BAROMETER CAPITAL MANAGEMENT INC. Quant / Systematic

CIK: 0001536890 · Show all filings

Period: Q3 2015 (← Previous) (Next →)

Filing Date: Oct 30, 2015

Total Value ($000): $810,160 (100.0% shares, 0.0% debt)

Holdings (115)

SBUX Starbucks Corp 5.2%
Value ($000) $41,968 Shares 738,350 Est. Cost $38.55 Unrealized +17.6%
SLF Sun Life Financial Inc 4.6%
Value ($000) $36,878 Shares 856,839 Est. Cost $35.43 Unrealized -8.5%
HD Home Depot Inc 4.4%
Value ($000) $35,588 Shares 308,145 Est. Cost $73.33 Unrealized +23.4%
CPB Campbell Soup Co 3.8%
Value ($000) $30,742 Shares 606,600 Est. Cost $35.52 Unrealized 0.0%
MLM Martin Marietta Materials Inc 3.6%
Value ($000) $29,463 Shares 193,900 Est. Cost $149.43 Unrealized 0.0%
NOC Northrop Grumman Corp 3.6%
Value ($000) $29,116 Shares 175,450 Est. Cost $141.03 Unrealized +0.4%
RCL Royal Caribbean Cruises Ltd 3.5%
Value ($000) $28,620 Shares 321,250 Est. Cost $77.56 Unrealized 0.0%
Reynolds American Inc 3.5%
Value ($000) $28,470 Shares 643,100 Est. Cost $45.15 Unrealized
LMT Lockheed Martin Corp 3.5%
Value ($000) $28,422 Shares 137,100 Est. Cost $153.91 Unrealized 0.0%
V Visa Inc 3.5%
Value ($000) $28,282 Shares 406,000 Est. Cost $65.94 Unrealized +0.7%
MA MasterCard Inc 3.3%
Value ($000) $27,108 Shares 300,800 Est. Cost $86.66 Unrealized +1.9%
Agrium Inc 3.3%
Value ($000) $27,030 Shares 226,006 Est. Cost $132.00 Unrealized
TU TELUS Corp 3.1%
Value ($000) $24,908 Shares 592,340 Est. Cost $17.96 Unrealized -7.4%
PGR Progressive Corp 2.9%
Value ($000) $23,893 Shares 779,800 Est. Cost $22.26 Unrealized 0.0%
UNH UnitedHealth Group Inc 2.6%
Value ($000) $20,777 Shares 179,100 Est. Cost $101.13 Unrealized +0.1%
KHC Kraft Heinz Co 2.4%
Value ($000) $19,812 Shares 280,700 Est. Cost $47.82 Unrealized 0.0%
MGA Magna International Inc 2.4%
Value ($000) $19,158 Shares 299,300 Est. Cost $38.84 Unrealized -1.6%
FISV Fiserv Inc 2.0%
Value ($000) $16,500 Shares 190,505 Est. Cost $38.95 Unrealized +11.1%
MKTX Marketaxess Holdings Inc 2.0%
Value ($000) $16,247 Shares 174,928 Est. Cost $67.92 Unrealized +29.1%
AIG American International Group Inc 2.0%
Value ($000) $15,802 Shares 278,100 Est. Cost $45.50 Unrealized +3.7%
HCA HCA Holdings Inc 1.9%
Value ($000) $15,781 Shares 204,000 Est. Cost $65.61 Unrealized +25.4%
WFC Wells Fargo & Co 1.9%
Value ($000) $15,141 Shares 294,850 Est. Cost $34.33 Unrealized +19.6%
Cott Corp 1.9%
Value ($000) $15,114 Shares 1,048,110 Est. Cost $12.10 Unrealized
NWL Newell Rubbermaid Inc 1.8%
Value ($000) $14,836 Shares 373,600 Est. Cost $26.00 Unrealized +6.9%
JPM JPMorgan Chase & Co 1.7%
Value ($000) $13,572 Shares 222,600 Est. Cost $46.75 Unrealized +6.1%
Thomson Reuters Corp 1.4%
Value ($000) $11,128 Shares 207,448 Est. Cost $50.95 Unrealized
AMZN Amazon.com Inc 1.3%
Value ($000) $10,929 Shares 21,350 Est. Cost $24.91 Unrealized +1.5%
