BAROMETER CAPITAL MANAGEMENT INC. Quant / Systematic

CIK: 0001536890 · Show all filings

Period: Q2 2019 (← Previous) (Next →)

Filing Date: Aug 13, 2019

Total Value ($000): $768,713 (100.0% shares, 0.0% debt)

Holdings (123)

WCN Waste Connections Inc 3.4%
Value ($000) $26,069 Shares 272,750 Est. Cost $73.56 Unrealized +19.7%
V Visa Inc 2.7%
Value ($000) $21,034 Shares 121,200 Est. Cost $119.92 Unrealized +30.4%
RY Royal Bank of Canada 2.6%
Value ($000) $19,819 Shares 252,050 Est. Cost $76.55 Unrealized +2.1%
TRP TC Energy Corp 2.4%
Value ($000) $18,217 Shares 367,873 Est. Cost $34.25 Unrealized 0.0%
PBA Pembina Pipeline Corp 2.3%
Value ($000) $17,906 Shares 483,166 Est. Cost $23.29 Unrealized +7.8%
DIS Walt Disney Co/The 2.3%
Value ($000) $17,361 Shares 125,099 Est. Cost $128.01 Unrealized 0.0%
SBUX Starbucks Corp 2.1%
Value ($000) $15,850 Shares 189,786 Est. Cost $59.25 Unrealized +14.6%
AMT American Tower Corp 2.0%
Value ($000) $15,735 Shares 76,964 Est. Cost $146.03 Unrealized +15.2%
AWK American Water Works Co Inc 2.0%
Value ($000) $15,370 Shares 132,500 Est. Cost $92.70 Unrealized +5.2%
MSFT Microsoft Corp 2.0%
Value ($000) $15,025 Shares 112,160 Est. Cost $71.81 Unrealized +66.4%
ECL Ecolab Inc 1.9%
Value ($000) $14,986 Shares 75,900 Est. Cost $154.13 Unrealized +12.4%
BCE BCE Inc 1.9%
Value ($000) $14,974 Shares 329,250 Est. Cost $27.51 Unrealized +6.0%
Canadian Pacific Railway Ltd 1.9%
Value ($000) $14,914 Shares 63,400 Est. Cost $249.02 Unrealized
MA Mastercard Inc 1.9%
Value ($000) $14,817 Shares 56,079 Est. Cost $207.20 Unrealized +16.5%
COST Costco Wholesale Corp 1.9%
Value ($000) $14,812 Shares 56,050 Est. Cost $208.08 Unrealized +8.9%
FNV Franco-Nevada Corp 1.9%
Value ($000) $14,756 Shares 173,845 Est. Cost $67.59 Unrealized +5.1%
KMI Kinder Morgan Inc/DE 1.9%
Value ($000) $14,739 Shares 714,450 Est. Cost $12.50 Unrealized +9.3%
ALL Allstate Corp/The 1.9%
Value ($000) $14,348 Shares 141,100 Est. Cost $83.49 Unrealized 0.0%
TRV Travelers Cos Inc/The 1.8%
Value ($000) $13,711 Shares 91,700 Est. Cost $124.99 Unrealized 0.0%
TD Toronto-Dominion Bank/The 1.8%
Value ($000) $13,607 Shares 235,400 Est. Cost $57.39 Unrealized -2.0%
PGR Progressive Corp/The 1.8%
Value ($000) $13,543 Shares 169,645 Est. Cost $63.47 Unrealized 0.0%
Granite Real Estate Investment Trust 1.8%
Value ($000) $13,492 Shares 296,550 Est. Cost $48.28 Unrealized
FISV Fiserv Inc 1.7%
Value ($000) $12,822 Shares 140,650 Est. Cost $71.36 Unrealized +22.8%
GIB CGI Inc 1.7%
Value ($000) $12,717 Shares 165,650 Est. Cost $65.67 Unrealized +10.1%
PG Procter & Gamble Co/The 1.6%
Value ($000) $12,638 Shares 116,000 Est. Cost $90.50 Unrealized 0.0%
FTS Fortis Inc/Canada 1.6%
Value ($000) $12,559 Shares 318,200 Est. Cost $28.20 Unrealized +4.4%
SPGI S&P Global Inc 1.4%
Value ($000) $10,873 Shares 47,733 Est. Cost $192.65 Unrealized +7.2%
BSX Boston Scientific Corp 1.4%
Value ($000) $10,560 Shares 245,685 Est. Cost $36.82 Unrealized +4.5%
ADP Automatic Data Processing Inc 1.3%
Value ($000) $10,300 Shares 62,300 Est. Cost $130.13 Unrealized +8.3%
ENB Enbridge Inc 1.3%
Value ($000) $9,895 Shares 274,245 Est. Cost $21.21 Unrealized +10.8%
