BAROMETER CAPITAL MANAGEMENT INC. Quant / Systematic

CIK: 0001536890 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Jan 17, 2017

Total Value ($000): $893,409 (100.0% shares, 0.0% debt)

Holdings (123)

BAC Bank of America Corp 3.5%
Value ($000) $31,230 Shares 1,413,120 Est. Cost $12.07 Unrealized +29.9%
TD Toronto-Dominion Bank 3.3%
Value ($000) $29,384 Shares 595,550 Est. Cost $44.04 Unrealized +6.1%
RY Royal Bank of Canada 3.1%
Value ($000) $27,612 Shares 407,796 Est. Cost $55.43 Unrealized +16.9%
JPM JPMorgan Chase & Co 2.9%
Value ($000) $25,900 Shares 300,150 Est. Cost $50.52 Unrealized +18.5%
Raytheon Co 2.7%
Value ($000) $23,799 Shares 167,600 Est. Cost $126.64 Unrealized
GD General Dynamics Corp 2.5%
Value ($000) $22,014 Shares 127,500 Est. Cost $134.10 Unrealized 0.0%
C Citigroup Inc 2.4%
Value ($000) $21,707 Shares 365,250 Est. Cost $40.63 Unrealized 0.0%
BMO Bank of Montreal 2.4%
Value ($000) $21,263 Shares 295,642 Est. Cost $44.82 Unrealized +3.1%
MSFT Microsoft Corp 2.3%
Value ($000) $20,606 Shares 331,600 Est. Cost $49.50 Unrealized +9.0%
Apache Corp 2.3%
Value ($000) $20,244 Shares 318,950 Est. Cost $63.87 Unrealized
UNM Unum Group 2.2%
Value ($000) $19,659 Shares 447,500 Est. Cost $39.80 Unrealized +0.5%
BNS Bank of Nova Scotia 2.0%
Value ($000) $18,308 Shares 328,800 Est. Cost $34.36 Unrealized 0.0%
TXN Texas Instruments Inc 2.0%
Value ($000) $18,301 Shares 250,800 Est. Cost $51.39 Unrealized +7.9%
CNI Canadian National Railway Co 2.0%
Value ($000) $18,090 Shares 268,400 Est. Cost $55.82 Unrealized 0.0%
CMA Comerica Inc 2.0%
Value ($000) $17,858 Shares 262,200 Est. Cost $40.37 Unrealized 0.0%
UNH UnitedHealth Group Inc 2.0%
Value ($000) $17,796 Shares 111,200 Est. Cost $114.06 Unrealized +13.2%
FDX FedEx Corp 1.9%
Value ($000) $17,335 Shares 93,100 Est. Cost $158.34 Unrealized 0.0%
PBA Pembina Pipeline Corp 1.9%
Value ($000) $17,144 Shares 547,382 Est. Cost $14.46 Unrealized +29.0%
Ingersoll-Rand PLC 1.9%
Value ($000) $16,839 Shares 224,400 Est. Cost $74.72 Unrealized
Dow Chemical Co 1.8%
Value ($000) $16,136 Shares 282,000 Est. Cost $53.17 Unrealized
NVDA NVIDIA Corp 1.8%
Value ($000) $15,637 Shares 146,500 Est. Cost $0.91 Unrealized +125.6%
SLF Sun Life Financial Inc 1.7%
Value ($000) $15,279 Shares 397,800 Est. Cost $36.23 Unrealized 0.0%
GM General Motors Co 1.6%
Value ($000) $14,514 Shares 416,600 Est. Cost $28.16 Unrealized 0.0%
RGA Reinsurance Group of America Inc 1.6%
Value ($000) $14,408 Shares 114,500 Est. Cost $106.34 Unrealized +10.3%
CBS Corp 1.6%
Value ($000) $14,162 Shares 222,600 Est. Cost $62.89 Unrealized
CAT Caterpillar Inc 1.6%
Value ($000) $14,106 Shares 152,100 Est. Cost $73.74 Unrealized 0.0%
MLM Martin Marietta Materials Inc 1.6%
Value ($000) $14,089 Shares 63,600 Est. Cost $191.07 Unrealized +0.4%
HAL Halliburton Co 1.6%
Value ($000) $13,923 Shares 257,400 Est. Cost $41.70 Unrealized 0.0%
ETN Eaton Corporation PLC 1.5%
Value ($000) $13,720 Shares 204,500 Est. Cost $52.90 Unrealized +2.4%
AQN Algonquin Power & Utilities Corp 1.4%
Value ($000) $12,898 Shares 1,521,000 Est. Cost $5.39 Unrealized 0.0%
