BAROMETER CAPITAL MANAGEMENT INC. Quant / Systematic

CIK: 0001536890 · Show all filings

Period: Q2 2018 (← Previous) (Next →)

Filing Date: Aug 13, 2018

Total Value ($000): $1,197,254 (100.0% shares, 0.0% debt)

Holdings (132)

V Visa Inc 3.2%
Value ($000) $38,308 Shares 289,227 Est. Cost $87.49 Unrealized +39.5%
MSFT Microsoft Corp 2.9%
Value ($000) $34,712 Shares 352,008 Est. Cost $55.59 Unrealized +61.5%
SU Suncor Energy Inc 2.7%
Value ($000) $32,869 Shares 807,990 Est. Cost $28.10 Unrealized +3.9%
Enerplus Corp 2.5%
Value ($000) $30,013 Shares 2,382,000 Est. Cost $11.71 Unrealized
MSCI MSCI Inc 2.3%
Value ($000) $27,906 Shares 168,689 Est. Cost $132.15 Unrealized +10.2%
UNH UnitedHealth Group Inc 2.3%
Value ($000) $27,618 Shares 112,570 Est. Cost $212.11 Unrealized 0.0%
SPGI S&P Global Inc 2.3%
Value ($000) $27,291 Shares 133,850 Est. Cost $173.14 Unrealized +6.8%
Hess Corp 2.2%
Value ($000) $26,907 Shares 402,250 Est. Cost $65.86 Unrealized
AMZN Amazon.com Inc 2.2%
Value ($000) $25,964 Shares 15,275 Est. Cost $77.36 Unrealized +2.6%
ADBE Adobe Systems Inc 2.0%
Value ($000) $24,319 Shares 99,745 Est. Cost $197.77 Unrealized +19.6%
HCA HCA Healthcare Inc 2.0%
Value ($000) $23,721 Shares 231,200 Est. Cost $90.31 Unrealized +4.6%
TD Toronto-Dominion Bank 1.9%
Value ($000) $22,967 Shares 396,935 Est. Cost $57.74 Unrealized -0.9%
COST Costco Wholesale Corp 1.9%
Value ($000) $22,633 Shares 108,300 Est. Cost $177.76 Unrealized 0.0%
Canadian Pacific Railway Ltd 1.8%
Value ($000) $21,413 Shares 117,000 Est. Cost $183.02 Unrealized
PBA Pembina Pipeline Corp 1.8%
Value ($000) $21,314 Shares 616,000 Est. Cost $22.01 Unrealized 0.0%
INTC Intel Corp 1.8%
Value ($000) $21,271 Shares 427,900 Est. Cost $37.11 Unrealized +21.4%
TDG TransDigm Group Inc 1.8%
Value ($000) $21,123 Shares 61,200 Est. Cost $243.87 Unrealized 0.0%
HD Home Depot Inc 1.6%
Value ($000) $18,955 Shares 97,155 Est. Cost $155.00 Unrealized 0.0%
UNP Union Pacific Corp 1.6%
Value ($000) $18,713 Shares 132,080 Est. Cost $117.30 Unrealized +0.4%
IMO Imperial Oil Ltd 1.3%
Value ($000) $15,938 Shares 479,350 Est. Cost $25.61 Unrealized 0.0%
CNQ Canadian Natural Resources Ltd 1.3%
Value ($000) $15,730 Shares 436,100 Est. Cost $11.72 Unrealized 0.0%
BA Boeing Co 1.3%
Value ($000) $15,271 Shares 45,516 Est. Cost $176.89 Unrealized +86.8%
ETRADE Financial Corp 1.2%
Value ($000) $14,731 Shares 240,865 Est. Cost $52.24 Unrealized
MA Mastercard Inc 1.2%
Value ($000) $14,660 Shares 74,600 Est. Cost $180.31 Unrealized 0.0%
MSI Motorola Solutions Inc 1.2%
Value ($000) $14,348 Shares 123,300 Est. Cost $99.23 Unrealized 0.0%