CCI Crown Castle International Corp 1.3%
Value ($000) $9,789 Shares 75,100 Est. Cost $96.59 Unrealized 0.0%
MCD McDonald's Corp 1.2%
Value ($000) $9,456 Shares 45,535 Est. Cost $169.75 Unrealized 0.0%
MDLZ Mondelez International Inc 1.2%
Value ($000) $9,287 Shares 172,300 Est. Cost $44.10 Unrealized 0.0%
NYT New York Times Co/The 1.1%
Value ($000) $8,625 Shares 264,800 Est. Cost $27.81 Unrealized +12.7%
CSCO Cisco Systems Inc 1.0%
Value ($000) $7,655 Shares 140,742 Est. Cost $39.35 Unrealized +14.8%
NEE NextEra Energy Inc 1.0%
Value ($000) $7,536 Shares 36,785 Est. Cost $34.14 Unrealized +22.4%
HLT Hilton Worldwide Holdings Inc 1.0%
Value ($000) $7,534 Shares 77,080 Est. Cost $89.15 Unrealized 0.0%
EL Estee Lauder Cos Inc/The 1.0%
Value ($000) $7,508 Shares 41,000 Est. Cost $156.93 Unrealized 0.0%
TDG TransDigm Group Inc 0.9%
Value ($000) $7,192 Shares 14,865 Est. Cost $301.26 Unrealized +15.3%
PYPL PayPal Holdings Inc 0.9%
Value ($000) $7,121 Shares 62,212 Est. Cost $98.39 Unrealized +12.4%
Barrick Gold Corp 0.9%
Value ($000) $6,915 Shares 438,500 Est. Cost $15.77 Unrealized
Thomson Reuters Corp 0.8%
Value ($000) $5,786 Shares 89,767 Est. Cost $48.31 Unrealized
VRSK Verisk Analytics Inc 0.7%
Value ($000) $5,565 Shares 38,000 Est. Cost $131.34 Unrealized +2.9%
NOW ServiceNow Inc 0.7%
Value ($000) $5,490 Shares 19,995 Est. Cost $44.51 Unrealized +18.1%
CAE CAE Inc 0.7%
Value ($000) $5,208 Shares 193,900 Est. Cost $24.13 Unrealized 0.0%
SHOP Shopify Inc 0.7%
Value ($000) $5,163 Shares 17,200 Est. Cost $17.66 Unrealized +47.4%
RNR RenaissanceRe Holdings Ltd 0.7%
Value ($000) $5,020 Shares 28,200 Est. Cost $164.36 Unrealized 0.0%
Hess Corp 0.6%
Value ($000) $4,908 Shares 77,200 Est. Cost $60.23 Unrealized
AEM Agnico Eagle Mines Ltd 0.6%
Value ($000) $4,824 Shares 94,150 Est. Cost $35.71 Unrealized +5.5%
MSI Motorola Solutions Inc 0.6%
Value ($000) $4,768 Shares 28,600 Est. Cost $136.71 Unrealized +0.9%
Kirkland Lake Gold Ltd 0.6%
Value ($000) $4,751 Shares 110,700 Est. Cost $42.92 Unrealized
CNI Canadian National Railway Co 0.6%
Value ($000) $4,458 Shares 48,200 Est. Cost $73.71 Unrealized +10.0%
TAN Invesco Solar ETF 0.6%
Value ($000) $4,410 Shares 156,000 Est. Cost $24.23 Unrealized
ETFMG Prime Mobile Payments ETF 0.6%
Value ($000) $4,334 Shares 92,400 Est. Cost $41.14 Unrealized
ROP Roper Technologies Inc 0.6%
Value ($000) $4,243 Shares 11,600 Est. Cost $341.35 Unrealized 0.0%
IYJ iShares U.S. Industrials ETF 0.6%
Value ($000) $4,241 Shares 26,800 Est. Cost $152.62 Unrealized
GDX VanEck Vectors Gold Miners ETF 0.6%
Value ($000) $4,238 Shares 165,800 Est. Cost $24.54 Unrealized
HON Honeywell International Inc 0.5%
Value ($000) $4,207 Shares 24,095 Est. Cost $121.16 Unrealized +14.4%
ZTS Zoetis Inc 0.5%
Value ($000) $4,102 Shares 36,200 Est. Cost $99.25 Unrealized 0.0%
KIE SPDR S&P Insurance ETF 0.5%
Value ($000) $4,028 Shares 118,500 Est. Cost $33.46 Unrealized
OPTU Altice USA Inc 0.5%
Value ($000) $3,959 Shares 162,606 Est. Cost $23.74 Unrealized 0.0%
ITB iShares U.S. Home Construction ETF 0.5%
Value ($000) $3,921 Shares 102,600 Est. Cost $30.75 Unrealized