NOC Northrop Grumman Corp 1.4%
Value ($000) $12,676 Shares 54,500 Est. Cost $141.94 Unrealized +41.4%
WCN Waste Connections Inc 1.4%
Value ($000) $12,322 Shares 156,787 Est. Cost $42.53 Unrealized +11.5%
INTC Intel Corp 1.4%
Value ($000) $12,132 Shares 334,500 Est. Cost $28.62 Unrealized +1.9%
MO Altria Group Inc 1.3%
Value ($000) $11,178 Shares 165,300 Est. Cost $33.77 Unrealized +0.6%
LDOS Leidos Holdings Inc 1.2%
Value ($000) $10,543 Shares 206,150 Est. Cost $33.71 Unrealized +20.1%
SYY Sysco Corp 1.2%
Value ($000) $10,398 Shares 187,800 Est. Cost $40.96 Unrealized 0.0%
SHOP Shopify Inc 1.1%
Value ($000) $9,982 Shares 232,850 Est. Cost $3.82 Unrealized +10.1%
PRU Prudential Financial Inc 1.1%
Value ($000) $9,574 Shares 92,000 Est. Cost $62.61 Unrealized 0.0%
OTEX Open Text Corp 1.1%
Value ($000) $9,466 Shares 153,150 Est. Cost $25.28 Unrealized 0.0%
MFC Manulife Financial Corp 1.1%
Value ($000) $9,435 Shares 529,450 Est. Cost $16.29 Unrealized 0.0%
MS Morgan Stanley 1.0%
Value ($000) $8,564 Shares 202,700 Est. Cost $24.38 Unrealized +19.5%
Enerplus Corp 0.9%
Value ($000) $8,147 Shares 859,350 Est. Cost $9.48 Unrealized
Shaw Communications Inc 0.8%
Value ($000) $7,045 Shares 351,217 Est. Cost $20.06 Unrealized
FRCB First Republic Bank 0.8%
Value ($000) $6,975 Shares 75,700 Est. Cost $74.85 Unrealized +4.5%
LUV Southwest Airlines Co 0.7%
Value ($000) $6,669 Shares 133,800 Est. Cost $40.16 Unrealized 0.0%
Oclaro Inc 0.7%
Value ($000) $6,229 Shares 696,000 Est. Cost $8.55 Unrealized
GOOG Alphabet Inc 0.6%
Value ($000) $5,403 Shares 7,000 Est. Cost $35.93 Unrealized +7.6%
AAPL Apple Inc 0.6%
Value ($000) $5,339 Shares 46,100 Est. Cost $24.23 Unrealized +7.7%
TTWO Take-Two Interactive Software Inc 0.6%
Value ($000) $5,042 Shares 102,300 Est. Cost $47.23 Unrealized 0.0%
Forterra Inc 0.6%
Value ($000) $5,016 Shares 231,600 Est. Cost $21.66 Unrealized
SMG Scotts Miracle-Gro Co 0.5%
Value ($000) $4,739 Shares 49,600 Est. Cost $66.12 Unrealized 0.0%
MCHP Microchip Technology Inc 0.5%
Value ($000) $4,683 Shares 73,000 Est. Cost $26.25 Unrealized +1.2%
TMUS T-Mobile US Inc 0.5%
Value ($000) $4,503 Shares 78,300 Est. Cost $50.55 Unrealized 0.0%
TROW T. Rowe Price Group Inc 0.5%
Value ($000) $4,320 Shares 57,400 Est. Cost $50.63 Unrealized 0.0%
ETRADE Financial Corp 0.5%
Value ($000) $4,290 Shares 123,800 Est. Cost $34.65 Unrealized
IAI iShares US Broker-Dealers & Securities Exch ETF 0.5%
Value ($000) $4,221 Shares 85,300 Est. Cost $41.61 Unrealized
KIE SPDR S&P Insurance ETF 0.5%
Value ($000) $4,098 Shares 49,400 Est. Cost $72.68 Unrealized
BK Bank of New York Mellon Corp 0.5%
Value ($000) $4,094 Shares 86,400 Est. Cost $35.50 Unrealized 0.0%
KBE SPDR S&P Bank ETF 0.4%
Value ($000) $3,912 Shares 90,000 Est. Cost $37.71 Unrealized
KRE SPDR S&P Regional Banking ETF 0.4%
Value ($000) $3,834 Shares 69,000 Est. Cost $55.57 Unrealized
SPDR S&P Oil & Gas Exploration & Production ETF 0.4%
Value ($000) $3,778 Shares 91,200 Est. Cost $35.00 Unrealized
UPS United Parcel Service Inc 0.4%
Value ($000) $3,714 Shares 32,400 Est. Cost $80.28 Unrealized 0.0%
