BAROMETER CAPITAL MANAGEMENT INC. Quant / Systematic

CIK: 0001536890 · Show all filings

Period: Q3 2017 (← Previous) (Next →)

Filing Date: Oct 19, 2017

Total Value ($000): $1,030,848 (100.0% shares, 0.0% debt)

Holdings (149)

Raytheon Co 3.5%
Value ($000) $36,126 Shares 193,620 Est. Cost $137.62 Unrealized
C Citigroup Inc 3.4%
Value ($000) $35,484 Shares 487,825 Est. Cost $42.50 Unrealized +22.1%
MSFT Microsoft Corp 3.0%
Value ($000) $31,021 Shares 416,450 Est. Cost $53.06 Unrealized +25.7%
V Visa Inc 2.8%
Value ($000) $28,678 Shares 272,500 Est. Cost $80.89 Unrealized +18.3%
LMT Lockheed Martin Corp 2.3%
Value ($000) $23,613 Shares 76,100 Est. Cost $238.57 Unrealized 0.0%
NOC Northrop Grumman Corp 2.2%
Value ($000) $22,528 Shares 78,300 Est. Cost $173.85 Unrealized +35.2%
ALB Albemarle Corp 2.2%
Value ($000) $22,362 Shares 164,050 Est. Cost $89.28 Unrealized +18.7%
OC Owens Corning 2.0%
Value ($000) $20,707 Shares 267,700 Est. Cost $64.67 Unrealized +8.2%
AAPL Apple Inc 1.9%
Value ($000) $19,845 Shares 128,766 Est. Cost $28.88 Unrealized +25.2%
RIO Rio Tinto PLC 1.9%
Value ($000) $19,213 Shares 407,150 Est. Cost $47.19 Unrealized
SU Suncor Energy Inc 1.8%
Value ($000) $18,667 Shares 532,900 Est. Cost $23.36 Unrealized 0.0%
DHI D.R. Horton Inc 1.8%
Value ($000) $18,476 Shares 462,700 Est. Cost $33.12 Unrealized +0.4%
ABBV AbbVie Inc 1.8%
Value ($000) $18,474 Shares 207,900 Est. Cost $53.65 Unrealized 0.0%
CAT Caterpillar Inc 1.8%
Value ($000) $18,245 Shares 146,300 Est. Cost $96.02 Unrealized 0.0%
JPM JPMorgan Chase & Co 1.8%
Value ($000) $18,199 Shares 190,550 Est. Cost $67.07 Unrealized +9.8%
UNH UnitedHealth Group Inc 1.7%
Value ($000) $17,907 Shares 91,430 Est. Cost $121.71 Unrealized +38.8%
CNQ Canadian Natural Resources Ltd 1.7%
Value ($000) $17,435 Shares 520,600 Est. Cost $10.37 Unrealized 0.0%
MS Morgan Stanley 1.7%
Value ($000) $17,327 Shares 359,700 Est. Cost $30.25 Unrealized +19.9%
FNV Franco-Nevada Corp 1.6%
Value ($000) $16,645 Shares 214,826 Est. Cost $64.71 Unrealized +9.1%
GD General Dynamics Corp 1.5%
Value ($000) $15,850 Shares 77,100 Est. Cost $134.89 Unrealized +23.4%
ORCL Oracle Corp 1.5%
Value ($000) $15,134 Shares 313,000 Est. Cost $38.18 Unrealized +15.1%
BA Boeing Co 1.5%
Value ($000) $15,075 Shares 59,300 Est. Cost $176.89 Unrealized +24.6%
NEE NextEra Energy Inc 1.4%
Value ($000) $14,846 Shares 101,300 Est. Cost $27.54 Unrealized +7.9%
ROK Rockwell Automation Inc 1.4%
Value ($000) $14,600 Shares 81,925 Est. Cost $136.90 Unrealized +4.1%
SHOP Shopify Inc 1.4%
Value ($000) $14,555 Shares 124,950 Est. Cost $10.21 Unrealized 0.0%
WCN Waste Connections Inc 1.3%
Value ($000) $13,336 Shares 190,623 Est. Cost $46.05 Unrealized +35.5%
TTWO Take Two Interactive Software Inc 1.3%
Value ($000) $12,993 Shares 127,100 Est. Cost $55.62 Unrealized +61.0%
BAC Bank of America Corp 1.2%
Value ($000) $12,883 Shares 508,400 Est. Cost $13.27 Unrealized +50.4%
Activision Blizzard Inc 1.2%