WCN Waste Connections Inc 1.2%
Value ($000) $13,993 Shares 185,877 Est. Cost $47.70 Unrealized +48.8%
PGR Progressive Corp 1.0%
Value ($000) $12,090 Shares 204,400 Est. Cost $48.29 Unrealized 0.0%
NEE Nextera Energy Inc 1.0%
Value ($000) $11,709 Shares 70,100 Est. Cost $33.41 Unrealized 0.0%
Tableau Software Inc 0.9%
Value ($000) $11,158 Shares 114,145 Est. Cost $86.02 Unrealized
MEOH Methanex Corp 0.9%
Value ($000) $11,142 Shares 157,600 Est. Cost $67.05 Unrealized 0.0%
CSCO Cisco Systems Inc 0.9%
Value ($000) $10,874 Shares 252,700 Est. Cost $34.74 Unrealized 0.0%
COP ConocoPhillips 0.9%
Value ($000) $10,840 Shares 155,700 Est. Cost $51.80 Unrealized 0.0%
FLIR Systems Inc 0.9%
Value ($000) $10,705 Shares 205,988 Est. Cost $46.14 Unrealized
XPO XPO Logistics Inc 0.9%
Value ($000) $10,584 Shares 105,650 Est. Cost $29.59 Unrealized +22.6%
Whiting Petroleum Corp 0.8%
Value ($000) $9,980 Shares 189,300 Est. Cost $33.84 Unrealized
EW Edwards Lifesciences Corp 0.8%
Value ($000) $9,913 Shares 68,100 Est. Cost $44.73 Unrealized +4.3%
FISV Fiserv Inc 0.8%
Value ($000) $9,792 Shares 132,160 Est. Cost $64.69 Unrealized +12.2%
BAC Bank of America Corp 0.8%
Value ($000) $9,441 Shares 334,900 Est. Cost $17.89 Unrealized +38.9%
PANW Palo Alto Networks Inc 0.8%
Value ($000) $9,102 Shares 44,300 Est. Cost $29.92 Unrealized +11.4%
JPM JPMorgan Chase & Co 0.8%
Value ($000) $9,019 Shares 86,550 Est. Cost $89.02 Unrealized 0.0%
SVB Financial Group 0.7%
Value ($000) $8,865 Shares 30,700 Est. Cost $234.71 Unrealized
PDP Invesco DWA Momentum ETF 0.7%
Value ($000) $8,805 Shares 159,100 Est. Cost $55.34 Unrealized
SYK Stryker Corp 0.7%
Value ($000) $8,325 Shares 49,300 Est. Cost $149.63 Unrealized +3.4%
DGX Quest Diagnostics Inc 0.7%
Value ($000) $8,048 Shares 73,200 Est. Cost $89.48 Unrealized 0.0%
XBI SPDR S&P Biotech ETF 0.7%
Value ($000) $8,034 Shares 84,400 Est. Cost $88.84 Unrealized
New Relic Inc 0.7%
Value ($000) $7,926 Shares 78,800 Est. Cost $74.12 Unrealized
IWN iShares Russell 2000 Value ETF 0.7%
Value ($000) $7,876 Shares 59,700 Est. Cost $131.93 Unrealized
SBIO ALPS Medical Breakthroughs ETF 0.7%
Value ($000) $7,860 Shares 210,900 Est. Cost $33.22 Unrealized
CNC Centene Corp 0.7%
Value ($000) $7,799 Shares 63,300 Est. Cost $57.67 Unrealized 0.0%
Stars Group Inc 0.6%
Value ($000) $7,725 Shares 212,800 Est. Cost $27.05 Unrealized
SPDR S&P Oil & Gas Exploration & Production ETF 0.6%
Value ($000) $7,617 Shares 176,900 Est. Cost $43.06 Unrealized
SKYY First Trust Cloud Computing ETF 0.6%
Value ($000) $7,504 Shares 141,100 Est. Cost $40.86 Unrealized
