BAROMETER CAPITAL MANAGEMENT INC. Quant / Systematic

Location: Toronto, Ontario, Canada

CIK: 0001536890 · Show all filings

Period: Q4 2021 (← Previous) (Next →)

Filing Date: Feb 14, 2022

Total Value: $595.3B (100.0% shares, 0.0% debt)

Holdings (121)

BMO Bank of Montreal 4.0%
Value $23.97B Shares 177,627 Est. Cost $50.04 Unrealized +81.0%
NTR Nutrien Ltd 4.0%
Value $23.77B Shares 249,985 Est. Cost $52.70 Unrealized +17.0%
TD Toronto-Dominion Bank/The 3.8%
Value $22.88B Shares 238,040 Est. Cost $69.51 Unrealized +4.9%
AAPL Apple Inc 3.8%
Value $22.66B Shares 127,766 Est. Cost $146.13 Unrealized +5.9%
RY Royal Bank of Canada 3.7%
Value $22.09B Shares 165,910 Est. Cost $77.87 Unrealized +33.3%
MSFT Microsoft Corp 3.6%
Value $21.56B Shares 64,118 Est. Cost $173.91 Unrealized +80.2%
CNQ Canadian Natural Resources Ltd 3.2%
Value $19.08B Shares 356,950 Est. Cost $10.84 Unrealized +54.2%
FTS Fortis Inc/Canada 3.0%
Value $17.93B Shares 293,720 Est. Cost $36.03 Unrealized +7.0%
Thomson Reuters Corp 2.9%
Value $17.37B Shares 114,813 Est. Cost $126478.87 Unrealized
Brookfield Asset Management Inc 2.8%
Value $16.74B Shares 219,120 Est. Cost $57958.21 Unrealized
Granite Real Estate Investment Trust 2.6%
Value $15.64B Shares 148,767 Est. Cost $85064.22 Unrealized
BNS Bank of Nova Scotia/The 2.5%
Value $14.99B Shares 167,448 Est. Cost $52.10 Unrealized +1.5%
TU TELUS Corp 2.5%
Value $14.67B Shares 492,324 Est. Cost $21.53 Unrealized +6.2%
CI Financial Corp 2.4%
Value $14.55B Shares 550,405 Est. Cost $23073.62 Unrealized
SLF Sun Life Financial Inc 2.2%
Value $13.39B Shares 190,193 Est. Cost $53.55 Unrealized +3.2%
CM Canadian Imperial Bank of Commerce 2.2%
Value $13.03B Shares 88,368 Est. Cost $30.98 Unrealized +56.3%
NEE NextEra Energy Inc 2.0%
Value $12.15B Shares 130,096 Est. Cost $71.45 Unrealized +8.3%
WCN Waste Connections Inc 2.0%
Value $12.02B Shares 69,700 Est. Cost $126.49 Unrealized +2.3%
AVGO Broadcom Inc 2.0%
Value $11.96B Shares 17,972 Est. Cost $51.34 Unrealized +0.9%
ABT Abbott Laboratories 1.9%
Value $11.18B Shares 79,750 Est. Cost $118.69 Unrealized 0.0%
GOOGL Alphabet Inc 1.6%
Value $9.798B Shares 3,382 Est. Cost $114.30 Unrealized +25.1%
MSI Motorola Solutions Inc 1.6%
Value $9.612B Shares 35,378 Est. Cost $239.53 Unrealized 0.0%
COST Costco Wholesale Corp 1.5%
Value $9.043B Shares 15,953 Est. Cost $456.83 Unrealized +6.8%
CSCO Cisco Systems Inc/Delaware 1.5%
Value $8.835B Shares 140,234 Est. Cost $49.37 Unrealized +2.2%
HD Home Depot Inc/The 1.4%
Value $8.368B Shares 20,164 Est. Cost $343.18 Unrealized 0.0%
SPGI S&P Global Inc 1.4%
Value $8.173B Shares 17,351 Est. Cost $392.90 Unrealized +12.5%
LOW Lowe's Cos Inc 1.4%
Value $8.141B Shares 31,600 Est. Cost $219.81 Unrealized 0.0%
MS Morgan Stanley 1.3%
Value $7.828B Shares 80,308 Est. Cost $64.60 Unrealized +34.3%
NVDA NVIDIA Corp 1.3%
Value $7.689B Shares 26,144 Est. Cost $19.20 Unrealized +43.0%
Tricon Residential Inc 1.3%