XLF Financial Select Sector SPDR Fund 0.4%
Value ($000) $3,713 Shares 159,700 Est. Cost $23.25 Unrealized
BTE Baytex Energy Corp 0.4%
Value ($000) $3,702 Shares 758,600 Est. Cost $4.14 Unrealized 0.0%
DXJ WisdomTree Japan Hedged Equity ETF 0.4%
Value ($000) $3,607 Shares 72,800 Est. Cost $49.55 Unrealized
XSD SPDR S&P Semiconductor ETF 0.4%
Value ($000) $3,479 Shares 62,000 Est. Cost $53.98 Unrealized
FXR First Trust Industrials/Producer Drbls AlphaDEX Fd 0.4%
Value ($000) $3,423 Shares 104,100 Est. Cost $32.88 Unrealized
IJT iShares S&P Small-Cap 600 Growth ETF 0.4%
Value ($000) $3,390 Shares 22,600 Est. Cost $144.03 Unrealized
IJR iShares Core S&P Small-Cap ETF 0.4%
Value ($000) $3,383 Shares 24,600 Est. Cost $124.87 Unrealized
Powershares S&P 500 High Beta Portfolio 0.4%
Value ($000) $3,362 Shares 91,900 Est. Cost $36.58 Unrealized
VOOV Vanguard S&P 500 Value Index Fund;ETF 0.4%
Value ($000) $3,259 Shares 33,400 Est. Cost $97.57 Unrealized
IJS iShares S&P Small-Cap 600 Value ETF 0.3%
Value ($000) $3,122 Shares 22,300 Est. Cost $120.99 Unrealized
PowerShares S&P SmallCap Information Technology ETF 0.3%
Value ($000) $2,981 Shares 42,800 Est. Cost $57.66 Unrealized
SOXX iShares PHLX Semiconductor ETF 0.3%
Value ($000) $2,884 Shares 23,500 Est. Cost $97.44 Unrealized
FXO First Trust Financials AlphaDEX Fund 0.3%
Value ($000) $2,854 Shares 105,600 Est. Cost $27.03 Unrealized
PowerShares Dynamic Leisure & Entertainment ETF 0.3%
Value ($000) $2,809 Shares 70,200 Est. Cost $40.01 Unrealized
FXL First Trust Technology AlphaDEX Fund 0.3%
Value ($000) $2,770 Shares 73,100 Est. Cost $37.89 Unrealized
JETS US Global Jets ETF 0.3%
Value ($000) $2,762 Shares 99,100 Est. Cost $27.87 Unrealized
HEDJ WisdomTree Europe Hedged Equity Fund 0.3%
Value ($000) $2,669 Shares 46,500 Est. Cost $57.40 Unrealized
SPDR S&P Oil & Gas Equipment & Services ETF 0.3%
Value ($000) $2,597 Shares 116,200 Est. Cost $22.35 Unrealized
IYJ iShares US Industrials ETF 0.3%
Value ($000) $2,556 Shares 21,200 Est. Cost $114.84 Unrealized
IVOV Vanguard S&P Mid-Cap 400 Value Index Fund;ETF 0.3%
Value ($000) $2,446 Shares 22,200 Est. Cost $110.18 Unrealized
VIS Vanguard Industrials Index Fund;ETF 0.3%
Value ($000) $2,433 Shares 20,400 Est. Cost $105.67 Unrealized
SLX VanEck Vectors Steel ETF 0.3%
Value ($000) $2,264 Shares 59,900 Est. Cost $37.80 Unrealized
ITB iShares US Home Construction ETF 0.3%
Value ($000) $2,242 Shares 81,600 Est. Cost $27.48 Unrealized
XTN SPDR S&P Transportation ETF Trust 0.2%
Value ($000) $2,219 Shares 41,100 Est. Cost $47.29 Unrealized
FISV Fiserv Inc 0.2%
Value ($000) $2,057 Shares 19,355 Est. Cost $39.14 Unrealized +31.2%
FTA First Trust Large Cap Value AlphaDEX Fund 0.2%
Value ($000) $1,945 Shares 41,500 Est. Cost $46.87 Unrealized
DES WisdomTree SmallCap Dividend ETF 0.2%
Value ($000) $1,944 Shares 23,500 Est. Cost $75.84 Unrealized
IYT iShares Transportation Average ETF 0.2%
Value ($000) $1,889 Shares 11,600 Est. Cost $162.84 Unrealized
IVE iShares S&P 500 Value ETF 0.2%
Value ($000) $1,855 Shares 18,300 Est. Cost $101.37 Unrealized