EQIX Equinix Inc 1.1%
Value ($000) $9,130 Shares 34,694 Est. Cost $206.22 Unrealized +4.3%
EA Electronic Arts Inc 1.1%
Value ($000) $8,523 Shares 125,800 Est. Cost $48.34 Unrealized +41.0%
Activision Blizzard Inc 0.9%
Value ($000) $7,573 Shares 245,150 Est. Cost $30.89 Unrealized
MYGN Myriad Genetics Inc 0.8%
Value ($000) $6,870 Shares 183,300 Est. Cost $35.49 Unrealized 0.0%
FRCB First Republic Bank 0.8%
Value ($000) $6,151 Shares 98,000 Est. Cost $56.86 Unrealized +4.2%
Total System Services Inc 0.7%
Value ($000) $5,529 Shares 121,700 Est. Cost $45.43 Unrealized
NKE Nike Inc 0.7%
Value ($000) $5,361 Shares 43,600 Est. Cost $49.59 Unrealized 0.0%
CDW CDW Corp 0.6%
Value ($000) $4,911 Shares 120,200 Est. Cost $33.56 Unrealized 0.0%
Priceline Group Inc 0.6%
Value ($000) $4,824 Shares 3,900 Est. Cost $1236.92 Unrealized
EEFT Euronet Worldwide Inc 0.6%
Value ($000) $4,794 Shares 64,700 Est. Cost $66.91 Unrealized 0.0%
CM Canadian Imperial Bank of Commerce 0.6%
Value ($000) $4,698 Shares 49,000 Est. Cost $21.60 Unrealized 0.0%
NVDA NVIDIA Corp 0.6%
Value ($000) $4,679 Shares 189,800 Est. Cost $0.52 Unrealized 0.0%
DRI Darden Restaurants Inc 0.6%
Value ($000) $4,537 Shares 66,200 Est. Cost $45.20 Unrealized +4.4%
Tesoro Corp 0.5%
Value ($000) $4,133 Shares 42,500 Est. Cost $97.25 Unrealized
Concordia Healthcare Corp 0.5%
Value ($000) $4,088 Shares 71,800 Est. Cost $62.16 Unrealized
HRL Hormel Foods Corp 0.5%
Value ($000) $4,077 Shares 64,400 Est. Cost $23.38 Unrealized 0.0%
AIZ Assurant Inc 0.5%
Value ($000) $4,077 Shares 51,600 Est. Cost $60.66 Unrealized 0.0%
JBLU JetBlue Airways Corp 0.5%
Value ($000) $4,069 Shares 157,900 Est. Cost $23.57 Unrealized 0.0%
Google Inc 0.5%
Value ($000) $3,894 Shares 6,400 Est. Cost $585.10 Unrealized
KRE SPDR S&P Regional Banking ETF 0.4%
Value ($000) $3,636 Shares 88,300 Est. Cost $42.81 Unrealized
BSX Boston Scientific Corp 0.4%
Value ($000) $3,577 Shares 218,000 Est. Cost $16.68 Unrealized +2.5%
VMC Vulcan Materials Co 0.4%
Value ($000) $3,559 Shares 39,900 Est. Cost $85.31 Unrealized 0.0%
GIL Gildan Activewear Inc 0.4%
Value ($000) $3,234 Shares 80,300 Est. Cost $24.53 Unrealized +11.3%
SPY SPDR S&P 500 ETF Trust 0.4%
Value ($000) $3,229 Shares 16,850 Est. Cost $191.66 Unrealized
PowerShares QQQ Trust ETF Series 1 0.4%
Value ($000) $3,205 Shares 31,500 Est. Cost $104.25 Unrealized
General Electric Co 0.3%
Value ($000) $2,522 Shares 100,000 Est. Cost $26.57 Unrealized
Interpublic Group of Companies Inc 0.3%
Value ($000) $2,491 Shares 130,200 Est. Cost $13.59 Unrealized 0.0%
IWF iShares Russell 1000 Growth ETF 0.3%
Value ($000) $2,120 Shares 22,800 Est. Cost $92.98 Unrealized
IGV iShares North American Tech-Software ETF 0.3%
Value ($000) $2,110 Shares 22,300 Est. Cost $99.00 Unrealized
PowerShares KBW Bank Portfolio 0.3%
Value ($000) $2,104 Shares 58,500 Est. Cost $39.57 Unrealized
