BAROMETER CAPITAL MANAGEMENT INC. Quant / Systematic

Location: Toronto, Ontario, Canada

CIK: 0001536890 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Jul 15, 2016

Total Value: $1.009B (100.0% shares, 0.0% debt)

Holdings (135)

FNV Franco Nevada Corp 4.1%
Value $41.12M Shares 540,571 Est. Cost $45.02 Unrealized +35.9%
AWK American Water Works Company Inc 4.0%
Value $40.79M Shares 482,700 Est. Cost $48.18 Unrealized +28.4%
NOC Northrop Grumman Corp 3.9%
Value $38.9M Shares 175,000 Est. Cost $141.94 Unrealized +26.9%
EQIX Equinix Inc 3.2%
Value $31.87M Shares 82,200 Est. Cost $231.75 Unrealized +25.1%
TransCanada Corp 3.1%
Value $31.68M Shares 700,550 Est. Cost $40.61 Unrealized
MDT Medtronic PLC 3.1%
Value $31.01M Shares 357,400 Est. Cost $63.51 Unrealized 0.0%
JNJ Johnson & Johnson 3.0%
Value $30.22M Shares 249,100 Est. Cost $78.77 Unrealized +10.5%
PBA Pembina Pipeline Corp 2.9%
Value $28.82M Shares 949,941 Est. Cost $14.46 Unrealized +21.7%
LMT Lockheed Martin Corp 2.7%
Value $27.62M Shares 111,300 Est. Cost $156.94 Unrealized +16.2%
T AT&T Inc 2.7%
Value $27.45M Shares 635,200 Est. Cost $13.84 Unrealized +9.2%
NEE NextEra Energy Inc 2.7%
Value $27.08M Shares 207,700 Est. Cost $21.80 Unrealized +7.7%
Raytheon Co 2.7%
Value $26.8M Shares 197,100 Est. Cost $126.64 Unrealized
BCE Bce Inc 2.6%
Value $25.93M Shares 548,200 Est. Cost $23.52 Unrealized +11.0%
ENB Enbridge Inc 2.3%
Value $23.34M Shares 551,100 Est. Cost $19.21 Unrealized +20.6%
BMY Bristol-Myers Squibb Co 2.2%
Value $22.41M Shares 304,642 Est. Cost $50.39 Unrealized +0.2%
HON Honeywell International Inc 2.2%
Value $22.09M Shares 189,900 Est. Cost $76.43 Unrealized +10.2%
Reynolds American Inc 2.2%
Value $21.98M Shares 407,600 Est. Cost $46.19 Unrealized
Crescent Point Energy Corp 2.2%
Value $21.81M Shares 1,381,500 Est. Cost $15.74 Unrealized
CB Chubb Ltd 2.2%
Value $21.75M Shares 166,400 Est. Cost $96.06 Unrealized +7.8%
WEC WEC Energy Group Inc 2.0%
Value $20.49M Shares 313,800 Est. Cost $40.99 Unrealized +7.6%
General Electric Co 2.0%
Value $20.43M Shares 649,100 Est. Cost $30.75 Unrealized
CNQ Canadian Natural Resources Ltd 1.8%
Value $18.65M Shares 604,850 Est. Cost $6.95 Unrealized +33.5%
TAP Molson Coors Brewing Co 1.8%
Value $18.24M Shares 180,400 Est. Cost $77.07 Unrealized +0.3%
RY Royal Bank of Canada 1.8%
Value $17.96M Shares 303,900 Est. Cost $51.83 Unrealized +15.9%
FISV Fiserv Inc 1.7%
Value $16.77M Shares 154,205 Est. Cost $39.14 Unrealized +31.5%
WCN Waste Connections Inc 1.6%
Value $16.6M Shares 230,390 Est. Cost $42.53 Unrealized 0.0%
D Dominion Resources Inc 1.5%
Value $15.17M Shares 194,700 Est. Cost $47.75 Unrealized 0.0%
TD Toronto-Dominion Bank 1.5%
Value $14.77M Shares 344,050 Est. Cost $42.64 Unrealized +2.1%
UNH UnitedHealth Group Inc 1.4%
Value $14.22M Shares 100,700 Est. Cost $112.58 Unrealized +1.4%
V Visa Inc 1.4%
Value $14.15M Shares 190,800 Est. Cost $72.83 Unrealized +0.5%
Cott Corp 1.3%
Value $13.44M Shares 962,400 Est. Cost $13.74 Unrealized
Enerplus Corp 1.2%
Value $11.91M Shares 1,812,400 Est. Cost $6.57 Unrealized
AEM Agnico Eagle Mines Ltd 0.8%
Value $8.463M Shares 158,196 Est. Cost $30.48 Unrealized +24.8%
