BAROMETER CAPITAL MANAGEMENT INC. Quant / Systematic

CIK: 0001536890 · Show all filings

Period: Q4 2020 (← Previous) (Next →)

Filing Date: Feb 9, 2021

Total Value ($000): $533,534,907 (100.0% shares, 0.0% debt)

Holdings (149)

BMO Bank of Montreal 3.5%
Value ($000) $18,707,020 Shares 195,405 Est. Cost $48.62 Unrealized +14.0%
CAE CAE Inc 3.3%
Value ($000) $17,373,226 Shares 492,578 Est. Cost $21.49 Unrealized 0.0%
FCX Freeport-McMoRan Inc 3.2%
Value ($000) $16,981,979 Shares 652,651 Est. Cost $13.50 Unrealized +44.1%
CM Canadian Imperial Bank of Commerce 2.9%
Value ($000) $15,678,511 Shares 144,210 Est. Cost $29.65 Unrealized +9.4%
DOO BRP Inc 2.9%
Value ($000) $15,259,560 Shares 181,467 Est. Cost $44.03 Unrealized +26.1%
RY Royal Bank of Canada 2.9%
Value ($000) $15,216,462 Shares 146,965 Est. Cost $74.85 Unrealized +3.4%
Canadian Pacific Railway Ltd 2.7%
Value ($000) $14,441,563 Shares 32,708 Est. Cost $260211.03 Unrealized
Lightspeed POS Inc 2.6%
Value ($000) $13,983,147 Shares 155,645 Est. Cost $42660.00 Unrealized
AAPL Apple Inc 2.4%
Value ($000) $12,785,610 Shares 96,501 Est. Cost $90.11 Unrealized +29.8%
MGA Magna International Inc 2.3%
Value ($000) $12,383,367 Shares 137,425 Est. Cost $40.69 Unrealized +22.9%
IDXX IDEXX Laboratories Inc 2.0%
Value ($000) $10,899,665 Shares 21,805 Est. Cost $296.38 Unrealized +51.0%
DE Deere & Co 1.9%
Value ($000) $10,190,269 Shares 37,875 Est. Cost $179.78 Unrealized +29.1%
NTR Nutrien Ltd 1.9%
Value ($000) $10,115,317 Shares 165,175 Est. Cost $37.68 Unrealized 0.0%
BLDP Ballard Power Systems Inc 1.8%
Value ($000) $9,836,334 Shares 330,300 Est. Cost $18.42 Unrealized 0.0%
QCOM QUALCOMM Inc 1.8%
Value ($000) $9,368,910 Shares 61,500 Est. Cost $71.37 Unrealized +74.7%
GM General Motors Co 1.7%
Value ($000) $9,298,212 Shares 223,300 Est. Cost $37.51 Unrealized 0.0%
HBM Hudbay Minerals Inc 1.6%
Value ($000) $8,375,712 Shares 940,035 Est. Cost $5.65 Unrealized 0.0%
TWLO Twilio Inc 1.5%
Value ($000) $8,191,700 Shares 24,200 Est. Cost $312.48 Unrealized 0.0%
CNQ Canadian Natural Resources Ltd 1.5%
Value ($000) $7,968,695 Shares 260,500 Est. Cost $6.97 Unrealized +13.8%
ENB Enbridge Inc 1.4%
Value ($000) $7,324,950 Shares 179,930 Est. Cost $21.50 Unrealized +0.9%
SITM SiTime Corp 1.4%
Value ($000) $7,219,485 Shares 64,500 Est. Cost $80.80 Unrealized +17.2%
AMAT Applied Materials Inc 1.3%
Value ($000) $7,119,750 Shares 82,500 Est. Cost $70.69 Unrealized 0.0%
TD Toronto-Dominion Bank/The 1.3%
Value ($000) $6,685,097 Shares 93,950 Est. Cost $42.57 Unrealized +19.1%
General Electric Co 1.2%
Value ($000) $6,582,600 Shares 609,500 Est. Cost $10800.00 Unrealized
COST Costco Wholesale Corp 1.2%
Value ($000) $6,486,656 Shares 17,250 Est. Cost $293.27 Unrealized +18.5%
MSFT Microsoft Corp 1.2%
Value ($000) $6,383,454 Shares 28,700 Est. Cost $84.01 Unrealized +145.3%
SHW Sherwin-Williams Co/The 1.2%
Value ($000) $6,246,735 Shares 8,500 Est. Cost $208.25 Unrealized +8.9%
TU TELUS Corp 1.2%
Value ($000) $6,181,492 Shares 245,200 Est. Cost $18.64 Unrealized +1.0%
MS Morgan Stanley 1.2%
