BAROMETER CAPITAL MANAGEMENT INC. Quant / Systematic

CIK: 0001536890 · Show all filings

Period: Q3 2021 (← Previous) (Next →)

Filing Date: Nov 12, 2021

Total Value ($000): $518,438,355 (100.0% shares, 0.0% debt)

Holdings (127)

BMO Bank of Montreal 4.5%
Value ($000) $23,267,021 Shares 185,420 Est. Cost $50.04 Unrealized +67.8%
RY Royal Bank of Canada 4.1%
Value ($000) $21,333,639 Shares 170,650 Est. Cost $77.87 Unrealized +30.9%
BCE BCE Inc 3.8%
Value ($000) $19,507,385 Shares 307,445 Est. Cost $35.16 Unrealized +5.6%
Thomson Reuters Corp 3.4%
Value ($000) $17,534,260 Shares 125,200 Est. Cost $126478.87 Unrealized
TU TELUS Corp 3.4%
Value ($000) $17,372,021 Shares 623,995 Est. Cost $21.53 Unrealized +4.7%
CI Financial Corp 3.3%
Value ($000) $17,070,155 Shares 663,950 Est. Cost $23073.62 Unrealized
MS Morgan Stanley 3.3%
Value ($000) $16,868,563 Shares 174,548 Est. Cost $64.60 Unrealized +32.7%
MSFT Microsoft Corp 3.2%
Value ($000) $16,466,383 Shares 58,408 Est. Cost $160.28 Unrealized +75.2%
Brookfield Asset Management Inc 2.8%
Value ($000) $14,705,393 Shares 216,670 Est. Cost $57749.80 Unrealized
LSPD Lightspeed Commerce Inc 2.8%
Value ($000) $14,426,604 Shares 118,038 Est. Cost $122220.00 Unrealized
CM Canadian Imperial Bank of Commerce 2.8%
Value ($000) $14,362,683 Shares 101,863 Est. Cost $30.98 Unrealized +53.2%
AAPL Apple Inc 2.5%
Value ($000) $12,995,657 Shares 91,976 Est. Cost $142.79 Unrealized +0.8%
Granite Real Estate Investment Trust 2.4%
Value ($000) $12,237,529 Shares 136,200 Est. Cost $83214.40 Unrealized
CNQ Canadian Natural Resources Ltd 2.3%
Value ($000) $12,024,392 Shares 259,650 Est. Cost $8.64 Unrealized +55.6%
ENB Enbridge Inc 2.0%
Value ($000) $10,608,862 Shares 210,243 Est. Cost $22.53 Unrealized +31.8%
GOOGL Alphabet Inc 2.0%
Value ($000) $10,394,646 Shares 3,888 Est. Cost $114.30 Unrealized +18.2%
TFII TFI International Inc 1.9%
Value ($000) $10,054,501 Shares 77,593 Est. Cost $51.86 Unrealized +106.3%
GXO GXO Logistics Inc 1.9%
Value ($000) $9,929,092 Shares 126,582 Est. Cost $75.70 Unrealized 0.0%
NTR Nutrien Ltd 1.8%
Value ($000) $9,355,498 Shares 113,800 Est. Cost $42.00 Unrealized +27.3%
BX Blackstone Inc 1.6%
Value ($000) $8,546,098 Shares 74,037 Est. Cost $84.65 Unrealized +18.5%
DCBO Docebo Inc 1.6%
Value ($000) $8,495,207 Shares 91,850 Est. Cost $73.52 Unrealized 0.0%
NOW ServiceNow Inc 1.6%
Value ($000) $8,189,073 Shares 13,160 Est. Cost $121.10 Unrealized 0.0%
EW Edwards Lifesciences Corp 1.5%
Value ($000) $8,033,382 Shares 70,960 Est. Cost $114.14 Unrealized 0.0%
FTS Fortis Inc/Canada 1.5%
Value ($000) $7,890,481 Shares 140,425 Est. Cost $33.27 Unrealized +14.9%
CSCO Cisco Systems Inc/Delaware 1.3%
