BAROMETER CAPITAL MANAGEMENT INC. Quant / Systematic

CIK: 0001536890 · Show all filings

Period: Q2 2014 (← Previous) (Next →)

Filing Date: Jul 14, 2014

Total Value ($000): $527,219 (100.0% shares, 0.0% debt)

Holdings (96)

WMB Williams Companies Inc 10.5%
Value ($000) $55,250 Shares 949,150 Est. Cost $24.17 Unrealized 0.0%
WFC Wells Fargo & Co 9.5%
Value ($000) $50,242 Shares 955,900 Est. Cost $33.80 Unrealized +7.4%
Spectra Energy Corp 9.1%
Value ($000) $47,847 Shares 1,126,350 Est. Cost $38.76 Unrealized
LYB LyondellBasell Industries NV 7.2%
Value ($000) $38,113 Shares 390,300 Est. Cost $47.63 Unrealized +8.9%
MO Altria Group Inc 6.8%
Value ($000) $35,999 Shares 858,350 Est. Cost $19.20 Unrealized 0.0%
AMT American Tower Corp 5.6%
Value ($000) $29,495 Shares 327,800 Est. Cost $65.68 Unrealized 0.0%
AXP American Express Co 5.5%
Value ($000) $28,784 Shares 303,400 Est. Cost $76.40 Unrealized 0.0%
AAL American Airlines Group Inc 5.1%
Value ($000) $26,764 Shares 623,000 Est. Cost $24.26 Unrealized +51.5%
ORCL Oracle Corp 4.6%
Value ($000) $24,123 Shares 595,200 Est. Cost $31.98 Unrealized +8.4%
FANG Diamondback Energy Inc 1.8%
Value ($000) $9,502 Shares 107,000 Est. Cost $47.07 Unrealized +25.0%
MU Micron Technology Inc 1.7%
Value ($000) $8,860 Shares 268,900 Est. Cost $18.97 Unrealized +40.3%
MTDR Matador Resources Co 1.4%
Value ($000) $7,601 Shares 259,600 Est. Cost $21.51 Unrealized +22.8%
Activision Blizzard Inc 1.3%
Value ($000) $6,924 Shares 310,500 Est. Cost $22.30 Unrealized
URI United Rentals Inc 1.3%
Value ($000) $6,881 Shares 65,700 Est. Cost $78.81 Unrealized +20.1%
DIS Walt Disney Co 1.3%
Value ($000) $6,851 Shares 79,900 Est. Cost $68.45 Unrealized +7.3%
NXPI NXP Semiconductors NV 1.3%
Value ($000) $6,625 Shares 100,100 Est. Cost $54.42 Unrealized 0.0%
Sunedison Inc 1.2%
Value ($000) $6,091 Shares 269,500 Est. Cost $22.60 Unrealized
MRK Merck & Co Inc 1.1%
Value ($000) $5,837 Shares 100,900 Est. Cost $35.76 Unrealized +6.2%
LEA Lear Corp 1.1%
Value ($000) $5,815 Shares 65,100 Est. Cost $63.87 Unrealized +10.5%
Apache Corp 1.1%
Value ($000) $5,806 Shares 57,700 Est. Cost $100.62 Unrealized
Concho Resources Inc 1.1%
Value ($000) $5,737 Shares 39,700 Est. Cost $139.63 Unrealized
HAL Halliburton Co 1.1%
Value ($000) $5,716 Shares 80,500 Est. Cost $49.20 Unrealized +4.6%
ADI Analog Devices Inc 1.0%
Value ($000) $5,229 Shares 96,700 Est. Cost $40.78 Unrealized +1.7%
Actavis PLC 1.0%
Value ($000) $5,219 Shares 23,400 Est. Cost $223.03 Unrealized
HD Supply Holdings Inc 1.0%
Value ($000) $5,161 Shares 181,800 Est. Cost $26.41 Unrealized
META Facebook Inc 0.9%
Value ($000) $4,724 Shares 70,200 Est. Cost $58.27 Unrealized +4.8%
Tesoro Corp 0.8%
Value ($000) $4,207 Shares 71,700 Est. Cost $58.68 Unrealized
PLD Prologis Inc 0.7%
Value ($000) $3,776 Shares 91,900 Est. Cost $27.64 Unrealized +5.1%
Demandware Inc 0.7%
Value ($000) $3,697 Shares 53,300 Est. Cost $68.53 Unrealized
HST Host Hotels & Resorts Inc 0.6%
Value ($000) $2,963 Shares 134,600 Est. Cost $13.46 Unrealized 0.0%
SanDisk Corp 0.5%
Value ($000) $2,778 Shares 26,600 Est. Cost $104.44 Unrealized
FISV Fiserv Inc 0.4%
