BAROMETER CAPITAL MANAGEMENT INC. Quant / Systematic

CIK: 0001536890 · Show all filings

Period: Q3 2020 (← Previous) (Next →)

Filing Date: Nov 12, 2020

Total Value ($000): $492,228,711 (100.0% shares, 0.0% debt)

Holdings (126)

CNI Canadian National Railway Co 3.4%
Value ($000) $16,535,046 Shares 116,600 Est. Cost $89.25 Unrealized +1.6%
SPGI S&P Global Inc 3.2%
Value ($000) $15,533,927 Shares 43,078 Est. Cost $229.15 Unrealized +47.2%
RY Royal Bank of Canada 3.1%
Value ($000) $15,156,560 Shares 163,938 Est. Cost $74.85 Unrealized -4.0%
AAPL Apple Inc 2.8%
Value ($000) $13,792,392 Shares 119,300 Est. Cost $90.11 Unrealized +17.6%
WPM Wheaton Precious Metals Corp 2.7%
Value ($000) $13,379,584 Shares 204,800 Est. Cost $47.45 Unrealized +1.1%
Thomson Reuters Corp 2.7%
Value ($000) $13,112,484 Shares 123,400 Est. Cost $106260.00 Unrealized
MSFT Microsoft Corp 2.6%
Value ($000) $13,005,756 Shares 61,835 Est. Cost $84.01 Unrealized +139.0%
COST Costco Wholesale Corp 2.6%
Value ($000) $12,941,501 Shares 36,525 Est. Cost $293.27 Unrealized +5.4%
Lightspeed POS Inc 2.4%
Value ($000) $12,048,890 Shares 282,440 Est. Cost $42660.00 Unrealized
QCOM QUALCOMM Inc 2.4%
Value ($000) $11,796,832 Shares 100,245 Est. Cost $71.37 Unrealized +33.3%
BMO Bank of Montreal 2.3%
Value ($000) $11,116,201 Shares 144,700 Est. Cost $46.24 Unrealized 0.0%
CM Canadian Imperial Bank of Commerce 2.2%
Value ($000) $10,808,958 Shares 108,600 Est. Cost $28.73 Unrealized 0.0%
SPY SPDR S&P 500 ETF Trust 2.1%
Value ($000) $10,549,035 Shares 31,500 Est. Cost $334890.00 Unrealized
Canadian Pacific Railway Ltd 2.1%
Value ($000) $10,531,300 Shares 26,000 Est. Cost $213430.73 Unrealized
FCX Freeport-McMoRan Inc 2.1%
Value ($000) $10,267,738 Shares 656,505 Est. Cost $13.50 Unrealized 0.0%
BlackRock Inc 2.0%
Value ($000) $10,073,456 Shares 17,875 Est. Cost $540440.70 Unrealized
LOW Lowe's Cos Inc 2.0%
Value ($000) $9,943,128 Shares 60,155 Est. Cost $139.87 Unrealized 0.0%
DOO BRP Inc 1.9%
Value ($000) $9,314,340 Shares 132,400 Est. Cost $39.77 Unrealized +15.3%
IDXX IDEXX Laboratories Inc 1.9%
Value ($000) $9,240,051 Shares 23,505 Est. Cost $296.38 Unrealized +24.7%
DE Deere & Co 1.8%
Value ($000) $8,998,178 Shares 40,600 Est. Cost $179.78 Unrealized 0.0%
AEM Agnico Eagle Mines Ltd 1.7%
Value ($000) $8,612,120 Shares 81,400 Est. Cost $66.96 Unrealized 0.0%
HD Home Depot Inc/The 1.7%
Value ($000) $8,535,417 Shares 30,735 Est. Cost $199.72 Unrealized +19.0%
Activision Blizzard Inc 1.7%
Value ($000) $8,142,761 Shares 100,590 Est. Cost $75900.00 Unrealized
MKC McCormick & Co Inc/MD 1.6%
