BAROMETER CAPITAL MANAGEMENT INC. Quant / Systematic

CIK: 0001536890 · Show all filings

Period: Q4 2015 (← Previous) (Next →)

Filing Date: Feb 11, 2016

Total Value ($000): $1,033,744 (100.0% shares, 0.0% debt)

Holdings (114)

Thomson Reuters Corp 4.0%
Value ($000) $40,936 Shares 781,073 Est. Cost $52.02 Unrealized
HD Home Depot Inc 3.9%
Value ($000) $39,959 Shares 302,145 Est. Cost $73.33 Unrealized +36.4%
SLF Sun Life Financial Inc 3.7%
Value ($000) $38,358 Shares 888,939 Est. Cost $35.34 Unrealized -6.7%
SBUX Starbucks Corp 3.5%
Value ($000) $36,159 Shares 602,350 Est. Cost $38.55 Unrealized +28.2%
General Electric Co 3.5%
Value ($000) $36,053 Shares 1,157,400 Est. Cost $30.75 Unrealized
MSFT Microsoft Corp 3.2%
Value ($000) $33,405 Shares 602,100 Est. Cost $45.92 Unrealized 0.0%
NOC Northrop Grumman Corp 3.2%
Value ($000) $33,013 Shares 174,850 Est. Cost $141.03 Unrealized +10.3%
MCD McDonald's Corp 3.0%
Value ($000) $30,905 Shares 261,600 Est. Cost $87.24 Unrealized 0.0%
LMT Lockheed Martin Corp 2.9%
Value ($000) $30,206 Shares 139,100 Est. Cost $154.07 Unrealized +7.3%
V Visa Inc 2.8%
Value ($000) $29,236 Shares 377,000 Est. Cost $65.94 Unrealized +9.5%
NKE Nike Inc 2.8%
Value ($000) $28,575 Shares 457,200 Est. Cost $55.99 Unrealized +1.2%
AIG American International Group Inc 2.7%
Value ($000) $28,029 Shares 452,300 Est. Cost $46.20 Unrealized +2.4%
ACE Ltd 2.7%
Value ($000) $27,781 Shares 237,750 Est. Cost $116.85 Unrealized
RCL Royal Caribbean Cruises Ltd 2.6%
Value ($000) $26,922 Shares 266,000 Est. Cost $77.56 Unrealized +8.9%
MA MasterCard Inc 2.6%
Value ($000) $26,871 Shares 276,000 Est. Cost $86.66 Unrealized +6.4%
FNV Franco-Nevada Corp 2.6%
Value ($000) $26,795 Shares 423,300 Est. Cost $43.50 Unrealized 0.0%
AWK American Water Works Company Inc 2.6%
Value ($000) $26,589 Shares 445,000 Est. Cost $47.42 Unrealized 0.0%
LOW Lowe's Companies Inc 2.4%
Value ($000) $25,078 Shares 329,800 Est. Cost $61.72 Unrealized 0.0%
FRCB First Republic Bank 2.4%
Value ($000) $25,024 Shares 378,800 Est. Cost $61.19 Unrealized +2.5%
AIZ Assurant Inc 2.2%
Value ($000) $22,535 Shares 279,800 Est. Cost $66.09 Unrealized +1.9%
Reynolds American Inc 2.1%
Value ($000) $22,217 Shares 481,400 Est. Cost $45.15 Unrealized
EQIX Equinix Inc 1.9%
Value ($000) $19,781 Shares 65,415 Est. Cost $221.75 Unrealized +7.9%
KMB Kimberly-Clark Corp 1.8%
Value ($000) $18,522 Shares 145,500 Est. Cost $85.00 Unrealized 0.0%
FISV Fiserv Inc 1.7%
Value ($000) $17,863 Shares 195,305 Est. Cost $39.14 Unrealized +20.0%
AVB AvalonBay Communities Inc 1.6%
Value ($000) $17,014 Shares 92,400 Est. Cost $127.20 Unrealized 0.0%
DAL Delta Air Lines Inc 1.6%
Value ($000) $16,631 Shares 328,100 Est. Cost $43.52 Unrealized +0.3%
Raytheon Co 1.6%
Value ($000) $16,463 Shares 132,200 Est. Cost $124.53 Unrealized
HRL Hormel Foods Corp 1.5%