Value ($000) $12,754 Shares 197,700 Est. Cost $55.18 Unrealized
BlackRock Inc 1.2%
Value ($000) $12,608 Shares 28,200 Est. Cost $444.65 Unrealized
BNS Bank of Nova Scotia 1.2%
Value ($000) $12,256 Shares 190,750 Est. Cost $40.31 Unrealized 0.0%
OXY Occidental Petroleum Corp 1.2%
Value ($000) $12,213 Shares 190,200 Est. Cost $48.86 Unrealized 0.0%
ELV Anthem Inc 1.1%
Value ($000) $11,127 Shares 58,600 Est. Cost $160.37 Unrealized +6.3%
MFC Manulife Financial Corp 1.1%
Value ($000) $11,093 Shares 546,700 Est. Cost $19.87 Unrealized 0.0%
AXP American Express Co 1.1%
Value ($000) $10,846 Shares 119,900 Est. Cost $76.64 Unrealized 0.0%
BRK/B Berkshire Hathaway Inc 1.0%
Value ($000) $9,913 Shares 54,075 Est. Cost $176.72 Unrealized 0.0%
MCD McDonald's Corp 1.0%
Value ($000) $9,800 Shares 62,550 Est. Cost $127.59 Unrealized +0.8%
CNI Canadian National Railway Co 0.9%
Value ($000) $9,660 Shares 116,600 Est. Cost $57.01 Unrealized +21.7%
Celgene Corp 0.9%
Value ($000) $9,537 Shares 65,400 Est. Cost $129.98 Unrealized
MPC Marathon Petroleum Corp 0.9%
Value ($000) $9,242 Shares 164,800 Est. Cost $41.33 Unrealized 0.0%
TECK Teck Resources Ltd 0.9%
Value ($000) $9,203 Shares 436,350 Est. Cost $21.77 Unrealized 0.0%
Hess Corp 0.8%
Value ($000) $8,628 Shares 184,000 Est. Cost $46.89 Unrealized
NVDA Nvidia Corp 0.8%
Value ($000) $8,518 Shares 47,650 Est. Cost $3.13 Unrealized +31.0%
AMT American Tower Corp 0.8%
Value ($000) $8,201 Shares 60,000 Est. Cost $112.31 Unrealized 0.0%
META Facebook Inc 0.8%
Value ($000) $7,783 Shares 45,550 Est. Cost $133.71 Unrealized +23.9%
BABA Alibaba Group Holding Ltd 0.7%
Value ($000) $7,478 Shares 43,300 Est. Cost $170.28 Unrealized
EMN Eastman Chemical Co 0.7%
Value ($000) $7,377 Shares 81,525 Est. Cost $64.09 Unrealized 0.0%
HBM Hudbay Minerals Inc 0.7%
Value ($000) $7,010 Shares 941,000 Est. Cost $7.53 Unrealized 0.0%
MTDR Matador Resources Co 0.6%
Value ($000) $6,671 Shares 245,715 Est. Cost $23.75 Unrealized 0.0%
ETRADE Financial Corp 0.6%
Value ($000) $6,158 Shares 141,200 Est. Cost $38.03 Unrealized
VLO Valero Energy Corp 0.6%
Value ($000) $6,047 Shares 78,600 Est. Cost $49.43 Unrealized 0.0%
FTV Fortive Corp 0.6%
Value ($000) $5,883 Shares 83,100 Est. Cost $37.16 Unrealized +8.2%
FRCB First Republic Bank 0.6%
Value ($000) $5,818 Shares 55,700 Est. Cost $77.34 Unrealized +23.7%
IRTC iRhythm Technologies Inc 0.6%
Value ($000) $5,816 Shares 112,100 Est. Cost $45.28 Unrealized 0.0%
TROW T. Rowe Price Group Inc 0.5%
Value ($000) $5,557 Shares 61,300 Est. Cost $60.46 Unrealized 0.0%
IAI iShares US Broker-Dealers & Securities Exch ETF 0.5%
Value ($000) $5,493 Shares 96,100 Est. Cost $45.26 Unrealized
ROBO ROBO Global Robotics and Automation Index ETF 0.5%
Value ($000) $5,438 Shares 140,600 Est. Cost $33.39 Unrealized
XTN SPDR S&P Transportation ETF Trust 0.5%
Value ($000) $5,433 Shares 90,500 Est. Cost $60.03 Unrealized
GOOG Alphabet Inc 0.5%
Value ($000) $5,371 Shares 5,600 Est. Cost $44.63 Unrealized +3.6%
PYPL PayPal Holdings Inc 0.5%