HII Huntington Ingalls Industries Inc 0.8%
Value $8.065M Shares 48,000 Est. Cost $113.99 Unrealized +10.8%
SU Suncor Energy Inc 0.7%
Value $6.756M Shares 243,650 Est. Cost $17.32 Unrealized +12.2%
NVDA NVIDIA Corp 0.7%
Value $6.737M Shares 143,318 Est. Cost $0.64 Unrealized +58.6%
MKTX Marketaxess Holdings Inc 0.7%
Value $6.645M Shares 45,700 Est. Cost $67.92 Unrealized +78.7%
Store Capital Corp 0.6%
Value $6.332M Shares 215,000 Est. Cost $29.45 Unrealized
VMC Vulcan Materials Co 0.6%
Value $5.729M Shares 47,600 Est. Cost $89.72 Unrealized +16.2%
MRSH Marsh & McLennan Companies Inc 0.6%
Value $5.703M Shares 83,300 Est. Cost $54.66 Unrealized 0.0%
BSX Boston Scientific Corp 0.6%
Value $5.67M Shares 242,600 Est. Cost $21.63 Unrealized 0.0%
TECK Teck Resources Ltd 0.6%
Value $5.657M Shares 429,500 Est. Cost $5.41 Unrealized +90.9%
Broadcom Ltd 0.5%
Value $5.423M Shares 34,900 Est. Cost $155.29 Unrealized
CMCSA Comcast Corp 0.5%
Value $5.085M Shares 78,000 Est. Cost $24.72 Unrealized 0.0%
TXN Texas Instruments Inc 0.5%
Value $4.937M Shares 78,800 Est. Cost $45.66 Unrealized 0.0%
Barrick Gold Corp 0.5%
Value $4.925M Shares 230,700 Est. Cost $21.01 Unrealized
FANG Diamondback Energy Inc 0.5%
Value $4.77M Shares 52,300 Est. Cost $56.55 Unrealized +18.2%
TTWO Take-Two Interactive Software Inc 0.5%
Value $4.755M Shares 125,400 Est. Cost $33.30 Unrealized +10.6%
AMZN Amazon.com Inc 0.5%
Value $4.652M Shares 6,500 Est. Cost $33.82 Unrealized 0.0%
FIS Fidelity National Information Services Inc 0.4%
Value $4.303M Shares 58,400 Est. Cost $59.49 Unrealized 0.0%
Core Laboratories NV 0.4%
Value $4.225M Shares 34,100 Est. Cost $123.90 Unrealized
GOOG Alphabet Inc 0.4%
Value $4.153M Shares 6,000 Est. Cost $35.61 Unrealized +0.1%
MSFT Microsoft Corp 0.4%
Value $3.899M Shares 76,200 Est. Cost $45.92 Unrealized +0.1%
Nielsen Holdings PLC 0.4%
Value $3.872M Shares 74,500 Est. Cost $52.17 Unrealized
Interpublic Group of Companies Inc 0.4%
Value $3.867M Shares 167,400 Est. Cost $14.84 Unrealized +9.7%
FDL First Tr Morningstar Dividend Leaders Index Fund 0.3%
Value $3.432M Shares 127,900 Est. Cost $25.60 Unrealized
MTUM iShares Edge MSCI USA Momentum Factor ETF 0.3%
Value $3.178M Shares 41,600 Est. Cost $76.39 Unrealized
IGV iShares North American Tech-Software ETF 0.3%
Value $3.176M Shares 30,200 Est. Cost $105.17 Unrealized
MOAT VanEck Vectors Morningstar Wide Moat ETF 0.3%
Value $3.135M Shares 96,400 Est. Cost $32.52 Unrealized
PowerShares High Yield Equity Dividend Achievers Portfolio ETF 0.3%
Value $3.116M Shares 200,400 Est. Cost $14.59 Unrealized
Tahoe Resources Inc 0.3%
Value $2.975M Shares 198,700 Est. Cost $10.03 Unrealized
XSD SPDR S&P Semiconductor ETF 0.3%
Value $2.96M Shares 66,700 Est. Cost $53.96 Unrealized
ITB iShares US Home Construction ETF 0.3%
Value $2.959M Shares 107,000 Est. Cost $27.16 Unrealized
VIS Vanguard Industrials Index Fund;ETF 0.3%
Value $2.944M Shares 27,700 Est. Cost $105.67 Unrealized
IWV iShares Russell 3000 ETF 0.3%
Value $2.939M Shares 23,700 Est. Cost $122.42 Unrealized
FDN First Trust Dow Jones Internet Index Fund 0.3%
Value $2.914M Shares 40,400 Est. Cost $72.13 Unrealized
ITA iShares US Aerospace & Defense ETF 0.3%
