BAROMETER CAPITAL MANAGEMENT INC. Quant / Systematic

CIK: 0001536890 · Show all filings

Period: Q2 2020 (← Previous) (Next →)

Filing Date: Aug 12, 2020

Total Value ($000): $534,957,111 (100.0% shares, 0.0% debt)

Holdings (126)

MSFT Microsoft Corp 3.4%
Value ($000) $18,133,759 Shares 89,105 Est. Cost $84.01 Unrealized +106.0%
AAPL Apple Inc 3.2%
Value ($000) $17,315,000 Shares 47,550 Est. Cost $66.19 Unrealized +13.4%
Granite Real Estate Investment Trust 3.2%
Value ($000) $16,882,036 Shares 241,730 Est. Cost $19316.97 Unrealized
SPGI S&P Global Inc 2.8%
Value ($000) $14,736,981 Shares 44,728 Est. Cost $229.15 Unrealized +25.3%
PBA Pembina Pipeline Corp 2.7%
Value ($000) $14,308,321 Shares 424,179 Est. Cost $16.93 Unrealized 0.0%
Canadian Pacific Railway Ltd 2.6%
Value ($000) $13,709,204 Shares 39,700 Est. Cost $213430.73 Unrealized
NVDA NVIDIA Corp 2.4%
Value ($000) $12,651,003 Shares 33,300 Est. Cost $7.37 Unrealized +9.4%
BlackRock Inc 2.3%
Value ($000) $12,418,854 Shares 22,825 Est. Cost $540440.70 Unrealized
RY Royal Bank of Canada 2.3%
Value ($000) $12,368,130 Shares 135,818 Est. Cost $75.46 Unrealized -15.7%
AMZN Amazon.com Inc 2.3%
Value ($000) $12,069,838 Shares 4,375 Est. Cost $110.91 Unrealized +8.9%
EQX Equinox Gold Corp 2.2%
Value ($000) $11,724,577 Shares 772,370 Est. Cost $8.95 Unrealized 0.0%
PYPL PayPal Holdings Inc 1.8%
Value ($000) $9,809,149 Shares 56,300 Est. Cost $137.88 Unrealized 0.0%
NFLX Netflix Inc 1.8%
Value ($000) $9,769,709 Shares 21,470 Est. Cost $42.56 Unrealized 0.0%
HD Home Depot Inc/The 1.8%
Value ($000) $9,703,505 Shares 38,735 Est. Cost $199.72 Unrealized 0.0%
MGA Magna International Inc 1.7%
Value ($000) $9,283,633 Shares 153,550 Est. Cost $33.01 Unrealized 0.0%
MCO Moody's Corp 1.7%
Value ($000) $9,258,401 Shares 33,700 Est. Cost $233.78 Unrealized +3.7%
QCOM QUALCOMM Inc 1.7%
Value ($000) $8,988,289 Shares 98,545 Est. Cost $70.96 Unrealized 0.0%
Activision Blizzard Inc 1.6%
Value ($000) $8,675,370 Shares 114,300 Est. Cost $75900.00 Unrealized
CLX Clorox Co/The 1.6%
Value ($000) $8,339,366 Shares 38,200 Est. Cost $140.49 Unrealized +20.1%
BLDP Ballard Power Systems Inc 1.5%
Value ($000) $8,153,263 Shares 390,295 Est. Cost $10.94 Unrealized 0.0%
ADBE Adobe Inc 1.5%
Value ($000) $7,970,526 Shares 18,310 Est. Cost $368.20 Unrealized +0.6%
TD Toronto-Dominion Bank/The 1.4%
Value ($000) $7,492,464 Shares 125,300 Est. Cost $42.57 Unrealized 0.0%
CRM salesforce.com Inc 1.3%
Value ($000) $7,156,006 Shares 38,200 Est. Cost $166.47 Unrealized 0.0%
IDXX IDEXX Laboratories Inc 1.3%
