BAROMETER CAPITAL MANAGEMENT INC. Quant / Systematic

CIK: 0001536890 · Show all filings

Period: Q3 2016 (← Previous) (Next →)

Filing Date: Nov 9, 2016

Total Value ($000): $899,000 (100.0% shares, 0.0% debt)

Holdings (130)

TXN Texas Instruments Inc 3.4%
Value ($000) $30,384 Shares 432,950 Est. Cost $51.39 Unrealized +2.5%
PBA Pembina Pipeline Corp 3.0%
Value ($000) $27,189 Shares 892,601 Est. Cost $14.46 Unrealized +27.0%
Raytheon Co 2.9%
Value ($000) $25,960 Shares 190,700 Est. Cost $126.64 Unrealized
MDT Medtronic PLC 2.7%
Value ($000) $24,533 Shares 283,950 Est. Cost $63.51 Unrealized +8.3%
JPM JPMorgan Chase & Co 2.7%
Value ($000) $24,402 Shares 366,450 Est. Cost $50.52 Unrealized +0.6%
FNV Franco Nevada Corp 2.7%
Value ($000) $24,346 Shares 348,446 Est. Cost $45.02 Unrealized +50.9%
META Facebook Inc 2.7%
Value ($000) $24,282 Shares 189,300 Est. Cost $122.19 Unrealized +0.9%
MSFT Microsoft Corp 2.7%
Value ($000) $24,244 Shares 420,900 Est. Cost $49.50 Unrealized +1.6%
BAC Bank of America Corp 2.6%
Value ($000) $23,795 Shares 1,520,450 Est. Cost $12.07 Unrealized 0.0%
BCE BCE Inc 2.5%
Value ($000) $22,684 Shares 491,211 Est. Cost $23.52 Unrealized +14.8%
Apache Corp 2.5%
Value ($000) $22,533 Shares 352,800 Est. Cost $63.87 Unrealized
TransCanada Corp 2.5%
Value ($000) $22,039 Shares 463,402 Est. Cost $40.61 Unrealized
NOC Northrop Grumman Corp 2.4%
Value ($000) $21,673 Shares 101,300 Est. Cost $141.94 Unrealized +31.2%
INTC Intel Corp 2.3%
Value ($000) $20,804 Shares 551,100 Est. Cost $28.62 Unrealized 0.0%
NEE NextEra Energy Inc 2.2%
Value ($000) $19,369 Shares 158,350 Est. Cost $21.80 Unrealized +13.8%
RY Royal Bank of Canada 2.0%
Value ($000) $18,266 Shares 294,800 Est. Cost $51.83 Unrealized +18.6%
TD Toronto-Dominion Bank 2.0%
Value ($000) $18,262 Shares 411,300 Est. Cost $42.83 Unrealized +2.3%
Spectra Energy Corp 2.0%
Value ($000) $17,810 Shares 416,600 Est. Cost $42.75 Unrealized
BMO Bank of Montreal 1.8%
Value ($000) $16,530 Shares 252,100 Est. Cost $44.58 Unrealized 0.0%
V Visa Inc 1.8%
Value ($000) $16,457 Shares 199,000 Est. Cost $72.92 Unrealized +2.8%
HON Honeywell International Inc 1.8%
Value ($000) $16,021 Shares 138,200 Est. Cost $76.43 Unrealized +12.6%
CMCSA Comcast Corp 1.7%
Value ($000) $14,834 Shares 223,600 Est. Cost $25.95 Unrealized +2.5%
UNH UnitedHealth Group Inc 1.6%
Value ($000) $14,252 Shares 101,800 Est. Cost $112.67 Unrealized +7.0%
JNJ Johnson & Johnson 1.6%
Value ($000) $13,998 Shares 118,500 Est. Cost $78.77 Unrealized +18.8%
AWK American Water Works Company Inc 1.6%
