BAROMETER CAPITAL MANAGEMENT INC. Quant / Systematic

CIK: 0001536890 · Show all filings

Period: Q1 2022 (← Previous) (Next →)

Filing Date: May 13, 2022

Total Value ($000): $549,625,950 (100.0% shares, 0.0% debt)

Holdings (113)

NTR Nutrien Ltd 6.0%
Value ($000) $32,970,084 Shares 253,909 Est. Cost $53.02 Unrealized +38.5%
BMO Bank of Montreal 5.3%
Value ($000) $29,200,721 Shares 200,403 Est. Cost $55.52 Unrealized +77.1%
CNQ Canadian Natural Resources Ltd 4.3%
Value ($000) $23,658,412 Shares 304,210 Est. Cost $10.84 Unrealized +105.1%
Barrick Gold Corp 4.0%
Value ($000) $22,031,746 Shares 745,470 Est. Cost $29554.17 Unrealized
TECK Teck Resources Ltd 3.8%
Value ($000) $20,815,428 Shares 412,350 Est. Cost $35.75 Unrealized 0.0%
RY Royal Bank of Canada 3.6%
Value ($000) $19,737,885 Shares 144,655 Est. Cost $77.87 Unrealized +44.0%
TU TELUS Corp 3.4%
Value ($000) $18,837,406 Shares 576,773 Est. Cost $21.99 Unrealized +12.3%
ENB Enbridge Inc 3.4%
Value ($000) $18,807,433 Shares 331,778 Est. Cost $30.77 Unrealized +8.2%
IMO Imperial Oil Ltd 3.3%
Value ($000) $18,064,695 Shares 298,590 Est. Cost $38.87 Unrealized 0.0%
FNV Franco-Nevada Corp 2.7%
Value ($000) $14,721,560 Shares 74,000 Est. Cost $138.82 Unrealized +0.0%
LMT Lockheed Martin Corp 2.6%
Value ($000) $14,548,985 Shares 32,961 Est. Cost $365.10 Unrealized 0.0%
BNS Bank of Nova Scotia/The 2.5%
Value ($000) $13,863,028 Shares 156,478 Est. Cost $52.10 Unrealized +12.6%
BCE BCE Inc 2.4%
Value ($000) $13,368,802 Shares 192,912 Est. Cost $37.65 Unrealized +6.2%
AA Alcoa Corp 2.4%
Value ($000) $13,279,425 Shares 147,500 Est. Cost $56.77 Unrealized +22.5%
COST Costco Wholesale Corp 2.3%
Value ($000) $12,534,872 Shares 21,803 Est. Cost $468.63 Unrealized +6.9%
CM Canadian Imperial Bank of Commerce 2.1%
Value ($000) $11,790,823 Shares 77,699 Est. Cost $30.98 Unrealized +69.7%
CF CF Industries Holdings Inc 2.0%
Value ($000) $11,172,735 Shares 108,410 Est. Cost $74.27 Unrealized 0.0%
NEM Newmont Corp 2.0%
Value ($000) $11,155,375 Shares 131,900 Est. Cost $60.03 Unrealized 0.0%
TRP TC Energy Corp 1.9%
Value ($000) $10,704,828 Shares 151,820 Est. Cost $43.00 Unrealized 0.0%
PDS Precision Drilling Corp 1.8%
Value ($000) $9,926,316 Shares 107,080 Est. Cost $52.99 Unrealized 0.0%
PBA Pembina Pipeline Corp 1.7%
Value ($000) $9,382,457 Shares 200,596 Est. Cost $23.71 Unrealized +17.9%
Tricon Residential Inc 1.7%
Value ($000) $9,354,200 Shares 470,770 Est. Cost $19446.02 Unrealized
GD General Dynamics Corp 1.6%
Value ($000) $8,960,697 Shares 37,349 Est. Cost $201.76 Unrealized +1.5%
ADM Archer-Daniels-Midland Co 1.5%
Value ($000) $8,348,689 Shares 92,496 Est. Cost $69.63 Unrealized 0.0%
FCX Freeport-McMoRan Inc 1.5%
Value ($000) $8,185,277 Shares 165,077 Est. Cost $25.77 Unrealized +62.4%
FTS Fortis Inc/Canada 1.3%
Value ($000) $7,289,757 Shares 117,900 Est. Cost $36.03 Unrealized +12.0%
CVE Cenovus Energy Inc 1.2%
Value ($000) $6,735,488 Shares 323,200 Est. Cost $13.81 Unrealized 0.0%
