BAROMETER CAPITAL MANAGEMENT INC. Quant / Systematic

CIK: 0001536890 · Show all filings

Period: Q1 2014 (← Previous) (Next →)

Filing Date: Apr 30, 2014

Total Value ($000): $460,062 (100.0% shares, 0.0% debt)

Holdings (97)

WFC WELLS FARGO & CO 8.7%
Value ($000) $39,990 Shares 804,000 Est. Cost $33.33 Unrealized +0.3%
MRK MERCK & CO 7.7%
Value ($000) $35,458 Shares 624,600 Est. Cost $35.76 Unrealized 0.0%
FITB FIFTH THR BNCP 7.3%
Value ($000) $33,583 Shares 1,463,000 Est. Cost $13.07 Unrealized +11.8%
AMGN AMGEN 6.6%
Value ($000) $30,427 Shares 246,700 Est. Cost $86.89 Unrealized 0.0%
ORCL ORACLE CORP 6.3%
Value ($000) $29,013 Shares 709,200 Est. Cost $31.98 Unrealized 0.0%
SPECTRA ENRGY CP 6.1%
Value ($000) $27,963 Shares 757,000 Est. Cost $36.94 Unrealized
MU MICRON TECH 4.9%
Value ($000) $22,461 Shares 949,340 Est. Cost $18.97 Unrealized +22.2%
AAL AMERICN ARLNS GP 4.8%
Value ($000) $22,161 Shares 605,500 Est. Cost $23.90 Unrealized +34.3%
LYB LYONDELLBASEL A 4.7%
Value ($000) $21,452 Shares 241,200 Est. Cost $45.01 Unrealized +0.8%
BAC BANK OF AMERICA 4.2%
Value ($000) $19,245 Shares 1,118,900 Est. Cost $12.95 Unrealized +2.3%
PFE PFIZER INC 3.0%
Value ($000) $13,885 Shares 432,300 Est. Cost $18.20 Unrealized 0.0%
DIS WALT DISNEY CO 2.1%
Value ($000) $9,568 Shares 119,500 Est. Cost $68.45 Unrealized +1.8%
FDX FEDEX CORP 1.9%
Value ($000) $8,616 Shares 65,000 Est. Cost $112.69 Unrealized +2.2%
LVS LAS VEGAS SANDS 1.8%
Value ($000) $8,053 Shares 99,700 Est. Cost $52.00 Unrealized +9.5%
MTDR MATADOR RESOURCS 1.6%
Value ($000) $7,266 Shares 296,700 Est. Cost $21.51 Unrealized 0.0%
URI UNITED RENTAL 1.3%
Value ($000) $6,142 Shares 64,700 Est. Cost $78.56 Unrealized +4.5%
FANG DIAMOND BAK ENGY 1.3%
Value ($000) $5,903 Shares 87,700 Est. Cost $44.48 Unrealized 0.0%
LEA LEAR CORP 1.2%
Value ($000) $5,408 Shares 64,600 Est. Cost $63.87 Unrealized +2.0%
CAT CATERPILLAR INC 1.1%
Value ($000) $5,167 Shares 52,000 Est. Cost $69.69 Unrealized 0.0%
CORE LABS NV 1.0%
Value ($000) $4,822 Shares 24,300 Est. Cost $193.67 Unrealized
INVENSENSE 0.9%
Value ($000) $4,322 Shares 182,600 Est. Cost $23.67 Unrealized
HD SUPPLY HOLDGS 0.9%
Value ($000) $4,199 Shares 160,600 Est. Cost $26.15 Unrealized
RRC RANGE RESOURCES 0.9%
Value ($000) $3,924 Shares 47,300 Est. Cost $85.13 Unrealized 0.0%
PLD PROLOGIS 0.8%
Value ($000) $3,752 Shares 91,900 Est. Cost $27.64 Unrealized 0.0%
COMPUTER SCIENCE 0.8%
Value ($000) $3,612 Shares 59,400 Est. Cost $60.81 Unrealized
H&E EQUIP SVCS 0.7%
Value ($000) $3,195 Shares 79,000 Est. Cost $40.44 Unrealized
TYCO INTL 0.7%
Value ($000) $2,993 Shares 70,600 Est. Cost $41.62 Unrealized
GUGGENS&P500 PUR 0.6%
Value ($000) $2,848 Shares 38,900 Est. Cost $73.21 Unrealized
UNH UNITEDHEALTH GP 0.5%
Value ($000) $2,353 Shares 28,700 Est. Cost $62.13 Unrealized 0.0%
ECL ECOLAB INC 0.5%
Value ($000) $2,267 Shares 21,000 Est. Cost $91.92 Unrealized 0.0%
