BAROMETER CAPITAL MANAGEMENT INC. Quant / Systematic

Location: Toronto, Ontario, Canada

CIK: 0001536890 · Show all filings

Period: Q1 2016 (← Previous) (Next →)

Filing Date: May 9, 2016

Total Value: $1.022B (100.0% shares, 0.0% debt)

Holdings (145)

FNV Franco Nevada Corp 3.7%
Value $37.82M Shares 616,200 Est. Cost $45.02 Unrealized +7.4%
MAT Mattel Inc 3.6%
Value $37.05M Shares 1,102,000 Est. Cost $30.38 Unrealized 0.0%
NOC Northrop Grumman Corp 3.5%
Value $36.24M Shares 183,150 Est. Cost $141.94 Unrealized +13.5%
General Electric Co 3.5%
Value $35.5M Shares 1,116,700 Est. Cost $30.75 Unrealized
AWK American Water Works Company Inc 3.4%
Value $34.8M Shares 504,800 Est. Cost $48.18 Unrealized +11.7%
Reynolds American Inc 3.0%
Value $30.35M Shares 603,200 Est. Cost $46.19 Unrealized
MCD McDonald's Corp 2.7%
Value $27.89M Shares 221,900 Est. Cost $87.24 Unrealized +7.7%
JNJ Johnson & Johnson 2.6%
Value $26.79M Shares 247,600 Est. Cost $78.77 Unrealized 0.0%
ENB Enbridge Inc 2.6%
Value $26.25M Shares 674,650 Est. Cost $19.21 Unrealized 0.0%
HRL Hormel Foods Corp 2.6%
Value $26.16M Shares 605,100 Est. Cost $29.04 Unrealized +12.9%
T AT&T Inc 2.5%
Value $25.43M Shares 649,300 Est. Cost $13.84 Unrealized 0.0%
KMB Kimberly-Clark Corp 2.5%
Value $25.42M Shares 189,000 Est. Cost $86.79 Unrealized +6.9%
NEE NextEra Energy Inc 2.4%
Value $24.69M Shares 208,600 Est. Cost $21.80 Unrealized 0.0%
META Facebook Inc 2.4%
Value $24.65M Shares 216,000 Est. Cost $103.99 Unrealized +0.8%
EQIX Equinix Inc 2.4%
Value $24.37M Shares 73,700 Est. Cost $225.04 Unrealized +11.6%
MSFT Microsoft Corp 2.4%
Value $24.29M Shares 439,800 Est. Cost $45.92 Unrealized +0.3%
CNQ Canadian Natural Resources Ltd 2.2%
Value $22.76M Shares 843,100 Est. Cost $6.95 Unrealized 0.0%
BCE BCE Inc 2.2%
Value $22.48M Shares 493,700 Est. Cost $23.23 Unrealized +0.1%
LMT Lockheed Martin Corp 2.2%
Value $22.15M Shares 100,000 Est. Cost $154.07 Unrealized +7.2%
CB Chubb Ltd 2.1%
Value $21.78M Shares 182,800 Est. Cost $96.06 Unrealized 0.0%
PBA Pembina Pipeline Corp 2.1%
Value $21.59M Shares 800,100 Est. Cost $13.88 Unrealized 0.0%
HON Honeywell International Inc 2.0%
Value $20.81M Shares 185,700 Est. Cost $76.25 Unrealized +0.1%
Dow Chemical Co 2.0%
Value $20.12M Shares 395,600 Est. Cost $51.12 Unrealized
Raytheon Co 1.9%
Value $19.22M Shares 156,700 Est. Cost $124.23 Unrealized
PAYX Paychex Inc 1.8%
Value $18.89M Shares 349,700 Est. Cost $37.48 Unrealized 0.0%
RSG Republic Services Inc 1.8%
Value $18.82M Shares 394,900 Est. Cost $38.36 Unrealized 0.0%
MO Altria Group Inc 1.8%
Value $18.78M Shares 299,700 Est. Cost $31.08 Unrealized 0.0%
TransCanada Corp 1.7%
Value $17.6M Shares 460,700 Est. Cost $38.21 Unrealized