Value ($000) $13,980 Shares 186,800 Est. Cost $48.18 Unrealized +35.6%
ETN Eaton Corporation PLC 1.5%
Value ($000) $13,359 Shares 203,300 Est. Cost $52.90 Unrealized 0.0%
WCN Waste Connections Inc 1.5%
Value ($000) $13,213 Shares 176,886 Est. Cost $42.53 Unrealized +11.0%
ITW Illinois Tool Works Inc 1.5%
Value ($000) $13,158 Shares 109,800 Est. Cost $92.87 Unrealized 0.0%
CSCO Cisco Systems Inc 1.5%
Value ($000) $13,113 Shares 413,400 Est. Cost $22.87 Unrealized +0.8%
D Dominion Resources Inc 1.4%
Value ($000) $12,886 Shares 173,500 Est. Cost $47.75 Unrealized +6.0%
AMT American Tower Corp 1.3%
Value ($000) $11,888 Shares 104,900 Est. Cost $90.38 Unrealized 0.0%
EW Edwards Lifesciences Corp 1.3%
Value ($000) $11,399 Shares 94,550 Est. Cost $36.51 Unrealized +3.1%
Dow Chemical Co 1.2%
Value ($000) $10,817 Shares 208,700 Est. Cost $51.75 Unrealized
SHOP Shopify Inc 1.1%
Value ($000) $10,153 Shares 236,550 Est. Cost $3.82 Unrealized 0.0%
Crescent Point Energy Corp 1.0%
Value ($000) $9,020 Shares 683,300 Est. Cost $15.74 Unrealized
TECK Teck Resources Ltd 1.0%
Value ($000) $8,917 Shares 494,550 Est. Cost $6.80 Unrealized +134.6%
RGA Reinsurance Group of America Inc 1.0%
Value ($000) $8,894 Shares 82,400 Est. Cost $102.08 Unrealized 0.0%
MKTX Marketaxess Holdings Inc 1.0%
Value ($000) $8,571 Shares 51,760 Est. Cost $77.36 Unrealized +92.0%
LDOS Leidos Holdings Inc 1.0%
Value ($000) $8,554 Shares 197,650 Est. Cost $33.42 Unrealized 0.0%
NVDA NVIDIA Corp 0.9%
Value ($000) $8,099 Shares 118,200 Est. Cost $0.64 Unrealized +127.7%
BIIB Biogen Inc 0.9%
Value ($000) $7,982 Shares 25,500 Est. Cost $296.18 Unrealized 0.0%
Oclaro Inc 0.8%
Value ($000) $6,903 Shares 807,350 Est. Cost $8.55 Unrealized
ADBE Adobe Systems Inc 0.7%
Value ($000) $6,415 Shares 59,100 Est. Cost $99.55 Unrealized +0.8%
LITE Lumentum Holdings Inc 0.7%
Value ($000) $6,220 Shares 148,900 Est. Cost $32.90 Unrealized 0.0%
Broadcom Ltd 0.7%
Value ($000) $5,986 Shares 34,700 Est. Cost $155.29 Unrealized
AAPL Apple Inc 0.7%
Value ($000) $5,879 Shares 52,000 Est. Cost $24.23 Unrealized 0.0%
BSX Boston Scientific Corp 0.6%
Value ($000) $5,774 Shares 242,600 Est. Cost $21.63 Unrealized +10.3%
GOOG Alphabet Inc 0.6%
Value ($000) $5,519 Shares 7,100 Est. Cost $35.93 Unrealized +4.9%
MS Morgan Stanley 0.5%
Value ($000) $4,918 Shares 153,400 Est. Cost $22.85 Unrealized 0.0%
Priceline Group Inc 0.5%
Value ($000) $4,856 Shares 3,300 Est. Cost $1471.52 Unrealized
IHS Markit Ltd 0.5%
Value ($000) $4,848 Shares 129,100 Est. Cost $37.55 Unrealized
AMGN Amgen Inc 0.5%
Value ($000) $4,637 Shares 27,800 Est. Cost $127.72 Unrealized 0.0%
