BAROMETER CAPITAL MANAGEMENT INC. Quant / Systematic

CIK: 0001536890 · Show all filings

Period: Q4 2017 (← Previous) (Next →)

Filing Date: Feb 12, 2018

Total Value ($000): $1,107,912 (100.0% shares, 0.0% debt)

Holdings (139)

BAC Bank of America Corp 2.6%
Value ($000) $29,172 Shares 988,220 Est. Cost $17.89 Unrealized +27.4%
MSFT Microsoft Corp 2.6%
Value ($000) $28,905 Shares 337,908 Est. Cost $53.06 Unrealized +41.8%
V Visa Inc 2.5%
Value ($000) $28,014 Shares 245,693 Est. Cost $80.89 Unrealized +29.0%
CAT Caterpillar Inc 2.4%
Value ($000) $26,573 Shares 168,633 Est. Cost $98.71 Unrealized +17.8%
MS Morgan Stanley 2.1%
Value ($000) $22,963 Shares 437,642 Est. Cost $31.94 Unrealized +24.4%
NOC Northrop Grumman Corp 2.0%
Value ($000) $22,532 Shares 73,416 Est. Cost $173.85 Unrealized +51.3%
Raytheon Co 2.0%
Value ($000) $22,382 Shares 119,146 Est. Cost $137.62 Unrealized
BlackRock Inc 2.0%
Value ($000) $22,064 Shares 42,950 Est. Cost $468.37 Unrealized
OC Owens Corning 1.9%
Value ($000) $21,321 Shares 231,900 Est. Cost $64.67 Unrealized +30.3%
ABBV AbbVie Inc 1.8%
Value ($000) $20,488 Shares 211,850 Est. Cost $53.90 Unrealized +24.1%
DHI D.R. Horton Inc 1.8%
Value ($000) $20,155 Shares 394,650 Est. Cost $33.12 Unrealized +28.6%
LMT Lockheed Martin Corp 1.8%
Value ($000) $20,006 Shares 62,315 Est. Cost $238.57 Unrealized +6.3%
OXY Occidental Petroleum Corp 1.8%
Value ($000) $19,756 Shares 268,200 Est. Cost $50.68 Unrealized +8.7%
JPM JPMorgan Chase & Co 1.8%
Value ($000) $19,730 Shares 184,500 Est. Cost $67.07 Unrealized +21.3%
C Citigroup Inc 1.7%
Value ($000) $19,378 Shares 260,425 Est. Cost $42.50 Unrealized +32.9%
SLF Sun Life Financial Inc 1.7%
Value ($000) $19,272 Shares 467,087 Est. Cost $39.64 Unrealized +0.6%
Canadian Pacific Railway Ltd 1.7%
Value ($000) $19,080 Shares 104,400 Est. Cost $182.76 Unrealized
MAR Marriott International Inc 1.7%
Value ($000) $19,007 Shares 140,038 Est. Cost $114.71 Unrealized 0.0%
UNH UnitedHealth Group Inc 1.7%
Value ($000) $18,933 Shares 85,880 Est. Cost $121.71 Unrealized +52.9%
SU Suncor Energy Inc 1.6%
Value ($000) $18,176 Shares 495,000 Est. Cost $23.36 Unrealized +9.7%
FDX FedEx Corp 1.6%
Value ($000) $18,047 Shares 72,320 Est. Cost $199.05 Unrealized 0.0%
MPC Marathon Petroleum Corp 1.6%
Value ($000) $17,732 Shares 268,750 Est. Cost $43.71 Unrealized +8.6%
WYNN Wynn Resorts Ltd 1.6%
Value ($000) $17,567 Shares 104,200 Est. Cost $140.96 Unrealized 0.0%
INTC Intel Corp 1.6%
Value ($000) $17,342 Shares 375,700 Est. Cost $36.55 Unrealized 0.0%
AAPL Apple Inc 1.4%
Value ($000) $15,991 Shares 94,494 Est. Cost $28.88 Unrealized +35.3%
BA Boeing Co 1.4%
Value ($000) $15,900 Shares 53,916 Est. Cost $176.89 Unrealized +45.5%
AXP American Express Co 1.4%
Value ($000) $15,716 Shares 158,250 Est. Cost $78.72 Unrealized +8.3%