Value ($000) $15,856 Shares 401,000 Est. Cost $27.14 Unrealized +2.6%
BCE Bce Inc 1.4%
Value ($000) $14,937 Shares 279,400 Est. Cost $23.22 Unrealized -0.1%
AMZN Amazon.com Inc 1.4%
Value ($000) $14,278 Shares 21,125 Est. Cost $24.91 Unrealized +26.5%
NWL Newell Rubbermaid Inc 1.3%
Value ($000) $13,149 Shares 298,300 Est. Cost $26.00 Unrealized +11.9%
CME CME Group Inc 1.2%
Value ($000) $12,032 Shares 132,800 Est. Cost $62.99 Unrealized 0.0%
KR The Kroger Co 1.1%
Value ($000) $11,031 Shares 263,700 Est. Cost $31.65 Unrealized 0.0%
Brookfield Asset Management Inc 1.0%
Value ($000) $10,672 Shares 244,500 Est. Cost $43.65 Unrealized
Interpublic Group of Companies Inc 0.9%
Value ($000) $8,893 Shares 382,000 Est. Cost $14.77 Unrealized +4.1%
Dow Chemical Co 0.8%
Value ($000) $8,700 Shares 169,000 Est. Cost $51.48 Unrealized
Activision Blizzard Inc 0.8%
Value ($000) $8,661 Shares 223,750 Est. Cost $30.89 Unrealized
NVDA NVIDIA Corp 0.7%
Value ($000) $7,666 Shares 232,600 Est. Cost $0.56 Unrealized +30.3%
MYGN Myriad Genetics Inc 0.7%
Value ($000) $7,182 Shares 166,400 Est. Cost $35.49 Unrealized +19.0%
META Facebook Inc 0.6%
Value ($000) $6,478 Shares 61,900 Est. Cost $102.01 Unrealized 0.0%
TTWO Take-Two Interactive Software Inc 0.6%
Value ($000) $6,473 Shares 185,800 Est. Cost $33.30 Unrealized +1.2%
CPB Campbell Soup Co 0.6%
Value ($000) $6,319 Shares 120,250 Est. Cost $35.52 Unrealized +4.9%
BDX Becton Dickinson and Co 0.6%
Value ($000) $6,210 Shares 40,300 Est. Cost $123.45 Unrealized 0.0%
DSGX Descartes Systems Group Inc 0.6%
Value ($000) $6,044 Shares 217,100 Est. Cost $18.39 Unrealized +1.7%
XYZ Square Inc 0.5%
Value ($000) $5,676 Shares 433,600 Est. Cost $12.32 Unrealized 0.0%
BMY Bristol-Myers Squibb Co 0.5%
Value ($000) $5,551 Shares 80,700 Est. Cost $46.69 Unrealized 0.0%
ICE Intercontinental Exchange Inc 0.5%
Value ($000) $5,458 Shares 21,300 Est. Cost $43.26 Unrealized +2.1%
MKTX Marketaxess Holdings Inc 0.5%
Value ($000) $5,133 Shares 46,000 Est. Cost $67.92 Unrealized +36.9%
BKU BankUnited Inc 0.5%
Value ($000) $4,991 Shares 138,400 Est. Cost $27.25 Unrealized +0.4%
GOOG Alphabet Inc 0.5%
Value ($000) $4,705 Shares 6,200 Est. Cost $35.61 Unrealized 0.0%
CDW CDW Corp 0.4%
Value ($000) $4,578 Shares 108,900 Est. Cost $33.56 Unrealized +15.2%
Integrated Device Technology Inc 0.4%
Value ($000) $4,556 Shares 172,900 Est. Cost $26.35 Unrealized
AZO Autozone Inc 0.4%
Value ($000) $3,858 Shares 5,200 Est. Cost $763.07 Unrealized 0.0%
Vantiv Inc 0.4%
Value ($000) $3,841 Shares 81,000 Est. Cost $47.42 Unrealized
EA Electronic Arts Inc 0.3%
Value ($000) $3,017 Shares 43,900 Est. Cost $48.34 Unrealized +41.1%
C Citigroup Inc 0.3%
Value ($000) $2,857 Shares 55,200 Est. Cost $39.62 Unrealized 0.0%
FDN First Trust Dow Jones Internet Index Fund 0.2%
Value ($000) $2,492 Shares 33,400 Est. Cost $67.86 Unrealized
IWF iShares Russell 1000 Growth ETF 0.2%
