BAROMETER CAPITAL MANAGEMENT INC. Quant / Systematic

CIK: 0001536890 · Show all filings

Period: Q3 2018 (← Previous) (Next →)

Filing Date: Oct 5, 2018

Total Value ($000): $1,286,699 (100.0% shares, 0.0% debt)

Holdings (142)

V Visa Inc 2.6%
Value ($000) $33,564 Shares 223,627 Est. Cost $87.49 Unrealized +54.4%
MSFT Microsoft Corp 2.5%
Value ($000) $32,362 Shares 282,958 Est. Cost $55.59 Unrealized +81.4%
BMO Bank of Montreal 2.2%
Value ($000) $28,667 Shares 347,350 Est. Cost $58.55 Unrealized +0.8%
AMZN Amazon.com Inc 2.1%
Value ($000) $27,615 Shares 13,787 Est. Cost $77.36 Unrealized +21.5%
UNH UnitedHealth Group Inc 2.1%
Value ($000) $26,875 Shares 101,020 Est. Cost $212.11 Unrealized +8.7%
MSCI MSCI Inc 2.0%
Value ($000) $25,976 Shares 146,419 Est. Cost $132.15 Unrealized +21.7%
CNI Canadian National Railway Co 2.0%
Value ($000) $25,676 Shares 285,926 Est. Cost $74.36 Unrealized +2.2%
COST Costco Wholesale Corp 1.9%
Value ($000) $24,985 Shares 106,375 Est. Cost $177.76 Unrealized +14.3%
HCA HCA Healthcare Inc 1.9%
Value ($000) $24,805 Shares 178,300 Est. Cost $90.31 Unrealized +29.1%
Canadian Pacific Railway Ltd 1.8%
Value ($000) $23,504 Shares 110,900 Est. Cost $183.02 Unrealized
TD Toronto-Dominion Bank 1.8%
Value ($000) $22,905 Shares 376,735 Est. Cost $57.74 Unrealized +3.1%
MSI Motorola Solutions Inc 1.7%
Value ($000) $21,916 Shares 168,400 Est. Cost $102.61 Unrealized +9.0%
JPM JPMorgan Chase & Co 1.7%
Value ($000) $21,568 Shares 191,135 Est. Cost $91.00 Unrealized +1.8%
ADBE Adobe Systems Inc 1.6%
Value ($000) $20,900 Shares 77,420 Est. Cost $197.77 Unrealized +30.4%
ELV Anthem Inc 1.6%
Value ($000) $20,655 Shares 75,370 Est. Cost $235.52 Unrealized 0.0%
AAPL Apple Inc 1.6%
Value ($000) $20,469 Shares 90,676 Est. Cost $42.04 Unrealized +17.2%
HD Home Depot Inc 1.5%
Value ($000) $19,633 Shares 94,775 Est. Cost $155.00 Unrealized +8.4%
Hess Corp 1.5%
Value ($000) $19,141 Shares 267,403 Est. Cost $65.86 Unrealized
UNP Union Pacific Corp 1.5%
Value ($000) $19,105 Shares 117,330 Est. Cost $117.30 Unrealized +8.9%
MA Mastercard Inc 1.4%
Value ($000) $18,432 Shares 82,800 Est. Cost $182.29 Unrealized +9.9%
LLY Eli Lilly and Co 1.3%
Value ($000) $17,046 Shares 158,845 Est. Cost $90.28 Unrealized 0.0%
VZ Verizon Communications Inc 1.3%
Value ($000) $16,447 Shares 308,050 Est. Cost $35.64 Unrealized 0.0%
CNC Centene Corp 1.2%
Value ($000) $16,001 Shares 110,520 Est. Cost $62.69 Unrealized +10.7%
NEE Nextera Energy Inc 1.2%
Value ($000) $15,704 Shares 93,700 Est. Cost $33.92 Unrealized +4.5%
LOW Lowe's Companies Inc 1.2%
Value ($000) $15,110 Shares 131,600 Est. Cost $91.02 Unrealized 0.0%
PFE Pfizer Inc 1.2%
Value ($000) $14,993 Shares 340,200 Est. Cost $27.65 Unrealized 0.0%
NVDA NVIDIA Corp 1.2%
Value ($000) $14,870 Shares 52,915 Est. Cost $6.16 Unrealized +4.6%
NTR Nutrien Ltd 1.1%