ENB Enbridge Inc 0.5%
Value ($000) $4,600 Shares 104,000 Est. Cost $19.21 Unrealized +25.3%
LNG Cheniere Energy Inc 0.5%
Value ($000) $4,578 Shares 105,000 Est. Cost $42.16 Unrealized 0.0%
SPGI S&P Global Inc 0.5%
Value ($000) $4,468 Shares 35,300 Est. Cost $110.19 Unrealized 0.0%
Store Capital Corp 0.5%
Value ($000) $4,250 Shares 144,200 Est. Cost $29.45 Unrealized
Klondex Mines Ltd 0.5%
Value ($000) $4,110 Shares 714,800 Est. Cost $5.75 Unrealized
AEM Agnico Eagle Mines Ltd 0.4%
Value ($000) $3,857 Shares 71,196 Est. Cost $30.48 Unrealized +51.6%
SOCL Global X Social Media Index ETF 0.4%
Value ($000) $3,717 Shares 147,200 Est. Cost $21.42 Unrealized
ZTS Zoetis Inc 0.4%
Value ($000) $3,667 Shares 70,500 Est. Cost $47.09 Unrealized 0.0%
IAI iShares US Broker Dealers and Securities Exchanges ETF 0.4%
Value ($000) $3,603 Shares 86,600 Est. Cost $41.61 Unrealized
IHI iShares US Medical Devices ETF 0.4%
Value ($000) $3,548 Shares 24,400 Est. Cost $136.77 Unrealized
KIE SPDR S&P Insurance ETF 0.4%
Value ($000) $3,542 Shares 47,800 Est. Cost $72.34 Unrealized
PowerShares S&P SmallCap Information Technology ETF 0.4%
Value ($000) $3,509 Shares 55,300 Est. Cost $57.66 Unrealized
XSD SPDR S&P Semiconductor ETF 0.4%
Value ($000) $3,258 Shares 61,300 Est. Cost $53.96 Unrealized
EEM iShares MSCI Emerging Markets ETF 0.4%
Value ($000) $3,176 Shares 84,800 Est. Cost $37.45 Unrealized
IJS iShares S&P Small-Cap 600 Value ETF 0.3%
Value ($000) $3,108 Shares 24,900 Est. Cost $120.99 Unrealized
IGV iShares North American Tech-Software ETF 0.3%
Value ($000) $3,032 Shares 26,700 Est. Cost $105.17 Unrealized
EWZ iShares MSCI Brazil Capped ETF 0.3%
Value ($000) $3,026 Shares 89,700 Est. Cost $32.26 Unrealized
FDN First Trust Dow Jones Internet Index Fund 0.3%
Value ($000) $2,977 Shares 36,500 Est. Cost $72.13 Unrealized
FISV Fiserv Inc 0.3%
Value ($000) $2,950 Shares 29,655 Est. Cost $39.14 Unrealized +34.0%
SKYY First Trust ISE Cloud Computing Index Fund 0.3%
Value ($000) $2,908 Shares 85,100 Est. Cost $30.44 Unrealized
IJR iShares Core S&P Small-Cap ETF 0.3%
Value ($000) $2,893 Shares 23,300 Est. Cost $124.16 Unrealized
IWV iShares Russell 3000 ETF 0.3%
Value ($000) $2,884 Shares 22,500 Est. Cost $122.42 Unrealized
IWO iShares Russell 2000 Growth ETF 0.3%
Value ($000) $2,874 Shares 19,300 Est. Cost $148.91 Unrealized
BlackRock Inc 0.3%
Value ($000) $2,791 Shares 7,700 Est. Cost $362.47 Unrealized
PowerShares QQQ Trust ETF Series 1 0.3%
Value ($000) $2,778 Shares 23,400 Est. Cost $118.72 Unrealized
XBI SPDR S&P Biotech ETF 0.3%
