BAROMETER CAPITAL MANAGEMENT INC. Quant / Systematic

CIK: 0001536890 · Show all filings

Period: Q1 2021 (← Previous) (Next →)

Filing Date: May 10, 2021

Total Value ($000): $602,931,478 (100.0% shares, 0.0% debt)

Holdings (161)

BMO Bank of Montreal 3.9%
Value ($000) $23,516,897 Shares 211,850 Est. Cost $50.04 Unrealized +33.5%
CM Canadian Imperial Bank of Commerce 3.6%
Value ($000) $21,498,066 Shares 174,710 Est. Cost $30.98 Unrealized +20.3%
SLF Sun Life Financial Inc 3.4%
Value ($000) $20,387,345 Shares 321,010 Est. Cost $48.81 Unrealized +0.3%
RY Royal Bank of Canada 3.3%
Value ($000) $19,855,863 Shares 172,965 Est. Cost $76.68 Unrealized +13.5%
TD Toronto-Dominion Bank/The 3.1%
Value ($000) $18,555,489 Shares 228,555 Est. Cost $53.45 Unrealized +14.2%
CNQ Canadian Natural Resources Ltd 3.0%
Value ($000) $17,966,183 Shares 462,450 Est. Cost $8.64 Unrealized +25.0%
MFC Manulife Financial Corp 2.8%
Value ($000) $16,957,541 Shares 627,360 Est. Cost $19.92 Unrealized 0.0%
Canadian Pacific Railway Ltd 2.5%
Value ($000) $14,883,840 Shares 31,008 Est. Cost $260211.03 Unrealized
NTR Nutrien Ltd 2.3%
Value ($000) $14,105,295 Shares 208,350 Est. Cost $39.57 Unrealized +18.3%
MGA Magna International Inc 2.3%
Value ($000) $14,025,370 Shares 126,720 Est. Cost $40.69 Unrealized +70.3%
GM General Motors Co 2.2%
Value ($000) $13,023,366 Shares 226,651 Est. Cost $37.71 Unrealized +35.9%
DE Deere & Co 2.1%
Value ($000) $12,962,080 Shares 34,645 Est. Cost $179.78 Unrealized +71.0%
Brookfield Asset Management Inc 2.0%
Value ($000) $12,211,076 Shares 218,445 Est. Cost $55900.00 Unrealized
F Ford Motor Co 2.0%
Value ($000) $12,039,545 Shares 982,820 Est. Cost $7.49 Unrealized +15.9%
SU Suncor Energy Inc 1.9%
Value ($000) $11,459,893 Shares 436,235 Est. Cost $16.19 Unrealized 0.0%
AMAT Applied Materials Inc 1.9%
Value ($000) $11,329,280 Shares 84,800 Est. Cost $71.64 Unrealized +47.6%
MSFT Microsoft Corp 1.9%
Value ($000) $11,185,400 Shares 47,442 Est. Cost $138.88 Unrealized +60.5%
ENB Enbridge Inc 1.8%
Value ($000) $11,047,126 Shares 241,309 Est. Cost $22.53 Unrealized +13.4%
JPM JPMorgan Chase & Co 1.8%
Value ($000) $10,748,074 Shares 71,020 Est. Cost $109.46 Unrealized +16.2%
FTS Fortis Inc/Canada 1.7%
Value ($000) $10,323,620 Shares 189,320 Est. Cost $33.27 Unrealized +2.1%
ALLY Ally Financial Inc 1.7%
Value ($000) $10,144,855 Shares 225,240 Est. Cost $31.90 Unrealized +11.4%
FRCB First Republic Bank/CA 1.7%
Value ($000) $10,079,509 Shares 60,520 Est. Cost $138.91 Unrealized +15.1%
MS Morgan Stanley 1.6%
Value ($000) $9,855,126 Shares 127,440 Est. Cost $53.21 Unrealized +23.3%
BAC Bank of America Corp 1.6%
Value ($000) $9,639,227 Shares 249,140 Est. Cost $30.64 Unrealized 0.0%
SVB Financial Group 1.5%
Value ($000) $9,012,257 Shares 18,256 Est. Cost $477428.40 Unrealized
DOO BRP Inc 1.5%