Value ($000) $6,177,054 Shares 90,600 Est. Cost $48.18 Unrealized +1.3%
VERI Veritone Inc 1.1%
Value ($000) $6,125,285 Shares 215,300 Est. Cost $17.30 Unrealized 0.0%
DOW Dow Inc 1.1%
Value ($000) $5,949,878 Shares 107,205 Est. Cost $38.34 Unrealized +1.8%
XYZ Square Inc 1.1%
Value ($000) $5,941,572 Shares 27,300 Est. Cost $76.56 Unrealized +154.8%
CAT Caterpillar Inc 1.1%
Value ($000) $5,685,180 Shares 31,400 Est. Cost $153.98 Unrealized 0.0%
JNJ Johnson & Johnson 1.1%
Value ($000) $5,665,680 Shares 36,000 Est. Cost $127.53 Unrealized 0.0%
Lam Research Corp 1.1%
Value ($000) $5,620,013 Shares 11,900 Est. Cost $472270.00 Unrealized
DCBO Docebo Inc 1.0%
Value ($000) $5,509,909 Shares 66,585 Est. Cost $53.01 Unrealized 0.0%
IR Ingersoll Rand Inc 1.0%
Value ($000) $5,494,536 Shares 120,600 Est. Cost $33.31 Unrealized +23.6%
AQN Algonquin Power & Utilities Corp 1.0%
Value ($000) $5,484,082 Shares 261,770 Est. Cost $11.00 Unrealized +9.6%
JPM JPMorgan Chase & Co 1.0%
Value ($000) $5,475,405 Shares 43,400 Est. Cost $98.14 Unrealized 0.0%
CNI Canadian National Railway Co 1.0%
Value ($000) $5,429,672 Shares 38,800 Est. Cost $89.25 Unrealized +9.7%
MU Micron Technology Inc 1.0%
Value ($000) $5,322,744 Shares 70,800 Est. Cost $58.84 Unrealized 0.0%
TFII TFI International Inc 1.0%
Value ($000) $5,318,087 Shares 81,155 Est. Cost $49.29 Unrealized +0.8%
FRCB First Republic Bank/CA 1.0%
Value ($000) $5,256,141 Shares 35,820 Est. Cost $124.43 Unrealized +3.2%
POWI Power Integrations Inc 0.9%
Value ($000) $5,033,571 Shares 61,490 Est. Cost $64.22 Unrealized 0.0%
EQH Equitable Holdings Inc 0.9%
Value ($000) $4,948,850 Shares 193,390 Est. Cost $20.60 Unrealized 0.0%
TECK Teck Resources Ltd 0.9%
Value ($000) $4,655,921 Shares 201,555 Est. Cost $15.42 Unrealized 0.0%
DIS Walt Disney Co/The 0.8%
Value ($000) $4,471,522 Shares 24,680 Est. Cost $140.23 Unrealized 0.0%
PPG PPG Industries Inc 0.8%
Value ($000) $4,456,398 Shares 30,900 Est. Cost $125.98 Unrealized 0.0%
F Ford Motor Co 0.8%
Value ($000) $4,409,855 Shares 501,690 Est. Cost $6.35 Unrealized 0.0%
SDGR Schrodinger Inc/United States 0.8%
Value ($000) $4,117,360 Shares 52,000 Est. Cost $62.88 Unrealized 0.0%
CRWD Crowdstrike Holdings Inc 0.8%
Value ($000) $4,024,580 Shares 19,000 Est. Cost $155.87 Unrealized 0.0%
BlackRock Inc 0.7%
Value ($000) $3,961,255 Shares 5,490 Est. Cost $540440.70 Unrealized
NEE NextEra Energy Inc 0.7%
Value ($000) $3,811,210 Shares 49,400 Est. Cost $58.66 Unrealized +11.9%
MTSI MACOM Technology Solutions Holdings Inc 0.7%
Value ($000) $3,555,584 Shares 64,600 Est. Cost $42.67 Unrealized 0.0%
Zendesk Inc 0.6%
Value ($000) $3,434,880 Shares 24,000 Est. Cost $104260.00 Unrealized
HD Home Depot Inc/The 0.6%
Value ($000) $3,346,812 Shares 12,600 Est. Cost $199.72 Unrealized +21.4%
CROX Crocs Inc 0.6%
Value ($000) $3,269,286 Shares 52,175 Est. Cost $57.09 Unrealized 0.0%
PBA Pembina Pipeline Corp 0.6%
Value ($000) $3,204,785 Shares 107,100 Est. Cost $16.93 Unrealized +5.6%
ALLY Ally Financial Inc 0.5%
Value ($000) $2,918,229 Shares 82,240 Est. Cost $25.55 Unrealized 0.0%
SHOP Shopify Inc 0.5%
