BAROMETER CAPITAL MANAGEMENT INC. Quant / Systematic

CIK: 0001536890 · Show all filings

Period: Q2 2015 (← Previous) (Next →)

Filing Date: Jul 22, 2015

Total Value ($000): $1,229,724 (100.0% shares, 0.0% debt)

Holdings (155)

General Electric Co 4.0%
Value ($000) $48,727 Shares 1,833,920 Est. Cost $26.57 Unrealized
AIG American International Group Inc 3.9%
Value ($000) $47,564 Shares 769,400 Est. Cost $45.50 Unrealized 0.0%
JPM JPMorgan Chase & Co 3.4%
Value ($000) $42,164 Shares 622,250 Est. Cost $46.75 Unrealized +5.1%
C Citigroup Inc 3.3%
Value ($000) $40,925 Shares 740,850 Est. Cost $40.55 Unrealized 0.0%
MFC Manulife Financial Corp 3.3%
Value ($000) $40,492 Shares 2,179,150 Est. Cost $19.66 Unrealized -5.5%
WFC Wells Fargo & Co 3.3%
Value ($000) $40,366 Shares 717,740 Est. Cost $34.33 Unrealized +20.5%
SBUX Starbucks Corp 3.2%
Value ($000) $39,477 Shares 736,300 Est. Cost $38.55 Unrealized +6.1%
DIS Walt Disney Co 3.0%
Value ($000) $37,421 Shares 327,850 Est. Cost $91.68 Unrealized +9.1%
AAPL Apple Inc 3.0%
Value ($000) $36,812 Shares 293,500 Est. Cost $26.84 Unrealized +6.3%
MGA Magna International Inc 2.9%
Value ($000) $35,875 Shares 639,250 Est. Cost $38.84 Unrealized +5.4%
GS Goldman Sachs Group Inc 2.9%
Value ($000) $35,369 Shares 169,400 Est. Cost $164.61 Unrealized 0.0%
HCA HCA Holdings Inc 2.8%
Value ($000) $33,956 Shares 374,300 Est. Cost $65.61 Unrealized +13.5%
KEY KeyCorp 2.7%
Value ($000) $32,650 Shares 2,173,800 Est. Cost $9.34 Unrealized +3.2%
MS Morgan Stanley 2.4%
Value ($000) $30,014 Shares 773,750 Est. Cost $28.39 Unrealized 0.0%
Granite Real Estate Investment Trust 2.4%
Value ($000) $29,986 Shares 871,881 Est. Cost $38.77 Unrealized
Brookfield Asset Management Inc 2.4%
Value ($000) $29,332 Shares 839,555 Est. Cost $51.25 Unrealized
MDT Medtronic PLC 2.4%
Value ($000) $29,120 Shares 392,980 Est. Cost $58.10 Unrealized +1.2%
Ashland Inc 2.3%
Value ($000) $28,183 Shares 231,200 Est. Cost $127.31 Unrealized
AFL Aflac Inc 2.3%
Value ($000) $27,909 Shares 448,700 Est. Cost $24.64 Unrealized 0.0%
SLF Sun Life Financial Inc 2.2%
Value ($000) $27,114 Shares 812,192 Est. Cost $35.59 Unrealized -7.4%
BAC Bank of America Corp 2.1%
Value ($000) $26,109 Shares 1,534,000 Est. Cost $13.12 Unrealized +0.1%
Agrium Inc 2.1%
Value ($000) $25,317 Shares 238,906 Est. Cost $132.00 Unrealized
HD Home Depot Inc 1.9%
Value ($000) $23,886 Shares 214,940 Est. Cost $65.90 Unrealized +32.2%
FDX FedEx Corp 1.7%
Value ($000) $21,096 Shares 123,800 Est. Cost $142.01 Unrealized +4.5%
TGT Target Corp 1.7%
Value ($000) $21,093 Shares 258,400 Est. Cost $48.59 Unrealized +21.5%
MA MasterCard Inc 1.7%
Value ($000) $21,005 Shares 224,700 Est. Cost $86.11 Unrealized 0.0%
TU TELUS Corp 1.7%
Value ($000) $20,518 Shares 595,597 Est. Cost $17.96 Unrealized -4.5%
PFE Pfizer Inc 1.6%
Value ($000) $19,142 Shares 570,900 Est. Cost $20.10 Unrealized +3.3%
MKTX Marketaxess Holdings Inc 1.3%
Value ($000) $16,104 Shares 173,593 Est. Cost $67.92 Unrealized +17.6%