CCJ Cameco Corp 1.1%
Value ($000) $6,160,572 Shares 169,200 Est. Cost $23.23 Unrealized 0.0%
AAPL Apple Inc 1.1%
Value ($000) $6,051,130 Shares 34,706 Est. Cost $146.13 Unrealized +12.8%
CNI Canadian National Railway Co 1.1%
Value ($000) $5,835,960 Shares 34,800 Est. Cost $116.80 Unrealized -0.9%
LNG Cheniere Energy Inc 1.0%
Value ($000) $5,689,895 Shares 41,130 Est. Cost $121.52 Unrealized 0.0%
SU Suncor Energy Inc 0.9%
Value ($000) $5,201,460 Shares 127,800 Est. Cost $25.50 Unrealized 0.0%
OBE Obsidian Energy Ltd 0.9%
Value ($000) $5,050,818 Shares 455,850 Est. Cost $7.30 Unrealized 0.0%
GOOGL Alphabet Inc 0.9%
Value ($000) $5,025,899 Shares 1,807 Est. Cost $114.30 Unrealized +17.9%
APA APA Corp 0.9%
Value ($000) $5,002,853 Shares 121,389 Est. Cost $21.61 Unrealized +42.8%
RTX Raytheon Technologies Corp 0.9%
Value ($000) $4,854,430 Shares 49,000 Est. Cost $86.76 Unrealized 0.0%
Crescent Point Energy Corp 0.7%
Value ($000) $3,877,680 Shares 428,000 Est. Cost $7200.67 Unrealized
MOS Mosaic Co/The 0.7%
Value ($000) $3,870,300 Shares 58,200 Est. Cost $45.45 Unrealized 0.0%
PGR Progressive Corp/The 0.6%
Value ($000) $3,318,763 Shares 29,140 Est. Cost $98.48 Unrealized 0.0%
NEE NextEra Energy Inc 0.6%
Value ($000) $3,287,256 Shares 38,806 Est. Cost $71.45 Unrealized +0.9%
UNH UnitedHealth Group Inc 0.6%
Value ($000) $3,279,617 Shares 6,431 Est. Cost $451.15 Unrealized 0.0%
PANW Palo Alto Networks Inc 0.6%
Value ($000) $3,240,787 Shares 5,206 Est. Cost $85.55 Unrealized +4.6%
WY Weyerhaeuser Co 0.5%
Value ($000) $2,743,960 Shares 72,400 Est. Cost $34.12 Unrealized 0.0%
AVGO Broadcom Inc 0.5%
Value ($000) $2,732,811 Shares 4,340 Est. Cost $51.34 Unrealized +7.3%
Yamana Gold Inc 0.5%
Value ($000) $2,653,098 Shares 380,100 Est. Cost $6980.00 Unrealized
NVDA NVIDIA Corp 0.5%
Value ($000) $2,618,910 Shares 9,598 Est. Cost $19.20 Unrealized +30.4%
SSRM SSR Mining Inc 0.5%
Value ($000) $2,609,167 Shares 96,340 Est. Cost $18.83 Unrealized 0.0%
DE Deere & Co 0.4%
Value ($000) $2,397,204 Shares 5,770 Est. Cost $363.01 Unrealized 0.0%
BX Blackstone Inc 0.4%
Value ($000) $2,056,440 Shares 16,400 Est. Cost $100.19 Unrealized +7.0%
QCOM QUALCOMM Inc 0.4%
Value ($000) $1,940,814 Shares 12,700 Est. Cost $153.59 Unrealized 0.0%
COPX Global X Copper Miners ETF 0.3%
Value ($000) $1,820,400 Shares 40,000 Est. Cost $37028.85 Unrealized
FDL First Trust Exchange-Traded Fund-First Trust Morningstar Dividend Leaders Index 0.3%
Value ($000) $1,677,312 Shares 44,800 Est. Cost $37440.00 Unrealized
SLX VanEck Steel ETF 0.3%
Value ($000) $1,666,829 Shares 24,570 Est. Cost $64202.85 Unrealized
XME SPDR S&P Metals & Mining ETF 0.3%
Value ($000) $1,654,830 Shares 27,000 Est. Cost $42298.56 Unrealized
PHYS Sprott Physical Gold Trust 0.3%
Value ($000) $1,652,275 Shares 107,500 Est. Cost $15370.00 Unrealized
XOP SPDR S&P Oil & Gas Exploration & Production ETF 0.3%
Value ($000) $1,628,055 Shares 12,100 Est. Cost $117662.59 Unrealized
