BAROMETER CAPITAL MANAGEMENT INC. Quant / Systematic

CIK: 0001536890 · Show all filings

Period: Q1 2016 (← Previous) (Next →)

Filing Date: May 9, 2016

Total Value ($000): $1,022,404 (100.0% shares, 0.0% debt)

Holdings (145)

FNV Franco Nevada Corp 3.7%
Value ($000) $37,822 Shares 616,200 Est. Cost $45.02 Unrealized +7.4%
MAT Mattel Inc 3.6%
Value ($000) $37,049 Shares 1,102,000 Est. Cost $30.38 Unrealized 0.0%
NOC Northrop Grumman Corp 3.5%
Value ($000) $36,245 Shares 183,150 Est. Cost $141.94 Unrealized +13.5%
General Electric Co 3.5%
Value ($000) $35,500 Shares 1,116,700 Est. Cost $30.75 Unrealized
AWK American Water Works Company Inc 3.4%
Value ($000) $34,796 Shares 504,800 Est. Cost $48.18 Unrealized +11.7%
Reynolds American Inc 3.0%
Value ($000) $30,347 Shares 603,200 Est. Cost $46.19 Unrealized
MCD McDonald's Corp 2.7%
Value ($000) $27,888 Shares 221,900 Est. Cost $87.24 Unrealized +7.7%
JNJ Johnson & Johnson 2.6%
Value ($000) $26,790 Shares 247,600 Est. Cost $78.77 Unrealized 0.0%
ENB Enbridge Inc 2.6%
Value ($000) $26,251 Shares 674,650 Est. Cost $19.21 Unrealized 0.0%
HRL Hormel Foods Corp 2.6%
Value ($000) $26,165 Shares 605,100 Est. Cost $29.04 Unrealized +12.9%
T AT&T Inc 2.5%
Value ($000) $25,433 Shares 649,300 Est. Cost $13.84 Unrealized 0.0%
KMB Kimberly-Clark Corp 2.5%
Value ($000) $25,422 Shares 189,000 Est. Cost $86.79 Unrealized +6.9%
NEE NextEra Energy Inc 2.4%
Value ($000) $24,686 Shares 208,600 Est. Cost $21.80 Unrealized 0.0%
META Facebook Inc 2.4%
Value ($000) $24,646 Shares 216,000 Est. Cost $103.99 Unrealized +0.8%
EQIX Equinix Inc 2.4%
Value ($000) $24,373 Shares 73,700 Est. Cost $225.04 Unrealized +11.6%
MSFT Microsoft Corp 2.4%
Value ($000) $24,290 Shares 439,800 Est. Cost $45.92 Unrealized +0.3%
CNQ Canadian Natural Resources Ltd 2.2%
Value ($000) $22,764 Shares 843,100 Est. Cost $6.95 Unrealized 0.0%
BCE BCE Inc 2.2%
Value ($000) $22,483 Shares 493,700 Est. Cost $23.23 Unrealized +0.1%
LMT Lockheed Martin Corp 2.2%
Value ($000) $22,150 Shares 100,000 Est. Cost $154.07 Unrealized +7.2%
CB Chubb Ltd 2.1%
Value ($000) $21,781 Shares 182,800 Est. Cost $96.06 Unrealized 0.0%
PBA Pembina Pipeline Corp 2.1%
Value ($000) $21,587 Shares 800,100 Est. Cost $13.88 Unrealized 0.0%
HON Honeywell International Inc 2.0%
Value ($000) $20,808 Shares 185,700 Est. Cost $76.25 Unrealized +0.1%
Dow Chemical Co 2.0%
Value ($000) $20,120 Shares 395,600 Est. Cost $51.12 Unrealized
Raytheon Co 1.9%
Value ($000) $19,216 Shares 156,700 Est. Cost $124.23 Unrealized
PAYX Paychex Inc 1.8%
Value ($000) $18,887 Shares 349,700 Est. Cost $37.48 Unrealized 0.0%
RSG Republic Services Inc 1.8%
Value ($000) $18,817 Shares 394,900 Est. Cost $38.36 Unrealized 0.0%
MO Altria Group Inc 1.8%
Value ($000) $18,779 Shares 299,700 Est. Cost $31.08 Unrealized 0.0%
TransCanada Corp 1.7%
Value ($000) $17,603 Shares 460,700 Est. Cost $38.21 Unrealized
