Waratah Capital Advisors Ltd. Quant / Systematic

CIK: 0001539919 · Show all filings

Period: Q4 2013 (← Previous) (Next →)

Filing Date: Feb 14, 2014

Total Value ($000): $260,783 (100.0% shares, 0.0% debt)

Holdings (86)

DIS DISNEY WALT CO 5.6%
Value ($000) $14,699 Shares 192,400 Est. Cost $60.61 Unrealized +1.8%
SLF SUN LIFE FINL INC 4.6%
Value ($000) $12,094 Shares 342,200 Est. Cost $33.22 Unrealized +2.5%
LEN LENNAR CORP 4.0%
Value ($000) $10,444 Shares 264,000 Est. Cost $30.35 Unrealized +0.3%
ROP ROPER INDS INC NEW 3.6%
Value ($000) $9,430 Shares 68,000 Est. Cost $116.88 Unrealized +3.4%
UNITED STATES STL CORP NEW 3.4%
Value ($000) $8,838 Shares 299,600 Est. Cost $29.50 Unrealized
MICHAEL KORS HLDGS LTD 3.3%
Value ($000) $8,720 Shares 107,400 Est. Cost $76.94 Unrealized
DHR DANAHER CORP DEL 3.3%
Value ($000) $8,608 Shares 111,500 Est. Cost $26.90 Unrealized +10.5%
LNC LINCOLN NATL CORP IND 3.2%
Value ($000) $8,424 Shares 163,200 Est. Cost $26.93 Unrealized +18.1%
GOOGLE INC 3.2%
Value ($000) $8,226 Shares 7,340 Est. Cost $1061.75 Unrealized
CSTE CAESARSTONE SDOT-YAM LTD 3.0%
Value ($000) $7,808 Shares 157,200 Est. Cost $39.16 Unrealized +5.4%
TSCO TRACTOR SUPPLY CO 2.8%
Value ($000) $7,269 Shares 93,700 Est. Cost $11.61 Unrealized +3.8%
EQT EQT CORP 2.6%
Value ($000) $6,693 Shares 74,550 Est. Cost $42.52 Unrealized +1.9%
PIONEER NAT RES CO 2.5%
Value ($000) $6,599 Shares 35,850 Est. Cost $185.20 Unrealized
ALLE ALLEGION PUB LTD CO 2.5%
Value ($000) $6,443 Shares 145,800 Est. Cost $38.52 Unrealized 0.0%
SUSSER HLDGS CORP 2.3%
Value ($000) $5,960 Shares 91,000 Est. Cost $62.69 Unrealized
XPO XPO LOGISTICS INC 2.3%
Value ($000) $5,946 Shares 226,168 Est. Cost $7.70 Unrealized 0.0%
LAREDO PETE HLDGS INC 2.3%
Value ($000) $5,890 Shares 212,700 Est. Cost $28.09 Unrealized
RESTORATION HARDWARE HLDGS I 2.2%
Value ($000) $5,848 Shares 86,900 Est. Cost $66.50 Unrealized
AAPL APPLE INC 2.2%
Value ($000) $5,823 Shares 10,380 Est. Cost $14.28 Unrealized +14.6%
GM GENERAL MTRS CO 2.2%
Value ($000) $5,746 Shares 140,600 Est. Cost $28.17 Unrealized 0.0%
TECK TECK RESOURCES LTD 2.1%
Value ($000) $5,579 Shares 214,200 Est. Cost $25.15 Unrealized +2.7%
CERNER CORP 2.1%
Value ($000) $5,390 Shares 96,700 Est. Cost $53.61 Unrealized
JKHY HENRY JACK & ASSOC INC 1.8%
Value ($000) $4,766 Shares 80,500 Est. Cost $47.70 Unrealized +0.4%
JPM JPMORGAN CHASE & CO 1.6%
Value ($000) $4,257 Shares 72,800 Est. Cost $39.63 Unrealized 0.0%
USB US BANCORP DEL 1.5%
Value ($000) $3,987 Shares 98,700 Est. Cost $25.38 Unrealized 0.0%
SPG SIMON PPTY GROUP INC NEW 1.5%
Value ($000) $3,914 Shares 25,725 Est. Cost $82.64 Unrealized -2.0%
MFC MANULIFE FINL CORP 1.2%