NEXA Nexa Resources SA 1.4%
Value ($000) $15,308 Shares 780,600 Est. Cost $13.09 Unrealized 0.0%
MCD McDonald's Corp 1.3%
Value ($000) $14,136 Shares 82,128 Est. Cost $130.23 Unrealized +6.5%
SHW Sherwin-Williams Co 1.2%
Value ($000) $13,613 Shares 33,200 Est. Cost $120.71 Unrealized +1.3%
ROK Rockwell Automation Inc 1.2%
Value ($000) $13,494 Shares 68,725 Est. Cost $136.90 Unrealized +19.8%
WCN Waste Connections Inc 1.1%
Value ($000) $12,202 Shares 171,998 Est. Cost $46.05 Unrealized +43.5%
MFC Manulife Financial Corp 1.1%
Value ($000) $11,907 Shares 570,800 Est. Cost $19.91 Unrealized +4.4%
META Facebook Inc 1.1%
Value ($000) $11,823 Shares 67,000 Est. Cost $147.09 Unrealized +19.3%
EMN Eastman Chemical Co 1.1%
Value ($000) $11,731 Shares 126,625 Est. Cost $65.77 Unrealized +4.6%
SVB Financial Group 1.0%
Value ($000) $10,987 Shares 47,000 Est. Cost $233.77 Unrealized
URI United Rentals Inc 1.0%
Value ($000) $10,693 Shares 62,200 Est. Cost $131.30 Unrealized +12.3%
FLIR Systems Inc 0.9%
Value ($000) $10,286 Shares 220,638 Est. Cost $45.95 Unrealized
BNS Bank of Nova Scotia 0.9%
Value ($000) $9,786 Shares 151,650 Est. Cost $40.31 Unrealized +5.2%
UNP Union Pacific Corp 0.9%
Value ($000) $9,669 Shares 72,100 Est. Cost $100.79 Unrealized 0.0%
Brookfield Asset Management Inc 0.9%
Value ($000) $9,472 Shares 217,558 Est. Cost $43.35 Unrealized
ADBE Adobe Systems Inc 0.8%
Value ($000) $8,928 Shares 50,950 Est. Cost $163.72 Unrealized +5.1%
HD Home Depot Inc 0.8%
Value ($000) $8,453 Shares 44,600 Est. Cost $141.67 Unrealized 0.0%
CNQ Canadian Natural Resources Ltd 0.7%
Value ($000) $8,187 Shares 229,200 Est. Cost $10.37 Unrealized +10.4%
BBBY Overstock.com Inc 0.7%
Value ($000) $8,026 Shares 125,600 Est. Cost $48.07 Unrealized 0.0%
TD Toronto-Dominion Bank 0.7%
Value ($000) $7,725 Shares 131,866 Est. Cost $55.17 Unrealized +3.6%
Cott Corp 0.7%
Value ($000) $7,504 Shares 450,450 Est. Cost $16.43 Unrealized
TECK Teck Resources Ltd 0.7%
Value ($000) $7,343 Shares 280,600 Est. Cost $21.77 Unrealized +4.7%
XME SPDR S&P Metals & Mining ETF 0.6%
Value ($000) $6,659 Shares 183,100 Est. Cost $33.61 Unrealized
GLIN VanEck Vectors India Small-Cap Index ETF 0.6%
Value ($000) $6,416 Shares 94,600 Est. Cost $60.91 Unrealized
VLO Valero Energy Corp 0.6%
Value ($000) $6,411 Shares 69,750 Est. Cost $49.43 Unrealized +20.7%
TROW T. Rowe Price Group Inc 0.6%
Value ($000) $6,406 Shares 61,050 Est. Cost $60.46 Unrealized +18.7%
AQN Algonquin Power & Utilities Corp 0.6%
Value ($000) $6,403 Shares 573,755 Est. Cost $6.91 Unrealized +5.0%
IRTC iRhythm Technologies Inc 0.6%
Value ($000) $6,283 Shares 112,100 Est. Cost $45.28 Unrealized +15.4%
ETRADE Financial Corp 0.6%
Value ($000) $6,246 Shares 126,000 Est. Cost $38.03 Unrealized
ELV Anthem Inc 0.6%