Lithium Americas Corp 0.3%
Value ($000) $1,626,794 Shares 33,800 Est. Cost $48130.00 Unrealized
ELEMENTS Linked to the Rogers International Commodity Index - Total Return 0.3%
Value ($000) $1,606,664 Shares 183,200 Est. Cost $6167.84 Unrealized
KIE SPDR S&P Insurance ETF 0.3%
Value ($000) $1,597,140 Shares 38,000 Est. Cost $39577.45 Unrealized
DBO Invesco DB Oil Fund 0.3%
Value ($000) $1,563,996 Shares 90,300 Est. Cost $17320.00 Unrealized
GDXJ VanEck Junior Gold Miners ETF 0.3%
Value ($000) $1,551,397 Shares 33,100 Est. Cost $34112.34 Unrealized
OIH VanEck Oil Services ETF 0.3%
Value ($000) $1,525,770 Shares 5,400 Est. Cost $282550.00 Unrealized
CORN Teucrium Corn Fund 0.3%
Value ($000) $1,519,602 Shares 55,950 Est. Cost $27160.00 Unrealized
ETFMG Prime Junior Silver Miners ETF 0.3%
Value ($000) $1,498,112 Shares 106,400 Est. Cost $14098.93 Unrealized
URA Global X Uranium ETF 0.3%
Value ($000) $1,496,352 Shares 57,200 Est. Cost $20784.44 Unrealized
GUNR FlexShares Global Upstream Natural Resources Index Fund 0.2%
Value ($000) $1,358,070 Shares 29,000 Est. Cost $39616.55 Unrealized
WOOD iShares Global Timber & Forestry ETF 0.2%
Value ($000) $1,330,868 Shares 14,900 Est. Cost $86187.73 Unrealized
XSD SPDR S&P Semiconductor ETF 0.2%
Value ($000) $1,265,445 Shares 6,100 Est. Cost $204186.39 Unrealized
ITA iShares US Aerospace & Defense ETF 0.2%
Value ($000) $1,251,927 Shares 11,300 Est. Cost $110790.00 Unrealized
FXZ First Trust Materials AlphaDEX Fund 0.2%
Value ($000) $1,232,036 Shares 17,200 Est. Cost $71630.00 Unrealized
HSY Hershey Co/The 0.2%
Value ($000) $1,204,030 Shares 5,558 Est. Cost $184.39 Unrealized 0.0%
DBA Invesco DB Agriculture Fund 0.2%
Value ($000) $1,148,700 Shares 52,500 Est. Cost $19552.80 Unrealized
Hess Corp 0.2%
Value ($000) $1,131,413 Shares 10,570 Est. Cost $90952.71 Unrealized
SIL Global X Silver Miners ETF 0.2%
Value ($000) $1,083,826 Shares 29,800 Est. Cost $40113.63 Unrealized
United States Natural Gas Fund LP 0.2%
Value ($000) $968,252 Shares 49,100 Est. Cost $19720.00 Unrealized
XOM Exxon Mobil Corp 0.2%
Value ($000) $943,507 Shares 11,541 Est. Cost $51.65 Unrealized +31.4%
REMX VanEck Rare Earth/Strategic Metals ETF 0.2%
Value ($000) $887,100 Shares 7,500 Est. Cost $108527.25 Unrealized
BTU Peabody Energy Corp 0.2%
Value ($000) $883,080 Shares 36,000 Est. Cost $16.31 Unrealized 0.0%
UNP Union Pacific Corp 0.2%
Value ($000) $877,277 Shares 3,211 Est. Cost $230.57 Unrealized 0.0%
LIT Global X Lithium & Battery Tech ETF 0.2%
Value ($000) $869,874 Shares 11,300 Est. Cost $74460.00 Unrealized
RDVY First Trust Rising Dividend Achievers ETF 0.2%
Value ($000) $857,500 Shares 17,500 Est. Cost $44984.67 Unrealized
MOO VanEck Agribusiness ETF 0.2%
Value ($000) $857,228 Shares 8,200 Est. Cost $94041.64 Unrealized
EWZ iShares MSCI Brazil ETF 0.1%
Value ($000) $812,915 Shares 21,500 Est. Cost $37810.00 Unrealized
DXJ WisdomTree Japan Hedged Equity Fund 0.1%
Value ($000) $793,848 Shares 12,400 Est. Cost $64020.00 Unrealized