Value ($000) $3,058 Shares 154,900 Est. Cost $17.32 Unrealized +5.6%
CBS CORP NEW 1.1%
Value ($000) $2,830 Shares 44,400 Est. Cost $57.78 Unrealized
HD HOME DEPOT INC 1.1%
Value ($000) $2,767 Shares 33,600 Est. Cost $58.72 Unrealized 0.0%
V VISA INC 0.9%
Value ($000) $2,316 Shares 10,400 Est. Cost $46.29 Unrealized 0.0%
MGA MAGNA INTL INC 0.8%
Value ($000) $2,207 Shares 26,900 Est. Cost $23.13 Unrealized +28.6%
AXP AMERICAN EXPRESS CO 0.8%
Value ($000) $2,196 Shares 24,200 Est. Cost $69.27 Unrealized 0.0%
POOL POOL CORPORATION 0.8%
Value ($000) $2,174 Shares 37,400 Est. Cost $43.50 Unrealized +9.7%
C CITIGROUP INC 0.8%
Value ($000) $2,142 Shares 41,100 Est. Cost $37.66 Unrealized 0.0%
PG PROCTER & GAMBLE CO 0.8%
Value ($000) $2,100 Shares 25,800 Est. Cost $58.01 Unrealized 0.0%
GIL GILDAN ACTIVEWEAR INC 0.8%
Value ($000) $1,962 Shares 36,800 Est. Cost $20.56 Unrealized 0.0%
COST COSTCO WHSL CORP NEW 0.7%
Value ($000) $1,952 Shares 16,400 Est. Cost $91.64 Unrealized +3.8%
CABELAS INC 0.7%
Value ($000) $1,913 Shares 28,700 Est. Cost $66.66 Unrealized
CRANE CO 0.7%
Value ($000) $1,856 Shares 27,600 Est. Cost $67.25 Unrealized
SCHW SCHWAB CHARLES CORP NEW 0.7%
Value ($000) $1,854 Shares 71,300 Est. Cost $20.66 Unrealized 0.0%
AMZN AMAZON 0.7%
Value ($000) $1,834 Shares 4,600 Est. Cost $17.98 Unrealized 0.0%
UNF UNIFIRST CORP MASS 0.7%
Value ($000) $1,819 Shares 17,000 Est. Cost $89.12 Unrealized +8.8%
TD AMERITRADE HLDG CORP 0.7%
Value ($000) $1,805 Shares 58,900 Est. Cost $30.65 Unrealized
THE ADT CORPORATION 0.7%
Value ($000) $1,797 Shares 44,400 Est. Cost $40.64 Unrealized
KO COCA COLA CO 0.7%
Value ($000) $1,785 Shares 43,200 Est. Cost $26.95 Unrealized 0.0%
WHOLE FOODS MKT INC 0.7%
Value ($000) $1,764 Shares 30,500 Est. Cost $57.84 Unrealized
TRV TRAVELERS COMPANIES INC 0.7%
Value ($000) $1,738 Shares 19,200 Est. Cost $66.77 Unrealized 0.0%
BA BOEING CO 0.6%
Value ($000) $1,474 Shares 10,800 Est. Cost $80.37 Unrealized +38.0%
ENDO HEALTH SOLUTIONS INC 0.6%
Value ($000) $1,464 Shares 21,700 Est. Cost $67.47 Unrealized
BROOKFIELD RESIDENTIAL PPTYS 0.5%
Value ($000) $1,393 Shares 57,600 Est. Cost $23.93 Unrealized
POTASH CORP SASK INC 0.5%
Value ($000) $1,224 Shares 37,100 Est. Cost $32.99 Unrealized
JNJ JOHNSON & JOHNSON 0.5%
Value ($000) $1,209 Shares 13,200 Est. Cost $65.75 Unrealized 0.0%
PFE PFIZER INC 0.4%
Value ($000) $1,167 Shares 38,100 Est. Cost $17.62 Unrealized 0.0%
MITEL NETWORKS CORP 0.4%
Value ($000) $1,165 Shares 115,441 Est. Cost $10.09 Unrealized
MA MASTERCARD INC 0.4%
Value ($000) $1,003 Shares 1,200 Est. Cost $69.03 Unrealized 0.0%
PHM PULTE GROUP INC 0.4%
