Waratah Capital Advisors Ltd. Quant / Systematic

CIK: 0001539919 · Show all filings

Period: Q3 2016 (← Previous) (Next →)

Filing Date: Nov 14, 2016

Total Value ($000): $561,076 (100.0% shares, 0.0% debt)

Holdings (105)

KHC KRAFT HEINZ CO 3.5%
Value ($000) $19,804 Shares 221,251 Est. Cost $57.48 Unrealized +1.0%
LAD LITHIA MTRS INC 3.3%
Value ($000) $18,790 Shares 196,710 Est. Cost $84.04 Unrealized 0.0%
PAYC PAYCOM SOFTWARE INC 3.2%
Value ($000) $18,136 Shares 361,781 Est. Cost $38.57 Unrealized +24.1%
LAMR LAMAR ADVERTISING CO 3.1%
Value ($000) $17,653 Shares 270,301 Est. Cost $63.21 Unrealized
ENERGEN CORP 2.9%
Value ($000) $16,067 Shares 278,364 Est. Cost $56.74 Unrealized
META FACEBOOK INC 2.7%
Value ($000) $15,343 Shares 119,614 Est. Cost $105.22 Unrealized +17.2%
AON PLC SHS 2.6%
Value ($000) $14,380 Shares 127,830 Est. Cost $110.95 Unrealized
WCN WASTE CONNECTIONS INC 2.5%
Value ($000) $14,289 Shares 191,279 Est. Cost $42.53 Unrealized +11.0%
NXST NEXSTAR BROADCASTING GROUP I 2.5%
Value ($000) $13,939 Shares 241,543 Est. Cost $40.23 Unrealized +1.6%
DR PEPPER SNAPPLE GROUP INC 2.4%
Value ($000) $13,737 Shares 150,440 Est. Cost $92.65 Unrealized
PLAY DAVE & BUSTERS ENTMT INC 2.4%
Value ($000) $13,612 Shares 347,412 Est. Cost $36.68 Unrealized +20.7%
SIX FLAGS ENTMT CORP 2.4%
Value ($000) $13,564 Shares 253,015 Est. Cost $43.28 Unrealized
CIMAREX ENERGY CO 2.3%
Value ($000) $12,735 Shares 94,779 Est. Cost $113.81 Unrealized
CUBE CUBESMART 2.2%
Value ($000) $12,376 Shares 453,982 Est. Cost $27.26 Unrealized
SITE SITEONE LANDSCAPE SUPPLY INC 2.2%
Value ($000) $12,277 Shares 341,703 Est. Cost $37.77 Unrealized 0.0%
MFC MANULIFE FINL CORP 2.2%
Value ($000) $12,128 Shares 859,420 Est. Cost $13.79 Unrealized -1.4%
NEWFIELD EXPL CO 2.0%
Value ($000) $11,216 Shares 258,074 Est. Cost $39.44 Unrealized
CBRL CRACKER BARREL OLD CTRY STOR 2.0%
Value ($000) $11,144 Shares 84,280 Est. Cost $102.58 Unrealized +0.5%
SUI SUN CMNTYS INC 2.0%
Value ($000) $11,105 Shares 141,500 Est. Cost $78.48 Unrealized
CNQ CANADIAN NAT RES LTD 1.9%
Value ($000) $10,381 Shares 324,682 Est. Cost $9.42 Unrealized +6.7%
TSCO TRACTOR SUPPLY CO 1.8%
Value ($000) $10,371 Shares 153,980 Est. Cost $14.75 Unrealized -2.5%
OSISKO GOLD ROYALTIES LTD 1.7%
Value ($000) $9,688 Shares 884,980 Est. Cost $10.95 Unrealized
ANADARKO PETE CORP 1.7%
Value ($000) $9,683 Shares 152,830 Est. Cost $57.06 Unrealized
ADP AUTOMATIC DATA PROCESSING IN 1.7%
Value ($000) $9,511 Shares 107,840 Est. Cost $73.38 Unrealized +1.0%