Value ($000) $1,954 Shares 32,400 Est. Cost $27.82 Unrealized +6.6%
Whiting Petroleum Corp 0.4%
Value ($000) $1,942 Shares 24,200 Est. Cost $77.92 Unrealized
Hilton Worldwide Holdings Inc 0.3%
Value ($000) $1,736 Shares 74,500 Est. Cost $23.30 Unrealized
AAPL Apple Inc 0.3%
Value ($000) $1,691 Shares 18,200 Est. Cost $18.52 Unrealized +0.7%
Tata Motors Ltd 0.3%
Value ($000) $1,598 Shares 40,900 Est. Cost $39.07 Unrealized
NVS Novartis AG 0.3%
Value ($000) $1,575 Shares 17,400 Est. Cost $90.52 Unrealized
FBT First Trust NYSE Arca Biotechnology Index Fund 0.3%
Value ($000) $1,482 Shares 18,000 Est. Cost $80.09 Unrealized
VIS Vanguard Industrials Index Fund;ETF 0.3%
Value ($000) $1,480 Shares 14,200 Est. Cost $101.22 Unrealized
SPDR S&P Oil & Gas Exploration & Production ETF 0.3%
Value ($000) $1,465 Shares 17,800 Est. Cost $82.30 Unrealized
KCE SPDR S&P Capital Markets ETF 0.3%
Value ($000) $1,452 Shares 29,500 Est. Cost $49.44 Unrealized
XSD SPDR S&P Semiconductor ETF 0.3%
Value ($000) $1,450 Shares 19,300 Est. Cost $64.37 Unrealized
SOXX iShares PHLX Semiconductor ETF 0.3%
Value ($000) $1,443 Shares 16,700 Est. Cost $79.66 Unrealized
IUSV iShares Core US Value ETF 0.3%
Value ($000) $1,418 Shares 10,700 Est. Cost $132.52 Unrealized
IJH iShares Core S&P Mid-Cap ETF 0.3%
Value ($000) $1,416 Shares 9,900 Est. Cost $134.91 Unrealized
Guggenheim Invest S&P 500 Eql Wght Technology ETF 0.3%
Value ($000) $1,408 Shares 16,800 Est. Cost $80.24 Unrealized
SPDR S&P Oil & Gas Equipment & Services ETF 0.3%
Value ($000) $1,400 Shares 28,400 Est. Cost $49.30 Unrealized
Guggenheim Invest Solar ETF 0.3%
Value ($000) $1,395 Shares 31,300 Est. Cost $44.29 Unrealized
Medtronic Inc 0.3%
Value ($000) $1,390 Shares 21,800 Est. Cost $63.76 Unrealized
Barclays Bank iPath MSCI India Index ETN 0.3%
Value ($000) $1,384 Shares 20,100 Est. Cost $64.05 Unrealized
QQEW First Trust NASDAQ-100 Equal Weighted Index Fund 0.3%
Value ($000) $1,380 Shares 35,400 Est. Cost $37.00 Unrealized
EWP iShares MSCI Spain Capped ETF 0.3%
Value ($000) $1,375 Shares 32,100 Est. Cost $40.96 Unrealized
PowerShares DWA SmallCap Momentum Portfolio 0.3%
Value ($000) $1,372 Shares 35,000 Est. Cost $39.56 Unrealized
FXR First Trust Industrials/Producer Drbls AlphaDEX Fd 0.3%
Value ($000) $1,370 Shares 44,900 Est. Cost $29.12 Unrealized
EXI iShares Global Industrials ETF 0.3%
Value ($000) $1,370 Shares 18,800 Est. Cost $72.87 Unrealized
PowerShares DWA Momentum Portfolio 0.3%
Value ($000) $1,369 Shares 35,100 Est. Cost $37.25 Unrealized
Guggenheim Invest S&P 500 Pure Growth ETF 0.3%
Value ($000) $1,368 Shares 17,700 Est. Cost $73.21 Unrealized
IYT iShares Transportation Average ETF 0.3%
Value ($000) $1,352 Shares 9,200 Est. Cost $146.96 Unrealized
IWM iShares Russell 2000 ETF 0.3%
Value ($000) $1,343 Shares 11,300 Est. Cost $118.85 Unrealized
EZU iShares MSCI EMU ETF 0.3%
Value ($000) $1,333 Shares 31,500 Est. Cost $42.25 Unrealized
ITA iShares US Aerospace & Defense ETF 0.3%
Value ($000) $1,326 Shares 12,300 Est. Cost $105.89 Unrealized
IWP iShares Russell Mid-Cap Growth ETF 0.2%
Value ($000) $1,146 Shares 12,800 Est. Cost $85.78 Unrealized