KIE SPDR S&P Insurance ETF 0.2%
Value ($000) $2,019 Shares 29,900 Est. Cost $67.85 Unrealized
FPX First Trust US IPO Index Fund 0.2%
Value ($000) $1,948 Shares 40,000 Est. Cost $52.03 Unrealized
XHB SPDR S&P Homebuilders ETF 0.2%
Value ($000) $1,941 Shares 56,700 Est. Cost $36.80 Unrealized
VCR Vanguard Consumer Discretionary Index Fund;ETF 0.2%
Value ($000) $1,885 Shares 16,000 Est. Cost $118.50 Unrealized
Market Vectors Retail ETF 0.2%
Value ($000) $1,868 Shares 25,400 Est. Cost $70.79 Unrealized
KBE SPDR S&P Bank ETF 0.2%
Value ($000) $1,858 Shares 55,900 Est. Cost $36.25 Unrealized
PowerShares Nasdaq Internet ETF 0.2%
Value ($000) $1,658 Shares 24,000 Est. Cost $71.69 Unrealized
XSD SPDR S&P Semiconductor ETF 0.2%
Value ($000) $1,640 Shares 43,500 Est. Cost $61.79 Unrealized
FDN First Trust Dow Jones Internet Index Fund 0.2%
Value ($000) $1,639 Shares 24,800 Est. Cost $65.53 Unrealized
IJT iShares S&P Small-Cap 600 Growth ETF 0.2%
Value ($000) $1,634 Shares 13,600 Est. Cost $130.14 Unrealized
XBI SPDR S&P Biotech ETF 0.2%
Value ($000) $1,513 Shares 24,300 Est. Cost $62.26 Unrealized
INCY Incyte Corp 0.2%
Value ($000) $1,440 Shares 13,050 Est. Cost $93.07 Unrealized +20.5%
PRA Health Sciences Inc 0.2%
Value ($000) $1,437 Shares 37,000 Est. Cost $38.84 Unrealized
SOCL Global X Social Media Index ETF 0.2%
Value ($000) $1,310 Shares 74,900 Est. Cost $18.68 Unrealized
FV First Trust Dorsey Wright Focus 5 ETF 0.1%
Value ($000) $1,125 Shares 51,300 Est. Cost $21.69 Unrealized
PowerShares DWA SmallCap Momentum Portfolio 0.1%
Value ($000) $1,124 Shares 30,200 Est. Cost $41.47 Unrealized
ITB iShares US Home Construction ETF 0.1%
Value ($000) $1,117 Shares 42,800 Est. Cost $26.10 Unrealized
SOXX iShares PHLX Semiconductor ETF 0.1%
Value ($000) $994 Shares 12,200 Est. Cost $89.46 Unrealized
IHI iShares US Medical Devices ETF 0.1%
Value ($000) $979 Shares 8,800 Est. Cost $111.25 Unrealized
BofI Holding Inc 0.1%
Value ($000) $966 Shares 7,500 Est. Cost $128.80 Unrealized
Guggenheim Invest S&P 500 Eql Wght Con Staples ETF 0.1%
Value ($000) $956 Shares 9,000 Est. Cost $106.22 Unrealized
DSGX Descartes Systems Group Inc 0.1%
Value ($000) $903 Shares 38,200 Est. Cost $16.96 Unrealized 0.0%
DXJ WisdomTree Japan Hedged Equity ETF 0.1%
Value ($000) $886 Shares 18,200 Est. Cost $53.95 Unrealized
TSN Tyson Foods Inc 0.1%
Value ($000) $849 Shares 19,700 Est. Cost $33.31 Unrealized 0.0%
NCLH Norwegian Cruise Line Holdings Ltd 0.1%
Value ($000) $831 Shares 14,500 Est. Cost $58.93 Unrealized 0.0%
DBEU Deutsche X-trackers MSCI Europe Hedged Equity ETF 0.1%
Value ($000) $812 Shares 32,500 Est. Cost $24.98 Unrealized
BCE BCE Inc 0.1%
Value ($000) $803 Shares 14,700 Est. Cost $23.65 Unrealized -5.6%
CMG Chipotle Mexican Grill Inc 0.1%
Value ($000) $792 Shares 1,100 Est. Cost $14.22 Unrealized 0.0%
