BAROMETER CAPITAL MANAGEMENT INC. Quant / Systematic

CIK: 0001536890 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Jul 15, 2016

Total Value ($000): $1,008,903 (100.0% shares, 0.0% debt)

Holdings (135)

FNV Franco Nevada Corp 4.1%
Value ($000) $41,116 Shares 540,571 Est. Cost $45.02 Unrealized +35.9%
AWK American Water Works Company Inc 4.0%
Value ($000) $40,793 Shares 482,700 Est. Cost $48.18 Unrealized +28.4%
NOC Northrop Grumman Corp 3.9%
Value ($000) $38,899 Shares 175,000 Est. Cost $141.94 Unrealized +26.9%
EQIX Equinix Inc 3.2%
Value ($000) $31,871 Shares 82,200 Est. Cost $231.75 Unrealized +25.1%
TransCanada Corp 3.1%
Value ($000) $31,679 Shares 700,550 Est. Cost $40.61 Unrealized
MDT Medtronic PLC 3.1%
Value ($000) $31,012 Shares 357,400 Est. Cost $63.51 Unrealized 0.0%
JNJ Johnson & Johnson 3.0%
Value ($000) $30,216 Shares 249,100 Est. Cost $78.77 Unrealized +10.5%
PBA Pembina Pipeline Corp 2.9%
Value ($000) $28,821 Shares 949,941 Est. Cost $14.46 Unrealized +21.7%
LMT Lockheed Martin Corp 2.7%
Value ($000) $27,621 Shares 111,300 Est. Cost $156.94 Unrealized +16.2%
T AT&T Inc 2.7%
Value ($000) $27,447 Shares 635,200 Est. Cost $13.84 Unrealized +9.2%
NEE NextEra Energy Inc 2.7%
Value ($000) $27,084 Shares 207,700 Est. Cost $21.80 Unrealized +7.7%
Raytheon Co 2.7%
Value ($000) $26,796 Shares 197,100 Est. Cost $126.64 Unrealized
BCE Bce Inc 2.6%
Value ($000) $25,935 Shares 548,200 Est. Cost $23.52 Unrealized +11.0%
ENB Enbridge Inc 2.3%
Value ($000) $23,345 Shares 551,100 Est. Cost $19.21 Unrealized +20.6%
BMY Bristol-Myers Squibb Co 2.2%
Value ($000) $22,406 Shares 304,642 Est. Cost $50.39 Unrealized +0.2%
HON Honeywell International Inc 2.2%
Value ($000) $22,089 Shares 189,900 Est. Cost $76.43 Unrealized +10.2%
Reynolds American Inc 2.2%
Value ($000) $21,982 Shares 407,600 Est. Cost $46.19 Unrealized
Crescent Point Energy Corp 2.2%
Value ($000) $21,814 Shares 1,381,500 Est. Cost $15.74 Unrealized
CB Chubb Ltd 2.2%
Value ($000) $21,750 Shares 166,400 Est. Cost $96.06 Unrealized +7.8%
WEC WEC Energy Group Inc 2.0%
Value ($000) $20,491 Shares 313,800 Est. Cost $40.99 Unrealized +7.6%
General Electric Co 2.0%
Value ($000) $20,434 Shares 649,100 Est. Cost $30.75 Unrealized
CNQ Canadian Natural Resources Ltd 1.8%
Value ($000) $18,648 Shares 604,850 Est. Cost $6.95 Unrealized +33.5%
TAP Molson Coors Brewing Co 1.8%
Value ($000) $18,244 Shares 180,400 Est. Cost $77.07 Unrealized +0.3%
RY Royal Bank of Canada 1.8%
Value ($000) $17,957 Shares 303,900 Est. Cost $51.83 Unrealized +15.9%
FISV Fiserv Inc 1.7%
Value ($000) $16,767 Shares 154,205 Est. Cost $39.14 Unrealized +31.5%
WCN Waste Connections Inc 1.6%
Value ($000) $16,600 Shares 230,390 Est. Cost $42.53 Unrealized 0.0%
