BAROMETER CAPITAL MANAGEMENT INC. Quant / Systematic

CIK: 0001536890 · Show all filings

Period: Q3 2014 (← Previous) (Next →)

Filing Date: Nov 12, 2014

Total Value ($000): $1,245,742 (100.0% shares, 0.0% debt)

Holdings (125)

CNI Canadian National Railway Co (USD) 4.9%
Value ($000) $61,560 Shares 775,300 Est. Cost $56.47 Unrealized 0.0%
PBA Pembina Pipeline Corp 4.8%
Value ($000) $60,022 Shares 1,272,187 Est. Cost $24.32 Unrealized 0.0%
SLF Sun Life Financial Inc 4.4%
Value ($000) $54,541 Shares 1,343,385 Est. Cost $37.58 Unrealized 0.0%
RY Royal Bank of Canada 4.3%
Value ($000) $54,059 Shares 675,310 Est. Cost $73.61 Unrealized 0.0%
MGA Magna International Inc 4.2%
Value ($000) $52,081 Shares 489,946 Est. Cost $39.87 Unrealized 0.0%
TD Toronto-Dominion Bank 4.0%
Value ($000) $50,091 Shares 906,301 Est. Cost $51.90 Unrealized 0.0%
WFC Wells Fargo & Co 3.9%
Value ($000) $48,312 Shares 931,400 Est. Cost $33.80 Unrealized +10.7%
WMB Williams Companies Inc 3.7%
Value ($000) $46,375 Shares 837,850 Est. Cost $24.17 Unrealized +25.1%
MFC Manulife Financial Corp 3.5%
Value ($000) $43,376 Shares 2,013,719 Est. Cost $20.12 Unrealized 0.0%
AMT American Tower Corp 3.4%
Value ($000) $42,517 Shares 454,100 Est. Cost $67.59 Unrealized +7.3%
Brookfield Asset Management Inc 3.4%
Value ($000) $42,389 Shares 843,050 Est. Cost $50.28 Unrealized
LYB LyondellBasell Industries NV 3.4%
Value ($000) $41,747 Shares 384,200 Est. Cost $47.63 Unrealized +24.3%
Dow Chemical Co 3.2%
Value ($000) $39,629 Shares 755,700 Est. Cost $52.44 Unrealized
HD Home Depot Inc 3.1%
Value ($000) $38,127 Shares 415,600 Est. Cost $65.73 Unrealized 0.0%
INTC Intel Corp 3.0%
Value ($000) $36,989 Shares 1,062,300 Est. Cost $25.75 Unrealized 0.0%
Granite Real Estate Investment Trust 2.9%
Value ($000) $36,098 Shares 937,125 Est. Cost $38.52 Unrealized
CM Canadian Imperial Bank of Commerce 2.8%
Value ($000) $35,106 Shares 349,000 Est. Cost $27.14 Unrealized 0.0%
BAC Bank of America Corp 2.6%
Value ($000) $32,823 Shares 1,925,100 Est. Cost $12.57 Unrealized 0.0%
ADM Archer Daniels Midland Co 2.6%
Value ($000) $32,592 Shares 637,800 Est. Cost $35.26 Unrealized 0.0%
MRK Merck & Co Inc 2.2%
Value ($000) $27,147 Shares 457,950 Est. Cost $38.57 Unrealized +2.1%
Hewlett-Packard Co 2.1%
Value ($000) $26,603 Shares 750,000 Est. Cost $35.47 Unrealized
MS Morgan Stanley 2.1%
Value ($000) $25,573 Shares 739,750 Est. Cost $24.57 Unrealized +0.2%
ENB Enbridge Inc 2.0%
Value ($000) $24,376 Shares 454,700 Est. Cost $26.41 Unrealized 0.0%
Tesoro Corp 1.9%
Value ($000) $23,880 Shares 391,600 Est. Cost $60.56 Unrealized
C Citigroup Inc 1.8%
Value ($000) $22,599 Shares 436,100 Est. Cost $37.42 Unrealized 0.0%
FNV Franco-Nevada Corp 1.4%
Value ($000) $17,475 Shares 317,900 Est. Cost $48.87 Unrealized 0.0%
BNS Bank of Nova Scotia 1.2%
Value ($000) $15,357 Shares 221,700 Est. Cost $37.52 Unrealized 0.0%
Canadian Pacific Railway Ltd 1.1%
Value ($000) $14,132 Shares 60,800 Est. Cost $232.43 Unrealized
META Facebook Inc 0.7%
Value ($000) $9,307 Shares 117,750 Est. Cost $64.16 Unrealized +13.5%