IJJ iShares S&P Mid-Cap 400 Value ETF 0.2%
Value ($000) $1,844 Shares 12,700 Est. Cost $145.20 Unrealized
SPDR S&P Russia ETF 0.2%
Value ($000) $1,820 Shares 89,500 Est. Cost $20.34 Unrealized
SKYY First Trust Cloud Computing ETF 0.2%
Value ($000) $1,752 Shares 50,800 Est. Cost $30.44 Unrealized
ITA iShares US Aerospace & Defense ETF 0.2%
Value ($000) $1,742 Shares 12,400 Est. Cost $140.48 Unrealized
IHI iShares US Medical Devices ETF 0.2%
Value ($000) $1,398 Shares 10,500 Est. Cost $136.77 Unrealized
VCR Vanguard Consumer Discretionary Index Fund;ETF 0.2%
Value ($000) $1,377 Shares 10,700 Est. Cost $128.69 Unrealized
CMCSA Comcast Corp 0.1%
Value ($000) $1,201 Shares 17,400 Est. Cost $25.95 Unrealized +3.3%
FXZ First Trust Materials AlphaDEX Fund 0.1%
Value ($000) $985 Shares 27,500 Est. Cost $31.81 Unrealized
Pioneer Natural Resources Co 0.1%
Value ($000) $936 Shares 5,200 Est. Cost $146.76 Unrealized
FDN First Trust Dow Jones Internet Index Fund 0.1%
Value ($000) $862 Shares 10,800 Est. Cost $72.13 Unrealized
Kinder Morgan Inc 0.1%
Value ($000) $851 Shares 17,500 Est. Cost $44.52 Unrealized
FANG Diamondback Energy Inc 0.1%
Value ($000) $707 Shares 7,000 Est. Cost $77.21 Unrealized 0.0%
AIG American International Group Inc 0.1%
Value ($000) $653 Shares 10,000 Est. Cost $49.81 Unrealized 0.0%
DAL Delta Air Lines Inc 0.1%
Value ($000) $644 Shares 13,100 Est. Cost $40.91 Unrealized 0.0%
Celgene Corp 0.1%
Value ($000) $625 Shares 5,400 Est. Cost $115.74 Unrealized
STT State Street Corp 0.1%
Value ($000) $622 Shares 8,000 Est. Cost $57.54 Unrealized 0.0%
Arris International PLC 0.1%
Value ($000) $618 Shares 20,500 Est. Cost $30.15 Unrealized
ADBE Adobe Systems Inc 0.1%
Value ($000) $618 Shares 6,000 Est. Cost $99.55 Unrealized +6.3%
Vantiv Inc 0.1%
Value ($000) $596 Shares 10,000 Est. Cost $59.60 Unrealized
DVN Devon Energy Corp 0.1%
Value ($000) $589 Shares 12,900 Est. Cost $31.13 Unrealized 0.0%
MRK Merck & Co Inc 0.1%
Value ($000) $589 Shares 10,000 Est. Cost $44.08 Unrealized 0.0%
EOG EOG Resources Inc 0.1%
Value ($000) $576 Shares 5,700 Est. Cost $59.32 Unrealized +22.0%
SLB Schlumberger NV 0.1%
Value ($000) $554 Shares 6,600 Est. Cost $63.04 Unrealized 0.0%
VMC Vulcan Materials Co 0.1%
Value ($000) $551 Shares 4,400 Est. Cost $89.72 Unrealized +24.5%
Potash Corporation of Saskatchewan Inc 0.1%
Value ($000) $550 Shares 30,400 Est. Cost $18.09 Unrealized
CSCO Cisco Systems Inc 0.1%
Value ($000) $535 Shares 17,700 Est. Cost $22.87 Unrealized +0.8%
AWK American Water Works Company Inc 0.1%
Value ($000) $499 Shares 6,900 Est. Cost $48.18 Unrealized +26.1%
FDL First Tr Morningstar Dividend Leaders Index Fund 0.1%
Value ($000) $477 Shares 17,200 Est. Cost $25.60 Unrealized
Klondex Mines Ltd 0.1%
Value ($000) $467 Shares 100,000 Est. Cost $5.75 Unrealized
MU Micron Technology Inc 0.0%
Value ($000) $438 Shares 20,000 Est. Cost $18.33 Unrealized 0.0%
GS Goldman Sachs Group Inc 0.0%
Value ($000) $431 Shares 1,800 Est. Cost $167.76 Unrealized 0.0%
ALGN Align Technology Inc 0.0%
Value ($000) $404 Shares 4,200 Est. Cost $92.86 Unrealized 0.0%