Value ($000) $7,098,440 Shares 21,500 Est. Cost $289.54 Unrealized 0.0%
V Visa Inc 1.3%
Value ($000) $6,981,164 Shares 36,140 Est. Cost $166.40 Unrealized +5.5%
SHOP Shopify Inc 1.3%
Value ($000) $6,964,758 Shares 5,400 Est. Cost $33.82 Unrealized +105.2%
RIO Rio Tinto PLC 1.3%
Value ($000) $6,897,866 Shares 125,800 Est. Cost $54832.00 Unrealized
BCE BCE Inc 1.3%
Value ($000) $6,864,326 Shares 121,235 Est. Cost $30.10 Unrealized -6.7%
SPOT Spotify Technology SA 1.3%
Value ($000) $6,842,035 Shares 26,500 Est. Cost $171.44 Unrealized 0.0%
TMUS T-Mobile US Inc 1.2%
Value ($000) $6,666,642 Shares 64,010 Est. Cost $92.61 Unrealized 0.0%
CHGG Chegg Inc 1.2%
Value ($000) $6,658,740 Shares 99,000 Est. Cost $53.43 Unrealized 0.0%
SE Sea Ltd 1.2%
Value ($000) $6,407,590 Shares 59,750 Est. Cost $51155.95 Unrealized
Barrick Gold Corp 1.1%
Value ($000) $6,118,775 Shares 167,500 Est. Cost $36530.00 Unrealized
AMGN Amgen Inc 1.1%
Value ($000) $6,108,774 Shares 25,900 Est. Cost $191.68 Unrealized 0.0%
CDNS Cadence Design Systems Inc 1.1%
Value ($000) $5,959,116 Shares 62,100 Est. Cost $83.71 Unrealized 0.0%
CNQ Canadian Natural Resources Ltd 1.1%
Value ($000) $5,882,790 Shares 249,800 Est. Cost $6.17 Unrealized 0.0%
DG Dollar General Corp 1.1%
Value ($000) $5,742,470 Shares 30,200 Est. Cost $167.17 Unrealized 0.0%
REGN Regeneron Pharmaceuticals Inc 1.1%
Value ($000) $5,684,570 Shares 9,115 Est. Cost $552.64 Unrealized +2.1%
Marvell Technology Group Ltd 1.0%
Value ($000) $5,513,256 Shares 157,500 Est. Cost $35004.80 Unrealized
SDGR Schrodinger Inc/United States 1.0%
Value ($000) $5,387,979 Shares 58,840 Est. Cost $53.73 Unrealized +8.3%
WDAY Workday Inc 1.0%
Value ($000) $5,246,080 Shares 28,000 Est. Cost $161.65 Unrealized 0.0%
DSGX Descartes Systems Group Inc/The 1.0%
Value ($000) $5,239,077 Shares 73,100 Est. Cost $44.44 Unrealized 0.0%
FNV Franco-Nevada Corp 1.0%
Value ($000) $5,177,445 Shares 27,300 Est. Cost $67.59 Unrealized +86.9%
OTEX Open Text Corp 0.9%
Value ($000) $4,963,665 Shares 86,100 Est. Cost $34.18 Unrealized 0.0%
TU TELUS Corp 0.9%
Value ($000) $4,897,827 Shares 215,100 Est. Cost $18.52 Unrealized -10.1%
AMT American Tower Corp 0.9%
Value ($000) $4,886,406 Shares 18,900 Est. Cost $197.22 Unrealized +6.8%
VRTX Vertex Pharmaceuticals Inc 0.9%
Value ($000) $4,726,247 Shares 16,280 Est. Cost $221.72 Unrealized +22.3%
META Facebook Inc 0.9%
Value ($000) $4,582,273 Shares 20,180 Est. Cost $207.33 Unrealized 0.0%
SU Suncor Energy Inc 0.8%
Value ($000) $4,346,811 Shares 189,900 Est. Cost $13.72 Unrealized 0.0%
VERI Veritone Inc 0.8%