BMY Bristol-Myers Squibb Co 1.3%
Value ($000) $15,451 Shares 232,200 Est. Cost $38.91 Unrealized +18.2%
BCE BCE Inc 1.1%
Value ($000) $13,028 Shares 306,700 Est. Cost $23.65 Unrealized -0.3%
GIL Gildan Activewear Inc 1.0%
Value ($000) $11,804 Shares 355,370 Est. Cost $24.53 Unrealized +11.4%
NWL Newell Rubbermaid Inc 0.9%
Value ($000) $11,346 Shares 276,000 Est. Cost $25.36 Unrealized +4.1%
PANW Palo Alto Networks Inc 0.9%
Value ($000) $10,841 Shares 62,055 Est. Cost $19.04 Unrealized +40.2%
FISV Fiserv Inc 0.8%
Value ($000) $9,899 Shares 119,505 Est. Cost $36.39 Unrealized +10.5%
SWKS Skyworks Solutions Inc 0.8%
Value ($000) $9,775 Shares 93,900 Est. Cost $81.63 Unrealized 0.0%
EA Electronic Arts Inc 0.8%
Value ($000) $9,739 Shares 146,450 Est. Cost $48.34 Unrealized +23.7%
INCY Incyte Corp 0.7%
Value ($000) $8,805 Shares 84,490 Est. Cost $93.07 Unrealized +11.2%
Xilinx Inc 0.7%
Value ($000) $8,408 Shares 190,400 Est. Cost $44.16 Unrealized
Tableau Software Inc 0.6%
Value ($000) $7,339 Shares 63,650 Est. Cost $115.30 Unrealized
SVB Financial Group 0.6%
Value ($000) $7,055 Shares 49,000 Est. Cost $143.98 Unrealized
GILD Gilead Sciences Inc 0.6%
Value ($000) $7,031 Shares 60,050 Est. Cost $75.98 Unrealized 0.0%
ZTS Zoetis Inc 0.6%
Value ($000) $6,859 Shares 142,250 Est. Cost $37.39 Unrealized +17.6%
HXL Hexcel Corp 0.5%
Value ($000) $6,665 Shares 134,000 Est. Cost $45.84 Unrealized +9.8%
Valeant Pharmaceuticals International Inc 0.5%
Value ($000) $6,189 Shares 27,900 Est. Cost $228.39 Unrealized
AXTA Axalta Coating Systems Ltd 0.4%
Value ($000) $5,448 Shares 164,700 Est. Cost $33.02 Unrealized 0.0%
BSX Boston Scientific Corp 0.4%
Value ($000) $5,374 Shares 303,600 Est. Cost $16.68 Unrealized +7.2%
Cott Corp 0.4%
Value ($000) $5,112 Shares 523,010 Est. Cost $9.77 Unrealized
FRCB First Republic Bank 0.4%
Value ($000) $4,960 Shares 78,700 Est. Cost $56.27 Unrealized +1.5%
CNC Centene Corp 0.4%
Value ($000) $4,888 Shares 60,800 Est. Cost $35.91 Unrealized 0.0%
EQIX Equinix Inc 0.4%
Value ($000) $4,850 Shares 19,094 Est. Cost $198.92 Unrealized 0.0%
Sunedison Inc 0.4%
Value ($000) $4,783 Shares 159,900 Est. Cost $29.07 Unrealized
Avago Technologies Ltd 0.4%
Value ($000) $4,772 Shares 35,900 Est. Cost $118.61 Unrealized
AER AerCap Holdings NV 0.4%
Value ($000) $4,579 Shares 100,000 Est. Cost $46.65 Unrealized 0.0%
Mobileye NV 0.4%
Value ($000) $4,567 Shares 85,900 Est. Cost $53.17 Unrealized
SBNY Signature Bank 0.4%
Value ($000) $4,538 Shares 31,000 Est. Cost $143.57 Unrealized
BMRN Biomarin Pharmaceutical Inc 0.4%
Value ($000) $4,321 Shares 31,590 Est. Cost $119.15 Unrealized +4.0%
NXPI NXP Semiconductors NV 0.3%
Value ($000) $4,229 Shares 43,070 Est. Cost $73.76 Unrealized +23.5%
Thomson Reuters Corp 0.3%
Value ($000) $3,605 Shares 94,680 Est. Cost $47.74 Unrealized
Progressive Waste Solutions Ltd 0.3%
Value ($000) $3,550 Shares 132,350 Est. Cost $34.93 Unrealized
V Visa Inc 0.3%
Value ($000) $3,525 Shares 52,500 Est. Cost $62.92 Unrealized 0.0%
