BAROMETER CAPITAL MANAGEMENT INC. Quant / Systematic

CIK: 0001536890 · Show all filings

Period: Q4 2021 (← Previous) (Next →)

Filing Date: Feb 14, 2022

Total Value ($000): $595,276,980 (100.0% shares, 0.0% debt)

Holdings (121)

BMO Bank of Montreal 4.0%
Value ($000) $23,968,081 Shares 177,627 Est. Cost $50.04 Unrealized +81.0%
NTR Nutrien Ltd 4.0%
Value ($000) $23,768,574 Shares 249,985 Est. Cost $52.70 Unrealized +17.0%
TD Toronto-Dominion Bank/The 3.8%
Value ($000) $22,880,809 Shares 238,040 Est. Cost $69.51 Unrealized +4.9%
AAPL Apple Inc 3.8%
Value ($000) $22,658,534 Shares 127,766 Est. Cost $146.13 Unrealized +5.9%
RY Royal Bank of Canada 3.7%
Value ($000) $22,086,935 Shares 165,910 Est. Cost $77.87 Unrealized +33.3%
MSFT Microsoft Corp 3.6%
Value ($000) $21,564,166 Shares 64,118 Est. Cost $173.91 Unrealized +80.2%
CNQ Canadian Natural Resources Ltd 3.2%
Value ($000) $19,078,978 Shares 356,950 Est. Cost $10.84 Unrealized +54.2%
FTS Fortis Inc/Canada 3.0%
Value ($000) $17,925,732 Shares 293,720 Est. Cost $36.03 Unrealized +7.0%
Thomson Reuters Corp 2.9%
Value ($000) $17,367,763 Shares 114,813 Est. Cost $126478.87 Unrealized
Brookfield Asset Management Inc 2.8%
Value ($000) $16,738,577 Shares 219,120 Est. Cost $57958.21 Unrealized
Granite Real Estate Investment Trust 2.6%
Value ($000) $15,637,256 Shares 148,767 Est. Cost $85064.22 Unrealized
BNS Bank of Nova Scotia/The 2.5%
Value ($000) $14,994,968 Shares 167,448 Est. Cost $52.10 Unrealized +1.5%
TU TELUS Corp 2.5%
Value ($000) $14,666,332 Shares 492,324 Est. Cost $21.53 Unrealized +6.2%
CI Financial Corp 2.4%
Value ($000) $14,552,708 Shares 550,405 Est. Cost $23073.62 Unrealized
SLF Sun Life Financial Inc 2.2%
Value ($000) $13,391,489 Shares 190,193 Est. Cost $53.55 Unrealized +3.2%
CM Canadian Imperial Bank of Commerce 2.2%
Value ($000) $13,029,862 Shares 88,368 Est. Cost $30.98 Unrealized +56.3%
NEE NextEra Energy Inc 2.0%
Value ($000) $12,145,763 Shares 130,096 Est. Cost $71.45 Unrealized +8.3%
WCN Waste Connections Inc 2.0%
Value ($000) $12,016,280 Shares 69,700 Est. Cost $126.49 Unrealized +2.3%
AVGO Broadcom Inc 2.0%
Value ($000) $11,958,749 Shares 17,972 Est. Cost $51.34 Unrealized +0.9%
ABT Abbott Laboratories 1.9%
Value ($000) $11,184,563 Shares 79,750 Est. Cost $118.69 Unrealized 0.0%
GOOGL Alphabet Inc 1.6%
Value ($000) $9,797,789 Shares 3,382 Est. Cost $114.30 Unrealized +25.1%
MSI Motorola Solutions Inc 1.6%
Value ($000) $9,612,203 Shares 35,378 Est. Cost $239.53 Unrealized 0.0%
COST Costco Wholesale Corp 1.5%
Value ($000) $9,042,814 Shares 15,953 Est. Cost $456.83 Unrealized +6.8%
CSCO Cisco Systems Inc/Delaware 1.5%
Value ($000) $8,834,574 Shares 140,234 Est. Cost $49.37 Unrealized +2.2%
HD Home Depot Inc/The 1.4%
Value ($000) $8,368,262 Shares 20,164 Est. Cost $343.18 Unrealized 0.0%
SPGI S&P Global Inc 1.4%
Value ($000) $8,172,685 Shares 17,351 Est. Cost $392.90 Unrealized +12.5%
LOW Lowe's Cos Inc 1.4%
Value ($000) $8,141,121 Shares 31,600 Est. Cost $219.81 Unrealized 0.0%
MS Morgan Stanley 1.3%
Value ($000) $7,828,480 Shares 80,308 Est. Cost $64.60 Unrealized +34.3%
NVDA NVIDIA Corp 1.3%
Value ($000) $7,689,212 Shares 26,144 Est. Cost $19.20 Unrealized +43.0%
Tricon Residential Inc 1.3%