Value ($000) $7,949,974 Shares 41,090 Est. Cost $87.66 Unrealized 0.0%
SHW Sherwin-Williams Co/The 1.6%
Value ($000) $7,942,836 Shares 11,400 Est. Cost $208.25 Unrealized 0.0%
DG Dollar General Corp 1.6%
Value ($000) $7,742,738 Shares 37,000 Est. Cost $169.90 Unrealized +7.2%
NVDA NVIDIA Corp 1.6%
Value ($000) $7,720,503 Shares 14,265 Est. Cost $7.37 Unrealized +57.4%
EQX Equinox Gold Corp 1.5%
Value ($000) $7,605,039 Shares 489,070 Est. Cost $8.95 Unrealized +34.5%
DraftKings Inc 1.5%
Value ($000) $7,589,477 Shares 128,985 Est. Cost $58840.00 Unrealized
TD Toronto-Dominion Bank/The 1.5%
Value ($000) $7,579,797 Shares 124,500 Est. Cost $42.57 Unrealized +9.4%
MA Mastercard Inc 1.5%
Value ($000) $7,295,983 Shares 21,600 Est. Cost $280.70 Unrealized +12.5%
WMT Walmart Inc 1.4%
Value ($000) $6,729,671 Shares 48,100 Est. Cost $41.31 Unrealized 0.0%
IR Ingersoll Rand Inc 1.3%
Value ($000) $6,588,136 Shares 185,060 Est. Cost $33.31 Unrealized 0.0%
NOW ServiceNow Inc 1.3%
Value ($000) $6,402,000 Shares 13,200 Est. Cost $89.31 Unrealized 0.0%
TMUS T-Mobile US Inc 1.2%
Value ($000) $5,810,632 Shares 50,810 Est. Cost $92.61 Unrealized +15.6%
Pactiv Evergreen Inc 1.1%
Value ($000) $5,529,580 Shares 435,400 Est. Cost $12700.00 Unrealized
FTS Fortis Inc/Canada 0.9%
Value ($000) $4,654,620 Shares 85,500 Est. Cost $30.92 Unrealized +5.0%
MGA Magna International Inc 0.9%
Value ($000) $4,588,029 Shares 75,300 Est. Cost $33.01 Unrealized +22.9%
XYZ Square Inc 0.9%
Value ($000) $4,488,818 Shares 27,615 Est. Cost $76.56 Unrealized +84.4%
FNV Franco-Nevada Corp 0.9%
Value ($000) $4,335,431 Shares 23,300 Est. Cost $67.59 Unrealized +109.4%
SE Sea Ltd 0.9%
Value ($000) $4,236,100 Shares 27,500 Est. Cost $51155.95 Unrealized
AQN Algonquin Power & Utilities Corp 0.8%
Value ($000) $4,131,024 Shares 213,600 Est. Cost $10.76 Unrealized -3.5%
ADBE Adobe Inc 0.8%
Value ($000) $4,119,612 Shares 8,400 Est. Cost $368.20 Unrealized +26.3%
PBA Pembina Pipeline Corp 0.8%
Value ($000) $4,095,563 Shares 146,000 Est. Cost $16.93 Unrealized +8.1%
BABA Alibaba Group Holding Ltd 0.8%
Value ($000) $4,031,936 Shares 13,715 Est. Cost $293980.03 Unrealized
BCE BCE Inc 0.8%
Value ($000) $3,905,987 Shares 70,735 Est. Cost $30.10 Unrealized -2.7%
MCO Moody's Corp 0.7%
Value ($000) $3,660,806 Shares 12,630 Est. Cost $233.78 Unrealized +16.7%
ZM Zoom Video Communications Inc 0.7%
Value ($000) $3,384,792 Shares 7,200 Est. Cost $319.79 Unrealized 0.0%
TU TELUS Corp 0.7%
Value ($000) $3,380,949 Shares 144,300 Est. Cost $18.52 Unrealized -4.1%
Ceridian HCM Holding Inc 0.6%
Value ($000) $3,094,372 Shares 28,100 Est. Cost $78.21 Unrealized 0.0%
