Waratah Capital Advisors Ltd. Quant / Systematic

CIK: 0001539919 · Show all filings

Period: Q3 2013 (← Previous) (Next →)

Filing Date: Nov 6, 2013

Total Value ($000): $179,106 (100.0% shares, 0.0% debt)

Holdings (74)

TLT ISHARES 20+ YR TR BD 7.0%
Value ($000) $12,470 Shares 117,200 Est. Cost $106.40 Unrealized
AAPL APPLE INC 6.6%
Value ($000) $11,788 Shares 24,725 Est. Cost $14.28 Unrealized 0.0%
TECK TECK RESOURCES LTD 5.8%
Value ($000) $10,419 Shares 388,200 Est. Cost $25.15 Unrealized 0.0%
CNQ CANADIAN NAT RES LTD 5.2%
Value ($000) $9,234 Shares 294,200 Est. Cost $8.98 Unrealized +2.6%
EQT EQT CORP 4.2%
Value ($000) $7,559 Shares 85,200 Est. Cost $42.52 Unrealized 0.0%
DHR DANAHER CORP DEL 4.1%
Value ($000) $7,362 Shares 106,200 Est. Cost $26.76 Unrealized +2.4%
UNF UNIFIRST CORP MASS 3.3%
Value ($000) $5,941 Shares 56,899 Est. Cost $89.12 Unrealized +5.4%
NVR NVR INC 3.2%
Value ($000) $5,694 Shares 6,195 Est. Cost $911.81 Unrealized -0.8%
CTRA CABOT OIL & GAS CORP 3.1%
Value ($000) $5,591 Shares 149,800 Est. Cost $26.65 Unrealized +1.7%
SU SUNCOR ENERGY INC NEW 3.1%
Value ($000) $5,574 Shares 156,100 Est. Cost $21.82 Unrealized 0.0%
META FACEBOOK INC 3.0%
Value ($000) $5,435 Shares 108,200 Est. Cost $36.96 Unrealized 0.0%
MICHAEL KORS HLDGS LTD 2.9%
Value ($000) $5,105 Shares 68,500 Est. Cost $74.53 Unrealized
ENB ENBRIDGE INC 2.8%
Value ($000) $5,010 Shares 120,100 Est. Cost $22.14 Unrealized 0.0%
BA BOEING CO 2.8%
Value ($000) $4,947 Shares 42,100 Est. Cost $80.37 Unrealized +13.9%
ROP ROPER INDS INC NEW 2.7%
Value ($000) $4,890 Shares 36,800 Est. Cost $113.55 Unrealized +5.0%
POOL POOL CORPORATION 2.7%
Value ($000) $4,856 Shares 86,600 Est. Cost $43.50 Unrealized +7.2%
MADISON SQUARE GARDEN CO 2.1%
Value ($000) $3,850 Shares 66,300 Est. Cost $58.84 Unrealized
LNC LINCOLN NATL CORP IND 2.0%
Value ($000) $3,586 Shares 85,400 Est. Cost $22.50 Unrealized +24.2%
CERNER CORP 1.9%
Value ($000) $3,400 Shares 64,700 Est. Cost $52.55 Unrealized
F FORD MTR CO DEL 1.8%
Value ($000) $3,145 Shares 186,400 Est. Cost $7.61 Unrealized +18.6%
DIS DISNEY WALT CO 1.3%
Value ($000) $2,386 Shares 37,000 Est. Cost $56.11 Unrealized +1.5%
COST COSTCO WHSL CORP NEW 1.3%
Value ($000) $2,373 Shares 20,600 Est. Cost $91.64 Unrealized 0.0%
BARRICK GOLD CORP 1.3%
Value ($000) $2,304 Shares 123,900 Est. Cost $18.60 Unrealized
MGA MAGNA INTL INC 1.1%
Value ($000) $2,051 Shares 24,900 Est. Cost $22.60 Unrealized +24.2%
CNI CANADIAN NATL RY CO 0.9%
Value ($000) $1,680 Shares 16,600 Est. Cost $39.60 Unrealized 0.0%
TSCO TRACTOR SUPPLY CO 0.9%
Value ($000) $1,639 Shares 24,400 Est. Cost $10.37 Unrealized 0.0%
GBX GREENBRIER COS INC 0.9%
Value ($000) $1,617 Shares 65,400 Est. Cost $17.08 Unrealized 0.0%
SLF SUN LIFE FINL INC 0.9%
Value ($000) $1,614 Shares 50,600 Est. Cost $28.45 Unrealized +11.7%
PIONEER NAT RES CO 0.9%
Value ($000) $1,605 Shares 8,500 Est. Cost $188.82 Unrealized
STT STATE STR CORP 0.9%
Value ($000) $1,598 Shares 24,300 Est. Cost $44.91 Unrealized +9.7%
THE ADT CORPORATION 0.9%
Value ($000) $1,590 Shares 39,100 Est. Cost $40.66 Unrealized
GOOGLE INC 0.9%
Value ($000) $1,577 Shares 1,800 Est. Cost $880.30 Unrealized
PRECISION CASTPARTS CORP 0.9%
Value ($000) $1,568 Shares 6,900 Est. Cost $227.25 Unrealized
BELLATRIX EXPLORATION LTD 0.8%
Value ($000) $1,439 Shares 189,300 Est. Cost $7.60 Unrealized
NKE NIKE INC 0.7%
Value ($000) $1,286 Shares 17,700 Est. Cost $27.95 Unrealized 0.0%
LAREDO PETE HLDGS INC 0.7%