WEC WEC Energy Group Inc 1.7%
Value ($000) $17,336 Shares 288,600 Est. Cost $40.72 Unrealized 0.0%
FISV Fiserv Inc 1.7%
Value ($000) $17,285 Shares 168,505 Est. Cost $39.14 Unrealized +21.1%
HD Home Depot Inc 1.4%
Value ($000) $14,130 Shares 105,900 Est. Cost $73.33 Unrealized +34.2%
KIM Kimco Realty Corp 1.3%
Value ($000) $12,781 Shares 444,100 Est. Cost $16.61 Unrealized 0.0%
Waste Connections Inc 1.0%
Value ($000) $10,435 Shares 161,550 Est. Cost $64.59 Unrealized
CPB Campbell Soup Co 0.9%
Value ($000) $9,406 Shares 147,450 Est. Cost $36.91 Unrealized +16.6%
Cott Corp 0.7%
Value ($000) $7,644 Shares 550,350 Est. Cost $13.57 Unrealized
TTWO Take-Two Interactive Software Inc 0.7%
Value ($000) $6,999 Shares 185,800 Est. Cost $33.30 Unrealized +4.0%
SU Suncor Energy Inc 0.6%
Value ($000) $5,918 Shares 212,800 Est. Cost $17.01 Unrealized 0.0%
MKTX Marketaxess Holdings Inc 0.6%
Value ($000) $5,705 Shares 45,700 Est. Cost $67.92 Unrealized +53.2%
Goldcorp Inc 0.6%
Value ($000) $5,697 Shares 351,000 Est. Cost $16.23 Unrealized
ITW Illinois Tool Works Inc 0.6%
Value ($000) $5,660 Shares 55,250 Est. Cost $73.25 Unrealized 0.0%
PYPL PayPal Holdings Inc 0.5%
Value ($000) $5,335 Shares 138,200 Est. Cost $35.76 Unrealized +0.8%
ORCL Oracle Corp 0.5%
Value ($000) $5,081 Shares 124,200 Est. Cost $31.95 Unrealized 0.0%
GOOG Alphabet Inc 0.5%
Value ($000) $5,066 Shares 6,800 Est. Cost $35.61 Unrealized -0.1%
FLIR Systems Inc 0.4%
Value ($000) $4,544 Shares 137,900 Est. Cost $32.95 Unrealized
CSCO Cisco Systems Inc 0.4%
Value ($000) $4,507 Shares 158,300 Est. Cost $18.95 Unrealized 0.0%
Kellogg Co 0.4%
Value ($000) $4,486 Shares 58,600 Est. Cost $48.67 Unrealized 0.0%
Tahoe Resources Inc 0.4%
Value ($000) $4,437 Shares 442,400 Est. Cost $10.03 Unrealized
HII Huntington Ingalls Industries Inc 0.4%
Value ($000) $4,355 Shares 31,800 Est. Cost $107.73 Unrealized 0.0%
NVDA NVIDIA Corp 0.4%
Value ($000) $4,258 Shares 119,518 Est. Cost $0.56 Unrealized +32.4%
VMC Vulcan Materials Co 0.4%
Value ($000) $4,170 Shares 39,500 Est. Cost $86.75 Unrealized +0.4%
DLTR Dollar Tree Inc 0.4%
Value ($000) $4,164 Shares 50,500 Est. Cost $78.87 Unrealized 0.0%
CLX Clorox Co 0.4%
Value ($000) $4,084 Shares 32,400 Est. Cost $96.11 Unrealized 0.0%
AEM Agnico Eagle Mines Ltd 0.4%
Value ($000) $4,068 Shares 112,500 Est. Cost $27.41 Unrealized 0.0%
JKHY Jack Henry & Associates Inc 0.4%
Value ($000) $4,026 Shares 47,600 Est. Cost $71.28 Unrealized 0.0%
SHW Sherwin-Williams Co 0.4%
Value ($000) $3,985 Shares 14,000 Est. Cost $79.84 Unrealized 0.0%
JBHT J B Hunt Transport Services Inc 0.4%
Value ($000) $3,934 Shares 46,700 Est. Cost $69.06 Unrealized 0.0%
TECK Teck Resources Ltd 0.4%
Value ($000) $3,767 Shares 495,000 Est. Cost $5.41 Unrealized 0.0%
Interpublic Group of Companies Inc 0.4%
Value ($000) $3,651 Shares 159,100 Est. Cost $14.77 Unrealized +0.8%