LOW Lowes Companies Inc 0.3%
Value ($000) $3,405 Shares 50,850 Est. Cost $58.94 Unrealized -0.2%
MCK McKesson Corp 0.3%
Value ($000) $3,350 Shares 14,900 Est. Cost $196.97 Unrealized +8.2%
TherapeuticsMD Inc 0.3%
Value ($000) $3,337 Shares 424,600 Est. Cost $7.86 Unrealized
McGraw Hill Financial Inc 0.3%
Value ($000) $3,174 Shares 31,600 Est. Cost $98.36 Unrealized
Microsemi Corp 0.2%
Value ($000) $2,275 Shares 65,100 Est. Cost $34.95 Unrealized
JNJ Johnson & Johnson 0.2%
Value ($000) $2,232 Shares 22,900 Est. Cost $75.80 Unrealized -1.7%
MRSH Marsh & McLennan Companies Inc 0.2%
Value ($000) $2,228 Shares 39,300 Est. Cost $44.37 Unrealized +8.4%
PowerShares KBW Bank Portfolio 0.2%
Value ($000) $2,214 Shares 55,700 Est. Cost $39.75 Unrealized
IAI iShares US Broker-Dealers ETF 0.2%
Value ($000) $2,166 Shares 49,400 Est. Cost $40.19 Unrealized
XHB SPDR S&P Homebuilders ETF 0.2%
Value ($000) $2,153 Shares 58,800 Est. Cost $36.80 Unrealized
KBE SPDR S&P Bank ETF 0.2%
Value ($000) $2,139 Shares 59,000 Est. Cost $36.25 Unrealized
KRE SPDR S&P Regional Banking ETF 0.2%
Value ($000) $2,137 Shares 48,400 Est. Cost $44.15 Unrealized
FPX First Trust US IPO Index Fund 0.2%
Value ($000) $2,062 Shares 37,800 Est. Cost $52.22 Unrealized
XSD SPDR S&P Semiconductor ETF 0.2%
Value ($000) $2,032 Shares 23,600 Est. Cost $82.09 Unrealized
IGV iShares North American Tech-Software ETF 0.2%
Value ($000) $2,009 Shares 20,200 Est. Cost $99.46 Unrealized
IWO iShares Russell 2000 Growth ETF 0.2%
Value ($000) $1,979 Shares 12,800 Est. Cost $143.76 Unrealized
VCR Vanguard Consumer Discretionary Index Fund;ETF 0.2%
Value ($000) $1,938 Shares 15,600 Est. Cost $118.52 Unrealized
Dow Chemical Co 0.2%
Value ($000) $1,893 Shares 37,000 Est. Cost $51.16 Unrealized
IJT iShares S&P Small-Cap 600 Growth ETF 0.2%
Value ($000) $1,847 Shares 14,100 Est. Cost $130.14 Unrealized
IHF iShares US Healthcare Providers ETF 0.1%
Value ($000) $1,801 Shares 12,600 Est. Cost $127.85 Unrealized
PowerShares Dynamic Media ETF 0.1%
Value ($000) $1,793 Shares 66,600 Est. Cost $26.92 Unrealized
FDN First Trust Dow Jones Internet Index Fund 0.1%
Value ($000) $1,788 Shares 26,600 Est. Cost $65.53 Unrealized
Concordia Healthcare Corp 0.1%
Value ($000) $1,770 Shares 24,500 Est. Cost $72.24 Unrealized
IBB iShares Nasdaq Biotechnology Etf 0.1%
Value ($000) $1,764 Shares 4,780 Est. Cost $316.35 Unrealized
IYG iShares US Financial Services ETF 0.1%
Value ($000) $1,758 Shares 18,700 Est. Cost $94.01 Unrealized
QQEW First Trust NASDAQ-100 Equal Weighted Index Fund 0.1%
Value ($000) $1,665 Shares 38,100 Est. Cost $43.70 Unrealized
PowerShares QQQ Trust ETF Series 1 0.1%
Value ($000) $1,595 Shares 14,900 Est. Cost $107.05 Unrealized
FV First Trust Dorsey Wright Focus 5 ETF 0.1%
Value ($000) $1,460 Shares 59,700 Est. Cost $21.69 Unrealized
PowerShares DWA SmallCap Momentum Portfolio 0.1%
Value ($000) $1,414 Shares 34,100 Est. Cost $41.47 Unrealized
IWC iShares Micro-Cap ETF 0.1%