Value $7.577B Shares 391,370 Est. Cost $19360.00 Unrealized
CNI Canadian National Railway Co 1.2%
Value $6.852B Shares 44,100 Est. Cost $116.80 Unrealized 0.0%
TAC TransAlta Corp 1.1%
Value $6.277B Shares 446,735 Est. Cost $10.76 Unrealized +1.2%
BCE BCE Inc 1.0%
Value $6.146B Shares 93,392 Est. Cost $35.16 Unrealized +8.2%
Brookfield Asset Management Reinsurance Partners Ltd 1.0%
Value $5.796B Shares 72,960 Est. Cost $70200.29 Unrealized
PANW Palo Alto Networks Inc 1.0%
Value $5.682B Shares 10,206 Est. Cost $85.55 Unrealized +1.1%
PBA Pembina Pipeline Corp 0.9%
Value $5.55B Shares 145,414 Est. Cost $22.10 Unrealized +17.4%
F Ford Motor Co 0.9%
Value $5.284B Shares 255,701 Est. Cost $12.80 Unrealized +9.4%
AA Alcoa Corp 0.9%
Value $5.192B Shares 87,150 Est. Cost $47.93 Unrealized 0.0%
TXT Textron Inc 0.9%
Value $5.17B Shares 66,963 Est. Cost $72.67 Unrealized +1.7%
CFLT Confluent Inc 0.9%
Value $5.135B Shares 67,350 Est. Cost $48.37 Unrealized +49.1%
SPG Simon Property Group Inc 0.9%
Value $5.129B Shares 32,100 Est. Cost $86.41 Unrealized +40.3%
ZTS Zoetis Inc 0.8%
Value $5.059B Shares 20,764 Est. Cost $195.83 Unrealized +7.5%
EL Estee Lauder Cos Inc/The 0.7%
Value $4.361B Shares 11,781 Est. Cost $311.33 Unrealized +2.1%
FCX Freeport-McMoRan Inc 0.7%
Value $4.356B Shares 104,727 Est. Cost $16.50 Unrealized +116.8%
CDNS Cadence Design Systems Inc 0.7%
Value $3.994B Shares 21,433 Est. Cost $152.39 Unrealized +14.4%
ENB Enbridge Inc 0.6%
Value $3.836B Shares 77,628 Est. Cost $22.53 Unrealized +36.1%
LPX Louisiana-Pacific Corp 0.6%
Value $3.8B Shares 48,500 Est. Cost $68.53 Unrealized 0.0%
TFIN Triumph Bancorp Inc 0.6%
Value $3.758B Shares 31,560 Est. Cost $119.79 Unrealized 0.0%
GS Goldman Sachs Group Inc/The 0.6%
Value $3.565B Shares 9,320 Est. Cost $325.79 Unrealized +9.4%
APA APA Corp 0.6%
Value $3.402B Shares 126,989 Est. Cost $21.61 Unrealized +8.2%
IQV IQVIA Holdings Inc 0.5%
Value $3.093B Shares 10,962 Est. Cost $259.51 Unrealized 0.0%
WFG West Fraser Timber Co Ltd 0.5%
Value $3.03B Shares 31,400 Est. Cost $86.50 Unrealized 0.0%
XLF Financial Select Sector SPDR Fund 0.4%
Value $2.486B Shares 63,670 Est. Cost $36195.17 Unrealized
Crescent Point Energy Corp 0.4%
Value $2.325B Shares 344,500 Est. Cost $6750.00 Unrealized
RDVY First Trust Rising Dividend Achievers ETF 0.3%
Value $2.012B Shares 38,840 Est. Cost $44984.67 Unrealized
MCD McDonald's Corp 0.3%
Value $1.679B Shares 6,263 Est. Cost $229.60 Unrealized 0.0%
XME SPDR S&P Metals & Mining ETF 0.3%
Value $1.567B Shares 35,000 Est. Cost $42298.56 Unrealized
COPX Global X Copper Miners ETF 0.3%
Value $1.535B Shares 41,600 Est. Cost $37028.85 Unrealized
GDXJ VanEck Junior Gold Miners ETF 0.2%
Value $1.447B Shares 34,500 Est. Cost $34112.34 Unrealized
SIL Global X Silver Miners ETF 0.2%
Value $1.416B Shares 38,600 Est. Cost $40113.63 Unrealized
ETFMG Prime Junior Silver Miners ETF 0.2%
Value $1.404B Shares 112,500 Est. Cost $14098.93 Unrealized