PS DYN PHARMA PF 0.5%
Value ($000) $2,254 Shares 39,800 Est. Cost $55.42 Unrealized
SOXX ISH PHLX SCD ETF 0.5%
Value ($000) $2,111 Shares 26,500 Est. Cost $79.66 Unrealized
TEX TEREX CORP 0.4%
Value ($000) $2,068 Shares 46,700 Est. Cost $42.02 Unrealized 0.0%
MS MORGAN STANLEY 0.4%
Value ($000) $1,845 Shares 59,200 Est. Cost $22.70 Unrealized 0.0%
L-3 COMMS HLDGS 0.4%
Value ($000) $1,807 Shares 15,300 Est. Cost $118.10 Unrealized
SUNTRUST BKS 0.4%
Value ($000) $1,667 Shares 41,900 Est. Cost $39.79 Unrealized
ADI ANALOG DEVICES 0.4%
Value ($000) $1,626 Shares 30,600 Est. Cost $39.25 Unrealized 0.0%
ITA ISH US AE&DE ETF 0.3%
Value ($000) $1,484 Shares 13,600 Est. Cost $105.89 Unrealized
DFE WISDOM ERP SC DV 0.3%
Value ($000) $1,481 Shares 23,700 Est. Cost $57.85 Unrealized
GOOGLE INC C 0.3%
Value ($000) $1,448 Shares 2,600 Est. Cost $556.92 Unrealized
IHI ISH US ML DV ETF 0.3%
Value ($000) $1,432 Shares 14,500 Est. Cost $98.76 Unrealized
MSFT MICROSOFT CP 0.3%
Value ($000) $1,430 Shares 34,900 Est. Cost $31.26 Unrealized 0.0%
IWC ISH MC-CAP ETF 0.3%
Value ($000) $1,399 Shares 18,100 Est. Cost $75.28 Unrealized
PWS DW DV MK MMN 0.3%
Value ($000) $1,387 Shares 51,500 Est. Cost $26.93 Unrealized
MANITOWOC CO 0.3%
Value ($000) $1,380 Shares 43,900 Est. Cost $31.44 Unrealized
PWR SMCP DWD MMN 0.3%
Value ($000) $1,369 Shares 34,900 Est. Cost $39.56 Unrealized
PWRSH DWA MOM 0.3%
Value ($000) $1,367 Shares 36,700 Est. Cost $37.25 Unrealized
GUGG S&P 500 TEC 0.3%
Value ($000) $1,348 Shares 16,800 Est. Cost $80.24 Unrealized
QQEW NASDAQ100 EQW FD 0.3%
Value ($000) $1,343 Shares 36,300 Est. Cost $37.00 Unrealized
EZU ISH MSI EMU ETF 0.3%
Value ($000) $1,331 Shares 31,500 Est. Cost $42.25 Unrealized
IYH ISH US HEALT ETF 0.3%
Value ($000) $1,316 Shares 10,700 Est. Cost $117.34 Unrealized
WADDELL & REED 0.3%
Value ($000) $1,310 Shares 17,800 Est. Cost $73.60 Unrealized
FISV FISERV INC 0.3%
Value ($000) $1,303 Shares 23,000 Est. Cost $27.07 Unrealized +5.6%
PS DYN LSR & ENT 0.3%
Value ($000) $1,264 Shares 37,000 Est. Cost $34.16 Unrealized
HAL HALLIBURTON CO 0.3%
Value ($000) $1,242 Shares 21,100 Est. Cost $42.79 Unrealized 0.0%
PS NASDAQ INTRNT 0.3%
Value ($000) $1,206 Shares 18,300 Est. Cost $65.90 Unrealized
EWP ISH MS SP CA ETF 0.3%
Value ($000) $1,195 Shares 29,300 Est. Cost $40.78 Unrealized
IJH ISHR CR SP MD CP 0.3%
Value ($000) $1,195 Shares 8,700 Est. Cost $133.79 Unrealized
FDN FS TR DJ INTERNT 0.3%
Value ($000) $1,186 Shares 20,100 Est. Cost $59.83 Unrealized
XLF SS SPDR FNANCIAL 0.3%
Value ($000) $1,159 Shares 51,900 Est. Cost $22.11 Unrealized
ISH MS ITY C ETF 0.2%
Value ($000) $1,133 Shares 64,000 Est. Cost $17.70 Unrealized
IWP ISH RS M GRW ETF 0.2%
Value ($000) $1,098 Shares 12,800 Est. Cost $85.78 Unrealized
HON HONEYWELL INTL 0.2%
Value ($000) $1,085 Shares 11,700 Est. Cost $64.71 Unrealized 0.0%