Value ($000) $6,711,280 Shares 124,134 Est. Cost $49.23 Unrealized 0.0%
NVDA NVIDIA Corp 1.2%
Value ($000) $6,204,442 Shares 29,950 Est. Cost $19.20 Unrealized +7.9%
XPO XPO Logistics Inc 1.1%
Value ($000) $5,505,663 Shares 69,184 Est. Cost $43.49 Unrealized +15.2%
LSCC Lattice Semiconductor Corp 1.1%
Value ($000) $5,491,371 Shares 84,940 Est. Cost $64650.00 Unrealized
SPGI S&P Global Inc 1.1%
Value ($000) $5,447,090 Shares 12,820 Est. Cost $375.60 Unrealized +11.2%
XLF Financial Select Sector SPDR Fund 1.0%
Value ($000) $5,310,120 Shares 141,490 Est. Cost $36195.17 Unrealized
Brookfield Asset Management Reinsurance Partners Ltd 1.0%
Value ($000) $5,121,743 Shares 72,959 Est. Cost $70200.29 Unrealized
Ceridian HCM Holding Inc 1.0%
Value ($000) $5,105,796 Shares 35,800 Est. Cost $105.00 Unrealized 0.0%
SVB Financial Group 1.0%
Value ($000) $4,931,813 Shares 7,624 Est. Cost $477428.40 Unrealized
WCN Waste Connections Inc 0.9%
Value ($000) $4,892,558 Shares 30,700 Est. Cost $122.85 Unrealized 0.0%
MSCI MSCI Inc 0.9%
Value ($000) $4,882,047 Shares 8,038 Est. Cost $583.04 Unrealized 0.0%
CDNS Cadence Design Systems Inc 0.9%
Value ($000) $4,608,774 Shares 30,433 Est. Cost $152.39 Unrealized 0.0%
PBA Pembina Pipeline Corp 0.9%
Value ($000) $4,506,773 Shares 112,814 Est. Cost $20.99 Unrealized +20.5%
CFLT Confluent Inc 0.9%
Value ($000) $4,467,785 Shares 74,900 Est. Cost $48.37 Unrealized +7.4%
CROX Crocs Inc 0.8%
Value ($000) $4,292,778 Shares 29,919 Est. Cost $96.94 Unrealized +41.6%
U Unity Software Inc 0.8%
Value ($000) $4,229,375 Shares 33,500 Est. Cost $118.38 Unrealized 0.0%
BNS Bank of Nova Scotia/The 0.8%
Value ($000) $4,207,356 Shares 54,600 Est. Cost $50.54 Unrealized -2.2%
GS Goldman Sachs Group Inc/The 0.8%
Value ($000) $4,014,679 Shares 10,620 Est. Cost $325.79 Unrealized +7.4%
GIB CGI Inc 0.7%
Value ($000) $3,539,711 Shares 32,900 Est. Cost $82.03 Unrealized +9.0%
SPG Simon Property Group Inc 0.7%
Value ($000) $3,520,887 Shares 27,090 Est. Cost $79.96 Unrealized +27.9%
ZTS Zoetis Inc 0.7%
Value ($000) $3,518,856 Shares 18,147 Est. Cost $193.72 Unrealized 0.0%
TD Toronto-Dominion Bank/The 0.7%
Value ($000) $3,455,928 Shares 41,600 Est. Cost $53.45 Unrealized +24.7%
SLF Sun Life Financial Inc 0.7%
Value ($000) $3,376,708 Shares 51,790 Est. Cost $48.93 Unrealized +5.1%
NEE NextEra Energy Inc 0.6%
Value ($000) $3,310,089 Shares 42,156 Est. Cost $59.15 Unrealized +21.5%
COST Costco Wholesale Corp 0.6%
Value ($000) $3,202,727 Shares 7,139 Est. Cost $418.22 Unrealized 0.0%
TGT Target Corp 0.6%
Value ($000) $3,044,471 Shares 13,308 Est. Cost $191.53 Unrealized +14.8%
FCX Freeport-McMoRan Inc 0.6%
Value ($000) $2,941,925 Shares 90,627 Est. Cost $13.50 Unrealized +145.0%