Value ($000) $5,295 Shares 82,700 Est. Cost $57.65 Unrealized +3.7%
BIIB Biogen Inc 0.5%
Value ($000) $5,166 Shares 16,500 Est. Cost $296.11 Unrealized 0.0%
CRM Salesforce.Com Inc 0.5%
Value ($000) $5,091 Shares 54,500 Est. Cost $90.89 Unrealized 0.0%
IWC iShares Micro-Cap ETF 0.5%
Value ($000) $4,930 Shares 52,200 Est. Cost $94.44 Unrealized
EA Electronic Arts Inc 0.5%
Value ($000) $4,923 Shares 41,700 Est. Cost $110.74 Unrealized +1.7%
IJR iShares Core S&P Small-Cap ETF 0.5%
Value ($000) $4,772 Shares 64,300 Est. Cost $91.72 Unrealized
DowDuPont Inc 0.5%
Value ($000) $4,701 Shares 67,900 Est. Cost $69.23 Unrealized
FISV Fiserv Inc 0.4%
Value ($000) $4,617 Shares 35,805 Est. Cost $48.97 Unrealized +26.9%
SOXX iShares PHLX Semiconductor ETF 0.4%
Value ($000) $4,583 Shares 28,900 Est. Cost $133.19 Unrealized
FXR First Trust Industrials/Producer Drbls AlphaDEX Fd 0.4%
Value ($000) $4,558 Shares 122,800 Est. Cost $34.78 Unrealized
SKYY First Trust Cloud Computing ETF 0.4%
Value ($000) $4,504 Shares 107,500 Est. Cost $38.27 Unrealized
IYJ iShares US Industrials ETF 0.4%
Value ($000) $4,503 Shares 32,500 Est. Cost $123.51 Unrealized
FXD First Trust Consumer Discretionary AlphaDEX Fund 0.4%
Value ($000) $4,501 Shares 117,100 Est. Cost $38.44 Unrealized
TRMB Trimble Inc 0.4%
Value ($000) $4,431 Shares 112,900 Est. Cost $37.25 Unrealized +2.1%
GWRE Guidewire Software Inc 0.4%
Value ($000) $4,407 Shares 56,600 Est. Cost $63.63 Unrealized +15.1%
ILMN Illumina Inc 0.4%
Value ($000) $4,402 Shares 22,100 Est. Cost $186.17 Unrealized 0.0%
ITB iShares US Home Construction ETF 0.4%
Value ($000) $4,388 Shares 120,100 Est. Cost $29.68 Unrealized
URI United Rentals Inc 0.4%
Value ($000) $4,384 Shares 31,600 Est. Cost $115.71 Unrealized 0.0%
DXJ WisdomTree Japan Hedged Equity ETF 0.4%
Value ($000) $4,381 Shares 80,100 Est. Cost $50.48 Unrealized
SPDR S&P Oil & Gas Exploration & Production ETF 0.4%
Value ($000) $4,261 Shares 125,000 Est. Cost $34.09 Unrealized
XBI SPDR S&P Biotech ETF 0.4%
Value ($000) $4,164 Shares 48,100 Est. Cost $69.82 Unrealized
XLF Financial Select Sector SPDR Fund 0.4%
Value ($000) $4,099 Shares 158,500 Est. Cost $24.31 Unrealized
GDDY GoDaddy Inc 0.4%
Value ($000) $4,025 Shares 92,500 Est. Cost $43.10 Unrealized 0.0%
IWM iShares Russell 2000 ETF 0.4%
Value ($000) $3,971 Shares 26,800 Est. Cost $140.93 Unrealized
XME SPDR S&P Metals & Mining ETF 0.4%
Value ($000) $3,874 Shares 120,400 Est. Cost $32.18 Unrealized
CVLT Commvault Systems Inc 0.4%
Value ($000) $3,824 Shares 62,900 Est. Cost $59.71 Unrealized 0.0%
KBE SPDR S&P Bank ETF 0.4%
Value ($000) $3,797 Shares 84,200 Est. Cost $38.34 Unrealized
ITA iShares US Aerospace & Defense ETF 0.4%
Value ($000) $3,650 Shares 20,500 Est. Cost $157.35 Unrealized
Guggenheim MSCI Global Timber ETF 0.3%
Value ($000) $3,362 Shares 111,700 Est. Cost $28.57 Unrealized
PowerShares Dynamic Building & Construction ETF 0.3%
Value ($000) $3,255 Shares 103,900 Est. Cost $30.13 Unrealized