SBA Communications Corp 0.7%
Value ($000) $9,188 Shares 82,850 Est. Cost $110.90 Unrealized
DIS Walt Disney Co 0.7%
Value ($000) $8,970 Shares 100,750 Est. Cost $70.70 Unrealized +12.2%
NXPI NXP Semiconductors NV 0.6%
Value ($000) $7,993 Shares 116,800 Est. Cost $55.09 Unrealized +7.3%
ICL Israel Chemicals Ltd 0.6%
Value ($000) $7,953 Shares 1,100,000 Est. Cost $7.23 Unrealized
GILD Gilead Sciences Inc 0.6%
Value ($000) $7,356 Shares 69,100 Est. Cost $68.03 Unrealized 0.0%
Broadcom Corp 0.6%
Value ($000) $7,006 Shares 173,318 Est. Cost $40.42 Unrealized
Yahoo! Inc 0.5%
Value ($000) $6,524 Shares 160,100 Est. Cost $40.75 Unrealized
Actavis PLC 0.5%
Value ($000) $6,418 Shares 26,600 Est. Cost $225.23 Unrealized
URI United Rentals Inc 0.5%
Value ($000) $6,255 Shares 56,300 Est. Cost $78.81 Unrealized +38.2%
Verint Systems Inc 0.5%
Value ($000) $6,112 Shares 109,900 Est. Cost $55.61 Unrealized
WDC Western Digital Corp 0.5%
Value ($000) $6,034 Shares 62,000 Est. Cost $62.41 Unrealized 0.0%
THC Tenet Healthcare Corp 0.5%
Value ($000) $6,004 Shares 101,100 Est. Cost $55.80 Unrealized 0.0%
NVDA NVIDIA Corp 0.4%
Value ($000) $5,328 Shares 288,800 Est. Cost $0.45 Unrealized 0.0%
HD Supply Holdings Inc 0.4%
Value ($000) $4,956 Shares 181,800 Est. Cost $26.41 Unrealized
FDX FedEx Corp 0.4%
Value ($000) $4,844 Shares 30,000 Est. Cost $129.06 Unrealized 0.0%
MU Micron Technology Inc 0.4%
Value ($000) $4,844 Shares 141,400 Est. Cost $18.97 Unrealized +66.6%
Express Scripts Holding Co 0.4%
Value ($000) $4,520 Shares 64,000 Est. Cost $70.63 Unrealized
BIIB Biogen Idec Inc 0.4%
Value ($000) $4,499 Shares 13,600 Est. Cost $329.72 Unrealized 0.0%
FISV Fiserv Inc 0.2%
Value ($000) $2,476 Shares 38,300 Est. Cost $28.40 Unrealized +11.3%
AAPL Apple Inc 0.2%
Value ($000) $2,468 Shares 24,500 Est. Cost $19.32 Unrealized +12.0%
DXJ WisdomTree Japan Hedged Equity ETF 0.2%
Value ($000) $2,454 Shares 46,900 Est. Cost $52.32 Unrealized
OTEX OpenText Corp 0.2%
Value ($000) $2,410 Shares 38,900 Est. Cost $20.92 Unrealized 0.0%
TSLA Tesla Motors Inc 0.2%
Value ($000) $2,305 Shares 9,500 Est. Cost $15.75 Unrealized +4.8%
ECL Ecolab Inc 0.2%
Value ($000) $2,124 Shares 18,500 Est. Cost $97.20 Unrealized +2.1%
IAI iShares US Broker-Dealers ETF 0.2%
Value ($000) $1,975 Shares 50,300 Est. Cost $39.26 Unrealized
Barclays Bank iPath MSCI India Index ETN 0.1%
Value ($000) $1,860 Shares 26,500 Est. Cost $65.53 Unrealized
Tata Motors Ltd 0.1%
Value ($000) $1,788 Shares 40,900 Est. Cost $39.07 Unrealized
Spirit Airlines Inc 0.1%
Value ($000) $1,597 Shares 23,100 Est. Cost $69.13 Unrealized
IYT iShares Transportation Average ETF 0.1%
Value ($000) $1,554 Shares 10,300 Est. Cost $147.37 Unrealized
FDN First Trust Dow Jones Internet Index Fund 0.1%
Value ($000) $1,541 Shares 25,300 Est. Cost $60.91 Unrealized
CGI Group Inc 0.1%
Value ($000) $1,491 Shares 39,400 Est. Cost $37.84 Unrealized
PowerShares Dynamic Pharmaceuticals ETF 0.1%
Value ($000) $1,477 Shares 23,200 Est. Cost $63.66 Unrealized
ALPS Alerian MLP ETF 0.1%