CONTINENTAL RESOURCES INC 1.7%
Value ($000) $9,375 Shares 180,422 Est. Cost $30.04 Unrealized
DG DOLLAR GEN CORP 1.6%
Value ($000) $8,719 Shares 124,572 Est. Cost $76.16 Unrealized -1.5%
DVN DEVON ENERGY CORP 1.5%
Value ($000) $8,411 Shares 190,692 Est. Cost $16.97 Unrealized +68.4%
ROP ROPER TECHNOLOGIES INC 1.3%
Value ($000) $7,498 Shares 41,092 Est. Cost $164.85 Unrealized 0.0%
PARSLEY ENERGY INC 1.3%
Value ($000) $7,072 Shares 211,039 Est. Cost $33.51 Unrealized
MGA MAGNA INTL INC 1.3%
Value ($000) $7,040 Shares 163,970 Est. Cost $29.77 Unrealized 0.0%
V VISA INC COM 1.2%
Value ($000) $6,997 Shares 84,610 Est. Cost $66.99 Unrealized +11.9%
QSR RESTAURANT BRANDS INTL INC 1.2%
Value ($000) $6,701 Shares 150,312 Est. Cost $41.34 Unrealized +9.7%
TGNA TEGNA INC 1.1%
Value ($000) $6,313 Shares 288,800 Est. Cost $14.06 Unrealized 0.0%
PIONEER NAT RES CO 1.1%
Value ($000) $6,312 Shares 34,001 Est. Cost $185.64 Unrealized
COST COSTCO WHSL CORP 1.1%
Value ($000) $6,261 Shares 41,050 Est. Cost $128.04 Unrealized +7.0%
WM WASTE MGMT INC DEL 1.1%
Value ($000) $6,246 Shares 97,960 Est. Cost $54.26 Unrealized +1.6%
EXR EXTRA SPACE STORAGE INC 1.1%
Value ($000) $6,230 Shares 78,451 Est. Cost $59.19 Unrealized 0.0%
STZ CONSTELLATION BRANDS INC 1.1%
Value ($000) $6,098 Shares 36,625 Est. Cost $121.66 Unrealized +17.6%
CVE CENOVUS ENERGY INC 1.0%
Value ($000) $5,697 Shares 396,850 Est. Cost $12.00 Unrealized +0.6%
LYV LIVE NATION ENTERTAINMENT IN 1.0%
Value ($000) $5,688 Shares 206,971 Est. Cost $22.54 Unrealized +15.7%
MINDBODY INC 1.0%
Value ($000) $5,537 Shares 281,623 Est. Cost $18.45 Unrealized
GPK GRAPHIC PACKAGING HLDG CO 1.0%
Value ($000) $5,521 Shares 394,630 Est. Cost $13.75 Unrealized 0.0%
TRANSCANADA CORP 1.0%
Value ($000) $5,382 Shares 113,293 Est. Cost $39.26 Unrealized
ENERPLUS CORP 0.9%
Value ($000) $5,287 Shares 823,684 Est. Cost $6.42 Unrealized
NORBORD INC 0.9%
Value ($000) $4,889 Shares 190,304 Est. Cost $19.76 Unrealized
MAS MASCO CORP 0.9%
Value ($000) $4,799 Shares 139,870 Est. Cost $30.05 Unrealized 0.0%
MITEL NETWORKS CORP 0.8%
Value ($000) $4,745 Shares 644,639 Est. Cost $7.36 Unrealized
GORES HLDGS INC 0.8%
Value ($000) $4,550 Shares 421,256 Est. Cost $10.80 Unrealized
XYL XYLEM INC 0.7%
Value ($000) $4,133 Shares 78,790 Est. Cost $43.77 Unrealized 0.0%
RICE ENERGY INC 0.7%
Value ($000) $4,054 Shares 155,276 Est. Cost $20.25 Unrealized
SANDSTORM GOLD LTD 0.7%
Value ($000) $3,810 Shares 753,840 Est. Cost $5.05 Unrealized
