BAROMETER CAPITAL MANAGEMENT INC. Quant / Systematic

CIK: 0001536890 · Show all filings

Period: Q4 2014 (← Previous) (Next →)

Filing Date: Feb 12, 2015

Total Value ($000): $1,137,846 (100.0% shares, 0.0% debt)

Holdings (129)

MGA Magna International Inc (CAD) 5.2%
Value ($000) $58,963 Shares 468,370 Est. Cost $39.87 Unrealized -7.4%
SLF Sun Life Financial Inc (CAD) 5.1%
Value ($000) $58,002 Shares 1,383,633 Est. Cost $37.52 Unrealized -4.7%
Brookfield Asset Management Inc (CAD) 4.9%
Value ($000) $55,887 Shares 959,932 Est. Cost $51.25 Unrealized
WFC Wells Fargo & Co 4.6%
Value ($000) $51,926 Shares 947,200 Est. Cost $33.88 Unrealized +14.4%
MFC Manulife Financial Corp (CAD) 4.3%
Value ($000) $49,189 Shares 2,217,719 Est. Cost $20.01 Unrealized -5.4%
HD Home Depot Inc 3.9%
Value ($000) $44,455 Shares 423,500 Est. Cost $65.90 Unrealized +13.5%
MS Morgan Stanley 3.7%
Value ($000) $42,131 Shares 1,085,850 Est. Cost $25.14 Unrealized +4.9%
LMT Lockheed Martin Corp 3.6%
Value ($000) $41,345 Shares 214,700 Est. Cost $136.79 Unrealized +0.3%
FDX FedEx Corp 3.6%
Value ($000) $40,984 Shares 236,000 Est. Cost $142.01 Unrealized +1.3%
C Citigroup Inc 3.4%
Value ($000) $39,122 Shares 723,000 Est. Cost $38.26 Unrealized +3.3%
TU TELUS Corp (CAD) 3.4%
Value ($000) $38,786 Shares 925,900 Est. Cost $18.01 Unrealized +0.0%
Granite Real Estate Investment Trust (CAD) 3.3%
Value ($000) $37,024 Shares 897,331 Est. Cost $38.52 Unrealized
BMY Bristol-Myers Squibb Co 3.2%
Value ($000) $36,115 Shares 611,800 Est. Cost $38.91 Unrealized 0.0%
WDC Western Digital Corp 3.1%
Value ($000) $35,048 Shares 316,600 Est. Cost $62.85 Unrealized +0.2%
KMI Kinder Morgan Inc 3.0%
Value ($000) $34,373 Shares 812,400 Est. Cost $22.45 Unrealized 0.0%
PBA Pembina Pipeline Corp (CAD) 2.9%
Value ($000) $33,384 Shares 788,468 Est. Cost $24.32 Unrealized -13.2%
TGT Target Corp 2.7%
Value ($000) $31,229 Shares 411,400 Est. Cost $48.59 Unrealized 0.0%
FNV Franco-Nevada Corp (CAD) 2.6%
Value ($000) $29,852 Shares 521,800 Est. Cost $47.28 Unrealized -5.2%
UNP Union Pacific Corp 2.4%
Value ($000) $26,971 Shares 226,400 Est. Cost $89.01 Unrealized +0.5%
INTC Intel Corp 2.3%
Value ($000) $25,721 Shares 708,750 Est. Cost $25.75 Unrealized +3.4%
WMT Wal-Mart Stores Inc 2.3%
Value ($000) $25,652 Shares 298,700 Est. Cost $21.83 Unrealized 0.0%
AMT American Tower Corp 2.1%
Value ($000) $24,021 Shares 243,000 Est. Cost $67.59 Unrealized +11.2%
HCA HCA Holdings Inc 2.0%
Value ($000) $22,692 Shares 309,200 Est. Cost $65.33 Unrealized 0.0%
Kraft Foods Group Inc 1.6%