Value ($000) $7,576,923 Shares 391,370 Est. Cost $19360.00 Unrealized
CNI Canadian National Railway Co 1.2%
Value ($000) $6,852,258 Shares 44,100 Est. Cost $116.80 Unrealized 0.0%
TAC TransAlta Corp 1.1%
Value ($000) $6,276,627 Shares 446,735 Est. Cost $10.76 Unrealized +1.2%
BCE BCE Inc 1.0%
Value ($000) $6,146,128 Shares 93,392 Est. Cost $35.16 Unrealized +8.2%
Brookfield Asset Management Reinsurance Partners Ltd 1.0%
Value ($000) $5,795,966 Shares 72,960 Est. Cost $70200.29 Unrealized
PANW Palo Alto Networks Inc 1.0%
Value ($000) $5,682,293 Shares 10,206 Est. Cost $85.55 Unrealized +1.1%
PBA Pembina Pipeline Corp 0.9%
Value ($000) $5,549,551 Shares 145,414 Est. Cost $22.10 Unrealized +17.4%
F Ford Motor Co 0.9%
Value ($000) $5,283,754 Shares 255,701 Est. Cost $12.80 Unrealized +9.4%
AA Alcoa Corp 0.9%
Value ($000) $5,192,397 Shares 87,150 Est. Cost $47.93 Unrealized 0.0%
TXT Textron Inc 0.9%
Value ($000) $5,169,544 Shares 66,963 Est. Cost $72.67 Unrealized +1.7%
CFLT Confluent Inc 0.9%
Value ($000) $5,134,764 Shares 67,350 Est. Cost $48.37 Unrealized +49.1%
SPG Simon Property Group Inc 0.9%
Value ($000) $5,128,617 Shares 32,100 Est. Cost $86.41 Unrealized +40.3%
ZTS Zoetis Inc 0.8%
Value ($000) $5,058,916 Shares 20,764 Est. Cost $195.83 Unrealized +7.5%
EL Estee Lauder Cos Inc/The 0.7%
Value ($000) $4,361,326 Shares 11,781 Est. Cost $311.33 Unrealized +2.1%
FCX Freeport-McMoRan Inc 0.7%
Value ($000) $4,355,743 Shares 104,727 Est. Cost $16.50 Unrealized +116.8%
CDNS Cadence Design Systems Inc 0.7%
Value ($000) $3,994,040 Shares 21,433 Est. Cost $152.39 Unrealized +14.4%
ENB Enbridge Inc 0.6%
Value ($000) $3,835,599 Shares 77,628 Est. Cost $22.53 Unrealized +36.1%
LPX Louisiana-Pacific Corp 0.6%
Value ($000) $3,799,975 Shares 48,500 Est. Cost $68.53 Unrealized 0.0%
TFIN Triumph Bancorp Inc 0.6%
Value ($000) $3,758,165 Shares 31,560 Est. Cost $119.79 Unrealized 0.0%
GS Goldman Sachs Group Inc/The 0.6%
Value ($000) $3,565,366 Shares 9,320 Est. Cost $325.79 Unrealized +9.4%
APA APA Corp 0.6%
Value ($000) $3,401,553 Shares 126,989 Est. Cost $21.61 Unrealized +8.2%
IQV IQVIA Holdings Inc 0.5%
Value ($000) $3,092,819 Shares 10,962 Est. Cost $259.51 Unrealized 0.0%
WFG West Fraser Timber Co Ltd 0.5%
Value ($000) $3,029,752 Shares 31,400 Est. Cost $86.50 Unrealized 0.0%
XLF Financial Select Sector SPDR Fund 0.4%
Value ($000) $2,486,314 Shares 63,670 Est. Cost $36195.17 Unrealized
Crescent Point Energy Corp 0.4%
Value ($000) $2,325,375 Shares 344,500 Est. Cost $6750.00 Unrealized
RDVY First Trust Rising Dividend Achievers ETF 0.3%
Value ($000) $2,011,524 Shares 38,840 Est. Cost $44984.67 Unrealized
MCD McDonald's Corp 0.3%
Value ($000) $1,678,922 Shares 6,263 Est. Cost $229.60 Unrealized 0.0%
XME SPDR S&P Metals & Mining ETF 0.3%
Value ($000) $1,567,300 Shares 35,000 Est. Cost $42298.56 Unrealized
COPX Global X Copper Miners ETF 0.3%
Value ($000) $1,535,456 Shares 41,600 Est. Cost $37028.85 Unrealized
GDXJ VanEck Junior Gold Miners ETF 0.2%
Value ($000) $1,446,585 Shares 34,500 Est. Cost $34112.34 Unrealized
SIL Global X Silver Miners ETF 0.2%
Value ($000) $1,415,848 Shares 38,600 Est. Cost $40113.63 Unrealized
ETFMG Prime Junior Silver Miners ETF 0.2%
Value ($000) $1,404,000 Shares 112,500 Est. Cost $14098.93 Unrealized