MTB M&T Bank Corp 0.1%
Value ($000) $793,260 Shares 4,680 Est. Cost $155.43 Unrealized 0.0%
EIDO iShares MSCI Indonesia ETF 0.1%
Value ($000) $789,525 Shares 31,900 Est. Cost $23812.57 Unrealized
CIBR First Trust NASDAQ Cybersecurity ETF 0.1%
Value ($000) $780,717 Shares 14,700 Est. Cost $40764.09 Unrealized
Bunge Ltd 0.1%
Value ($000) $777,886 Shares 7,020 Est. Cost $110809.97 Unrealized
Maxar Technologies Inc 0.1%
Value ($000) $767,364 Shares 15,600 Est. Cost $49190.00 Unrealized
COP ConocoPhillips 0.1%
Value ($000) $710,000 Shares 7,100 Est. Cost $79.66 Unrealized 0.0%
SPG Simon Property Group Inc 0.1%
Value ($000) $709,108 Shares 5,390 Est. Cost $86.41 Unrealized +32.5%
SITM SiTime Corp 0.1%
Value ($000) $680,018 Shares 2,744 Est. Cost $216.79 Unrealized 0.0%
RIO Rio Tinto PLC 0.1%
Value ($000) $675,360 Shares 8,400 Est. Cost $80400.00 Unrealized
Bitwise Crypto Industry Innovators ETF 0.1%
Value ($000) $658,920 Shares 38,000 Est. Cost $17340.00 Unrealized
IYT iShares US Transportation ETF 0.1%
Value ($000) $647,880 Shares 2,400 Est. Cost $269950.00 Unrealized
IGF iShares Global Infrastructure ETF 0.1%
Value ($000) $645,922 Shares 12,700 Est. Cost $50860.00 Unrealized
MSFT Microsoft Corp 0.1%
Value ($000) $638,202 Shares 2,070 Est. Cost $173.91 Unrealized +67.6%
PSLV Sprott Physical Silver Trust 0.1%
Value ($000) $629,686 Shares 71,800 Est. Cost $8770.00 Unrealized
TAN Invesco Solar ETF 0.1%
Value ($000) $626,318 Shares 8,300 Est. Cost $75460.00 Unrealized
CRWD Crowdstrike Holdings Inc 0.1%
Value ($000) $617,658 Shares 2,720 Est. Cost $186.36 Unrealized 0.0%
KSA iShares MSCI Saudi Arabia ETF 0.1%
Value ($000) $597,996 Shares 12,600 Est. Cost $47460.00 Unrealized
NOC Northrop Grumman Corp 0.1%
Value ($000) $585,858 Shares 1,310 Est. Cost $387.65 Unrealized 0.0%
LLY Eli Lilly & Co 0.1%
Value ($000) $561,285 Shares 1,960 Est. Cost $248.50 Unrealized 0.0%
PFE Pfizer Inc 0.1%
Value ($000) $539,188 Shares 10,500 Est. Cost $40.23 Unrealized +5.6%
XMVM Invesco S&P MidCap Value with Momentum ETF 0.1%
Value ($000) $530,200 Shares 11,000 Est. Cost $48200.00 Unrealized
REZ iShares Residential and Multisector Real Estate ETF 0.1%
Value ($000) $489,141 Shares 5,100 Est. Cost $98230.00 Unrealized
PAVE Global X US Infrastructure Development ETF 0.1%
Value ($000) $472,276 Shares 16,700 Est. Cost $28790.00 Unrealized
VOOV Vanguard S&P 500 Value ETF 0.1%
Value ($000) $467,170 Shares 3,100 Est. Cost $147615.23 Unrealized
BNO United States Brent Oil Fund LP 0.1%
Value ($000) $454,936 Shares 15,200 Est. Cost $20910.00 Unrealized
F Ford Motor Co 0.1%
Value ($000) $419,955 Shares 25,000 Est. Cost $12.80 Unrealized +13.7%
IHF iShares U.S. Healthcare Providers ETF 0.1%
Value ($000) $311,179 Shares 1,100 Est. Cost $282890.00 Unrealized
SLB Schlumberger NV 0.0%
Value ($000) $223,074 Shares 5,400 Est. Cost $35.90 Unrealized 0.0%
CSCO Cisco Systems Inc 0.0%
Value ($000) $36,496 Shares 659 Est. Cost $49.37 Unrealized +1.8%