WEC WEC Energy Group Inc 1.7%
Value $17.34M Shares 288,600 Est. Cost $40.72 Unrealized 0.0%
FISV Fiserv Inc 1.7%
Value $17.29M Shares 168,505 Est. Cost $39.14 Unrealized +21.1%
HD Home Depot Inc 1.4%
Value $14.13M Shares 105,900 Est. Cost $73.33 Unrealized +34.2%
KIM Kimco Realty Corp 1.3%
Value $12.78M Shares 444,100 Est. Cost $16.61 Unrealized 0.0%
Waste Connections Inc 1.0%
Value $10.44M Shares 161,550 Est. Cost $64.59 Unrealized
CPB Campbell Soup Co 0.9%
Value $9.406M Shares 147,450 Est. Cost $36.91 Unrealized +16.6%
Cott Corp 0.7%
Value $7.644M Shares 550,350 Est. Cost $13.57 Unrealized
TTWO Take-Two Interactive Software Inc 0.7%
Value $6.999M Shares 185,800 Est. Cost $33.30 Unrealized +4.0%
SU Suncor Energy Inc 0.6%
Value $5.918M Shares 212,800 Est. Cost $17.01 Unrealized 0.0%
MKTX Marketaxess Holdings Inc 0.6%
Value $5.705M Shares 45,700 Est. Cost $67.92 Unrealized +53.2%
Goldcorp Inc 0.6%
Value $5.697M Shares 351,000 Est. Cost $16.23 Unrealized
ITW Illinois Tool Works Inc 0.6%
Value $5.66M Shares 55,250 Est. Cost $73.25 Unrealized 0.0%
PYPL PayPal Holdings Inc 0.5%
Value $5.335M Shares 138,200 Est. Cost $35.76 Unrealized +0.8%
ORCL Oracle Corp 0.5%
Value $5.081M Shares 124,200 Est. Cost $31.95 Unrealized 0.0%
GOOG Alphabet Inc 0.5%
Value $5.066M Shares 6,800 Est. Cost $35.61 Unrealized -0.1%
FLIR Systems Inc 0.4%
Value $4.544M Shares 137,900 Est. Cost $32.95 Unrealized
CSCO Cisco Systems Inc 0.4%
Value $4.507M Shares 158,300 Est. Cost $18.95 Unrealized 0.0%
Kellogg Co 0.4%
Value $4.486M Shares 58,600 Est. Cost $48.67 Unrealized 0.0%
Tahoe Resources Inc 0.4%
Value $4.437M Shares 442,400 Est. Cost $10.03 Unrealized
HII Huntington Ingalls Industries Inc 0.4%
Value $4.355M Shares 31,800 Est. Cost $107.73 Unrealized 0.0%
NVDA NVIDIA Corp 0.4%
Value $4.258M Shares 119,518 Est. Cost $0.56 Unrealized +32.4%
VMC Vulcan Materials Co 0.4%
Value $4.17M Shares 39,500 Est. Cost $86.75 Unrealized +0.4%
DLTR Dollar Tree Inc 0.4%
Value $4.164M Shares 50,500 Est. Cost $78.87 Unrealized 0.0%
CLX Clorox Co 0.4%
Value $4.084M Shares 32,400 Est. Cost $96.11 Unrealized 0.0%
AEM Agnico Eagle Mines Ltd 0.4%
Value $4.068M Shares 112,500 Est. Cost $27.41 Unrealized 0.0%
JKHY Jack Henry & Associates Inc 0.4%
Value $4.026M Shares 47,600 Est. Cost $71.28 Unrealized 0.0%
SHW Sherwin-Williams Co 0.4%
Value $3.985M Shares 14,000 Est. Cost $79.84 Unrealized 0.0%
JBHT J B Hunt Transport Services Inc 0.4%
Value $3.934M Shares 46,700 Est. Cost $69.06 Unrealized 0.0%
TECK Teck Resources Ltd 0.4%
Value $3.767M Shares 495,000 Est. Cost $5.41 Unrealized 0.0%
Interpublic Group of Companies Inc 0.4%
Value $3.651M Shares 159,100 Est. Cost $14.77 Unrealized +0.8%
