Waratah Capital Advisors Ltd. Quant / Systematic

CIK: 0001539919 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Feb 13, 2017

Total Value ($000): $671,203 (100.0% shares, 0.0% debt)

Holdings (141)

ROP ROPER TECHNOLOGIES INC 5.2%
Value ($000) $35,233 Shares 192,445 Est. Cost $168.75 Unrealized +0.6%
QSR RESTAURANT BRANDS INTL INC 4.0%
Value ($000) $26,553 Shares 557,137 Est. Cost $44.84 Unrealized +2.9%
ADBE ADOBE SYS INC 3.5%
Value ($000) $23,793 Shares 231,114 Est. Cost $105.86 Unrealized 0.0%
MFC MANULIFE FINL CORP 3.4%
Value ($000) $22,602 Shares 1,269,259 Est. Cost $14.60 Unrealized +11.6%
COST COSTCO WHSL CORP NEW 3.3%
Value ($000) $22,200 Shares 138,656 Est. Cost $129.27 Unrealized +0.4%
SIX FLAGS ENTMT CORP NEW 3.3%
Value ($000) $22,078 Shares 368,219 Est. Cost $48.50 Unrealized
NXST NEXSTAR BROADCASTING GROUP I CL A 3.2%
Value ($000) $21,759 Shares 343,748 Est. Cost $41.56 Unrealized +7.5%
LAMR LAMAR ADVERTISING CO NEW 3.1%
Value ($000) $20,693 Shares 307,745 Est. Cost $63.70 Unrealized
SUI SUN CMNTYS INC 2.9%
Value ($000) $19,145 Shares 249,905 Est. Cost $77.67 Unrealized
OSISKO GOLD ROYALTIES LTD 2.6%
Value ($000) $17,433 Shares 1,788,214 Est. Cost $10.34 Unrealized
TYL TYLER TECHNOLOGIES INC 2.6%
Value ($000) $17,271 Shares 120,971 Est. Cost $155.19 Unrealized 0.0%
EXR EXTRA SPACE STORAGE INC 2.5%
Value ($000) $17,112 Shares 221,547 Est. Cost $54.63 Unrealized -4.6%
TLT ISHARES TR 20 YR TR BD ETF 2.4%
Value ($000) $16,312 Shares 136,930 Est. Cost $119.13 Unrealized
AON PLC SHS 2.2%
Value ($000) $14,679 Shares 131,617 Est. Cost $110.96 Unrealized
WCN WASTE CONNECTIONS INC 2.1%
Value ($000) $14,020 Shares 178,391 Est. Cost $42.53 Unrealized +11.5%
CUBE CUBESMART 2.1%
Value ($000) $13,778 Shares 514,674 Est. Cost $27.20 Unrealized
CIMAREX ENERGY CO 1.8%
Value ($000) $11,987 Shares 88,207 Est. Cost $113.81 Unrealized
RICE ENERGY INC 1.7%
Value ($000) $11,226 Shares 525,787 Est. Cost $21.03 Unrealized
MGM MGM RESORTS INTERNATIONAL 1.6%
Value ($000) $11,061 Shares 383,680 Est. Cost $26.17 Unrealized 0.0%
META FACEBOOK INC 1.5%
Value ($000) $10,386 Shares 90,278 Est. Cost $105.22 Unrealized +15.9%
ANADARKO PETE CORP 1.5%
Value ($000) $10,344 Shares 148,344 Est. Cost $57.06 Unrealized
DVN DEVON ENERGY CORP NEW 1.5%
Value ($000) $10,234 Shares 224,094 Est. Cost $19.08 Unrealized +63.2%
SU SUNCOR ENERGY INC NEW 1.4%
Value ($000) $9,565 Shares 292,550 Est. Cost $22.02 Unrealized 0.0%
IGV ISHARES TR NA TEC-SFTWR ETF 1.3%
Value ($000) $9,030 Shares 82,957 Est. Cost $108.85 Unrealized
HOSTESS BRANDS INC 1.3%
Value ($000) $8,999 Shares 692,213 Est. Cost $13.00 Unrealized
AAPL APPLE INC 1.2%
