BAROMETER CAPITAL MANAGEMENT INC. Quant / Systematic

CIK: 0001536890 · Show all filings

Period: Q1 2020 (← Previous) (Next →)

Filing Date: May 13, 2020

Total Value ($000): $336,163,547 (100.0% shares, 0.0% debt)

Holdings (85)

TU TELUS Corp 6.3%
Value ($000) $21,138,396 Shares 952,180 Est. Cost $18.52 Unrealized 0.0%
NEM Newmont Corp 5.7%
Value ($000) $19,072,394 Shares 379,470 Est. Cost $37.89 Unrealized 0.0%
BCE BCE Inc 5.1%
Value ($000) $17,191,994 Shares 297,800 Est. Cost $30.10 Unrealized 0.0%
FNV Franco-Nevada Corp 4.6%
Value ($000) $15,390,186 Shares 109,453 Est. Cost $67.59 Unrealized +52.4%
MSFT Microsoft Corp 3.8%
Value ($000) $12,709,060 Shares 80,585 Est. Cost $74.60 Unrealized +109.6%
AQN Algonquin Power & Utilities Corp 3.4%
Value ($000) $11,577,692 Shares 610,960 Est. Cost $10.76 Unrealized 0.0%
COST Costco Wholesale Corp 3.4%
Value ($000) $11,463,122 Shares 40,295 Est. Cost $243.53 Unrealized +14.1%
Canadian Pacific Railway Ltd 3.4%
Value ($000) $11,397,185 Shares 36,700 Est. Cost $202649.60 Unrealized
SPY SPDR S&P 500 ETF Trust 3.1%
Value ($000) $10,361,550 Shares 40,200 Est. Cost $239273.56 Unrealized
AMT American Tower Corp 3.0%
Value ($000) $10,173,236 Shares 46,915 Est. Cost $197.22 Unrealized 0.0%
Granite Real Estate Investment Trust 3.0%
Value ($000) $10,135,668 Shares 175,000 Est. Cost $52.43 Unrealized
QQQ Invesco QQQ Trust Series 1 2.9%
Value ($000) $9,767,520 Shares 51,300 Est. Cost $184132.64 Unrealized
XLI Industrial Select Sector SPDR Fund 2.9%
Value ($000) $9,714,816 Shares 164,630 Est. Cost $59010.00 Unrealized
RY Royal Bank of Canada 2.6%
Value ($000) $8,725,064 Shares 101,400 Est. Cost $79.49 Unrealized -6.6%
SPGI S&P Global Inc 2.5%
Value ($000) $8,241,767 Shares 33,633 Est. Cost $210.06 Unrealized +24.3%
MA Mastercard Inc 2.4%
Value ($000) $8,176,239 Shares 33,900 Est. Cost $225.73 Unrealized +27.5%
WEC WEC Energy Group Inc 2.4%
Value ($000) $7,975,765 Shares 90,500 Est. Cost $79.48 Unrealized 0.0%
Brookfield Asset Management Inc 2.2%
Value ($000) $7,371,035 Shares 177,245 Est. Cost $70.35 Unrealized
Kansas City Southern 2.1%
Value ($000) $6,956,746 Shares 54,700 Est. Cost $141.68 Unrealized
NEE NextEra Energy Inc 2.0%
Value ($000) $6,761,422 Shares 28,100 Est. Cost $39.34 Unrealized +38.0%
WMT Walmart Inc 1.8%
Value ($000) $6,187,795 Shares 54,700 Est. Cost $36.38 Unrealized -2.8%
CLX Clorox Co/The 1.8%
Value ($000) $6,183,876 Shares 35,891 Est. Cost $138.67 Unrealized 0.0%
GIS General Mills Inc 1.8%
Value ($000) $6,068,180 Shares 116,000 Est. Cost $43.30 Unrealized 0.0%
JNJ Johnson & Johnson 1.5%
Value ($000) $5,035,392 Shares 38,400 Est. Cost $120.14 Unrealized 0.0%
STN Stantec Inc 1.5%
Value ($000) $4,964,400 Shares 137,900 Est. Cost $36.70 Unrealized
AAPL Apple Inc 1.4%
Value ($000) $4,742,376 Shares 18,700 Est. Cost $52.46 Unrealized +35.5%
T AT&T Inc 1.2%
Value ($000) $4,010,454 Shares 140,000 Est. Cost $17.63 Unrealized +3.1%
SHOP Shopify Inc 1.1%
