BAROMETER CAPITAL MANAGEMENT INC. Quant / Systematic

CIK: 0001536890 · Show all filings

Period: Q2 2021 (← Previous) (Next →)

Filing Date: Aug 13, 2021

Total Value ($000): $522,793,361 (100.0% shares, 0.0% debt)

Holdings (129)

BMO Bank of Montreal 4.5%
Value ($000) $23,569,380 Shares 187,070 Est. Cost $50.04 Unrealized +63.1%
RY Royal Bank of Canada 4.3%
Value ($000) $22,739,369 Shares 182,625 Est. Cost $77.87 Unrealized +27.3%
CM Canadian Imperial Bank of Commerce 3.8%
Value ($000) $20,048,627 Shares 142,078 Est. Cost $30.98 Unrealized +44.4%
Brookfield Asset Management Inc 3.5%
Value ($000) $18,468,926 Shares 292,045 Est. Cost $57749.80 Unrealized
TD Toronto-Dominion Bank/The 3.0%
Value ($000) $15,678,548 Shares 182,138 Est. Cost $53.45 Unrealized +30.9%
MSFT Microsoft Corp 2.9%
Value ($000) $15,153,062 Shares 55,936 Est. Cost $154.95 Unrealized +57.9%
CVE Cenovus Energy Inc 2.8%
Value ($000) $14,607,962 Shares 1,231,700 Est. Cost $7.67 Unrealized 0.0%
CI Financial Corp 2.6%
Value ($000) $13,453,440 Shares 591,360 Est. Cost $22750.00 Unrealized
CNQ Canadian Natural Resources Ltd 2.4%
Value ($000) $12,747,015 Shares 283,267 Est. Cost $8.64 Unrealized +53.9%
Thomson Reuters Corp 2.4%
Value ($000) $12,364,715 Shares 100,420 Est. Cost $123130.01 Unrealized
BNS Bank of Nova Scotia/The 2.1%
Value ($000) $11,137,471 Shares 139,700 Est. Cost $50.54 Unrealized 0.0%
ENB Enbridge Inc 2.0%
Value ($000) $10,424,108 Shares 213,537 Est. Cost $22.53 Unrealized +27.1%
MS Morgan Stanley 2.0%
Value ($000) $10,320,518 Shares 113,385 Est. Cost $53.21 Unrealized +38.5%
TGT Target Corp 1.9%
Value ($000) $9,712,146 Shares 40,176 Est. Cost $191.53 Unrealized 0.0%
TFII TFI International Inc 1.8%
Value ($000) $9,661,889 Shares 85,375 Est. Cost $51.86 Unrealized +67.9%
IMO Imperial Oil Ltd 1.8%
Value ($000) $9,490,336 Shares 251,200 Est. Cost $26.74 Unrealized 0.0%
SVB Financial Group 1.8%
Value ($000) $9,469,326 Shares 17,018 Est. Cost $477428.40 Unrealized
PBA Pembina Pipeline Corp 1.8%
Value ($000) $9,360,723 Shares 238,900 Est. Cost $20.99 Unrealized +18.0%
BAC Bank of America Corp 1.7%
Value ($000) $9,060,622 Shares 219,758 Est. Cost $30.64 Unrealized +19.3%
SCHW Charles Schwab Corp/The 1.6%
Value ($000) $8,569,091 Shares 117,975 Est. Cost $57.72 Unrealized +15.4%
Hess Corp 1.6%
Value ($000) $8,297,845 Shares 95,028 Est. Cost $84061.26 Unrealized
MGA Magna International Inc 1.5%
Value ($000) $7,859,794 Shares 68,483 Est. Cost $40.69 Unrealized +101.0%
FTS Fortis Inc/Canada 1.5%
Value ($000) $7,823,090 Shares 142,575 Est. Cost $33.27 Unrealized +13.4%
BCE BCE Inc 1.5%
Value ($000) $7,808,135 Shares 127,730 Est. Cost $32.37 Unrealized +8.3%
SU Suncor Energy Inc 1.5%
Value ($000) $7,703,189 Shares 259,454 Est. Cost $16.19 Unrealized +17.9%
