BAROMETER CAPITAL MANAGEMENT INC. Quant / Systematic

CIK: 0001536890 · Show all filings

Period: Q1 2017 (← Previous) (Next →)

Filing Date: Apr 19, 2017

Total Value ($000): $1,152,382 (100.0% shares, 0.0% debt)

Holdings (141)

BAC Bank of America Corp 3.5%
Value ($000) $39,878 Shares 1,690,470 Est. Cost $13.27 Unrealized +46.1%
Raytheon Co 3.0%
Value ($000) $34,589 Shares 226,810 Est. Cost $133.39 Unrealized
JPM JPMorgan Chase & Co 3.0%
Value ($000) $34,442 Shares 392,100 Est. Cost $55.01 Unrealized +26.7%
CM Canadian Imperial Bank of Commerce 3.0%
Value ($000) $34,100 Shares 395,550 Est. Cost $28.52 Unrealized 0.0%
MSFT Microsoft Corp 2.8%
Value ($000) $32,754 Shares 497,325 Est. Cost $52.28 Unrealized +10.6%
RY Royal Bank of Canada 2.7%
Value ($000) $30,595 Shares 419,628 Est. Cost $55.91 Unrealized +29.6%
AQN Algonquin Power & Utilities Corp 2.6%
Value ($000) $30,520 Shares 3,185,783 Est. Cost $5.60 Unrealized +3.5%
TXN Texas Instruments Inc 2.4%
Value ($000) $27,225 Shares 337,950 Est. Cost $53.78 Unrealized +12.8%
CNI Canadian National Railway Co 2.4%
Value ($000) $27,212 Shares 368,080 Est. Cost $57.01 Unrealized +5.6%
V Visa Inc 2.3%
Value ($000) $27,034 Shares 304,200 Est. Cost $80.89 Unrealized 0.0%
AAPL Apple Inc 2.3%
Value ($000) $26,414 Shares 183,866 Est. Cost $28.88 Unrealized +5.4%
Dow Chemical Co 2.3%
Value ($000) $26,375 Shares 415,100 Est. Cost $56.50 Unrealized
TD Toronto-Dominion Bank 2.3%
Value ($000) $26,040 Shares 519,864 Est. Cost $44.04 Unrealized +16.0%
NOC Northrop Grumman Corp 2.2%
Value ($000) $25,925 Shares 109,000 Est. Cost $173.85 Unrealized +18.4%
BMO Bank of Montreal 2.2%
Value ($000) $25,489 Shares 340,803 Est. Cost $45.88 Unrealized +15.1%
CMCSA Comcast Corp 2.2%
Value ($000) $25,159 Shares 669,300 Est. Cost $29.81 Unrealized +0.3%
UNH UnitedHealth Group Inc 2.2%
Value ($000) $25,077 Shares 152,900 Est. Cost $121.71 Unrealized +16.8%
ALB Albemarle Corp 2.2%
Value ($000) $25,074 Shares 237,350 Est. Cost $86.27 Unrealized 0.0%
GD General Dynamics Corp 2.2%
Value ($000) $24,954 Shares 133,300 Est. Cost $134.89 Unrealized +12.8%
C Citigroup Inc 2.0%
Value ($000) $23,285 Shares 389,250 Est. Cost $40.88 Unrealized +9.3%
LLY Eli Lilly and Co 2.0%
Value ($000) $22,920 Shares 272,500 Est. Cost $69.54 Unrealized 0.0%
PBA Pembina Pipeline Corp 2.0%
Value ($000) $22,758 Shares 717,681 Est. Cost $15.75 Unrealized +26.2%
UNM Unum Group 1.9%
Value ($000) $22,095 Shares 471,200 Est. Cost $40.15 Unrealized +16.6%
WCN Waste Connections Inc 1.9%
Value ($000) $21,551 Shares 244,287 Est. Cost $46.05 Unrealized +13.7%
OTEX Open Text Corp 1.8%
Value ($000) $20,238 Shares 595,050 Est. Cost $26.60 Unrealized +1.7%
HD Home Depot Inc 1.7%
Value ($000) $19,382 Shares 132,000 Est. Cost $114.37 Unrealized 0.0%
Ingersoll-Rand PLC 1.5%