D Dominion Resources Inc 1.5%
Value ($000) $15,173 Shares 194,700 Est. Cost $47.75 Unrealized 0.0%
TD Toronto-Dominion Bank 1.5%
Value ($000) $14,770 Shares 344,050 Est. Cost $42.64 Unrealized +2.1%
UNH UnitedHealth Group Inc 1.4%
Value ($000) $14,219 Shares 100,700 Est. Cost $112.58 Unrealized +1.4%
V Visa Inc 1.4%
Value ($000) $14,152 Shares 190,800 Est. Cost $72.83 Unrealized +0.5%
Cott Corp 1.3%
Value ($000) $13,435 Shares 962,400 Est. Cost $13.74 Unrealized
Enerplus Corp 1.2%
Value ($000) $11,907 Shares 1,812,400 Est. Cost $6.57 Unrealized
AEM Agnico Eagle Mines Ltd 0.8%
Value ($000) $8,463 Shares 158,196 Est. Cost $30.48 Unrealized +24.8%
HII Huntington Ingalls Industries Inc 0.8%
Value ($000) $8,065 Shares 48,000 Est. Cost $113.99 Unrealized +10.8%
SU Suncor Energy Inc 0.7%
Value ($000) $6,756 Shares 243,650 Est. Cost $17.32 Unrealized +12.2%
NVDA NVIDIA Corp 0.7%
Value ($000) $6,737 Shares 143,318 Est. Cost $0.64 Unrealized +58.6%
MKTX Marketaxess Holdings Inc 0.7%
Value ($000) $6,645 Shares 45,700 Est. Cost $67.92 Unrealized +78.7%
Store Capital Corp 0.6%
Value ($000) $6,332 Shares 215,000 Est. Cost $29.45 Unrealized
VMC Vulcan Materials Co 0.6%
Value ($000) $5,729 Shares 47,600 Est. Cost $89.72 Unrealized +16.2%
MRSH Marsh & McLennan Companies Inc 0.6%
Value ($000) $5,703 Shares 83,300 Est. Cost $54.66 Unrealized 0.0%
BSX Boston Scientific Corp 0.6%
Value ($000) $5,670 Shares 242,600 Est. Cost $21.63 Unrealized 0.0%
TECK Teck Resources Ltd 0.6%
Value ($000) $5,657 Shares 429,500 Est. Cost $5.41 Unrealized +90.9%
Broadcom Ltd 0.5%
Value ($000) $5,423 Shares 34,900 Est. Cost $155.29 Unrealized
CMCSA Comcast Corp 0.5%
Value ($000) $5,085 Shares 78,000 Est. Cost $24.72 Unrealized 0.0%
TXN Texas Instruments Inc 0.5%
Value ($000) $4,937 Shares 78,800 Est. Cost $45.66 Unrealized 0.0%
Barrick Gold Corp 0.5%
Value ($000) $4,925 Shares 230,700 Est. Cost $21.01 Unrealized
FANG Diamondback Energy Inc 0.5%
Value ($000) $4,770 Shares 52,300 Est. Cost $56.55 Unrealized +18.2%
TTWO Take-Two Interactive Software Inc 0.5%
Value ($000) $4,755 Shares 125,400 Est. Cost $33.30 Unrealized +10.6%
AMZN Amazon.com Inc 0.5%
Value ($000) $4,652 Shares 6,500 Est. Cost $33.82 Unrealized 0.0%
FIS Fidelity National Information Services Inc 0.4%
Value ($000) $4,303 Shares 58,400 Est. Cost $59.49 Unrealized 0.0%
Core Laboratories NV 0.4%
Value ($000) $4,225 Shares 34,100 Est. Cost $123.90 Unrealized
GOOG Alphabet Inc 0.4%
Value ($000) $4,153 Shares 6,000 Est. Cost $35.61 Unrealized +0.1%
MSFT Microsoft Corp 0.4%
Value ($000) $3,899 Shares 76,200 Est. Cost $45.92 Unrealized +0.1%
Nielsen Holdings PLC 0.4%
Value ($000) $3,872 Shares 74,500 Est. Cost $52.17 Unrealized
Interpublic Group of Companies Inc 0.4%