XOP SPDR S&P Oil & Gas Exploration & Production ETF 0.5%
Value ($000) $2,621,112 Shares 27,100 Est. Cost $96709.70 Unrealized
URA Global X Uranium ETF 0.5%
Value ($000) $2,443,233 Shares 102,700 Est. Cost $20784.44 Unrealized
XLI Industrial Select Sector SPDR Fund 0.5%
Value ($000) $2,436,216 Shares 24,900 Est. Cost $93838.35 Unrealized
SNAP Snap Inc 0.5%
Value ($000) $2,389,695 Shares 32,350 Est. Cost $72.25 Unrealized 0.0%
XME SPDR S&P Metals & Mining ETF 0.4%
Value ($000) $2,308,222 Shares 55,300 Est. Cost $42298.56 Unrealized
SE Sea Ltd 0.4%
Value ($000) $2,065,370 Shares 6,480 Est. Cost $311034.44 Unrealized
RDVY First Trust Rising Dividend Achievers ETF 0.4%
Value ($000) $1,927,282 Shares 40,600 Est. Cost $44984.67 Unrealized
XLB Materials Select Sector SPDR Fund 0.3%
Value ($000) $1,692,954 Shares 21,400 Est. Cost $74722.46 Unrealized
LULU Lululemon Athletica Inc 0.3%
Value ($000) $1,683,147 Shares 4,159 Est. Cost $400.54 Unrealized 0.0%
WOOD iShares Global Timber & Forestry ETF 0.3%
Value ($000) $1,606,500 Shares 18,900 Est. Cost $86101.32 Unrealized
FNV Franco-Nevada Corp 0.3%
Value ($000) $1,530,315 Shares 9,300 Est. Cost $138.67 Unrealized +1.5%
EWW iShares MSCI Mexico ETF 0.3%
Value ($000) $1,505,712 Shares 31,200 Est. Cost $48119.81 Unrealized
KBE SPDR S&P Bank ETF 0.3%
Value ($000) $1,502,644 Shares 28,400 Est. Cost $45830.38 Unrealized
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF 0.3%
Value ($000) $1,482,480 Shares 14,200 Est. Cost $104400.00 Unrealized
MTUM iShares MSCI USA Momentum Factor ETF 0.3%
Value ($000) $1,475,040 Shares 8,400 Est. Cost $173765.83 Unrealized
TXT Textron Inc 0.3%
Value ($000) $1,459,937 Shares 20,913 Est. Cost $69.91 Unrealized 0.0%
GRID First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund 0.3%
Value ($000) $1,435,455 Shares 15,500 Est. Cost $89149.68 Unrealized
KRE SPDR S&P Regional Banking ETF 0.3%
Value ($000) $1,388,875 Shares 20,500 Est. Cost $63018.19 Unrealized
XSD SPDR S&P Semiconductor ETF 0.3%
Value ($000) $1,385,790 Shares 7,000 Est. Cost $197970.00 Unrealized
DJP iPath Bloomberg Commodity Index Total Return ETN 0.3%
Value ($000) $1,360,125 Shares 46,500 Est. Cost $25735.68 Unrealized
PIE Invesco DWA Emerging Markets Markets Momentum ETF 0.3%
Value ($000) $1,339,481 Shares 55,100 Est. Cost $15811.93 Unrealized
UNP Union Pacific Corp 0.3%
Value ($000) $1,329,536 Shares 6,783 Est. Cost $188.09 Unrealized +3.8%
iShares MSCI Frontier and Select EM ETF 0.2%
Value ($000) $1,213,978 Shares 35,800 Est. Cost $33190.00 Unrealized
SPCX SPAC & New Issue ETF 0.2%
Value ($000) $1,204,206 Shares 41,900 Est. Cost $28740.00 Unrealized
PEJ Invesco Dynamic Leisure and Entertainment ETF 0.2%