Value ($000) $4,250,629 Shares 286,045 Est. Cost $6.62 Unrealized +26.8%
KGC Kinross Gold Corp 0.8%
Value ($000) $4,234,580 Shares 432,100 Est. Cost $6.49 Unrealized 0.0%
AQN Algonquin Power & Utilities Corp 0.8%
Value ($000) $4,133,025 Shares 235,500 Est. Cost $10.76 Unrealized -5.0%
RMD ResMed Inc 0.8%
Value ($000) $4,032,000 Shares 21,000 Est. Cost $155.99 Unrealized 0.0%
FTS Fortis Inc/Canada 0.7%
Value ($000) $3,970,347 Shares 76,900 Est. Cost $30.74 Unrealized 0.0%
Lam Research Corp 0.7%
Value ($000) $3,784,482 Shares 11,700 Est. Cost $323460.00 Unrealized
Match Group Inc 0.6%
Value ($000) $3,284,144 Shares 33,200 Est. Cost $98920.00 Unrealized
SEDG SolarEdge Technologies Inc 0.6%
Value ($000) $3,233,574 Shares 23,300 Est. Cost $122.28 Unrealized 0.0%
NEE NextEra Energy Inc 0.6%
Value ($000) $3,105,398 Shares 12,930 Est. Cost $39.34 Unrealized +32.1%
LMT Lockheed Martin Corp 0.6%
Value ($000) $3,063,503 Shares 8,395 Est. Cost $323.01 Unrealized +0.2%
XYZ Square Inc 0.5%
Value ($000) $2,897,918 Shares 27,615 Est. Cost $76.56 Unrealized 0.0%
IHS Markit Ltd 0.5%
Value ($000) $2,808,547 Shares 37,278 Est. Cost $75340.60 Unrealized
DOO BRP Inc 0.5%
Value ($000) $2,715,510 Shares 46,900 Est. Cost $28.66 Unrealized 0.0%
COST Costco Wholesale Corp 0.5%
Value ($000) $2,662,519 Shares 8,800 Est. Cost $243.53 Unrealized +14.6%
ENB Enbridge Inc 0.5%
Value ($000) $2,501,568 Shares 60,600 Est. Cost $21.09 Unrealized 0.0%
NTES NetEase Inc 0.5%
Value ($000) $2,490,404 Shares 5,800 Est. Cost $429380.00 Unrealized
MA Mastercard Inc 0.5%
Value ($000) $2,480,570 Shares 8,400 Est. Cost $225.73 Unrealized +21.1%
MDB MongoDB Inc 0.4%
Value ($000) $2,331,302 Shares 10,300 Est. Cost $185.21 Unrealized 0.0%
T AT&T Inc 0.4%
Value ($000) $2,279,056 Shares 76,700 Est. Cost $17.63 Unrealized -12.1%
ARKK ARK Innovation ETF 0.4%
Value ($000) $2,096,514 Shares 29,400 Est. Cost $55332.72 Unrealized
ETSY Etsy Inc 0.4%
Value ($000) $2,092,731 Shares 19,700 Est. Cost $73.98 Unrealized 0.0%
PIE Invesco DWA Emerging Markets Markets Momentum ETF 0.4%
Value ($000) $2,039,403 Shares 113,275 Est. Cost $8128.41 Unrealized
Splunk Inc 0.4%
Value ($000) $1,987,000 Shares 10,000 Est. Cost $198700.00 Unrealized
TWLO Twilio Inc 0.4%
Value ($000) $1,952,838 Shares 8,900 Est. Cost $160.56 Unrealized 0.0%
Primo Water Corp 0.4%
Value ($000) $1,898,397 Shares 101,900 Est. Cost $18630.00 Unrealized
GDXJ VanEck Vectors Junior Gold Miners ETF 0.3%
Value ($000) $1,814,628 Shares 36,600 Est. Cost $4238.07 Unrealized
GDX VanEck Vectors Gold Miners ETF 0.3%
Value ($000) $1,764,308 Shares 48,100 Est. Cost $26.72 Unrealized