Value ($000) $6,210 Shares 27,600 Est. Cost $160.37 Unrealized +19.4%
FTV Fortive Corp 0.6%
Value ($000) $6,150 Shares 85,000 Est. Cost $37.32 Unrealized +18.7%
Santander Consumer USA Holdings Inc 0.5%
Value ($000) $6,088 Shares 326,971 Est. Cost $18.62 Unrealized
ALB Albemarle Corp 0.5%
Value ($000) $5,972 Shares 46,700 Est. Cost $89.28 Unrealized +35.8%
Twitter Inc 0.5%
Value ($000) $5,863 Shares 244,200 Est. Cost $24.01 Unrealized
GOOG Alphabet Inc 0.5%
Value ($000) $5,860 Shares 5,600 Est. Cost $44.63 Unrealized +13.2%
XPO XPO Logistics Inc 0.5%
Value ($000) $5,743 Shares 62,700 Est. Cost $25.57 Unrealized 0.0%
CMA Comerica Inc 0.5%
Value ($000) $5,717 Shares 65,858 Est. Cost $55.60 Unrealized +1.2%
CFG Citizens Financial Group Inc 0.5%
Value ($000) $5,701 Shares 135,800 Est. Cost $28.01 Unrealized 0.0%
IAI iShares US Broker-Dealers & Securities Exch ETF 0.5%
Value ($000) $5,700 Shares 90,800 Est. Cost $45.26 Unrealized
KBE SPDR S&P Bank ETF 0.5%
Value ($000) $5,662 Shares 119,600 Est. Cost $41.00 Unrealized
FXR First Trust Industrials/Producer Drbls AlphaDEX Fd 0.5%
Value ($000) $5,541 Shares 136,500 Est. Cost $35.37 Unrealized
ITA iShares US Aerospace & Defense ETF 0.5%
Value ($000) $5,512 Shares 29,300 Est. Cost $166.59 Unrealized
IJR iShares Core S&P Small-Cap ETF 0.5%
Value ($000) $5,454 Shares 71,000 Est. Cost $90.32 Unrealized
IJS iShares S&P Small-Cap 600 Value ETF 0.5%
Value ($000) $5,452 Shares 35,500 Est. Cost $150.02 Unrealized
FDN First Trust Dow Jones Internet Index Fund 0.5%
Value ($000) $5,450 Shares 49,600 Est. Cost $101.15 Unrealized
XLF Financial Select Sector SPDR Fund 0.5%
Value ($000) $5,443 Shares 195,035 Est. Cost $24.99 Unrealized
SKYY First Trust Cloud Computing ETF 0.5%
Value ($000) $5,441 Shares 118,600 Est. Cost $38.98 Unrealized
DowDuPont Inc 0.5%
Value ($000) $5,342 Shares 75,000 Est. Cost $69.42 Unrealized
ROBO ROBO Global Robotics and Automation Index ETF 0.5%
Value ($000) $5,339 Shares 129,200 Est. Cost $33.39 Unrealized
SOXX iShares PHLX Semiconductor ETF 0.5%
Value ($000) $5,298 Shares 31,200 Est. Cost $135.89 Unrealized
Eldorado Resorts Inc 0.5%
Value ($000) $5,180 Shares 156,247 Est. Cost $33.15 Unrealized
SCHW Charles Schwab Corp 0.5%
Value ($000) $5,111 Shares 99,500 Est. Cost $42.12 Unrealized 0.0%
Powershares S&P 500 High Beta Portfolio 0.4%
Value ($000) $4,942 Shares 116,300 Est. Cost $41.59 Unrealized
KCE SPDR S&P Capital Markets ETF 0.4%
Value ($000) $4,861 Shares 83,900 Est. Cost $52.71 Unrealized
FISV Fiserv Inc 0.4%
Value ($000) $4,813 Shares 36,705 Est. Cost $49.36 Unrealized +30.8%
XTN SPDR S&P Transportation ETF Trust 0.4%
Value ($000) $4,710 Shares 72,300 Est. Cost $60.03 Unrealized
IWM iShares Russell 2000 ETF 0.4%
Value ($000) $4,657 Shares 30,545 Est. Cost $142.34 Unrealized