Value ($000) $3,867 Shares 167,400 Est. Cost $14.84 Unrealized +9.7%
FDL First Tr Morningstar Dividend Leaders Index Fund 0.3%
Value ($000) $3,432 Shares 127,900 Est. Cost $25.60 Unrealized
MTUM iShares Edge MSCI USA Momentum Factor ETF 0.3%
Value ($000) $3,178 Shares 41,600 Est. Cost $76.39 Unrealized
IGV iShares North American Tech-Software ETF 0.3%
Value ($000) $3,176 Shares 30,200 Est. Cost $105.17 Unrealized
MOAT VanEck Vectors Morningstar Wide Moat ETF 0.3%
Value ($000) $3,135 Shares 96,400 Est. Cost $32.52 Unrealized
PowerShares High Yield Equity Dividend Achievers Portfolio ETF 0.3%
Value ($000) $3,116 Shares 200,400 Est. Cost $14.59 Unrealized
Tahoe Resources Inc 0.3%
Value ($000) $2,975 Shares 198,700 Est. Cost $10.03 Unrealized
XSD SPDR S&P Semiconductor ETF 0.3%
Value ($000) $2,960 Shares 66,700 Est. Cost $53.96 Unrealized
ITB iShares US Home Construction ETF 0.3%
Value ($000) $2,959 Shares 107,000 Est. Cost $27.16 Unrealized
VIS Vanguard Industrials Index Fund;ETF 0.3%
Value ($000) $2,944 Shares 27,700 Est. Cost $105.67 Unrealized
IWV iShares Russell 3000 ETF 0.3%
Value ($000) $2,939 Shares 23,700 Est. Cost $122.42 Unrealized
FDN First Trust Dow Jones Internet Index Fund 0.3%
Value ($000) $2,914 Shares 40,400 Est. Cost $72.13 Unrealized
ITA iShares US Aerospace & Defense ETF 0.3%
Value ($000) $2,911 Shares 23,300 Est. Cost $124.94 Unrealized
IHI iShares US Medical Devices ETF 0.3%
Value ($000) $2,901 Shares 21,400 Est. Cost $135.56 Unrealized
PowerShares S&P 500 High Div Low Volatility Port 0.3%
Value ($000) $2,888 Shares 75,500 Est. Cost $37.12 Unrealized
IJJ iShares S&P Mid-Cap 400 Value ETF 0.3%
Value ($000) $2,753 Shares 21,500 Est. Cost $128.05 Unrealized
Ritchie Bros. Auctioneers Inc 0.3%
Value ($000) $2,753 Shares 81,500 Est. Cost $33.78 Unrealized
SOCL Global X Social Media Index ETF 0.3%
Value ($000) $2,736 Shares 130,700 Est. Cost $20.93 Unrealized
DON WisdomTree MidCap Dividend ETF 0.3%
Value ($000) $2,712 Shares 30,300 Est. Cost $89.50 Unrealized
DJP Barclays Bank iPath Bloomberg Commodity Index Total Return ETN Exp 12 June 2036 0.3%
Value ($000) $2,698 Shares 109,100 Est. Cost $24.73 Unrealized
NOBL ProShares S&P 500 Dividend Aristocrats ETF 0.3%
Value ($000) $2,682 Shares 49,300 Est. Cost $53.09 Unrealized
XLI Industrial Select Sector SPDR Fund 0.2%
Value ($000) $2,330 Shares 41,600 Est. Cost $55.52 Unrealized
PowerShares S&P SmallCap Information Technology ETF 0.2%
Value ($000) $2,243 Shares 40,400 Est. Cost $55.52 Unrealized
PowerShares S&P SmallCap Health Care ETF 0.2%
Value ($000) $2,242 Shares 31,700 Est. Cost $70.73 Unrealized
IMCV iShares Morningstar Mid Cap ETF 0.2%
Value ($000) $2,233 Shares 17,700 Est. Cost $126.16 Unrealized
