BAROMETER CAPITAL MANAGEMENT INC. Quant / Systematic

CIK: 0001536890 · Show all filings

Period: Q2 2022 (← Previous) (Next →)

Filing Date: Aug 15, 2022

Total Value ($000): $244,229,255 (100.0% shares, 0.0% debt)

Holdings (70)

ENB Enbridge Inc 7.7%
Value ($000) $18,742,585 Shares 335,737 Est. Cost $30.83 Unrealized +14.3%
IMO Imperial Oil Ltd 7.6%
Value ($000) $18,611,619 Shares 309,140 Est. Cost $39.14 Unrealized +19.0%
T AT&T Inc 7.0%
Value ($000) $16,989,125 Shares 979,110 Est. Cost $16.30 Unrealized 0.0%
PBA Pembina Pipeline Corp 5.6%
Value ($000) $13,605,053 Shares 294,779 Est. Cost $26.46 Unrealized +22.1%
CVE Cenovus Energy Inc 5.0%
Value ($000) $12,173,274 Shares 586,240 Est. Cost $15.76 Unrealized +15.2%
JNJ Johnson & Johnson 4.8%
Value ($000) $11,798,593 Shares 67,000 Est. Cost $159.93 Unrealized 0.0%
MRK Merck & Co Inc 4.7%
Value ($000) $11,370,959 Shares 139,720 Est. Cost $79.21 Unrealized 0.0%
LLY Eli Lilly & Co 4.6%
Value ($000) $11,150,466 Shares 39,196 Est. Cost $288.79 Unrealized +0.7%
Shaw Communications Inc 3.5%
Value ($000) $8,619,033 Shares 225,280 Est. Cost $38259.20 Unrealized
HSY Hershey Co/The 3.0%
Value ($000) $7,281,273 Shares 33,758 Est. Cost $196.33 Unrealized +1.2%
VRTX Vertex Pharmaceuticals Inc 2.9%
Value ($000) $7,132,832 Shares 27,332 Est. Cost $267.66 Unrealized 0.0%
FTS Fortis Inc/Canada 2.9%
Value ($000) $7,123,629 Shares 116,200 Est. Cost $36.03 Unrealized +18.1%
FCX Freeport-McMoRan Inc 2.8%
Value ($000) $6,770,674 Shares 137,327 Est. Cost $25.77 Unrealized +47.2%
AAPL Apple Inc 2.6%
Value ($000) $6,330,016 Shares 36,356 Est. Cost $146.24 Unrealized +1.6%
Thomson Reuters Corp 2.6%
Value ($000) $6,247,167 Shares 46,240 Est. Cost $135103.10 Unrealized
LMT Lockheed Martin Corp 2.4%
Value ($000) $5,886,777 Shares 13,420 Est. Cost $365.10 Unrealized +9.0%
RIO Rio Tinto PLC 2.2%
Value ($000) $5,292,185 Shares 68,800 Est. Cost $77346.02 Unrealized
EXE Chesapeake Energy Corp 2.0%
Value ($000) $4,854,194 Shares 57,270 Est. Cost $75.97 Unrealized 0.0%
COST Costco Wholesale Corp 1.6%
Value ($000) $3,919,327 Shares 6,829 Est. Cost $468.63 Unrealized +3.5%
GD General Dynamics Corp 1.6%
Value ($000) $3,850,258 Shares 16,141 Est. Cost $201.76 Unrealized +5.8%
APA APA Corp 1.6%
Value ($000) $3,818,714 Shares 92,989 Est. Cost $21.61 Unrealized +74.5%
UNH UnitedHealth Group Inc 1.5%
Value ($000) $3,771,041 Shares 7,421 Est. Cost $453.80 Unrealized +3.8%
COP ConocoPhillips 1.4%
Value ($000) $3,327,126 Shares 33,680 Est. Cost $87.77 Unrealized +2.5%
PGR Progressive Corp/The 1.4%
Value ($000) $3,310,238 Shares 29,090 Est. Cost $98.48 Unrealized +4.9%
NEE NextEra Energy Inc 1.3%
Value ($000) $3,268,637 Shares 38,806 Est. Cost $71.45 Unrealized -3.7%
SU Suncor Energy Inc 1.1%
Value ($000) $2,766,679 Shares 68,600 Est. Cost $25.50 Unrealized +23.9%
SLB Schlumberger NV 1.1%
Value ($000) $2,720,676 Shares 66,100 Est. Cost $38.09 Unrealized +0.5%
VET Vermilion Energy Inc 1.1%
Value ($000) $2,590,097 Shares 98,890 Est. Cost $20.83 Unrealized 0.0%
KHC Kraft Heinz Co/The 1.0%
Value ($000) $2,511,272 Shares 64,400 Est. Cost $33.56 Unrealized 0.0%
NOC Northrop Grumman Corp 1.0%
Value ($000) $2,361,495 Shares 5,300 Est. Cost $421.64 Unrealized +2.6%
Ritchie Bros Auctioneers Inc 0.6%
Value ($000) $1,558,787 Shares 21,200 Est. Cost $73527.69 Unrealized
NTR Nutrien Ltd 0.6%
Value ($000) $1,394,437 Shares 10,800 Est. Cost $53.02 Unrealized +63.0%
ASHR Xtrackers Harvest CSI 300 China A-Shares ETF 0.5%
Value ($000) $1,270,656 Shares 38,400 Est. Cost $33090.00 Unrealized
PHYS Sprott Physical Gold Trust 0.5%
Value ($000) $1,212,693 Shares 78,900 Est. Cost $15370.00 Unrealized
XOP SPDR S&P Oil & Gas Exploration & Production ETF 0.5%