SLB Schlumberger NV 1.4%
Value ($000) $7,405,257 Shares 231,342 Est. Cost $25.15 Unrealized +10.4%
NTR Nutrien Ltd 1.3%
Value ($000) $7,052,829 Shares 93,900 Est. Cost $39.57 Unrealized +29.7%
GIB CGI Inc 1.3%
Value ($000) $6,799,595 Shares 60,500 Est. Cost $82.03 Unrealized +7.4%
TU TELUS Corp 1.2%
Value ($000) $6,438,480 Shares 231,600 Est. Cost $19.81 Unrealized +9.5%
F Ford Motor Co 1.2%
Value ($000) $6,319,601 Shares 425,276 Est. Cost $7.49 Unrealized +34.6%
FRCB First Republic Bank/CA 1.2%
Value ($000) $6,241,433 Shares 33,384 Est. Cost $138.91 Unrealized +30.7%
JPM JPMorgan Chase & Co 1.1%
Value ($000) $5,874,799 Shares 37,988 Est. Cost $109.46 Unrealized +27.7%
EL Estee Lauder Cos Inc/The 1.1%
Value ($000) $5,735,300 Shares 18,031 Est. Cost $279.43 Unrealized +1.2%
XPO XPO Logistics Inc 1.1%
Value ($000) $5,630,761 Shares 69,184 Est. Cost $43.49 Unrealized +12.3%
Granite Real Estate Investment Trust 1.0%
Value ($000) $5,477,231 Shares 66,600 Est. Cost $76280.20 Unrealized
GOOGL Alphabet Inc 1.0%
Value ($000) $4,978,810 Shares 2,039 Est. Cost $95.48 Unrealized +21.4%
Canadian Pacific Railway Ltd 0.9%
Value ($000) $4,860,271 Shares 50,989 Est. Cost $195595.38 Unrealized
ALLY Ally Financial Inc 0.9%
Value ($000) $4,834,093 Shares 97,459 Est. Cost $31.90 Unrealized +37.2%
SHOP Shopify Inc 0.9%
Value ($000) $4,820,421 Shares 2,659 Est. Cost $123.22 Unrealized 0.0%
BX Blackstone Inc 0.9%
Value ($000) $4,654,931 Shares 48,209 Est. Cost $76.25 Unrealized 0.0%
SPGI S&P Global Inc 0.9%
Value ($000) $4,629,876 Shares 11,280 Est. Cost $369.84 Unrealized 0.0%
PDS Precision Drilling Corp 0.9%
Value ($000) $4,463,424 Shares 86,400 Est. Cost $31.07 Unrealized 0.0%
CMCSA Comcast Corp 0.8%
Value ($000) $4,317,815 Shares 76,050 Est. Cost $45.74 Unrealized +7.3%
VYX NCR Corp 0.8%
Value ($000) $4,136,827 Shares 90,700 Est. Cost $27.67 Unrealized 0.0%
CFLT Confluent Inc 0.7%
Value ($000) $3,871,250 Shares 81,500 Est. Cost $48.37 Unrealized 0.0%
FNV Franco-Nevada Corp 0.7%
Value ($000) $3,857,741 Shares 21,445 Est. Cost $138.67 Unrealized 0.0%
SPG Simon Property Group Inc 0.7%
Value ($000) $3,657,095 Shares 28,332 Est. Cost $79.96 Unrealized +20.4%
FCX Freeport-McMoRan Inc 0.6%
Value ($000) $3,397,954 Shares 91,757 Est. Cost $13.50 Unrealized +170.6%
PYPL PayPal Holdings Inc 0.6%
Value ($000) $3,384,083 Shares 11,610 Est. Cost $263.52 Unrealized 0.0%
GM General Motors Co 0.6%
Value ($000) $3,254,350 Shares 55,000 Est. Cost $37.71 Unrealized +50.4%
GS Goldman Sachs Group Inc/The 0.6%
Value ($000) $3,188,052 Shares 8,400 Est. Cost $319.41 Unrealized 0.0%
SLF Sun Life Financial Inc 0.6%
Value ($000) $3,164,040 Shares 49,500 Est. Cost $48.81 Unrealized +8.2%
