BAROMETER CAPITAL MANAGEMENT INC. Quant / Systematic

CIK: 0001536890 · Show all filings

Period: Q1 2018 (← Previous) (Next →)

Filing Date: May 15, 2018

Total Value ($000): $1,184,743 (100.0% shares, 0.0% debt)

Holdings (130)

V Visa Inc 3.1%
Value ($000) $36,501 Shares 305,143 Est. Cost $87.49 Unrealized +31.2%
Raytheon Co 2.8%
Value ($000) $33,732 Shares 156,296 Est. Cost $156.21 Unrealized
MSFT Microsoft Corp 2.8%
Value ($000) $33,552 Shares 367,608 Est. Cost $55.59 Unrealized +51.7%
TD Toronto-Dominion Bank 2.7%
Value ($000) $32,193 Shares 566,276 Est. Cost $57.74 Unrealized +1.4%
NOC Northrop Grumman Corp 2.6%
Value ($000) $30,798 Shares 88,216 Est. Cost $194.06 Unrealized +51.7%
BAC Bank of America Corp 2.5%
Value ($000) $29,710 Shares 990,670 Est. Cost $17.89 Unrealized +45.7%
LMT Lockheed Martin Corp 2.4%
Value ($000) $28,881 Shares 85,465 Est. Cost $248.56 Unrealized +10.8%
MAR Marriott International Inc 2.4%
Value ($000) $28,479 Shares 209,438 Est. Cost $120.19 Unrealized +9.2%
SLF Sun Life Financial Inc 2.4%
Value ($000) $28,271 Shares 687,524 Est. Cost $40.45 Unrealized +4.2%
RY Royal Bank of Canada 2.3%
Value ($000) $27,392 Shares 354,400 Est. Cost $81.18 Unrealized 0.0%
MPC Marathon Petroleum Corp 2.3%
Value ($000) $27,370 Shares 374,370 Est. Cost $46.54 Unrealized +15.5%
MS Morgan Stanley 2.2%
Value ($000) $26,084 Shares 483,392 Est. Cost $33.05 Unrealized +32.2%
MSCI MSCI Inc 2.1%
Value ($000) $24,945 Shares 166,889 Est. Cost $132.00 Unrealized 0.0%
SPGI S&P Global Inc 2.0%
Value ($000) $23,787 Shares 124,500 Est. Cost $172.26 Unrealized 0.0%
INTC Intel Corp 2.0%
Value ($000) $23,269 Shares 446,800 Est. Cost $37.11 Unrealized +8.0%
Red Hat Inc 1.9%
Value ($000) $23,069 Shares 154,300 Est. Cost $149.51 Unrealized
HCA HCA Healthcare Inc 1.9%
Value ($000) $23,008 Shares 237,200 Est. Cost $90.31 Unrealized 0.0%
URI United Rentals Inc 1.9%
Value ($000) $22,369 Shares 129,500 Est. Cost $152.44 Unrealized +12.8%
BlackRock Inc 1.8%
Value ($000) $20,826 Shares 38,445 Est. Cost $468.37 Unrealized
EMN Eastman Chemical Co 1.7%
Value ($000) $20,249 Shares 191,790 Est. Cost $69.60 Unrealized +10.7%
PNC PNC Financial Services Group Inc 1.7%
Value ($000) $19,722 Shares 130,400 Est. Cost $117.62 Unrealized +0.5%
Enerplus Corp 1.5%
Value ($000) $17,825 Shares 1,583,000 Est. Cost $11.26 Unrealized
AAPL Apple Inc 1.5%
Value ($000) $17,583 Shares 104,800 Est. Cost $30.02 Unrealized +34.7%
NKE Nike Inc 1.4%
Value ($000) $16,955 Shares 255,200 Est. Cost $59.62 Unrealized 0.0%
VRTX Vertex Pharmaceuticals Inc 1.3%
Value ($000) $15,972 Shares 98,000 Est. Cost $163.34 Unrealized 0.0%