FDN First Trust Dow Jones Internet Index Fund 0.6%
Value ($000) $7,353 Shares 53,415 Est. Cost $103.75 Unrealized
IRTC iRhythm Technologies Inc 0.6%
Value ($000) $7,342 Shares 90,495 Est. Cost $45.28 Unrealized +54.4%
MTUM iShares Edge MSCI USA Momentum Factor ETF 0.6%
Value ($000) $7,185 Shares 65,500 Est. Cost $105.92 Unrealized
PSCH Invesco S&P SmallCap Health Care ETF 0.6%
Value ($000) $7,067 Shares 55,000 Est. Cost $128.49 Unrealized
IWM iShares Russell 2000 ETF 0.6%
Value ($000) $7,033 Shares 42,945 Est. Cost $159.11 Unrealized
XYZ Square Inc 0.6%
Value ($000) $6,959 Shares 112,900 Est. Cost $55.00 Unrealized 0.0%
IJR iShares Core S&P Small-Cap ETF 0.6%
Value ($000) $6,952 Shares 83,300 Est. Cost $88.75 Unrealized
VCR Vanguard Consumer Discretionary Index Fund;ETF 0.6%
Value ($000) $6,938 Shares 40,900 Est. Cost $163.39 Unrealized
PNQI Invesco Nasdaq Internet ETF 0.6%
Value ($000) $6,906 Shares 49,600 Est. Cost $139.23 Unrealized
SPHB Invesco S&P 500 High Beta ETF 0.6%
Value ($000) $6,841 Shares 159,200 Est. Cost $42.97 Unrealized
CGI 0.6%
Value ($000) $6,747 Shares 106,547 Est. Cost $57.74 Unrealized
IHI iShares US Medical Devices ETF 0.6%
Value ($000) $6,662 Shares 33,200 Est. Cost $179.38 Unrealized
IHF iShares US Healthcare Providers ETF 0.6%
Value ($000) $6,622 Shares 37,700 Est. Cost $175.65 Unrealized
KWEB KraneShares CSI China Internet ETF 0.6%
Value ($000) $6,607 Shares 110,900 Est. Cost $59.43 Unrealized
ETFMG Prime Mobile Payments ETF 0.5%
Value ($000) $6,559 Shares 169,000 Est. Cost $38.81 Unrealized
CRM Salesforce.Com Inc 0.5%
Value ($000) $6,504 Shares 47,680 Est. Cost $104.80 Unrealized +20.3%
KBE SPDR S&P Bank ETF 0.5%
Value ($000) $6,480 Shares 137,403 Est. Cost $41.88 Unrealized
IAI iShares US Broker-Dealers & Securities Exch ETF 0.5%
Value ($000) $6,475 Shares 101,000 Est. Cost $48.81 Unrealized
DBO Invesco DB Oil Fund 0.5%
Value ($000) $6,436 Shares 516,500 Est. Cost $12.46 Unrealized
SHOP Shopify Inc 0.5%
Value ($000) $6,405 Shares 43,900 Est. Cost $14.15 Unrealized 0.0%
Eldorado Resorts Inc 0.5%
Value ($000) $6,387 Shares 163,347 Est. Cost $33.15 Unrealized
PLNT Planet Fitness Inc 0.5%
Value ($000) $6,345 Shares 144,400 Est. Cost $41.03 Unrealized 0.0%
KCE SPDR S&P Capital Markets ETF 0.5%
Value ($000) $6,325 Shares 109,000 Est. Cost $54.26 Unrealized
AAPL Apple Inc 0.5%
Value ($000) $6,308 Shares 34,076 Est. Cost $30.02 Unrealized +42.4%
TFX Teleflex Inc 0.5%
Value ($000) $6,162 Shares 22,975 Est. Cost $227.23 Unrealized +12.9%
XT iShares Exponential Technologies ETF 0.5%
Value ($000) $6,093 Shares 168,200 Est. Cost $35.64 Unrealized
SLF Sun Life Financial Inc 0.5%