PANW Palo Alto Networks Inc 0.3%
Value ($000) $3,491 Shares 21,400 Est. Cost $24.59 Unrealized 0.0%
FANG Diamondback Energy Inc 0.3%
Value ($000) $3,380 Shares 43,800 Est. Cost $54.55 Unrealized 0.0%
PowerShares S&P 500 High Div Low Volatility Port 0.3%
Value ($000) $3,096 Shares 83,400 Est. Cost $37.12 Unrealized
RCI Rogers Communications Inc 0.3%
Value ($000) $2,893 Shares 72,300 Est. Cost $36.18 Unrealized 0.0%
UNP Union Pacific Corp 0.3%
Value ($000) $2,888 Shares 36,300 Est. Cost $61.97 Unrealized 0.0%
XLK Technology Select Sector SPDR Fund 0.3%
Value ($000) $2,879 Shares 64,900 Est. Cost $43.57 Unrealized
IGM iShares North American Tech ETF 0.3%
Value ($000) $2,733 Shares 24,700 Est. Cost $110.68 Unrealized
REZ iShares Residential Real Estate Capped ETF 0.2%
Value ($000) $2,494 Shares 37,800 Est. Cost $65.98 Unrealized
ITB iShares US Home Construction ETF 0.2%
Value ($000) $2,475 Shares 91,400 Est. Cost $27.08 Unrealized
BNS Bank of Nova Scotia 0.2%
Value ($000) $2,423 Shares 49,600 Est. Cost $25.50 Unrealized 0.0%
SKYY First Trust ISE Cloud Computing Index Fund 0.2%
Value ($000) $2,333 Shares 78,900 Est. Cost $29.90 Unrealized
VCR Vanguard Consumer Discretionary Index Fund;ETF 0.2%
Value ($000) $2,196 Shares 17,700 Est. Cost $124.07 Unrealized
IYT iShares Transportation Average ETF 0.2%
Value ($000) $2,193 Shares 15,400 Est. Cost $142.40 Unrealized
PowerShares High Yield Equity Dividend Achievers Portfolio ETF 0.2%
Value ($000) $2,149 Shares 150,600 Est. Cost $14.27 Unrealized
GLD SPDR Gold Shares ETF 0.2%
Value ($000) $2,118 Shares 18,000 Est. Cost $117.67 Unrealized
XLI Industrial Select Sector SPDR Fund 0.2%
Value ($000) $2,108 Shares 38,000 Est. Cost $55.47 Unrealized
XHB SPDR S&P Homebuilders ETF 0.2%
Value ($000) $2,024 Shares 59,800 Est. Cost $33.85 Unrealized
TU Telus Corp 0.2%
Value ($000) $1,849 Shares 56,854 Est. Cost $14.97 Unrealized -3.9%
TD Toronto-Dominion Bank 0.2%
Value ($000) $1,700 Shares 67,550 Est. Cost $38.98 Unrealized -1.0%
SPDR S&P Oil & Gas Exploration & Production ETF 0.2%
Value ($000) $1,654 Shares 54,500 Est. Cost $30.35 Unrealized
PowerShares Dynamic Leisure & Entertainment ETF 0.2%
Value ($000) $1,653 Shares 44,700 Est. Cost $36.82 Unrealized
Market Vectors Gold Miners ETF 0.2%
Value ($000) $1,648 Shares 82,500 Est. Cost $19.98 Unrealized
TUR iShares MSCI Turkey ETF 0.2%
Value ($000) $1,644 Shares 37,500 Est. Cost $43.84 Unrealized
VIS Vanguard Industrials Index Fund;ETF 0.2%
Value ($000) $1,641 Shares 15,600 Est. Cost $105.19 Unrealized
XSD SPDR S&P Semiconductor ETF 0.2%
Value ($000) $1,635 Shares 36,700 Est. Cost $61.79 Unrealized
FTA First Trust Large Cap Value AlphaDEX Fund 0.2%
Value ($000) $1,613 Shares 39,700 Est. Cost $40.63 Unrealized
NOBL ProShares S&P 500 Dividend Aristocrats ETF 0.2%
Value ($000) $1,611 Shares 30,800 Est. Cost $52.31 Unrealized