PANW Palo Alto Networks Inc 0.3%
Value $3.491M Shares 21,400 Est. Cost $24.59 Unrealized 0.0%
FANG Diamondback Energy Inc 0.3%
Value $3.38M Shares 43,800 Est. Cost $54.55 Unrealized 0.0%
PowerShares S&P 500 High Div Low Volatility Port 0.3%
Value $3.096M Shares 83,400 Est. Cost $37.12 Unrealized
RCI Rogers Communications Inc 0.3%
Value $2.893M Shares 72,300 Est. Cost $36.18 Unrealized 0.0%
UNP Union Pacific Corp 0.3%
Value $2.888M Shares 36,300 Est. Cost $61.97 Unrealized 0.0%
XLK Technology Select Sector SPDR Fund 0.3%
Value $2.879M Shares 64,900 Est. Cost $43.57 Unrealized
IGM iShares North American Tech ETF 0.3%
Value $2.733M Shares 24,700 Est. Cost $110.68 Unrealized
REZ iShares Residential Real Estate Capped ETF 0.2%
Value $2.494M Shares 37,800 Est. Cost $65.98 Unrealized
ITB iShares US Home Construction ETF 0.2%
Value $2.475M Shares 91,400 Est. Cost $27.08 Unrealized
BNS Bank of Nova Scotia 0.2%
Value $2.423M Shares 49,600 Est. Cost $25.50 Unrealized 0.0%
SKYY First Trust ISE Cloud Computing Index Fund 0.2%
Value $2.333M Shares 78,900 Est. Cost $29.90 Unrealized
VCR Vanguard Consumer Discretionary Index Fund;ETF 0.2%
Value $2.196M Shares 17,700 Est. Cost $124.07 Unrealized
IYT iShares Transportation Average ETF 0.2%
Value $2.193M Shares 15,400 Est. Cost $142.40 Unrealized
PowerShares High Yield Equity Dividend Achievers Portfolio ETF 0.2%
Value $2.149M Shares 150,600 Est. Cost $14.27 Unrealized
GLD SPDR Gold Shares ETF 0.2%
Value $2.118M Shares 18,000 Est. Cost $117.67 Unrealized
XLI Industrial Select Sector SPDR Fund 0.2%
Value $2.108M Shares 38,000 Est. Cost $55.47 Unrealized
XHB SPDR S&P Homebuilders ETF 0.2%
Value $2.024M Shares 59,800 Est. Cost $33.85 Unrealized
TU Telus Corp 0.2%
Value $1.849M Shares 56,854 Est. Cost $14.97 Unrealized -3.9%
TD Toronto-Dominion Bank 0.2%
Value $1.7M Shares 67,550 Est. Cost $38.98 Unrealized -1.0%
SPDR S&P Oil & Gas Exploration & Production ETF 0.2%
Value $1.654M Shares 54,500 Est. Cost $30.35 Unrealized
PowerShares Dynamic Leisure & Entertainment ETF 0.2%
Value $1.653M Shares 44,700 Est. Cost $36.82 Unrealized
Market Vectors Gold Miners ETF 0.2%
Value $1.648M Shares 82,500 Est. Cost $19.98 Unrealized
TUR iShares MSCI Turkey ETF 0.2%
Value $1.644M Shares 37,500 Est. Cost $43.84 Unrealized
VIS Vanguard Industrials Index Fund;ETF 0.2%
Value $1.641M Shares 15,600 Est. Cost $105.19 Unrealized
XSD SPDR S&P Semiconductor ETF 0.2%
Value $1.635M Shares 36,700 Est. Cost $61.79 Unrealized
FTA First Trust Large Cap Value AlphaDEX Fund 0.2%
Value $1.613M Shares 39,700 Est. Cost $40.63 Unrealized
NOBL ProShares S&P 500 Dividend Aristocrats ETF 0.2%
Value $1.611M Shares 30,800 Est. Cost $52.31 Unrealized