Value $2.911M Shares 23,300 Est. Cost $124.94 Unrealized
IHI iShares US Medical Devices ETF 0.3%
Value $2.901M Shares 21,400 Est. Cost $135.56 Unrealized
PowerShares S&P 500 High Div Low Volatility Port 0.3%
Value $2.888M Shares 75,500 Est. Cost $37.12 Unrealized
Ritchie Bros. Auctioneers Inc 0.3%
Value $2.753M Shares 81,500 Est. Cost $33.78 Unrealized
IJJ iShares S&P Mid-Cap 400 Value ETF 0.3%
Value $2.753M Shares 21,500 Est. Cost $128.05 Unrealized
SOCL Global X Social Media Index ETF 0.3%
Value $2.736M Shares 130,700 Est. Cost $20.93 Unrealized
DON WisdomTree MidCap Dividend ETF 0.3%
Value $2.712M 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 $2.698M Shares 109,100 Est. Cost $24.73 Unrealized
NOBL ProShares S&P 500 Dividend Aristocrats ETF 0.3%
Value $2.682M Shares 49,300 Est. Cost $53.09 Unrealized
XLI Industrial Select Sector SPDR Fund 0.2%
Value $2.33M Shares 41,600 Est. Cost $55.52 Unrealized
PowerShares S&P SmallCap Information Technology ETF 0.2%
Value $2.243M Shares 40,400 Est. Cost $55.52 Unrealized
PowerShares S&P SmallCap Health Care ETF 0.2%
Value $2.242M Shares 31,700 Est. Cost $70.73 Unrealized
IMCV iShares Morningstar Mid Cap ETF 0.2%
Value $2.233M Shares 17,700 Est. Cost $126.16 Unrealized
SKYY First Trust ISE Cloud Computing Index Fund 0.2%
Value $2.225M Shares 74,200 Est. Cost $29.90 Unrealized
ENZL iShares MSCI New Zealand Capped ETF 0.2%
Value $2.22M Shares 51,600 Est. Cost $43.02 Unrealized
MLM Martin Marietta Materials Inc 0.2%
Value $2.093M Shares 10,900 Est. Cost $166.34 Unrealized 0.0%
IGM iShares North American Tech ETF 0.2%
Value $1.914M Shares 17,400 Est. Cost $110.68 Unrealized
FRCB First Republic Bank 0.2%
Value $1.764M Shares 25,200 Est. Cost $66.03 Unrealized 0.0%
SOXX iShares PHLX Semiconductor ETF 0.2%
Value $1.732M Shares 18,500 Est. Cost $90.43 Unrealized
PowerShares Dynamic Building & Construction ETF 0.2%
Value $1.686M Shares 65,000 Est. Cost $25.94 Unrealized
FXZ First Trust Materials AlphaDEX Fund 0.2%
Value $1.674M Shares 51,800 Est. Cost $31.81 Unrealized
EPHE iShares MSCI Philippines ETF 0.2%
Value $1.669M Shares 42,600 Est. Cost $39.18 Unrealized
GDX VanEck Vectors Gold Miners ETF 0.2%
Value $1.64M Shares 59,200 Est. Cost $27.70 Unrealized
VOX Vanguard Telecommunication Services Index Fund;ETF 0.2%
Value $1.624M Shares 16,500 Est. Cost $98.42 Unrealized
SPDR S&P Oil & Gas Exploration & Production ETF 0.2%
Value $1.615M Shares 46,400 Est. Cost $30.35 Unrealized
GLD SPDR Gold Shares ETF 0.1%
Value $1.442M Shares 11,400 Est. Cost $117.67 Unrealized
IYJ iShares US Industrials ETF 0.1%
Value $1.407M Shares 12,800 Est. Cost $109.92 Unrealized
IJS iShares S&P Small-Cap 600 Value ETF 0.1%
Value $1.39M Shares 11,900 Est. Cost $116.81 Unrealized
EIDO iShares MSCI Indonesia ETF 0.1%
Value $1.365M Shares 55,800 Est. Cost $23.88 Unrealized
JPM JPMorgan Chase & Co 0.1%
Value $1.311M Shares 21,100 Est. Cost $45.20 Unrealized +6.9%
KIE SPDR S&P Insurance ETF 0.1%
Value $1.287M Shares 18,100 Est. Cost $69.45 Unrealized
Pioneer Natural Resources Co 0.1%
Value $1.263M Shares 8,350 Est. Cost $146.76 Unrealized
Guggenheim Invest S&P 500 Eql Wght ETF 0.1%
Value $1.261M Shares 15,700 Est. Cost $80.32 Unrealized