Value ($000) $8,304 Shares 71,699 Est. Cost $26.09 Unrealized 0.0%
GOOGL ALPHABET INC CAP STK 1.2%
Value ($000) $8,203 Shares 10,351 Est. Cost $39.68 Unrealized 0.0%
CRESCENT PT ENERGY CORP 1.2%
Value ($000) $7,923 Shares 582,900 Est. Cost $13.59 Unrealized
OASIS PETE INC NEW 1.2%
Value ($000) $7,824 Shares 516,769 Est. Cost $15.14 Unrealized
NWL NEWELL BRANDS INC 1.2%
Value ($000) $7,764 Shares 173,892 Est. Cost $32.71 Unrealized 0.0%
ENERPLUS CORP 1.1%
Value ($000) $7,534 Shares 793,995 Est. Cost $6.42 Unrealized
SPG SIMON PPTY GROUP INC NEW 1.1%
Value ($000) $7,240 Shares 40,750 Est. Cost $114.79 Unrealized 0.0%
HAL HALLIBURTON CO 1.1%
Value ($000) $7,201 Shares 133,128 Est. Cost $41.70 Unrealized 0.0%
COTT CORP QUE 1.0%
Value ($000) $6,537 Shares 577,000 Est. Cost $11.33 Unrealized
GTN GRAY TELEVISION INC 1.0%
Value ($000) $6,453 Shares 594,776 Est. Cost $9.81 Unrealized 0.0%
SBUX STARBUCKS CORP 1.0%
Value ($000) $6,434 Shares 115,881 Est. Cost $45.58 Unrealized 0.0%
PLD PROLOGIS INC 0.9%
Value ($000) $5,979 Shares 113,259 Est. Cost $39.25 Unrealized 0.0%
BBU BROOKFIELD BUSINESS PARTNERS UNIT LTD LP 0.9%
Value ($000) $5,726 Shares 238,324 Est. Cost $24.77 Unrealized
SOUTHWESTERN ENERGY CO 0.8%
Value ($000) $5,693 Shares 526,201 Est. Cost $10.82 Unrealized
WPX ENERGY INC 0.8%
Value ($000) $5,679 Shares 389,787 Est. Cost $14.57 Unrealized
DR PEPPER SNAPPLE GROUP INC 0.8%
Value ($000) $5,503 Shares 60,692 Est. Cost $92.65 Unrealized
PIONEER NAT RES CO 0.8%
Value ($000) $5,439 Shares 30,204 Est. Cost $185.64 Unrealized
SANDSTORM GOLD LTD 0.8%
Value ($000) $5,287 Shares 1,347,153 Est. Cost $4.56 Unrealized
OTEX OPEN TEXT CORP 0.7%
Value ($000) $5,016 Shares 81,220 Est. Cost $25.28 Unrealized 0.0%
ENERGEN CORP 0.7%
Value ($000) $4,860 Shares 84,267 Est. Cost $56.74 Unrealized
GDDY GODADDY INC 0.7%
Value ($000) $4,746 Shares 135,790 Est. Cost $35.09 Unrealized 0.0%
PSA PUBLIC STORAGE 0.7%
Value ($000) $4,689 Shares 20,980 Est. Cost $146.80 Unrealized 0.0%
GENERAL GROWTH PPTYS INC NEW 0.6%
Value ($000) $4,356 Shares 174,380 Est. Cost $24.98 Unrealized
ALB ALBEMARLE CORP 0.6%
Value ($000) $4,311 Shares 50,085 Est. Cost $73.33 Unrealized +2.0%
SITE SITEONE LANDSCAPE SUPPLY INC 0.6%
Value ($000) $4,293 Shares 123,602 Est. Cost $37.77 Unrealized -11.2%
NEXSTAR BROADCASTING GROUP I CALL 0.6%
Value ($000) $4,115 Shares 65,000 Est. Cost Unrealized
IYR ISHARES TR U.S. REAL ES ETF 0.6%
Value ($000) $3,869 Shares 50,280 Est. Cost $76.95 Unrealized
TRIVAGO N V SPON ADS A SHS 0.6%
Value ($000) $3,701 Shares 315,000 Est. Cost $11.75 Unrealized
PARSLEY ENERGY INC 0.5%
Value ($000) $3,548 Shares 100,673 Est. Cost $33.51 Unrealized