Value ($000) $17,673 Shares 282,050 Est. Cost $62.66 Unrealized
Thomson Reuters Corp (CAD) 1.2%
Value ($000) $14,085 Shares 300,505 Est. Cost $46.87 Unrealized
Progressive Waste Solutions Ltd (CAD) 1.1%
Value ($000) $12,245 Shares 350,550 Est. Cost $34.93 Unrealized
GIL Gildan Activewear Inc (CAD) 1.0%
Value ($000) $11,162 Shares 169,900 Est. Cost $24.14 Unrealized 0.0%
QSR Restaurant Brands International Inc (CAD) 0.8%
Value ($000) $9,072 Shares 199,386 Est. Cost $38.08 Unrealized 0.0%
Discover Financial Services 0.7%
Value ($000) $7,901 Shares 120,650 Est. Cost $65.38 Unrealized
META Facebook Inc 0.7%
Value ($000) $7,712 Shares 98,850 Est. Cost $64.16 Unrealized +18.3%
Monster Beverage Corp 0.7%
Value ($000) $7,709 Shares 71,150 Est. Cost $106.30 Unrealized
ZTS Zoetis Inc 0.6%
Value ($000) $7,337 Shares 170,500 Est. Cost $37.22 Unrealized 0.0%
NOC Northrop Grumman Corp 0.6%
Value ($000) $7,001 Shares 47,500 Est. Cost $114.24 Unrealized 0.0%
PANW Palo Alto Networks Inc 0.6%
Value ($000) $6,410 Shares 52,300 Est. Cost $18.43 Unrealized 0.0%
BlackRock Inc 0.5%
Value ($000) $6,222 Shares 17,400 Est. Cost $357.59 Unrealized
OTEX OpenText Corp (CAD) 0.5%
Value ($000) $5,517 Shares 81,600 Est. Cost $21.64 Unrealized +3.0%
CVS CVS Health Corp 0.5%
Value ($000) $5,461 Shares 56,700 Est. Cost $64.44 Unrealized 0.0%
Verint Systems Inc 0.5%
Value ($000) $5,461 Shares 93,700 Est. Cost $55.61 Unrealized
ENB Enbridge Inc (CAD) 0.4%
Value ($000) $5,096 Shares 85,310 Est. Cost $26.41 Unrealized -4.0%
EA Electronic Arts Inc 0.4%
Value ($000) $4,890 Shares 104,000 Est. Cost $40.10 Unrealized 0.0%
Express Scripts Holding Co 0.4%
Value ($000) $4,775 Shares 56,400 Est. Cost $70.63 Unrealized
Canadian Pacific Railway Ltd (CAD) 0.4%
Value ($000) $4,693 Shares 20,975 Est. Cost $232.43 Unrealized
COST Costco Wholesale Corp 0.4%
Value ($000) $4,692 Shares 34,200 Est. Cost $109.36 Unrealized +0.1%
ISRG Intuitive Surgical Inc 0.4%
Value ($000) $4,496 Shares 8,500 Est. Cost $55.69 Unrealized 0.0%
NVDA NVIDIA Corp 0.4%
Value ($000) $4,122 Shares 205,600 Est. Cost $0.45 Unrealized +3.9%
MKTX Marketaxess Holdings Inc 0.3%
Value ($000) $3,728 Shares 51,993 Est. Cost $59.29 Unrealized 0.0%
SBA Communications Corp 0.3%
Value ($000) $3,727 Shares 33,650 Est. Cost $110.90 Unrealized
Broadcom Corp 0.3%
Value ($000) $3,566 Shares 82,300 Est. Cost $40.42 Unrealized
BIIB Biogen Idec Inc 0.3%
Value ($000) $3,564 Shares 10,500 Est. Cost $329.72 Unrealized -1.9%
ICL Israel Chemicals Ltd 0.3%
Value ($000) $3,336 Shares 460,100 Est. Cost $7.23 Unrealized