BA Boeing Co 1.2%
Value ($000) $14,793 Shares 45,116 Est. Cost $176.89 Unrealized +82.5%
RF Regions Financial Corp 1.2%
Value ($000) $13,980 Shares 752,400 Est. Cost $13.35 Unrealized +4.2%
NEXA Nexa Resources SA 1.2%
Value ($000) $13,626 Shares 778,200 Est. Cost $13.09 Unrealized +14.4%
Whiting Petroleum Corp 1.1%
Value ($000) $13,445 Shares 397,300 Est. Cost $33.84 Unrealized
SVB Financial Group 1.1%
Value ($000) $13,285 Shares 55,350 Est. Cost $234.71 Unrealized
WCN Waste Connections Inc 1.1%
Value ($000) $13,102 Shares 182,627 Est. Cost $47.29 Unrealized +42.5%
New Relic Inc 1.1%
Value ($000) $13,053 Shares 176,100 Est. Cost $74.12 Unrealized
FCX Freeport-McMoRan Inc 1.1%
Value ($000) $12,477 Shares 710,112 Est. Cost $16.73 Unrealized +1.8%
EMR Emerson Electric Co 1.0%
Value ($000) $12,390 Shares 181,400 Est. Cost $58.98 Unrealized 0.0%
Continental Resources Inc 1.0%
Value ($000) $12,385 Shares 210,100 Est. Cost $58.95 Unrealized
ADBE Adobe Systems Inc 1.0%
Value ($000) $12,036 Shares 55,700 Est. Cost $167.10 Unrealized +21.7%
CMA Comerica Inc 1.0%
Value ($000) $11,632 Shares 121,258 Est. Cost $60.75 Unrealized +10.1%
FLIR Systems Inc 1.0%
Value ($000) $11,582 Shares 231,588 Est. Cost $46.14 Unrealized
Stars Group Inc 0.8%
Value ($000) $9,797 Shares 355,600 Est. Cost $27.05 Unrealized
FISV Fiserv Inc 0.8%
Value ($000) $9,752 Shares 136,760 Est. Cost $64.69 Unrealized +8.7%
XSD SPDR S&P Semiconductor ETF 0.6%
Value ($000) $7,686 Shares 109,700 Est. Cost $70.06 Unrealized
XPO XPO Logistics Inc 0.6%
Value ($000) $7,600 Shares 74,650 Est. Cost $26.82 Unrealized +24.4%
IAI iShares US Broker-Dealers & Securities Exch ETF 0.6%
Value ($000) $7,210 Shares 110,200 Est. Cost $48.81 Unrealized
ROBO ROBO Global Robotics and Automation Index ETF 0.6%
Value ($000) $7,197 Shares 172,100 Est. Cost $35.49 Unrealized
CHIQ Global X China Consumer ETF 0.6%
Value ($000) $7,065 Shares 377,600 Est. Cost $17.83 Unrealized
MTUM iShares Edge MSCI USA Momentum Factor ETF 0.6%
Value ($000) $7,044 Shares 66,500 Est. Cost $105.92 Unrealized
SBIO ALPS Medical Breakthroughs ETF 0.6%
Value ($000) $6,997 Shares 204,400 Est. Cost $33.09 Unrealized
FDN First Trust Dow Jones Internet Index Fund 0.6%
Value ($000) $6,905 Shares 57,300 Est. Cost $103.75 Unrealized
PowerShares DWA Momentum Portfolio ETF 0.6%
Value ($000) $6,815 Shares 129,400 Est. Cost $52.67 Unrealized
IRTC iRhythm Technologies Inc 0.6%
Value ($000) $6,805 Shares 108,100 Est. Cost $45.28 Unrealized +36.7%
KCE SPDR S&P Capital Markets ETF 0.6%
Value ($000) $6,758 Shares 115,900 Est. Cost $54.26 Unrealized