LIT Global X Lithium & Battery Tech ETF 0.3%
Value ($000) $3,251 Shares 86,900 Est. Cost $28.20 Unrealized
GLIN VanEck Vectors India Small-Cap Index ETF 0.3%
Value ($000) $3,223 Shares 56,800 Est. Cost $56.32 Unrealized
KIE SPDR S&P Insurance ETF 0.3%
Value ($000) $3,222 Shares 35,800 Est. Cost $75.29 Unrealized
IYT iShares Transportation Average ETF 0.3%
Value ($000) $3,176 Shares 17,800 Est. Cost $172.06 Unrealized
TD Toronto-Dominion Bank 0.3%
Value ($000) $3,151 Shares 56,000 Est. Cost $52.50 Unrealized 0.0%
GDXJ VanEck Vectors Junior Gold Miners ETF 0.3%
Value ($000) $2,983 Shares 88,800 Est. Cost $33.59 Unrealized
KCE SPDR S&P Capital Markets ETF 0.3%
Value ($000) $2,829 Shares 54,000 Est. Cost $49.82 Unrealized
SBIO ALPS Medical Breakthroughs ETF 0.3%
Value ($000) $2,622 Shares 84,100 Est. Cost $31.18 Unrealized
OPPJ WisdomTree Japan Hedged SmallCap Equity Fund 0.2%
Value ($000) $2,541 Shares 59,500 Est. Cost $42.71 Unrealized
SLF Sun Life Financial Inc 0.2%
Value ($000) $2,481 Shares 62,300 Est. Cost $38.16 Unrealized 0.0%
KRE SPDR S&P Regional Banking ETF 0.2%
Value ($000) $2,282 Shares 40,200 Est. Cost $55.40 Unrealized
IGM iShares North American Tech ETF 0.2%
Value ($000) $2,252 Shares 14,500 Est. Cost $155.31 Unrealized
IYH iShares US Healthcare ETF 0.2%
Value ($000) $2,251 Shares 13,100 Est. Cost $166.38 Unrealized
ASHR Xtrackers Hvst CSI 300 China A-Shs ETF 0.2%
Value ($000) $2,245 Shares 76,900 Est. Cost $27.26 Unrealized
FDN First Trust Dow Jones Internet Index Fund 0.2%
Value ($000) $2,047 Shares 20,000 Est. Cost $88.23 Unrealized
JJCTF Barclays Bank iPath Bloomberg Copper Subindex Total Return ETN Exp 22 Oct 2037 0.2%
Value ($000) $2,033 Shares 60,600 Est. Cost $33.55 Unrealized
INDY iShares India 50 ETF 0.2%
Value ($000) $2,008 Shares 58,900 Est. Cost $33.03 Unrealized
TFX Teleflex Inc 0.2%
Value ($000) $1,893 Shares 7,825 Est. Cost $171.02 Unrealized +21.3%
GDX VanEck Vectors Gold Miners ETF 0.2%
Value ($000) $1,835 Shares 79,900 Est. Cost $22.97 Unrealized
KWEB KraneShares CSI China Internet ETF 0.2%
Value ($000) $1,833 Shares 32,200 Est. Cost $48.36 Unrealized
CHIQ Global X China Consumer ETF 0.2%
Value ($000) $1,817 Shares 105,800 Est. Cost $15.43 Unrealized
XNTK SPDR Nyse Technology ETF 0.2%
Value ($000) $1,806 Shares 22,900 Est. Cost $78.86 Unrealized
PowerShares Nasdaq Internet ETF 0.2%
Value ($000) $1,794 Shares 16,300 Est. Cost $96.11 Unrealized
AIA iShares Asia 50 ETF 0.2%
Value ($000) $1,694 Shares 27,600 Est. Cost $57.17 Unrealized
XT iShares Exponential Technologies ETF 0.2%
Value ($000) $1,617 Shares 47,100 Est. Cost $34.33 Unrealized
SPDR S&P Oil & Gas Equipment & Services ETF 0.2%
Value ($000) $1,612 Shares 97,200 Est. Cost $16.58 Unrealized
EZU iShares MSCI Eurozone ETF 0.2%
Value ($000) $1,603 Shares 37,000 Est. Cost $43.32 Unrealized
SOCL Global X Social Media ETF 0.2%
Value ($000) $1,602 Shares 51,000 Est. Cost $24.80 Unrealized
AWK American Water Works Company Inc 0.1%
Value ($000) $1,400 Shares 17,300 Est. Cost $64.56 Unrealized +6.9%