PowerShares Nasdaq Internet ETF 0.4%
Value ($000) $4,652 Shares 40,200 Est. Cost $107.77 Unrealized
TRMB Trimble Inc 0.4%
Value ($000) $4,580 Shares 112,700 Est. Cost $37.25 Unrealized +10.0%
XLE Energy Select Sector SPDR Fund 0.4%
Value ($000) $4,495 Shares 62,200 Est. Cost $72.27 Unrealized
PowerShares Dynamic Building & Construction ETF 0.4%
Value ($000) $4,460 Shares 128,600 Est. Cost $31.00 Unrealized
IYJ iShares US Industrials ETF 0.4%
Value ($000) $4,394 Shares 29,810 Est. Cost $123.51 Unrealized
ITB iShares US Home Construction ETF 0.4%
Value ($000) $4,368 Shares 99,900 Est. Cost $29.68 Unrealized
GDS GDS Holdings Ltd 0.4%
Value ($000) $4,168 Shares 185,000 Est. Cost $22.53 Unrealized
IYT iShares Transportation Average ETF 0.4%
Value ($000) $4,158 Shares 21,700 Est. Cost $175.57 Unrealized
SLX VanEck Vectors Steel ETF 0.4%
Value ($000) $3,939 Shares 85,900 Est. Cost $43.05 Unrealized
IWC iShares Micro-Cap ETF 0.3%
Value ($000) $3,781 Shares 39,500 Est. Cost $94.44 Unrealized
FNV Franco-Nevada Corp 0.3%
Value ($000) $3,328 Shares 41,629 Est. Cost $64.71 Unrealized +14.4%
OPPJ WisdomTree Japan Hedged SmallCap Equity Fund 0.3%
Value ($000) $3,287 Shares 71,300 Est. Cost $43.27 Unrealized
RF Regions Financial Corp 0.3%
Value ($000) $3,238 Shares 187,400 Est. Cost $11.67 Unrealized 0.0%
MGA Magna International Inc 0.3%
Value ($000) $3,221 Shares 56,834 Est. Cost $42.00 Unrealized +2.0%
XHB SPDR S&P Homebuilders ETF 0.3%
Value ($000) $3,200 Shares 72,300 Est. Cost $41.79 Unrealized
NVDA NVIDIA Corp 0.3%
Value ($000) $3,193 Shares 16,500 Est. Cost $3.13 Unrealized +56.6%
DXJ WisdomTree Japan Hedged Equity ETF 0.3%
Value ($000) $3,135 Shares 52,835 Est. Cost $50.48 Unrealized
LIT Global X Lithium & Battery Tech ETF 0.3%
Value ($000) $3,085 Shares 79,600 Est. Cost $28.20 Unrealized
SOCL Global X Social Media ETF 0.3%
Value ($000) $3,054 Shares 92,700 Est. Cost $28.46 Unrealized
IHI iShares US Medical Devices ETF 0.3%
Value ($000) $3,019 Shares 17,400 Est. Cost $173.51 Unrealized
KIE SPDR S&P Insurance ETF 0.3%
Value ($000) $3,009 Shares 98,000 Est. Cost $46.99 Unrealized
INDY iShares India 50 ETF 0.3%
Value ($000) $2,934 Shares 79,050 Est. Cost $34.07 Unrealized
SPDR S&P Oil & Gas Equipment & Services ETF 0.3%
Value ($000) $2,912 Shares 170,000 Est. Cost $16.82 Unrealized
SBIO ALPS Medical Breakthroughs ETF 0.2%
Value ($000) $2,495 Shares 76,100 Est. Cost $31.18 Unrealized
FXD First Trust Consumer Discretionary AlphaDEX Fund 0.2%
Value ($000) $2,444 Shares 58,070 Est. Cost $38.44 Unrealized
RIO Rio Tinto PLC 0.2%
Value ($000) $2,432 Shares 45,950 Est. Cost $47.19 Unrealized
XT iShares Exponential Technologies ETF 0.2%
Value ($000) $2,328 Shares 65,700 Est. Cost $34.64 Unrealized
BRK/B Berkshire Hathaway Inc 0.2%