OKTA Okta Inc 0.3%
Value ($000) $1,701,955 Shares 8,500 Est. Cost $169.77 Unrealized 0.0%
CRWD Crowdstrike Holdings Inc 0.3%
Value ($000) $1,654,785 Shares 16,500 Est. Cost $80.20 Unrealized 0.0%
Fortuna Silver Mines Inc 0.3%
Value ($000) $1,639,440 Shares 237,600 Est. Cost $6900.00 Unrealized
CIBR First Trust NASDAQ Cybersecurity ETF 0.3%
Value ($000) $1,595,006 Shares 48,275 Est. Cost $26282.03 Unrealized
XT iShares Exponential Technologies ETF 0.3%
Value ($000) $1,577,344 Shares 35,430 Est. Cost $4342.35 Unrealized
SIL Global X Silver Miners ETF 0.3%
Value ($000) $1,536,330 Shares 41,500 Est. Cost $37020.00 Unrealized
IGM iShares Expanded Tech Sector ETF 0.3%
Value ($000) $1,507,356 Shares 5,400 Est. Cost $211770.00 Unrealized
SKYY First Trust Cloud Computing ETF 0.3%
Value ($000) $1,490,000 Shares 20,000 Est. Cost $54490.00 Unrealized
KWEB KraneShares CSI China Internet ETF 0.3%
Value ($000) $1,406,038 Shares 22,700 Est. Cost $3226.07 Unrealized
ROBO ROBO Global Robotics and Automation Index ETF 0.3%
Value ($000) $1,396,029 Shares 32,100 Est. Cost $43490.00 Unrealized
TLT iShares 20(plus) Year Treasury Bond ETF 0.3%
Value ($000) $1,341,162 Shares 8,200 Est. Cost $163556.34 Unrealized
XBI SPDR S&P Biotech ETF 0.2%
Value ($000) $1,290,784 Shares 11,530 Est. Cost $46951.96 Unrealized
CNI Canadian National Railway Co 0.2%
Value ($000) $1,249,144 Shares 10,400 Est. Cost $74.78 Unrealized 0.0%
GOOGL Alphabet Inc 0.2%
Value ($000) $1,235,122 Shares 871 Est. Cost $65.92 Unrealized +1.5%
ESGV Vanguard ESG US Stock ETF 0.2%
Value ($000) $1,229,302 Shares 21,800 Est. Cost $46713.85 Unrealized
CQQQ Invesco China Technology ETF 0.2%
Value ($000) $1,212,468 Shares 19,100 Est. Cost $48.48 Unrealized
FDN First Trust Dow Jones Internet Index Fund 0.2%
Value ($000) $1,210,621 Shares 7,100 Est. Cost $123730.00 Unrealized
IWY iShares Russell Top 200 Growth ETF 0.2%
Value ($000) $1,172,820 Shares 11,000 Est. Cost $22553.76 Unrealized
CHIQ Global X MSCI China Consumer Discretionary ETF 0.2%
Value ($000) $1,167,751 Shares 55,900 Est. Cost $16.24 Unrealized
PROF Profound Medical Corp 0.2%
Value ($000) $1,096,623 Shares 47,700 Est. Cost $12.62 Unrealized 0.0%
GLD SPDR Gold Shares 0.2%
Value ($000) $1,037,694 Shares 6,200 Est. Cost $148050.00 Unrealized
SBIO ALPS Medical Breakthroughs ETF 0.2%
Value ($000) $1,029,018 Shares 24,600 Est. Cost $34006.02 Unrealized
TAN Invesco Solar ETF 0.2%
Value ($000) $996,360 Shares 27,600 Est. Cost $24.23 Unrealized
IGV iShares Expanded Tech-Software Sector ETF 0.2%
Value ($000) $994,875 Shares 3,500 Est. Cost $284250.00 Unrealized