EZM WisdomTree MidCap Earnings ETF 0.2%
Value ($000) $1,128 Shares 12,200 Est. Cost $92.46 Unrealized
IEO iShares US Oil & Gas Exploration & Production ETF 0.2%
Value ($000) $1,106 Shares 11,400 Est. Cost $97.02 Unrealized
FXL First Trust Technology AlphaDEX Fund 0.2%
Value ($000) $1,070 Shares 32,900 Est. Cost $31.16 Unrealized
Ashland Inc 0.2%
Value ($000) $968 Shares 8,900 Est. Cost $103.11 Unrealized
GURU Global X Guru Index ETF 0.2%
Value ($000) $931 Shares 35,200 Est. Cost $26.45 Unrealized
Allergan Inc 0.2%
Value ($000) $914 Shares 5,400 Est. Cost $169.26 Unrealized
LMT Lockheed Martin Corp 0.2%
Value ($000) $833 Shares 5,180 Est. Cost $118.32 Unrealized 0.0%
MSFT Microsoft Corp 0.2%
Value ($000) $813 Shares 19,500 Est. Cost $31.26 Unrealized +8.6%
Orbitz Worldwide Inc 0.1%
Value ($000) $746 Shares 83,800 Est. Cost $8.90 Unrealized
MS Morgan Stanley 0.1%
Value ($000) $705 Shares 21,800 Est. Cost $22.70 Unrealized +0.1%
FXD First Trust Consumer Discretionary AlphaDEX Fund 0.1%
Value ($000) $698 Shares 21,000 Est. Cost $32.16 Unrealized
FCX Freeport-McMoRan Copper & Gold Inc 0.1%
Value ($000) $686 Shares 18,800 Est. Cost $29.56 Unrealized 0.0%
India Closed Fund 0.1%
Value ($000) $680 Shares 26,800 Est. Cost $25.37 Unrealized
WSM Williams-Sonoma Inc 0.1%
Value ($000) $675 Shares 9,400 Est. Cost $25.09 Unrealized 0.0%
TSLA Tesla Motors Inc 0.1%
Value ($000) $672 Shares 2,800 Est. Cost $13.95 Unrealized 0.0%
United Technologies Corp 0.1%
Value ($000) $658 Shares 5,700 Est. Cost $115.44 Unrealized
IP International Paper Co 0.1%
Value ($000) $642 Shares 12,900 Est. Cost $27.05 Unrealized 0.0%
Parsley Energy Inc 0.1%
Value ($000) $635 Shares 26,400 Est. Cost $24.05 Unrealized
Strategic Hotels & Resorts Inc 0.1%
Value ($000) $616 Shares 52,600 Est. Cost $11.71 Unrealized
RPM RPM International Inc 0.1%
Value ($000) $614 Shares 13,300 Est. Cost $43.30 Unrealized 0.0%
BALL Ball Corp 0.1%
Value ($000) $610 Shares 9,730 Est. Cost $26.03 Unrealized 0.0%
IBB iShares Nasdaq Biotechnology Etf 0.1%
Value ($000) $591 Shares 2,300 Est. Cost $236.07 Unrealized
ECL Ecolab Inc 0.1%
Value ($000) $579 Shares 5,200 Est. Cost $91.92 Unrealized +2.5%
UNP Union Pacific Corp 0.1%
Value ($000) $569 Shares 5,700 Est. Cost $74.77 Unrealized 0.0%
IWC iShares Micro-Cap ETF 0.1%
Value ($000) $548 Shares 7,200 Est. Cost $75.28 Unrealized
MRSH Marsh & McLennan Companies Inc 0.1%
Value ($000) $518 Shares 10,000 Est. Cost $40.50 Unrealized 0.0%
WLK Westlake Chemical Corp 0.0%
Value ($000) $32 Shares 380 Est. Cost $63.36 Unrealized 0.0%
Lorillard Inc 0.0%
Value ($000) $30 Shares 485 Est. Cost $61.86 Unrealized
HRB H & R Block Inc 0.0%
Value ($000) $28 Shares 835 Est. Cost $19.51 Unrealized 0.0%
PDL BioPharma Inc 0.0%
Value ($000) $28 Shares 2,855 Est. Cost $9.81 Unrealized
McGraw Hill Financial Inc 0.0%
Value ($000) $25 Shares 300 Est. Cost $83.33 Unrealized
AAP Advance Auto Parts Inc 0.0%
Value ($000) $24 Shares 175 Est. Cost $108.18 Unrealized 0.0%
PowerShares DWA Developed Markets Momentum Port 0.0%
Value ($000) $24 Shares 900 Est. Cost $26.93 Unrealized
Abengoa Yield PLC 0.0%
Value ($000) $23 Shares 600 Est. Cost $38.33 Unrealized