OLLI OLLIES BARGAIN OUTLT HLDGS I 0.6%
Value ($000) $3,551 Shares 135,480 Est. Cost $26.07 Unrealized 0.0%
TD TORONTO DOMINION BK ONT 0.6%
Value ($000) $3,501 Shares 78,840 Est. Cost $43.82 Unrealized 0.0%
U S SILICA HLDGS INC 0.6%
Value ($000) $3,334 Shares 71,615 Est. Cost $34.47 Unrealized
ZAYO GROUP HLDGS INC 0.6%
Value ($000) $3,122 Shares 105,090 Est. Cost $28.20 Unrealized
CHTR CHARTER COMMUNICATIONS INC 0.5%
Value ($000) $3,067 Shares 11,360 Est. Cost $252.61 Unrealized 0.0%
DLTR DOLLAR TREE INC 0.5%
Value ($000) $2,898 Shares 36,713 Est. Cost $84.59 Unrealized +6.4%
ALB ALBEMARLE CORP 0.5%
Value ($000) $2,682 Shares 31,370 Est. Cost $72.47 Unrealized 0.0%
CM CDN IMPERIAL BK COMM TORONTO 0.4%
Value ($000) $2,465 Shares 31,780 Est. Cost $24.68 Unrealized 0.0%
MSGS MADISON SQUARE GARDEN CO 0.4%
Value ($000) $2,465 Shares 14,550 Est. Cost $120.38 Unrealized +5.6%
RY ROYAL BK CDA MONTREAL QUE 0.4%
Value ($000) $2,447 Shares 39,500 Est. Cost $61.47 Unrealized 0.0%
BMO BANK MONTREAL QUE 0.4%
Value ($000) $2,439 Shares 37,220 Est. Cost $44.58 Unrealized 0.0%
RSG REPUBLIC SVCS INC 0.4%
Value ($000) $2,432 Shares 48,198 Est. Cost $42.43 Unrealized +3.4%
BNS BANK N S HALIFAX 0.4%
Value ($000) $2,339 Shares 44,130 Est. Cost $32.24 Unrealized 0.0%
VCA INC 0.4%
Value ($000) $2,276 Shares 32,517 Est. Cost $55.84 Unrealized
BBU BROOKFIELD BUSINESS PARTNERS UNIT LTD LP 0.4%
Value ($000) $2,053 Shares 78,060 Est. Cost $26.30 Unrealized
CONCHO RES INC 0.3%
Value ($000) $1,963 Shares 14,290 Est. Cost $116.37 Unrealized
KEY KEYCORP NEW 0.3%
Value ($000) $1,961 Shares 161,150 Est. Cost $8.09 Unrealized 0.0%
UNF UNIFIRST CORP MASS 0.3%
Value ($000) $1,874 Shares 14,215 Est. Cost $116.36 Unrealized +1.1%
TECK TECK RESOURCES LTD 0.3%
Value ($000) $1,857 Shares 102,990 Est. Cost $8.84 Unrealized +80.4%
BK BANK NEW YORK MELLON CORP 0.3%
Value ($000) $1,838 Shares 46,090 Est. Cost $31.62 Unrealized -1.0%
BR BROADRIDGE FINL SOLUTIONS IN 0.3%
Value ($000) $1,824 Shares 26,909 Est. Cost $51.12 Unrealized +13.7%
SPDR S&P 500 ETF TR 0.3%
Value ($000) $1,730 Shares 8,000 Est. Cost Unrealized
PENNEY J C INC 0.3%
Value ($000) $1,695 Shares 183,787 Est. Cost $8.88 Unrealized
AVB AVALONBAY CMNTYS INC 0.3%
Value ($000) $1,589 Shares 8,933 Est. Cost $130.70 Unrealized 0.0%
LMT LOCKHEED MARTIN CORP 0.3%
Value ($000) $1,475 Shares 6,155 Est. Cost $173.78 Unrealized +12.1%
PII POLARIS INDS INC 0.2%
Value ($000) $1,257 Shares 16,231 Est. Cost $86.86 Unrealized 0.0%