Value ($000) $1,463 Shares 76,300 Est. Cost $19.17 Unrealized
Raytheon Co 0.1%
Value ($000) $1,433 Shares 14,100 Est. Cost $101.63 Unrealized
WLK Westlake Chemical Corp 0.1%
Value ($000) $1,333 Shares 15,400 Est. Cost $76.36 Unrealized +0.4%
Medtronic Inc 0.1%
Value ($000) $1,332 Shares 21,500 Est. Cost $63.76 Unrealized
FBT First Trust NYSE Arca Biotechnology Index Fund 0.1%
Value ($000) $1,331 Shares 14,500 Est. Cost $80.09 Unrealized
XLF Financial Select Sector SPDR Fund 0.1%
Value ($000) $1,330 Shares 57,400 Est. Cost $23.17 Unrealized
SOXX iShares PHLX Semiconductor ETF 0.1%
Value ($000) $1,294 Shares 14,900 Est. Cost $79.66 Unrealized
Market Vectors Retail ETF 0.1%
Value ($000) $1,235 Shares 19,800 Est. Cost $62.37 Unrealized
PowerShares DWA Momentum Portfolio 0.1%
Value ($000) $1,230 Shares 31,300 Est. Cost $37.25 Unrealized
FXL First Trust Technology AlphaDEX Fund 0.1%
Value ($000) $1,229 Shares 37,900 Est. Cost $31.32 Unrealized
Guggenheim Invest S&P 500 Pure Growth ETF 0.1%
Value ($000) $1,227 Shares 15,900 Est. Cost $73.21 Unrealized
FXH First Trust Health Care AlphaDEX Fund 0.1%
Value ($000) $1,227 Shares 22,000 Est. Cost $55.77 Unrealized
FXD First Trust Consumer Discretionary AlphaDEX Fund 0.1%
Value ($000) $1,222 Shares 37,700 Est. Cost $32.27 Unrealized
FPX First Trust US IPO Index Fund 0.1%
Value ($000) $1,217 Shares 25,300 Est. Cost $48.10 Unrealized
XSD SPDR S&P Semiconductor ETF 0.1%
Value ($000) $1,211 Shares 16,500 Est. Cost $64.37 Unrealized
India Closed Fund 0.1%
Value ($000) $1,210 Shares 44,600 Est. Cost $26.07 Unrealized
KCE SPDR S&P Capital Markets ETF 0.1%
Value ($000) $1,205 Shares 25,100 Est. Cost $49.44 Unrealized
IBB iShares Nasdaq Biotechnology Etf 0.1%
Value ($000) $1,204 Shares 4,400 Est. Cost $254.00 Unrealized
Guggenheim Invest S&P 500 Eql Wght Technology ETF 0.1%
Value ($000) $1,199 Shares 14,100 Est. Cost $80.24 Unrealized
KIE SPDR S&P Insurance ETF 0.1%
Value ($000) $988 Shares 15,700 Est. Cost $62.93 Unrealized
QQEW First Trust NASDAQ-100 Equal Weighted Index Fund 0.1%
Value ($000) $977 Shares 24,400 Est. Cost $37.00 Unrealized
FV First Trust Dorsey Wright Focus 5 ETF 0.1%
Value ($000) $925 Shares 45,400 Est. Cost $20.37 Unrealized
LMT Lockheed Martin Corp 0.1%
Value ($000) $914 Shares 5,000 Est. Cost $118.32 Unrealized +5.5%
IWP iShares Russell Mid-Cap Growth ETF 0.1%
Value ($000) $901 Shares 10,200 Est. Cost $85.78 Unrealized
PowerShares Nasdaq Internet ETF 0.1%
Value ($000) $868 Shares 12,700 Est. Cost $68.35 Unrealized
IUSV iShares Core US Value ETF 0.1%
Value ($000) $834 Shares 6,400 Est. Cost $132.52 Unrealized
UNP Union Pacific Corp 0.1%
Value ($000) $824 Shares 7,600 Est. Cost $76.16 Unrealized +5.5%
VET Vermilion Energy Inc 0.1%
Value ($000) $811 Shares 11,900 Est. Cost $63.96 Unrealized 0.0%
Monster Beverage Corp 0.1%
Value ($000) $799 Shares 8,719 Est. Cost $91.64 Unrealized
MSFT Microsoft Corp 0.1%
Value ($000) $797 Shares 17,200 Est. Cost $31.26 Unrealized +20.5%
Allergan Inc 0.1%
Value ($000) $784 Shares 4,400 Est. Cost $169.26 Unrealized
MRSH Marsh & McLennan Companies Inc 0.1%
