BAROMETER CAPITAL MANAGEMENT INC. Quant / Systematic

CIK: 0001536890 · Show all filings

Period: Q4 2019 (← Previous) (Next →)

Filing Date: Feb 10, 2020

Total Value ($000): $632,523 (100.0% shares, 0.0% debt)

Holdings (129)

Granite Real Estate Investment Trust 4.1%
Value ($000) $26,004 Shares 395,450 Est. Cost $52.43 Unrealized
FNV Franco-Nevada Corp 3.7%
Value ($000) $23,545 Shares 175,588 Est. Cost $67.59 Unrealized +35.3%
AAPL Apple Inc 3.4%
Value ($000) $21,473 Shares 73,298 Est. Cost $52.46 Unrealized +18.2%
CNQ Canadian Natural Resources Ltd 3.4%
Value ($000) $21,267 Shares 506,354 Est. Cost $9.26 Unrealized +6.6%
Brookfield Asset Management Inc 3.1%
Value ($000) $19,530 Shares 260,300 Est. Cost $70.35 Unrealized
SLF Sun Life Financial Inc 3.0%
Value ($000) $19,083 Shares 322,300 Est. Cost $42.39 Unrealized +6.1%
MFC Manulife Financial Corp 3.0%
Value ($000) $18,887 Shares 716,500 Est. Cost $19.10 Unrealized 0.0%
T AT&T Inc 2.8%
Value ($000) $17,836 Shares 462,510 Est. Cost $17.63 Unrealized +7.0%
BAC Bank of America Corp 2.8%
Value ($000) $17,485 Shares 496,445 Est. Cost $27.79 Unrealized 0.0%
JPM JPMorgan Chase & Co 2.7%
Value ($000) $16,816 Shares 121,406 Est. Cost $108.22 Unrealized +0.4%
MSFT Microsoft Corp 2.6%
Value ($000) $16,458 Shares 104,365 Est. Cost $74.60 Unrealized +86.6%
SPGI S&P Global Inc 2.6%
Value ($000) $16,314 Shares 59,748 Est. Cost $210.06 Unrealized +17.5%
STT State Street Corp 2.5%
Value ($000) $15,960 Shares 201,775 Est. Cost $57.64 Unrealized 0.0%
BMO Bank of Montreal 2.5%
Value ($000) $15,897 Shares 159,600 Est. Cost $57.88 Unrealized 0.0%
WFC Wells Fargo & Co 2.2%
Value ($000) $13,840 Shares 260,000 Est. Cost $44.63 Unrealized +0.2%
ENB Enbridge Inc 2.1%
Value ($000) $13,494 Shares 261,350 Est. Cost $23.34 Unrealized +6.5%
FISV Fiserv Inc 2.1%
Value ($000) $13,307 Shares 115,085 Est. Cost $71.36 Unrealized +54.7%
C Citigroup Inc 2.0%
Value ($000) $12,671 Shares 159,655 Est. Cost $59.26 Unrealized 0.0%
Kansas City Southern 1.9%
Value ($000) $12,184 Shares 79,548 Est. Cost $141.68 Unrealized
CM Canadian Imperial Bank of Commerce 1.8%
Value ($000) $11,465 Shares 106,100 Est. Cost $29.03 Unrealized +9.1%
ALL Allstate Corp/The 1.7%
Value ($000) $11,033 Shares 98,115 Est. Cost $83.49 Unrealized +12.8%
MS Morgan Stanley 1.6%
Value ($000) $10,406 Shares 204,887 Est. Cost $39.09 Unrealized 0.0%
V Visa Inc 1.6%
Value ($000) $10,001 Shares 53,227 Est. Cost $155.04 Unrealized +11.3%
RY Royal Bank of Canada 1.5%
Value ($000) $9,474 Shares 93,115 Est. Cost $79.96 Unrealized +0.7%
GIB CGI Inc 1.2%