ADP AUTOMATIC DATA PROCESSING IN 0.5%
Value ($000) $3,442 Shares 33,489 Est. Cost $73.38 Unrealized +4.6%
EOG EOG RES INC 0.5%
Value ($000) $3,408 Shares 33,710 Est. Cost $72.36 Unrealized 0.0%
DHR DANAHER CORP DEL 0.5%
Value ($000) $3,213 Shares 41,280 Est. Cost $66.37 Unrealized 0.0%
FTV FORTIVE CORP 0.5%
Value ($000) $3,207 Shares 59,800 Est. Cost $35.32 Unrealized -9.8%
CCK CROWN HOLDINGS INC 0.4%
Value ($000) $2,702 Shares 51,400 Est. Cost $51.36 Unrealized 0.0%
POTASH CORP SASK INC 0.4%
Value ($000) $2,631 Shares 145,440 Est. Cost $18.09 Unrealized
GRANITE REAL ESTATE INVT TR 0.4%
Value ($000) $2,588 Shares 77,516 Est. Cost $33.39 Unrealized
FANG DIAMONDBACK ENERGY INC 0.4%
Value ($000) $2,586 Shares 25,590 Est. Cost $77.21 Unrealized 0.0%
NKE NIKE INC 0.4%
Value ($000) $2,542 Shares 50,010 Est. Cost $45.58 Unrealized 0.0%
BMO BANK MONTREAL QUE 0.4%
Value ($000) $2,533 Shares 35,221 Est. Cost $44.58 Unrealized +3.6%
CF CF INDS HLDGS INC 0.3%
Value ($000) $2,237 Shares 71,068 Est. Cost $21.09 Unrealized 0.0%
TD TORONTO DOMINION BK ONT 0.3%
Value ($000) $2,194 Shares 44,480 Est. Cost $43.82 Unrealized +6.7%
TJX TJX COS INC NEW 0.3%
Value ($000) $2,161 Shares 28,760 Est. Cost $33.23 Unrealized 0.0%
SHOP SHOPIFY INC 0.3%
Value ($000) $1,980 Shares 46,183 Est. Cost $4.20 Unrealized 0.0%
U S SILICA HLDGS INC 0.2%
Value ($000) $1,587 Shares 28,000 Est. Cost $34.47 Unrealized
TCBI TEXAS CAPITAL BANCSHARES INC 0.2%
Value ($000) $1,478 Shares 18,858 Est. Cost $67.45 Unrealized 0.0%
KHC KRAFT HEINZ CO 0.2%
Value ($000) $1,422 Shares 16,290 Est. Cost $57.48 Unrealized -1.8%
ZION ZIONS BANCORPORATION 0.2%
Value ($000) $1,407 Shares 32,700 Est. Cost $36.84 Unrealized 0.0%
RITM NEW RESIDENTIAL INVT CORP 0.2%
Value ($000) $1,383 Shares 87,990 Est. Cost $15.72 Unrealized
TXRH TEXAS ROADHOUSE INC 0.2%
Value ($000) $1,338 Shares 27,737 Est. Cost $37.83 Unrealized 0.0%
MGM GROWTH PPTYS LLC CL A 0.2%
Value ($000) $1,326 Shares 52,406 Est. Cost $25.30 Unrealized
PNC PNC FINL SVCS GROUP INC 0.2%
Value ($000) $1,311 Shares 11,208 Est. Cost $77.14 Unrealized 0.0%
DRI DARDEN RESTAURANTS INC 0.2%
Value ($000) $1,309 Shares 17,996 Est. Cost $51.54 Unrealized +4.6%
USB US BANCORP DEL 0.2%
Value ($000) $1,305 Shares 25,405 Est. Cost $33.77 Unrealized 0.0%
V VISA INC 0.2%
Value ($000) $1,304 Shares 16,710 Est. Cost $66.99 Unrealized +12.6%
HWC HANCOCK HLDG CO 0.2%
Value ($000) $1,282 Shares 29,738 Est. Cost $38.02 Unrealized 0.0%
CHEMICAL FINL CORP 0.2%
Value ($000) $1,188 Shares 21,924 Est. Cost $54.19 Unrealized
BAC BANK AMER CORP 0.2%
Value ($000) $1,129 Shares 51,065 Est. Cost $15.68 Unrealized 0.0%
