BAROMETER CAPITAL MANAGEMENT INC. Quant / Systematic

CIK: 0001536890 · Show all filings

Period: Q3 2019 (← Previous) (Next →)

Filing Date: Nov 12, 2019

Total Value ($000): $928,632 (100.0% shares, 0.0% debt)

Holdings (133)

V Visa Inc 4.7%
Value ($000) $43,513 Shares 400,000 Est. Cost $155.04 Unrealized +9.8%
WCN Waste Connections Inc 3.9%
Value ($000) $35,886 Shares 362,307 Est. Cost $77.24 Unrealized +14.5%
TXN Texas Instruments Inc 3.0%
Value ($000) $27,648 Shares 341,250 Est. Cost $102.86 Unrealized 0.0%
Brookfield Asset Management Inc 2.8%
Value ($000) $26,438 Shares 375,800 Est. Cost $70.35 Unrealized
TD Toronto-Dominion Bank 2.8%
Value ($000) $26,040 Shares 519,864 Est. Cost $57.09 Unrealized -0.4%
UNH UnitedHealth Group Inc 2.7%
Value ($000) $25,077 Shares 152,900 Est. Cost $217.12 Unrealized 0.0%
BCE BCE Inc 2.4%
Value ($000) $22,598 Shares 352,650 Est. Cost $27.72 Unrealized +10.5%
UNM Unum Group 2.4%
Value ($000) $22,095 Shares 471,200 Est. Cost $29.70 Unrealized 0.0%
Granite Real Estate Investment Trust 2.4%
Value ($000) $22,016 Shares 344,440 Est. Cost $50.46 Unrealized
FNV Franco-Nevada Corp 2.3%
Value ($000) $21,074 Shares 174,570 Est. Cost $67.59 Unrealized +28.0%
SPGI S&P Global Inc 2.1%
Value ($000) $19,261 Shares 78,623 Est. Cost $210.06 Unrealized +12.8%
TRP TC Energy Corp 2.0%
Value ($000) $18,335 Shares 267,268 Est. Cost $34.25 Unrealized +5.2%
GIB CGI Inc 1.8%
Value ($000) $16,830 Shares 160,650 Est. Cost $65.67 Unrealized +18.1%
MSFT Microsoft Corp 1.8%
Value ($000) $16,379 Shares 117,810 Est. Cost $74.60 Unrealized +74.2%
SLF Sun Life Financial Inc 1.7%
Value ($000) $15,450 Shares 260,800 Est. Cost $41.78 Unrealized 0.0%
DIS Walt Disney Co 1.5%
Value ($000) $14,004 Shares 123,500 Est. Cost $128.01 Unrealized +4.9%
AMT American Tower Corp 1.5%
Value ($000) $13,990 Shares 63,264 Est. Cost $146.03 Unrealized +25.6%
MSI Motorola Solutions Inc 1.5%
Value ($000) $13,927 Shares 81,725 Est. Cost $150.39 Unrealized +4.9%
ALL Allstate Corp/The 1.5%
Value ($000) $13,612 Shares 125,250 Est. Cost $83.49 Unrealized +7.4%
PG Procter & Gamble Co/The 1.5%
Value ($000) $13,508 Shares 109,300 Est. Cost $90.50 Unrealized +11.6%
NEE NextEra Energy Inc 1.4%
Value ($000) $13,265 Shares 56,935 Est. Cost $38.42 Unrealized +20.4%
AAPL Apple Inc 1.4%
Value ($000) $13,264 Shares 59,400 Est. Cost $50.22 Unrealized 0.0%
CM Canadian Imperial Bank of Commerce 1.4%
Value ($000) $13,172 Shares 120,500 Est. Cost $29.03 Unrealized 0.0%
FISV Fiserv Inc 1.4%
Value ($000) $13,089 Shares 126,350 Est. Cost $71.36 Unrealized +43.1%
Jacobs Engineering Group Inc 1.4%
Value ($000) $12,967 Shares 141,990 Est. Cost $91.32 Unrealized
CCI Crown Castle International Corp 1.4%