Value ($000) $17,468 Shares 214,800 Est. Cost $74.72 Unrealized
ETN Eaton Corporation PLC 1.5%
Value ($000) $17,440 Shares 235,200 Est. Cost $53.69 Unrealized +9.9%
PRU Prudential Financial Inc 1.5%
Value ($000) $16,877 Shares 158,200 Est. Cost $66.43 Unrealized +8.0%
RGA Reinsurance Group of America Inc 1.4%
Value ($000) $16,380 Shares 129,000 Est. Cost $108.65 Unrealized +16.8%
SHOP Shopify Inc 1.3%
Value ($000) $15,126 Shares 222,150 Est. Cost $3.82 Unrealized +50.9%
IDXX IDEXX Laboratories Inc 1.3%
Value ($000) $14,978 Shares 96,875 Est. Cost $137.84 Unrealized 0.0%
MRK Merck & Co Inc 1.2%
Value ($000) $14,080 Shares 221,600 Est. Cost $45.97 Unrealized +0.2%
CBS Corp 1.2%
Value ($000) $14,045 Shares 202,500 Est. Cost $62.89 Unrealized
DIS Walt Disney Co 1.2%
Value ($000) $14,004 Shares 123,500 Est. Cost $103.01 Unrealized 0.0%
MS Morgan Stanley 1.0%
Value ($000) $11,524 Shares 269,000 Est. Cost $26.84 Unrealized +28.0%
Delphi Automotive PLC 1.0%
Value ($000) $11,466 Shares 142,450 Est. Cost $80.49 Unrealized
META Facebook Inc 1.0%
Value ($000) $11,236 Shares 79,100 Est. Cost $132.71 Unrealized 0.0%
MO Altria Group Inc 0.9%
Value ($000) $10,670 Shares 149,400 Est. Cost $33.77 Unrealized +14.2%
ORCL Oracle Corp 0.9%
Value ($000) $10,568 Shares 236,900 Est. Cost $36.49 Unrealized 0.0%
Shaw Communications Inc 0.9%
Value ($000) $10,238 Shares 494,096 Est. Cost $20.25 Unrealized
LDOS Leidos Holdings Inc 0.8%
Value ($000) $9,792 Shares 191,475 Est. Cost $33.71 Unrealized +33.2%
MCHP Microchip Technology Inc 0.8%
Value ($000) $9,141 Shares 123,900 Est. Cost $27.76 Unrealized +7.8%
Broadcom Ltd 0.8%
Value ($000) $8,955 Shares 40,900 Est. Cost $218.95 Unrealized
FRCB First Republic Bank 0.7%
Value ($000) $8,462 Shares 90,200 Est. Cost $77.34 Unrealized +16.8%
TMUS T-Mobile US Inc 0.7%
Value ($000) $8,185 Shares 126,725 Est. Cost $53.93 Unrealized +10.1%
TFX Teleflex Inc 0.7%
Value ($000) $7,638 Shares 39,425 Est. Cost $171.02 Unrealized 0.0%
ADBE Adobe Systems Inc 0.7%
Value ($000) $7,548 Shares 58,000 Est. Cost $115.52 Unrealized +1.6%
TTWO Take Two Interactive Software Inc 0.6%
Value ($000) $7,444 Shares 125,600 Est. Cost $48.83 Unrealized +14.4%
TransCanada Corp 0.6%
Value ($000) $6,867 Shares 148,800 Est. Cost $46.15 Unrealized
CRH Medical Corp 0.5%
Value ($000) $6,083 Shares 741,800 Est. Cost $8.20 Unrealized
Celgene Corp 0.5%
Value ($000) $5,525 Shares 44,400 Est. Cost $123.38 Unrealized
Activision Blizzard Inc 0.5%
Value ($000) $5,520 Shares 110,700 Est. Cost $49.86 Unrealized
HEDJ WisdomTree Europe Hedged Equity Fund 0.4%
Value ($000) $4,880 Shares 77,700 Est. Cost $59.57 Unrealized
HII Huntington Ingalls Industries Inc 0.4%
Value ($000) $4,746 Shares 23,700 Est. Cost $170.49 Unrealized 0.0%
DXC DXC Technology Co 0.4%
Value ($000) $4,685 Shares 67,700 Est. Cost $54.24 Unrealized 0.0%