REGN Regeneron Pharmaceuticals Inc 0.6%
Value ($000) $3,092,785 Shares 5,525 Est. Cost $552.64 Unrealized +9.1%
CNQ Canadian Natural Resources Ltd 0.6%
Value ($000) $3,030,280 Shares 142,000 Est. Cost $6.17 Unrealized +13.2%
CLVT Clarivate PLC 0.6%
Value ($000) $2,810,793 Shares 90,700 Est. Cost $27.06 Unrealized 0.0%
ENB Enbridge Inc 0.5%
Value ($000) $2,524,610 Shares 64,900 Est. Cost $21.15 Unrealized +4.0%
Zendesk Inc 0.5%
Value ($000) $2,387,744 Shares 23,200 Est. Cost $102920.00 Unrealized
T AT&T Inc 0.5%
Value ($000) $2,366,294 Shares 84,525 Est. Cost $17.43 Unrealized -10.8%
IGV iShares Expanded Tech-Software Sector ETF 0.5%
Value ($000) $2,355,178 Shares 7,570 Est. Cost $298696.60 Unrealized
SITM SiTime Corp 0.5%
Value ($000) $2,325,110 Shares 27,670 Est. Cost $62.30 Unrealized 0.0%
AMZN Amazon.com Inc 0.5%
Value ($000) $2,235,598 Shares 710 Est. Cost $110.91 Unrealized +42.1%
CLX Clorox Co/The 0.5%
Value ($000) $2,216,354 Shares 10,600 Est. Cost $140.49 Unrealized +34.5%
SHOP Shopify Inc 0.4%
Value ($000) $1,974,451 Shares 1,450 Est. Cost $33.82 Unrealized +194.0%
KGC Kinross Gold Corp 0.4%
Value ($000) $1,930,864 Shares 164,900 Est. Cost $6.49 Unrealized +33.3%
Z Zillow Group Inc 0.4%
Value ($000) $1,879,415 Shares 18,500 Est. Cost $78.10 Unrealized 0.0%
DXCM DexCom Inc 0.4%
Value ($000) $1,855,035 Shares 4,500 Est. Cost $104.48 Unrealized 0.0%
U Unity Software Inc 0.4%
Value ($000) $1,832,880 Shares 21,000 Est. Cost $84.34 Unrealized 0.0%
Barrick Gold Corp 0.3%
Value ($000) $1,484,780 Shares 39,700 Est. Cost $36530.00 Unrealized
V Visa Inc 0.3%
Value ($000) $1,447,783 Shares 7,240 Est. Cost $166.40 Unrealized +15.5%
VCR Vanguard Consumer Discretionary ETF 0.3%
Value ($000) $1,360,796 Shares 5,800 Est. Cost $225666.55 Unrealized
TAN Invesco Solar ETF 0.3%
Value ($000) $1,321,716 Shares 20,400 Est. Cost $24.23 Unrealized
IHI iShares U.S. Medical Devices ETF 0.2%
Value ($000) $1,228,442 Shares 4,100 Est. Cost $299620.00 Unrealized
ITB iShares U.S. Home Construction ETF 0.2%
Value ($000) $1,223,640 Shares 21,600 Est. Cost $56650.00 Unrealized
XHB SPDR S&P Homebuilders ETF 0.2%
Value ($000) $1,174,584 Shares 21,800 Est. Cost $53880.00 Unrealized
WCN Waste Connections Inc 0.2%
Value ($000) $1,174,135 Shares 8,500 Est. Cost $96.45 Unrealized 0.0%
CWB SPDR Bloomberg Barclays Convertible Securities ETF 0.2%
Value ($000) $1,161,610 Shares 16,900 Est. Cost $61926.56 Unrealized
IYT iShares Transportation Average ETF 0.2%
Value ($000) $1,094,115 Shares 5,500 Est. Cost $198930.00 Unrealized
SLF Sun Life Financial Inc 0.2%