BWA BORGWARNER INC 0.2%
Value ($000) $1,257 Shares 35,724 Est. Cost $25.51 Unrealized 0.0%
NNN NATIONAL RETAIL PPTYS INC 0.2%
Value ($000) $1,249 Shares 24,560 Est. Cost $51.68 Unrealized
LEN LENNAR CORP 0.2%
Value ($000) $1,228 Shares 29,010 Est. Cost $40.40 Unrealized 0.0%
PBA PEMBINA PIPELINE CORP 0.2%
Value ($000) $1,131 Shares 37,110 Est. Cost $17.23 Unrealized +6.6%
BCE BCE INC 0.2%
Value ($000) $1,105 Shares 23,930 Est. Cost $27.00 Unrealized 0.0%
RCI ROGERS COMMUNICATIONS INC 0.1%
Value ($000) $708 Shares 16,680 Est. Cost $42.91 Unrealized 0.0%
LASALLE HOTEL PPTYS 0.1%
Value ($000) $686 Shares 28,729 Est. Cost $23.76 Unrealized
MCO MOODYS CORP 0.1%
Value ($000) $682 Shares 6,300 Est. Cost $86.65 Unrealized +11.0%
VANTIV INC 0.1%
Value ($000) $663 Shares 11,790 Est. Cost $56.60 Unrealized
PEB PEBBLEBROOK HOTEL TR 0.1%
Value ($000) $645 Shares 24,244 Est. Cost $26.60 Unrealized
BROOKFIELD ASSET MGMT INC 0.1%
Value ($000) $643 Shares 18,270 Est. Cost $34.34 Unrealized
ATR APTARGROUP INC 0.1%
Value ($000) $635 Shares 8,200 Est. Cost $67.94 Unrealized +1.5%
CNI CANADIAN NATL RY CO 0.1%
Value ($000) $628 Shares 9,600 Est. Cost $51.15 Unrealized +3.9%
DRI DARDEN RESTAURANTS INC 0.1%
Value ($000) $625 Shares 10,200 Est. Cost $49.72 Unrealized -4.1%
TU TELUS CORP 0.1%
Value ($000) $606 Shares 18,350 Est. Cost $16.53 Unrealized 0.0%
FTV FORTIVE CORP 0.1%
Value ($000) $605 Shares 11,890 Est. Cost $49.26 Unrealized -37.3%
IAG IAMGOLD CORP 0.1%
Value ($000) $522 Shares 128,820 Est. Cost $4.56 Unrealized 0.0%
BARRICK GOLD CORP 0.1%
Value ($000) $501 Shares 28,280 Est. Cost $17.88 Unrealized
SLF SUN LIFE FINL INC 0.1%
Value ($000) $326 Shares 10,030 Est. Cost $32.16 Unrealized 0.0%
TSEM TOWER SEMICONDUCTOR LTD SHS 0.0%
Value ($000) $228 Shares 15,000 Est. Cost $14.44 Unrealized 0.0%
ENSCO PLC SHS 0.0%
Value ($000) $151 Shares 17,752 Est. Cost $8.51 Unrealized
CALPINE CORP 0.0%
Value ($000) $131 Shares 10,373 Est. Cost $12.63 Unrealized
WEATHERFORD INTL PLC ORD SHS 0.0%
Value ($000) $129 Shares 22,940 Est. Cost $5.62 Unrealized
STAPLES INC 0.0%
Value ($000) $129 Shares 15,096 Est. Cost $8.55 Unrealized
FRONTIER COMMUNICATIONS CORP 0.0%
Value ($000) $125 Shares 29,940 Est. Cost $4.18 Unrealized
NRG NRG ENERGY INC 0.0%
Value ($000) $122 Shares 10,900 Est. Cost $10.69 Unrealized 0.0%
XEROX CORP 0.0%
Value ($000) $118 Shares 11,600 Est. Cost $10.17 Unrealized
LENDINGCLUB CORP 0.0%
Value ($000) $70 Shares 11,380 Est. Cost $6.15 Unrealized