CSX CORP 0.7%
Value ($000) $2,856 Shares 99,300 Est. Cost $7.37 Unrealized 0.0%
DXJ WDM TR JP HDG EQ 0.6%
Value ($000) $2,282 Shares 44,900 Est. Cost $50.82 Unrealized —
— JOHNSON CONTROLS 0.5%
Value ($000) $1,939 Shares 37,800 Est. Cost $51.30 Unrealized —
LYB LYONDELLBASEL A 0.4%
Value ($000) $1,693 Shares 21,100 Est. Cost $41.05 Unrealized 0.0%
— TYCO INTL 0.4%
Value ($000) $1,658 Shares 40,400 Est. Cost $41.04 Unrealized —
KBE SPDR S&P BANK 0.4%
Value ($000) $1,602 Shares 48,300 Est. Cost $33.17 Unrealized —
WHR WHIRL POOL CORP 0.4%
Value ($000) $1,474 Shares 9,400 Est. Cost $146.63 Unrealized 0.0%
— PRECISION CAST 0.4%
Value ($000) $1,454 Shares 5,400 Est. Cost $269.26 Unrealized —
— PS DYN MEDIA PF 0.4%
Value ($000) $1,432 Shares 53,800 Est. Cost $26.62 Unrealized —
DIS WALT DISNEY CO 0.4%
Value ($000) $1,413 Shares 18,500 Est. Cost $61.69 Unrealized 0.0%
EWG ISH MSI GRY ETF 0.4%
Value ($000) $1,406 Shares 44,300 Est. Cost $31.74 Unrealized —
IYJ ISH US INDS ETF 0.4%
Value ($000) $1,399 Shares 13,800 Est. Cost $101.38 Unrealized —
VIS VNGRD INDSTRLS 0.3%
Value ($000) $1,390 Shares 13,900 Est. Cost $100.00 Unrealized —
FDN FS TR DJ INTERNT 0.3%
Value ($000) $1,376 Shares 23,000 Est. Cost $59.83 Unrealized —
DFE WISDOM ERP SC DV 0.3%
Value ($000) $1,371 Shares 23,700 Est. Cost $57.85 Unrealized —
FXR FS TR IND PD DUR 0.3%
Value ($000) $1,334 Shares 47,000 Est. Cost $28.38 Unrealized —
ITA ISH US AE&DE ETF 0.3%
Value ($000) $1,331 Shares 12,600 Est. Cost $105.63 Unrealized —
SSTK SHUTTERSTOCK 0.3%
Value ($000) $1,296 Shares 15,500 Est. Cost $74.07 Unrealized 0.0%
FISV FISERV INC 0.3%
Value ($000) $1,275 Shares 21,600 Est. Cost $26.98 Unrealized 0.0%
IWC ISH MC-CAP ETF 0.3%
Value ($000) $1,262 Shares 16,800 Est. Cost $75.12 Unrealized —
— GUGGN S&P PR VAL 0.3%
Value ($000) $1,229 Shares 24,700 Est. Cost $49.76 Unrealized —
— ROUNDY'S INC 0.3%
Value ($000) $1,228 Shares 124,600 Est. Cost $9.86 Unrealized —
WFC WELLS FARGO & CO 0.3%
Value ($000) $1,216 Shares 26,800 Est. Cost $30.76 Unrealized 0.0%
KCE SPDR S&P CAP MKT 0.3%
Value ($000) $1,202 Shares 24,000 Est. Cost $50.08 Unrealized —
IJH ISHR CR SP MD CP 0.3%
Value ($000) $1,164 Shares 8,700 Est. Cost $133.79 Unrealized —
IJR ISHR CR SP SM CP 0.3%
Value ($000) $1,080 Shares 9,900 Est. Cost $109.09 Unrealized —
IYH ISH US HEALT ETF 0.3%
Value ($000) $1,071 Shares 9,200 Est. Cost $116.41 Unrealized —
IYT ISH TRN AVE ETF 0.3%
Value ($000) $1,055 Shares 8,000 Est. Cost $131.88 Unrealized —
— PWR SMCP DWD MMN 0.3%
Value ($000) $1,055 Shares 26,600 Est. Cost $39.66 Unrealized —
XSD SPDR S&P SEMICND 0.3%
Value ($000) $1,051 Shares 17,200 Est. Cost $61.10 Unrealized —
— PRICELINE GRP 0.3%
Value ($000) $1,046 Shares 900 Est. Cost $1162.22 Unrealized —
URI UNITED RENTAL 0.3%
Value ($000) $1,036 Shares 13,300 Est. Cost $64.88 Unrealized 0.0%
— UNITED TECH CP 0.2%
Value ($000) $967 Shares 8,500 Est. Cost $113.76 Unrealized —
XLK SS SPDR TECHNLGY 0.2%
Value ($000) $936 Shares 26,200 Est. Cost $35.73 Unrealized —
ICE INTRCNTL EXG GRP 0.2%
Value ($000) $922 Shares 4,100 Est. Cost $35.28 Unrealized 0.0%
ITB ISH US HM CN ETF 0.2%
Value ($000) $826 Shares 33,300 Est. Cost $24.80 Unrealized —
— PWRSHARES QQQ 1 0.2%
Value ($000) $812 Shares 9,280 Est. Cost $87.50 Unrealized —
— PS DYN PHARMA PF 0.2%
Value ($000) $807 Shares 15,100 Est. Cost $53.44 Unrealized —
— VIACOM INC B 0.2%
Value ($000) $794 Shares 9,100 Est. Cost $87.25 Unrealized —
— GUGHM CHNA SM CP 0.2%
Value ($000) $760 Shares 28,600 Est. Cost $26.57 Unrealized —
— PATTERN ENERGY 0.2%
Value ($000) $757 Shares 25,000 Est. Cost $30.28 Unrealized —
DES WISDOM TST S CAP 0.2%
Value ($000) $691 Shares 10,200 Est. Cost $67.75 Unrealized —
TSCO TRACTOR SUPPLY 0.2%
Value ($000) $682 Shares 8,800 Est. Cost $12.05 Unrealized 0.0%
XRT SPDR S&P RETAIL 0.2%
Value ($000) $669 Shares 7,600 Est. Cost $88.03 Unrealized —
FXD FS TR CNSM DISCR 0.1%
Value ($000) $541 Shares 16,800 Est. Cost $32.20 Unrealized —
FPX FT US IPO INDEX 0.1%
Value ($000) $526 Shares 11,600 Est. Cost $45.34 Unrealized —
XLF SS SPDR FNANCIAL 0.1%
Value ($000) $522 Shares 23,900 Est. Cost $21.84 Unrealized —
EBAY EBAY INC 0.1%
Value ($000) $493 Shares 9,000 Est. Cost $19.70 Unrealized 0.0%
— PWRSH DWA BC MTL 0.1%
Value ($000) $407 Shares 8,000 Est. Cost $50.88 Unrealized —
FXZ FS TR MATERIALS 0.1%
Value ($000) $405 Shares 12,500 Est. Cost $32.40 Unrealized —