Value ($000) $1,074,348 Shares 19,800 Est. Cost $38.32 Unrealized +5.5%
XT iShares Exponential Technologies ETF 0.2%
Value ($000) $1,060,501 Shares 21,830 Est. Cost $4342.35 Unrealized
SOXX iShares PHLX Semiconductor ETF 0.2%
Value ($000) $1,026,536 Shares 3,370 Est. Cost $54390.83 Unrealized
PDP Invesco DWA Momentum ETF 0.2%
Value ($000) $978,560 Shares 12,800 Est. Cost $76450.00 Unrealized
NEE NextEra Energy Inc 0.2%
Value ($000) $959,664 Shares 13,830 Est. Cost $40.71 Unrealized +48.1%
SIL Global X Silver Miners ETF 0.2%
Value ($000) $931,810 Shares 21,500 Est. Cost $37020.00 Unrealized
GDX VanEck Vectors Gold Miners ETF 0.2%
Value ($000) $928,092 Shares 23,700 Est. Cost $26.72 Unrealized
GDXJ VanEck Vectors Junior Gold Miners ETF 0.2%
Value ($000) $924,512 Shares 16,700 Est. Cost $4238.07 Unrealized
ARKG ARK Genomic Revolution ETF 0.2%
Value ($000) $904,682 Shares 14,200 Est. Cost $63710.00 Unrealized
MRK Merck & Co Inc 0.2%
Value ($000) $888,395 Shares 10,710 Est. Cost $65.93 Unrealized 0.0%
ROBO ROBO Global Robotics and Automation Index ETF 0.2%
Value ($000) $871,515 Shares 18,100 Est. Cost $43490.00 Unrealized
WisdomTree Continuous Commodity Index Fund 0.2%
Value ($000) $866,229 Shares 50,100 Est. Cost $17290.00 Unrealized
RDVY First Trust Rising Dividend Achievers ETF 0.2%
Value ($000) $864,019 Shares 26,400 Est. Cost $32727.99 Unrealized
Kansas City Southern 0.2%
Value ($000) $858,943 Shares 4,750 Est. Cost $2043.67 Unrealized
EWJ iShares MSCI Japan ETF 0.2%
Value ($000) $856,515 Shares 14,500 Est. Cost $59070.00 Unrealized
GLD SPDR Gold Shares 0.2%
Value ($000) $850,176 Shares 4,800 Est. Cost $148050.00 Unrealized
LULU Lululemon Athletica Inc 0.2%
Value ($000) $848,128 Shares 2,575 Est. Cost $255.73 Unrealized +30.5%
XSD SPDR S&P Semiconductor ETF 0.2%
Value ($000) $829,818 Shares 6,600 Est. Cost $11844.57 Unrealized
NEM Newmont Corp 0.2%
Value ($000) $818,188 Shares 12,895 Est. Cost $55.14 Unrealized 0.0%
AMGN Amgen Inc 0.2%
Value ($000) $809,500 Shares 3,185 Est. Cost $191.68 Unrealized +9.3%
ESGV Vanguard ESG US Stock ETF 0.2%
Value ($000) $797,349 Shares 12,900 Est. Cost $46713.85 Unrealized
PROF Profound Medical Corp 0.2%
Value ($000) $791,596 Shares 33,800 Est. Cost $12.62 Unrealized +25.9%
XLB Materials Select Sector SPDR Fund 0.1%
Value ($000) $731,860 Shares 11,500 Est. Cost $63640.00 Unrealized
DHI DR Horton Inc 0.1%
Value ($000) $731,720 Shares 9,675 Est. Cost $64.70 Unrealized 0.0%
IXN iShares Global Tech ETF 0.1%
Value ($000) $711,909 Shares 2,700 Est. Cost $210.49 Unrealized
PICK iShares MSCI Global Metals & Mining Producers ETF 0.1%