Value ($000) $8,892,228 Shares 81,700 Est. Cost $44.03 Unrealized +59.5%
TFII TFI International Inc 1.5%
Value ($000) $8,869,401 Shares 94,155 Est. Cost $51.86 Unrealized +31.0%
iPath Series B S&P 500 VIX Short-Term Futures ETN 1.4%
Value ($000) $8,654,880 Shares 189,800 Est. Cost $45600.00 Unrealized
MA Mastercard Inc 1.3%
Value ($000) $7,753,402 Shares 21,802 Est. Cost $339.57 Unrealized 0.0%
SCHW Charles Schwab Corp/The 1.2%
Value ($000) $7,052,476 Shares 108,200 Est. Cost $56.91 Unrealized 0.0%
EQH Equitable Holdings Inc 1.1%
Value ($000) $6,803,227 Shares 208,560 Est. Cost $20.96 Unrealized +21.8%
CMCSA Comcast Corp 1.1%
Value ($000) $6,790,534 Shares 126,070 Est. Cost $45.74 Unrealized +0.9%
DOW Dow Inc 1.1%
Value ($000) $6,650,080 Shares 104,005 Est. Cost $38.34 Unrealized +19.5%
CAT Caterpillar Inc 1.1%
Value ($000) $6,370,814 Shares 27,600 Est. Cost $153.98 Unrealized +22.8%
DIS Walt Disney Co/The 1.1%
Value ($000) $6,369,630 Shares 34,520 Est. Cost $151.62 Unrealized +18.8%
XPO XPO Logistics Inc 1.0%
Value ($000) $5,833,323 Shares 47,310 Est. Cost $41.02 Unrealized +1.1%
UNP Union Pacific Corp 0.9%
Value ($000) $5,223,717 Shares 23,700 Est. Cost $188.09 Unrealized 0.0%
FISV Fiserv Inc 0.8%
Value ($000) $5,059,200 Shares 42,500 Est. Cost $114.76 Unrealized 0.0%
Granite Real Estate Investment Trust 0.8%
Value ($000) $4,989,797 Shares 65,500 Est. Cost $76180.11 Unrealized
KRE SPDR S&P Regional Banking ETF 0.8%
Value ($000) $4,942,993 Shares 74,510 Est. Cost $63018.19 Unrealized
Crescent Point Energy Corp 0.8%
Value ($000) $4,872,152 Shares 929,800 Est. Cost $4506.12 Unrealized
PBA Pembina Pipeline Corp 0.8%
Value ($000) $4,573,363 Shares 126,700 Est. Cost $17.65 Unrealized +22.2%
BCE BCE Inc 0.7%
Value ($000) $4,362,537 Shares 76,900 Est. Cost $30.60 Unrealized +2.8%
CNI Canadian National Railway Co 0.7%
Value ($000) $4,346,032 Shares 29,800 Est. Cost $89.25 Unrealized +13.2%
GIB CGI Inc 0.7%
Value ($000) $4,103,456 Shares 39,200 Est. Cost $78.72 Unrealized 0.0%
MU Micron Technology Inc 0.7%
Value ($000) $3,987,092 Shares 45,200 Est. Cost $58.84 Unrealized +40.7%
NEE NextEra Energy Inc 0.7%
Value ($000) $3,924,915 Shares 51,910 Est. Cost $59.15 Unrealized +16.3%
RF Regions Financial Corp 0.6%
Value ($000) $3,828,298 Shares 185,300 Est. Cost $12.46 Unrealized +28.7%
General Electric Co 0.6%
Value ($000) $3,788,005 Shares 288,500 Est. Cost $10800.00 Unrealized
GOOGL Alphabet Inc 0.6%
Value ($000) $3,722,849 Shares 1,805 Est. Cost $92.83 Unrealized +5.5%
AQN Algonquin Power & Utilities Corp 0.6%
Value ($000) $3,677,377 Shares 184,700 Est. Cost $11.00 Unrealized +15.8%
FDX FedEx Corp 0.6%
Value ($000) $3,578,904 Shares 12,600 Est. Cost $234.19 Unrealized 0.0%
TU TELUS Corp 0.6%
Value ($000) $3,578,216 Shares 142,900 Est. Cost $18.64 Unrealized +11.4%
FCX Freeport-McMoRan Inc 0.5%
