Waratah Capital Advisors Ltd. Quant / Systematic

CIK: 0001539919 · Show all filings

Period: Q2 2017 (← Previous) (Next →)

Filing Date: Aug 14, 2017

Total Value ($000): $713,868 (100.0% shares, 0.0% debt)

Holdings (161)

SUI SUN CMNTYS INC 6.3%
Value ($000) $45,320 Shares 516,821 Est. Cost $81.90 Unrealized
SIX FLAGS ENTMT CORP 5.2%
Value ($000) $37,372 Shares 626,942 Est. Cost $53.04 Unrealized
META FACEBOOK INC 4.7%
Value ($000) $33,531 Shares 222,087 Est. Cost $127.89 Unrealized +15.5%
QSR RESTAURANT BRANDS INTL INC 4.4%
Value ($000) $31,602 Shares 505,313 Est. Cost $47.56 Unrealized +23.9%
CWH CAMPING WORLD HLDGS INC 3.4%
Value ($000) $23,960 Shares 776,665 Est. Cost $19.47 Unrealized 0.0%
LAMR LAMAR ADVERTISING CO 3.1%
Value ($000) $21,920 Shares 297,942 Est. Cost $64.89 Unrealized
ELS EQUITY LIFESTYLE PPTYS INC 2.7%
Value ($000) $19,583 Shares 226,808 Est. Cost $80.19 Unrealized
CANADIAN PAC RY LTD 2.7%
Value ($000) $19,460 Shares 121,030 Est. Cost $160.79 Unrealized
OSISKO GOLD ROYALTIES LTD 2.6%
Value ($000) $18,689 Shares 1,530,158 Est. Cost $10.79 Unrealized
PLAYA HOTELS & RESORTS NV 2.5%
Value ($000) $18,010 Shares 1,507,109 Est. Cost $10.50 Unrealized
COST COSTCO WHSL CORP 2.3%
Value ($000) $16,460 Shares 102,922 Est. Cost $146.01 Unrealized +3.4%
CNQ CANADIAN NAT RES LTD 2.1%
Value ($000) $15,106 Shares 523,872 Est. Cost $10.12 Unrealized +0.0%
FTV FORTIVE CORP 2.0%
Value ($000) $14,442 Shares 227,965 Est. Cost $35.54 Unrealized +6.9%
DAL DELTA AIR LINES INC DEL 1.9%
Value ($000) $13,383 Shares 249,026 Est. Cost $44.31 Unrealized 0.0%
ROP ROPER TECHNOLOGIES INC 1.8%
Value ($000) $13,189 Shares 56,966 Est. Cost $168.75 Unrealized +24.7%
FANG DIAMONDBACK ENERGY INC 1.7%
Value ($000) $12,353 Shares 139,100 Est. Cost $79.57 Unrealized -5.7%
CARROLS RESTAURANT GROUP INC 1.7%
Value ($000) $12,108 Shares 988,384 Est. Cost $12.87 Unrealized
PARSLEY ENERGY INC 1.6%
Value ($000) $11,567 Shares 416,836 Est. Cost $29.79 Unrealized
WCN WASTE CONNECTIONS INC 1.6%
Value ($000) $11,432 Shares 177,461 Est. Cost $44.94 Unrealized +30.3%
EQT EQT CORP 1.6%
Value ($000) $11,396 Shares 194,509 Est. Cost $29.20 Unrealized 0.0%
LOW LOWES COS INC 1.5%
Value ($000) $10,889 Shares 140,445 Est. Cost $69.71 Unrealized 0.0%
GDDY GODADDY INC 1.4%
Value ($000) $9,814 Shares 231,350 Est. Cost $39.80 Unrealized +0.6%
BROOKFIELD ASSET MGMT INC LTD VT SH 1.3%
Value ($000) $9,590 Shares 244,590 Est. Cost $39.21 Unrealized
WPX ENERGY INC 1.3%
Value ($000) $9,423 Shares 975,440 Est. Cost $12.55 Unrealized
SANDSTORM GOLD LTD 1.3%