SMG Scotts Miracle-Gro Co 0.4%
Value ($000) $4,632 Shares 49,600 Est. Cost $66.12 Unrealized +3.9%
SWKS Skyworks Solutions Inc 0.4%
Value ($000) $4,341 Shares 44,300 Est. Cost $75.49 Unrealized 0.0%
Lam Research Corp 0.4%
Value ($000) $4,339 Shares 33,800 Est. Cost $128.37 Unrealized
ITB iShares US Home Construction ETF 0.4%
Value ($000) $4,305 Shares 134,600 Est. Cost $29.25 Unrealized
KIE SPDR S&P Insurance ETF 0.4%
Value ($000) $4,297 Shares 50,000 Est. Cost $72.84 Unrealized
KBE SPDR S&P Bank ETF 0.4%
Value ($000) $4,066 Shares 94,600 Est. Cost $37.97 Unrealized
Barclays Bank iPath S&P 500 VIX Short Term Futures ETN Exp 30 Jan 2019 0.3%
Value ($000) $3,720 Shares 235,600 Est. Cost $15.79 Unrealized
MFC Manulife Financial Corp 0.3%
Value ($000) $3,708 Shares 209,000 Est. Cost $16.29 Unrealized +13.1%
LIT Global X Lithium & Battery Tech ETF 0.3%
Value ($000) $3,592 Shares 127,800 Est. Cost $28.11 Unrealized
IAI iShares US Broker-Dealers & Securities Exch ETF 0.3%
Value ($000) $3,506 Shares 68,400 Est. Cost $41.61 Unrealized
XSD SPDR S&P Semiconductor ETF 0.3%
Value ($000) $3,131 Shares 51,900 Est. Cost $53.98 Unrealized
ROBO ROBO Global Robotics and Automation Index ETF 0.3%
Value ($000) $3,111 Shares 96,600 Est. Cost $32.20 Unrealized
XBI SPDR S&P Biotech ETF 0.3%
Value ($000) $3,106 Shares 44,800 Est. Cost $69.33 Unrealized
SOCL Global X Social Media ETF 0.3%
Value ($000) $3,102 Shares 125,100 Est. Cost $24.80 Unrealized
DXJ WisdomTree Japan Hedged Equity ETF 0.3%
Value ($000) $3,088 Shares 61,000 Est. Cost $49.55 Unrealized
KRE SPDR S&P Regional Banking ETF 0.3%
Value ($000) $2,954 Shares 54,100 Est. Cost $55.57 Unrealized
PureFunds ISE Cyber Security ETF 0.2%
Value ($000) $2,869 Shares 97,200 Est. Cost $29.52 Unrealized
SOXX iShares PHLX Semiconductor ETF 0.2%
Value ($000) $2,847 Shares 20,800 Est. Cost $97.44 Unrealized
SKYY First Trust Cloud Computing ETF 0.2%
Value ($000) $2,793 Shares 72,200 Est. Cost $32.89 Unrealized
PowerShares S&P SmallCap Information Technology ETF 0.2%
Value ($000) $2,738 Shares 37,500 Est. Cost $57.66 Unrealized
XLF Financial Select Sector SPDR Fund 0.2%
Value ($000) $2,719 Shares 114,600 Est. Cost $23.25 Unrealized
FISV Fiserv Inc 0.2%
Value ($000) $2,437 Shares 21,130 Est. Cost $40.57 Unrealized +38.4%
FXR First Trust Industrials/Producer Drbls AlphaDEX Fd 0.2%
Value ($000) $2,385 Shares 69,500 Est. Cost $32.88 Unrealized
IJT iShares S&P Small-Cap 600 Growth ETF 0.2%
Value ($000) $2,357 Shares 15,400 Est. Cost $144.03 Unrealized
IJR iShares Core S&P Small-Cap ETF 0.2%
Value ($000) $2,351 Shares 34,000 Est. Cost $109.46 Unrealized
VCR Vanguard Consumer Discretionary Index Fund;ETF 0.2%
Value ($000) $2,340 Shares 16,900 Est. Cost $132.28 Unrealized
FTA First Trust Large Cap Value AlphaDEX Fund 0.2%
Value ($000) $2,327 Shares 47,200 Est. Cost $47.16 Unrealized