Value ($000) $12,797 Shares 92,055 Est. Cost $98.10 Unrealized +6.8%
MA Mastercard Inc 1.4%
Value ($000) $12,661 Shares 46,679 Est. Cost $207.20 Unrealized +28.4%
FTS Fortis Inc/Canada 1.3%
Value ($000) $12,238 Shares 218,500 Est. Cost $28.20 Unrealized +13.6%
COST Costco Wholesale Corp 1.3%
Value ($000) $11,945 Shares 41,550 Est. Cost $208.08 Unrealized +23.2%
AWK American Water Works Co Inc 1.3%
Value ($000) $11,863 Shares 95,900 Est. Cost $92.70 Unrealized +15.4%
TROW T Rowe Price Group Inc 1.3%
Value ($000) $11,745 Shares 102,800 Est. Cost $85.75 Unrealized 0.0%
MDLZ Mondelez International Inc 1.3%
Value ($000) $11,728 Shares 212,000 Est. Cost $44.59 Unrealized +4.7%
T AT&T Inc 1.2%
Value ($000) $11,455 Shares 306,905 Est. Cost $17.00 Unrealized 0.0%
CNQ Canadian Natural Resources Ltd 1.2%
Value ($000) $11,336 Shares 321,600 Est. Cost $8.91 Unrealized 0.0%
Thomson Reuters Corp 1.2%
Value ($000) $11,123 Shares 125,617 Est. Cost $59.79 Unrealized
LMT Lockheed Martin Corp 1.2%
Value ($000) $11,009 Shares 28,225 Est. Cost $316.45 Unrealized 0.0%
ACGL Arch Capital Group Ltd 1.1%
Value ($000) $9,872 Shares 235,150 Est. Cost $35.29 Unrealized +6.2%
DHI DR Horton Inc 1.0%
Value ($000) $9,425 Shares 178,800 Est. Cost $44.48 Unrealized +0.4%
CLVT Clarivate Analytics PLC 0.9%
Value ($000) $8,796 Shares 521,400 Est. Cost $16.02 Unrealized +3.4%
TMUS T-Mobile US Inc 0.9%
Value ($000) $8,185 Shares 126,725 Est. Cost $75.70 Unrealized 0.0%
ZTS Zoetis Inc 0.9%
Value ($000) $8,088 Shares 65,000 Est. Cost $106.04 Unrealized +8.0%
MCD McDonald's Corp 0.9%
Value ($000) $7,952 Shares 37,035 Est. Cost $169.75 Unrealized +8.8%
TFX Teleflex Inc 0.8%
Value ($000) $7,638 Shares 39,425 Est. Cost $335.71 Unrealized 0.0%
TTWO Take Two Interactive Software Inc 0.8%
Value ($000) $7,444 Shares 125,600 Est. Cost $124.77 Unrealized 0.0%
HD Home Depot Inc/The 0.8%
Value ($000) $7,216 Shares 31,100 Est. Cost $187.08 Unrealized 0.0%
SOXX iShares PHLX Semiconductor ETF 0.7%
Value ($000) $6,955 Shares 32,900 Est. Cost $191.71 Unrealized
TransCanada Corp 0.7%
Value ($000) $6,867 Shares 148,800 Est. Cost $46.15 Unrealized
OPTU Altice USA Inc 0.7%
Value ($000) $6,835 Shares 238,306 Est. Cost $24.85 Unrealized +9.6%
IQV IQVIA Holdings Inc 0.7%
Value ($000) $6,170 Shares 41,310 Est. Cost $146.79 Unrealized +6.0%
PBA Pembina Pipeline Corp 0.7%
Value ($000) $6,168 Shares 126,144 Est. Cost $23.29 Unrealized +11.1%
VRSK Verisk Analytics Inc 0.7%
Value ($000) $6,088 Shares 38,500 Est. Cost $131.56 Unrealized +13.2%
Kansas City Southern 0.6%
Value ($000) $6,025 Shares 45,300 Est. Cost $133.00 Unrealized
XSD SPDR S&P Semiconductor ETF 0.6%
Value ($000) $5,996 Shares 83,800 Est. Cost $71.84 Unrealized