Value ($000) $701,636 Shares 26,200 Est. Cost $26780.00 Unrealized
PIE Invesco DWA Emerging Markets Markets Momentum ETF 0.1%
Value ($000) $657,448 Shares 34,100 Est. Cost $8128.41 Unrealized
NFLX Netflix Inc 0.1%
Value ($000) $650,039 Shares 1,300 Est. Cost $42.56 Unrealized +16.9%
CHIQ Global X MSCI China Consumer Discretionary ETF 0.1%
Value ($000) $635,019 Shares 23,100 Est. Cost $16.24 Unrealized
DOW Dow Inc 0.1%
Value ($000) $630,705 Shares 13,405 Est. Cost $33.48 Unrealized 0.0%
EWT iShares MSCI Taiwan ETF 0.1%
Value ($000) $588,190 Shares 13,100 Est. Cost $44900.00 Unrealized
FRCB First Republic Bank/CA 0.1%
Value ($000) $557,499 Shares 5,120 Est. Cost $100.84 Unrealized +8.4%
NKE NIKE Inc 0.1%
Value ($000) $542,961 Shares 4,325 Est. Cost $85.46 Unrealized +16.6%
EW Edwards Lifesciences Corp 0.1%
Value ($000) $490,494 Shares 6,145 Est. Cost $78.03 Unrealized 0.0%
Primo Water Corp 0.1%
Value ($000) $482,205 Shares 25,500 Est. Cost $18630.00 Unrealized
UPS United Parcel Service Inc 0.1%
Value ($000) $466,564 Shares 2,800 Est. Cost $117.34 Unrealized 0.0%
PHO Invesco Water Resources ETF 0.1%
Value ($000) $461,677 Shares 11,635 Est. Cost $35.91 Unrealized
XME SPDR S&P Metals & Mining ETF 0.1%
Value ($000) $460,152 Shares 19,800 Est. Cost $21190.00 Unrealized
CIBR First Trust NASDAQ Cybersecurity ETF 0.1%
Value ($000) $451,530 Shares 12,975 Est. Cost $26282.03 Unrealized
MS Morgan Stanley 0.1%
Value ($000) $441,548 Shares 9,200 Est. Cost $42.54 Unrealized 0.0%
KWEB KraneShares CSI China Internet ETF 0.1%
Value ($000) $422,716 Shares 6,200 Est. Cost $3226.07 Unrealized
COPX Global X Copper Miners ETF 0.1%
Value ($000) $410,256 Shares 19,800 Est. Cost $20720.00 Unrealized
XBI SPDR S&P Biotech ETF 0.1%
Value ($000) $393,348 Shares 3,530 Est. Cost $46951.96 Unrealized
ARKK ARK Innovation ETF 0.1%
Value ($000) $330,740 Shares 3,595 Est. Cost $55332.72 Unrealized
LMT Lockheed Martin Corp 0.0%
Value ($000) $229,968 Shares 600 Est. Cost $323.01 Unrealized +1.9%
TFII TFI International Inc 0.0%
Value ($000) $222,720 Shares 4,000 Est. Cost $42.12 Unrealized 0.0%
PYPL PayPal Holdings Inc 0.0%
Value ($000) $177,327 Shares 900 Est. Cost $137.88 Unrealized +36.3%
ODFL Old Dominion Freight Line Inc 0.0%
Value ($000) $162,828 Shares 900 Est. Cost $91.53 Unrealized 0.0%
CMG Chipotle Mexican Grill Inc 0.0%
Value ($000) $124,371 Shares 100 Est. Cost $24.10 Unrealized 0.0%
VOOV Vanguard S&P 500 Value ETF 0.0%
Value ($000) $92,364 Shares 848 Est. Cost $125.60 Unrealized
ACWI iShares MSCI ACWI ETF 0.0%
Value ($000) $10,789 Shares 135 Est. Cost $79918.52 Unrealized