Value ($000) $3,288,966 Shares 100,100 Est. Cost $13.50 Unrealized +124.8%
SPG Simon Property Group Inc 0.5%
Value ($000) $3,281,800 Shares 29,170 Est. Cost $79.96 Unrealized 0.0%
C Citigroup Inc 0.5%
Value ($000) $3,051,734 Shares 42,240 Est. Cost $46.83 Unrealized +20.0%
SLB Schlumberger NV 0.5%
Value ($000) $3,042,289 Shares 111,890 Est. Cost $22.35 Unrealized +6.1%
ABT Abbott Laboratories 0.5%
Value ($000) $2,983,846 Shares 24,990 Est. Cost $108.63 Unrealized 0.0%
WFG West Fraser Timber Co Ltd 0.5%
Value ($000) $2,965,448 Shares 32,800 Est. Cost $65.90 Unrealized 0.0%
SPY SPDR S&P 500 ETF Trust 0.5%
Value ($000) $2,813,943 Shares 7,100 Est. Cost $396330.00 Unrealized
QQQ Invesco QQQ Trust Series 1 0.5%
Value ($000) $2,808,344 Shares 8,800 Est. Cost $319130.00 Unrealized
Lam Research Corp 0.5%
Value ($000) $2,797,628 Shares 4,700 Est. Cost $472270.00 Unrealized
EWY iShares MSCI South Korea ETF 0.5%
Value ($000) $2,762,760 Shares 30,800 Est. Cost $89380.03 Unrealized
PPG PPG Industries Inc 0.4%
Value ($000) $2,112,307 Shares 14,100 Est. Cost $125.98 Unrealized +3.3%
CCS Century Communities Inc 0.3%
Value ($000) $1,905,207 Shares 31,585 Est. Cost $46.13 Unrealized +10.5%
TAC TransAlta Corp 0.3%
Value ($000) $1,865,920 Shares 156,800 Est. Cost $8.86 Unrealized 0.0%
STN Stantec Inc 0.3%
Value ($000) $1,780,780 Shares 33,100 Est. Cost $53800.00 Unrealized
PIE Invesco DWA Emerging Markets Markets Momentum ETF 0.3%
Value ($000) $1,613,472 Shares 67,200 Est. Cost $15811.93 Unrealized
XLF Financial Select Sector SPDR Fund 0.3%
Value ($000) $1,611,246 Shares 47,320 Est. Cost $34050.00 Unrealized
MedTech Acquisition Corp/NY 0.2%
Value ($000) $1,497,450 Shares 149,000 Est. Cost $10101.34 Unrealized
CROX Crocs Inc 0.2%
Value ($000) $1,494,359 Shares 18,575 Est. Cost $57.09 Unrealized +33.5%
SHW Sherwin-Williams Co/The 0.2%
Value ($000) $1,450,188 Shares 5,895 Est. Cost $208.25 Unrealized +9.5%
IGV iShares Expanded Tech-Software Sector ETF 0.2%
Value ($000) $1,389,579 Shares 4,070 Est. Cost $341419.90 Unrealized
SCHC Schwab International Small-Cap Equity ETF 0.2%
Value ($000) $1,375,758 Shares 34,900 Est. Cost $37949.23 Unrealized
XLC Communication Services Select Sector SPDR Fund 0.2%
Value ($000) $1,327,092 Shares 18,100 Est. Cost $73320.00 Unrealized
Hess Corp 0.2%
Value ($000) $1,323,212 Shares 18,700 Est. Cost $70760.00 Unrealized
CHIQ Global X MSCI China Consumer Discretionary ETF 0.2%
Value ($000) $1,305,720 Shares 39,000 Est. Cost $13912.23 Unrealized
ITB iShares U.S. Home Construction ETF 0.2%
Value ($000) $1,235,143 Shares 18,200 Est. Cost $67865.00 Unrealized
AXP American Express Co 0.2%
Value ($000) $1,206,483 Shares 8,530 Est. Cost $124.36 Unrealized 0.0%
XLI Industrial Select Sector SPDR Fund 0.2%
Value ($000) $1,191,245 Shares 12,100 Est. Cost $88550.00 Unrealized
Music Acquisition Corp/The 0.2%