Value ($000) $1,182,990 Shares 23,500 Est. Cost $50340.00 Unrealized
XES SPDR S&P Oil & Gas Equipment & Services ETF 0.2%
Value ($000) $1,180,914 Shares 21,700 Est. Cost $61960.00 Unrealized
ADBE Adobe Inc 0.2%
Value ($000) $1,173,893 Shares 2,039 Est. Cost $522.74 Unrealized +20.4%
ELEMENTS Linked to the Rogers International Commodity Index - Total Return 0.2%
Value ($000) $1,145,030 Shares 170,900 Est. Cost $5903.39 Unrealized
XOM Exxon Mobil Corp 0.2%
Value ($000) $1,137,062 Shares 19,591 Est. Cost $45.45 Unrealized +6.6%
META Meta Platforms Inc 0.2%
Value ($000) $1,128,132 Shares 3,324 Est. Cost $318.58 Unrealized +12.3%
ETFMG Prime Junior Silver Miners ETF 0.2%
Value ($000) $1,114,864 Shares 94,400 Est. Cost $14409.34 Unrealized
SIL Global X Silver Miners ETF 0.2%
Value ($000) $1,066,736 Shares 30,400 Est. Cost $41039.80 Unrealized
AXP American Express Co 0.2%
Value ($000) $1,057,501 Shares 6,328 Est. Cost $136.26 Unrealized +16.2%
XLK Technology Select Sector SPDR Fund 0.2%
Value ($000) $1,045,240 Shares 7,000 Est. Cost $147660.00 Unrealized
ROBO ROBO Global Robotics and Automation Index ETF 0.2%
Value ($000) $1,024,119 Shares 15,900 Est. Cost $64410.00 Unrealized
CMCSA Comcast Corp 0.2%
Value ($000) $1,011,105 Shares 18,158 Est. Cost $45.74 Unrealized +12.3%
INDY iShares India 50 ETF 0.2%
Value ($000) $1,006,005 Shares 19,500 Est. Cost $45547.77 Unrealized
GDXJ VanEck Junior Gold Miners ETF 0.2%
Value ($000) $950,832 Shares 24,800 Est. Cost $31054.63 Unrealized
CIBR First Trust NASDAQ Cybersecurity ETF 0.2%
Value ($000) $919,590 Shares 18,875 Est. Cost $36148.79 Unrealized
LIT Global X Lithium & Battery Tech ETF 0.2%
Value ($000) $917,952 Shares 11,200 Est. Cost $72460.00 Unrealized
TAC TransAlta Corp 0.2%
Value ($000) $885,756 Shares 66,200 Est. Cost $10.02 Unrealized 0.0%
DSI iShares Trust - iShares MSCI KLD 400 Social ETF 0.2%
Value ($000) $840,421 Shares 10,100 Est. Cost $83210.00 Unrealized
KIE SPDR S&P Insurance ETF 0.2%
Value ($000) $827,382 Shares 21,900 Est. Cost $38540.00 Unrealized
CHIQ Global X MSCI China Consumer Discretionary ETF 0.1%
Value ($000) $734,648 Shares 26,200 Est. Cost $13912.23 Unrealized
FRCB First Republic Bank/CA 0.1%
Value ($000) $729,114 Shares 3,784 Est. Cost $138.91 Unrealized +40.2%
BOTZ Global X Robotics & Artificial Intelligence ETF 0.1%
Value ($000) $709,458 Shares 19,400 Est. Cost $36570.00 Unrealized
COPX Global X Copper Miners ETF 0.1%
Value ($000) $704,520 Shares 20,600 Est. Cost $37150.00 Unrealized
F Ford Motor Co 0.1%
Value ($000) $666,950 Shares 47,101 Est. Cost $7.49 Unrealized +37.7%
APA APA Corp 0.1%
Value ($000) $660,444 Shares 30,889 Est. Cost $16.07 Unrealized +4.6%
PHO Invesco Water Resources ETF 0.1%
Value ($000) $646,243 Shares 11,810 Est. Cost $3992.70 Unrealized