SPY SPDR S&P 500 ETF Trust 0.6%
Value ($000) $5,683 Shares 19,150 Est. Cost $296.76 Unrealized
Barrick Gold Corp 0.6%
Value ($000) $5,556 Shares 242,400 Est. Cost $15.77 Unrealized
EL Estee Lauder Cos Inc/The 0.6%
Value ($000) $5,212 Shares 26,200 Est. Cost $156.93 Unrealized +12.2%
ENB Enbridge Inc 0.5%
Value ($000) $5,031 Shares 108,200 Est. Cost $21.21 Unrealized +6.8%
SBUX Starbucks Corp 0.5%
Value ($000) $4,881 Shares 56,700 Est. Cost $59.25 Unrealized +36.1%
HEDJ WisdomTree Europe Hedged Equity Fund 0.5%
Value ($000) $4,880 Shares 77,700 Est. Cost $62.81 Unrealized
Hess Corp 0.5%
Value ($000) $4,681 Shares 77,400 Est. Cost $60.23 Unrealized
VCR Vanguard Consumer Discretionary ETF 0.5%
Value ($000) $4,285 Shares 27,700 Est. Cost $159.82 Unrealized
IHS Markit Ltd 0.5%
Value ($000) $4,274 Shares 63,900 Est. Cost $66.89 Unrealized
TRV Travelers Cos Inc/The 0.5%
Value ($000) $4,238 Shares 28,500 Est. Cost $124.99 Unrealized +3.6%
CAG Conagra Brands Inc 0.4%
Value ($000) $4,147 Shares 136,200 Est. Cost $22.18 Unrealized 0.0%
KMI Kinder Morgan Inc/DE 0.4%
Value ($000) $3,943 Shares 193,700 Est. Cost $12.50 Unrealized +12.6%
PHO Invesco Water Resources ETF 0.4%
Value ($000) $3,778 Shares 103,200 Est. Cost $35.91 Unrealized
EW Edwards Lifesciences Corp 0.4%
Value ($000) $3,738 Shares 17,000 Est. Cost $66.19 Unrealized +6.1%
BSX Boston Scientific Corp 0.4%
Value ($000) $3,569 Shares 87,700 Est. Cost $36.82 Unrealized +15.1%
KEYS Keysight Technologies Inc 0.4%
Value ($000) $3,423 Shares 35,200 Est. Cost $61.83 Unrealized +49.8%
ECL Ecolab Inc 0.4%
Value ($000) $3,406 Shares 17,200 Est. Cost $154.13 Unrealized +21.4%
SPGP Invesco S&P 500 GARP ETF 0.3%
Value ($000) $3,176 Shares 56,300 Est. Cost $56.41 Unrealized
TER Teradyne Inc 0.3%
Value ($000) $3,156 Shares 54,500 Est. Cost $51.49 Unrealized 0.0%
KIE SPDR S&P Insurance ETF 0.3%
Value ($000) $3,150 Shares 89,400 Est. Cost $33.46 Unrealized
DXJ WisdomTree Japan Hedged Equity ETF 0.3%
Value ($000) $3,088 Shares 61,000 Est. Cost $50.62 Unrealized
ITB iShares U.S. Home Construction ETF 0.3%
Value ($000) $3,053 Shares 70,500 Est. Cost $30.75 Unrealized
FSV FirstService Corp 0.3%
Value ($000) $2,975 Shares 21,900 Est. Cost $97.99 Unrealized 0.0%
KRE SPDR S&P Regional Banking ETF 0.3%
Value ($000) $2,954 Shares 54,100 Est. Cost $54.60 Unrealized
IWM iShares Russell 2000 ETF 0.3%
Value ($000) $2,694 Shares 17,800 Est. Cost $151.35 Unrealized
Lam Research Corp 0.3%
Value ($000) $2,681 Shares 11,600 Est. Cost $231.12 Unrealized
OGE OGE Energy Corp 0.3%
Value ($000) $2,672 Shares 59,400 Est. Cost $43.32 Unrealized 0.0%
IYJ iShares U.S. Industrials ETF 0.3%