Value ($000) $7,873 Shares 72,450 Est. Cost $65.67 Unrealized +21.9%
MA Mastercard Inc 1.2%
Value ($000) $7,785 Shares 26,107 Est. Cost $207.20 Unrealized +31.6%
WMT Walmart Inc 1.2%
Value ($000) $7,340 Shares 61,766 Est. Cost $36.38 Unrealized 0.0%
NVDA NVIDIA Corp 1.2%
Value ($000) $7,297 Shares 31,010 Est. Cost $5.18 Unrealized 0.0%
MCO Moody's Corp 1.1%
Value ($000) $7,097 Shares 29,895 Est. Cost $211.12 Unrealized 0.0%
TRP TC Energy Corp 1.1%
Value ($000) $6,660 Shares 96,292 Est. Cost $34.25 Unrealized +9.2%
UNH UnitedHealth Group Inc 1.0%
Value ($000) $6,637 Shares 22,575 Est. Cost $217.12 Unrealized +9.0%
NEE NextEra Energy Inc 1.0%
Value ($000) $6,410 Shares 26,470 Est. Cost $38.42 Unrealized +30.6%
Equitable Holdings Inc 0.9%
Value ($000) $5,914 Shares 238,650 Est. Cost $24.78 Unrealized
COST Costco Wholesale Corp 0.9%
Value ($000) $5,807 Shares 19,800 Est. Cost $208.08 Unrealized +30.5%
SHOP Shopify Inc 0.9%
Value ($000) $5,731 Shares 11,100 Est. Cost $33.82 Unrealized 0.0%
Hess Corp 0.8%
Value ($000) $5,178 Shares 77,505 Est. Cost $60.23 Unrealized
STN Stantec Inc 0.8%
Value ($000) $5,072 Shares 138,200 Est. Cost $36.70 Unrealized
PBA Pembina Pipeline Corp 0.8%
Value ($000) $5,014 Shares 104,600 Est. Cost $23.29 Unrealized +8.5%
CPB Campbell Soup Co 0.8%
Value ($000) $5,000 Shares 101,900 Est. Cost $38.78 Unrealized 0.0%
INTC Intel Corp 0.8%
Value ($000) $4,955 Shares 83,200 Est. Cost $49.26 Unrealized 0.0%
Canadian Pacific Railway Ltd 0.7%
Value ($000) $4,226 Shares 12,765 Est. Cost $331.06 Unrealized
IHS Markit Ltd 0.6%
Value ($000) $4,016 Shares 53,410 Est. Cost $66.89 Unrealized
BHC Bausch Health Cos Inc 0.6%
Value ($000) $3,980 Shares 102,400 Est. Cost $26.00 Unrealized 0.0%
Thomson Reuters Corp 0.6%
Value ($000) $3,825 Shares 41,177 Est. Cost $59.79 Unrealized
AMGN Amgen Inc 0.6%
Value ($000) $3,757 Shares 15,585 Est. Cost $182.69 Unrealized 0.0%
BK Bank of New York Mellon Corp/The 0.6%
Value ($000) $3,665 Shares 73,300 Est. Cost $39.93 Unrealized 0.0%
LULU Lululemon Athletica Inc 0.6%
Value ($000) $3,557 Shares 15,352 Est. Cost $210.74 Unrealized +1.1%
CROX Crocs Inc 0.5%
Value ($000) $3,450 Shares 82,365 Est. Cost $34.93 Unrealized 0.0%
AMAT Applied Materials Inc 0.5%
Value ($000) $3,314 Shares 54,300 Est. Cost $53.00 Unrealized 0.0%
TER Teradyne Inc 0.5%
Value ($000) $3,307 Shares 48,500 Est. Cost $51.49 Unrealized +20.1%
KEYS Keysight Technologies Inc 0.5%
Value ($000) $3,182 Shares 31,000 Est. Cost $61.83 Unrealized +65.5%
PIE Invesco DWA Emerging Markets Markets Momentum ETF 0.5%
Value ($000) $3,160 Shares 165,000 Est. Cost $19.15 Unrealized