IYK iShares US Consumer Goods ETF 0.2%
Value $1.587M Shares 14,100 Est. Cost $112.55 Unrealized
UNH UnitedHealth Group Inc 0.2%
Value $1.547M Shares 12,000 Est. Cost $100.90 Unrealized 0.0%
SOXX iShares PHLX Semiconductor ETF 0.1%
Value $1.503M Shares 16,400 Est. Cost $90.02 Unrealized
IWV iShares Russell 3000 ETF 0.1%
Value $1.438M Shares 11,900 Est. Cost $120.84 Unrealized
RY Royal Bank of Canada 0.1%
Value $1.401M Shares 303,900 Est. Cost $51.83 Unrealized 0.0%
FXD First Trust Consumer Discretionary AlphaDEX Fund 0.1%
Value $1.372M Shares 39,000 Est. Cost $35.18 Unrealized
SDY SPDR S&P Dividend ETF 0.1%
Value $1.367M Shares 17,100 Est. Cost $79.94 Unrealized
SBUX Starbucks Corp 0.1%
Value $1.361M Shares 22,800 Est. Cost $38.55 Unrealized +23.0%
IWM iShares Russell 2000 ETF 0.1%
Value $1.361M Shares 12,300 Est. Cost $112.43 Unrealized
FDL First Tr Morningstar Dividend Leaders Index Fund 0.1%
Value $1.288M Shares 50,200 Est. Cost $23.70 Unrealized
SLF Sun Life Financial Inc 0.1%
Value $1.233M Shares 38,200 Est. Cost $35.34 Unrealized -16.9%
CNI Canadian National Railway Co 0.1%
Value $1.212M Shares 19,400 Est. Cost $47.63 Unrealized -1.9%
Progressive Waste Solutions Ltd 0.1%
Value $1.192M Shares 38,400 Est. Cost $31.04 Unrealized
Nielsen Holdings PLC 0.1%
Value $1.153M Shares 21,900 Est. Cost $52.65 Unrealized
SCHW Charles Schwab Corp 0.1%
Value $1.146M Shares 40,900 Est. Cost $23.31 Unrealized 0.0%
JPM JPMorgan Chase & Co 0.1%
Value $1.125M Shares 19,000 Est. Cost $44.86 Unrealized 0.0%
BlackRock Inc 0.1%
Value $1.124M Shares 3,300 Est. Cost $340.61 Unrealized
EW Edwards Lifesciences Corp 0.1%
Value $1.111M Shares 12,600 Est. Cost $27.59 Unrealized 0.0%
IWO iShares Russell 2000 Growth ETF 0.1%
Value $1.101M Shares 8,300 Est. Cost $132.65 Unrealized
DAL Delta Air Lines Inc 0.1%
Value $1.1M Shares 22,600 Est. Cost $43.52 Unrealized -4.9%
VNQ Vanguard REIT Index Fund;ETF 0.1%
Value $1.098M Shares 13,100 Est. Cost $83.82 Unrealized
Market Vectors Junior Gold Miners ETF 0.1%
Value $1.097M Shares 39,400 Est. Cost $27.84 Unrealized
QUAL iShares MSCI USA Quality Factor ETF 0.1%
Value $1.096M Shares 16,700 Est. Cost $64.58 Unrealized
XME SPDR S&P Metals & Mining ETF 0.1%
Value $1.095M Shares 53,500 Est. Cost $20.47 Unrealized
Market Vectors Morningstar Wide Moat ETF 0.1%
Value $1.089M Shares 35,400 Est. Cost $30.76 Unrealized
JETS US Global Jets ETF 0.1%
Value $1.063M Shares 41,900 Est. Cost $25.37 Unrealized
MTDR Matador Resources Co 0.1%
Value $1.001M Shares 52,800 Est. Cost $16.59 Unrealized 0.0%
CGI Group Inc 0.1%
Value $989K Shares 20,700 Est. Cost $47.78 Unrealized
IAI iShares US Broker Dealers and Securities Exchanges ETF 0.1%