Value ($000) $1,191,113 Shares 119,350 Est. Cost $9980.00 Unrealized
PSLV Sprott Physical Silver Trust 0.2%
Value ($000) $1,154,570 Shares 131,500 Est. Cost $9152.62 Unrealized
EWT iShares MSCI Taiwan ETF 0.2%
Value ($000) $1,151,232 Shares 19,200 Est. Cost $52979.06 Unrealized
URA Global X Uranium ETF 0.2%
Value ($000) $1,135,449 Shares 60,300 Est. Cost $18830.00 Unrealized
Social Capital Hedosophia Holdings Corp VI 0.2%
Value ($000) $1,128,000 Shares 100,000 Est. Cost $12910.00 Unrealized
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF 0.2%
Value ($000) $1,124,352 Shares 12,200 Est. Cost $79540.00 Unrealized
Kansas City Southern 0.2%
Value ($000) $1,121,660 Shares 4,250 Est. Cost $54418.93 Unrealized
ETFMG Prime Junior Silver Miners ETF 0.2%
Value ($000) $1,093,794 Shares 75,800 Est. Cost $14430.00 Unrealized
MOO VanEck Vectors Agribusiness ETF 0.2%
Value ($000) $1,043,749 Shares 11,900 Est. Cost $77890.00 Unrealized
Noble Rock Acquisition Corp 0.2%
Value ($000) $989,000 Shares 100,000 Est. Cost $9890.00 Unrealized
FXN First Trust Energy AlphaDEX Fund 0.2%
Value ($000) $988,724 Shares 97,700 Est. Cost $9122.48 Unrealized
XOM Exxon Mobil Corp 0.2%
Value ($000) $947,993 Shares 16,980 Est. Cost $43.31 Unrealized 0.0%
ASHR Xtrackers Harvest CSI 300 China A-Shares ETF 0.2%
Value ($000) $946,190 Shares 24,500 Est. Cost $40024.73 Unrealized
PKB Invesco Dynamic Building & Construction ETF 0.2%
Value ($000) $937,810 Shares 19,100 Est. Cost $41160.00 Unrealized
HAL Halliburton Co 0.1%
Value ($000) $868,272 Shares 40,460 Est. Cost $17.48 Unrealized +9.5%
KBE SPDR S&P Bank ETF 0.1%
Value ($000) $866,396 Shares 16,700 Est. Cost $41820.00 Unrealized
INTC Intel Corp 0.1%
Value ($000) $852,358 Shares 13,400 Est. Cost $54.09 Unrealized 0.0%
Social Capital Hedosophia Holdings Corp IV 0.1%
Value ($000) $808,500 Shares 70,000 Est. Cost $14630.00 Unrealized
TXN Texas Instruments Inc 0.1%
Value ($000) $808,196 Shares 4,300 Est. Cost $139.28 Unrealized +8.7%
ETFMG Alternative Harvest ETF 0.1%
Value ($000) $803,790 Shares 35,100 Est. Cost $22900.00 Unrealized
FPXI First Trust International Equi 0.1%
Value ($000) $797,995 Shares 12,100 Est. Cost $65950.00 Unrealized
VCR Vanguard Consumer Discretionary ETF 0.1%
Value ($000) $797,526 Shares 2,700 Est. Cost $225666.55 Unrealized
Kensington Capital Acquisition Corp II 0.1%
Value ($000) $777,708 Shares 75,800 Est. Cost $10260.00 Unrealized
GDX VanEck Vectors Gold Miners ETF 0.1%
Value ($000) $776,750 Shares 23,900 Est. Cost $12964.85 Unrealized
JWSUF Jaws Mustang Acquisition Corp 0.1%
Value ($000) $761,250 Shares 75,000 Est. Cost $10150.00 Unrealized
GDXJ VanEck Vectors Junior Gold Miners ETF 0.1%
Value ($000) $760,669 Shares 16,900 Est. Cost $20838.71 Unrealized
Aptiv PLC 0.1%
Value ($000) $755,692 Shares 5,480 Est. Cost $133206.20 Unrealized