XLB Materials Select Sector SPDR Fund 0.2%
Value ($000) $1,377,272 Shares 15,200 Est. Cost $74722.46 Unrealized
ROBO ROBO Global Robotics and Automation Index ETF 0.2%
Value ($000) $1,367,145 Shares 19,500 Est. Cost $65462.31 Unrealized
REMX VanEck Rare Earth/Strategic Metals ETF 0.2%
Value ($000) $1,346,280 Shares 12,000 Est. Cost $108527.25 Unrealized
KRE SPDR S&P Regional Banking ETF 0.2%
Value ($000) $1,339,065 Shares 18,900 Est. Cost $63018.19 Unrealized
ITB iShares U.S. Home Construction ETF 0.2%
Value ($000) $1,335,012 Shares 16,100 Est. Cost $82920.00 Unrealized
WOOD iShares Global Timber & Forestry ETF 0.2%
Value ($000) $1,333,855 Shares 14,500 Est. Cost $86101.32 Unrealized
EWT iShares MSCI Taiwan ETF 0.2%
Value ($000) $1,332,200 Shares 20,000 Est. Cost $61362.09 Unrealized
Lam Research Corp 0.2%
Value ($000) $1,331,866 Shares 1,852 Est. Cost $719150.10 Unrealized
KBE SPDR S&P Bank ETF 0.2%
Value ($000) $1,331,264 Shares 24,400 Est. Cost $45830.38 Unrealized
XTN SPDR S&P Transportation ETF 0.2%
Value ($000) $1,330,476 Shares 14,100 Est. Cost $94360.00 Unrealized
FNV Franco-Nevada Corp 0.2%
Value ($000) $1,329,544 Shares 7,600 Est. Cost $138.67 Unrealized -4.1%
URA Global X Uranium ETF 0.2%
Value ($000) $1,325,842 Shares 58,100 Est. Cost $20784.44 Unrealized
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF 0.2%
Value ($000) $1,322,400 Shares 12,000 Est. Cost $104400.00 Unrealized
REZ iShares Residential and Multisector Real Estate ETF 0.2%
Value ($000) $1,306,459 Shares 13,300 Est. Cost $98230.00 Unrealized
IJR iShares Core S&P Small-Cap ETF 0.2%
Value ($000) $1,305,414 Shares 11,400 Est. Cost $114510.00 Unrealized
KIE SPDR S&P Insurance ETF 0.2%
Value ($000) $1,291,840 Shares 32,000 Est. Cost $39117.59 Unrealized
GD General Dynamics Corp 0.2%
Value ($000) $1,206,687 Shares 5,821 Est. Cost $185.25 Unrealized 0.0%
CCS Century Communities Inc 0.2%
Value ($000) $1,177,776 Shares 14,400 Est. Cost $67.31 Unrealized 0.0%
ELEMENTS Linked to the Rogers International Commodity Index - Total Return 0.2%
Value ($000) $1,149,133 Shares 166,300 Est. Cost $5903.39 Unrealized
GRID First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund 0.2%
Value ($000) $1,139,637 Shares 11,100 Est. Cost $89149.68 Unrealized
GUNR FlexShares Global Upstream Natural Resources Index Fund 0.2%
Value ($000) $1,125,465 Shares 28,500 Est. Cost $39490.00 Unrealized
PAVE Global X US Infrastructure Development ETF 0.2%
Value ($000) $1,079,625 Shares 37,500 Est. Cost $28790.00 Unrealized
DBA Invesco DB Agriculture Fund 0.2%
Value ($000) $1,023,050 Shares 51,800 Est. Cost $19521.35 Unrealized
AMAT Applied Materials Inc 0.2%
Value ($000) $1,007,104 Shares 6,400 Est. Cost $139.59 Unrealized 0.0%
BNO United States Brent Oil Fund LP 0.2%
Value ($000) $905,403 Shares 43,300 Est. Cost $20910.00 Unrealized
PRN Invesco DWA Industrials Momentum ETF 0.1%
Value ($000) $860,250 Shares 7,400 Est. Cost $116250.00 Unrealized
FRCB First Republic Bank/CA 0.1%
Value ($000) $825,795 Shares 4,004 Est. Cost $142.76 Unrealized +46.4%
SVB Financial Group 0.1%
Value ($000) $822,705 Shares 1,213 Est. Cost $477428.40 Unrealized
KBA KraneShares Bosera MSCI China A 50 Connect Index ETF 0.1%
Value ($000) $798,928 Shares 18,400 Est. Cost $43420.00 Unrealized