SKYY First Trust ISE Cloud Computing Index Fund 0.2%
Value ($000) $2,225 Shares 74,200 Est. Cost $29.90 Unrealized
ENZL iShares MSCI New Zealand Capped ETF 0.2%
Value ($000) $2,220 Shares 51,600 Est. Cost $43.02 Unrealized
MLM Martin Marietta Materials Inc 0.2%
Value ($000) $2,093 Shares 10,900 Est. Cost $166.34 Unrealized 0.0%
IGM iShares North American Tech ETF 0.2%
Value ($000) $1,914 Shares 17,400 Est. Cost $110.68 Unrealized
FRCB First Republic Bank 0.2%
Value ($000) $1,764 Shares 25,200 Est. Cost $66.03 Unrealized 0.0%
SOXX iShares PHLX Semiconductor ETF 0.2%
Value ($000) $1,732 Shares 18,500 Est. Cost $90.43 Unrealized
PowerShares Dynamic Building & Construction ETF 0.2%
Value ($000) $1,686 Shares 65,000 Est. Cost $25.94 Unrealized
FXZ First Trust Materials AlphaDEX Fund 0.2%
Value ($000) $1,674 Shares 51,800 Est. Cost $31.81 Unrealized
EPHE iShares MSCI Philippines ETF 0.2%
Value ($000) $1,669 Shares 42,600 Est. Cost $39.18 Unrealized
GDX VanEck Vectors Gold Miners ETF 0.2%
Value ($000) $1,640 Shares 59,200 Est. Cost $27.70 Unrealized
VOX Vanguard Telecommunication Services Index Fund;ETF 0.2%
Value ($000) $1,624 Shares 16,500 Est. Cost $98.42 Unrealized
SPDR S&P Oil & Gas Exploration & Production ETF 0.2%
Value ($000) $1,615 Shares 46,400 Est. Cost $30.35 Unrealized
GLD SPDR Gold Shares ETF 0.1%
Value ($000) $1,442 Shares 11,400 Est. Cost $117.67 Unrealized
IYJ iShares US Industrials ETF 0.1%
Value ($000) $1,407 Shares 12,800 Est. Cost $109.92 Unrealized
IJS iShares S&P Small-Cap 600 Value ETF 0.1%
Value ($000) $1,390 Shares 11,900 Est. Cost $116.81 Unrealized
EIDO iShares MSCI Indonesia ETF 0.1%
Value ($000) $1,365 Shares 55,800 Est. Cost $23.88 Unrealized
JPM JPMorgan Chase & Co 0.1%
Value ($000) $1,311 Shares 21,100 Est. Cost $45.20 Unrealized +6.9%
KIE SPDR S&P Insurance ETF 0.1%
Value ($000) $1,287 Shares 18,100 Est. Cost $69.45 Unrealized
Pioneer Natural Resources Co 0.1%
Value ($000) $1,263 Shares 8,350 Est. Cost $146.76 Unrealized
Guggenheim Invest S&P 500 Eql Wght ETF 0.1%
Value ($000) $1,261 Shares 15,700 Est. Cost $80.32 Unrealized
META Facebook Inc 0.1%
Value ($000) $1,223 Shares 10,700 Est. Cost $103.99 Unrealized +10.0%
SHW Sherwin-Williams Co 0.1%
Value ($000) $1,204 Shares 4,100 Est. Cost $79.84 Unrealized +11.7%
FirstService Corp 0.1%
Value ($000) $1,182 Shares 25,800 Est. Cost $51.06 Unrealized
Direxion All Cap Insider Sentiment Shares 0.1%
Value ($000) $1,158 Shares 15,900 Est. Cost $72.83 Unrealized
Dow Chemical Co 0.1%
Value ($000) $1,143 Shares 23,000 Est. Cost $51.12 Unrealized
PowerShares Nasdaq Internet ETF 0.1%
Value ($000) $1,133 Shares 14,800 Est. Cost $73.52 Unrealized
EWZ iShares MSCI Brazil Capped ETF 0.1%
Value ($000) $1,116 Shares 37,000 Est. Cost $30.16 Unrealized