Lam Research Corp 0.5%
Value ($000) $3,114 Shares 10,650 Est. Cost $231.12 Unrealized
VRTX Vertex Pharmaceuticals Inc 0.5%
Value ($000) $3,074 Shares 14,040 Est. Cost $202.38 Unrealized 0.0%
XLF Financial Select Sector SPDR Fund 0.5%
Value ($000) $3,041 Shares 98,800 Est. Cost $28.32 Unrealized
Evoqua Water Technologies Corp 0.4%
Value ($000) $2,815 Shares 148,530 Est. Cost $18.95 Unrealized
KBE SPDR S&P Bank ETF 0.4%
Value ($000) $2,724 Shares 57,600 Est. Cost $47.29 Unrealized
GDX VanEck Vectors Gold Miners ETF 0.4%
Value ($000) $2,632 Shares 89,900 Est. Cost $26.72 Unrealized
DSGX Descartes Systems Group Inc/The 0.4%
Value ($000) $2,613 Shares 47,090 Est. Cost $40.80 Unrealized 0.0%
ROBO ROBO Global Robotics and Automation Index ETF 0.4%
Value ($000) $2,436 Shares 58,000 Est. Cost $42.00 Unrealized
IYJ iShares U.S. Industrials ETF 0.4%
Value ($000) $2,422 Shares 14,450 Est. Cost $152.62 Unrealized
SOXX iShares PHLX Semiconductor ETF 0.4%
Value ($000) $2,348 Shares 9,350 Est. Cost $191.71 Unrealized
GDXJ VanEck Vectors Junior Gold Miners ETF 0.4%
Value ($000) $2,290 Shares 54,200 Est. Cost $42.25 Unrealized
RDVY First Trust Rising Dividend Achievers ETF 0.4%
Value ($000) $2,282 Shares 63,600 Est. Cost $35.88 Unrealized
CHIQ Global X MSCI China Consumer Discretionary ETF 0.4%
Value ($000) $2,268 Shares 122,600 Est. Cost $16.24 Unrealized
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF 0.4%
Value ($000) $2,267 Shares 33,100 Est. Cost $56.59 Unrealized
IYG iShares U.S. Financial Services ETF 0.4%
Value ($000) $2,217 Shares 14,600 Est. Cost $130.51 Unrealized
IXN iShares Global Tech ETF 0.3%
Value ($000) $2,147 Shares 10,200 Est. Cost $210.49 Unrealized
DOO BRP Inc 0.3%
Value ($000) $2,118 Shares 35,800 Est. Cost $42.72 Unrealized 0.0%
EWT iShares MSCI Taiwan ETF 0.3%
Value ($000) $2,073 Shares 50,400 Est. Cost $36.36 Unrealized
CQQQ Invesco China Technology ETF 0.3%
Value ($000) $1,961 Shares 37,300 Est. Cost $48.48 Unrealized
SPDR S&P Oil & Gas Exploration & Production ETF 0.3%
Value ($000) $1,884 Shares 79,500 Est. Cost $25.86 Unrealized
VOOV Vanguard S&P 500 Value ETF 0.3%
Value ($000) $1,875 Shares 14,928 Est. Cost $125.60 Unrealized
ACWI iShares MSCI ACWI ETF 0.3%
Value ($000) $1,838 Shares 23,190 Est. Cost $79.26 Unrealized
IXJ iShares Global Healthcare ETF 0.3%
Value ($000) $1,815 Shares 26,400 Est. Cost $68.75 Unrealized
KWEB KraneShares CSI China Internet ETF 0.3%
Value ($000) $1,801 Shares 37,000 Est. Cost $44.37 Unrealized
VanEck Vectors Russia ETF 0.3%
Value ($000) $1,801 Shares 72,125 Est. Cost $22.81 Unrealized