XSD SPDR S&P Semiconductor ETF 0.5%
Value ($000) $3,881 Shares 46,000 Est. Cost $72.08 Unrealized
XMMO Invesco S&P MidCap Momentum ET 0.5%
Value ($000) $3,817 Shares 64,900 Est. Cost $57.52 Unrealized
IHI iShares U.S. Medical Devices ETF 0.5%
Value ($000) $3,803 Shares 15,800 Est. Cost $179.38 Unrealized
ACGL Arch Capital Group Ltd 0.5%
Value ($000) $3,786 Shares 102,100 Est. Cost $32.43 Unrealized 0.0%
VZ Verizon Communications Inc 0.5%
Value ($000) $3,771 Shares 66,700 Est. Cost $36.28 Unrealized +10.3%
FXL First Trust Technology AlphaDEX Fund 0.5%
Value ($000) $3,740 Shares 56,200 Est. Cost $64.68 Unrealized
Marvell Technology Group Ltd 0.5%
Value ($000) $3,689 Shares 154,915 Est. Cost $19.83 Unrealized
INDY iShares India 50 ETF 0.5%
Value ($000) $3,682 Shares 95,900 Est. Cost $36.41 Unrealized
XHB SPDR S&P Homebuilders ETF 0.5%
Value ($000) $3,668 Shares 88,000 Est. Cost $38.55 Unrealized
FXR First Trust Industrials/Producer Durables AlphaDEX Fund 0.5%
Value ($000) $3,634 Shares 85,700 Est. Cost $42.40 Unrealized
ROBO ROBO Global Robotics and Automation Index ETF 0.5%
Value ($000) $3,627 Shares 90,800 Est. Cost $39.38 Unrealized
IWY iShares Russell Top 200 Growth ETF 0.5%
Value ($000) $3,604 Shares 42,000 Est. Cost $85.81 Unrealized
QUAL iShares Edge MSCI USA Quality Factor ETF 0.5%
Value ($000) $3,604 Shares 39,400 Est. Cost $88.55 Unrealized
SOXX iShares PHLX Semiconductor ETF 0.5%
Value ($000) $3,591 Shares 18,100 Est. Cost $175.61 Unrealized
FPX First Trust US Equity Opportunities ETF 0.5%
Value ($000) $3,577 Shares 45,900 Est. Cost $77.93 Unrealized
KEYS Keysight Technologies Inc 0.5%
Value ($000) $3,556 Shares 39,595 Est. Cost $61.83 Unrealized +37.3%
IGV iShares Expanded Tech-Software Sector ETF 0.5%
Value ($000) $3,539 Shares 16,200 Est. Cost $182.92 Unrealized
IQV IQVIA Holdings Inc 0.4%
Value ($000) $3,323 Shares 20,655 Est. Cost $137.96 Unrealized +1.7%
ITA iShares US Aerospace & Defense ETF 0.4%
Value ($000) $3,256 Shares 15,200 Est. Cost $208.40 Unrealized
CHIQ Global X MSCI China Consumer Discretionary ETF 0.4%
Value ($000) $3,246 Shares 199,900 Est. Cost $16.24 Unrealized
SKYY First Trust Cloud Computing ETF 0.4%
Value ($000) $3,143 Shares 54,400 Est. Cost $40.86 Unrealized
iShares MSCI Russia ETF 0.4%
Value ($000) $2,913 Shares 74,000 Est. Cost $39.36 Unrealized
IYG iShares U.S. Financial Services ETF 0.4%
Value ($000) $2,905 Shares 21,700 Est. Cost $130.51 Unrealized
ASHR Xtrackers Harvest CSI 300 China A-Shares ETF 0.4%
Value ($000) $2,875 Shares 102,100 Est. Cost $28.49 Unrealized
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF 0.4%
Value ($000) $2,778 Shares 44,000 Est. Cost $56.59 Unrealized
FDN First Trust Dow Jones Internet Index Fund 0.4%
Value ($000) $2,718 Shares 18,900 Est. Cost $104.84 Unrealized
QQQ Invesco QQQ Trust Series 1 0.3%
Value ($000) $2,689 Shares 14,400 Est. Cost $154.26 Unrealized
IYC iShares U.S. Consumer Services ETF 0.3%
Value ($000) $2,634 Shares 12,100 Est. Cost $217.69 Unrealized
PHO Invesco Water Resources ETF 0.3%
Value ($000) $2,571 Shares 72,200 Est. Cost $35.61 Unrealized
PKW Invesco BuyBack Achievers ETF 0.3%