Value ($000) $780 Shares 14,900 Est. Cost $41.23 Unrealized +3.7%
MCK McKesson Corp 0.1%
Value ($000) $779 Shares 4,000 Est. Cost $176.84 Unrealized 0.0%
TSN Tyson Foods Inc 0.1%
Value ($000) $760 Shares 19,300 Est. Cost $29.61 Unrealized 0.0%
BALL Ball Corp 0.1%
Value ($000) $759 Shares 12,000 Est. Cost $26.48 Unrealized +7.2%
Discover Financial Services 0.1%
Value ($000) $747 Shares 11,600 Est. Cost $64.40 Unrealized
SOCL Global X Social Media Index ETF 0.1%
Value ($000) $741 Shares 38,500 Est. Cost $19.25 Unrealized
DISH Network Corp 0.1%
Value ($000) $730 Shares 11,300 Est. Cost $64.60 Unrealized
JPM JPMorgan Chase & Co 0.1%
Value ($000) $729 Shares 12,100 Est. Cost $43.13 Unrealized 0.0%
TDIV First Trust NASDAQ Technology Dividend Index Fd 0.1%
Value ($000) $728 Shares 26,900 Est. Cost $27.06 Unrealized
Burger King Worldwide Inc 0.1%
Value ($000) $712 Shares 24,000 Est. Cost $29.67 Unrealized
GWRE Guidewire Software Inc 0.1%
Value ($000) $709 Shares 16,000 Est. Cost $42.29 Unrealized 0.0%
Panera Bread Co 0.1%
Value ($000) $700 Shares 4,300 Est. Cost $162.79 Unrealized
RPM RPM International Inc 0.1%
Value ($000) $687 Shares 15,000 Est. Cost $43.59 Unrealized +5.2%
AIG American International Group Inc 0.1%
Value ($000) $670 Shares 12,400 Est. Cost $41.79 Unrealized 0.0%
WHR Whirlpool Corp 0.1%
Value ($000) $670 Shares 4,600 Est. Cost $147.80 Unrealized 0.0%
Strategic Hotels & Resorts Inc 0.0%
Value ($000) $513 Shares 44,000 Est. Cost $11.71 Unrealized
QTEC First Trust NASDAQ-100 Tech Sector Index Fund 0.0%
Value ($000) $489 Shares 11,900 Est. Cost $41.09 Unrealized
FFIV F5 Networks Inc 0.0%
Value ($000) $487 Shares 4,100 Est. Cost $117.47 Unrealized 0.0%
IGV iShares North American Tech-Software ETF 0.0%
Value ($000) $476 Shares 5,500 Est. Cost $86.55 Unrealized
XTN SPDR S&P Transportation ETF Trust 0.0%
Value ($000) $428 Shares 4,600 Est. Cost $93.04 Unrealized
TU TELUS Corp 0.0%
Value ($000) $210 Shares 5,500 Est. Cost $17.83 Unrealized 0.0%
US;WAG 65 C 19SEP15 0.0%
Value ($000) $88 Shares 160 Est. Cost Unrealized
Keurig Green Mountain Inc 0.0%
Value ($000) $82 Shares 633 Est. Cost $129.54 Unrealized
VRTX Vertex Pharmaceuticals Inc 0.0%
Value ($000) $72 Shares 643 Est. Cost $95.21 Unrealized 0.0%
MAR Marriott International Inc 0.0%
Value ($000) $63 Shares 899 Est. Cost $60.57 Unrealized 0.0%
TransCanada Corp 0.0%
Value ($000) $58 Shares 1,000 Est. Cost $58.00 Unrealized
Maxim Integrated Products Inc 0.0%
Value ($000) $24 Shares 786 Est. Cost $30.53 Unrealized
COST Costco Wholesale Corp 0.0%
Value ($000) $24 Shares 188 Est. Cost $97.13 Unrealized 0.0%
DragonWave Ord Shs 0.0%
Value ($000) $23 Shares 85,000 Est. Cost $0.27 Unrealized
ADSK Autodesk Inc 0.0%
Value ($000) $16 Shares 288 Est. Cost $54.80 Unrealized 0.0%
PowerShares DB US Dollar Index Bullish ETF 0.0%
Value ($000) $16 Shares 702 Est. Cost $22.79 Unrealized
ROST Ross Stores Inc 0.0%
Value ($000) $8 Shares 104 Est. Cost $31.13 Unrealized 0.0%
Crescent Point Energy Corp 0.0%
Value ($000) $3 Shares 79 Est. Cost $37.97 Unrealized