Value ($000) $9,263 Shares 2,399,370 Est. Cost $4.14 Unrealized
AON PLC 1.2%
Value ($000) $8,415 Shares 63,295 Est. Cost $125.08 Unrealized
CIMAREX ENERGY CO 1.1%
Value ($000) $8,205 Shares 87,276 Est. Cost $117.00 Unrealized
FIELD EXPL CO 1.1%
Value ($000) $7,984 Shares 280,537 Est. Cost $35.09 Unrealized
SSNC SS&C TECHNOLOGIES HLDGS INC 1.1%
Value ($000) $7,904 Shares 205,778 Est. Cost $33.65 Unrealized +10.8%
TSCO TRACTOR SUPPLY CO 1.1%
Value ($000) $7,715 Shares 142,312 Est. Cost $10.84 Unrealized -4.1%
AVY AVERY DENNISON CORP 1.1%
Value ($000) $7,697 Shares 87,097 Est. Cost $71.76 Unrealized 0.0%
CONTINENTAL RESOURCES INC 1.0%
Value ($000) $7,495 Shares 231,813 Est. Cost $44.22 Unrealized
BBU BROOKFIELD BUSINESS PARTNERS UNIT LTD LP 0.9%
Value ($000) $6,189 Shares 229,004 Est. Cost $24.97 Unrealized
ENERGEN CORP 0.8%
Value ($000) $6,013 Shares 121,795 Est. Cost $53.90 Unrealized
MSGS MADISON SQUARE GARDEN CO 0.7%
Value ($000) $5,185 Shares 26,332 Est. Cost $140.91 Unrealized +0.4%
ENERPLUS CORP 0.7%
Value ($000) $5,167 Shares 637,431 Est. Cost $8.11 Unrealized
SITE SITEONE LANDSCAPE SUPPLY INC 0.7%
Value ($000) $5,069 Shares 97,360 Est. Cost $44.60 Unrealized +11.7%
TRIVAGO N V SPON ADS A 0.6%
Value ($000) $4,491 Shares 189,810 Est. Cost $12.13 Unrealized
XYL XYLEM INC 0.6%
Value ($000) $4,246 Shares 76,600 Est. Cost $46.97 Unrealized 0.0%
ARMK ARAMARK 0.6%
Value ($000) $4,122 Shares 100,575 Est. Cost $24.63 Unrealized 0.0%
BB&T CORP 0.5%
Value ($000) $3,876 Shares 85,361 Est. Cost $45.41 Unrealized
PTEN PATTERSON UTI ENERGY INC 0.5%
Value ($000) $3,873 Shares 191,817 Est. Cost $26.63 Unrealized -18.2%
MLM MARTIN MARIETTA MATLS INC 0.5%
Value ($000) $3,839 Shares 17,249 Est. Cost $210.95 Unrealized +0.5%
CHD CHURCH & DWIGHT INC 0.5%
Value ($000) $3,779 Shares 72,840 Est. Cost $42.65 Unrealized +7.4%
AAPL APPLE INC 0.5%
Value ($000) $3,673 Shares 25,502 Est. Cost $26.09 Unrealized +31.5%
CMA ERICA INC 0.5%
Value ($000) $3,503 Shares 47,825 Est. Cost $48.67 Unrealized 0.0%
V VISA INC 0.5%
Value ($000) $3,300 Shares 35,190 Est. Cost $78.95 Unrealized +10.7%
U S SILICA HLDGS INC 0.4%
Value ($000) $3,086 Shares 86,957 Est. Cost $35.22 Unrealized
KEY KEYCORP 0.4%
Value ($000) $3,014 Shares 160,825 Est. Cost $12.44 Unrealized -0.3%
SU SUNCOR ENERGY INC 0.4%
Value ($000) $2,707 Shares 92,696 Est. Cost $22.12 Unrealized +0.9%
SYNOVUS FINL CORP 0.4%
Value ($000) $2,706 Shares 61,175 Est. Cost $43.75 Unrealized
NXST NEXSTAR MEDIA GROUP INC 0.4%
Value ($000) $2,687 Shares 44,931 Est. Cost $41.69 Unrealized +18.2%
CALLON PETE CO DEL 0.4%
