BAROMETER CAPITAL MANAGEMENT INC. Quant / Systematic

CIK: 0001536890 · Show all filings

Period: Q2 2017 (← Previous) (Next →)

Filing Date: Jul 21, 2017

Total Value ($000): $984,346 (100.0% shares, 0.0% debt)

Holdings (144)

AQN Algonquin Power & Utilities Corp 3.2%
Value ($000) $31,334 Shares 2,972,892 Est. Cost $5.60 Unrealized +16.4%
C Citigroup Inc 3.0%
Value ($000) $29,671 Shares 443,650 Est. Cost $41.56 Unrealized +11.8%
Raytheon Co 2.9%
Value ($000) $28,777 Shares 178,210 Est. Cost $133.39 Unrealized
MSFT Microsoft Corp 2.8%
Value ($000) $27,153 Shares 393,925 Est. Cost $52.28 Unrealized +19.2%
V Visa Inc 2.7%
Value ($000) $26,244 Shares 279,850 Est. Cost $80.89 Unrealized +8.1%
AAPL Apple Inc 2.5%
Value ($000) $24,824 Shares 172,366 Est. Cost $28.88 Unrealized +18.8%
ORCL Oracle Corp 2.3%
Value ($000) $22,342 Shares 445,600 Est. Cost $38.18 Unrealized +5.0%
BAC Bank of America Corp 2.1%
Value ($000) $21,046 Shares 867,520 Est. Cost $13.27 Unrealized +44.0%
FNV Franco-Nevada Corp 2.1%
Value ($000) $20,797 Shares 288,200 Est. Cost $64.71 Unrealized +0.2%
CNI Canadian National Railway Co 2.1%
Value ($000) $20,692 Shares 255,300 Est. Cost $57.01 Unrealized +14.1%
NOC Northrop Grumman Corp 2.0%
Value ($000) $20,100 Shares 78,300 Est. Cost $173.85 Unrealized +25.1%
GD General Dynamics Corp 2.0%
Value ($000) $19,889 Shares 100,400 Est. Cost $134.89 Unrealized +20.1%
Brookfield Asset Management Inc 2.0%
Value ($000) $19,850 Shares 506,258 Est. Cost $39.08 Unrealized
ELV Anthem Inc 1.9%
Value ($000) $18,738 Shares 99,600 Est. Cost $160.37 Unrealized 0.0%
Ingersoll-Rand PLC 1.9%
Value ($000) $18,709 Shares 204,720 Est. Cost $74.72 Unrealized
JNJ Johnson & Johnson 1.9%
Value ($000) $18,593 Shares 140,550 Est. Cost $100.28 Unrealized +0.1%
HD Home Depot Inc 1.8%
Value ($000) $17,894 Shares 116,650 Est. Cost $114.37 Unrealized +8.8%
UNH UnitedHealth Group Inc 1.8%
Value ($000) $17,454 Shares 94,130 Est. Cost $121.71 Unrealized +25.4%
PBA Pembina Pipeline Corp 1.7%
Value ($000) $16,974 Shares 512,494 Est. Cost $15.75 Unrealized +30.0%
NEE NextEra Energy Inc 1.7%
Value ($000) $16,353 Shares 116,700 Est. Cost $27.54 Unrealized 0.0%
IDXX IDEXX Laboratories Inc 1.5%
Value ($000) $14,911 Shares 92,375 Est. Cost $137.84 Unrealized +17.8%
ALB Albemarle Corp 1.5%
Value ($000) $14,670 Shares 139,000 Est. Cost $86.27 Unrealized +12.1%
RY Royal Bank of Canada 1.5%
Value ($000) $14,480 Shares 199,670 Est. Cost $55.91 Unrealized +25.4%
WCN Waste Connections Inc 1.5%
Value ($000) $14,393 Shares 223,423 Est. Cost $46.05 Unrealized +27.2%
GLW Corning Inc 1.5%
Value ($000) $14,307 Shares 476,100 Est. Cost $22.77 Unrealized 0.0%
SHW Sherwin-Williams Co 1.4%
Value ($000) $13,617 Shares 38,800 Est. Cost $103.35 Unrealized +0.1%
OC Owens Corning 1.3%
Value ($000) $13,029 Shares 194,700 Est. Cost $62.70 Unrealized 0.0%
META Facebook Inc 1.3%