XME SPDR S&P Metals & Mining ETF 0.3%
Value ($000) $1,766 Shares 60,300 Est. Cost $29.29 Unrealized
PSCI Invesco S&P SmallCap Industrials ETF 0.3%
Value ($000) $1,694 Shares 23,600 Est. Cost $67.85 Unrealized
PSCT Invesco S&P SmallCap Information Technology ETF 0.3%
Value ($000) $1,651 Shares 17,200 Est. Cost $87.81 Unrealized
MOAT VanEck Vectors Morningstar Wide Moat ETF 0.3%
Value ($000) $1,631 Shares 29,780 Est. Cost $54.77 Unrealized
SPHB Invesco S&P 500 High Beta ETF 0.3%
Value ($000) $1,595 Shares 34,200 Est. Cost $46.64 Unrealized
XT iShares Exponential Technologies ETF 0.3%
Value ($000) $1,595 Shares 37,300 Est. Cost $42.76 Unrealized
PAAS Pan American Silver Corp 0.2%
Value ($000) $1,544 Shares 50,200 Est. Cost $18.52 Unrealized 0.0%
iPath Series B S&P 500 VIX Short-Term Futures ETN 0.2%
Value ($000) $1,507 Shares 99,700 Est. Cost $15.12 Unrealized
VBK Vanguard Small-Cap Growth ETF 0.2%
Value ($000) $1,490 Shares 7,500 Est. Cost $198.67 Unrealized
DXJ WisdomTree Japan Hedged Equity Fund 0.2%
Value ($000) $1,463 Shares 27,200 Est. Cost $50.62 Unrealized
TAN Invesco Solar ETF 0.2%
Value ($000) $1,411 Shares 45,800 Est. Cost $24.23 Unrealized
FXZ First Trust Materials AlphaDEX Fund 0.2%
Value ($000) $1,394 Shares 34,800 Est. Cost $40.06 Unrealized
PICK iShares MSCI Global Metals & Mining Producers ETF 0.2%
Value ($000) $1,374 Shares 46,200 Est. Cost $29.74 Unrealized
SPGP Invesco S&P 500 GARP ETF 0.2%
Value ($000) $1,369 Shares 21,700 Est. Cost $56.41 Unrealized
PSLV Sprott Physical Silver Trust 0.2%
Value ($000) $1,367 Shares 209,000 Est. Cost $6.54 Unrealized
XSD SPDR S&P Semiconductor ETF 0.2%
Value ($000) $1,366 Shares 12,900 Est. Cost $71.84 Unrealized
IWY iShares Russell Top 200 Growth ETF 0.2%
Value ($000) $1,140 Shares 11,800 Est. Cost $85.81 Unrealized
IHI iShares U.S. Medical Devices ETF 0.2%
Value ($000) $1,137 Shares 4,300 Est. Cost $179.38 Unrealized
XLK Technology Select Sector SPDR Fund 0.2%
Value ($000) $1,091 Shares 11,900 Est. Cost $79.27 Unrealized
INDY iShares India 50 ETF 0.2%
Value ($000) $1,043 Shares 27,000 Est. Cost $38.63 Unrealized
XBI SPDR S&P Biotech ETF 0.2%
Value ($000) $1,037 Shares 10,900 Est. Cost $95.14 Unrealized
PSCH Invesco S&P SmallCap Health Care ETF 0.2%
Value ($000) $1,034 Shares 8,000 Est. Cost $129.25 Unrealized
iShares MSCI Russia ETF 0.2%
Value ($000) $1,032 Shares 24,200 Est. Cost $42.64 Unrealized
NG Novagold Resources Inc 0.2%
Value ($000) $1,025 Shares 88,200 Est. Cost $6.92 Unrealized 0.0%
BNO United States Brent Oil Fund LP 0.2%
Value ($000) $1,011 Shares 48,500 Est. Cost $20.85 Unrealized