Value ($000) $1,410 Shares 17,300 Est. Cost $76.97 Unrealized
Reynolds American Inc 0.1%
Value ($000) $1,389 Shares 18,600 Est. Cost $74.68 Unrealized
SOXX iShares PHLX Semiconductor ETF 0.1%
Value ($000) $1,271 Shares 13,800 Est. Cost $89.46 Unrealized
KIE SPDR S&P Insurance ETF 0.1%
Value ($000) $1,205 Shares 17,700 Est. Cost $68.08 Unrealized
DXJ WisdomTree Japan Hedged Equity ETF 0.1%
Value ($000) $1,173 Shares 20,500 Est. Cost $53.95 Unrealized
Johnson Controls Inc 0.1%
Value ($000) $1,100 Shares 22,200 Est. Cost $49.55 Unrealized
PowerShares Nasdaq Internet ETF 0.1%
Value ($000) $1,078 Shares 14,700 Est. Cost $73.33 Unrealized
IWM iShares Russell 2000 ETF 0.1%
Value ($000) $1,061 Shares 8,500 Est. Cost $124.82 Unrealized
KCE SPDR S&P Capital Markets ETF 0.1%
Value ($000) $1,051 Shares 20,700 Est. Cost $50.77 Unrealized
LEN Lennar Corp 0.1%
Value ($000) $914 Shares 17,900 Est. Cost $41.32 Unrealized +1.0%
UNH UnitedHealth Group Inc 0.1%
Value ($000) $903 Shares 7,400 Est. Cost $99.59 Unrealized 0.0%
Google Inc 0.1%
Value ($000) $885 Shares 1,700 Est. Cost $520.59 Unrealized
M Macys Inc 0.1%
Value ($000) $857 Shares 12,700 Est. Cost $67.58 Unrealized 0.0%
Market Vectors Pharmaceutical ETF 0.1%
Value ($000) $856 Shares 12,100 Est. Cost $70.74 Unrealized
DRI Darden Restaurants Inc 0.1%
Value ($000) $846 Shares 11,900 Est. Cost $36.13 Unrealized +20.9%
MNST Monster Beverage Corp 0.1%
Value ($000) $844 Shares 6,300 Est. Cost $22.33 Unrealized 0.0%
DG Dollar General Corp 0.1%
Value ($000) $824 Shares 10,600 Est. Cost $65.84 Unrealized 0.0%
VYX NCR Corp 0.1%
Value ($000) $792 Shares 26,300 Est. Cost $18.48 Unrealized 0.0%
AMZN Amazon.com Inc 0.1%
Value ($000) $781 Shares 1,800 Est. Cost $20.90 Unrealized 0.0%
Allergan plc 0.1%
Value ($000) $759 Shares 2,500 Est. Cost $303.60 Unrealized
Fiat Chrysler Automobiles NV 0.1%
Value ($000) $756 Shares 41,300 Est. Cost $18.31 Unrealized
DTEAF Davidstea Inc 0.1%
Value ($000) $752 Shares 35,000 Est. Cost $24.70 Unrealized 0.0%
FXI iShares China Large-Cap ETF 0.1%
Value ($000) $742 Shares 16,100 Est. Cost $46.09 Unrealized
Lazard Ltd 0.1%
Value ($000) $725 Shares 12,900 Est. Cost $56.20 Unrealized
CSCO Cisco Systems Inc 0.1%
Value ($000) $722 Shares 26,300 Est. Cost $20.60 Unrealized +0.2%
FBT First Trust NYSE Arca Biotechnology Index Fund 0.1%
Value ($000) $707 Shares 5,700 Est. Cost $101.94 Unrealized
SOCL Global X Social Media Index ETF 0.1%
Value ($000) $701 Shares 35,000 Est. Cost $20.03 Unrealized
META Facebook Inc 0.1%
Value ($000) $695 Shares 8,100 Est. Cost $64.16 Unrealized +26.4%
Guggenheim Invest S&P 500 Eql Wght Health Care ETF 0.1%
Value ($000) $686 Shares 4,300 Est. Cost $159.53 Unrealized
CGI Group Inc 0.1%
Value ($000) $684 Shares 17,500 Est. Cost $53.73 Unrealized
NOC Northrop Grumman Corp 0.1%
Value ($000) $682 Shares 4,300 Est. Cost $118.12 Unrealized +14.0%
QSR Restaurant Brands International Inc 0.1%
Value ($000) $680 Shares 17,800 Est. Cost $38.72 Unrealized +1.8%