Value ($000) $2,874,640 Shares 2,000 Est. Cost $53.39 Unrealized +96.6%
RMBS Rambus Inc 0.5%
Value ($000) $2,870,878 Shares 164,426 Est. Cost $15.69 Unrealized 0.0%
SPGI S&P Global Inc 0.5%
Value ($000) $2,794,205 Shares 8,500 Est. Cost $229.15 Unrealized +41.0%
ZS Zscaler Inc 0.5%
Value ($000) $2,736,027 Shares 13,700 Est. Cost $159.02 Unrealized 0.0%
BCE BCE Inc 0.5%
Value ($000) $2,650,741 Shares 48,700 Est. Cost $30.10 Unrealized -0.1%
RF Regions Financial Corp 0.5%
Value ($000) $2,498,600 Shares 155,000 Est. Cost $11.76 Unrealized 0.0%
VGAC/U VG Acquisition Corp 0.4%
Value ($000) $2,400,000 Shares 200,000 Est. Cost $12000.00 Unrealized
T AT&T Inc 0.4%
Value ($000) $2,337,102 Shares 82,700 Est. Cost $17.43 Unrealized -11.8%
GNRC Generac Holdings Inc 0.4%
Value ($000) $2,311,623 Shares 10,165 Est. Cost $215.21 Unrealized 0.0%
FTS Fortis Inc/Canada 0.4%
Value ($000) $2,288,000 Shares 44,000 Est. Cost $30.92 Unrealized +9.0%
WMT Walmart Inc 0.4%
Value ($000) $2,191,080 Shares 15,200 Est. Cost $41.31 Unrealized +9.5%
C Citigroup Inc 0.3%
Value ($000) $1,748,570 Shares 28,600 Est. Cost $42.37 Unrealized 0.0%
Ceridian HCM Holding Inc 0.3%
Value ($000) $1,561,930 Shares 11,500 Est. Cost $78.21 Unrealized +20.8%
XLI Industrial Select Sector SPDR Fund 0.3%
Value ($000) $1,558,480 Shares 17,600 Est. Cost $88550.00 Unrealized
CMI Cummins Inc 0.3%
Value ($000) $1,453,440 Shares 6,400 Est. Cost $198.26 Unrealized 0.0%
GDXJ VanEck Vectors Junior Gold Miners ETF 0.3%
Value ($000) $1,356,000 Shares 25,000 Est. Cost $20838.71 Unrealized
GDX VanEck Vectors Gold Miners ETF 0.2%
Value ($000) $1,332,740 Shares 37,000 Est. Cost $12964.85 Unrealized
IPOE/U Social Capital Hedosophia Holdings Corp V 0.2%
Value ($000) $1,318,000 Shares 100,000 Est. Cost $13180.00 Unrealized
Social Capital Hedosophia Holdings Corp VI 0.2%
Value ($000) $1,291,000 Shares 100,000 Est. Cost $12910.00 Unrealized
SIL Global X Silver Miners ETF 0.2%
Value ($000) $1,277,360 Shares 28,000 Est. Cost $39016.43 Unrealized
DG Dollar General Corp 0.2%
Value ($000) $1,217,652 Shares 5,800 Est. Cost $169.90 Unrealized +16.6%
PICK iShares MSCI Global Metals & Mining Producers ETF 0.2%
Value ($000) $1,216,050 Shares 33,000 Est. Cost $28855.03 Unrealized
GOOGL Alphabet Inc 0.2%
Value ($000) $1,121,690 Shares 640 Est. Cost $83.49 Unrealized 0.0%
SCHC Schwab International Small-Cap Equity ETF 0.2%
Value ($000) $1,091,850 Shares 29,000 Est. Cost $37650.00 Unrealized
SVB Financial Group 0.2%
Value ($000) $1,085,924 Shares 2,800 Est. Cost $387830.00 Unrealized
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF 0.2%
Value ($000) $1,081,744 Shares 13,600 Est. Cost $79540.00 Unrealized
IBUY Amplify Online Retail ETF 0.2%
Value ($000) $1,079,181 Shares 9,440 Est. Cost $114320.02 Unrealized
RDVY First Trust Rising Dividend Achievers ETF 0.2%
Value ($000) $1,058,410 Shares 26,500 Est. Cost $32727.99 Unrealized
XLB Materials Select Sector SPDR Fund 0.2%
Value ($000) $1,049,655 Shares 14,500 Est. Cost $65450.34 Unrealized
MOO VanEck Vectors Agribusiness ETF 0.2%
Value ($000) $1,043,726 Shares 13,400 Est. Cost $77890.00 Unrealized