Value ($000) $2,731 Shares 41,200 Est. Cost $66.29 Unrealized
SPDR S&P Oil & Gas Exploration & Production ETF 0.3%
Value ($000) $2,719 Shares 70,700 Est. Cost $33.14 Unrealized
PowerShares Nasdaq Internet ETF 0.3%
Value ($000) $2,718 Shares 31,000 Est. Cost $80.92 Unrealized
XTN SPDR S&P Transportation ETF Trust 0.3%
Value ($000) $2,535 Shares 53,600 Est. Cost $47.29 Unrealized
MRSH Marsh & McLennan Companies Inc 0.3%
Value ($000) $2,327 Shares 34,600 Est. Cost $54.66 Unrealized +4.9%
iShares MSCI Taiwan ETF 0.3%
Value ($000) $2,305 Shares 146,800 Est. Cost $15.70 Unrealized
VIS Vanguard Industrials Index Fund;ETF 0.3%
Value ($000) $2,251 Shares 20,300 Est. Cost $105.67 Unrealized
SOXX iShares PHLX Semiconductor ETF 0.2%
Value ($000) $2,079 Shares 18,400 Est. Cost $90.43 Unrealized
GDX VanEck Vectors Gold Miners ETF 0.2%
Value ($000) $1,829 Shares 69,200 Est. Cost $27.52 Unrealized
FXZ First Trust Materials AlphaDEX Fund 0.2%
Value ($000) $1,754 Shares 51,300 Est. Cost $31.81 Unrealized
KBE SPDR S&P Bank ETF 0.2%
Value ($000) $1,712 Shares 51,300 Est. Cost $33.37 Unrealized
Barclays Bank iPath Bloomberg Sugar Subindex Total Return ETN Exp 24 June 2038 0.2%
Value ($000) $1,707 Shares 33,400 Est. Cost $51.11 Unrealized
VanEck Vectors Unconventional Oil & Gas ETF 0.2%
Value ($000) $1,648 Shares 91,300 Est. Cost $18.05 Unrealized
DES WisdomTree SmallCap Dividend ETF 0.2%
Value ($000) $1,625 Shares 21,600 Est. Cost $75.23 Unrealized
FRCB First Republic Bank 0.2%
Value ($000) $1,600 Shares 20,750 Est. Cost $66.03 Unrealized +6.5%
IJT iShares S&P Small-Cap 600 Growth ETF 0.2%
Value ($000) $1,440 Shares 10,500 Est. Cost $137.14 Unrealized
GXC SPDR S&P China ETF 0.2%
Value ($000) $1,366 Shares 17,100 Est. Cost $79.88 Unrealized
TAP Molson Coors Brewing Co 0.1%
Value ($000) $1,340 Shares 12,200 Est. Cost $77.07 Unrealized +4.1%
IYJ iShares US Industrials ETF 0.1%
Value ($000) $1,304 Shares 11,400 Est. Cost $109.92 Unrealized
IGM iShares North American Tech ETF 0.1%
Value ($000) $1,286 Shares 10,400 Est. Cost $110.68 Unrealized
Pioneer Natural Resources Co 0.1%
Value ($000) $1,225 Shares 6,600 Est. Cost $146.76 Unrealized
IJH iShares Core S&P Mid-Cap ETF 0.1%
Value ($000) $1,176 Shares 7,600 Est. Cost $154.74 Unrealized
XME SPDR S&P Metals & Mining ETF 0.1%
Value ($000) $1,151 Shares 43,400 Est. Cost $26.52 Unrealized
EIDO iShares MSCI Indonesia ETF 0.1%
Value ($000) $1,103 Shares 41,700 Est. Cost $23.88 Unrealized
CBS Corp 0.1%
Value ($000) $996 Shares 18,200 Est. Cost $54.73 Unrealized
LPX Louisiana-Pacific Corp 0.1%
Value ($000) $902 Shares 47,900 Est. Cost $19.37 Unrealized 0.0%