GRID First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund 0.1%
Value ($000) $733,550 Shares 8,500 Est. Cost $86300.00 Unrealized
SYK Stryker Corp 0.1%
Value ($000) $728,304 Shares 2,990 Est. Cost $227.77 Unrealized 0.0%
RWL Invesco S&P 500 Revenue ETF 0.1%
Value ($000) $709,104 Shares 10,200 Est. Cost $69520.00 Unrealized
Decarbonization Plus Acquisition Corp II 0.1%
Value ($000) $704,200 Shares 70,000 Est. Cost $10060.00 Unrealized
Spartan Acquisition Corp III 0.1%
Value ($000) $702,100 Shares 70,000 Est. Cost $10030.00 Unrealized
Rotor Acquisition Corp 0.1%
Value ($000) $700,700 Shares 70,000 Est. Cost $10010.00 Unrealized
KWEB KraneShares CSI China Internet ETF 0.1%
Value ($000) $694,785 Shares 9,100 Est. Cost $33762.04 Unrealized
GCC WisdomTree Enhanced Commodity Strategy Fund 0.1%
Value ($000) $678,028 Shares 33,800 Est. Cost $19050.00 Unrealized
INDY iShares India 50 ETF 0.1%
Value ($000) $655,102 Shares 14,600 Est. Cost $44870.00 Unrealized
EL Estee Lauder Cos Inc/The 0.1%
Value ($000) $648,596 Shares 2,230 Est. Cost $255.03 Unrealized 0.0%
DJP iPath Bloomberg Commodity Index Total Return ETN 0.1%
Value ($000) $648,284 Shares 27,400 Est. Cost $23660.00 Unrealized
SIL Global X Silver Miners ETF 0.1%
Value ($000) $638,400 Shares 16,000 Est. Cost $39016.43 Unrealized
XLB Materials Select Sector SPDR Fund 0.1%
Value ($000) $598,880 Shares 7,600 Est. Cost $65450.34 Unrealized
PHO Invesco Water Resources ETF 0.1%
Value ($000) $574,769 Shares 11,635 Est. Cost $3247.76 Unrealized
GNRC Generac Holdings Inc 0.1%
Value ($000) $556,665 Shares 1,700 Est. Cost $215.21 Unrealized +36.9%
DXJ WisdomTree Japan Hedged Equity Fund 0.1%
Value ($000) $552,060 Shares 9,000 Est. Cost $61340.00 Unrealized
CIBR First Trust NASDAQ Cybersecurity ETF 0.1%
Value ($000) $534,251 Shares 12,775 Est. Cost $26282.03 Unrealized
CNH CNH Industrial NV 0.1%
Value ($000) $529,232 Shares 34,120 Est. Cost $11.22 Unrealized 0.0%
DraftKings Inc 0.1%
Value ($000) $527,438 Shares 8,600 Est. Cost $58840.00 Unrealized
APA APA Corp 0.1%
Value ($000) $520,840 Shares 29,140 Est. Cost $16.01 Unrealized 0.0%
ELEMENTS Linked to the Rogers International Commodity Index - Total Return 0.1%
Value ($000) $516,060 Shares 94,000 Est. Cost $5490.00 Unrealized
Austerlitz Acquisition Corp I 0.1%
Value ($000) $502,000 Shares 50,000 Est. Cost $10040.00 Unrealized
Austerlitz Acquisition Corp II 0.1%
Value ($000) $501,500 Shares 50,000 Est. Cost $10030.00 Unrealized
Science Strategic Acquisition Corp Alpha 0.1%
Value ($000) $497,000 Shares 50,000 Est. Cost $9940.00 Unrealized
XBI SPDR S&P Biotech ETF 0.1%
Value ($000) $478,845 Shares 3,530 Est. Cost $84642.21 Unrealized
SOXX iShares PHLX Semiconductor ETF 0.1%
Value ($000) $453,669 Shares 1,070 Est. Cost $423989.72 Unrealized
TZP Strategies Acquisition Corp 0.1%
Value ($000) $442,224 Shares 44,400 Est. Cost $9960.00 Unrealized