XLY Consumer Discretionary Select Sector SPDR Fund 0.1%
Value ($000) $646,020 Shares 3,600 Est. Cost $179450.00 Unrealized
BAC Bank of America Corp 0.1%
Value ($000) $633,609 Shares 14,926 Est. Cost $30.64 Unrealized +17.8%
United States Natural Gas Fund LP 0.1%
Value ($000) $628,992 Shares 31,200 Est. Cost $20160.00 Unrealized
XT iShares Exponential Technologies ETF 0.1%
Value ($000) $627,400 Shares 10,000 Est. Cost $33541.18 Unrealized
CRM salesforce.com Inc 0.1%
Value ($000) $596,684 Shares 2,200 Est. Cost $250.91 Unrealized 0.0%
EL Estee Lauder Cos Inc/The 0.1%
Value ($000) $590,862 Shares 1,970 Est. Cost $279.43 Unrealized +9.3%
Hess Corp 0.1%
Value ($000) $578,014 Shares 7,400 Est. Cost $84061.26 Unrealized
CRWD Crowdstrike Holdings Inc 0.1%
Value ($000) $565,294 Shares 2,300 Est. Cost $258.05 Unrealized 0.0%
SCHC Schwab International Small-Cap Equity ETF 0.1%
Value ($000) $552,216 Shares 13,300 Est. Cost $37949.23 Unrealized
AVGO Broadcom Inc 0.1%
Value ($000) $533,423 Shares 1,100 Est. Cost $44.48 Unrealized 0.0%
SITM SiTime Corp 0.1%
Value ($000) $530,842 Shares 2,600 Est. Cost $102.17 Unrealized +74.6%
AWK American Water Works Co Inc 0.1%
Value ($000) $530,578 Shares 3,150 Est. Cost $159.94 Unrealized 0.0%
REMX VanEck Rare Earth/Strategic Metals ETF 0.1%
Value ($000) $505,778 Shares 4,900 Est. Cost $103220.00 Unrealized
EWJ iShares MSCI Japan ETF 0.1%
Value ($000) $491,750 Shares 7,000 Est. Cost $67888.43 Unrealized
CNH CNH Industrial NV 0.1%
Value ($000) $486,341 Shares 29,280 Est. Cost $11.22 Unrealized +15.1%
EWT iShares MSCI Taiwan ETF 0.1%
Value ($000) $477,477 Shares 7,700 Est. Cost $52979.06 Unrealized
VanEck Russia ETF 0.1%
Value ($000) $397,192 Shares 13,100 Est. Cost $30320.00 Unrealized
DBA Invesco DB Agriculture Fund 0.1%
Value ($000) $359,456 Shares 18,800 Est. Cost $19120.00 Unrealized
MOO VanEck Agribusiness ETF 0.1%
Value ($000) $355,836 Shares 3,900 Est. Cost $79943.84 Unrealized
PANW Palo Alto Networks Inc 0.1%
Value ($000) $287,400 Shares 600 Est. Cost $70.26 Unrealized 0.0%
PKW Invesco BuyBack Achievers ETF 0.0%
Value ($000) $255,604 Shares 2,835 Est. Cost $90250.09 Unrealized
ESGV Vanguard ESG US Stock ETF 0.0%
Value ($000) $232,174 Shares 2,900 Est. Cost $46713.85 Unrealized
VOOV Vanguard S&P 500 Value ETF 0.0%
Value ($000) $230,369 Shares 1,638 Est. Cost $138595.19 Unrealized
RSP Invesco S&P 500 Equal Weight ETF 0.0%
Value ($000) $219,486 Shares 1,465 Est. Cost $150729.69 Unrealized
IYW iShares US Technology ETF 0.0%
Value ($000) $184,800 Shares 1,825 Est. Cost $101260.27 Unrealized
CARZ First Trust NASDAQ Global Auto Index Fund 0.0%
Value ($000) $175,282 Shares 3,005 Est. Cost $59991.65 Unrealized