BAROMETER CAPITAL MANAGEMENT INC. Quant / Systematic

CIK: 0001536890 · Show all filings

Period: Q1 2019 (← Previous) (Next →)

Filing Date: Apr 18, 2019

Total Value ($000): $878,393 (100.0% shares, 0.0% debt)

Holdings (137)

WCN Waste Connections Inc 4.0%
Value ($000) $35,043 Shares 296,050 Est. Cost $73.56 Unrealized +6.8%
ENB Enbridge Inc 3.5%
Value ($000) $30,596 Shares 632,139 Est. Cost $21.21 Unrealized +7.9%
PBA Pembina Pipeline Corp 3.0%
Value ($000) $26,745 Shares 544,824 Est. Cost $23.29 Unrealized +3.6%
SU Suncor Energy Inc 2.9%
Value ($000) $25,906 Shares 598,150 Est. Cost $24.80 Unrealized 0.0%
TransCanada Corp 2.8%
Value ($000) $24,490 Shares 408,030 Est. Cost $60.02 Unrealized
FNV Franco-Nevada Corp 2.4%
Value ($000) $21,386 Shares 213,455 Est. Cost $67.59 Unrealized +3.0%
CNI Canadian National Railway Co 2.2%
Value ($000) $19,625 Shares 164,050 Est. Cost $73.71 Unrealized 0.0%
BCE BCE Inc 2.2%
Value ($000) $19,517 Shares 328,900 Est. Cost $27.51 Unrealized 0.0%
Granite Real Estate Investment Trust 2.2%
Value ($000) $19,421 Shares 304,160 Est. Cost $48.28 Unrealized
BMO Bank of Montreal 2.1%
Value ($000) $18,760 Shares 187,620 Est. Cost $55.18 Unrealized 0.0%
V Visa Inc 2.0%
Value ($000) $17,665 Shares 113,100 Est. Cost $117.31 Unrealized +17.1%
RY Royal Bank of Canada 1.8%
Value ($000) $16,131 Shares 160,000 Est. Cost $75.64 Unrealized 0.0%
GIB CGI Inc 1.8%
Value ($000) $16,128 Shares 175,550 Est. Cost $65.67 Unrealized 0.0%
FISV Fiserv Inc 1.8%
Value ($000) $15,912 Shares 180,250 Est. Cost $71.36 Unrealized +15.6%
AMT American Tower Corp 1.8%
Value ($000) $15,905 Shares 81,082 Est. Cost $146.03 Unrealized 0.0%
NEE NextEra Energy Inc 1.8%
Value ($000) $15,760 Shares 81,523 Est. Cost $34.14 Unrealized +13.1%
SBUX Starbucks Corp 1.8%
Value ($000) $15,558 Shares 209,286 Est. Cost $59.25 Unrealized 0.0%
HON Honeywell International Inc 1.7%
Value ($000) $15,080 Shares 94,892 Est. Cost $121.16 Unrealized 0.0%
KMI Kinder Morgan Inc/DE 1.7%
Value ($000) $15,002 Shares 749,750 Est. Cost $12.50 Unrealized 0.0%
DG Dollar General Corp 1.6%
Value ($000) $13,818 Shares 116,130 Est. Cost $98.63 Unrealized +7.7%
MA Mastercard Inc 1.6%
Value ($000) $13,748 Shares 58,472 Est. Cost $207.20 Unrealized 0.0%
MSFT Microsoft Corp 1.5%
Value ($000) $13,085 Shares 110,950 Est. Cost $71.29 Unrealized +43.5%
TD Toronto-Dominion Bank/The 1.5%
Value ($000) $12,889 Shares 179,500 Est. Cost $57.74 Unrealized -4.3%
MRK Merck & Co Inc 1.4%
Value ($000) $12,733 Shares 153,100 Est. Cost $56.50 Unrealized +6.7%
CNQ Canadian Natural Resources Ltd 1.3%
Value ($000) $11,403 Shares 310,800 Est. Cost $9.35 Unrealized 0.0%
CSCO Cisco Systems Inc 1.2%
Value ($000) $10,790 Shares 201,120 Est. Cost $39.35 Unrealized +0.4%