Value ($000) $6,029 Shares 150,200 Est. Cost $40.45 Unrealized +2.3%
BMO Bank of Montreal 0.5%
Value ($000) $5,972 Shares 77,300 Est. Cost $56.92 Unrealized -1.0%
IHS Markit Ltd 0.5%
Value ($000) $5,788 Shares 112,200 Est. Cost $51.59 Unrealized
KEY KeyCorp 0.5%
Value ($000) $5,719 Shares 292,700 Est. Cost $13.98 Unrealized 0.0%
ZTS Zoetis Inc 0.5%
Value ($000) $5,529 Shares 64,900 Est. Cost $78.00 Unrealized +1.9%
ZION Zions Bancorp 0.5%
Value ($000) $5,522 Shares 104,800 Est. Cost $55.19 Unrealized 0.0%
ILMN Illumina Inc 0.5%
Value ($000) $5,502 Shares 19,700 Est. Cost $254.40 Unrealized 0.0%
Spark Therapeutics Inc 0.5%
Value ($000) $5,487 Shares 66,300 Est. Cost $82.76 Unrealized
CNI Canadian National Railway Co 0.5%
Value ($000) $5,471 Shares 66,926 Est. Cost $68.93 Unrealized 0.0%
Canopy Growth Corp 0.5%
Value ($000) $5,407 Shares 184,600 Est. Cost $29.29 Unrealized
XSD SPDR S&P Semiconductor ETF 0.5%
Value ($000) $5,390 Shares 74,600 Est. Cost $70.06 Unrealized
FFTY Innovator IBD 50 ETF 0.4%
Value ($000) $5,332 Shares 151,900 Est. Cost $35.10 Unrealized
IYT iShares Transportation Average ETF 0.4%
Value ($000) $5,326 Shares 28,600 Est. Cost $179.43 Unrealized
ALGN Align Technology Inc 0.4%
Value ($000) $5,269 Shares 15,400 Est. Cost $298.30 Unrealized 0.0%
NVDA NVIDIA Corp 0.4%
Value ($000) $5,141 Shares 21,700 Est. Cost $5.75 Unrealized +4.6%
First Data Corp 0.4%
Value ($000) $5,092 Shares 243,300 Est. Cost $20.93 Unrealized
TXN Texas Instruments Inc 0.4%
Value ($000) $4,950 Shares 44,900 Est. Cost $87.28 Unrealized 0.0%
XNTK SPDR Nyse Technology ETF 0.4%
Value ($000) $4,799 Shares 51,400 Est. Cost $85.19 Unrealized
ISRG Intuitive Surgical Inc 0.4%
Value ($000) $4,737 Shares 9,900 Est. Cost $151.06 Unrealized +1.0%
XRT SPDR S&P Retail ETF 0.4%
Value ($000) $4,730 Shares 97,400 Est. Cost $48.56 Unrealized
Raytheon Co 0.4%
Value ($000) $4,636 Shares 24,000 Est. Cost $156.21 Unrealized
ETFMG Prime Cyber Security ETF 0.4%
Value ($000) $4,570 Shares 123,500 Est. Cost $34.27 Unrealized
QQQ Invesco QQQ Trust Series 1 0.4%
Value ($000) $4,518 Shares 26,320 Est. Cost $171.66 Unrealized
NFLX Netflix Inc 0.4%
Value ($000) $4,462 Shares 11,400 Est. Cost $34.09 Unrealized 0.0%
DPZ Domino's Pizza Inc 0.4%
Value ($000) $4,289 Shares 15,200 Est. Cost $232.22 Unrealized 0.0%
DIA SPDR Dow Jones Industrial Average ETF 0.3%
Value ($000) $4,016 Shares 16,545 Est. Cost $242.73 Unrealized
IGV iShares North American Tech-Software ETF 0.3%
Value ($000) $3,982 Shares 21,800 Est. Cost $171.98 Unrealized
SOXX iShares PHLX Semiconductor ETF 0.3%