QUAL iShares MSCI USA Quality Factor ETF 0.1%
Value ($000) $713,244 Shares 4,900 Est. Cost $145560.00 Unrealized
STN Stantec Inc 0.1%
Value ($000) $689,379 Shares 9,700 Est. Cost $71070.00 Unrealized
BAC Bank of America Corp 0.1%
Value ($000) $664,058 Shares 14,926 Est. Cost $30.64 Unrealized +33.9%
BLOK Amplify Transformational Data Sharing ETF 0.1%
Value ($000) $654,771 Shares 16,300 Est. Cost $40170.00 Unrealized
BX Blackstone Inc 0.1%
Value ($000) $652,753 Shares 5,100 Est. Cost $84.65 Unrealized +37.2%
RSPD Invesco S&P 500 Equal Weight Consumer Discretionary ETF 0.1%
Value ($000) $626,360 Shares 4,000 Est. Cost $156590.00 Unrealized
GXO GXO Logistics Inc 0.1%
Value ($000) $617,644 Shares 6,800 Est. Cost $75.70 Unrealized +18.7%
PFE Pfizer Inc 0.1%
Value ($000) $615,346 Shares 10,500 Est. Cost $40.23 Unrealized 0.0%
INVE Identiv Inc 0.1%
Value ($000) $571,242 Shares 20,300 Est. Cost $21.96 Unrealized 0.0%
CIBR First Trust NASDAQ Cybersecurity ETF 0.1%
Value ($000) $564,853 Shares 10,700 Est. Cost $36148.79 Unrealized
Hess Corp 0.1%
Value ($000) $547,822 Shares 7,400 Est. Cost $84061.26 Unrealized
LIT Global X Lithium & Battery Tech ETF 0.1%
Value ($000) $531,972 Shares 6,300 Est. Cost $72460.00 Unrealized
XOP SPDR S&P Oil & Gas Exploration & Production ETF 0.1%
Value ($000) $517,698 Shares 5,400 Est. Cost $96709.70 Unrealized
XSD SPDR S&P Semiconductor ETF 0.1%
Value ($000) $510,615 Shares 2,100 Est. Cost $197970.00 Unrealized
XOM Exxon Mobil Corp 0.1%
Value ($000) $505,395 Shares 8,351 Est. Cost $45.45 Unrealized +18.6%
CNH CNH Industrial NV 0.1%
Value ($000) $494,721 Shares 29,280 Est. Cost $11.22 Unrealized +22.8%
XHB SPDR S&P Homebuilders ETF 0.1%
Value ($000) $394,588 Shares 4,600 Est. Cost $85780.00 Unrealized
EIDO iShares MSCI Indonesia ETF 0.1%
Value ($000) $385,896 Shares 16,800 Est. Cost $22970.00 Unrealized
iShares MSCI Frontier and Select EM ETF 0.1%
Value ($000) $365,806 Shares 10,600 Est. Cost $33190.00 Unrealized
XT iShares Exponential Technologies ETF 0.1%
Value ($000) $342,573 Shares 5,185 Est. Cost $33541.18 Unrealized
MOO VanEck Agribusiness ETF 0.1%
Value ($000) $333,970 Shares 3,500 Est. Cost $79943.84 Unrealized
PIE Invesco DWA Emerging Markets Markets Momentum ETF 0.1%
Value ($000) $327,659 Shares 12,700 Est. Cost $15811.93 Unrealized
SLX VanEck Steel ETF 0.1%
Value ($000) $324,459 Shares 6,100 Est. Cost $53190.00 Unrealized
XLV Health Care Select Sector SPDR Fund 0.1%
Value ($000) $324,047 Shares 2,300 Est. Cost $140890.00 Unrealized
PKW Invesco BuyBack Achievers ETF 0.0%
Value ($000) $286,123 Shares 2,965 Est. Cost $90524.13 Unrealized
ESGV Vanguard ESG US Stock ETF 0.0%
Value ($000) $254,881 Shares 2,900 Est. Cost $46713.85 Unrealized
RSP Invesco S&P 500 Equal Weight ETF 0.0%
Value ($000) $250,635 Shares 1,540 Est. Cost $151315.10 Unrealized
SHW Sherwin-Williams Co/The 0.0%
Value ($000) $243,343 Shares 691 Est. Cost $311.25 Unrealized 0.0%
IYW iShares US Technology ETF 0.0%
Value ($000) $221,603 Shares 1,930 Est. Cost $101997.99 Unrealized
CARZ First Trust S-Network Future V 0.0%
Value ($000) $179,759 Shares 3,005 Est. Cost $59991.65 Unrealized
VOOV Vanguard S&P 500 Value ETF 0.0%
Value ($000) $119,614 Shares 790 Est. Cost $138595.19 Unrealized