HBM Hudbay Minerals Inc 1.1%
Value ($000) $9,505 Shares 995,300 Est. Cost $6.19 Unrealized 0.0%
AES AES Corp/VA 1.1%
Value ($000) $9,372 Shares 518,350 Est. Cost $11.66 Unrealized +13.0%
VLO Valero Energy Corp 1.0%
Value ($000) $8,699 Shares 102,550 Est. Cost $62.40 Unrealized 0.0%
NYT New York Times Co/The 1.0%
Value ($000) $8,696 Shares 265,100 Est. Cost $27.81 Unrealized 0.0%
FTS Fortis Inc/Canada 1.0%
Value ($000) $8,638 Shares 174,900 Est. Cost $27.19 Unrealized +0.7%
COST Costco Wholesale Corp 1.0%
Value ($000) $8,402 Shares 34,700 Est. Cost $196.69 Unrealized +0.8%
Thomson Reuters Corp 0.9%
Value ($000) $7,699 Shares 97,373 Est. Cost $48.31 Unrealized
Brookfield Asset Management Inc 0.9%
Value ($000) $7,633 Shares 122,600 Est. Cost $58.54 Unrealized
ABT Abbott Laboratories 0.9%
Value ($000) $7,603 Shares 95,500 Est. Cost $62.14 Unrealized +6.4%
TDG TransDigm Group Inc 0.8%
Value ($000) $7,382 Shares 16,260 Est. Cost $301.26 Unrealized 0.0%
AEM Agnico Eagle Mines Ltd 0.8%
Value ($000) $7,315 Shares 125,900 Est. Cost $35.71 Unrealized +1.9%
ECL Ecolab Inc 0.8%
Value ($000) $7,062 Shares 40,000 Est. Cost $137.00 Unrealized +10.2%
ADP Automatic Data Processing Inc 0.8%
Value ($000) $6,949 Shares 43,500 Est. Cost $125.45 Unrealized 0.0%
NTR Nutrien Ltd 0.7%
Value ($000) $6,357 Shares 90,200 Est. Cost $41.21 Unrealized 0.0%
VZ Verizon Communications Inc 0.7%
Value ($000) $6,210 Shares 106,100 Est. Cost $36.28 Unrealized +7.3%
Canadian Pacific Railway Ltd 0.7%
Value ($000) $6,002 Shares 21,800 Est. Cost $275.32 Unrealized
SHOP Shopify Inc 0.7%
Value ($000) $5,986 Shares 21,700 Est. Cost $17.66 Unrealized 0.0%
BSX Boston Scientific Corp 0.7%
Value ($000) $5,976 Shares 155,713 Est. Cost $35.87 Unrealized +6.5%
KEYS Keysight Technologies Inc 0.7%
Value ($000) $5,934 Shares 68,050 Est. Cost $61.83 Unrealized +25.5%
Marathon Oil Corp 0.7%
Value ($000) $5,911 Shares 353,758 Est. Cost $16.71 Unrealized
AWK American Water Works Co Inc 0.7%
Value ($000) $5,901 Shares 56,600 Est. Cost $86.27 Unrealized 0.0%
FCX Freeport-McMoRan Inc 0.7%
Value ($000) $5,894 Shares 459,000 Est. Cost $11.12 Unrealized 0.0%
SPGI S&P Global Inc 0.7%
Value ($000) $5,847 Shares 27,772 Est. Cost $182.65 Unrealized 0.0%
GOOG Alphabet Inc 0.6%
Value ($000) $5,578 Shares 4,754 Est. Cost $55.69 Unrealized 0.0%
AAPL Apple Inc 0.6%
Value ($000) $5,243 Shares 27,600 Est. Cost $40.43 Unrealized 0.0%
UNP Union Pacific Corp 0.6%
Value ($000) $5,106 Shares 30,540 Est. Cost $138.09 Unrealized 0.0%
NFLX Netflix Inc 0.6%
Value ($000) $5,063 Shares 14,200 Est. Cost $34.67 Unrealized 0.0%
LLY Eli Lilly & Co 0.6%
Value ($000) $5,055 Shares 38,959 Est. Cost $93.41 Unrealized +18.8%
PYPL PayPal Holdings Inc 0.6%