NEE NextEra Energy Inc 0.6%
Value ($000) $3,149,574 Shares 42,980 Est. Cost $59.15 Unrealized +12.4%
AXP American Express Co 0.5%
Value ($000) $2,845,766 Shares 17,268 Est. Cost $136.26 Unrealized +8.5%
XLF Financial Select Sector SPDR Fund 0.5%
Value ($000) $2,792,843 Shares 76,120 Est. Cost $35048.84 Unrealized
SITM SiTime Corp 0.5%
Value ($000) $2,521,673 Shares 19,920 Est. Cost $102.17 Unrealized 0.0%
META Facebook Inc 0.4%
Value ($000) $2,178,403 Shares 6,265 Est. Cost $318.58 Unrealized 0.0%
Lightspeed Commerce Inc 0.4%
Value ($000) $1,919,375 Shares 18,500 Est. Cost $103750.00 Unrealized
NVDA NVIDIA Corp 0.4%
Value ($000) $1,919,240 Shares 9,595 Est. Cost $15.99 Unrealized 0.0%
CROX Crocs Inc 0.3%
Value ($000) $1,754,209 Shares 15,055 Est. Cost $57.09 Unrealized +72.4%
RIO Rio Tinto PLC 0.3%
Value ($000) $1,752,700 Shares 22,349 Est. Cost $78424.09 Unrealized
ASHR Xtrackers Harvest CSI 300 China A-Shares ETF 0.3%
Value ($000) $1,743,220 Shares 43,000 Est. Cost $40246.42 Unrealized
PIE Invesco DWA Emerging Markets Markets Momentum ETF 0.3%
Value ($000) $1,673,704 Shares 61,200 Est. Cost $15811.93 Unrealized
CCS Century Communities Inc 0.3%
Value ($000) $1,633,224 Shares 24,545 Est. Cost $46.13 Unrealized +43.4%
SYK Stryker Corp 0.3%
Value ($000) $1,541,238 Shares 5,934 Est. Cost $235.59 Unrealized +3.4%
XLI Industrial Select Sector SPDR Fund 0.3%
Value ($000) $1,525,760 Shares 14,900 Est. Cost $91152.69 Unrealized
PSLV Sprott Physical Silver Trust 0.3%
Value ($000) $1,521,920 Shares 164,000 Est. Cost $9177.87 Unrealized
SIL Global X Silver Miners ETF 0.3%
Value ($000) $1,515,850 Shares 35,500 Est. Cost $41039.80 Unrealized
COPX Global X Copper Miners ETF 0.3%
Value ($000) $1,497,145 Shares 40,300 Est. Cost $37150.00 Unrealized
UNP Union Pacific Corp 0.3%
Value ($000) $1,491,785 Shares 6,783 Est. Cost $188.09 Unrealized +6.5%
KBE SPDR S&P Bank ETF 0.3%
Value ($000) $1,483,148 Shares 28,900 Est. Cost $45830.38 Unrealized
EZU iShares MSCI Eurozone ETF 0.3%
Value ($000) $1,450,890 Shares 29,400 Est. Cost $49350.00 Unrealized
CARZ First Trust NASDAQ Global Auto Index Fund 0.3%
Value ($000) $1,435,575 Shares 23,705 Est. Cost $59991.65 Unrealized
KRE SPDR S&P Regional Banking ETF 0.3%
Value ($000) $1,432,158 Shares 21,855 Est. Cost $63018.19 Unrealized
GRID First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund 0.3%
Value ($000) $1,407,672 Shares 15,200 Est. Cost $89081.38 Unrealized
SCHC Schwab International Small-Cap Equity ETF 0.3%
Value ($000) $1,389,440 Shares 33,400 Est. Cost $37949.23 Unrealized
PICK iShares MSCI Global Metals & Mining Producers ETF 0.3%
Value ($000) $1,363,983 Shares 30,200 Est. Cost $45165.00 Unrealized
ETFMG Prime Junior Silver Miners ETF 0.3%