MU Micron Technology Inc 0.3%
Value ($000) $3,126 Shares 89,300 Est. Cost $18.97 Unrealized +70.3%
MSFT Microsoft Corp 0.2%
Value ($000) $2,011 Shares 43,300 Est. Cost $36.46 Unrealized +9.4%
IAI iShares US Broker-Dealers ETF 0.2%
Value ($000) $1,979 Shares 46,400 Est. Cost $39.26 Unrealized
XLF Financial Select Sector SPDR Fund 0.2%
Value ($000) $1,966 Shares 79,500 Est. Cost $23.60 Unrealized
IWC iShares Micro-Cap ETF 0.2%
Value ($000) $1,755 Shares 22,800 Est. Cost $76.97 Unrealized
FISV Fiserv Inc 0.1%
Value ($000) $1,654 Shares 23,300 Est. Cost $28.40 Unrealized +20.5%
Valeant Pharmaceuticals International Inc (CAD) 0.1%
Value ($000) $1,613 Shares 9,700 Est. Cost $166.29 Unrealized
IWO iShares Russell 2000 Growth ETF 0.1%
Value ($000) $1,580 Shares 11,100 Est. Cost $142.34 Unrealized
Avago Technologies Ltd 0.1%
Value ($000) $1,549 Shares 15,400 Est. Cost $100.58 Unrealized
MCK McKesson Corp 0.1%
Value ($000) $1,495 Shares 7,200 Est. Cost $181.30 Unrealized +3.1%
MRSH Marsh & McLennan Companies Inc 0.1%
Value ($000) $1,488 Shares 26,000 Est. Cost $42.93 Unrealized +5.3%
QQEW First Trust NASDAQ-100 Equal Weighted Index Fund 0.1%
Value ($000) $1,455 Shares 34,000 Est. Cost $38.63 Unrealized
FXD First Trust Consumer Discretionary AlphaDEX Fund 0.1%
Value ($000) $1,425 Shares 39,800 Est. Cost $32.46 Unrealized
Market Vectors Retail ETF 0.1%
Value ($000) $1,419 Shares 19,800 Est. Cost $62.37 Unrealized
IYT iShares Transportation Average ETF 0.1%
Value ($000) $1,411 Shares 8,600 Est. Cost $147.37 Unrealized
PowerShares QQQ Trust ETF Series 1 0.1%
Value ($000) $1,394 Shares 13,500 Est. Cost $103.26 Unrealized
TSN Tyson Foods Inc 0.1%
Value ($000) $1,387 Shares 34,600 Est. Cost $30.43 Unrealized +3.4%
PowerShares DWA Momentum Portfolio 0.1%
Value ($000) $1,380 Shares 33,600 Est. Cost $37.51 Unrealized
VCR Vanguard Consumer Discretionary Index Fund;ETF 0.1%
Value ($000) $1,378 Shares 11,800 Est. Cost $116.78 Unrealized
QTEC First Trust NASDAQ-100 Tech Sector Index Fund 0.1%
Value ($000) $1,369 Shares 31,300 Est. Cost $42.73 Unrealized
FXL First Trust Technology AlphaDEX Fund 0.1%
Value ($000) $1,308 Shares 37,900 Est. Cost $31.32 Unrealized
TransCanada Corp (CAD) 0.1%
Value ($000) $1,302 Shares 22,800 Est. Cost $57.14 Unrealized
PowerShares Dynamic Leisure & Entertainment ETF 0.1%
Value ($000) $1,279 Shares 35,800 Est. Cost $35.73 Unrealized
IYF iShares US Financials ETF 0.1%
Value ($000) $1,254 Shares 13,900 Est. Cost $90.22 Unrealized
SBUX Starbucks Corp 0.1%
Value ($000) $1,231 Shares 15,000 Est. Cost $31.27 Unrealized 0.0%