XLI Industrial Select Sector SPDR Fund 0.1%
Value ($000) $887 Shares 15,200 Est. Cost $55.52 Unrealized
Kinder Morgan Inc 0.1%
Value ($000) $876 Shares 17,500 Est. Cost $44.52 Unrealized
IJK iShares S&P Mid-Cap 400 Growth ETF 0.1%
Value ($000) $856 Shares 4,900 Est. Cost $174.69 Unrealized
INDY iShares India 50 ETF 0.1%
Value ($000) $852 Shares 28,600 Est. Cost $29.79 Unrealized
EPI WisdomTree India Earnings ETF 0.1%
Value ($000) $822 Shares 38,000 Est. Cost $21.63 Unrealized
EOG EOG Resources Inc 0.1%
Value ($000) $812 Shares 8,400 Est. Cost $59.32 Unrealized +9.8%
MO Altria Group Inc 0.1%
Value ($000) $759 Shares 12,000 Est. Cost $31.08 Unrealized +11.8%
FDL First Tr Morningstar Dividend Leaders Index Fund 0.1%
Value ($000) $750 Shares 27,500 Est. Cost $25.60 Unrealized
EPU iShares MSCI All Peru Capped ETF 0.1%
Value ($000) $714 Shares 21,500 Est. Cost $33.21 Unrealized
Ingersoll-Rand PLC 0.1%
Value ($000) $700 Shares 10,300 Est. Cost $67.96 Unrealized
VMC Vulcan Materials Co 0.1%
Value ($000) $682 Shares 6,000 Est. Cost $89.72 Unrealized +21.1%
KHC Kraft Heinz Co 0.1%
Value ($000) $680 Shares 7,600 Est. Cost $54.29 Unrealized +6.9%
AMZN Amazon.com Inc 0.1%
Value ($000) $670 Shares 800 Est. Cost $33.82 Unrealized +13.2%
MCHP Microchip Technology Inc 0.1%
Value ($000) $640 Shares 10,300 Est. Cost $24.41 Unrealized 0.0%
Brookfield Asset Management Inc 0.1%
Value ($000) $637 Shares 18,100 Est. Cost $33.37 Unrealized
NXPI NXP Semiconductors NV 0.1%
Value ($000) $602 Shares 5,900 Est. Cost $75.31 Unrealized 0.0%
Discover Financial Services 0.1%
Value ($000) $588 Shares 10,400 Est. Cost $56.54 Unrealized
IWF iShares Russell 1000 Growth ETF 0.1%
Value ($000) $573 Shares 5,500 Est. Cost $104.18 Unrealized
Pattern Energy Group Inc 0.1%
Value ($000) $562 Shares 25,000 Est. Cost $22.48 Unrealized
LLY Eli Lilly and Co 0.1%
Value ($000) $554 Shares 6,900 Est. Cost $68.58 Unrealized 0.0%
PHM PulteGroup Inc 0.1%
Value ($000) $535 Shares 26,700 Est. Cost $18.55 Unrealized 0.0%
UNM Unum Group 0.1%
Value ($000) $533 Shares 15,100 Est. Cost $33.82 Unrealized +0.1%
FIS Fidelity National Information Services Inc 0.1%
Value ($000) $516 Shares 6,700 Est. Cost $59.49 Unrealized +11.5%
Norbord Inc 0.0%
Value ($000) $435 Shares 16,900 Est. Cost $25.74 Unrealized
AR Antero Resources Corp 0.0%
Value ($000) $423 Shares 15,700 Est. Cost $26.63 Unrealized 0.0%
GWRE Guidewire Software Inc 0.0%
Value ($000) $408 Shares 6,800 Est. Cost $57.62 Unrealized +6.8%
MLM Martin Marietta Materials Inc 0.0%
Value ($000) $376 Shares 2,100 Est. Cost $166.34 Unrealized +7.0%