Value ($000) $1,361,920 Shares 89,600 Est. Cost $14548.59 Unrealized
URA Global X Uranium ETF 0.3%
Value ($000) $1,356,800 Shares 64,000 Est. Cost $18967.02 Unrealized
XES SPDR S&P Oil & Gas Equipment & Services ETF 0.3%
Value ($000) $1,344,532 Shares 21,700 Est. Cost $61960.00 Unrealized
GDXJ VanEck Vectors Junior Gold Miners ETF 0.2%
Value ($000) $1,304,325 Shares 27,900 Est. Cost $31054.63 Unrealized
iShares MSCI Frontier and Select EM ETF 0.2%
Value ($000) $1,267,858 Shares 38,200 Est. Cost $33190.00 Unrealized
CHIQ Global X MSCI China Consumer Discretionary ETF 0.2%
Value ($000) $1,259,172 Shares 35,600 Est. Cost $13912.23 Unrealized
MTUM iShares MSCI USA Momentum Factor ETF 0.2%
Value ($000) $1,231,353 Shares 7,100 Est. Cost $173430.00 Unrealized
SHW Sherwin-Williams Co/The 0.2%
Value ($000) $1,198,780 Shares 4,400 Est. Cost $208.25 Unrealized +26.3%
ADBE Adobe Inc 0.2%
Value ($000) $1,117,987 Shares 1,909 Est. Cost $515.47 Unrealized 0.0%
Lam Research Corp 0.2%
Value ($000) $1,106,190 Shares 1,700 Est. Cost $472270.00 Unrealized
INDY iShares India 50 ETF 0.2%
Value ($000) $1,070,346 Shares 22,900 Est. Cost $45547.77 Unrealized
XLK Technology Select Sector SPDR Fund 0.2%
Value ($000) $1,033,620 Shares 7,000 Est. Cost $147660.00 Unrealized
LIT Global X Lithium & Battery Tech ETF 0.2%
Value ($000) $1,021,686 Shares 14,100 Est. Cost $72460.00 Unrealized
OC Owens Corning 0.2%
Value ($000) $1,016,606 Shares 10,413 Est. Cost $99.90 Unrealized 0.0%
XME SPDR S&P Metals & Mining ETF 0.2%
Value ($000) $1,007,604 Shares 23,400 Est. Cost $43060.00 Unrealized
EWY iShares MSCI South Korea ETF 0.2%
Value ($000) $1,006,344 Shares 10,800 Est. Cost $89380.03 Unrealized
ELEMENTS Linked to the Rogers International Commodity Index - Total Return 0.2%
Value ($000) $1,003,300 Shares 158,000 Est. Cost $5838.35 Unrealized
WOOD iShares Global Timber & Forestry ETF 0.2%
Value ($000) $998,315 Shares 11,500 Est. Cost $86810.00 Unrealized
GCC WisdomTree Enhanced Commodity Strategy Fund 0.2%
Value ($000) $932,443 Shares 42,100 Est. Cost $19660.83 Unrealized
KIE SPDR S&P Insurance ETF 0.2%
Value ($000) $924,960 Shares 24,000 Est. Cost $38540.00 Unrealized
FXD First Trust Consumer Discretionary AlphaDEX Fund 0.2%
Value ($000) $922,944 Shares 15,200 Est. Cost $60720.00 Unrealized
UGA United States Gasoline Fund LP 0.2%
Value ($000) $900,086 Shares 25,100 Est. Cost $35860.00 Unrealized
XOP SPDR S&P Oil & Gas Exploration & Production ETF 0.2%
Value ($000) $899,217 Shares 9,300 Est. Cost $96690.00 Unrealized
DJP iPath Bloomberg Commodity Index Total Return ETN 0.2%
Value ($000) $881,280 Shares 32,400 Est. Cost $24206.30 Unrealized
XLB Materials Select Sector SPDR Fund 0.2%
Value ($000) $880,717 Shares 10,700 Est. Cost $70334.91 Unrealized