IHI iShares US Medical Devices ETF 0.6%
Value ($000) $6,586 Shares 35,600 Est. Cost $179.38 Unrealized
GPN Global Payments Inc 0.6%
Value ($000) $6,557 Shares 58,800 Est. Cost $104.12 Unrealized +1.0%
Powershares S&P 500 High Beta Portfolio 0.6%
Value ($000) $6,520 Shares 153,400 Est. Cost $41.81 Unrealized
ETFMG Prime Cyber Security ETF 0.5%
Value ($000) $6,494 Shares 189,500 Est. Cost $34.27 Unrealized
KBE SPDR S&P Bank ETF 0.5%
Value ($000) $6,480 Shares 135,303 Est. Cost $41.80 Unrealized
SOXX iShares PHLX Semiconductor ETF 0.5%
Value ($000) $6,464 Shares 35,900 Est. Cost $141.67 Unrealized
Tableau Software Inc 0.5%
Value ($000) $6,393 Shares 79,100 Est. Cost $80.82 Unrealized
XBI SPDR S&P Biotech ETF 0.5%
Value ($000) $6,308 Shares 71,900 Est. Cost $87.73 Unrealized
PowerShares S&P SmallCap Health Care Port 0.5%
Value ($000) $6,294 Shares 56,500 Est. Cost $111.40 Unrealized
SKYY First Trust Cloud Computing ETF 0.5%
Value ($000) $6,293 Shares 130,000 Est. Cost $39.81 Unrealized
IWP iShares Russell Mid-Cap Growth ETF 0.5%
Value ($000) $6,270 Shares 51,000 Est. Cost $122.94 Unrealized
NTR Nutrien Ltd 0.5%
Value ($000) $6,262 Shares 132,500 Est. Cost $38.37 Unrealized 0.0%
ITA iShares US Aerospace & Defense ETF 0.5%
Value ($000) $6,137 Shares 31,000 Est. Cost $168.31 Unrealized
IYT iShares Transportation Average ETF 0.5%
Value ($000) $6,116 Shares 32,700 Est. Cost $179.43 Unrealized
CGI Group Inc 0.5%
Value ($000) $6,041 Shares 104,800 Est. Cost $57.64 Unrealized
VLO Valero Energy Corp 0.5%
Value ($000) $5,965 Shares 64,300 Est. Cost $49.43 Unrealized +37.9%
OKTA Okta Inc 0.5%
Value ($000) $5,834 Shares 146,400 Est. Cost $33.37 Unrealized 0.0%
CM Canadian Imperial Bank of Commerce 0.5%
Value ($000) $5,747 Shares 65,100 Est. Cost $32.17 Unrealized 0.0%
EW Edwards Lifesciences Corp 0.5%
Value ($000) $5,678 Shares 40,700 Est. Cost $43.43 Unrealized 0.0%
AMZN Amazon.com Inc 0.5%
Value ($000) $5,645 Shares 3,900 Est. Cost $71.51 Unrealized 0.0%
CRM Salesforce.com Inc 0.5%
Value ($000) $5,641 Shares 48,500 Est. Cost $104.80 Unrealized +8.3%
LPLA LPL Financial Holdings Inc 0.5%
Value ($000) $5,560 Shares 91,051 Est. Cost $61.98 Unrealized 0.0%
KWEB KraneShares CSI China Internet ETF 0.5%
Value ($000) $5,541 Shares 90,200 Est. Cost $59.40 Unrealized
THD Ishares Msci Thailand Etf 0.5%
Value ($000) $5,494 Shares 55,108 Est. Cost $99.70 Unrealized
SHW Sherwin-Williams Co 0.5%
Value ($000) $5,450 Shares 13,900 Est. Cost $120.71 Unrealized +5.3%
Eldorado Resorts Inc 0.5%
Value ($000) $5,390 Shares 163,347 Est. Cost $33.15 Unrealized
