QUANTRES ASSET MANAGEMENT LTD

Transcription

1 QUANTRES ASSET MANAGEMENT LTD FORM 13F-HR (Form 13F Holdings Report) Filed 10/22/14 for the Period Ending 09/30/14 Telephone CIK Copyright 2018, EDGAR Online, a division of Donnelley Financial Solutions. All Rights Reserved. Distribution and use of this document restricted under EDGAR Online, a division of Donnelley Financial Solutions, Terms of Use.

2 The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. The reader should not assume that the information is accurate and complete.

3 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C FORM 13F OMB APPROVAL OMB Number: Expires: July 31, 2015 Estimated average burden hours per response: 23.8 FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: Check here if Amendment: This Amendment (Check only one.): Amendment Number: is a restatement. adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Address: QUANTRES ASSET MANAGEMENT Ltd 4th Floor, Harbour Place 103 South Church Street Cayman E9 KY Form 13F File Number: The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Title: Craig Mawdsley Director Phone: Signature, Place, and Date of Signing: /s/ Craig Mawdsley Nassau, BAHAMAS [Signature] [City, State] [Date]

4 Do you wish to provide information pursuant to Special Instruction 5? Yes X No Report Type (Check only one.): X 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).)

5 Form 13F Summary Page Report Summary: Number of Other Included Managers: 0 Form 13F Information table Entry Total: 150 Form 13F Information table Value Total: 98,886 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F number(s) of all institutional investement managers with respect to which this report is filed, other than the manager filing this report. NONE

6 FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 NAME OF ISSUER TITLE OF CLASS CUSIP VALUE (x$1000) SHRS OR PRN AMT SH / PRN PUT / CALL INVESTMENT DISCRETION OTHER MANAGER VOTING AUTHORITY SOLE SHARED NONE APPLE INC COM NPV ,249 12,400 SH - SOLE - 12, ABBOTT LABORATORIES COM NPV ,500 SH - SOLE - 9, AES CORP COM 00130H ,400 SH - SOLE - 12, AMERICAN INTERNATIONAL GROUP COM ,000 SH - SOLE - 5, APARTMENT INVST & MGMT CO CL A COM 03748R ,800 SH - SOLE - 7, AKAMAI TECHNOLOGIES INC COM 00971T ,600 SH - SOLE - 4, AMERICA MOVIL SA DE CV SPON ADR L SHS 02364W ,500 SH - SOLE - 11, APACHE CORP COM ,000 SH - SOLE - 4, AMERICAN RLTY CAP PPTY INC CL A COM 02917T ,200 SH - SOLE - 24, ALLEGHENY TECHNOLOGIES INC COM 01741R ,400 SH - SOLE - 21, ACTIVISION BLIZZARD INC COM 00507V ,100 SH - SOLE - 14, AVERY DENNISON CORP COM ,900 SH - SOLE - 8, BRADESCO BANCO SPONS ADR PFD ,900 SH - SOLE - 14, BEST BUY CO INC COM ,300 SH - SOLE - 7, FRANKLIN RESOURCES INC COM ,700 SH - SOLE - 3, BHP BILLITON GROUP (AUS) ADR ,000 SH - SOLE - 5, BLACKROCK INC COM 09247X SH - SOLE BALL CORP COM NPV ,200 SH - SOLE - 3, BEMIS CO INC COM ,800 SH - SOLE - 5, PEABODY ENERGY CORP COM , ,900 SH - SOLE - 158, BORGWARNER INC COM ,363 25,900 SH - SOLE - 25, CAMERON INTERNATIONAL CORP COM 13342B105 1,274 19,200 SH - SOLE - 19, CATERPILLAR INC COM ,238 12,500 SH - SOLE - 12, CBRE GROUP INC CL A COM 12504L ,600 SH - SOLE - 20, CBS CORP CL B COM ,375 25,700 SH - SOLE - 25, COCA-COLA ENTERPRISES INC COM 19122T ,100 SH - SOLE - 5, CHESAPEAKE ENERGY CORP COM ,200 SH - SOLE - 39, CHINA MOBILE LTD SPON ADR 16941M ,100 SH - SOLE - 4, CIGNA CORP COM ,400 SH - SOLE - 2, ISHARES INTERMEDIATE CR BOND INTERMEDIATE CR BOND ,454 31,597 SH - SOLE - 31, CONTINENTAL RESOURCES INC COM ,100 SH - SOLE - 3, COMCAST CORP CL A COM 20030N101 1,447 26,900 SH - SOLE - 26, CUMMINS INC COM ,300 SH - SOLE - 2, CONOCOPHILLIPS COM 20825C ,200 SH - SOLE - 5, COGNIZANT TECH SOLUTIONS CL A COM ,800 SH - SOLE - 5, CVS HEALTH CORP COM ,000 SH - SOLE - 3, CHEVRON CORP COM ,400 SH - SOLE - 3, DELTA AIR LINES INC COM ,147 59,400 SH - SOLE - 59, D R HORTON INC COM 23331A109 1,227 59,800 SH - SOLE - 59, DISCOVERY COMMUNICATIONS INC CL A COM 25470F ,800 SH - SOLE - 25, DELPHI AUTOMOTIVE PLC ORD 00B783TY6 1,705 27,800 SH - SOLE - 27, DENBURY RESOURCES INC COM NPV ,189 79,100 SH - SOLE - 79, DIAMOND OFFSHRE DRILLING INC COM 25271C102 1,758 51,300 SH - SOLE - 51, DOVER CORP COM ,700 SH - SOLE - 5, EQUIFAX INC COM ,700 SH - SOLE - 2, EDISON INTERNATIONAL COM NPV ,100 SH - SOLE - 5, EOG RESOURCES INC COM NPV 26875P ,500 SH - SOLE - 5,