Value ($000) $2,684 Shares 253,007 Est. Cost $10.61 Unrealized
GOOGL ALPHABET INC CAP STK 0.4%
Value ($000) $2,591 Shares 2,787 Est. Cost $39.73 Unrealized +16.9%
DECK DECKERS OUTDOOR CORP 0.4%
Value ($000) $2,522 Shares 36,940 Est. Cost $10.21 Unrealized +2.1%
NWL ELL BRANDS INC 0.4%
Value ($000) $2,520 Shares 47,003 Est. Cost $32.71 Unrealized +5.6%
EA ELECTRONIC ARTS INC 0.3%
Value ($000) $2,474 Shares 23,400 Est. Cost $92.74 Unrealized +8.0%
FITB FIFTH THIRD BANCORP 0.3%
Value ($000) $2,467 Shares 95,044 Est. Cost $18.02 Unrealized 0.0%
CVCO CAVCO INDS INC DEL 0.3%
Value ($000) $2,410 Shares 18,585 Est. Cost $119.40 Unrealized 0.0%
MIDD MIDDLEBY CORP 0.3%
Value ($000) $2,399 Shares 19,745 Est. Cost $132.07 Unrealized 0.0%
TRAVELPORT WORLDWIDE LTD 0.3%
Value ($000) $2,374 Shares 172,520 Est. Cost $12.84 Unrealized
EXR EXTRA SPACE STORAGE INC 0.3%
Value ($000) $2,360 Shares 30,254 Est. Cost $54.63 Unrealized +1.6%
MFC MANULIFE FINL CORP 0.3%
Value ($000) $2,335 Shares 124,623 Est. Cost $17.33 Unrealized +1.7%
DELPHI AUTOMOTIVE PLC 0.3%
Value ($000) $2,316 Shares 26,420 Est. Cost $87.66 Unrealized
STZ CONSTELLATION BRANDS INC 0.3%
Value ($000) $2,263 Shares 11,683 Est. Cost $155.71 Unrealized 0.0%
RF REGIONS FINL CORP 0.3%
Value ($000) $2,070 Shares 141,413 Est. Cost $10.43 Unrealized -2.6%
JPM JPMORGAN CHASE & CO 0.3%
Value ($000) $2,006 Shares 21,945 Est. Cost $68.54 Unrealized 0.0%
SHOP SHOPIFY INC 0.3%
Value ($000) $1,829 Shares 21,050 Est. Cost $8.46 Unrealized 0.0%
UHAL AMERCO 0.3%
Value ($000) $1,823 Shares 4,981 Est. Cost $36.69 Unrealized -1.1%
NVDA NVIDIA CORP 0.2%
Value ($000) $1,718 Shares 11,884 Est. Cost $3.13 Unrealized 0.0%
INTC INTEL CORP 0.2%
Value ($000) $1,718 Shares 50,920 Est. Cost $29.57 Unrealized 0.0%
MAA MID AMER APT CMNTYS INC 0.2%
Value ($000) $1,692 Shares 16,060 Est. Cost $72.68 Unrealized +5.2%
ALB ALBEMARLE CORP 0.2%
Value ($000) $1,652 Shares 15,655 Est. Cost $96.69 Unrealized 0.0%
KRE SPDR SERIES TRUST S&P REGL BKG 0.2%
Value ($000) $1,647 Shares 29,966 Est. Cost $54.79 Unrealized
PEP PEPSICO INC 0.2%
Value ($000) $1,646 Shares 14,255 Est. Cost $88.18 Unrealized 0.0%
MKC MCCORMICK & CO INC NON VTG 0.2%
Value ($000) $1,603 Shares 16,443 Est. Cost $42.93 Unrealized 0.0%
DIS DISNEY WALT CO DISNEY 0.2%
Value ($000) $1,598 Shares 15,040 Est. Cost $102.45 Unrealized 0.0%
WFC WELLS FARGO CO 0.2%
Value ($000) $1,591 Shares 28,715 Est. Cost $42.18 Unrealized 0.0%
BAC BANK AMER CORP 0.2%
Value ($000) $1,586 Shares 65,365 Est. Cost $16.56 Unrealized +15.3%
CAKE CHEESECAKE FACTORY INC 0.2%
Value ($000) $1,585 Shares 31,513 Est. Cost $50.23 Unrealized -2.6%