Value ($000) $2,319 Shares 11,700 Est. Cost $176.72 Unrealized +7.4%
PowerShares Dynamic Leisure & Entertainment ETF 0.2%
Value ($000) $2,210 Shares 50,000 Est. Cost $44.20 Unrealized
XNTK SPDR Nyse Technology ETF 0.2%
Value ($000) $2,146 Shares 25,600 Est. Cost $79.39 Unrealized
Guggenheim Invest Solar ETF 0.2%
Value ($000) $2,111 Shares 84,000 Est. Cost $22.10 Unrealized
EWS Ishares Msci Singapore Etf 0.2%
Value ($000) $2,100 Shares 81,000 Est. Cost $25.93 Unrealized
AWK American Water Works Company Inc 0.2%
Value ($000) $2,068 Shares 22,600 Est. Cost $67.17 Unrealized +12.7%
TFX Teleflex Inc 0.2%
Value ($000) $2,009 Shares 8,075 Est. Cost $173.15 Unrealized +38.6%
CRM Salesforce.com Inc 0.2%
Value ($000) $1,901 Shares 18,600 Est. Cost $90.89 Unrealized +10.8%
CHIQ Global X China Consumer ETF 0.2%
Value ($000) $1,895 Shares 101,500 Est. Cost $15.43 Unrealized
Guggenheim MSCI Global Timber ETF 0.2%
Value ($000) $1,701 Shares 67,700 Est. Cost $28.57 Unrealized
EWY Ishares Msci South Korea Etf 0.2%
Value ($000) $1,686 Shares 22,500 Est. Cost $74.93 Unrealized
NEE NextEra Energy Inc 0.2%
Value ($000) $1,679 Shares 10,750 Est. Cost $27.54 Unrealized +14.5%
Pacer Trendpilot US Large Cap ETF 0.1%
Value ($000) $1,618 Shares 56,500 Est. Cost $28.64 Unrealized
Zynga Inc 0.1%
Value ($000) $1,547 Shares 386,700 Est. Cost $3.92 Unrealized
SYK Stryker Corp 0.1%
Value ($000) $1,316 Shares 8,500 Est. Cost $126.17 Unrealized +10.6%
URA Global X Uranium ETF 0.1%
Value ($000) $1,175 Shares 78,100 Est. Cost $15.04 Unrealized
FXZ First Trust Materials AlphaDEX Fund 0.1%
Value ($000) $1,096 Shares 25,000 Est. Cost $43.84 Unrealized
Stars Group Inc 0.1%
Value ($000) $983 Shares 42,200 Est. Cost $23.29 Unrealized
FCX Freeport-McMoRan Inc 0.1%
Value ($000) $925 Shares 48,762 Est. Cost $12.74 Unrealized +7.4%
RGA Reinsurance Group of America Inc 0.1%
Value ($000) $850 Shares 5,450 Est. Cost $108.65 Unrealized +39.4%
KWEB KraneShares CSI China Internet ETF 0.1%
Value ($000) $821 Shares 14,000 Est. Cost $48.36 Unrealized
EOG EOG Resources Inc 0.1%
Value ($000) $820 Shares 7,600 Est. Cost $75.40 Unrealized 0.0%
PNC PNC Financial Services Group Inc 0.1%
Value ($000) $794 Shares 5,500 Est. Cost $104.65 Unrealized 0.0%
RJF Raymond James Financial Inc 0.1%
Value ($000) $759 Shares 8,500 Est. Cost $50.88 Unrealized 0.0%
GOOS Canada Goose Holdings Inc 0.1%
Value ($000) $679 Shares 21,500 Est. Cost $19.73 Unrealized +24.4%
GPN Global Payments Inc 0.1%
Value ($000) $621 Shares 6,200 Est. Cost $95.16 Unrealized 0.0%
Maxar Technologies Ltd 0.0%
Value ($000) $463 Shares 7,200 Est. Cost $64.31 Unrealized
FDL First Tr Morningstar Dividend Leaders Index Fund 0.0%
Value ($000) $448 Shares 14,900 Est. Cost $25.60 Unrealized
TU Telus Corp 0.0%
Value ($000) $352 Shares 9,300 Est. Cost $18.51 Unrealized 0.0%