EWQ iShares MSCI France ETF 0.1%
Value ($000) $674 Shares 26,200 Est. Cost $25.73 Unrealized
HON Honeywell International Inc 0.1%
Value ($000) $673 Shares 6,600 Est. Cost $72.99 Unrealized +2.4%
HD Supply Holdings Inc 0.1%
Value ($000) $658 Shares 18,700 Est. Cost $35.19 Unrealized
ICE Intercontinental Exchange Inc 0.1%
Value ($000) $626 Shares 2,800 Est. Cost $37.19 Unrealized +8.9%
IMAX IMAX Corp 0.0%
Value ($000) $600 Shares 14,900 Est. Cost $38.83 Unrealized 0.0%
E*TRADE Financial Corp 0.0%
Value ($000) $599 Shares 20,000 Est. Cost $29.95 Unrealized
SCHW Charles Schwab Corp 0.0%
Value ($000) $591 Shares 18,100 Est. Cost $27.75 Unrealized 0.0%
Cigna Corp 0.0%
Value ($000) $567 Shares 3,500 Est. Cost $162.00 Unrealized
ENB Enbridge Inc 0.0%
Value ($000) $558 Shares 11,940 Est. Cost $26.74 Unrealized +1.5%
PowerShares Dynamic Leisure & Entertainment ETF 0.0%
Value ($000) $531 Shares 14,500 Est. Cost $36.19 Unrealized
Market Vectors Retail ETF 0.0%
Value ($000) $530 Shares 7,100 Est. Cost $63.70 Unrealized
iShares MSCI Italy Capped ETF 0.0%
Value ($000) $502 Shares 33,700 Est. Cost $14.90 Unrealized
CNI Canadian National Railway Co 0.0%
Value ($000) $390 Shares 6,760 Est. Cost $55.81 Unrealized -7.6%
BNS Bank of Nova Scotia 0.0%
Value ($000) $219 Shares 4,250 Est. Cost $31.00 Unrealized 0.0%
RY Royal Bank of Canada 0.0%
Value ($000) $154 Shares 2,525 Est. Cost $64.38 Unrealized 0.0%
EL Estee Lauder Companies Inc 0.0%
Value ($000) $130 Shares 1,500 Est. Cost $75.30 Unrealized 0.0%
ECL Ecolab Inc 0.0%
Value ($000) $113 Shares 1,000 Est. Cost $102.25 Unrealized 0.0%
OPRA DISH Network Class A Equity Option 70 Call Dec 2015 0.0%
Value ($000) $97 Shares 390 Est. Cost $248.72 Unrealized
Starwood Hotels & Resorts Worldwide Inc 0.0%
Value ($000) $97 Shares 1,200 Est. Cost $80.83 Unrealized
CACC Credit Acceptance Corp 0.0%
Value ($000) $57 Shares 230 Est. Cost $169.23 Unrealized +30.9%
Mylan NV 0.0%
Value ($000) $55 Shares 810 Est. Cost $67.90 Unrealized
CNQ Canadian Natural Resources Ltd 0.0%
Value ($000) $54 Shares 2,000 Est. Cost $9.60 Unrealized 0.0%
HUM Humana Inc 0.0%
Value ($000) $48 Shares 250 Est. Cost $170.85 Unrealized 0.0%
EBAY eBay Inc 0.0%
Value ($000) $46 Shares 760 Est. Cost $22.20 Unrealized 0.0%
Chicago Bridge & Iron Company NV 0.0%
Value ($000) $41 Shares 820 Est. Cost $50.00 Unrealized
TSLA Tesla Motors Inc 0.0%
Value ($000) $35 Shares 130 Est. Cost $15.81 Unrealized 0.0%
Newfield Exploration Co 0.0%
Value ($000) $27 Shares 750 Est. Cost $36.00 Unrealized
Cablevision Systems Corp 0.0%
Value ($000) $23 Shares 980 Est. Cost $23.47 Unrealized
Atmel Corp 0.0%
Value ($000) $18 Shares 1,860 Est. Cost $9.68 Unrealized
THC Tenet Healthcare Corp 0.0%
Value ($000) $15 Shares 260 Est. Cost $51.08 Unrealized 0.0%
SPY SPDR S&P 500 ETF 0.0%
Value ($000) $10 Shares 50 Est. Cost $200.00 Unrealized
ARRIS Group Inc 0.0%
Value ($000) $9 Shares 300 Est. Cost $30.00 Unrealized
NFLX Netflix Inc 0.0%
Value ($000) $7 Shares 10 Est. Cost $8.37 Unrealized 0.0%