United States Oil Fund LP 0.2%
Value ($000) $988 Shares 77,100 Est. Cost $11.34 Unrealized
ASHR Xtrackers Harvest CSI 300 China A-Shares ETF 0.1%
Value ($000) $937 Shares 31,600 Est. Cost $28.49 Unrealized
SPY SPDR S&P 500 ETF Trust 0.1%
Value ($000) $929 Shares 2,885 Est. Cost $296.76 Unrealized
QEFA SPDR MSCI EAFE StrategicFactors ETF 0.1%
Value ($000) $801 Shares 12,000 Est. Cost $66.75 Unrealized
MGA Magna International Inc 0.1%
Value ($000) $684 Shares 9,600 Est. Cost $44.52 Unrealized 0.0%
ARKW ARK Next Generation Internet ETF 0.1%
Value ($000) $657 Shares 11,400 Est. Cost $57.63 Unrealized
PHO Invesco Water Resources ETF 0.1%
Value ($000) $579 Shares 14,985 Est. Cost $35.91 Unrealized
TDG TransDigm Group Inc 0.1%
Value ($000) $568 Shares 1,015 Est. Cost $341.64 Unrealized +26.3%
EL Estee Lauder Cos Inc/The 0.1%
Value ($000) $516 Shares 2,500 Est. Cost $156.93 Unrealized +14.2%
ITB iShares U.S. Home Construction ETF 0.1%
Value ($000) $475 Shares 10,685 Est. Cost $30.75 Unrealized
VCR Vanguard Consumer Discretionary ETF 0.1%
Value ($000) $474 Shares 2,500 Est. Cost $159.82 Unrealized
URI United Rentals Inc 0.1%
Value ($000) $467 Shares 2,800 Est. Cost $140.67 Unrealized 0.0%
EWZ iShares MSCI Brazil ETF 0.1%
Value ($000) $465 Shares 9,800 Est. Cost $47.45 Unrealized
TROW T Rowe Price Group Inc 0.1%
Value ($000) $451 Shares 3,700 Est. Cost $85.75 Unrealized +6.7%
AMP Ameriprise Financial Inc 0.1%
Value ($000) $433 Shares 2,600 Est. Cost $139.45 Unrealized 0.0%
QCOM QUALCOMM Inc 0.1%
Value ($000) $432 Shares 4,900 Est. Cost $72.86 Unrealized 0.0%
DIS Walt Disney Co/The 0.1%
Value ($000) $419 Shares 2,900 Est. Cost $128.01 Unrealized +6.0%
DE Deere & Co 0.1%
Value ($000) $416 Shares 2,400 Est. Cost $157.96 Unrealized 0.0%
LMT Lockheed Martin Corp 0.1%
Value ($000) $409 Shares 1,050 Est. Cost $316.45 Unrealized +2.6%
VLO Valero Energy Corp 0.1%
Value ($000) $403 Shares 4,300 Est. Cost $73.62 Unrealized 0.0%
GOOGL Alphabet Inc 0.1%
Value ($000) $402 Shares 300 Est. Cost $64.02 Unrealized 0.0%
QQQ Invesco QQQ Trust Series 1 0.1%
Value ($000) $359 Shares 1,690 Est. Cost $154.26 Unrealized
EW Edwards Lifesciences Corp 0.1%
Value ($000) $350 Shares 1,500 Est. Cost $66.19 Unrealized +18.0%
FCX Freeport-McMoRan Inc 0.0%
Value ($000) $273 Shares 20,900 Est. Cost $10.23 Unrealized 0.0%
META Facebook Inc 0.0%
Value ($000) $266 Shares 1,295 Est. Cost $192.35 Unrealized 0.0%
IYT iShares Transportation Average ETF 0.0%
Value ($000) $59 Shares 300 Est. Cost $186.17 Unrealized
Jacobs Engineering Group Inc 0.0%
Value ($000) $49 Shares 550 Est. Cost $91.32 Unrealized