XLB Materials Select Sector SPDR Fund 0.2%
Value $1.377B Shares 15,200 Est. Cost $74722.46 Unrealized
ROBO ROBO Global Robotics and Automation Index ETF 0.2%
Value $1.367B Shares 19,500 Est. Cost $65462.31 Unrealized
REMX VanEck Rare Earth/Strategic Metals ETF 0.2%
Value $1.346B Shares 12,000 Est. Cost $108527.25 Unrealized
KRE SPDR S&P Regional Banking ETF 0.2%
Value $1.339B Shares 18,900 Est. Cost $63018.19 Unrealized
ITB iShares U.S. Home Construction ETF 0.2%
Value $1.335B Shares 16,100 Est. Cost $82920.00 Unrealized
WOOD iShares Global Timber & Forestry ETF 0.2%
Value $1.334B Shares 14,500 Est. Cost $86101.32 Unrealized
EWT iShares MSCI Taiwan ETF 0.2%
Value $1.332B Shares 20,000 Est. Cost $61362.09 Unrealized
Lam Research Corp 0.2%
Value $1.332B Shares 1,852 Est. Cost $719150.10 Unrealized
KBE SPDR S&P Bank ETF 0.2%
Value $1.331B Shares 24,400 Est. Cost $45830.38 Unrealized
XTN SPDR S&P Transportation ETF 0.2%
Value $1.33B Shares 14,100 Est. Cost $94360.00 Unrealized
FNV Franco-Nevada Corp 0.2%
Value $1.33B Shares 7,600 Est. Cost $138.67 Unrealized -4.1%
URA Global X Uranium ETF 0.2%
Value $1.326B Shares 58,100 Est. Cost $20784.44 Unrealized
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF 0.2%
Value $1.322B Shares 12,000 Est. Cost $104400.00 Unrealized
REZ iShares Residential and Multisector Real Estate ETF 0.2%
Value $1.306B Shares 13,300 Est. Cost $98230.00 Unrealized
IJR iShares Core S&P Small-Cap ETF 0.2%
Value $1.305B Shares 11,400 Est. Cost $114510.00 Unrealized
KIE SPDR S&P Insurance ETF 0.2%
Value $1.292B Shares 32,000 Est. Cost $39117.59 Unrealized
GD General Dynamics Corp 0.2%
Value $1.207B Shares 5,821 Est. Cost $185.25 Unrealized 0.0%
CCS Century Communities Inc 0.2%
Value $1.178B Shares 14,400 Est. Cost $67.31 Unrealized 0.0%
ELEMENTS Linked to the Rogers International Commodity Index - Total Return 0.2%
Value $1.149B Shares 166,300 Est. Cost $5903.39 Unrealized
GRID First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund 0.2%
Value $1.14B Shares 11,100 Est. Cost $89149.68 Unrealized
GUNR FlexShares Global Upstream Natural Resources Index Fund 0.2%
Value $1.125B Shares 28,500 Est. Cost $39490.00 Unrealized
PAVE Global X US Infrastructure Development ETF 0.2%
Value $1.08B Shares 37,500 Est. Cost $28790.00 Unrealized
DBA Invesco DB Agriculture Fund 0.2%
Value $1.023B Shares 51,800 Est. Cost $19521.35 Unrealized
AMAT Applied Materials Inc 0.2%
Value $1.007B Shares 6,400 Est. Cost $139.59 Unrealized 0.0%
BNO United States Brent Oil Fund LP 0.2%
Value $905M Shares 43,300 Est. Cost $20910.00 Unrealized
PRN Invesco DWA Industrials Momentum ETF 0.1%
Value $860M Shares 7,400 Est. Cost $116250.00 Unrealized
FRCB First Republic Bank/CA 0.1%
Value $826M Shares 4,004 Est. Cost $142.76 Unrealized +46.4%
SVB Financial Group 0.1%
Value $823M Shares 1,213 Est. Cost $477428.40 Unrealized
KBA KraneShares Bosera MSCI China A 50 Connect Index ETF 0.1%
Value $799M Shares 18,400 Est. Cost $43420.00 Unrealized