Value ($000) $12,796 Shares 84,750 Est. Cost $133.71 Unrealized +10.4%
ETN Eaton Corporation PLC 1.2%
Value ($000) $11,994 Shares 154,100 Est. Cost $53.69 Unrealized +19.1%
CMCSA Comcast Corp 1.2%
Value ($000) $11,688 Shares 300,300 Est. Cost $29.81 Unrealized +7.0%
Dow Chemical Co 1.2%
Value ($000) $11,674 Shares 185,100 Est. Cost $56.50 Unrealized
BA Boeing Co 1.1%
Value ($000) $11,212 Shares 56,700 Est. Cost $174.89 Unrealized 0.0%
AMZN Amazon.com Inc 1.1%
Value ($000) $10,938 Shares 11,300 Est. Cost $46.85 Unrealized +1.8%
MCHP Microchip Technology Inc 1.1%
Value ($000) $10,921 Shares 141,500 Est. Cost $28.48 Unrealized +17.8%
MS Morgan Stanley 1.0%
Value ($000) $10,222 Shares 229,400 Est. Cost $26.84 Unrealized +25.0%
ROK Rockwell Automation Inc 0.9%
Value ($000) $9,220 Shares 56,925 Est. Cost $134.44 Unrealized +0.0%
ECL Ecolab Inc 0.9%
Value ($000) $8,788 Shares 66,200 Est. Cost $117.52 Unrealized +0.1%
GOOG Alphabet Inc 0.9%
Value ($000) $8,542 Shares 9,400 Est. Cost $44.63 Unrealized +1.8%
Broadcom Ltd 0.9%
Value ($000) $8,506 Shares 36,500 Est. Cost $218.95 Unrealized
Shaw Communications Inc 0.8%
Value ($000) $8,287 Shares 380,300 Est. Cost $20.25 Unrealized
Activision Blizzard Inc 0.8%
Value ($000) $8,218 Shares 142,750 Est. Cost $51.59 Unrealized
WMT Wal-Mart Stores Inc 0.8%
Value ($000) $8,052 Shares 106,400 Est. Cost $22.02 Unrealized 0.0%
NVDA NVIDIA Corp 0.8%
Value ($000) $7,871 Shares 54,450 Est. Cost $3.13 Unrealized 0.0%
TTWO Take Two Interactive Software Inc 0.8%
Value ($000) $7,771 Shares 105,900 Est. Cost $48.83 Unrealized +40.2%
ADBE Adobe Systems Inc 0.7%
Value ($000) $7,369 Shares 52,100 Est. Cost $115.52 Unrealized +18.5%
FRCB First Republic Bank 0.6%
Value ($000) $6,298 Shares 62,920 Est. Cost $77.34 Unrealized +17.5%
REGN Regeneron Pharmaceuticals Inc 0.6%
Value ($000) $6,242 Shares 12,710 Est. Cost $435.19 Unrealized 0.0%
CMA Comerica Inc 0.6%
Value ($000) $6,218 Shares 84,900 Est. Cost $48.67 Unrealized 0.0%
JPM JPMorgan Chase & Co 0.6%
Value ($000) $6,160 Shares 67,400 Est. Cost $55.01 Unrealized +24.6%
Celgene Corp 0.6%
Value ($000) $6,091 Shares 46,900 Est. Cost $123.73 Unrealized
QSR Restaurant Brands International Inc 0.6%
Value ($000) $5,697 Shares 91,100 Est. Cost $57.97 Unrealized +1.6%
BSX Boston Scientific Corp 0.6%
Value ($000) $5,588 Shares 201,600 Est. Cost $26.54 Unrealized 0.0%
FTV Fortive Corp 0.6%
Value ($000) $5,584 Shares 88,150 Est. Cost $37.16 Unrealized +2.3%
Z Zillow Group Inc 0.6%
Value ($000) $5,474 Shares 111,700 Est. Cost $41.89 Unrealized 0.0%
ETRADE Financial Corp 0.6%
Value ($000) $5,457 Shares 143,500 Est. Cost $38.03 Unrealized
TXN Texas Instruments Inc 0.6%
Value ($000) $5,454 Shares 70,900 Est. Cost $53.78 Unrealized +17.4%
LUV Southwest Airlines Co 0.5%
Value ($000) $5,257 Shares 84,600 Est. Cost $52.33 Unrealized 0.0%
KIE SPDR S&P Insurance ETF 0.5%