Value ($000) $2,397 Shares 24,100 Est. Cost $93.33 Unrealized
SBNY Signature Bank 0.2%
Value ($000) $2,301 Shares 15,000 Est. Cost $149.73 Unrealized
IGM iShares North American Tech ETF 0.2%
Value ($000) $2,269 Shares 20,500 Est. Cost $110.68 Unrealized
PowerShares Nasdaq Internet ETF 0.2%
Value ($000) $2,254 Shares 28,100 Est. Cost $72.93 Unrealized
Market Vectors Retail ETF 0.2%
Value ($000) $2,168 Shares 27,900 Est. Cost $71.41 Unrealized
Guggenheim Invest S&P 500 Eql Wght Con Staples ETF 0.2%
Value ($000) $2,088 Shares 18,000 Est. Cost $111.11 Unrealized
SCHH Charles Schwab US REIT ETF 0.2%
Value ($000) $2,053 Shares 51,800 Est. Cost $39.63 Unrealized
KBE SPDR S&P Bank ETF 0.2%
Value ($000) $2,046 Shares 60,500 Est. Cost $36.07 Unrealized
ILCG iShares Morningstar Large-Cap Growth ETF 0.2%
Value ($000) $2,045 Shares 17,000 Est. Cost $120.29 Unrealized
IJT iShares S&P Small-Cap 600 Growth ETF 0.2%
Value ($000) $2,039 Shares 16,400 Est. Cost $129.14 Unrealized
QUAL iShares MSCI USA Quality Factor ETF 0.2%
Value ($000) $1,976 Shares 30,600 Est. Cost $64.58 Unrealized
PYPL PayPal Holdings Inc 0.2%
Value ($000) $1,723 Shares 47,600 Est. Cost $35.20 Unrealized 0.0%
IGV iShares North American Tech-Software ETF 0.2%
Value ($000) $1,671 Shares 16,100 Est. Cost $99.00 Unrealized
FDL First Tr Morningstar Dividend Leaders Index Fund 0.2%
Value ($000) $1,666 Shares 70,300 Est. Cost $23.70 Unrealized
SKYY First Trust ISE Cloud Computing Index Fund 0.2%
Value ($000) $1,658 Shares 55,200 Est. Cost $30.04 Unrealized
IHI iShares US Medical Devices ETF 0.2%
Value ($000) $1,653 Shares 13,500 Est. Cost $115.15 Unrealized
EIRL iShares MSCI Ireland ETF 0.2%
Value ($000) $1,637 Shares 39,400 Est. Cost $41.55 Unrealized
IAI iShares US Broker Dealers and Securities Exchanges ETF 0.2%
Value ($000) $1,636 Shares 39,400 Est. Cost $41.52 Unrealized
XSD SPDR S&P Semiconductor ETF 0.2%
Value ($000) $1,625 Shares 37,200 Est. Cost $61.79 Unrealized
Guggenheim Invest Solar ETF 0.2%
Value ($000) $1,606 Shares 52,400 Est. Cost $30.65 Unrealized
Cott Corp 0.1%
Value ($000) $1,510 Shares 99,100 Est. Cost $12.10 Unrealized
CRM Salesforce.com Inc 0.1%
Value ($000) $1,497 Shares 19,100 Est. Cost $77.15 Unrealized 0.0%
IVW iShares S&P 500 Growth ETF 0.1%
Value ($000) $1,436 Shares 12,400 Est. Cost $115.81 Unrealized
XLK Technology Select Sector SPDR Fund 0.1%
Value ($000) $1,426 Shares 33,300 Est. Cost $42.82 Unrealized
Allergan plc 0.1%
Value ($000) $1,250 Shares 4,000 Est. Cost $312.50 Unrealized
PowerShares Dynamic Leisure & Entertainment ETF 0.1%
Value ($000) $1,250 Shares 34,000 Est. Cost $36.76 Unrealized
DBEU Deutsche X-trackers MSCI Europe Hedged Equity ETF 0.1%
Value ($000) $1,236 Shares 47,800 Est. Cost $25.26 Unrealized
KIE SPDR S&P Insurance ETF 0.1%
Value ($000) $1,230 Shares 17,700 Est. Cost $67.85 Unrealized