Value ($000) $4,880 Shares 46,995 Est. Cost $94.45 Unrealized 0.0%
Hess Corp 0.6%
Value ($000) $4,864 Shares 80,760 Est. Cost $60.23 Unrealized
LOW Lowe's Cos Inc 0.5%
Value ($000) $4,773 Shares 43,600 Est. Cost $88.06 Unrealized 0.0%
QQQ Invesco QQQ Trust Series 1 0.5%
Value ($000) $4,671 Shares 26,000 Est. Cost $154.26 Unrealized
NOW ServiceNow Inc 0.5%
Value ($000) $4,616 Shares 18,725 Est. Cost $43.97 Unrealized 0.0%
SKYY First Trust Cloud Computing ETF 0.5%
Value ($000) $4,545 Shares 78,900 Est. Cost $40.86 Unrealized
EW Edwards Lifesciences Corp 0.5%
Value ($000) $4,501 Shares 23,525 Est. Cost $44.73 Unrealized +27.6%
XSD SPDR S&P Semiconductor ETF 0.5%
Value ($000) $4,475 Shares 57,000 Est. Cost $72.08 Unrealized
SSNC SS&C Technologies Holdings Inc 0.5%
Value ($000) $4,361 Shares 68,468 Est. Cost $55.62 Unrealized 0.0%
FDN First Trust Dow Jones Internet Index Fund 0.5%
Value ($000) $4,348 Shares 31,300 Est. Cost $104.84 Unrealized
FBT First Trust NYSE Arca Biotechnology Index Fund 0.5%
Value ($000) $4,314 Shares 28,600 Est. Cost $148.74 Unrealized
ORLY O'Reilly Automotive Inc 0.5%
Value ($000) $4,314 Shares 11,111 Est. Cost $24.02 Unrealized +0.7%
IHI iShares U.S. Medical Devices ETF 0.5%
Value ($000) $4,306 Shares 18,600 Est. Cost $179.38 Unrealized
SOXX iShares PHLX Semiconductor ETF 0.5%
Value ($000) $4,265 Shares 22,500 Est. Cost $175.61 Unrealized
PLNT Planet Fitness Inc 0.5%
Value ($000) $4,241 Shares 61,710 Est. Cost $60.56 Unrealized +0.0%
ETFMG Prime Mobile Payments ETF 0.5%
Value ($000) $4,232 Shares 98,500 Est. Cost $41.14 Unrealized
MOAT VanEck Vectors Morningstar Wide Moat ETF 0.5%
Value ($000) $4,226 Shares 90,600 Est. Cost $46.49 Unrealized
XHB SPDR S&P Homebuilders ETF 0.5%
Value ($000) $4,202 Shares 109,000 Est. Cost $38.55 Unrealized
CRM salesforce.com Inc 0.5%
Value ($000) $4,181 Shares 26,400 Est. Cost $104.80 Unrealized +46.1%
LNG Cheniere Energy Inc 0.5%
Value ($000) $4,177 Shares 61,097 Est. Cost $65.73 Unrealized 0.0%
WDAY Workday Inc 0.5%
Value ($000) $4,146 Shares 21,500 Est. Cost $181.88 Unrealized 0.0%
QUAL iShares Edge MSCI USA Quality Factor ETF 0.5%
Value ($000) $4,144 Shares 46,800 Est. Cost $88.55 Unrealized
RPD Rapid7 Inc 0.5%
Value ($000) $4,054 Shares 80,100 Est. Cost $42.80 Unrealized 0.0%
Marvell Technology Group Ltd 0.4%
Value ($000) $3,799 Shares 191,580 Est. Cost $19.83 Unrealized
SPDR S&P Oil & Gas Exploration & Production ETF 0.4%
Value ($000) $3,772 Shares 122,700 Est. Cost $30.74 Unrealized
XBI SPDR S&P Biotech ETF 0.4%
Value ($000) $3,676 Shares 40,600 Est. Cost $90.54 Unrealized
VBK Vanguard Small-Cap Growth ETF 0.4%
Value ($000) $3,612 Shares 20,100 Est. Cost $179.70 Unrealized
ARKK ARK Innovation ETF 0.4%
Value ($000) $3,505 Shares 75,000 Est. Cost $44.93 Unrealized