Value ($000) $5,248 Shares 59,600 Est. Cost $75.29 Unrealized
TSLA Tesla Inc 0.5%
Value ($000) $5,135 Shares 14,200 Est. Cost $22.01 Unrealized 0.0%
ITB iShares US Home Construction ETF 0.5%
Value ($000) $5,033 Shares 148,300 Est. Cost $29.68 Unrealized
XHB SPDR S&P Homebuilders ETF 0.5%
Value ($000) $5,028 Shares 130,500 Est. Cost $38.01 Unrealized
IWM iShares Russell 2000 ETF 0.5%
Value ($000) $5,017 Shares 35,600 Est. Cost $140.93 Unrealized
IAI iShares US Broker-Dealers & Securities Exch ETF 0.5%
Value ($000) $4,743 Shares 89,000 Est. Cost $44.31 Unrealized
XPO XPO Logistics Inc 0.5%
Value ($000) $4,692 Shares 72,600 Est. Cost $18.72 Unrealized 0.0%
KBE SPDR S&P Bank ETF 0.4%
Value ($000) $4,410 Shares 101,336 Est. Cost $38.34 Unrealized
IJT iShares S&P Small-Cap 600 Growth ETF 0.4%
Value ($000) $4,382 Shares 28,100 Est. Cost $149.41 Unrealized
WDC Western Digital Corp 0.4%
Value ($000) $4,377 Shares 49,400 Est. Cost $56.95 Unrealized +4.8%
FDN First Trust Dow Jones Internet Index Fund 0.4%
Value ($000) $4,282 Shares 45,200 Est. Cost $88.23 Unrealized
JETS US Global Jets ETF 0.4%
Value ($000) $4,243 Shares 134,600 Est. Cost $31.52 Unrealized
ROBO ROBO Global Robotics and Automation Index ETF 0.4%
Value ($000) $4,230 Shares 123,400 Est. Cost $32.66 Unrealized
GWRE Guidewire Software Inc 0.4%
Value ($000) $4,150 Shares 60,400 Est. Cost $63.63 Unrealized 0.0%
LIT Global X Lithium & Battery Tech ETF 0.4%
Value ($000) $4,135 Shares 142,500 Est. Cost $28.20 Unrealized
IYJ iShares US Industrials ETF 0.4%
Value ($000) $4,090 Shares 31,100 Est. Cost $122.83 Unrealized
BB BlackBerry Ltd 0.4%
Value ($000) $4,075 Shares 407,900 Est. Cost $9.83 Unrealized 0.0%
PowerShares Dynamic Leisure & Entertainment ETF 0.4%
Value ($000) $4,055 Shares 97,700 Est. Cost $41.21 Unrealized
KRE SPDR S&P Regional Banking ETF 0.4%
Value ($000) $4,033 Shares 73,400 Est. Cost $55.40 Unrealized
VCR Vanguard Consumer Discretionary Index Fund;ETF 0.4%
Value ($000) $4,032 Shares 28,400 Est. Cost $136.20 Unrealized
ITA iShares US Aerospace & Defense ETF 0.4%
Value ($000) $3,855 Shares 24,500 Est. Cost $157.35 Unrealized
Guggenheim MSCI Global Timber ETF 0.4%
Value ($000) $3,783 Shares 132,400 Est. Cost $28.57 Unrealized
FISV Fiserv Inc 0.4%
Value ($000) $3,735 Shares 30,530 Est. Cost $46.70 Unrealized +29.5%
XBI SPDR S&P Biotech ETF 0.4%
Value ($000) $3,689 Shares 47,800 Est. Cost $69.82 Unrealized
IYT iShares Transportation Average ETF 0.4%
Value ($000) $3,682 Shares 21,400 Est. Cost $172.06 Unrealized
IWO iShares Russell 2000 Growth ETF 0.4%
Value ($000) $3,662 Shares 21,700 Est. Cost $168.76 Unrealized
Thomson Reuters Corp 0.4%
Value ($000) $3,650 Shares 78,850 Est. Cost $46.29 Unrealized
DXJ WisdomTree Japan Hedged Equity ETF 0.4%
Value ($000) $3,635 Shares 69,900 Est. Cost $49.86 Unrealized
IJR iShares Core S&P Small-Cap ETF 0.4%