Value ($000) $14,327 Shares 248,300 Est. Cost $43.08 Unrealized 0.0%
WCN Waste Connections Inc 1.1%
Value ($000) $13,743 Shares 172,277 Est. Cost $47.70 Unrealized +56.4%
HON Honeywell International Inc 1.0%
Value ($000) $13,478 Shares 81,000 Est. Cost $121.60 Unrealized 0.0%
AMGN Amgen Inc 1.0%
Value ($000) $13,204 Shares 63,700 Est. Cost $157.37 Unrealized 0.0%
United Technologies Corp 1.0%
Value ($000) $12,415 Shares 88,800 Est. Cost $139.81 Unrealized
First Data Corp 1.0%
Value ($000) $12,250 Shares 500,600 Est. Cost $22.75 Unrealized
MEOH Methanex Corp 0.9%
Value ($000) $11,770 Shares 148,800 Est. Cost $67.05 Unrealized +8.5%
ENB Enbridge Inc 0.9%
Value ($000) $11,482 Shares 355,600 Est. Cost $21.97 Unrealized 0.0%
NTAP NetApp Inc 0.8%
Value ($000) $10,891 Shares 126,800 Est. Cost $67.55 Unrealized 0.0%
BBY Best Buy Co Inc 0.8%
Value ($000) $10,872 Shares 137,000 Est. Cost $58.51 Unrealized 0.0%
Granite Real Estate Investment Trust 0.8%
Value ($000) $10,114 Shares 235,650 Est. Cost $42.92 Unrealized
FLIR Systems Inc 0.8%
Value ($000) $10,103 Shares 164,363 Est. Cost $46.14 Unrealized
EW Edwards Lifesciences Corp 0.8%
Value ($000) $9,941 Shares 57,100 Est. Cost $44.73 Unrealized +9.3%
LMT Lockheed Martin Corp 0.8%
Value ($000) $9,825 Shares 28,400 Est. Cost $264.26 Unrealized 0.0%
XYZ Square Inc 0.8%
Value ($000) $9,822 Shares 99,200 Est. Cost $55.00 Unrealized +40.2%
BA Boeing Co 0.8%
Value ($000) $9,781 Shares 26,300 Est. Cost $176.89 Unrealized +91.7%
FISV Fiserv Inc 0.8%
Value ($000) $9,729 Shares 118,100 Est. Cost $64.69 Unrealized +21.3%
SPHB Invesco S&P 500 High Beta ETF 0.7%
Value ($000) $9,098 Shares 202,400 Est. Cost $43.39 Unrealized
SPGI S&P Global Inc 0.7%
Value ($000) $9,066 Shares 46,400 Est. Cost $173.14 Unrealized +11.8%
KIE SPDR S&P Insurance ETF 0.7%
Value ($000) $8,938 Shares 278,800 Est. Cost $32.06 Unrealized
SVB Financial Group 0.7%
Value ($000) $8,863 Shares 28,513 Est. Cost $234.71 Unrealized
XSD SPDR S&P Semiconductor ETF 0.7%
Value ($000) $8,646 Shares 113,900 Est. Cost $72.08 Unrealized
HQY HealthEquity Inc 0.6%
Value ($000) $8,166 Shares 86,500 Est. Cost $86.15 Unrealized 0.0%
IAI iShares US Broker-Dealers & Securities Exch ETF 0.6%
Value ($000) $7,947 Shares 127,700 Est. Cost $51.62 Unrealized
MTUM iShares Edge MSCI USA Momentum Factor ETF 0.6%
Value ($000) $7,925 Shares 66,600 Est. Cost $106.14 Unrealized
ISRG Intuitive Surgical Inc 0.6%
Value ($000) $7,864 Shares 13,700 Est. Cost $158.41 Unrealized +12.1%
PANW Palo Alto Networks Inc 0.6%
Value ($000) $7,783 Shares 34,550 Est. Cost $29.92 Unrealized +21.7%
IRTC iRhythm Technologies Inc 0.6%
Value ($000) $7,700 Shares 81,345 Est. Cost $45.28 Unrealized +92.3%
FXR First Trust Industrials/Producer Drbls AlphaDEX Fd 0.6%
Value ($000) $7,656 Shares 180,700 Est. Cost $42.37 Unrealized
Pandora Media Inc 0.6%