BMO Bank of Montreal 0.4%
Value ($000) $5,214 Shares 69,000 Est. Cost $56.99 Unrealized 0.0%
SU Suncor Energy Inc 0.4%
Value ($000) $5,209 Shares 150,800 Est. Cost $23.36 Unrealized +10.8%
SCHW Charles Schwab Corp 0.4%
Value ($000) $5,196 Shares 99,500 Est. Cost $42.12 Unrealized +14.3%
ETRADE Financial Corp 0.4%
Value ($000) $5,148 Shares 92,900 Est. Cost $38.03 Unrealized
PSTG Pure Storage Inc 0.4%
Value ($000) $5,145 Shares 257,900 Est. Cost $19.62 Unrealized 0.0%
PANW Palo Alto Networks Inc 0.4%
Value ($000) $4,955 Shares 27,300 Est. Cost $27.78 Unrealized 0.0%
IJR iShares Core S&P Small-Cap ETF 0.4%
Value ($000) $4,944 Shares 64,200 Est. Cost $90.32 Unrealized
PowerShares Dynamic Leisure & Entertainment ETF 0.4%
Value ($000) $4,849 Shares 108,900 Est. Cost $44.38 Unrealized
XLF Financial Select Sector SPDR Fund 0.4%
Value ($000) $4,677 Shares 169,635 Est. Cost $24.99 Unrealized
EEM iShares MSCI Emerging Markets ETF 0.4%
Value ($000) $4,495 Shares 93,100 Est. Cost $48.28 Unrealized
PowerShares Nasdaq Internet ETF 0.4%
Value ($000) $4,231 Shares 33,100 Est. Cost $107.77 Unrealized
IVW iShares S&P 500 Growth ETF 0.3%
Value ($000) $3,985 Shares 25,700 Est. Cost $155.06 Unrealized
WOOD iShares Global Timber & Forestry ETF 0.3%
Value ($000) $3,761 Shares 48,000 Est. Cost $78.35 Unrealized
XT iShares Exponential Technologies ETF 0.3%
Value ($000) $3,722 Shares 102,300 Est. Cost $35.27 Unrealized
VCR Vanguard Consumer Discretionary Index Fund;ETF 0.3%
Value ($000) $3,680 Shares 23,200 Est. Cost $158.62 Unrealized
XNTK SPDR Nyse Technology ETF 0.3%
Value ($000) $3,531 Shares 39,700 Est. Cost $82.78 Unrealized
PowerShares MSCI Global Timber Portfolio 0.3%
Value ($000) $3,298 Shares 100,800 Est. Cost $29.93 Unrealized
VNM VanEck Vectors Vietnam ETF 0.3%
Value ($000) $3,216 Shares 164,400 Est. Cost $19.56 Unrealized
IGV iShares North American Tech-Software ETF 0.3%
Value ($000) $3,055 Shares 18,000 Est. Cost $169.72 Unrealized
EWM iShares MSCI Malaysia ETF 0.3%
Value ($000) $3,043 Shares 84,200 Est. Cost $36.14 Unrealized
EWS Ishares Msci Singapore Etf 0.2%
Value ($000) $2,686 Shares 100,700 Est. Cost $26.07 Unrealized
AIA iShares Asia 50 ETF 0.2%
Value ($000) $2,672 Shares 39,135 Est. Cost $68.28 Unrealized
EWT Ishares Msci Taiwan Etf 0.2%
Value ($000) $2,599 Shares 67,800 Est. Cost $38.33 Unrealized
IYJ iShares US Industrials ETF 0.2%
Value ($000) $2,452 Shares 16,910 Est. Cost $123.51 Unrealized
GDS GDS Holdings Ltd 0.2%
Value ($000) $2,243 Shares 81,700 Est. Cost $22.53 Unrealized
KIE SPDR S&P Insurance ETF 0.2%
Value ($000) $2,122 Shares 68,400 Est. Cost $46.99 Unrealized