Value ($000) $994 Shares 48,800 Est. Cost $14.59 Unrealized +4.4%
BERRY PLASTICS GROUP INC 0.4%
Value ($000) $961 Shares 40,400 Est. Cost $23.79 Unrealized
WFC WELLS FARGO & CO NEW 0.4%
Value ($000) $935 Shares 20,600 Est. Cost $29.26 Unrealized +5.1%
CNK CINEMARK HOLDINGS INC 0.4%
Value ($000) $927 Shares 27,800 Est. Cost $23.69 Unrealized +11.0%
AZO AUTOZONE INC 0.3%
Value ($000) $908 Shares 1,900 Est. Cost $448.75 Unrealized 0.0%
MO ALTRIA GROUP INC 0.3%
Value ($000) $906 Shares 23,600 Est. Cost $17.15 Unrealized 0.0%
MCD MCDONALDS CORP 0.3%
Value ($000) $902 Shares 9,300 Est. Cost $70.01 Unrealized 0.0%
CLX CLOROX CO DEL 0.3%
Value ($000) $900 Shares 9,700 Est. Cost $63.81 Unrealized 0.0%
NVR NVR INC 0.3%
Value ($000) $893 Shares 870 Est. Cost $911.81 Unrealized +4.1%
ATHLON ENERGY INC 0.3%
Value ($000) $879 Shares 29,060 Est. Cost $31.68 Unrealized
ITW ILLINOIS TOOL WKS INC 0.3%
Value ($000) $866 Shares 10,300 Est. Cost $59.45 Unrealized 0.0%
LINKEDIN CORP 0.3%
Value ($000) $846 Shares 3,900 Est. Cost $246.04 Unrealized
MMM 3M CO 0.3%
Value ($000) $842 Shares 6,000 Est. Cost $72.67 Unrealized 0.0%
AGRIUM INC 0.3%
Value ($000) $787 Shares 8,600 Est. Cost $86.71 Unrealized
MASONITE INTL CORP NEW 0.3%
Value ($000) $720 Shares 12,000 Est. Cost $60.00 Unrealized
KEY KEYCORP NEW 0.2%
Value ($000) $611 Shares 45,500 Est. Cost $8.05 Unrealized 0.0%
DISCOVERY COMMUNICATNS NEW 0.2%
Value ($000) $579 Shares 6,400 Est. Cost $90.47 Unrealized
CARRIZO OIL & GAS INC 0.2%
Value ($000) $573 Shares 12,800 Est. Cost $44.77 Unrealized
CIMAREX ENERGY CO 0.2%
Value ($000) $567 Shares 5,400 Est. Cost $105.00 Unrealized
EOG EOG RES INC 0.2%
Value ($000) $554 Shares 3,300 Est. Cost $62.33 Unrealized 0.0%
PBF PBF ENERGY INC 0.2%
Value ($000) $462 Shares 14,700 Est. Cost $27.28 Unrealized 0.0%
CTRA CABOT OIL & GAS CORP 0.2%
Value ($000) $407 Shares 10,500 Est. Cost $26.65 Unrealized -3.1%
TWENTY FIRST CENTY FOX INC 0.1%
Value ($000) $376 Shares 10,700 Est. Cost $33.50 Unrealized
MADISON SQUARE GARDEN CO 0.1%
Value ($000) $369 Shares 6,400 Est. Cost $58.84 Unrealized
SLB SCHLUMBERGER LTD 0.1%
Value ($000) $297 Shares 3,300 Est. Cost $65.05 Unrealized 0.0%
BAKER HUGHES INC 0.1%
Value ($000) $293 Shares 5,300 Est. Cost $50.24 Unrealized
VLO VALERO ENERGY CORP NEW 0.1%
Value ($000) $282 Shares 5,600 Est. Cost $26.85 Unrealized 0.0%
FANG DIAMONDBACK ENERGY INC 0.1%
Value ($000) $206 Shares 3,900 Est. Cost $38.43 Unrealized 0.0%
AK STL HLDG CORP 0.1%
Value ($000) $199 Shares 24,300 Est. Cost $8.19 Unrealized
KODIAK OIL & GAS CORP 0.1%
Value ($000) $193 Shares 17,200 Est. Cost $11.22 Unrealized
RES RPC INC 0.1%
Value ($000) $180 Shares 10,100 Est. Cost $14.61 Unrealized 0.0%