Value ($000) $7,595 Shares 798,650 Est. Cost $9.51 Unrealized
IYT iShares Transportation Average ETF 0.6%
Value ($000) $7,548 Shares 36,900 Est. Cost $185.08 Unrealized
PBA Pembina Pipeline Corp 0.6%
Value ($000) $7,509 Shares 220,904 Est. Cost $22.01 Unrealized +5.2%
IYC iShares US Consumer Services ETF 0.6%
Value ($000) $7,453 Shares 35,200 Est. Cost $201.42 Unrealized
ECL Ecolab Inc 0.6%
Value ($000) $7,431 Shares 47,400 Est. Cost $137.00 Unrealized 0.0%
VNM VanEck Vectors Vietnam ETF 0.6%
Value ($000) $7,257 Shares 431,700 Est. Cost $16.81 Unrealized
CRM Salesforce.Com Inc 0.6%
Value ($000) $7,217 Shares 45,380 Est. Cost $104.80 Unrealized +39.9%
ILMN Illumina Inc 0.6%
Value ($000) $7,158 Shares 19,500 Est. Cost $254.40 Unrealized +26.0%
IYJ iShares US Industrials ETF 0.6%
Value ($000) $7,120 Shares 45,600 Est. Cost $146.33 Unrealized
SKYY First Trust Cloud Computing ETF 0.6%
Value ($000) $7,079 Shares 124,800 Est. Cost $40.86 Unrealized
CGI Group Inc 0.5%
Value ($000) $7,076 Shares 109,747 Est. Cost $57.93 Unrealized
PLNT Planet Fitness Inc 0.5%
Value ($000) $6,970 Shares 129,000 Est. Cost $41.03 Unrealized +21.0%
Ingersoll-Rand PLC 0.5%
Value ($000) $6,956 Shares 67,995 Est. Cost $102.30 Unrealized
VCR Vanguard Consumer Discretionary Index Fund;ETF 0.5%
Value ($000) $6,875 Shares 38,100 Est. Cost $163.39 Unrealized
ARKW ARK Web X.0 ETF 0.5%
Value ($000) $6,842 Shares 118,800 Est. Cost $57.59 Unrealized
ETFMG Prime Mobile Payments ETF 0.5%
Value ($000) $6,818 Shares 158,900 Est. Cost $38.81 Unrealized
IHI iShares US Medical Devices ETF 0.5%
Value ($000) $6,802 Shares 29,900 Est. Cost $179.38 Unrealized
XLG Invesco S&P 500 Top 50 ETF 0.5%
Value ($000) $6,714 Shares 32,100 Est. Cost $209.16 Unrealized
PSCI Invesco S&P SmallCap Industrials ETF 0.5%
Value ($000) $6,679 Shares 91,000 Est. Cost $73.40 Unrealized
FXN First Trust Energy AlphaDEX Fund 0.5%
Value ($000) $6,584 Shares 376,200 Est. Cost $17.50 Unrealized
IQV IQVIA Holdings Inc 0.5%
Value ($000) $6,565 Shares 50,600 Est. Cost $120.08 Unrealized 0.0%
ROBO ROBO Global Robotics and Automation Index ETF 0.5%
Value ($000) $6,537 Shares 156,200 Est. Cost $41.85 Unrealized
Enerplus Corp 0.5%
Value ($000) $6,534 Shares 529,500 Est. Cost $11.71 Unrealized
DSGX Descartes Systems Group Inc 0.5%
Value ($000) $6,526 Shares 192,500 Est. Cost $33.76 Unrealized 0.0%
TDOC Teladoc Health Inc 0.5%
Value ($000) $6,519 Shares 75,500 Est. Cost $71.27 Unrealized 0.0%
Eldorado Resorts Inc 0.5%
Value ($000) $6,340 Shares 130,447 Est. Cost $33.15 Unrealized
EWW iShares MSCI Mexico ETF 0.5%
Value ($000) $6,301 Shares 123,000 Est. Cost $51.23 Unrealized
IGV iShares North American Tech-Software ETF 0.5%
Value ($000) $6,231 Shares 30,400 Est. Cost $181.31 Unrealized
BFAM Bright Horizons Family Solutions Inc 0.5%
Value ($000) $6,151 Shares 52,200 Est. Cost $112.96 Unrealized 0.0%