Value ($000) $3,773,568 Shares 6,400 Est. Cost $33.82 Unrealized +33.3%
AMZN Amazon.com Inc 1.0%
Value ($000) $3,509,496 Shares 1,800 Est. Cost $96.79 Unrealized 0.0%
SJM JM Smucker Co/The 1.0%
Value ($000) $3,396,600 Shares 30,600 Est. Cost $88.23 Unrealized 0.0%
UNH UnitedHealth Group Inc 0.9%
Value ($000) $3,067,374 Shares 12,300 Est. Cost $217.12 Unrealized +15.0%
VRTX Vertex Pharmaceuticals Inc 0.8%
Value ($000) $2,784,015 Shares 11,700 Est. Cost $202.38 Unrealized +13.3%
V Visa Inc 0.8%
Value ($000) $2,594,032 Shares 16,100 Est. Cost $155.04 Unrealized +16.5%
PG Procter & Gamble Co/The 0.8%
Value ($000) $2,589,735 Shares 23,700 Est. Cost $103.83 Unrealized 0.0%
SE Sea Ltd 0.7%
Value ($000) $2,359,508 Shares 53,250 Est. Cost $44310.01 Unrealized
GILD Gilead Sciences Inc 0.7%
Value ($000) $2,261,490 Shares 30,250 Est. Cost $54.92 Unrealized 0.0%
ABT Abbott Laboratories 0.7%
Value ($000) $2,247,362 Shares 28,600 Est. Cost $75.33 Unrealized 0.0%
Citrix Systems Inc 0.7%
Value ($000) $2,208,180 Shares 15,600 Est. Cost $141550.00 Unrealized
NVDA NVIDIA Corp 0.6%
Value ($000) $2,108,800 Shares 8,000 Est. Cost $5.18 Unrealized +21.4%
MCO Moody's Corp 0.6%
Value ($000) $1,966,950 Shares 9,300 Est. Cost $211.12 Unrealized +9.6%
AMAT Applied Materials Inc 0.6%
Value ($000) $1,951,932 Shares 42,600 Est. Cost $53.00 Unrealized +2.6%
AWK American Water Works Co Inc 0.6%
Value ($000) $1,856,445 Shares 15,600 Est. Cost $115.44 Unrealized 0.0%
KWEB KraneShares CSI China Internet ETF 0.5%
Value ($000) $1,801,746 Shares 39,800 Est. Cost $3226.07 Unrealized
SOXX iShares PHLX Semiconductor ETF 0.5%
Value ($000) $1,610,899 Shares 7,850 Est. Cost $191.71 Unrealized
PHYS Sprott Physical Gold Trust 0.5%
Value ($000) $1,519,296 Shares 115,800 Est. Cost $13120.00 Unrealized
Quidel Corp 0.4%
Value ($000) $1,476,931 Shares 15,100 Est. Cost $97810.00 Unrealized
GDX VanEck Vectors Gold Miners ETF 0.4%
Value ($000) $1,456,128 Shares 63,200 Est. Cost $26.72 Unrealized
IWY iShares Russell Top 200 Growth ETF 0.4%
Value ($000) $1,355,781 Shares 16,100 Est. Cost $22553.76 Unrealized
IGM iShares Expanded Tech Sector ETF 0.4%
Value ($000) $1,334,151 Shares 6,300 Est. Cost $211770.00 Unrealized
RDVY First Trust Rising Dividend Achievers ETF 0.4%
Value ($000) $1,307,130 Shares 51,000 Est. Cost $35.88 Unrealized
XLK Technology Select Sector SPDR Fund 0.4%
Value ($000) $1,237,698 Shares 15,400 Est. Cost $18327.16 Unrealized
IXN iShares Global Tech ETF 0.4%
Value ($000) $1,221,812 Shares 6,700 Est. Cost $210.49 Unrealized
XSD SPDR S&P Semiconductor ETF 0.4%
Value ($000) $1,200,771 Shares 14,300 Est. Cost $8285.65 Unrealized
SKYY First Trust Cloud Computing ETF 0.4%
Value ($000) $1,193,331 Shares 21,900 Est. Cost $54490.00 Unrealized
GLD SPDR Gold Shares 0.4%
Value ($000) $1,184,400 Shares 8,000 Est. Cost $148050.00 Unrealized
CIBR First Trust NASDAQ Cybersecurity ETF 0.3%
Value ($000) $1,156,429 Shares 44,875 Est. Cost $25770.01 Unrealized
IXJ iShares Global Healthcare ETF 0.3%