CONCHO RESOURCES 0.2%
Value ($000) $1,078 Shares 8,800 Est. Cost $122.50 Unrealized
EWG ISH MSI GRY ETF 0.2%
Value ($000) $1,072 Shares 34,200 Est. Cost $31.74 Unrealized
META FACEBOOK INC A 0.2%
Value ($000) $1,060 Shares 17,600 Est. Cost $49.86 Unrealized +26.2%
FXL FS TR TECHNOLOGY 0.2%
Value ($000) $1,025 Shares 32,900 Est. Cost $31.16 Unrealized
XSD SPDR S&P SEMICND 0.2%
Value ($000) $1,019 Shares 14,800 Est. Cost $61.10 Unrealized
VIS VNGRD INDSTRLS 0.2%
Value ($000) $1,015 Shares 10,100 Est. Cost $100.00 Unrealized
GUGEHEIM SOLAR 0.2%
Value ($000) $994 Shares 22,500 Est. Cost $44.18 Unrealized
EIRL ISH MSI CAP ETF 0.2%
Value ($000) $974 Shares 24,800 Est. Cost $39.27 Unrealized
GVA GRANITE CONSTR 0.2%
Value ($000) $962 Shares 24,100 Est. Cost $35.88 Unrealized 0.0%
FXR FS TR IND PD DUR 0.2%
Value ($000) $864 Shares 29,300 Est. Cost $28.38 Unrealized
KBE SPDR S&P BANK 0.2%
Value ($000) $823 Shares 24,200 Est. Cost $33.17 Unrealized
KRE SPDR S&P RGL BK 0.2%
Value ($000) $782 Shares 18,900 Est. Cost $41.38 Unrealized
CNI CDN NATL RR 0.2%
Value ($000) $742 Shares 13,200 Est. Cost $44.56 Unrealized 0.0%
BRCLAY IPATH ETN 0.2%
Value ($000) $709 Shares 11,700 Est. Cost $60.60 Unrealized
FXD FS TR CNSM DISCR 0.1%
Value ($000) $672 Shares 21,000 Est. Cost $32.16 Unrealized
IBB ISH NSDQ BT ETF 0.1%
Value ($000) $661 Shares 2,800 Est. Cost $236.07 Unrealized
MKT VECTR PHARMA 0.1%
Value ($000) $618 Shares 10,600 Est. Cost $58.30 Unrealized
AAPL APPLE INC 0.1%
Value ($000) $590 Shares 1,100 Est. Cost $16.37 Unrealized +1.3%
BIIB BIOGEN IDEC 0.1%
Value ($000) $581 Shares 1,900 Est. Cost $317.43 Unrealized 0.0%
DEMANDWARE INC 0.1%
Value ($000) $538 Shares 8,400 Est. Cost $64.11 Unrealized
ASHLAND INC 0.1%
Value ($000) $537 Shares 5,400 Est. Cost $99.44 Unrealized
CRM SALESFORCE COM 0.1%
Value ($000) $536 Shares 9,400 Est. Cost $59.07 Unrealized 0.0%
SLYG SPDR S&P600 SCG 0.1%
Value ($000) $536 Shares 3,000 Est. Cost $178.67 Unrealized
FBT FS TR NYSE BIOTC 0.1%
Value ($000) $536 Shares 7,000 Est. Cost $76.57 Unrealized
IYG ISH US FL SR ETF 0.1%
Value ($000) $534 Shares 6,300 Est. Cost $84.76 Unrealized
SOCL GBL X SCL MD IND 0.1%
Value ($000) $528 Shares 27,100 Est. Cost $19.48 Unrealized
IGM ISH NA TECH ETF 0.1%
Value ($000) $527 Shares 5,800 Est. Cost $90.86 Unrealized
EBAY EBAY INC 0.1%
Value ($000) $524 Shares 9,500 Est. Cost $19.75 Unrealized +4.7%
KCE SPDR S&P CAP MKT 0.1%
Value ($000) $372 Shares 7,600 Est. Cost $50.08 Unrealized
C CITIGROUP 0.1%
Value ($000) $357 Shares 7,500 Est. Cost $37.07 Unrealized 0.0%
WHITING PETE CP 0.1%
Value ($000) $353 Shares 5,100 Est. Cost $69.22 Unrealized
EOG EOG RESOURCES 0.1%
Value ($000) $274 Shares 2,800 Est. Cost $64.81 Unrealized 0.0%
ILMN ILLUMINA INC 0.0%
Value ($000) $178 Shares 1,200 Est. Cost $146.95 Unrealized 0.0%
SIGMA LABS INC 0.0%
Value ($000) $174 Shares 1,000,000 Est. Cost $0.17 Unrealized