Value ($000) $2,652 Shares 16,700 Est. Cost $152.62 Unrealized
AQN Algonquin Power & Utilities Corp 0.3%
Value ($000) $2,647 Shares 145,900 Est. Cost $7.49 Unrealized +24.9%
XHB SPDR S&P Homebuilders ETF 0.3%
Value ($000) $2,574 Shares 58,400 Est. Cost $38.55 Unrealized
VIG Vanguard Dividend Appreciation ETF 0.3%
Value ($000) $2,535 Shares 21,200 Est. Cost $119.58 Unrealized
IYG iShares U.S. Financial Services ETF 0.3%
Value ($000) $2,524 Shares 18,500 Est. Cost $130.51 Unrealized
CHIQ Global X MSCI China Consumer Discretionary ETF 0.3%
Value ($000) $2,488 Shares 155,100 Est. Cost $16.24 Unrealized
XLF Financial Select Sector SPDR Fund 0.3%
Value ($000) $2,444 Shares 87,300 Est. Cost $28.00 Unrealized
XLK Technology Select Sector SPDR Fund 0.3%
Value ($000) $2,432 Shares 30,200 Est. Cost $79.27 Unrealized
IHI iShares U.S. Medical Devices ETF 0.3%
Value ($000) $2,423 Shares 9,800 Est. Cost $179.38 Unrealized
IYT iShares Transportation Average ETF 0.3%
Value ($000) $2,383 Shares 12,800 Est. Cost $186.17 Unrealized
PPA Invesco Aerospace & Defense ETF 0.2%
Value ($000) $2,302 Shares 34,000 Est. Cost $67.71 Unrealized
XMMO Invesco S&P MidCap Momentum ET 0.2%
Value ($000) $2,255 Shares 38,700 Est. Cost $57.52 Unrealized
ASHR Xtrackers Harvest CSI 300 China A-Shares ETF 0.2%
Value ($000) $2,238 Shares 82,600 Est. Cost $28.49 Unrealized
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF 0.2%
Value ($000) $2,180 Shares 33,900 Est. Cost $56.59 Unrealized
TAN Invesco Solar ETF 0.2%
Value ($000) $2,144 Shares 73,000 Est. Cost $24.23 Unrealized
PKB Invesco Dynamic Building & Construction ETF 0.2%
Value ($000) $2,138 Shares 65,500 Est. Cost $32.64 Unrealized
IVOV Vanguard S&P Mid-Cap 400 Value Index Fund;ETF 0.2%
Value ($000) $1,943 Shares 17,200 Est. Cost $112.97 Unrealized
VIS Vanguard Industrials Index Fund;ETF 0.2%
Value ($000) $1,943 Shares 15,700 Est. Cost $123.76 Unrealized
EWT iShares MSCI Taiwan ETF 0.2%
Value ($000) $1,927 Shares 53,000 Est. Cost $36.36 Unrealized
PDP Invesco DWA Momentum ETF 0.2%
Value ($000) $1,912 Shares 31,400 Est. Cost $60.89 Unrealized
IYC iShares U.S. Consumer Services ETF 0.2%
Value ($000) $1,804 Shares 8,300 Est. Cost $217.69 Unrealized
XAR SPDR S&P Aerospace & Defense ETF 0.2%
Value ($000) $1,763 Shares 16,500 Est. Cost $106.85 Unrealized
VanEck Vectors Russia ETF 0.2%
Value ($000) $1,761 Shares 77,200 Est. Cost $22.81 Unrealized
SPPP Sprott Physical Platinum & Palladium Trust 0.2%
Value ($000) $1,751 Shares 136,800 Est. Cost $12.80 Unrealized
United States Oil Fund LP 0.2%
Value ($000) $1,610 Shares 142,000 Est. Cost $11.34 Unrealized
RY Royal Bank of Canada 0.2%
Value ($000) $1,458 Shares 13,700 Est. Cost $76.55 Unrealized +2.0%