7 EL PASO PIPELINE PARTNERS LP LP UNTS ,200 SH - SOLE - 5, EQUITY RESIDENTIAL SHS BEN INT 29476L ,600 SH - SOLE - 10, EXPRESS SCRIPTS HOLDING CO COM 30219G ,900 SH - SOLE - 2, ENSCO PLC CL A ORD NPV 00B4VLR19 2,144 51,900 SH - SOLE - 51, E TRADE FINANCIAL CORP COM ,800 SH - SOLE - 11, EXELON CORP COM NPV 30161N ,700 SH - SOLE - 8, EXPEDITORS INTL WASH INC COM ,200 SH - SOLE - 5, FORD MOTOR CO COM ,405 95,000 SH - SOLE - 95, FREEPORT-MCMORAN INC COM NPV 35671D857 1,619 49,600 SH - SOLE - 49, FOOT LOCKER INC COM ,600 SH - SOLE - 3, FMC CORP COM ,500 SH - SOLE - 16, FMC TECHNOLOGIES INC COM 30249U ,400 SH - SOLE - 5, GANNETT CO COM ,300 SH - SOLE - 20, GOLDCORP INC COM NPV ,900 SH - SOLE - 9, GENERAL MOTORS CO COM 37045V ,000 SH - SOLE - 7, GENWORTH FINANCIAL INC CL A 37247D106 1, ,900 SH - SOLE - 133, GAP INC COM ,200 SH - SOLE - 11, GOODYEAR TIRE & RUBBER CO COM NPV ,199 53,100 SH - SOLE - 53, HARMAN INTERNATIONAL INDS COM ,500 SH - SOLE - 5, HUNTINGTON BANCSHARES COM NPV ,900 SH - SOLE - 10, HEALTH CARE REIT INC COM 42217K ,100 SH - SOLE - 5, HCP INC COM 40414L ,600 SH - SOLE - 5, HONEYWELL INTERNATIONAL INC COM ,200 SH - SOLE - 4, HEWLETT-PACKARD CO COM ,100 SH - SOLE - 21, INGERSOLL-RAND PLC COM 00B ,700 SH - SOLE - 3, ITAU UNIBANCO HLDG SA SP ADR REP PFD ,900 SH - SOLE - 19, ILLINOIS TOOL WORKS COM NPV ,300 SH - SOLE - 8, JOHNSON CONTROLS INC COM ,000 SH - SOLE - 9, JACOBS ENGINEERING GROUP INC COM NPV ,800 SH - SOLE - 6, JOY GLOBAL INC COM ,614 29,600 SH - SOLE - 29, KELLOGG CO COM ,900 SH - SOLE - 5, KATE SPADE & CO COM ,700 SH - SOLE - 10, KEYCORP COM ,500 SH - SOLE - 11, KIMCO REALTY CORP COM 49446R ,100 SH - SOLE - 11, CARMAX INC COM NPV ,565 33,700 SH - SOLE - 33, MICHAEL KORS HOLDINGS LTD ORD NPV G ,042 28,600 SH - SOLE - 28, KRAFT FOODS GROUP INC COM NPV 50076Q ,700 SH - SOLE - 3, LOEWS CORP COM ,500 SH - SOLE - 6, LENNAR CORP CL A COM ,400 SH - SOLE - 13, LOWE''S COMPANIES INC COM ,600 SH - SOLE - 13, LEUCADIA NATIONAL CORP COM ,800 SH - SOLE - 10, MACY'S INC COM NPV 55616P ,000 SH - SOLE - 5, MASTERCARD INC CL A COM 57636Q ,900 SH - SOLE - 6, MATTEL INC COM ,473 80,700 SH - SOLE - 80, MEDTRONIC INC COM ,540 41,000 SH - SOLE - 41, M CO COM NPV 88579Y ,900 SH - SOLE - 3, MARATHON OIL CORP COM NPV ,000 SH - SOLE - 11, NABORS INDUSTRIES LTD COM G6359F ,500 SH - SOLE - 33, NOBLE CORP PLC COM 00BFG3KF2 2, ,800 SH - SOLE - 109, NEWMONT MINING CORP COM ,381 59,900 SH - SOLE - 59, NETFLIX INC COM 64110L SH - SOLE NEWFIELD EXPLORATION CO COM ,600 SH - SOLE - 25, NATIONAL OILWELL VARCO INC COM ,065 14,000 SH - SOLE - 14, NRG ENERGY INC COM NEW ,300 SH - SOLE - 9,