XNTK SPDR Morgan Stanley Technology ETF 0.1%
Value ($000) $1,228 Shares 22,700 Est. Cost $54.10 Unrealized
IWM iShares Russell 2000 ETF 0.1%
Value ($000) $1,228 Shares 10,900 Est. Cost $112.66 Unrealized
PowerShares S&P SmallCap Health Care ETF 0.1%
Value ($000) $1,222 Shares 17,000 Est. Cost $71.88 Unrealized
DXJ WisdomTree Japan Hedged Equity ETF 0.1%
Value ($000) $1,157 Shares 23,100 Est. Cost $53.13 Unrealized
SOXX iShares PHLX Semiconductor ETF 0.1%
Value ($000) $1,096 Shares 12,200 Est. Cost $89.46 Unrealized
ITA iShares US Aerospace & Defense ETF 0.1%
Value ($000) $1,029 Shares 8,700 Est. Cost $118.28 Unrealized
KRE SPDR S&P Regional Banking ETF 0.1%
Value ($000) $1,023 Shares 24,400 Est. Cost $42.81 Unrealized
Kinder Morgan Inc 0.1%
Value ($000) $1,008 Shares 25,000 Est. Cost $40.32 Unrealized
OPPJ WisdomTree Japan Hedged SmallCap Equity ETF 0.1%
Value ($000) $986 Shares 29,000 Est. Cost $34.00 Unrealized
QABA First Trust NASDAQ ABA Community Bank Index Fund 0.1%
Value ($000) $822 Shares 21,100 Est. Cost $38.96 Unrealized
PowerShares QQQ Trust ETF Series 1 0.1%
Value ($000) $817 Shares 7,300 Est. Cost $104.25 Unrealized
BAC Bank of America Corp 0.1%
Value ($000) $811 Shares 48,200 Est. Cost $13.56 Unrealized 0.0%
FirstService Corp 0.1%
Value ($000) $766 Shares 13,700 Est. Cost $55.91 Unrealized
TD Toronto-Dominion Bank 0.1%
Value ($000) $754 Shares 13,900 Est. Cost $40.47 Unrealized 0.0%
BMO Bank of Montreal 0.1%
Value ($000) $750 Shares 9,600 Est. Cost $38.20 Unrealized 0.0%
CNI Canadian National Railway Co 0.1%
Value ($000) $743 Shares 9,600 Est. Cost $48.56 Unrealized 0.0%
HON Honeywell International Inc 0.1%
Value ($000) $725 Shares 7,000 Est. Cost $74.28 Unrealized 0.0%
GIL Gildan Activewear Inc 0.1%
Value ($000) $712 Shares 18,100 Est. Cost $24.53 Unrealized +3.2%
CIGI Colliers International Group Inc 0.1%
Value ($000) $704 Shares 11,400 Est. Cost $43.47 Unrealized 0.0%
NG NovaGold Resources Inc 0.1%
Value ($000) $704 Shares 121,100 Est. Cost $3.84 Unrealized 0.0%
CCI Crown Castle International Corp 0.1%
Value ($000) $700 Shares 8,100 Est. Cost $55.57 Unrealized 0.0%
VMC Vulcan Materials Co 0.1%
Value ($000) $674 Shares 7,100 Est. Cost $85.31 Unrealized +4.2%
ADBE Adobe Systems Inc 0.1%
Value ($000) $658 Shares 7,000 Est. Cost $89.84 Unrealized 0.0%
Fiat Chrysler Automobiles NV 0.0%
Value ($000) $476 Shares 51,900 Est. Cost $9.17 Unrealized
PowerShares KBW Property & Casualty Insurance Port 0.0%
Value ($000) $433 Shares 9,000 Est. Cost $48.11 Unrealized
TU TELUS Corp 0.0%
Value ($000) $352 Shares 9,200 Est. Cost $17.96 Unrealized -13.3%
IBB iShares Nasdaq Biotechnology Etf 0.0%
Value ($000) $338 Shares 1,000 Est. Cost $316.35 Unrealized
SHOP Shopify Inc 0.0%
Value ($000) $258 Shares 10,000 Est. Cost $2.94 Unrealized 0.0%
SPY SPDR S&P 500 ETF Trust 0.0%
Value ($000) $10 Shares 50 Est. Cost $191.66 Unrealized