BAROMETER CAPITAL MANAGEMENT INC. Quant / Systematic

Location: Toronto, Ontario, Canada

CIK: 0001536890 · Show all filings

Period: Q2 2022 (← Previous) (Next →)

Filing Date: Aug 15, 2022

Total Value: $244.2B (100.0% shares, 0.0% debt)

Holdings (70)

ENB Enbridge Inc 7.7%
Value $18.74B Shares 335,737 Est. Cost $30.83 Unrealized +14.3%
IMO Imperial Oil Ltd 7.6%
Value $18.61B Shares 309,140 Est. Cost $39.14 Unrealized +19.0%
T AT&T Inc 7.0%
Value $16.99B Shares 979,110 Est. Cost $16.30 Unrealized 0.0%
PBA Pembina Pipeline Corp 5.6%
Value $13.61B Shares 294,779 Est. Cost $26.46 Unrealized +22.1%
CVE Cenovus Energy Inc 5.0%
Value $12.17B Shares 586,240 Est. Cost $15.76 Unrealized +15.2%
JNJ Johnson & Johnson 4.8%
Value $11.8B Shares 67,000 Est. Cost $159.93 Unrealized 0.0%
MRK Merck & Co Inc 4.7%
Value $11.37B Shares 139,720 Est. Cost $79.21 Unrealized 0.0%
LLY Eli Lilly & Co 4.6%
Value $11.15B Shares 39,196 Est. Cost $288.79 Unrealized +0.7%
Shaw Communications Inc 3.5%
Value $8.619B Shares 225,280 Est. Cost $38259.20 Unrealized
HSY Hershey Co/The 3.0%
Value $7.281B Shares 33,758 Est. Cost $196.33 Unrealized +1.2%
VRTX Vertex Pharmaceuticals Inc 2.9%
Value $7.133B Shares 27,332 Est. Cost $267.66 Unrealized 0.0%
FTS Fortis Inc/Canada 2.9%
Value $7.124B Shares 116,200 Est. Cost $36.03 Unrealized +18.1%
FCX Freeport-McMoRan Inc 2.8%
Value $6.771B Shares 137,327 Est. Cost $25.77 Unrealized +47.2%
AAPL Apple Inc 2.6%
Value $6.33B Shares 36,356 Est. Cost $146.24 Unrealized +1.6%
Thomson Reuters Corp 2.6%
Value $6.247B Shares 46,240 Est. Cost $135103.10 Unrealized
LMT Lockheed Martin Corp 2.4%
Value $5.887B Shares 13,420 Est. Cost $365.10 Unrealized +9.0%
RIO Rio Tinto PLC 2.2%
Value $5.292B Shares 68,800 Est. Cost $77346.02 Unrealized
EXE Chesapeake Energy Corp 2.0%
Value $4.854B Shares 57,270 Est. Cost $75.97 Unrealized 0.0%
COST Costco Wholesale Corp 1.6%
Value $3.919B Shares 6,829 Est. Cost $468.63 Unrealized +3.5%
GD General Dynamics Corp 1.6%
Value $3.85B Shares 16,141 Est. Cost $201.76 Unrealized +5.8%
APA APA Corp 1.6%
Value $3.819B Shares 92,989 Est. Cost $21.61 Unrealized +74.5%
UNH UnitedHealth Group Inc 1.5%
Value $3.771B Shares 7,421 Est. Cost $453.80 Unrealized +3.8%
COP ConocoPhillips 1.4%
Value $3.327B Shares 33,680 Est. Cost $87.77 Unrealized +2.5%
PGR Progressive Corp/The 1.4%
Value $3.31B Shares 29,090 Est. Cost $98.48 Unrealized +4.9%
NEE NextEra Energy Inc 1.3%
Value $3.269B Shares 38,806 Est. Cost $71.45 Unrealized -3.7%
SU Suncor Energy Inc 1.1%
Value $2.767B Shares 68,600 Est. Cost $25.50 Unrealized +23.9%
SLB Schlumberger NV 1.1%
Value $2.721B Shares 66,100 Est. Cost $38.09 Unrealized +0.5%
VET Vermilion Energy Inc 1.1%
Value $2.59B Shares 98,890 Est. Cost $20.83 Unrealized 0.0%
KHC Kraft Heinz Co/The 1.0%
Value $2.511B Shares 64,400 Est. Cost $33.56 Unrealized 0.0%
NOC Northrop Grumman Corp 1.0%
Value $2.361B Shares 5,300 Est. Cost $421.64 Unrealized +2.6%
Ritchie Bros Auctioneers Inc 0.6%
Value $1.559B Shares 21,200 Est. Cost $73527.69 Unrealized
NTR Nutrien Ltd 0.6%
Value $1.394B Shares 10,800 Est. Cost $53.02 Unrealized +63.0%
ASHR Xtrackers Harvest CSI 300 China A-Shares ETF 0.5%
Value $1.271B Shares 38,400 Est. Cost $33090.00 Unrealized
PHYS Sprott Physical Gold Trust 0.5%
Value $1.213B Shares 78,900 Est. Cost $15370.00 Unrealized
XOP SPDR S&P Oil & Gas Exploration & Production ETF 0.5%
Value $1.177B Shares 8,800 Est. Cost $117662.59 Unrealized