EOG EOG RES INC 0.2%
Value ($000) $1,574 Shares 17,392 Est. Cost $72.85 Unrealized -5.7%
IYR ISHARES TR U.S. REAL ES ETF 0.2%
Value ($000) $1,567 Shares 19,644 Est. Cost $76.95 Unrealized
SQM SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 0.2%
Value ($000) $1,535 Shares 46,495 Est. Cost $34.37 Unrealized
SBUX STARBUCKS CORP 0.2%
Value ($000) $1,529 Shares 26,227 Est. Cost $46.19 Unrealized +8.7%
E TRADE FINANCIAL CORP 0.2%
Value ($000) $1,472 Shares 38,712 Est. Cost $34.88 Unrealized
IBERIABANK CORP 0.2%
Value ($000) $1,468 Shares 18,013 Est. Cost $81.50 Unrealized
PYPL PAYPAL HLDGS INC 0.2%
Value ($000) $1,463 Shares 27,255 Est. Cost $49.03 Unrealized 0.0%
H HYATT HOTELS CORP 0.2%
Value ($000) $1,393 Shares 24,785 Est. Cost $54.81 Unrealized 0.0%
WAL WESTERN ALLIANCE BANCORP 0.2%
Value ($000) $1,349 Shares 27,411 Est. Cost $43.02 Unrealized -4.0%
PEOPLES UNITED FINANCIAL INC 0.2%
Value ($000) $1,342 Shares 75,969 Est. Cost $17.67 Unrealized
ZTO ZTO EXPRESS CAYMAN INC SPONSORED ADR 0.2%
Value ($000) $1,296 Shares 92,815 Est. Cost $13.96 Unrealized
MA MASTERCARD INCORPORATED 0.2%
Value ($000) $1,277 Shares 10,515 Est. Cost $113.06 Unrealized 0.0%
SCHW SCHWAB CHARLES CORP 0.2%
Value ($000) $1,260 Shares 29,340 Est. Cost $35.76 Unrealized 0.0%
VLY VALLEY NATL BANCORP 0.2%
Value ($000) $1,259 Shares 106,630 Est. Cost $11.71 Unrealized 0.0%
DISCOVER FINL SVCS 0.2%
Value ($000) $1,238 Shares 19,910 Est. Cost $62.18 Unrealized
AMZN AMAZON INC 0.2%
Value ($000) $1,236 Shares 1,277 Est. Cost $47.71 Unrealized 0.0%
NVR NVR INC 0.2%
Value ($000) $1,229 Shares 510 Est. Cost $2254.34 Unrealized 0.0%
SANTANDER CONSUMER USA HDG I 0.2%
Value ($000) $1,222 Shares 95,790 Est. Cost $12.76 Unrealized
CM CDN IMPERIAL BK M TORONTO 0.2%
Value ($000) $1,208 Shares 14,871 Est. Cost $27.41 Unrealized -2.3%
MS MORGAN STANLEY 0.2%
Value ($000) $1,206 Shares 27,060 Est. Cost $33.54 Unrealized 0.0%
SVB FINL GROUP 0.2%
Value ($000) $1,203 Shares 6,842 Est. Cost $178.90 Unrealized
C CITIGROUP INC 0.2%
Value ($000) $1,197 Shares 17,905 Est. Cost $42.67 Unrealized +8.9%
ENB ENBRIDGE INC 0.2%
Value ($000) $1,194 Shares 30,000 Est. Cost $23.83 Unrealized 0.0%
DHI D R HORTON INC 0.2%
Value ($000) $1,175 Shares 34,000 Est. Cost $28.13 Unrealized +8.0%
LEN LENNAR CORP 0.2%
Value ($000) $1,137 Shares 21,320 Est. Cost $44.99 Unrealized 0.0%
TOL TOLL BROTHERS INC 0.2%
Value ($000) $1,078 Shares 27,295 Est. Cost $34.65 Unrealized +7.7%
WTW WILLIS TOWERS WATSON PUB LTD 0.2%
Value ($000) $1,075 Shares 7,389 Est. Cost $118.23 Unrealized +4.8%