TFX Teleflex Inc 0.2%
Value ($000) $2,059 Shares 8,075 Est. Cost $173.15 Unrealized +45.0%
EWY Ishares Msci South Korea Etf 0.2%
Value ($000) $2,037 Shares 27,000 Est. Cost $75.02 Unrealized
SSNC SS&C Technologies Holdings Inc 0.2%
Value ($000) $1,942 Shares 36,200 Est. Cost $49.58 Unrealized 0.0%
BB BlackBerry Ltd 0.2%
Value ($000) $1,915 Shares 166,500 Est. Cost $12.72 Unrealized 0.0%
FXR First Trust Industrials/Producer Drbls AlphaDEX Fd 0.2%
Value ($000) $1,837 Shares 46,400 Est. Cost $35.37 Unrealized
Guggenheim Invest Solar ETF 0.1%
Value ($000) $1,776 Shares 72,300 Est. Cost $22.10 Unrealized
SYK Stryker Corp 0.1%
Value ($000) $1,625 Shares 10,100 Est. Cost $129.61 Unrealized +14.1%
SunTrust Banks Inc 0.1%
Value ($000) $1,572 Shares 23,100 Est. Cost $68.05 Unrealized
ZTS Zoetis Inc 0.1%
Value ($000) $1,495 Shares 17,900 Est. Cost $74.07 Unrealized 0.0%
IWM iShares Russell 2000 ETF 0.1%
Value ($000) $1,419 Shares 9,345 Est. Cost $142.34 Unrealized
Hess Corp 0.1%
Value ($000) $1,296 Shares 25,600 Est. Cost $50.63 Unrealized
Kirkland Lake Gold Ltd 0.1%
Value ($000) $1,146 Shares 74,100 Est. Cost $15.47 Unrealized
TECK Teck Resources Ltd 0.1%
Value ($000) $984 Shares 38,200 Est. Cost $21.77 Unrealized +29.5%
PFBC Preferred Bank 0.1%
Value ($000) $969 Shares 15,100 Est. Cost $63.77 Unrealized 0.0%
MIX Telematics Ltd 0.1%
Value ($000) $961 Shares 61,800 Est. Cost $15.55 Unrealized
RJF Raymond James Financial Inc 0.1%
Value ($000) $849 Shares 9,500 Est. Cost $51.32 Unrealized +7.4%
SBNY Signature Bank 0.1%
Value ($000) $809 Shares 5,700 Est. Cost $141.93 Unrealized
Gold Standard Ventures Corp 0.1%
Value ($000) $795 Shares 488,000 Est. Cost $1.63 Unrealized
CIGI Colliers International Group Inc 0.1%
Value ($000) $715 Shares 10,300 Est. Cost $62.15 Unrealized 0.0%
TROW T. Rowe Price Group Inc 0.0%
Value ($000) $497 Shares 4,600 Est. Cost $60.46 Unrealized +36.3%
RGA Reinsurance Group of America Inc 0.0%
Value ($000) $477 Shares 3,100 Est. Cost $108.65 Unrealized +44.6%
NVDA NVIDIA Corp 0.0%
Value ($000) $463 Shares 2,000 Est. Cost $3.13 Unrealized +85.4%
UNP Union Pacific Corp 0.0%
Value ($000) $457 Shares 3,400 Est. Cost $100.79 Unrealized +12.2%
ISRG Intuitive Surgical Inc 0.0%
Value ($000) $454 Shares 1,100 Est. Cost $139.55 Unrealized 0.0%
Marvell Technology Group Ltd 0.0%
Value ($000) $431 Shares 20,500 Est. Cost $21.02 Unrealized
GOOS Canada Goose Holdings Inc 0.0%
Value ($000) $307 Shares 9,200 Est. Cost $19.73 Unrealized +70.3%
PYPL PayPal Holdings Inc 0.0%
Value ($000) $209 Shares 2,755 Est. Cost $79.13 Unrealized 0.0%