8 NORTHEAST UTILITIES COM ,400 SH - SOLE - 5, NUCOR CORP COM ,700 SH - SOLE - 12, NVIDIA CORP COM 67066G ,600 SH - SOLE - 15, OWENS-ILLINOIS INC COM ,659 63,700 SH - SOLE - 63, ONEOK INC COM NPV ,400 SH - SOLE - 3, ORACLE CORP COM 68389X ,900 SH - SOLE - 13, PEOPLE''S UNITED FINL INC COM NPV ,400 SH - SOLE - 32, PACCAR INC COM ,200 SH - SOLE - 13, PRINCIPAL FINANCIAL GRP INC COM 74251V ,900 SH - SOLE - 4, PROCTER & GAMBLE CO COM NPV ,600 SH - SOLE - 8, PULTEGROUP INC COM ,600 SH - SOLE - 43, PINNACLE WEST CAPITAL CORP COM ,500 SH - SOLE - 7, PRUDENTIAL FINANCIAL INC COM ,200 SH - SOLE - 10, PHILLIPS 66 COM ,300 SH - SOLE - 9, QEP RESOURCES INC COM 74733V ,000 SH - SOLE - 20, REGIONS FINANCIAL CORP COM 7591EP ,800 SH - SOLE - 17, RED HAT INC COM ,700 SH - SOLE - 17, TRANSOCEAN LTD COM ,017 63,100 SH - SOLE - 63, SCANA CORP COM NPV 80589M ,400 SH - SOLE - 5, SCHWAB (CHARLES) CORP COM ,900 SH - SOLE - 7, SOLARCITY CORP COM 83416T ,800 SH - SOLE - 3, SEADRILL LTD COM G7945E ,800 SH - SOLE - 10, SILVER WHEATON CORP COM ,300 SH - SOLE - 14, STAPLES INC COM , ,900 SH - SOLE - 141, ST JUDE MEDICAL INC COM ,300 SH - SOLE - 4, STEEL DYNAMICS INC COM ,800 SH - SOLE - 12, SEAGATE TECHNOLOGY PLC COM 00B58JVZ ,000 SH - SOLE - 6, STANLEY BLACK & DECKER INC COM ,600 SH - SOLE - 3, SOUTHWESTERN ENERGY CO COM ,146 32,800 SH - SOLE - 32, SYMANTEC CORP COM NPV ,200 SH - SOLE - 17, TE CONNECTIVITY LTD COM ,200 SH - SOLE - 11, TIM HORTONS INC COM 88706M ,700 SH - SOLE - 3, ISHARES 20 PLUS YR TREAS ETF ETF ,475 SH - SOLE - 4, TRANSCANADA CORP COM NPV 89353D ,700 SH - SOLE - 5, TATA MOTORS LTD SPONSORED ADR ,900 SH - SOLE - 6, UNUM GROUP COM 91529Y ,200 SH - SOLE - 6, VALERO ENERGY CORP COM 91913Y100 1,185 25,600 SH - SOLE - 25, VORNADO REALTY TRUST SH BEN INT ,800 SH - SOLE - 2, VANGUARD TOTAL STOCK MKT ETF IPATH S&P 500 VIX MID-TERM TOTAL STK MRK VIPERS STRUCT PRODUCT ,227 SH - SOLE - 5, C ,762 SH - SOLE - 21, WALGREEN CO COM ,700 SH - SOLE - 9, WINDSTREAM HOLDINGS INC COM 97382A ,000 SH - SOLE - 11, WESTERN UNION CO COM ,800 SH - SOLE - 12, UNITED STATES STEEL CORP COM NPV ,300 SH - SOLE - 7, CIMAREX ENERGY CO COM ,126 8,900 SH - SOLE - 8, XCEL ENERGY INC COM 98389B ,800 SH - SOLE - 8, EXXON MOBIL CORP COM NPV 30231G ,300 SH - SOLE - 2, XEROX CORP COM ,400 SH - SOLE - 38, ZILLOW INC CL A COM 98954A ,800 SH - SOLE - 1,