SLX VanEck Vectors Steel ETF 0.1%
Value ($000) $1,384 Shares 32,800 Est. Cost $38.50 Unrealized
VanEck Vectors Coal ETF 0.1%
Value ($000) $1,366 Shares 93,800 Est. Cost $14.56 Unrealized
IJS iShares S&P Small-Cap 600 Value ETF 0.1%
Value ($000) $1,364 Shares 9,200 Est. Cost $139.85 Unrealized
Powershares S&P 500 High Beta Portfolio 0.1%
Value ($000) $1,352 Shares 34,300 Est. Cost $39.42 Unrealized
TD Ameritrade Holding Corp 0.1%
Value ($000) $1,288 Shares 26,400 Est. Cost $48.79 Unrealized
AQN Algonquin Power & Utilities Corp 0.1%
Value ($000) $1,269 Shares 120,055 Est. Cost $5.60 Unrealized +24.8%
XHB SPDR S&P Homebuilders ETF 0.1%
Value ($000) $1,139 Shares 28,600 Est. Cost $38.01 Unrealized
ILF iShares Latin America 40 ETF 0.1%
Value ($000) $1,130 Shares 32,200 Est. Cost $35.09 Unrealized
ADBE Adobe Systems Inc 0.1%
Value ($000) $1,119 Shares 7,500 Est. Cost $115.52 Unrealized +29.2%
SYK Stryker Corp 0.1%
Value ($000) $1,094 Shares 7,700 Est. Cost $124.78 Unrealized +4.8%
Guggenheim Invest Solar ETF 0.1%
Value ($000) $1,052 Shares 48,600 Est. Cost $19.89 Unrealized
SHW Sherwin-Williams Co 0.1%
Value ($000) $1,003 Shares 2,800 Est. Cost $103.35 Unrealized +3.0%
Cott Corp 0.1%
Value ($000) $917 Shares 61,100 Est. Cost $15.01 Unrealized
RGA Reinsurance Group of America Inc 0.1%
Value ($000) $781 Shares 5,600 Est. Cost $108.65 Unrealized +24.5%
LPX Louisiana-Pacific Corp 0.1%
Value ($000) $753 Shares 27,800 Est. Cost $24.66 Unrealized +3.4%
FLIR Systems Inc 0.1%
Value ($000) $747 Shares 19,200 Est. Cost $38.91 Unrealized
RCL Royal Caribbean Cruises Ltd 0.1%
Value ($000) $747 Shares 6,300 Est. Cost $107.51 Unrealized 0.0%
Kinder Morgan Inc 0.1%
Value ($000) $745 Shares 17,500 Est. Cost $44.52 Unrealized
FCX Freeport-McMoRan Inc 0.1%
Value ($000) $699 Shares 49,800 Est. Cost $12.74 Unrealized 0.0%
RCI Rogers Communications Inc 0.1%
Value ($000) $649 Shares 12,600 Est. Cost $44.90 Unrealized +13.8%
ON ON Semiconductor Corp 0.1%
Value ($000) $589 Shares 31,900 Est. Cost $16.09 Unrealized 0.0%
BHP BHP Billiton Ltd 0.1%
Value ($000) $539 Shares 13,300 Est. Cost $40.53 Unrealized
AMAT Applied Materials Inc 0.1%
Value ($000) $537 Shares 10,300 Est. Cost $41.17 Unrealized 0.0%
Zynga Inc 0.0%
Value ($000) $513 Shares 135,600 Est. Cost $3.78 Unrealized
MGA Magna International Inc 0.0%
Value ($000) $480 Shares 9,000 Est. Cost $37.56 Unrealized 0.0%
EWJ iShares MSCI Japan ETF 0.0%
Value ($000) $462 Shares 8,300 Est. Cost $55.66 Unrealized
FDL First Tr Morningstar Dividend Leaders Index Fund 0.0%
Value ($000) $432 Shares 14,900 Est. Cost $25.60 Unrealized
Rockwell Collins Inc 0.0%
Value ($000) $431 Shares 3,300 Est. Cost $130.61 Unrealized
CMA Comerica Inc 0.0%
Value ($000) $427 Shares 5,600 Est. Cost $48.67 Unrealized +2.4%
GOOS Canada Goose Holdings Inc 0.0%
Value ($000) $384 Shares 18,700 Est. Cost $19.01 Unrealized 0.0%
Brookfield Asset Management Inc 0.0%
Value ($000) $378 Shares 9,158 Est. Cost $39.08 Unrealized