IYK iShares US Consumer Goods ETF 0.2%
Value ($000) $1,587 Shares 14,100 Est. Cost $112.55 Unrealized
UNH UnitedHealth Group Inc 0.2%
Value ($000) $1,547 Shares 12,000 Est. Cost $100.90 Unrealized 0.0%
SOXX iShares PHLX Semiconductor ETF 0.1%
Value ($000) $1,503 Shares 16,400 Est. Cost $90.02 Unrealized
IWV iShares Russell 3000 ETF 0.1%
Value ($000) $1,438 Shares 11,900 Est. Cost $120.84 Unrealized
RY Royal Bank of Canada 0.1%
Value ($000) $1,401 Shares 303,900 Est. Cost $51.83 Unrealized 0.0%
FXD First Trust Consumer Discretionary AlphaDEX Fund 0.1%
Value ($000) $1,372 Shares 39,000 Est. Cost $35.18 Unrealized
SDY SPDR S&P Dividend ETF 0.1%
Value ($000) $1,367 Shares 17,100 Est. Cost $79.94 Unrealized
IWM iShares Russell 2000 ETF 0.1%
Value ($000) $1,361 Shares 12,300 Est. Cost $112.43 Unrealized
SBUX Starbucks Corp 0.1%
Value ($000) $1,361 Shares 22,800 Est. Cost $38.55 Unrealized +23.0%
FDL First Tr Morningstar Dividend Leaders Index Fund 0.1%
Value ($000) $1,288 Shares 50,200 Est. Cost $23.70 Unrealized
SLF Sun Life Financial Inc 0.1%
Value ($000) $1,233 Shares 38,200 Est. Cost $35.34 Unrealized -16.9%
CNI Canadian National Railway Co 0.1%
Value ($000) $1,212 Shares 19,400 Est. Cost $47.63 Unrealized -1.9%
Progressive Waste Solutions Ltd 0.1%
Value ($000) $1,192 Shares 38,400 Est. Cost $31.04 Unrealized
Nielsen Holdings PLC 0.1%
Value ($000) $1,153 Shares 21,900 Est. Cost $52.65 Unrealized
SCHW Charles Schwab Corp 0.1%
Value ($000) $1,146 Shares 40,900 Est. Cost $23.31 Unrealized 0.0%
JPM JPMorgan Chase & Co 0.1%
Value ($000) $1,125 Shares 19,000 Est. Cost $44.86 Unrealized 0.0%
BlackRock Inc 0.1%
Value ($000) $1,124 Shares 3,300 Est. Cost $340.61 Unrealized
EW Edwards Lifesciences Corp 0.1%
Value ($000) $1,111 Shares 12,600 Est. Cost $27.59 Unrealized 0.0%
IWO iShares Russell 2000 Growth ETF 0.1%
Value ($000) $1,101 Shares 8,300 Est. Cost $132.65 Unrealized
DAL Delta Air Lines Inc 0.1%
Value ($000) $1,100 Shares 22,600 Est. Cost $43.52 Unrealized -4.9%
VNQ Vanguard REIT Index Fund;ETF 0.1%
Value ($000) $1,098 Shares 13,100 Est. Cost $83.82 Unrealized
Market Vectors Junior Gold Miners ETF 0.1%
Value ($000) $1,097 Shares 39,400 Est. Cost $27.84 Unrealized
QUAL iShares MSCI USA Quality Factor ETF 0.1%
Value ($000) $1,096 Shares 16,700 Est. Cost $64.58 Unrealized
XME SPDR S&P Metals & Mining ETF 0.1%
Value ($000) $1,095 Shares 53,500 Est. Cost $20.47 Unrealized
Market Vectors Morningstar Wide Moat ETF 0.1%
Value ($000) $1,089 Shares 35,400 Est. Cost $30.76 Unrealized
JETS US Global Jets ETF 0.1%
Value ($000) $1,063 Shares 41,900 Est. Cost $25.37 Unrealized
MTDR Matador Resources Co 0.1%
Value ($000) $1,001 Shares 52,800 Est. Cost $16.59 Unrealized 0.0%
CGI Group Inc 0.1%
Value ($000) $989 Shares 20,700 Est. Cost $47.78 Unrealized
IAI iShares US Broker Dealers and Securities Exchanges ETF 0.1%
Value ($000) $966 Shares 25,800 Est. Cost $41.52 Unrealized