Value ($000) $3,939 Shares 22,100 Est. Cost $141.67 Unrealized
IYC iShares US Consumer Services ETF 0.3%
Value ($000) $3,914 Shares 20,200 Est. Cost $193.76 Unrealized
IWP iShares Russell Mid-Cap Growth ETF 0.3%
Value ($000) $3,396 Shares 26,800 Est. Cost $122.94 Unrealized
GGME Invesco Dynamic Media ETF 0.3%
Value ($000) $3,246 Shares 99,800 Est. Cost $32.53 Unrealized
FTV Fortive Corp 0.3%
Value ($000) $3,177 Shares 41,200 Est. Cost $46.29 Unrealized 0.0%
WOOD iShares Global Timber & Forestry ETF 0.2%
Value ($000) $2,820 Shares 36,100 Est. Cost $78.35 Unrealized
FBT First Trust NYSE Arca Biotechnology Index Fund 0.2%
Value ($000) $2,688 Shares 19,200 Est. Cost $140.00 Unrealized
SPDR S&P Oil & Gas Equipment & Services ETF 0.2%
Value ($000) $2,624 Shares 154,700 Est. Cost $16.96 Unrealized
CCJ Cameco Corp 0.2%
Value ($000) $2,603 Shares 231,400 Est. Cost $10.58 Unrealized 0.0%
FINX Global X FinTech ETF 0.2%
Value ($000) $2,344 Shares 90,000 Est. Cost $26.04 Unrealized
MIX Telematics Ltd 0.2%
Value ($000) $2,013 Shares 113,600 Est. Cost $16.54 Unrealized
IYJ iShares US Industrials ETF 0.2%
Value ($000) $1,970 Shares 13,710 Est. Cost $123.51 Unrealized
OKTA Okta Inc 0.1%
Value ($000) $1,627 Shares 32,300 Est. Cost $33.37 Unrealized +42.6%
LNG Cheniere Energy Inc 0.1%
Value ($000) $1,601 Shares 24,560 Est. Cost $61.56 Unrealized 0.0%
VanEck Vectors Russia ETF 0.1%
Value ($000) $1,332 Shares 62,700 Est. Cost $21.24 Unrealized
ILF iShares Latin America 40 ETF 0.1%
Value ($000) $1,317 Shares 44,500 Est. Cost $29.60 Unrealized
CHIQ Global X China Consumer ETF 0.1%
Value ($000) $1,299 Shares 72,900 Est. Cost $17.83 Unrealized
Oasis Petroleum Inc 0.1%
Value ($000) $1,296 Shares 99,900 Est. Cost $12.97 Unrealized
CIGI Colliers International Group Inc 0.1%
Value ($000) $1,272 Shares 16,800 Est. Cost $65.66 Unrealized +8.5%
Kirkland Lake Gold Ltd 0.1%
Value ($000) $1,261 Shares 59,700 Est. Cost $15.47 Unrealized
GWRE Guidewire Software Inc 0.1%
Value ($000) $852 Shares 9,600 Est. Cost $88.52 Unrealized 0.0%
Bausch Health Companies Inc 0.1%
Value ($000) $851 Shares 36,600 Est. Cost $23.25 Unrealized
RJF Raymond James Financial Inc 0.1%
Value ($000) $831 Shares 9,300 Est. Cost $51.32 Unrealized +7.4%
OLLI Ollie's Bargain Outlet Holdings Inc 0.1%
Value ($000) $812 Shares 11,200 Est. Cost $67.54 Unrealized 0.0%
WAL Western Alliance Bancorp 0.1%
Value ($000) $753 Shares 13,300 Est. Cost $52.03 Unrealized 0.0%
NOC Northrop Grumman Corp 0.0%
Value ($000) $492 Shares 1,600 Est. Cost $194.06 Unrealized +50.2%
GPN Global Payments Inc 0.0%
Value ($000) $145 Shares 1,300 Est. Cost $104.12 Unrealized +3.3%