TXT Textron Inc 0.5%
Value ($000) $5,932 Shares 83,000 Est. Cost $67.56 Unrealized 0.0%
ITA iShares US Aerospace & Defense ETF 0.5%
Value ($000) $5,930 Shares 27,400 Est. Cost $216.42 Unrealized
WAB Westinghouse Air Brake Technologies Corp 0.5%
Value ($000) $5,842 Shares 55,700 Est. Cost $103.16 Unrealized 0.0%
FBT First Trust NYSE Arca Biotechnology Index ETF 0.4%
Value ($000) $5,769 Shares 36,400 Est. Cost $148.74 Unrealized
BSX Boston Scientific Corp 0.4%
Value ($000) $5,748 Shares 149,300 Est. Cost $34.93 Unrealized 0.0%
Oasis Petroleum Inc 0.4%
Value ($000) $5,713 Shares 402,900 Est. Cost $13.88 Unrealized
PJP Invesco Dynamic Pharmaceuticals ETF 0.4%
Value ($000) $5,712 Shares 77,700 Est. Cost $73.51 Unrealized
SU Suncor Energy Inc 0.4%
Value ($000) $5,684 Shares 146,900 Est. Cost $28.10 Unrealized +8.4%
XAR SPDR S&P Aerospace & Defense ETF 0.4%
Value ($000) $5,605 Shares 56,300 Est. Cost $99.56 Unrealized
PSCH Invesco S&P SmallCap Health Care ETF 0.4%
Value ($000) $5,531 Shares 39,400 Est. Cost $128.49 Unrealized
MOAT VanEck Vectors Morningstar Wide Moat ETF 0.4%
Value ($000) $5,465 Shares 116,900 Est. Cost $46.75 Unrealized
XT iShares Exponential Technologies ETF 0.4%
Value ($000) $5,436 Shares 140,400 Est. Cost $35.64 Unrealized
GOOGL Alphabet Inc 0.4%
Value ($000) $5,432 Shares 4,500 Est. Cost $60.08 Unrealized 0.0%
GWRE Guidewire Software Inc 0.4%
Value ($000) $5,313 Shares 52,600 Est. Cost $94.71 Unrealized +1.5%
LNG Cheniere Energy Inc 0.4%
Value ($000) $5,274 Shares 75,900 Est. Cost $63.51 Unrealized +1.5%
FDN First Trust Dow Jones Internet Index ETF 0.4%
Value ($000) $5,237 Shares 37,000 Est. Cost $103.75 Unrealized
ALGN Align Technology Inc 0.4%
Value ($000) $5,047 Shares 12,900 Est. Cost $298.30 Unrealized +23.7%
GPN Global Payments Inc 0.4%
Value ($000) $4,969 Shares 39,000 Est. Cost $114.14 Unrealized +0.3%
THD Ishares Msci Thailand Etf 0.4%
Value ($000) $4,828 Shares 51,200 Est. Cost $94.30 Unrealized
FFTY Innovator IBD 50 ETF 0.4%
Value ($000) $4,763 Shares 123,900 Est. Cost $35.10 Unrealized
DXJ WisdomTree Japan Hedged Equity ETF 0.4%
Value ($000) $4,677 Shares 80,700 Est. Cost $57.96 Unrealized
GOOS Canada Goose Holdings Inc 0.4%
Value ($000) $4,666 Shares 72,300 Est. Cost $58.37 Unrealized 0.0%
DBO Invesco DB Oil Fund 0.4%
Value ($000) $4,630 Shares 343,500 Est. Cost $12.46 Unrealized
ETFMG Prime Cyber Security ETF 0.3%
Value ($000) $4,322 Shares 107,700 Est. Cost $34.27 Unrealized
VIS Vanguard Industrials Index Fund;ETF 0.3%
Value ($000) $4,151 Shares 28,100 Est. Cost $147.72 Unrealized
SBIO ALPS Medical Breakthroughs ETF 0.3%
Value ($000) $4,020 Shares 102,100 Est. Cost $33.22 Unrealized
XME SPDR S&P Metals & Mining ETF 0.3%
Value ($000) $4,010 Shares 117,400 Est. Cost $34.16 Unrealized
IHF iShares US Healthcare Providers ETF 0.3%
Value ($000) $3,797 Shares 19,000 Est. Cost $175.65 Unrealized