INCY Incyte Corp 0.4%
Value ($000) $3,320 Shares 38,600 Est. Cost $81.36 Unrealized 0.0%
FXI iShares China Large-Cap ETF 0.4%
Value ($000) $3,307 Shares 74,700 Est. Cost $40.78 Unrealized
ITB iShares U.S. Home Construction ETF 0.4%
Value ($000) $3,302 Shares 93,700 Est. Cost $30.04 Unrealized
IGV iShares Expanded Tech-Software Sector ETF 0.4%
Value ($000) $3,268 Shares 15,500 Est. Cost $181.31 Unrealized
CIBR First Trust NASDAQ Cybersecurity ETF 0.4%
Value ($000) $3,170 Shares 112,800 Est. Cost $28.10 Unrealized
AMD Advanced Micro Devices Inc 0.4%
Value ($000) $3,139 Shares 123,000 Est. Cost $22.70 Unrealized 0.0%
KWEB KraneShares CSI China Internet ETF 0.3%
Value ($000) $3,071 Shares 65,200 Est. Cost $37.50 Unrealized
SPDR S&P Oil & Gas Equipment & Services ETF 0.3%
Value ($000) $3,060 Shares 264,900 Est. Cost $11.55 Unrealized
ILF iShares Latin America 40 ETF 0.3%
Value ($000) $2,991 Shares 90,000 Est. Cost $32.17 Unrealized
ARKG ARK Genomic Revolution Multi-Sector ETF 0.3%
Value ($000) $2,959 Shares 90,000 Est. Cost $32.88 Unrealized
Crescent Point Energy Corp 0.3%
Value ($000) $2,913 Shares 672,800 Est. Cost $4.33 Unrealized
ARKW ARK Web x.0 ETF 0.3%
Value ($000) $2,896 Shares 55,900 Est. Cost $57.59 Unrealized
INDY iShares India 50 ETF 0.3%
Value ($000) $2,666 Shares 70,300 Est. Cost $35.68 Unrealized
PANW Palo Alto Networks Inc 0.3%
Value ($000) $2,647 Shares 10,900 Est. Cost $37.09 Unrealized 0.0%
FFTY Innovator IBD 50 ETF 0.3%
Value ($000) $2,610 Shares 77,875 Est. Cost $33.52 Unrealized
COPX Global X Copper Miners ETF 0.3%
Value ($000) $2,586 Shares 118,300 Est. Cost $21.86 Unrealized
IGM iShares Expanded Tech Sector ETF 0.3%
Value ($000) $2,557 Shares 12,400 Est. Cost $206.21 Unrealized
FXL First Trust Technology AlphaDEX Fund 0.3%
Value ($000) $2,557 Shares 40,000 Est. Cost $63.92 Unrealized
ETFMG Prime Cyber Security ETF 0.3%
Value ($000) $2,501 Shares 62,500 Est. Cost $34.14 Unrealized
IYJ iShares U.S. Industrials ETF 0.3%
Value ($000) $2,489 Shares 16,400 Est. Cost $149.05 Unrealized
EEM iShares MSCI Emerging Markets ETF 0.3%
Value ($000) $2,489 Shares 58,000 Est. Cost $39.06 Unrealized
AQN Algonquin Power & Utilities Corp 0.3%
Value ($000) $2,242 Shares 149,200 Est. Cost $7.49 Unrealized +3.2%
XMMO Invesco Russell MidCap Pure Growth ETF 0.2%
Value ($000) $2,104 Shares 37,200 Est. Cost $56.56 Unrealized
FirstService Corp 0.2%
Value ($000) $1,952 Shares 16,400 Est. Cost $119.02 Unrealized
CMI Cummins Inc 0.2%
Value ($000) $1,831 Shares 11,600 Est. Cost $125.76 Unrealized 0.0%
TAN Invesco Solar ETF 0.2%
Value ($000) $1,804 Shares 77,900 Est. Cost $20.18 Unrealized
GDXJ VanEck Vectors Junior Gold Miners ETF 0.2%
Value ($000) $1,748 Shares 55,100 Est. Cost $30.93 Unrealized