Value ($000) $1,270 Shares 42,800 Est. Cost $29.67 Unrealized
CBS CORP NEW 0.7%
Value ($000) $1,269 Shares 23,000 Est. Cost $52.25 Unrealized
CNK CINEMARK HOLDINGS INC 0.7%
Value ($000) $1,244 Shares 39,200 Est. Cost $23.69 Unrealized +1.1%
TWENTY FIRST CENTY FOX INC 0.7%
Value ($000) $1,243 Shares 37,100 Est. Cost $33.50 Unrealized
CONTINENTAL RESOURCES INC 0.7%
Value ($000) $1,191 Shares 11,100 Est. Cost $107.30 Unrealized
LINKEDIN CORP COM 0.7%
Value ($000) $1,181 Shares 4,800 Est. Cost $246.04 Unrealized
RESTORATION HARDWARE HLDGS I 0.6%
Value ($000) $1,102 Shares 17,400 Est. Cost $63.33 Unrealized
UAA UNDER ARMOUR INC 0.5%
Value ($000) $874 Shares 11,000 Est. Cost $17.63 Unrealized 0.0%
TD TORONTO DOMINION BK ONT 0.5%
Value ($000) $872 Shares 9,700 Est. Cost $40.27 Unrealized +5.5%
CSTE CAESARSTONE SDOT-YAM LTD 0.5%
Value ($000) $847 Shares 18,552 Est. Cost $23.27 Unrealized +47.0%
LYV LIVE NATION ENTERTAINMENT IN 0.5%
Value ($000) $824 Shares 44,400 Est. Cost $17.00 Unrealized 0.0%
RY ROYAL BK CDA MONTREAL QUE 0.5%
Value ($000) $819 Shares 12,800 Est. Cost $62.10 Unrealized 0.0%
SPG SIMON PPTY GROUP INC NEW 0.5%
Value ($000) $815 Shares 5,500 Est. Cost $88.80 Unrealized -8.8%
ALSN ALLISON TRANSMISSION HLDGS I 0.4%
Value ($000) $802 Shares 32,000 Est. Cost $19.20 Unrealized 0.0%
LEN LENNAR CORP 0.4%
Value ($000) $800 Shares 22,600 Est. Cost $29.25 Unrealized 0.0%
PHM PULTE GROUP INC 0.4%
Value ($000) $800 Shares 48,500 Est. Cost $14.59 Unrealized 0.0%
TRW AUTOMOTIVE HLDGS CORP 0.4%
Value ($000) $799 Shares 11,200 Est. Cost $71.34 Unrealized
LULU LULULEMON ATHLETICA INC 0.4%
Value ($000) $797 Shares 10,900 Est. Cost $69.73 Unrealized 0.0%
AGRIUM INC 0.4%
Value ($000) $797 Shares 9,500 Est. Cost $86.71 Unrealized
MFC MANULIFE FINL CORP 0.4%
Value ($000) $795 Shares 48,100 Est. Cost $15.16 Unrealized +12.6%
ENERGEN CORP 0.4%
Value ($000) $787 Shares 10,300 Est. Cost $76.41 Unrealized
ELDORADO GOLD CORP NEW 0.4%
Value ($000) $786 Shares 116,700 Est. Cost $6.74 Unrealized
OTEX OPEN TEXT CORP 0.4%
Value ($000) $784 Shares 10,500 Est. Cost $13.55 Unrealized 0.0%
SUSSER HLDGS CORP 0.4%
Value ($000) $771 Shares 14,500 Est. Cost $47.88 Unrealized
DXLG DESTINATION XL GROUP INC 0.4%
Value ($000) $763 Shares 118,000 Est. Cost $6.42 Unrealized 0.0%
SPEED COMM INC 0.4%
Value ($000) $727 Shares 221,502 Est. Cost $3.28 Unrealized
ATHLON ENERGY INC 0.3%
Value ($000) $562 Shares 17,200 Est. Cost $32.67 Unrealized
IMAX IMAX CORP 0.2%
Value ($000) $420 Shares 13,900 Est. Cost $26.77 Unrealized +0.5%
ENCANA CORP 0.2%
Value ($000) $400 Shares 23,200 Est. Cost $17.24 Unrealized
POINTS INTL LTD 0.2%
Value ($000) $381 Shares 16,600 Est. Cost $22.95 Unrealized
WFC WELLS FARGO & CO NEW 0.2%
Value ($000) $376 Shares 9,100 Est. Cost $27.36 Unrealized +10.3%
BAKER HUGHES INC 0.1%
Value ($000) $211 Shares 4,300 Est. Cost $49.07 Unrealized
BROOKFIELD RESIDENTIAL PPTYS 0.1%
Value ($000) $161 Shares 7,000 Est. Cost $22.06 Unrealized
JKHY HENRY JACK & ASSOC INC 0.1%
Value ($000) $160 Shares 3,100 Est. Cost $42.72 Unrealized 0.0%
GROUPE CGI INC 0.1%
Value ($000) $158 Shares 4,500 Est. Cost $35.11 Unrealized
HAL HALLIBURTON CO 0.1%
Value ($000) $91 Shares 1,900 Est. Cost $33.21 Unrealized +12.4%
BEP BROOKFIELD RENEWABLE ENRGY P 0.0%
Value ($000) $83 Shares 3,100 Est. Cost $26.77 Unrealized
PAYX PAYCHEX INC 0.0%
Value ($000) $81 Shares 2,000 Est. Cost $25.02 Unrealized +8.0%
ADP AUTOMATIC DATA PROCESSING IN 0.0%
Value ($000) $80 Shares 1,100 Est. Cost $45.09 Unrealized +7.2%