FV First Trust Dorsey Wright Focus 5 ETF 0.1%
Value ($000) $1,104 Shares 50,100 Est. Cost $20.53 Unrealized
FXH First Trust Health Care AlphaDEX Fund 0.1%
Value ($000) $1,103 Shares 18,300 Est. Cost $55.77 Unrealized
JPM JPMorgan Chase & Co 0.1%
Value ($000) $1,083 Shares 17,300 Est. Cost $43.60 Unrealized +2.5%
IWP iShares Russell Mid-Cap Growth ETF 0.1%
Value ($000) $998 Shares 10,700 Est. Cost $86.13 Unrealized
ICE Intercontinental Exchange Inc 0.1%
Value ($000) $965 Shares 4,400 Est. Cost $37.19 Unrealized 0.0%
McGraw Hill Financial Inc 0.1%
Value ($000) $908 Shares 10,200 Est. Cost $89.02 Unrealized
IHI iShares US Medical Devices ETF 0.1%
Value ($000) $905 Shares 8,000 Est. Cost $113.13 Unrealized
JNJ Johnson & Johnson 0.1%
Value ($000) $857 Shares 8,200 Est. Cost $77.30 Unrealized 0.0%
Hilton Worldwide Holdings Inc 0.1%
Value ($000) $827 Shares 31,700 Est. Cost $26.09 Unrealized
VRTX Vertex Pharmaceuticals Inc 0.1%
Value ($000) $808 Shares 6,800 Est. Cost $110.98 Unrealized +1.5%
KIE SPDR S&P Insurance ETF 0.1%
Value ($000) $774 Shares 11,600 Est. Cost $62.93 Unrealized
DRI Darden Restaurants Inc 0.1%
Value ($000) $768 Shares 13,100 Est. Cost $35.12 Unrealized 0.0%
DXJ WisdomTree Japan Hedged Equity ETF 0.1%
Value ($000) $763 Shares 15,500 Est. Cost $52.32 Unrealized
Global X China Financials ETF 0.1%
Value ($000) $759 Shares 48,400 Est. Cost $15.68 Unrealized
M Macy's Inc 0.1%
Value ($000) $756 Shares 11,500 Est. Cost $60.49 Unrealized 0.0%
CRI Carter's Inc 0.1%
Value ($000) $742 Shares 8,500 Est. Cost $61.31 Unrealized 0.0%
XTN SPDR S&P Transportation ETF Trust 0.1%
Value ($000) $738 Shares 6,800 Est. Cost $98.05 Unrealized
NXPI NXP Semiconductors NV 0.1%
Value ($000) $695 Shares 9,100 Est. Cost $55.09 Unrealized +14.3%
IBN ICICI Bank Ltd 0.1%
Value ($000) $693 Shares 60,000 Est. Cost $11.55 Unrealized
IWV iShares Russell 3000 ETF 0.1%
Value ($000) $673 Shares 5,500 Est. Cost $122.36 Unrealized
VFC VF Corp 0.1%
Value ($000) $659 Shares 8,800 Est. Cost $66.14 Unrealized 0.0%
FFIV F5 Networks Inc 0.1%
Value ($000) $652 Shares 5,000 Est. Cost $118.76 Unrealized +5.0%
Strategic Hotels & Resorts Inc 0.1%
Value ($000) $648 Shares 49,000 Est. Cost $11.87 Unrealized
Actavis PLC 0.1%
Value ($000) $644 Shares 2,500 Est. Cost $225.23 Unrealized
Raytheon Co 0.1%
Value ($000) $638 Shares 5,900 Est. Cost $101.63 Unrealized
Medtronic PLC 0.1%
Value ($000) $628 Shares 8,700 Est. Cost $63.76 Unrealized
CAH Cardinal Health Inc 0.1%
Value ($000) $614 Shares 7,600 Est. Cost $58.13 Unrealized 0.0%
XPO XPO Logistics Inc 0.1%