Value ($000) $1,177,025 Shares 8,800 Est. Cost $117662.59 Unrealized
KO Coca-Cola Co/The 0.4%
Value ($000) $1,046,440 Shares 17,000 Est. Cost $56.76 Unrealized 0.0%
BNO United States Brent Oil Fund LP 0.4%
Value ($000) $1,029,592 Shares 34,400 Est. Cost $25944.42 Unrealized
DXJ WisdomTree Japan Hedged Equity Fund 0.4%
Value ($000) $993,114 Shares 15,700 Est. Cost $63859.34 Unrealized
OIH VanEck Oil Services ETF 0.4%
Value ($000) $932,415 Shares 3,300 Est. Cost $282550.00 Unrealized
KIE SPDR S&P Insurance ETF 0.4%
Value ($000) $865,749 Shares 20,700 Est. Cost $39577.45 Unrealized
KWEB KraneShares CSI China Internet ETF 0.3%
Value ($000) $852,449 Shares 29,900 Est. Cost $28510.00 Unrealized
Hess Corp 0.3%
Value ($000) $784,317 Shares 7,350 Est. Cost $90952.71 Unrealized
RSP Invesco S&P 500 Equal Weight ETF 0.3%
Value ($000) $768,635 Shares 4,900 Est. Cost $156864.28 Unrealized
GUNR FlexShares Global Upstream Natural Resources Index Fund 0.3%
Value ($000) $766,132 Shares 16,600 Est. Cost $39616.55 Unrealized
XOM Exxon Mobil Corp 0.3%
Value ($000) $727,074 Shares 8,980 Est. Cost $51.65 Unrealized +54.1%
LIT Global X Lithium & Battery Tech ETF 0.3%
Value ($000) $661,482 Shares 8,600 Est. Cost $74460.00 Unrealized
MSFT Microsoft Corp 0.3%
Value ($000) $630,567 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 ($000) $615,480 Shares 16,550 Est. Cost $37440.00 Unrealized
ELEMENTS Linked to the Rogers International Commodity Index - Agri Tot Return 0.2%
Value ($000) $600,116 Shares 59,300 Est. Cost $10120.00 Unrealized
DBA Invesco DB Agriculture Fund 0.2%
Value ($000) $595,136 Shares 27,200 Est. Cost $19552.80 Unrealized
DBO Invesco DB Oil Fund 0.2%
Value ($000) $587,148 Shares 33,900 Est. Cost $17320.00 Unrealized
XME SPDR S&P Metals & Mining ETF 0.2%
Value ($000) $585,721 Shares 9,600 Est. Cost $42298.56 Unrealized
IWM iShares Russell 2000 ETF 0.2%
Value ($000) $532,299 Shares 2,600 Est. Cost $204730.39 Unrealized
ELEMENTS Linked to the Rogers International Commodity Index - Total Return 0.2%
Value ($000) $514,361 Shares 58,650 Est. Cost $6167.84 Unrealized
ITA iShares US Aerospace & Defense ETF 0.2%
Value ($000) $508,282 Shares 4,600 Est. Cost $110790.00 Unrealized
PPH VanEck Pharmaceutical ETF 0.2%
Value ($000) $466,451 Shares 5,900 Est. Cost $79059.49 Unrealized
UGA United States Gasoline Fund LP 0.2%
Value ($000) $441,065 Shares 7,920 Est. Cost $55690.02 Unrealized
PSLV Sprott Physical Silver Trust 0.2%
Value ($000) $437,623 Shares 49,900 Est. Cost $8770.00 Unrealized
IGF iShares Global Infrastructure ETF 0.2%
Value ($000) $404,777 Shares 8,070 Est. Cost $50860.00 Unrealized
XBI SPDR S&P Biotech ETF 0.2%
Value ($000) $395,472 Shares 4,400 Est. Cost $89880.00 Unrealized
URA Global X Uranium ETF 0.2%
Value ($000) $369,507 Shares 14,200 Est. Cost $20784.44 Unrealized
SLX VanEck Steel ETF 0.1%
Value ($000) $366,336 Shares 5,400 Est. Cost $64202.85 Unrealized
TAN Invesco Solar ETF 0.1%
Value ($000) $339,570 Shares 4,500 Est. Cost $75460.00 Unrealized
FXI iShares China Large-Cap ETF 0.1%
Value ($000) $311,967 Shares 9,800 Est. Cost $31833.37 Unrealized
PPLT abrdn Platinum ETF Trust 0.1%
Value ($000) $302,808 Shares 3,300 Est. Cost $91760.00 Unrealized
United States Natural Gas Fund LP 0.1%
Value ($000) $289,884 Shares 14,700 Est. Cost $19720.00 Unrealized
CHIQ Global X MSCI China Consumer Discretionary ETF 0.1%
Value ($000) $289,485 Shares 14,650 Est. Cost $19760.07 Unrealized
MNST Monster Beverage Corp 0.1%
Value ($000) $239,700 Shares 3,000 Est. Cost $43.49 Unrealized 0.0%
GOOGL Alphabet Inc 0.1%
Value ($000) $158,816 Shares 1,142 Est. Cost $114.30 Unrealized +2.2%
IEF iShares 7-10 Year Treasury Bond ETF 0.0%
Value ($000) $10,673 Shares 100 Est. Cost $106730.00 Unrealized