I decided to go with AY on way over and BA on way back. Wanted to get a few more miles out of it on way over and wasn't too impressed with IB when I used to fly them over from JFK to MAD in J. The seats were not very comfortable and service was prett spotty. Wanted to try LX this time but sold out in J to ZRH and quite expensive to GVA.
My routing now is:
JFK - HEL on AY in J
HEL - ARN on AY in C
ARN - AMS on SAS in C
AMS - LHR on BA in C
LHR - YYZ on BA in J
YYZ - LGA on AA in F