Enerplus Corp 0.2%
Value ($000) $2,317 Shares 287,850 Est. Cost $9.48 Unrealized
IHI iShares US Medical Devices ETF 0.2%
Value ($000) $2,317 Shares 15,300 Est. Cost $141.37 Unrealized
CDW CDW Corp 0.2%
Value ($000) $2,124 Shares 36,800 Est. Cost $50.65 Unrealized 0.0%
IYJ iShares US Industrials ETF 0.2%
Value ($000) $2,040 Shares 16,200 Est. Cost $114.84 Unrealized
IVOV Vanguard S&P Mid-Cap 400 Value Index Fund;ETF 0.2%
Value ($000) $1,943 Shares 17,200 Est. Cost $110.18 Unrealized
VIS Vanguard Industrials Index Fund;ETF 0.2%
Value ($000) $1,943 Shares 15,700 Est. Cost $105.67 Unrealized
FXO First Trust Financials AlphaDEX Fund 0.2%
Value ($000) $1,942 Shares 70,100 Est. Cost $27.03 Unrealized
XHB SPDR S&P Homebuilders ETF 0.2%
Value ($000) $1,932 Shares 51,900 Est. Cost $37.23 Unrealized
FXL First Trust Technology AlphaDEX Fund 0.2%
Value ($000) $1,921 Shares 45,700 Est. Cost $37.89 Unrealized
PowerShares Nasdaq Internet ETF 0.1%
Value ($000) $1,605 Shares 17,000 Est. Cost $94.41 Unrealized
FDN First Trust Dow Jones Internet Index Fund 0.1%
Value ($000) $1,602 Shares 18,200 Est. Cost $78.59 Unrealized
AWK American Water Works Company Inc 0.1%
Value ($000) $1,587 Shares 20,400 Est. Cost $57.80 Unrealized +8.5%
EWT iShares MSCI Taiwan Capped ETF 0.1%
Value ($000) $1,582 Shares 47,600 Est. Cost $33.24 Unrealized
EWY iShares MSCI South Korea Capped ETF 0.1%
Value ($000) $1,534 Shares 24,800 Est. Cost $61.85 Unrealized
FXI iShares China Large-Cap ETF 0.1%
Value ($000) $1,528 Shares 39,700 Est. Cost $38.49 Unrealized
INDY iShares India 50 ETF 0.1%
Value ($000) $1,419 Shares 43,900 Est. Cost $32.32 Unrealized
AMZN Amazon.com Inc 0.1%
Value ($000) $1,418 Shares 1,600 Est. Cost $41.67 Unrealized 0.0%
FXZ First Trust Materials AlphaDEX Fund 0.1%
Value ($000) $1,367 Shares 36,100 Est. Cost $33.25 Unrealized
WDC Western Digital Corp 0.1%
Value ($000) $1,329 Shares 16,100 Est. Cost $51.29 Unrealized 0.0%
GS Goldman Sachs Group Inc 0.1%
Value ($000) $1,321 Shares 5,750 Est. Cost $189.93 Unrealized +5.3%
FTV Fortive Corp 0.1%
Value ($000) $1,304 Shares 21,650 Est. Cost $34.58 Unrealized 0.0%
DHR Danaher Corp 0.1%
Value ($000) $1,208 Shares 14,125 Est. Cost $71.26 Unrealized 0.0%
RDVY First Trust Rising Dividend Achievers ETF 0.1%
Value ($000) $1,183 Shares 44,600 Est. Cost $26.52 Unrealized
VanEck Vectors Coal ETF 0.1%
Value ($000) $1,147 Shares 82,900 Est. Cost $13.84 Unrealized
CHTR Charter Communications Inc 0.1%
Value ($000) $1,080 Shares 3,300 Est. Cost $318.52 Unrealized 0.0%
Pioneer Natural Resources Co 0.1%
Value ($000) $1,024 Shares 5,500 Est. Cost $148.91 Unrealized
CSCO Cisco Systems Inc 0.1%
Value ($000) $899 Shares 26,600 Est. Cost $23.49 Unrealized +5.3%
Kinder Morgan Inc 0.1%
Value ($000) $873 Shares 17,500 Est. Cost $44.52 Unrealized