PowerShares Nasdaq Internet ETF 0.1%
Value ($000) $939 Shares 12,400 Est. Cost $72.93 Unrealized
EIDO iShares MSCI Indonesia ETF 0.1%
Value ($000) $841 Shares 35,700 Est. Cost $23.56 Unrealized
XLB Materials Select Sector SPDR Fund 0.1%
Value ($000) $820 Shares 18,300 Est. Cost $44.81 Unrealized
V Visa Inc 0.1%
Value ($000) $765 Shares 10,000 Est. Cost $65.94 Unrealized +2.8%
iShares MSCI Taiwan ETF 0.1%
Value ($000) $690 Shares 49,800 Est. Cost $13.86 Unrealized
XOM Exxon Mobil Corp 0.1%
Value ($000) $669 Shares 8,000 Est. Cost $51.96 Unrealized 0.0%
IYE iShares US Energy ETF 0.1%
Value ($000) $668 Shares 19,200 Est. Cost $34.79 Unrealized
HCA HCA Holdings Inc 0.1%
Value ($000) $656 Shares 8,400 Est. Cost $64.91 Unrealized 0.0%
KO Coca-Cola Co 0.1%
Value ($000) $649 Shares 14,000 Est. Cost $31.84 Unrealized 0.0%
KIE SPDR S&P Insurance ETF 0.1%
Value ($000) $637 Shares 9,200 Est. Cost $67.85 Unrealized
L Brands Inc 0.1%
Value ($000) $632 Shares 7,200 Est. Cost $87.78 Unrealized
TJX TJX Companies Inc 0.1%
Value ($000) $619 Shares 7,900 Est. Cost $31.61 Unrealized 0.0%
CME CME Group Inc 0.1%
Value ($000) $586 Shares 6,100 Est. Cost $62.99 Unrealized -0.0%
FirstService Corp 0.1%
Value ($000) $585 Shares 14,300 Est. Cost $55.28 Unrealized
BMY Bristol-Myers Squibb Co 0.1%
Value ($000) $571 Shares 8,942 Est. Cost $46.69 Unrealized -4.0%
TAP Molson Coors Brewing Co 0.1%
Value ($000) $558 Shares 5,800 Est. Cost $69.85 Unrealized 0.0%
Barclays Bank iPath MSCI India Index ETN 0.1%
Value ($000) $553 Shares 8,800 Est. Cost $62.84 Unrealized
FXZ First Trust Materials AlphaDEX Fund 0.1%
Value ($000) $549 Shares 17,800 Est. Cost $30.84 Unrealized
Crescent Point Energy Corp 0.1%
Value ($000) $540 Shares 39,000 Est. Cost $13.85 Unrealized
IYC iShares US Consumer Services ETF 0.1%
Value ($000) $539 Shares 3,700 Est. Cost $145.68 Unrealized
Broadcom Ltd 0.1%
Value ($000) $525 Shares 3,400 Est. Cost $154.41 Unrealized
EL Estee Lauder Companies Inc 0.1%
Value ($000) $519 Shares 5,500 Est. Cost $78.56 Unrealized 0.0%
TGT Target Corp 0.1%
Value ($000) $518 Shares 6,300 Est. Cost $56.38 Unrealized 0.0%
Pioneer Natural Resources Co 0.0%
Value ($000) $507 Shares 3,600 Est. Cost $140.83 Unrealized
Kinder Morgan Inc 0.0%
Value ($000) $401 Shares 8,900 Est. Cost $40.32 Unrealized
Pretium Resources Inc 0.0%
Value ($000) $396 Shares 74,000 Est. Cost $5.35 Unrealized
KRE SPDR S&P Regional Banking ETF 0.0%
Value ($000) $341 Shares 9,060 Est. Cost $42.81 Unrealized
NG NovaGold Resources Inc 0.0%
Value ($000) $332 Shares 65,900 Est. Cost $3.84 Unrealized +19.8%
Air Transport Services Group Inc 0.0%
Value ($000) $218 Shares 14,200 Est. Cost $15.35 Unrealized
Barrick Gold Corp 0.0%
Value ($000) $138 Shares 10,150 Est. Cost $13.60 Unrealized
ADBE Adobe Systems Inc 0.0%
Value ($000) $94 Shares 1,000 Est. Cost $89.84 Unrealized -3.5%