Value ($000) $2,504 Shares 40,000 Est. Cost $62.60 Unrealized
IGM iShares Expanded Tech Sector ETF 0.3%
Value ($000) $2,264 Shares 10,500 Est. Cost $206.21 Unrealized
KBE SPDR S&P Bank ETF 0.3%
Value ($000) $2,242 Shares 51,700 Est. Cost $43.37 Unrealized
SNAP Snap Inc 0.3%
Value ($000) $2,231 Shares 156,000 Est. Cost $12.23 Unrealized 0.0%
PICK iShares MSCI Global Metals & Mining Producers ETF 0.3%
Value ($000) $2,211 Shares 73,000 Est. Cost $30.29 Unrealized
EWH iShares MSCI Hong Kong ETF 0.3%
Value ($000) $2,184 Shares 84,400 Est. Cost $25.88 Unrealized
VCR Vanguard Consumer Discretionary ETF 0.3%
Value ($000) $2,135 Shares 11,900 Est. Cost $166.62 Unrealized
FirstService Corp Subordinate Voting Shares 0.3%
Value ($000) $2,101 Shares 21,900 Est. Cost $113.23 Unrealized
RGA Reinsurance Group of America Inc 0.3%
Value ($000) $1,972 Shares 12,700 Est. Cost $149.67 Unrealized 0.0%
AQN Algonquin Power & Utilities Corp 0.2%
Value ($000) $1,766 Shares 145,800 Est. Cost $7.49 Unrealized +11.7%
CLVT Clarivate Analytics PLC 0.2%
Value ($000) $1,664 Shares 108,200 Est. Cost $13.95 Unrealized 0.0%
XLK Technology Select Sector SPDR Fund 0.2%
Value ($000) $1,178 Shares 15,100 Est. Cost $78.01 Unrealized
GDXJ VanEck Vectors Junior Gold Miners ETF 0.1%
Value ($000) $1,087 Shares 31,100 Est. Cost $30.93 Unrealized
SOCL Global X Funds Global X Social Media ETF 0.1%
Value ($000) $1,087 Shares 33,800 Est. Cost $32.16 Unrealized
GGME Invesco Dynamic Media ETF 0.1%
Value ($000) $1,080 Shares 32,500 Est. Cost $33.23 Unrealized
QSR Restaurant Brands International Inc 0.1%
Value ($000) $1,029 Shares 14,800 Est. Cost $66.96 Unrealized 0.0%
ARKW ARK Web x.0 ETF 0.1%
Value ($000) $1,004 Shares 19,300 Est. Cost $57.59 Unrealized
FINX Global X FinTech ETF 0.1%
Value ($000) $997 Shares 33,800 Est. Cost $29.50 Unrealized
iPath Bloomberg Cocoa Subindex Total Return ETN 0.1%
Value ($000) $928 Shares 32,600 Est. Cost $28.47 Unrealized
SPDR S&P Oil & Gas Exploration & Production ETF 0.1%
Value ($000) $717 Shares 26,300 Est. Cost $30.74 Unrealized
C Citigroup Inc 0.1%
Value ($000) $674 Shares 9,700 Est. Cost $48.78 Unrealized +8.4%
Ingersoll-Rand PLC 0.1%
Value ($000) $527 Shares 4,160 Est. Cost $108.32 Unrealized
AMZN Amazon.com Inc 0.1%
Value ($000) $526 Shares 278 Est. Cost $88.22 Unrealized +5.6%
EW Edwards Lifesciences Corp 0.1%
Value ($000) $499 Shares 2,700 Est. Cost $44.73 Unrealized +35.2%
CMI Cummins Inc 0.1%
Value ($000) $445 Shares 2,600 Est. Cost $125.76 Unrealized +9.9%
NKE NIKE Inc 0.1%
Value ($000) $428 Shares 5,100 Est. Cost $75.37 Unrealized +2.3%
AXP American Express Co 0.1%
Value ($000) $418 Shares 3,400 Est. Cost $107.48 Unrealized 0.0%
DHI DR Horton Inc 0.1%
Value ($000) $410 Shares 9,500 Est. Cost $41.30 Unrealized 0.0%
QCOM QUALCOMM Inc 0.1%
Value ($000) $396 Shares 5,200 Est. Cost $62.71 Unrealized 0.0%
KLDO Kaleido Biosciences Inc 0.0%
Value ($000) $348 Shares 30,000 Est. Cost $13.76 Unrealized +5.8%
JPM JPMorgan Chase & Co 0.0%
Value ($000) $266 Shares 2,400 Est. Cost $92.02 Unrealized 0.0%
KOD Kodiak Sciences Inc 0.0%
Value ($000) $84 Shares 7,200 Est. Cost $8.90 Unrealized 0.0%