Value ($000) $3,625 Shares 51,700 Est. Cost $95.99 Unrealized
EWT iShares MSCI Taiwan Capped ETF 0.4%
Value ($000) $3,583 Shares 100,200 Est. Cost $34.56 Unrealized
IHI iShares US Medical Devices ETF 0.3%
Value ($000) $3,432 Shares 20,600 Est. Cost $147.86 Unrealized
INDY iShares India 50 ETF 0.3%
Value ($000) $3,274 Shares 97,400 Est. Cost $33.03 Unrealized
XSD SPDR S&P Semiconductor ETF 0.3%
Value ($000) $3,089 Shares 50,100 Est. Cost $53.98 Unrealized
ASHR Deutsche X-trackers Hvst CSI 300 China A-Shs ETF 0.3%
Value ($000) $3,026 Shares 111,000 Est. Cost $27.26 Unrealized
EES WisdomTree US SmallCap Earnings Fund 0.3%
Value ($000) $2,788 Shares 84,900 Est. Cost $32.84 Unrealized
IHF iShares US Healthcare Providers ETF 0.3%
Value ($000) $2,585 Shares 17,400 Est. Cost $148.56 Unrealized
PowerShares Dynamic Building & Construction ETF 0.3%
Value ($000) $2,516 Shares 84,300 Est. Cost $29.85 Unrealized
FXR First Trust Industrials/Producer Drbls AlphaDEX Fd 0.2%
Value ($000) $2,394 Shares 67,700 Est. Cost $32.88 Unrealized
SOCL Global X Social Media ETF 0.2%
Value ($000) $2,344 Shares 82,900 Est. Cost $24.80 Unrealized
XLF Financial Select Sector SPDR Fund 0.2%
Value ($000) $2,319 Shares 94,000 Est. Cost $23.25 Unrealized
PowerShares Nasdaq Internet ETF 0.2%
Value ($000) $2,176 Shares 21,100 Est. Cost $96.11 Unrealized
KCE SPDR S&P Capital Markets ETF 0.2%
Value ($000) $2,140 Shares 43,500 Est. Cost $49.20 Unrealized
IYH iShares US Healthcare ETF 0.2%
Value ($000) $2,128 Shares 12,800 Est. Cost $166.25 Unrealized
AIA iShares Asia 50 ETF 0.2%
Value ($000) $2,104 Shares 36,800 Est. Cost $57.17 Unrealized
CGI Group Inc 0.2%
Value ($000) $2,096 Shares 41,050 Est. Cost $51.06 Unrealized
IJS iShares S&P Small-Cap 600 Value ETF 0.2%
Value ($000) $1,902 Shares 13,600 Est. Cost $139.85 Unrealized
HEDJ WisdomTree Europe Hedged Equity Fund 0.2%
Value ($000) $1,889 Shares 30,300 Est. Cost $59.57 Unrealized
SLX VanEck Vectors Steel ETF 0.2%
Value ($000) $1,879 Shares 48,800 Est. Cost $38.50 Unrealized
SKYY First Trust Cloud Computing ETF 0.2%
Value ($000) $1,710 Shares 43,300 Est. Cost $32.89 Unrealized
SOXX iShares PHLX Semiconductor ETF 0.2%
Value ($000) $1,682 Shares 12,000 Est. Cost $97.44 Unrealized
EWY iShares MSCI South Korea Capped ETF 0.2%
Value ($000) $1,668 Shares 24,600 Est. Cost $61.85 Unrealized
TFX Teleflex Inc 0.2%
Value ($000) $1,626 Shares 7,825 Est. Cost $171.02 Unrealized +11.5%
Guggenheim Invest Solar ETF 0.1%
Value ($000) $1,468 Shares 73,800 Est. Cost $19.89 Unrealized
KWEB KraneShares CSI China Internet ETF 0.1%
Value ($000) $1,466 Shares 30,600 Est. Cost $47.91 Unrealized
GLIN VanEck Vectors India Small-Cap Index ETF 0.1%
Value ($000) $1,315 Shares 23,600 Est. Cost $55.72 Unrealized
EEM iShares MSCI Emerging Markets ETF 0.1%
Value ($000) $1,267 Shares 30,600 Est. Cost $41.41 Unrealized
BlackRock Inc 0.1%