FNB FNB CORP PA 0.2%
Value ($000) $1,080 Shares 67,385 Est. Cost $9.99 Unrealized 0.0%
INVESCO MORTGAGE CAPITAL INC 0.2%
Value ($000) $1,070 Shares 73,290 Est. Cost $14.60 Unrealized
CRI CARTER INC 0.1%
Value ($000) $982 Shares 11,370 Est. Cost $69.41 Unrealized 0.0%
HBAN HUNTINGTON BANCSHARES INC 0.1%
Value ($000) $967 Shares 73,126 Est. Cost $7.91 Unrealized 0.0%
WAFD WASHINGTON FED INC 0.1%
Value ($000) $950 Shares 27,671 Est. Cost $23.15 Unrealized 0.0%
BANK OF THE OZARKS INC 0.1%
Value ($000) $944 Shares 17,956 Est. Cost $52.57 Unrealized
MB FINANCIAL INC NEW 0.1%
Value ($000) $936 Shares 19,828 Est. Cost $47.21 Unrealized
ASB ASSOCIATED BANC CORP 0.1%
Value ($000) $879 Shares 35,604 Est. Cost $15.93 Unrealized 0.0%
WTFC WINTRUST FINL CORP 0.1%
Value ($000) $868 Shares 11,958 Est. Cost $62.10 Unrealized 0.0%
PCTY PAYLOCITY HLDG CORP 0.1%
Value ($000) $852 Shares 28,380 Est. Cost $37.23 Unrealized 0.0%
COLB COLUMBIA BKG SYS INC 0.1%
Value ($000) $837 Shares 18,730 Est. Cost $25.64 Unrealized 0.0%
LASALLE HOTEL PPTYS 0.1%
Value ($000) $814 Shares 26,722 Est. Cost $23.76 Unrealized
PEB PEBBLEBROOK HOTEL TR 0.1%
Value ($000) $771 Shares 25,916 Est. Cost $26.81 Unrealized
CONTINENTAL RESOURCES INC 0.1%
Value ($000) $693 Shares 13,444 Est. Cost $30.04 Unrealized
CNI CANADIAN NATL RY CO 0.1%
Value ($000) $666 Shares 9,900 Est. Cost $51.29 Unrealized +8.8%
CNK CINEMARK HOLDINGS INC 0.1%
Value ($000) $657 Shares 17,130 Est. Cost $34.83 Unrealized 0.0%
REGAL ENTMT GROUP 0.1%
Value ($000) $648 Shares 31,460 Est. Cost $20.60 Unrealized
GS GOLDMAN SACHS GROUP INC 0.1%
Value ($000) $644 Shares 2,690 Est. Cost $167.76 Unrealized 0.0%
SILVER BAY RLTY TR CORP 0.1%
Value ($000) $622 Shares 36,300 Est. Cost $17.13 Unrealized
EA ELECTRONIC ARTS INC 0.1%
Value ($000) $621 Shares 7,890 Est. Cost $78.20 Unrealized 0.0%
CME CME GROUP INC 0.1%
Value ($000) $611 Shares 5,300 Est. Cost $78.61 Unrealized 0.0%
ESLT ELBIT SYS LTD ORD 0.1%
Value ($000) $607 Shares 5,962 Est. Cost $90.34 Unrealized 0.0%
IBERIABANK CORP 0.1%
Value ($000) $592 Shares 7,063 Est. Cost $83.82 Unrealized
MTG MGIC INVT CORP WIS 0.1%
Value ($000) $570 Shares 55,930 Est. Cost $9.03 Unrealized 0.0%
C CITIGROUP INC 0.1%
Value ($000) $569 Shares 9,570 Est. Cost $40.63 Unrealized 0.0%
PACWEST BANCORP DEL 0.1%
Value ($000) $568 Shares 10,430 Est. Cost $54.46 Unrealized
BARRICK GOLD CORP 0.1%
Value ($000) $545 Shares 34,030 Est. Cost $17.56 Unrealized
SLM SLM CORP 0.1%
Value ($000) $527 Shares 47,778 Est. Cost $8.98 Unrealized 0.0%
TECK TECK RESOURCES LTD 0.1%
Value ($000) $527 Shares 26,348 Est. Cost $8.84 Unrealized +144.8%
FRCB FIRST REP BK SAN FRANCISCO C 0.1%