Value ($000) $1,145,672 Shares 18,800 Est. Cost $68.75 Unrealized
XT iShares Exponential Technologies ETF 0.3%
Value ($000) $1,139,698 Shares 32,005 Est. Cost $42.76 Unrealized
FDN First Trust Dow Jones Internet Index Fund 0.3%
Value ($000) $1,125,943 Shares 9,100 Est. Cost $123730.00 Unrealized
CQQQ Invesco China Technology ETF 0.3%
Value ($000) $1,077,300 Shares 22,500 Est. Cost $48.48 Unrealized
GDXJ VanEck Vectors Junior Gold Miners ETF 0.3%
Value ($000) $941,350 Shares 33,500 Est. Cost $42.25 Unrealized
CHIQ Global X MSCI China Consumer Discretionary ETF 0.3%
Value ($000) $923,307 Shares 57,100 Est. Cost $16.24 Unrealized
ESGV Vanguard ESG US Stock ETF 0.3%
Value ($000) $911,221 Shares 19,900 Est. Cost $45790.00 Unrealized
PIE Invesco DWA Emerging Markets Markets Momentum ETF 0.3%
Value ($000) $906,484 Shares 62,200 Est. Cost $19.15 Unrealized
ARKK ARK Innovation ETF 0.2%
Value ($000) $756,800 Shares 17,200 Est. Cost $44000.00 Unrealized
TAN Invesco Solar ETF 0.2%
Value ($000) $749,331 Shares 29,700 Est. Cost $24.23 Unrealized
IHI iShares U.S. Medical Devices ETF 0.2%
Value ($000) $608,445 Shares 2,700 Est. Cost $179.38 Unrealized
SBIO ALPS Medical Breakthroughs ETF 0.2%
Value ($000) $602,300 Shares 19,000 Est. Cost $31700.00 Unrealized
SDGR Schrodinger Inc/United States 0.2%
Value ($000) $556,248 Shares 12,900 Est. Cost $37.76 Unrealized 0.0%
iPath Series B S&P 500 VIX Short-Term Futures ETN 0.2%
Value ($000) $555,000 Shares 12,000 Est. Cost $15.12 Unrealized
XBI SPDR S&P Biotech ETF 0.2%
Value ($000) $518,848 Shares 6,700 Est. Cost $95.14 Unrealized
PSCH Invesco S&P SmallCap Health Care ETF 0.2%
Value ($000) $516,800 Shares 5,000 Est. Cost $129.25 Unrealized
ETFMG Prime Mobile Payments ETF 0.2%
Value ($000) $506,872 Shares 13,600 Est. Cost $37270.00 Unrealized
ADBE Adobe Inc 0.1%
Value ($000) $477,360 Shares 1,500 Est. Cost $342.05 Unrealized 0.0%
PHO Invesco Water Resources ETF 0.1%
Value ($000) $463,214 Shares 14,785 Est. Cost $35.91 Unrealized
LUV Southwest Airlines Co 0.1%
Value ($000) $370,344 Shares 10,400 Est. Cost $45.99 Unrealized 0.0%
BlackRock Inc 0.1%
Value ($000) $351,976 Shares 800 Est. Cost $439970.00 Unrealized
GOOGL Alphabet Inc 0.1%
Value ($000) $348,585 Shares 300 Est. Cost $64.02 Unrealized +5.1%
REGN Regeneron Pharmaceuticals Inc 0.1%
Value ($000) $341,803 Shares 700 Est. Cost $410.21 Unrealized 0.0%
ASHR Xtrackers Harvest CSI 300 China A-Shares ETF 0.1%
Value ($000) $341,748 Shares 13,200 Est. Cost $28.49 Unrealized
LMT Lockheed Martin Corp 0.1%
Value ($000) $279,634 Shares 825 Est. Cost $316.45 Unrealized +5.8%
VERI Veritone Inc 0.1%
Value ($000) $200,147 Shares 85,900 Est. Cost $2.48 Unrealized 0.0%
Thomson Reuters Corp 0.0%
Value ($000) $134,232 Shares 1,400 Est. Cost $59.79 Unrealized
VOOV Vanguard S&P 500 Value ETF 0.0%
Value ($000) $79,118 Shares 848 Est. Cost $125.60 Unrealized
ACWI iShares MSCI ACWI ETF 0.0%
Value ($000) $8,447 Shares 135 Est. Cost $79.26 Unrealized