Brookfield Asset Management Inc 0.1%
Value ($000) $853 Shares 23,400 Est. Cost $36.45 Unrealized
PowerShares Dynamic Leisure & Entertainment ETF 0.1%
Value ($000) $783 Shares 19,000 Est. Cost $40.01 Unrealized
QSR Restaurant Brands International Inc 0.1%
Value ($000) $730 Shares 13,100 Est. Cost $52.35 Unrealized 0.0%
Priceline Group Inc 0.1%
Value ($000) $712 Shares 400 Est. Cost $1780.00 Unrealized
GOOG Alphabet Inc 0.1%
Value ($000) $664 Shares 800 Est. Cost $35.93 Unrealized +13.3%
DISH Network Corp 0.1%
Value ($000) $654 Shares 10,300 Est. Cost $63.50 Unrealized
FIS Fidelity National Information Services Inc 0.1%
Value ($000) $637 Shares 8,000 Est. Cost $68.76 Unrealized 0.0%
TherapeuticsMD Inc 0.0%
Value ($000) $539 Shares 74,900 Est. Cost $7.20 Unrealized
FDL First Tr Morningstar Dividend Leaders Index Fund 0.0%
Value ($000) $496 Shares 17,200 Est. Cost $25.60 Unrealized
FNV Franco-Nevada Corp 0.0%
Value ($000) $459 Shares 7,000 Est. Cost $58.88 Unrealized 0.0%
GOOGL Alphabet Inc 0.0%
Value ($000) $424 Shares 500 Est. Cost $41.73 Unrealized 0.0%
Heartland Financial USA Inc 0.0%
Value ($000) $265 Shares 5,300 Est. Cost $50.00 Unrealized
SBUX Starbucks Corp 0.0%
Value ($000) $257 Shares 4,400 Est. Cost $46.79 Unrealized 0.0%
JNJ Johnson & Johnson 0.0%
Value ($000) $249 Shares 2,000 Est. Cost $93.39 Unrealized 0.0%
WFC Wells Fargo & Co 0.0%
Value ($000) $223 Shares 4,000 Est. Cost $44.36 Unrealized 0.0%
EL Estee Lauder Companies Inc 0.0%
Value ($000) $203 Shares 2,400 Est. Cost $73.89 Unrealized 0.0%
ECL Ecolab Inc 0.0%
Value ($000) $201 Shares 1,600 Est. Cost $111.04 Unrealized 0.0%
COST Costco Wholesale Corp 0.0%
Value ($000) $168 Shares 1,000 Est. Cost $142.87 Unrealized 0.0%
RCI Rogers Communications Inc 0.0%
Value ($000) $168 Shares 3,800 Est. Cost $41.91 Unrealized 0.0%
STZ Constellation Brands Inc 0.0%
Value ($000) $130 Shares 800 Est. Cost $135.96 Unrealized 0.0%
SHW Sherwin-Williams Co 0.0%
Value ($000) $124 Shares 400 Est. Cost $92.99 Unrealized 0.0%
PowerShares QQQ Trust ETF Series 1 0.0%
Value ($000) $33 Shares 250 Est. Cost $132.00 Unrealized
BRK/B Berkshire Hathaway Inc 0.0%
Value ($000) $21 Shares 125 Est. Cost $167.31 Unrealized 0.0%
ROK Rockwell Automation Inc 0.0%
Value ($000) $19 Shares 125 Est. Cost $126.71 Unrealized 0.0%
SU Suncor Energy Inc 0.0%
Value ($000) $15 Shares 480 Est. Cost $22.70 Unrealized 0.0%
ABT Abbott Laboratories 0.0%
Value ($000) $13 Shares 300 Est. Cost $36.93 Unrealized 0.0%
HCA HCA Holdings Inc 0.0%
Value ($000) $13 Shares 150 Est. Cost $77.51 Unrealized 0.0%
EMN Eastman Chemical Co 0.0%
Value ($000) $10 Shares 125 Est. Cost $58.49 Unrealized 0.0%
DIA SPDR Dow Jones Industrial Average ETF 0.0%
Value ($000) $9 Shares 45 Est. Cost $200.00 Unrealized
AZTA Brooks Automation Inc 0.0%
Value ($000) $4 Shares 200 Est. Cost $18.85 Unrealized 0.0%