KBE SPDR S&P Bank ETF 0.3%
Value ($000) $3,651 Shares 78,403 Est. Cost $41.88 Unrealized
MGK Vanguard Mega Cap Growth Index Fund;ETF 0.3%
Value ($000) $3,512 Shares 27,400 Est. Cost $128.18 Unrealized
PDP Invesco DWA Momentum ETF 0.3%
Value ($000) $3,498 Shares 58,700 Est. Cost $55.34 Unrealized
Kansas City Southern 0.3%
Value ($000) $3,311 Shares 29,225 Est. Cost $113.29 Unrealized
AMD Advanced Micro Devices Inc 0.3%
Value ($000) $3,265 Shares 105,700 Est. Cost $22.57 Unrealized 0.0%
TNDM Tandem Diabetes Care Inc 0.3%
Value ($000) $3,256 Shares 76,000 Est. Cost $34.92 Unrealized 0.0%
FINX Global X FinTech ETF 0.2%
Value ($000) $2,979 Shares 103,600 Est. Cost $26.40 Unrealized
SPDR S&P Oil & Gas Exploration & Production ETF 0.2%
Value ($000) $2,922 Shares 67,500 Est. Cost $43.06 Unrealized
CM Canadian Imperial Bank of Commerce 0.2%
Value ($000) $2,869 Shares 30,600 Est. Cost $32.25 Unrealized 0.0%
EWT Ishares Msci Taiwan ETF 0.2%
Value ($000) $2,831 Shares 75,100 Est. Cost $37.70 Unrealized
IXJ iShares Global Healthcare ETF 0.2%
Value ($000) $2,815 Shares 44,700 Est. Cost $62.98 Unrealized
ARKK ARK Innovation ETF 0.2%
Value ($000) $2,741 Shares 57,900 Est. Cost $47.34 Unrealized
EWL Ishares Msci Switzerland ETF 0.2%
Value ($000) $2,414 Shares 69,600 Est. Cost $34.68 Unrealized
IBUY Amplify Online Retail ETF 0.2%
Value ($000) $2,093 Shares 40,300 Est. Cost $51.94 Unrealized
PNQI Invesco Nasdaq Internet ETF 0.2%
Value ($000) $2,087 Shares 15,500 Est. Cost $139.23 Unrealized
RMD Resmed Inc 0.2%
Value ($000) $1,995 Shares 17,300 Est. Cost $102.22 Unrealized 0.0%
LIT Global X Lithium & Battery Tech ETF 0.2%
Value ($000) $1,970 Shares 59,800 Est. Cost $32.94 Unrealized
XRT SPDR S&P Retail ETF 0.1%
Value ($000) $1,862 Shares 36,500 Est. Cost $48.56 Unrealized
Brookfield Asset Management Inc 0.1%
Value ($000) $1,781 Shares 40,000 Est. Cost $44.52 Unrealized
ARKQ ARK Industrial Innovation ETF 0.1%
Value ($000) $1,769 Shares 49,100 Est. Cost $36.03 Unrealized
Global X MSCI Norway ETF 0.1%
Value ($000) $1,522 Shares 100,000 Est. Cost $15.22 Unrealized
Continental Resources Inc 0.1%
Value ($000) $1,427 Shares 20,900 Est. Cost $68.28 Unrealized
CIGI Colliers International Group Inc 0.1%
Value ($000) $1,311 Shares 16,900 Est. Cost $65.66 Unrealized +19.8%
IHS Markit Ltd 0.1%
Value ($000) $955 Shares 17,700 Est. Cost $51.59 Unrealized
Gran Tierra Energy Inc 0.1%
Value ($000) $855 Shares 223,800 Est. Cost $3.82 Unrealized
Brookfield Property Partners LP 0.1%
Value ($000) $752 Shares 36,000 Est. Cost $20.89 Unrealized
COP ConocoPhillips 0.0%
Value ($000) $511 Shares 6,600 Est. Cost $51.80 Unrealized +8.8%
New Relic Inc 0.0%
Value ($000) $457 Shares 4,850 Est. Cost $74.12 Unrealized
XLK Technology Select Sector SPDR Fund 0.0%
Value ($000) $75 Shares 1,000 Est. Cost $75.00 Unrealized