QUAL iShares MSCI USA Quality Factor ETF 0.1%
Value $713M Shares 4,900 Est. Cost $145560.00 Unrealized
STN Stantec Inc 0.1%
Value $689M Shares 9,700 Est. Cost $71070.00 Unrealized
BAC Bank of America Corp 0.1%
Value $664M Shares 14,926 Est. Cost $30.64 Unrealized +33.9%
BLOK Amplify Transformational Data Sharing ETF 0.1%
Value $655M Shares 16,300 Est. Cost $40170.00 Unrealized
BX Blackstone Inc 0.1%
Value $653M Shares 5,100 Est. Cost $84.65 Unrealized +37.2%
RSPD Invesco S&P 500 Equal Weight Consumer Discretionary ETF 0.1%
Value $626M Shares 4,000 Est. Cost $156590.00 Unrealized
GXO GXO Logistics Inc 0.1%
Value $618M Shares 6,800 Est. Cost $75.70 Unrealized +18.7%
PFE Pfizer Inc 0.1%
Value $615M Shares 10,500 Est. Cost $40.23 Unrealized 0.0%
INVE Identiv Inc 0.1%
Value $571M Shares 20,300 Est. Cost $21.96 Unrealized 0.0%
CIBR First Trust NASDAQ Cybersecurity ETF 0.1%
Value $565M Shares 10,700 Est. Cost $36148.79 Unrealized
Hess Corp 0.1%
Value $548M Shares 7,400 Est. Cost $84061.26 Unrealized
LIT Global X Lithium & Battery Tech ETF 0.1%
Value $532M Shares 6,300 Est. Cost $72460.00 Unrealized
XOP SPDR S&P Oil & Gas Exploration & Production ETF 0.1%
Value $518M Shares 5,400 Est. Cost $96709.70 Unrealized
XSD SPDR S&P Semiconductor ETF 0.1%
Value $511M Shares 2,100 Est. Cost $197970.00 Unrealized
XOM Exxon Mobil Corp 0.1%
Value $505M Shares 8,351 Est. Cost $45.45 Unrealized +18.6%
CNH CNH Industrial NV 0.1%
Value $495M Shares 29,280 Est. Cost $11.22 Unrealized +22.8%
XHB SPDR S&P Homebuilders ETF 0.1%
Value $395M Shares 4,600 Est. Cost $85780.00 Unrealized
EIDO iShares MSCI Indonesia ETF 0.1%
Value $386M Shares 16,800 Est. Cost $22970.00 Unrealized
iShares MSCI Frontier and Select EM ETF 0.1%
Value $366M Shares 10,600 Est. Cost $33190.00 Unrealized
XT iShares Exponential Technologies ETF 0.1%
Value $343M Shares 5,185 Est. Cost $33541.18 Unrealized
MOO VanEck Agribusiness ETF 0.1%
Value $334M Shares 3,500 Est. Cost $79943.84 Unrealized
PIE Invesco DWA Emerging Markets Markets Momentum ETF 0.1%
Value $328M Shares 12,700 Est. Cost $15811.93 Unrealized
SLX VanEck Steel ETF 0.1%
Value $324M Shares 6,100 Est. Cost $53190.00 Unrealized
XLV Health Care Select Sector SPDR Fund 0.1%
Value $324M Shares 2,300 Est. Cost $140890.00 Unrealized
PKW Invesco BuyBack Achievers ETF 0.0%
Value $286M Shares 2,965 Est. Cost $90524.13 Unrealized
ESGV Vanguard ESG US Stock ETF 0.0%
Value $255M Shares 2,900 Est. Cost $46713.85 Unrealized
RSP Invesco S&P 500 Equal Weight ETF 0.0%
Value $251M Shares 1,540 Est. Cost $151315.10 Unrealized
SHW Sherwin-Williams Co/The 0.0%
Value $243M Shares 691 Est. Cost $311.25 Unrealized 0.0%
IYW iShares US Technology ETF 0.0%
Value $222M Shares 1,930 Est. Cost $101997.99 Unrealized
CARZ First Trust S-Network Future V 0.0%
Value $180M Shares 3,005 Est. Cost $59991.65 Unrealized
VOOV Vanguard S&P 500 Value ETF 0.0%
Value $120M Shares 790 Est. Cost $138595.19 Unrealized