Value $966K Shares 25,800 Est. Cost $41.52 Unrealized
PowerShares Nasdaq Internet ETF 0.1%
Value $939K Shares 12,400 Est. Cost $72.93 Unrealized
EIDO iShares MSCI Indonesia ETF 0.1%
Value $841K Shares 35,700 Est. Cost $23.56 Unrealized
XLB Materials Select Sector SPDR Fund 0.1%
Value $820K Shares 18,300 Est. Cost $44.81 Unrealized
V Visa Inc 0.1%
Value $765K Shares 10,000 Est. Cost $65.94 Unrealized +2.8%
iShares MSCI Taiwan ETF 0.1%
Value $690K Shares 49,800 Est. Cost $13.86 Unrealized
XOM Exxon Mobil Corp 0.1%
Value $669K Shares 8,000 Est. Cost $51.96 Unrealized 0.0%
IYE iShares US Energy ETF 0.1%
Value $668K Shares 19,200 Est. Cost $34.79 Unrealized
HCA HCA Holdings Inc 0.1%
Value $656K Shares 8,400 Est. Cost $64.91 Unrealized 0.0%
KO Coca-Cola Co 0.1%
Value $649K Shares 14,000 Est. Cost $31.84 Unrealized 0.0%
KIE SPDR S&P Insurance ETF 0.1%
Value $637K Shares 9,200 Est. Cost $67.85 Unrealized
L Brands Inc 0.1%
Value $632K Shares 7,200 Est. Cost $87.78 Unrealized
TJX TJX Companies Inc 0.1%
Value $619K Shares 7,900 Est. Cost $31.61 Unrealized 0.0%
CME CME Group Inc 0.1%
Value $586K Shares 6,100 Est. Cost $62.99 Unrealized -0.0%
FirstService Corp 0.1%
Value $585K Shares 14,300 Est. Cost $55.28 Unrealized
BMY Bristol-Myers Squibb Co 0.1%
Value $571K Shares 8,942 Est. Cost $46.69 Unrealized -4.0%
TAP Molson Coors Brewing Co 0.1%
Value $558K Shares 5,800 Est. Cost $69.85 Unrealized 0.0%
Barclays Bank iPath MSCI India Index ETN 0.1%
Value $553K Shares 8,800 Est. Cost $62.84 Unrealized
FXZ First Trust Materials AlphaDEX Fund 0.1%
Value $549K Shares 17,800 Est. Cost $30.84 Unrealized
Crescent Point Energy Corp 0.1%
Value $540K Shares 39,000 Est. Cost $13.85 Unrealized
IYC iShares US Consumer Services ETF 0.1%
Value $539K Shares 3,700 Est. Cost $145.68 Unrealized
Broadcom Ltd 0.1%
Value $525K Shares 3,400 Est. Cost $154.41 Unrealized
EL Estee Lauder Companies Inc 0.1%
Value $519K Shares 5,500 Est. Cost $78.56 Unrealized 0.0%
TGT Target Corp 0.1%
Value $518K Shares 6,300 Est. Cost $56.38 Unrealized 0.0%
Pioneer Natural Resources Co 0.0%
Value $507K Shares 3,600 Est. Cost $140.83 Unrealized
Kinder Morgan Inc 0.0%
Value $401K Shares 8,900 Est. Cost $40.32 Unrealized
Pretium Resources Inc 0.0%
Value $396K Shares 74,000 Est. Cost $5.35 Unrealized
KRE SPDR S&P Regional Banking ETF 0.0%
Value $341K Shares 9,060 Est. Cost $42.81 Unrealized
NG NovaGold Resources Inc 0.0%
Value $332K Shares 65,900 Est. Cost $3.84 Unrealized +19.8%
Air Transport Services Group Inc 0.0%
Value $218K Shares 14,200 Est. Cost $15.35 Unrealized
Barrick Gold Corp 0.0%
Value $138K Shares 10,150 Est. Cost $13.60 Unrealized
ADBE Adobe Systems Inc 0.0%
Value $94,000 Shares 1,000 Est. Cost $89.84 Unrealized -3.5%