Value ($000) $505 Shares 5,480 Est. Cost $78.18 Unrealized 0.0%
BANCORPSOUTH INC 0.1%
Value ($000) $393 Shares 12,660 Est. Cost $31.04 Unrealized
TESORO CORP 0.1%
Value ($000) $389 Shares 4,450 Est. Cost $87.42 Unrealized
TD AMERITRADE HLDG CORP 0.1%
Value ($000) $380 Shares 8,720 Est. Cost $43.58 Unrealized
DISCOVER FINL SVCS 0.1%
Value ($000) $373 Shares 5,170 Est. Cost $72.15 Unrealized
MCHB HOMESTREET INC 0.1%
Value ($000) $372 Shares 11,771 Est. Cost $28.67 Unrealized 0.0%
CVE CENOVUS ENERGY INC 0.1%
Value ($000) $372 Shares 24,620 Est. Cost $12.00 Unrealized +6.3%
HOSTESS BRANDS INC W EXP 11/04/202 0.1%
Value ($000) $350 Shares 200,000 Est. Cost $1.75 Unrealized
FIRST MIDWEST BANCORP DEL 0.0%
Value ($000) $335 Shares 13,263 Est. Cost $25.26 Unrealized
NVR NVR INC 0.0%
Value ($000) $330 Shares 198 Est. Cost $1596.56 Unrealized 0.0%
SCHW SCHWAB CHARLES CORP NEW 0.0%
Value ($000) $320 Shares 8,096 Est. Cost $31.79 Unrealized 0.0%
SANTANDER CONSUMER USA HDG I 0.0%
Value ($000) $299 Shares 22,160 Est. Cost $13.49 Unrealized
SUNTRUST BKS INC 0.0%
Value ($000) $261 Shares 4,760 Est. Cost $54.83 Unrealized
MAA MID AMER APT CMNTYS INC 0.0%
Value ($000) $261 Shares 2,670 Est. Cost $67.12 Unrealized 0.0%
MKTX MARKETAXESS HLDGS INC 0.0%
Value ($000) $258 Shares 1,755 Est. Cost $145.60 Unrealized 0.0%
STLD STEEL DYNAMICS INC 0.0%
Value ($000) $244 Shares 6,855 Est. Cost $26.10 Unrealized 0.0%
SPIRIT AIRLS INC 0.0%
Value ($000) $240 Shares 4,140 Est. Cost $57.97 Unrealized
CXW CORECIVIC INC 0.0%
Value ($000) $237 Shares 9,685 Est. Cost $14.21 Unrealized 0.0%
BNS BANK N S HALIFAX 0.0%
Value ($000) $225 Shares 4,050 Est. Cost $32.24 Unrealized +6.6%
ADM ARCHER DANIELS MIDLAND CO 0.0%
Value ($000) $210 Shares 4,599 Est. Cost $33.77 Unrealized 0.0%
FULT FULTON FINL CORP PA 0.0%
Value ($000) $207 Shares 11,010 Est. Cost $11.76 Unrealized 0.0%
MFA FINL INC 0.0%
Value ($000) $177 Shares 23,150 Est. Cost $7.65 Unrealized
BROCADE COMMUNICATIONS SYS I 0.0%
Value ($000) $170 Shares 13,611 Est. Cost $12.49 Unrealized
DRH DIAMONDROCK HOSPITALITY CO 0.0%
Value ($000) $164 Shares 14,222 Est. Cost $11.53 Unrealized
ASCENA RETAIL GROUP INC 0.0%
Value ($000) $130 Shares 20,950 Est. Cost $6.21 Unrealized
TEEKAY CORPORATION 0.0%
Value ($000) $126 Shares 15,649 Est. Cost $8.05 Unrealized
GNW GENWORTH FINL INC 0.0%
Value ($000) $112 Shares 29,295 Est. Cost $4.41 Unrealized 0.0%
GANNETT CO INC 0.0%
Value ($000) $105 Shares 10,792 Est. Cost $9.73 Unrealized
AVON PRODS INC 0.0%
Value ($000) $68 Shares 13,510 Est. Cost $5.03 Unrealized
CYH COMMUNITY HEALTH SYS INC NEW 0.0%
Value ($000) $60 Shares 10,756 Est. Cost $6.94 Unrealized 0.0%