EMQQ Emerging Markets Internet and Ecommerce ETF 0.1%
Value ($000) $434,588 Shares 6,800 Est. Cost $63910.00 Unrealized
Northern Genesis Acquisition Corp II 0.1%
Value ($000) $430,080 Shares 42,000 Est. Cost $10240.00 Unrealized
CQQQ Invesco China Technology ETF 0.1%
Value ($000) $423,540 Shares 5,200 Est. Cost $82330.00 Unrealized
Star Peak Corp II 0.1%
Value ($000) $418,600 Shares 40,000 Est. Cost $10465.00 Unrealized
SDGR Schrodinger Inc/United States 0.1%
Value ($000) $407,389 Shares 5,340 Est. Cost $62.88 Unrealized +43.0%
IBUY Amplify Online Retail ETF 0.1%
Value ($000) $352,671 Shares 2,840 Est. Cost $114320.02 Unrealized
Primavera Capital Acquisition Corp 0.1%
Value ($000) $336,200 Shares 32,800 Est. Cost $10250.00 Unrealized
TSLA Tesla Inc 0.1%
Value ($000) $333,965 Shares 500 Est. Cost $251.06 Unrealized 0.0%
ViacomCBS Inc 0.1%
Value ($000) $331,936 Shares 7,360 Est. Cost $45100.00 Unrealized
RDVY First Trust Rising Dividend Achievers ETF 0.1%
Value ($000) $317,520 Shares 6,980 Est. Cost $32727.99 Unrealized
Marquee Raine Acquisition Corp 0.1%
Value ($000) $304,500 Shares 30,000 Est. Cost $10150.00 Unrealized
XT iShares Exponential Technologies ETF 0.1%
Value ($000) $303,799 Shares 5,130 Est. Cost $4342.35 Unrealized
EEM iShares MSCI Emerging Markets ETF 0.0%
Value ($000) $296,837 Shares 5,565 Est. Cost $51670.06 Unrealized
CARZ First Trust NASDAQ Global Auto Index Fund 0.0%
Value ($000) $266,920 Shares 4,630 Est. Cost $57650.11 Unrealized
Apollo Strategic Growth Capital 0.0%
Value ($000) $257,500 Shares 25,000 Est. Cost $10930.00 Unrealized
Frazier Lifesciences Acquisition Corp 0.0%
Value ($000) $254,000 Shares 25,000 Est. Cost $10380.00 Unrealized
Arctos NorthStar Acquisition Corp 0.0%
Value ($000) $249,750 Shares 25,000 Est. Cost $9990.00 Unrealized
ESGV Vanguard ESG US Stock ETF 0.0%
Value ($000) $221,250 Shares 3,000 Est. Cost $46713.85 Unrealized
ETFMG Prime Cyber Security ETF 0.0%
Value ($000) $200,934 Shares 3,660 Est. Cost $57560.11 Unrealized
VOOV Vanguard S&P 500 Value ETF 0.0%
Value ($000) $115,913 Shares 848 Est. Cost $136689.86 Unrealized
FirstMark Horizon Acquisition Corp 0.0%
Value ($000) $105,200 Shares 10,000 Est. Cost $11400.00 Unrealized
BLDP Ballard Power Systems Inc 0.0%
Value ($000) $79,690 Shares 2,600 Est. Cost $18.42 Unrealized +62.3%
SKYY First Trust Cloud Computing ETF 0.0%
Value ($000) $62,244 Shares 650 Est. Cost $95760.00 Unrealized
Gores Holdings VII Inc 0.0%
Value ($000) $49,800 Shares 5,000 Est. Cost $9960.00 Unrealized
IVAN/U Ivanhoe Capital Acquisition Corp 0.0%
Value ($000) $44,633 Shares 4,300 Est. Cost $10379.77 Unrealized
ACWI iShares MSCI ACWI ETF 0.0%
Value ($000) $12,845 Shares 135 Est. Cost $95148.15 Unrealized
Liberty Media Acquisition Corp 0.0%
Value ($000) $10,710 Shares 1,000 Est. Cost $10710.00 Unrealized