Social Capital Hedosophia Holdings Corp IV 0.2%
Value ($000) $1,024,100 Shares 70,000 Est. Cost $14630.00 Unrealized
VCR Vanguard Consumer Discretionary ETF 0.2%
Value ($000) $990,648 Shares 3,600 Est. Cost $225666.55 Unrealized
CHIQ Global X MSCI China Consumer Discretionary ETF 0.2%
Value ($000) $989,124 Shares 27,800 Est. Cost $6028.82 Unrealized
XSD SPDR S&P Semiconductor ETF 0.2%
Value ($000) $973,446 Shares 5,700 Est. Cost $11844.57 Unrealized
PKB Invesco Dynamic Building & Construction ETF 0.2%
Value ($000) $971,376 Shares 23,600 Est. Cost $41160.00 Unrealized
PIE Invesco DWA Emerging Markets Markets Momentum ETF 0.2%
Value ($000) $967,401 Shares 42,300 Est. Cost $10986.12 Unrealized
RSPT Invesco S&P 500 Equal Weight Technology ETF 0.2%
Value ($000) $963,490 Shares 3,800 Est. Cost $253550.00 Unrealized
KBE SPDR S&P Bank ETF 0.2%
Value ($000) $957,678 Shares 22,900 Est. Cost $41820.00 Unrealized
ASHR Xtrackers Harvest CSI 300 China A-Shares ETF 0.2%
Value ($000) $957,434 Shares 23,900 Est. Cost $40060.00 Unrealized
GCC WisdomTree Enhanced Commodity Strategy Fund 0.2%
Value ($000) $941,070 Shares 49,400 Est. Cost $19050.00 Unrealized
EWJ iShares MSCI Japan ETF 0.2%
Value ($000) $898,548 Shares 13,300 Est. Cost $59070.00 Unrealized
KRE SPDR S&P Regional Banking ETF 0.2%
Value ($000) $893,540 Shares 17,200 Est. Cost $51950.00 Unrealized
Crescent Point Energy Corp 0.2%
Value ($000) $892,782 Shares 300,600 Est. Cost $2970.00 Unrealized
SPGP Invesco S&P 500 GARP ETF 0.2%
Value ($000) $857,395 Shares 11,900 Est. Cost $72050.00 Unrealized
IWV iShares Russell 3000 ETF 0.2%
Value ($000) $849,490 Shares 3,800 Est. Cost $223550.00 Unrealized
XT iShares Exponential Technologies ETF 0.2%
Value ($000) $841,428 Shares 14,700 Est. Cost $4342.35 Unrealized
XBI SPDR S&P Biotech ETF 0.2%
Value ($000) $830,602 Shares 5,900 Est. Cost $84642.21 Unrealized
ROBO ROBO Global Robotics and Automation Index ETF 0.2%
Value ($000) $822,015 Shares 13,500 Est. Cost $43490.00 Unrealized
PSLV Sprott Physical Silver Trust 0.2%
Value ($000) $817,250 Shares 87,500 Est. Cost $9340.00 Unrealized
KWEB KraneShares CSI China Internet ETF 0.2%
Value ($000) $813,974 Shares 10,600 Est. Cost $33762.04 Unrealized
EWW iShares MSCI Mexico ETF 0.2%
Value ($000) $812,511 Shares 18,900 Est. Cost $42990.00 Unrealized
CQQQ Invesco China Technology ETF 0.1%
Value ($000) $773,902 Shares 9,400 Est. Cost $82330.00 Unrealized
Kansas City Southern 0.1%
Value ($000) $694,042 Shares 3,400 Est. Cost $2043.67 Unrealized
CCS Century Communities Inc 0.1%
Value ($000) $692,381 Shares 15,815 Est. Cost $41.29 Unrealized 0.0%
LULU Lululemon Athletica Inc 0.1%
Value ($000) $661,257 Shares 1,900 Est. Cost $255.73 Unrealized +35.8%
IYT iShares Transportation Average ETF 0.1%
Value ($000) $639,566 Shares 2,900 Est. Cost $198930.00 Unrealized
DraftKings Inc 0.1%
Value ($000) $631,354 Shares 13,560 Est. Cost $58840.00 Unrealized
XOP SPDR S&P Oil & Gas Exploration & Production ETF 0.1%
Value ($000) $625,950 Shares 10,700 Est. Cost $58500.00 Unrealized
JETS US Global Jets ETF 0.1%