Value ($000) $1,183 Shares 2,800 Est. Cost $422.50 Unrealized
SYK Stryker Corp 0.1%
Value ($000) $1,124 Shares 8,100 Est. Cost $124.78 Unrealized 0.0%
CHIQ Global X China Consumer ETF 0.1%
Value ($000) $1,050 Shares 71,900 Est. Cost $14.60 Unrealized
FXL First Trust Technology AlphaDEX Fund 0.1%
Value ($000) $1,023 Shares 23,500 Est. Cost $37.89 Unrealized
TRMB Trimble Inc 0.1%
Value ($000) $963 Shares 27,000 Est. Cost $34.71 Unrealized 0.0%
MCD McDonald's Corp 0.1%
Value ($000) $942 Shares 6,150 Est. Cost $117.92 Unrealized 0.0%
PYPL PayPal Holdings Inc 0.1%
Value ($000) $875 Shares 16,300 Est. Cost $49.03 Unrealized 0.0%
MO Altria Group Inc 0.1%
Value ($000) $834 Shares 11,200 Est. Cost $33.77 Unrealized +16.4%
Kinder Morgan Inc 0.1%
Value ($000) $768 Shares 17,500 Est. Cost $44.52 Unrealized
Priceline Group Inc 0.1%
Value ($000) $748 Shares 400 Est. Cost $1780.00 Unrealized
BEN Franklin Resources Inc 0.1%
Value ($000) $735 Shares 16,400 Est. Cost $27.06 Unrealized 0.0%
RGA Reinsurance Group of America Inc 0.1%
Value ($000) $719 Shares 5,600 Est. Cost $108.65 Unrealized +16.2%
DHI D.R. Horton Inc 0.1%
Value ($000) $716 Shares 20,700 Est. Cost $30.39 Unrealized 0.0%
PRU Prudential Financial Inc 0.1%
Value ($000) $714 Shares 6,600 Est. Cost $66.43 Unrealized +7.0%
EA Electronic Arts Inc 0.1%
Value ($000) $666 Shares 6,300 Est. Cost $100.14 Unrealized 0.0%
TransCanada Corp 0.1%
Value ($000) $644 Shares 13,500 Est. Cost $46.15 Unrealized
ADSK Autodesk Inc 0.1%
Value ($000) $635 Shares 6,300 Est. Cost $98.95 Unrealized 0.0%
RCI Rogers Communications Inc 0.1%
Value ($000) $595 Shares 12,600 Est. Cost $44.90 Unrealized +2.9%
NXPI NXP Semiconductors NV 0.1%
Value ($000) $580 Shares 5,300 Est. Cost $95.18 Unrealized 0.0%
MRK Merck & Co Inc 0.1%
Value ($000) $577 Shares 9,000 Est. Cost $45.97 Unrealized +1.2%
LLY Eli Lilly and Co 0.1%
Value ($000) $576 Shares 7,000 Est. Cost $69.54 Unrealized +2.5%
MLM Martin Marietta Materials Inc 0.1%
Value ($000) $556 Shares 2,500 Est. Cost $212.10 Unrealized 0.0%
AWK American Water Works Company Inc 0.1%
Value ($000) $538 Shares 6,900 Est. Cost $57.80 Unrealized +15.4%
MTZ MasTec Inc 0.1%
Value ($000) $515 Shares 11,400 Est. Cost $43.26 Unrealized 0.0%
LPX Louisiana-Pacific Corp 0.0%
Value ($000) $492 Shares 20,400 Est. Cost $24.36 Unrealized 0.0%
Zymeworks Inc 0.0%
Value ($000) $484 Shares 58,000 Est. Cost $8.34 Unrealized
BABA Alibaba Group Holding Ltd 0.0%
Value ($000) $465 Shares 3,300 Est. Cost $140.91 Unrealized
Playa Hotels & Resorts NV 0.0%
Value ($000) $461 Shares 38,600 Est. Cost $11.94 Unrealized
FDL First Tr Morningstar Dividend Leaders Index Fund 0.0%
Value ($000) $419 Shares 14,900 Est. Cost $25.60 Unrealized
AEM Agnico Eagle Mines Ltd 0.0%
Value ($000) $374 Shares 8,300 Est. Cost $39.66 Unrealized 0.0%
PRTA Prothena Corporation PLC 0.0%
Value ($000) $373 Shares 6,900 Est. Cost $53.29 Unrealized 0.0%