META Facebook Inc 0.1%
Value $1.223M Shares 10,700 Est. Cost $103.99 Unrealized +10.0%
SHW Sherwin-Williams Co 0.1%
Value $1.204M Shares 4,100 Est. Cost $79.84 Unrealized +11.7%
FirstService Corp 0.1%
Value $1.182M Shares 25,800 Est. Cost $51.06 Unrealized
Direxion All Cap Insider Sentiment Shares 0.1%
Value $1.158M Shares 15,900 Est. Cost $72.83 Unrealized
Dow Chemical Co 0.1%
Value $1.143M Shares 23,000 Est. Cost $51.12 Unrealized
PowerShares Nasdaq Internet ETF 0.1%
Value $1.133M Shares 14,800 Est. Cost $73.52 Unrealized
EWZ iShares MSCI Brazil Capped ETF 0.1%
Value $1.116M Shares 37,000 Est. Cost $30.16 Unrealized
IWM iShares Russell 2000 ETF 0.1%
Value $1.115M Shares 9,700 Est. Cost $112.43 Unrealized
ICF iShares Cohen & Steers REIT ETF 0.1%
Value $1.104M Shares 10,200 Est. Cost $108.24 Unrealized
Guggenheim Invest S&P 500 Eql Wght Con Staples ETF 0.1%
Value $1.097M Shares 8,500 Est. Cost $129.06 Unrealized
EW Edwards Lifesciences Corp 0.1%
Value $1.077M Shares 10,800 Est. Cost $27.59 Unrealized +24.0%
XOM Exxon Mobil Corp 0.1%
Value $1.059M Shares 11,300 Est. Cost $53.68 Unrealized +7.8%
ALLE Allegion PLC 0.1%
Value $958K Shares 13,800 Est. Cost $59.47 Unrealized 0.0%
ADBE Adobe Systems Inc 0.1%
Value $910K Shares 9,500 Est. Cost $95.40 Unrealized +0.7%
HCA HCA Holdings Inc 0.1%
Value $901K Shares 11,700 Est. Cost $67.30 Unrealized +9.0%
Kinder Morgan Inc 0.1%
Value $855K Shares 17,500 Est. Cost $44.52 Unrealized
VPU Vanguard Utilities Index Fund;ETF 0.1%
Value $836K Shares 7,300 Est. Cost $114.52 Unrealized
FXU First Trust Utilities AlphaDEX Fund 0.1%
Value $833K Shares 30,800 Est. Cost $27.05 Unrealized
MO Altria Group Inc 0.1%
Value $828K Shares 12,000 Est. Cost $31.08 Unrealized +6.8%
SLF Sun Life Financial Inc 0.1%
Value $755K Shares 23,003 Est. Cost $35.34 Unrealized -5.2%
EOG EOG Resources Inc 0.1%
Value $701K Shares 8,400 Est. Cost $59.32 Unrealized 0.0%
USFD US Foods Holding Corp 0.1%
Value $628K Shares 25,900 Est. Cost $24.41 Unrealized 0.0%
MAT Mattel Inc 0.1%
Value $582K Shares 18,600 Est. Cost $30.38 Unrealized +4.4%
NG NovaGold Resources Inc 0.1%
Value $569K Shares 92,900 Est. Cost $4.46 Unrealized +33.8%
KHC Kraft Heinz Co 0.1%
Value $566K Shares 6,400 Est. Cost $53.59 Unrealized 0.0%
DHI D.R. Horton Inc 0.1%
Value $554K Shares 17,600 Est. Cost $27.43 Unrealized 0.0%
CSCO Cisco Systems Inc 0.1%
Value $548K Shares 19,100 Est. Cost $18.95 Unrealized +10.1%
GWRE Guidewire Software Inc 0.1%
Value $531K Shares 8,600 Est. Cost $57.62 Unrealized 0.0%
MCD McDonald's Corp 0.1%
Value $529K Shares 4,400 Est. Cost $87.24 Unrealized +13.7%
Brookfield Asset Management Inc 0.1%
Value $523K Shares 15,800 Est. Cost $33.10 Unrealized
UNM Unum Group 0.0%
Value $480K Shares 15,100 Est. Cost $33.82 Unrealized 0.0%
Medivation Inc 0.0%
Value $464K Shares 7,700 Est. Cost $60.26 Unrealized
TherapeuticsMD Inc 0.0%
Value $457K Shares 53,800 Est. Cost $8.49 Unrealized
Sandstorm Gold Ltd 0.0%
Value $446K Shares 100,000 Est. Cost $4.46 Unrealized
KRE SPDR S&P Regional Banking ETF 0.0%
Value $348K Shares 9,060 Est. Cost $42.81 Unrealized
BBU Brookfield Business Partners LP 0.0%
Value $2,000 Shares 100 Est. Cost $20.00 Unrealized