IWY iShares Russell Top 200 Growth ETF 0.2%
Value ($000) $1,436 Shares 16,500 Est. Cost $85.81 Unrealized
SCHD Schwab US Dividend Equity ETF 0.2%
Value ($000) $1,424 Shares 26,000 Est. Cost $54.77 Unrealized
PSCI Invesco S&P SmallCap Industrials ETF 0.1%
Value ($000) $1,350 Shares 20,100 Est. Cost $67.16 Unrealized
WDC Western Digital Corp 0.1%
Value ($000) $1,329 Shares 16,100 Est. Cost $41.27 Unrealized 0.0%
GDX VanEck Vectors Gold Miners ETF 0.1%
Value ($000) $1,293 Shares 48,400 Est. Cost $24.54 Unrealized
PSCT Invesco S&P SmallCap Information Technology ETF 0.1%
Value ($000) $1,184 Shares 13,800 Est. Cost $85.80 Unrealized
VanEck Vectors Coal ETF 0.1%
Value ($000) $1,147 Shares 82,900 Est. Cost $13.84 Unrealized
CQQQ Invesco China Technology ETF 0.1%
Value ($000) $1,025 Shares 22,400 Est. Cost $45.76 Unrealized
IYM iShares U.S. Basic Materials ETF 0.1%
Value ($000) $960 Shares 10,400 Est. Cost $92.31 Unrealized
FXL First Trust Technology AlphaDEX Fund 0.1%
Value ($000) $938 Shares 14,400 Est. Cost $64.68 Unrealized
KWEB KraneShares CSI China Internet ETF 0.1%
Value ($000) $897 Shares 21,700 Est. Cost $41.34 Unrealized
SPDR S&P Oil & Gas Exploration & Production ETF 0.1%
Value ($000) $809 Shares 36,200 Est. Cost $28.45 Unrealized
QQQ Invesco QQQ Trust Series 1 0.1%
Value ($000) $642 Shares 3,400 Est. Cost $154.26 Unrealized
TherapeuticsMD Inc 0.1%
Value ($000) $539 Shares 74,900 Est. Cost $7.20 Unrealized
SPDR S&P Oil & Gas Equipment & Services ETF 0.1%
Value ($000) $477 Shares 65,900 Est. Cost $7.24 Unrealized
SGI Tempur Sealy International Inc 0.0%
Value ($000) $463 Shares 6,000 Est. Cost $19.18 Unrealized 0.0%
ROP Roper Technologies Inc 0.0%
Value ($000) $427 Shares 1,200 Est. Cost $341.35 Unrealized +2.4%
BURL Burlington Stores Inc 0.0%
Value ($000) $420 Shares 2,100 Est. Cost $183.87 Unrealized 0.0%
JPM JPMorgan Chase & Co 0.0%
Value ($000) $409 Shares 3,500 Est. Cost $92.98 Unrealized +2.3%
HEI/A HEICO Corp 0.0%
Value ($000) $389 Shares 4,000 Est. Cost $104.97 Unrealized 0.0%
TDG TransDigm Group Inc 0.0%
Value ($000) $364 Shares 700 Est. Cost $301.26 Unrealized +30.1%
HON Honeywell International Inc 0.0%
Value ($000) $354 Shares 2,095 Est. Cost $121.16 Unrealized +15.0%
LULU Lululemon Athletica Inc 0.0%
Value ($000) $270 Shares 1,400 Est. Cost $186.88 Unrealized 0.0%
KLDO Kaleido Biosciences Inc 0.0%
Value ($000) $226 Shares 30,000 Est. Cost $13.76 Unrealized -36.9%
WFC Wells Fargo & Co 0.0%
Value ($000) $223 Shares 4,000 Est. Cost $39.79 Unrealized 0.0%
SU Suncor Energy Inc 0.0%
Value ($000) $15 Shares 480 Est. Cost $23.36 Unrealized 0.0%
QSR Restaurant Brands International Inc 0.0%
Value ($000) $9 Shares 130 Est. Cost $66.96 Unrealized +10.1%