EQH Equitable Holdings Inc 0.2%
Value ($000) $837,768 Shares 27,664 Est. Cost $20.96 Unrealized +38.6%
AAPL Apple Inc 0.2%
Value ($000) $800,837 Shares 5,856 Est. Cost $126.45 Unrealized 0.0%
EWW iShares MSCI Mexico ETF 0.1%
Value ($000) $777,438 Shares 16,200 Est. Cost $47990.00 Unrealized
FXZ First Trust Materials AlphaDEX Fund 0.1%
Value ($000) $770,366 Shares 13,400 Est. Cost $57490.00 Unrealized
TXN Texas Instruments Inc 0.1%
Value ($000) $758,432 Shares 3,966 Est. Cost $139.28 Unrealized +17.9%
IJS iShares S&P Small-Cap 600 Value ETF 0.1%
Value ($000) $727,467 Shares 6,900 Est. Cost $105430.00 Unrealized
XOM Exxon Mobil Corp 0.1%
Value ($000) $710,876 Shares 11,440 Est. Cost $43.31 Unrealized +15.5%
LAND Gladstone Land Corp 0.1%
Value ($000) $679,596 Shares 28,300 Est. Cost $24013.99 Unrealized
EWT iShares MSCI Taiwan ETF 0.1%
Value ($000) $677,870 Shares 10,600 Est. Cost $52979.06 Unrealized
CF CF Industries Holdings Inc 0.1%
Value ($000) $659,692 Shares 12,822 Est. Cost $46.03 Unrealized 0.0%
PHO Invesco Water Resources ETF 0.1%
Value ($000) $632,071 Shares 11,810 Est. Cost $3992.70 Unrealized
APA APA Corp 0.1%
Value ($000) $616,787 Shares 28,556 Est. Cost $16.01 Unrealized +12.7%
CNH CNH Industrial NV 0.1%
Value ($000) $506,817 Shares 30,312 Est. Cost $11.22 Unrealized +14.3%
RDVY First Trust Rising Dividend Achievers ETF 0.1%
Value ($000) $503,459 Shares 10,480 Est. Cost $37841.73 Unrealized
CIBR First Trust NASDAQ Cybersecurity ETF 0.1%
Value ($000) $494,487 Shares 10,575 Est. Cost $26282.03 Unrealized
EWJ iShares MSCI Japan ETF 0.1%
Value ($000) $411,994 Shares 6,100 Est. Cost $67540.00 Unrealized
IBUY Amplify Online Retail ETF 0.1%
Value ($000) $368,320 Shares 2,840 Est. Cost $114320.02 Unrealized
XT iShares Exponential Technologies ETF 0.1%
Value ($000) $316,250 Shares 5,000 Est. Cost $4342.35 Unrealized
SE Sea Ltd 0.1%
Value ($000) $310,298 Shares 1,130 Est. Cost $274600.00 Unrealized
MOO VanEck Vectors Agribusiness ETF 0.1%
Value ($000) $300,564 Shares 3,300 Est. Cost $77890.00 Unrealized
PKW Invesco BuyBack Achievers ETF 0.0%
Value ($000) $255,859 Shares 2,835 Est. Cost $90250.09 Unrealized
ESGV Vanguard ESG US Stock ETF 0.0%
Value ($000) $239,940 Shares 3,000 Est. Cost $46713.85 Unrealized
RSP Invesco S&P 500 Equal Weight ETF 0.0%
Value ($000) $220,819 Shares 1,465 Est. Cost $150729.69 Unrealized
VOOV Vanguard S&P 500 Value ETF 0.0%
Value ($000) $120,976 Shares 848 Est. Cost $136689.86 Unrealized
C Citigroup Inc 0.0%
Value ($000) $101,476 Shares 1,445 Est. Cost $46.83 Unrealized +33.9%
USO United States Oil Fund LP 0.0%
Value ($000) $14,715 Shares 295 Est. Cost $49881.36 Unrealized
ACWI iShares MSCI ACWI ETF 0.0%
Value ($000) $13,661 Shares 135 Est. Cost $95148.15 Unrealized