IWM iShares Russell 2000 ETF 0.1%
Value ($000) $1,115 Shares 9,700 Est. Cost $112.43 Unrealized
ICF iShares Cohen & Steers REIT ETF 0.1%
Value ($000) $1,104 Shares 10,200 Est. Cost $108.24 Unrealized
Guggenheim Invest S&P 500 Eql Wght Con Staples ETF 0.1%
Value ($000) $1,097 Shares 8,500 Est. Cost $129.06 Unrealized
EW Edwards Lifesciences Corp 0.1%
Value ($000) $1,077 Shares 10,800 Est. Cost $27.59 Unrealized +24.0%
XOM Exxon Mobil Corp 0.1%
Value ($000) $1,059 Shares 11,300 Est. Cost $53.68 Unrealized +7.8%
ALLE Allegion PLC 0.1%
Value ($000) $958 Shares 13,800 Est. Cost $59.47 Unrealized 0.0%
ADBE Adobe Systems Inc 0.1%
Value ($000) $910 Shares 9,500 Est. Cost $95.40 Unrealized +0.7%
HCA HCA Holdings Inc 0.1%
Value ($000) $901 Shares 11,700 Est. Cost $67.30 Unrealized +9.0%
Kinder Morgan Inc 0.1%
Value ($000) $855 Shares 17,500 Est. Cost $44.52 Unrealized
VPU Vanguard Utilities Index Fund;ETF 0.1%
Value ($000) $836 Shares 7,300 Est. Cost $114.52 Unrealized
FXU First Trust Utilities AlphaDEX Fund 0.1%
Value ($000) $833 Shares 30,800 Est. Cost $27.05 Unrealized
MO Altria Group Inc 0.1%
Value ($000) $828 Shares 12,000 Est. Cost $31.08 Unrealized +6.8%
SLF Sun Life Financial Inc 0.1%
Value ($000) $755 Shares 23,003 Est. Cost $35.34 Unrealized -5.2%
EOG EOG Resources Inc 0.1%
Value ($000) $701 Shares 8,400 Est. Cost $59.32 Unrealized 0.0%
USFD US Foods Holding Corp 0.1%
Value ($000) $628 Shares 25,900 Est. Cost $24.41 Unrealized 0.0%
MAT Mattel Inc 0.1%
Value ($000) $582 Shares 18,600 Est. Cost $30.38 Unrealized +4.4%
NG NovaGold Resources Inc 0.1%
Value ($000) $569 Shares 92,900 Est. Cost $4.46 Unrealized +33.8%
KHC Kraft Heinz Co 0.1%
Value ($000) $566 Shares 6,400 Est. Cost $53.59 Unrealized 0.0%
DHI D.R. Horton Inc 0.1%
Value ($000) $554 Shares 17,600 Est. Cost $27.43 Unrealized 0.0%
CSCO Cisco Systems Inc 0.1%
Value ($000) $548 Shares 19,100 Est. Cost $18.95 Unrealized +10.1%
GWRE Guidewire Software Inc 0.1%
Value ($000) $531 Shares 8,600 Est. Cost $57.62 Unrealized 0.0%
MCD McDonald's Corp 0.1%
Value ($000) $529 Shares 4,400 Est. Cost $87.24 Unrealized +13.7%
Brookfield Asset Management Inc 0.1%
Value ($000) $523 Shares 15,800 Est. Cost $33.10 Unrealized
UNM Unum Group 0.0%
Value ($000) $480 Shares 15,100 Est. Cost $33.82 Unrealized 0.0%
Medivation Inc 0.0%
Value ($000) $464 Shares 7,700 Est. Cost $60.26 Unrealized
TherapeuticsMD Inc 0.0%
Value ($000) $457 Shares 53,800 Est. Cost $8.49 Unrealized
Sandstorm Gold Ltd 0.0%
Value ($000) $446 Shares 100,000 Est. Cost $4.46 Unrealized
KRE SPDR S&P Regional Banking ETF 0.0%
Value ($000) $348 Shares 9,060 Est. Cost $42.81 Unrealized
BBU Brookfield Business Partners LP 0.0%
Value ($000) $2 Shares 100 Est. Cost $20.00 Unrealized