ASHR Xtrackers Harvest CSI 300 China A-Shares ETF 0.2%
Value ($000) $1,715 Shares 59,700 Est. Cost $28.73 Unrealized
ROBO ROBO Global Robotics and Automation Index ETF 0.2%
Value ($000) $1,650 Shares 42,600 Est. Cost $38.73 Unrealized
VCR Vanguard Consumer Discretionary ETF 0.2%
Value ($000) $1,638 Shares 9,500 Est. Cost $163.39 Unrealized
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF 0.2%
Value ($000) $1,470 Shares 25,000 Est. Cost $51.62 Unrealized
GDX VanEck Vectors Gold Miners ETF 0.1%
Value ($000) $1,213 Shares 54,100 Est. Cost $22.42 Unrealized
IYT iShares Transportation Average ETF 0.1%
Value ($000) $1,198 Shares 6,400 Est. Cost $187.19 Unrealized
ITA iShares US Aerospace & Defense ETF 0.1%
Value ($000) $1,197 Shares 6,000 Est. Cost $199.50 Unrealized
DBB Invesco DB Base Metals Fund 0.1%
Value ($000) $1,067 Shares 62,600 Est. Cost $17.04 Unrealized
VRSK Verisk Analytics Inc 0.1%
Value ($000) $1,011 Shares 7,600 Est. Cost $116.34 Unrealized 0.0%
KIE SPDR S&P Insurance ETF 0.1%
Value ($000) $1,004 Shares 32,500 Est. Cost $32.06 Unrealized
IYG iShares U.S. Financial Services ETF 0.1%
Value ($000) $998 Shares 8,000 Est. Cost $124.75 Unrealized
IQV IQVIA Holdings Inc 0.1%
Value ($000) $988 Shares 6,870 Est. Cost $133.30 Unrealized 0.0%
VRTX Vertex Pharmaceuticals Inc 0.1%
Value ($000) $975 Shares 5,300 Est. Cost $184.70 Unrealized 0.0%
CHGG Chegg Inc 0.1%
Value ($000) $953 Shares 25,000 Est. Cost $36.43 Unrealized 0.0%
XME SPDR S&P Metals & Mining ETF 0.1%
Value ($000) $620 Shares 20,900 Est. Cost $29.67 Unrealized
WTW Willis Towers Watson PLC 0.1%
Value ($000) $619 Shares 3,525 Est. Cost $151.12 Unrealized 0.0%
C Citigroup Inc 0.1%
Value ($000) $604 Shares 9,700 Est. Cost $48.78 Unrealized 0.0%
Tableau Software Inc 0.1%
Value ($000) $522 Shares 4,100 Est. Cost $120.00 Unrealized
Ingersoll-Rand PLC 0.1%
Value ($000) $443 Shares 4,100 Est. Cost $108.05 Unrealized
KLDO Kaleido Biosciences Inc 0.1%
Value ($000) $443 Shares 30,573 Est. Cost $13.76 Unrealized 0.0%
NKE NIKE Inc 0.0%
Value ($000) $429 Shares 5,100 Est. Cost $75.37 Unrealized 0.0%
BAC Bank of America Corp 0.0%
Value ($000) $408 Shares 14,800 Est. Cost $22.80 Unrealized +4.8%
COP ConocoPhillips 0.0%
Value ($000) $400 Shares 6,000 Est. Cost $52.98 Unrealized 0.0%
SVB Financial Group 0.0%
Value ($000) $356 Shares 1,600 Est. Cost $222.50 Unrealized
BABA Alibaba Group Holding Ltd 0.0%
Value ($000) $328 Shares 1,800 Est. Cost $182.22 Unrealized
ADI Analog Devices Inc 0.0%
Value ($000) $265 Shares 2,515 Est. Cost $88.44 Unrealized 0.0%
AMZN Amazon.com Inc 0.0%
Value ($000) $246 Shares 138 Est. Cost $83.22 Unrealized 0.0%
MSI Motorola Solutions Inc 0.0%
Value ($000) $140 Shares 1,000 Est. Cost $102.61 Unrealized +15.3%