Value ($000) $604,260 Shares 27,000 Est. Cost $22380.00 Unrealized
CMCSA Comcast Corp 0.1%
Value ($000) $596,726 Shares 11,440 Est. Cost $41.66 Unrealized 0.0%
NKE NIKE Inc 0.1%
Value ($000) $594,174 Shares 4,200 Est. Cost $85.46 Unrealized +44.2%
TAN Invesco Solar ETF 0.1%
Value ($000) $585,732 Shares 5,700 Est. Cost $24.23 Unrealized
PHO Invesco Water Resources ETF 0.1%
Value ($000) $580,625 Shares 12,500 Est. Cost $3247.76 Unrealized
CIBR First Trust NASDAQ Cybersecurity ETF 0.1%
Value ($000) $566,955 Shares 12,775 Est. Cost $26282.03 Unrealized
CMG Chipotle Mexican Grill Inc 0.1%
Value ($000) $554,684 Shares 400 Est. Cost $25.70 Unrealized +2.1%
UNH UnitedHealth Group Inc 0.1%
Value ($000) $526,020 Shares 1,500 Est. Cost $308.19 Unrealized 0.0%
TXN Texas Instruments Inc 0.1%
Value ($000) $505,736 Shares 3,100 Est. Cost $134.60 Unrealized 0.0%
XPO XPO Logistics Inc 0.1%
Value ($000) $500,640 Shares 4,200 Est. Cost $36.23 Unrealized 0.0%
SLB Schlumberger NV 0.1%
Value ($000) $486,809 Shares 22,300 Est. Cost $16.89 Unrealized 0.0%
PFE Pfizer Inc 0.1%
Value ($000) $480,663 Shares 13,200 Est. Cost $28.63 Unrealized 0.0%
BKR Baker Hughes Co 0.1%
Value ($000) $479,776 Shares 23,200 Est. Cost $15.41 Unrealized 0.0%
EWT iShares MSCI Taiwan ETF 0.1%
Value ($000) $472,412 Shares 8,900 Est. Cost $44900.00 Unrealized
IWM iShares Russell 2000 ETF 0.1%
Value ($000) $450,938 Shares 2,300 Est. Cost $196060.00 Unrealized
ARKK ARK Innovation ETF 0.1%
Value ($000) $446,297 Shares 3,585 Est. Cost $55332.72 Unrealized
Aptiv PLC 0.1%
Value ($000) $440,380 Shares 3,380 Est. Cost $130289.94 Unrealized
CLVT Clarivate PLC 0.1%
Value ($000) $418,911 Shares 14,100 Est. Cost $27.06 Unrealized +9.2%
FXN First Trust Energy AlphaDEX Fund 0.1%
Value ($000) $351,870 Shares 44,400 Est. Cost $7925.00 Unrealized
EEM iShares MSCI Emerging Markets ETF 0.1%
Value ($000) $289,094 Shares 5,595 Est. Cost $51670.06 Unrealized
Apollo Strategic Growth Capital 0.1%
Value ($000) $273,250 Shares 25,000 Est. Cost $10930.00 Unrealized
SLF Sun Life Financial Inc 0.0%
Value ($000) $260,360 Shares 4,600 Est. Cost $38.32 Unrealized +13.0%
Frazier Lifesciences Acquisition Corp 0.0%
Value ($000) $259,500 Shares 25,000 Est. Cost $10380.00 Unrealized
SE Sea Ltd 0.0%
Value ($000) $258,765 Shares 1,300 Est. Cost $51155.95 Unrealized
HAL Halliburton Co 0.0%
Value ($000) $254,394 Shares 13,460 Est. Cost $14.16 Unrealized 0.0%
EWY iShares MSCI South Korea ETF 0.0%
Value ($000) $232,335 Shares 2,700 Est. Cost $86050.00 Unrealized
ETFMG Prime Cyber Security ETF 0.0%
Value ($000) $210,670 Shares 3,660 Est. Cost $57560.11 Unrealized
ESGV Vanguard ESG US Stock ETF 0.0%
Value ($000) $210,510 Shares 3,000 Est. Cost $46713.85 Unrealized
MKC McCormick & Co Inc/MD 0.0%
Value ($000) $191,200 Shares 2,000 Est. Cost $87.66 Unrealized -3.2%
MedTech Acquisition Corp/NY 0.0%
Value ($000) $178,500 Shares 17,000 Est. Cost $10500.00 Unrealized
PROF Profound Medical Corp 0.0%
Value ($000) $117,855 Shares 4,500 Est. Cost $12.62 Unrealized +45.7%
FirstMark Horizon Acquisition Corp 0.0%
Value ($000) $114,000 Shares 10,000 Est. Cost $11400.00 Unrealized