IXN iShares Global Tech ETF 0.2%
Value ($000) $989,268 Shares 4,200 Est. Cost $210.49 Unrealized
XLK Technology Select Sector SPDR Fund 0.2%
Value ($000) $982,206 Shares 9,400 Est. Cost $18327.16 Unrealized
LULU Lululemon Athletica Inc 0.2%
Value ($000) $865,828 Shares 2,775 Est. Cost $255.73 Unrealized 0.0%
CWB SPDR Bloomberg Barclays Convertible Securities ETF 0.2%
Value ($000) $826,609 Shares 13,700 Est. Cost $60336.42 Unrealized
BAC Bank of America Corp 0.1%
Value ($000) $793,250 Shares 33,400 Est. Cost $20.57 Unrealized 0.0%
CVX Chevron Corp 0.1%
Value ($000) $789,239 Shares 8,845 Est. Cost $69.83 Unrealized 0.0%
FRCB First Republic Bank/CA 0.1%
Value ($000) $753,304 Shares 7,120 Est. Cost $100.84 Unrealized 0.0%
SOXX iShares PHLX Semiconductor ETF 0.1%
Value ($000) $750,310 Shares 2,770 Est. Cost $191.71 Unrealized
NKE NIKE Inc 0.1%
Value ($000) $735,375 Shares 7,500 Est. Cost $85.46 Unrealized 0.0%
XSD SPDR S&P Semiconductor ETF 0.1%
Value ($000) $716,096 Shares 6,400 Est. Cost $8285.65 Unrealized
Kansas City Southern 0.1%
Value ($000) $701,663 Shares 4,700 Est. Cost $141.68 Unrealized
EA Electronic Arts Inc 0.1%
Value ($000) $607,430 Shares 4,600 Est. Cost $114.88 Unrealized 0.0%
WPM Wheaton Precious Metals Corp 0.1%
Value ($000) $567,245 Shares 9,500 Est. Cost $36.94 Unrealized 0.0%
XME SPDR S&P Metals & Mining ETF 0.1%
Value ($000) $555,178 Shares 26,200 Est. Cost $21190.00 Unrealized
CVE Cenovus Energy Inc 0.1%
Value ($000) $534,670 Shares 84,200 Est. Cost $3.47 Unrealized 0.0%
F Ford Motor Co 0.1%
Value ($000) $503,090 Shares 82,745 Est. Cost $4.20 Unrealized 0.0%
PHO Invesco Water Resources ETF 0.1%
Value ($000) $482,777 Shares 13,285 Est. Cost $35.91 Unrealized
ACN Accenture PLC 0.1%
Value ($000) $385,085 Shares 1,800 Est. Cost $174.62 Unrealized 0.0%
NGD New Gold Inc 0.1%
Value ($000) $357,696 Shares 194,400 Est. Cost $1.00 Unrealized 0.0%
SLF Sun Life Financial Inc 0.1%
Value ($000) $344,241 Shares 6,900 Est. Cost $34.37 Unrealized 0.0%
EDIT Editas Medicine Inc 0.1%
Value ($000) $310,590 Shares 10,500 Est. Cost $26.13 Unrealized 0.0%
VCR Vanguard Consumer Discretionary ETF 0.1%
Value ($000) $300,000 Shares 1,500 Est. Cost $200000.00 Unrealized
DIS Walt Disney Co/The 0.0%
Value ($000) $236,959 Shares 2,125 Est. Cost $107.86 Unrealized 0.0%
INTC Intel Corp 0.0%
Value ($000) $197,296 Shares 3,320 Est. Cost $53.20 Unrealized 0.0%
JNJ Johnson & Johnson 0.0%
Value ($000) $147,662 Shares 1,050 Est. Cost $120.14 Unrealized +3.4%
VOOV Vanguard S&P 500 Value ETF 0.0%
Value ($000) $88,616 Shares 848 Est. Cost $125.60 Unrealized