Value ($000) $609 Shares 14,900 Est. Cost $13.20 Unrealized 0.0%
XLU Utilities Select Sector SPDR Fund 0.1%
Value ($000) $609 Shares 12,900 Est. Cost $47.21 Unrealized
PLD Prologis Inc 0.1%
Value ($000) $602 Shares 14,000 Est. Cost $29.46 Unrealized 0.0%
Market Vectors Junior Gold Miners ETF 0.1%
Value ($000) $598 Shares 25,000 Est. Cost $23.92 Unrealized
Market Vectors Gold Miners ETF 0.1%
Value ($000) $597 Shares 32,500 Est. Cost $18.37 Unrealized
DIS Walt Disney Co 0.1%
Value ($000) $593 Shares 6,300 Est. Cost $70.70 Unrealized +15.0%
IBB iShares Nasdaq Biotechnology Etf 0.1%
Value ($000) $576 Shares 1,900 Est. Cost $254.00 Unrealized
FPX First Trust US IPO Index Fund 0.1%
Value ($000) $573 Shares 11,400 Est. Cost $48.10 Unrealized
FBT First Trust NYSE Arca Biotechnology Index Fund 0.1%
Value ($000) $571 Shares 5,600 Est. Cost $80.09 Unrealized
IHF iShares US Healthcare Providers ETF 0.0%
Value ($000) $556 Shares 4,700 Est. Cost $118.30 Unrealized
Guggenheim Invest S&P 500 Eql Wght Technology ETF 0.0%
Value ($000) $554 Shares 6,100 Est. Cost $80.24 Unrealized
PowerShares Dynamic Pharmaceuticals ETF 0.0%
Value ($000) $532 Shares 8,000 Est. Cost $63.66 Unrealized
BABA Alibaba Group Holding Ltd 0.0%
Value ($000) $520 Shares 5,000 Est. Cost $104.00 Unrealized
AAL American Airlines Group Inc 0.0%
Value ($000) $515 Shares 9,600 Est. Cost $40.79 Unrealized 0.0%
SOXX iShares PHLX Semiconductor ETF 0.0%
Value ($000) $492 Shares 5,300 Est. Cost $79.66 Unrealized
India Closed Fund 0.0%
Value ($000) $472 Shares 18,281 Est. Cost $26.07 Unrealized
Shire PLC 0.0%
Value ($000) $468 Shares 2,200 Est. Cost $212.73 Unrealized
MSTR MicroStrategy Inc 0.0%
Value ($000) $455 Shares 2,800 Est. Cost $15.80 Unrealized 0.0%
Equinix Inc 0.0%
Value ($000) $452 Shares 1,993 Est. Cost $226.79 Unrealized
SPWH Sportsman's Warehouse Holdings Inc 0.0%
Value ($000) $448 Shares 61,200 Est. Cost $7.19 Unrealized 0.0%
POST Post Holdings Inc 0.0%
Value ($000) $444 Shares 10,600 Est. Cost $24.68 Unrealized 0.0%
XSD SPDR S&P Semiconductor ETF 0.0%
Value ($000) $431 Shares 5,400 Est. Cost $64.37 Unrealized
LUV Southwest Airlines Co 0.0%
Value ($000) $377 Shares 8,900 Est. Cost $32.93 Unrealized 0.0%
Zendesk Inc 0.0%
Value ($000) $366 Shares 15,000 Est. Cost $24.40 Unrealized
GWRE Guidewire Software Inc 0.0%
Value ($000) $284 Shares 5,600 Est. Cost $42.29 Unrealized +16.4%
SPY SPDR S&P 500 ETF 0.0%
Value ($000) $10 Shares 50 Est. Cost $200.00 Unrealized
RCI Rogers Communications Inc (CAD) 0.0%
Value ($000) $7 Shares 150 Est. Cost $38.56 Unrealized 0.0%