KO Coca-Cola Co/The 0.4%
Value $1.046B Shares 17,000 Est. Cost $56.76 Unrealized 0.0%
BNO United States Brent Oil Fund LP 0.4%
Value $1.03B Shares 34,400 Est. Cost $25944.42 Unrealized
DXJ WisdomTree Japan Hedged Equity Fund 0.4%
Value $993M Shares 15,700 Est. Cost $63859.34 Unrealized
OIH VanEck Oil Services ETF 0.4%
Value $932M Shares 3,300 Est. Cost $282550.00 Unrealized
KIE SPDR S&P Insurance ETF 0.4%
Value $866M Shares 20,700 Est. Cost $39577.45 Unrealized
KWEB KraneShares CSI China Internet ETF 0.3%
Value $852M Shares 29,900 Est. Cost $28510.00 Unrealized
Hess Corp 0.3%
Value $784M Shares 7,350 Est. Cost $90952.71 Unrealized
RSP Invesco S&P 500 Equal Weight ETF 0.3%
Value $769M Shares 4,900 Est. Cost $156864.28 Unrealized
GUNR FlexShares Global Upstream Natural Resources Index Fund 0.3%
Value $766M Shares 16,600 Est. Cost $39616.55 Unrealized
XOM Exxon Mobil Corp 0.3%
Value $727M Shares 8,980 Est. Cost $51.65 Unrealized +54.1%
LIT Global X Lithium & Battery Tech ETF 0.3%
Value $661M Shares 8,600 Est. Cost $74460.00 Unrealized
MSFT Microsoft Corp 0.3%
Value $631M Shares 2,050 Est. Cost $173.91 Unrealized +51.5%
FDL First Trust Exchange-Traded Fund-First Trust Morningstar Dividend Leaders Index 0.3%
Value $615M Shares 16,550 Est. Cost $37440.00 Unrealized
ELEMENTS Linked to the Rogers International Commodity Index - Agri Tot Return 0.2%
Value $600M Shares 59,300 Est. Cost $10120.00 Unrealized
DBA Invesco DB Agriculture Fund 0.2%
Value $595M Shares 27,200 Est. Cost $19552.80 Unrealized
DBO Invesco DB Oil Fund 0.2%
Value $587M Shares 33,900 Est. Cost $17320.00 Unrealized
XME SPDR S&P Metals & Mining ETF 0.2%
Value $586M Shares 9,600 Est. Cost $42298.56 Unrealized
IWM iShares Russell 2000 ETF 0.2%
Value $532M Shares 2,600 Est. Cost $204730.39 Unrealized
ELEMENTS Linked to the Rogers International Commodity Index - Total Return 0.2%
Value $514M Shares 58,650 Est. Cost $6167.84 Unrealized
ITA iShares US Aerospace & Defense ETF 0.2%
Value $508M Shares 4,600 Est. Cost $110790.00 Unrealized
PPH VanEck Pharmaceutical ETF 0.2%
Value $466M Shares 5,900 Est. Cost $79059.49 Unrealized
UGA United States Gasoline Fund LP 0.2%
Value $441M Shares 7,920 Est. Cost $55690.02 Unrealized
PSLV Sprott Physical Silver Trust 0.2%
Value $438M Shares 49,900 Est. Cost $8770.00 Unrealized
IGF iShares Global Infrastructure ETF 0.2%
Value $405M Shares 8,070 Est. Cost $50860.00 Unrealized
XBI SPDR S&P Biotech ETF 0.2%
Value $395M Shares 4,400 Est. Cost $89880.00 Unrealized
URA Global X Uranium ETF 0.2%
Value $370M Shares 14,200 Est. Cost $20784.44 Unrealized
SLX VanEck Steel ETF 0.1%
Value $366M Shares 5,400 Est. Cost $64202.85 Unrealized
TAN Invesco Solar ETF 0.1%
Value $340M Shares 4,500 Est. Cost $75460.00 Unrealized
FXI iShares China Large-Cap ETF 0.1%
Value $312M Shares 9,800 Est. Cost $31833.37 Unrealized
PPLT abrdn Platinum ETF Trust 0.1%
Value $303M Shares 3,300 Est. Cost $91760.00 Unrealized
United States Natural Gas Fund LP 0.1%
Value $290M Shares 14,700 Est. Cost $19720.00 Unrealized
CHIQ Global X MSCI China Consumer Discretionary ETF 0.1%
Value $289M Shares 14,650 Est. Cost $19760.07 Unrealized
MNST Monster Beverage Corp 0.1%
Value $240M Shares 3,000 Est. Cost $43.49 Unrealized 0.0%
GOOGL Alphabet Inc 0.1%
Value $159M Shares 1,142 Est. Cost $114.30 Unrealized +2.2%
IEF iShares 7-10 Year Treasury Bond ETF 0.0%
Value $10.67M Shares 100 Est. Cost $106730.00 Unrealized