SBNY Signature Bank 0.1%
Value ($000) $770 Shares 5,600 Est. Cost $143.57 Unrealized
CBRL Cracker Barrel Old Country Store Inc 0.1%
Value ($000) $766 Shares 5,200 Est. Cost $95.42 Unrealized 0.0%
RCI Rogers Communications Inc 0.1%
Value ($000) $740 Shares 16,100 Est. Cost $34.41 Unrealized 0.0%
SU Suncor Energy Inc 0.1%
Value ($000) $714 Shares 20,000 Est. Cost $18.55 Unrealized 0.0%
RY Royal Bank of Canada 0.1%
Value ($000) $694 Shares 9,400 Est. Cost $58.94 Unrealized -3.4%
SFBS ServisFirst Bancshares Inc 0.1%
Value ($000) $694 Shares 16,700 Est. Cost $16.86 Unrealized 0.0%
Progressive Waste Solutions Ltd 0.1%
Value ($000) $681 Shares 19,300 Est. Cost $34.93 Unrealized
TerraForm Global Inc 0.1%
Value ($000) $666 Shares 100,000 Est. Cost $6.66 Unrealized
ICE Intercontinental Exchange Inc 0.1%
Value ($000) $658 Shares 2,800 Est. Cost $37.19 Unrealized +9.0%
IHF iShares US Healthcare Providers ETF 0.1%
Value ($000) $657 Shares 5,300 Est. Cost $127.85 Unrealized
CNQ Canadian Natural Resources Ltd 0.1%
Value ($000) $652 Shares 25,100 Est. Cost $7.27 Unrealized -2.8%
IYK iShares US Consumer Goods ETF 0.1%
Value ($000) $646 Shares 6,300 Est. Cost $102.54 Unrealized
BKU BankUnited Inc 0.1%
Value ($000) $636 Shares 17,800 Est. Cost $26.43 Unrealized 0.0%
Avago Technologies Ltd 0.1%
Value ($000) $613 Shares 4,900 Est. Cost $118.61 Unrealized
PANW Palo Alto Networks Inc 0.1%
Value ($000) $602 Shares 3,500 Est. Cost $19.04 Unrealized +54.9%
TTWO Take-Two Interactive Software Inc 0.1%
Value ($000) $543 Shares 18,900 Est. Cost $29.71 Unrealized 0.0%
DAL Delta Air Lines Inc 0.1%
Value ($000) $538 Shares 12,000 Est. Cost $39.55 Unrealized 0.0%
FXI iShares China Large-Cap ETF 0.1%
Value ($000) $489 Shares 13,800 Est. Cost $46.09 Unrealized
IBB iShares Nasdaq Biotechnology Etf 0.1%
Value ($000) $485 Shares 1,600 Est. Cost $316.35 Unrealized
DTEAF DAVIDsTEA Inc 0.1%
Value ($000) $410 Shares 26,193 Est. Cost $24.70 Unrealized -35.7%
HUM Humana Inc 0.0%
Value ($000) $344 Shares 1,920 Est. Cost $170.13 Unrealized -0.1%
ALK Alaska Air Group Inc 0.0%
Value ($000) $305 Shares 3,840 Est. Cost $70.36 Unrealized 0.0%
Health Net Inc 0.0%
Value ($000) $214 Shares 3,550 Est. Cost $60.28 Unrealized
IDXX IDEXX Laboratories Inc 0.0%
Value ($000) $200 Shares 2,690 Est. Cost $71.63 Unrealized 0.0%
Broadcom Corp 0.0%
Value ($000) $153 Shares 2,980 Est. Cost $51.34 Unrealized
Skechers USA Inc 0.0%
Value ($000) $122 Shares 2,730 Est. Cost $44.69 Unrealized
ECL Ecolab Inc 0.0%
Value ($000) $110 Shares 1,000 Est. Cost $102.25 Unrealized -2.4%
CASY Caseys General Stores Inc 0.0%
Value ($000) $97 Shares 940 Est. Cost $96.07 Unrealized 0.0%
OPRA DISH Network Class A Equity Option 70 Call Dec 2015 0.0%
Value ($000) $25 Shares 195 Est. Cost $128.21 Unrealized
PFE Pfizer Inc 0.0%
Value ($000) $19 Shares 600 Est. Cost $20.10 Unrealized +2.5%