SBNY SIGNATURE BK YORK N Y 0.1%
Value ($000) $1,069 Shares 7,450 Est. Cost $143.49 Unrealized
ALLY ALLY FINL INC 0.1%
Value ($000) $1,049 Shares 50,205 Est. Cost $15.24 Unrealized 0.0%
ZION ZIONS BANCORPORATION 0.1%
Value ($000) $1,045 Shares 23,790 Est. Cost $37.90 Unrealized +8.7%
AER AERCAP HOLDINGS NV 0.1%
Value ($000) $1,043 Shares 22,463 Est. Cost $44.16 Unrealized +0.5%
GOLDCORP INC 0.1%
Value ($000) $1,034 Shares 80,260 Est. Cost $14.20 Unrealized
FLEETCOR TECHNOLOGIES INC 0.1%
Value ($000) $996 Shares 6,906 Est. Cost $151.43 Unrealized
ALEX ALEXANDER & BALDWIN INC 0.1%
Value ($000) $966 Shares 23,340 Est. Cost $41.39 Unrealized
SHW SHERWIN WILLIAMS CO 0.1%
Value ($000) $954 Shares 2,718 Est. Cost $103.46 Unrealized 0.0%
PNC PNC FINL SVCS GROUP INC 0.1%
Value ($000) $939 Shares 7,518 Est. Cost $77.14 Unrealized +17.1%
FNB FNB CORP PA 0.1%
Value ($000) $919 Shares 64,910 Est. Cost $10.03 Unrealized 0.0%
SPRINT CORP SER 1 0.1%
Value ($000) $903 Shares 110,000 Est. Cost $8.21 Unrealized
KKR & CO L P DEL UNITS 0.1%
Value ($000) $901 Shares 48,424 Est. Cost $18.61 Unrealized
NTRS NORTHERN TR CORP 0.1%
Value ($000) $882 Shares 9,072 Est. Cost $70.42 Unrealized 0.0%
NTB BANK OF NT BUTTERFIELD&SON L 0.1%
Value ($000) $851 Shares 24,956 Est. Cost $22.36 Unrealized 0.0%
FCB FINL HLDGS INC 0.1%
Value ($000) $835 Shares 17,479 Est. Cost $49.33 Unrealized
TD TORONTO DOMINION BK ONT 0.1%
Value ($000) $826 Shares 16,410 Est. Cost $48.23 Unrealized 0.0%
BOH BANK HAWAII CORP 0.1%
Value ($000) $818 Shares 9,863 Est. Cost $60.89 Unrealized -4.6%
TWO HBRS INVT CORP 0.1%
Value ($000) $816 Shares 82,302 Est. Cost $9.59 Unrealized
CFG CITIZENS FINL GROUP INC 0.1%
Value ($000) $802 Shares 22,475 Est. Cost $25.16 Unrealized 0.0%
HWC HANCOCK HLDG CO 0.1%
Value ($000) $802 Shares 16,365 Est. Cost $38.46 Unrealized +22.4%
MCO MOODYS CORP 0.1%
Value ($000) $799 Shares 6,570 Est. Cost $108.23 Unrealized 0.0%
PRAXAIR INC 0.1%
Value ($000) $797 Shares 6,010 Est. Cost $132.61 Unrealized
BANC BANC OF CALIFORNIA INC 0.1%
Value ($000) $789 Shares 36,685 Est. Cost $15.39 Unrealized +12.5%
INVH INVITATION HOMES INC 0.1%
Value ($000) $776 Shares 35,887 Est. Cost $17.05 Unrealized +1.1%
HEI HEICO CORP 0.1%
Value ($000) $748 Shares 10,410 Est. Cost $41.64 Unrealized +10.5%
BPOP POPULAR INC 0.1%
Value ($000) $727 Shares 17,425 Est. Cost $30.98 Unrealized 0.0%
EWBC EAST WEST BANCORP INC 0.1%
Value ($000) $711 Shares 12,139 Est. Cost $42.66 Unrealized +5.3%
MBI MBIA INC 0.1%
Value ($000) $687 Shares 72,800 Est. Cost $3.71 Unrealized 0.0%
ESLT ELBIT SYS LTD ORD 0.1%
Value ($000) $676 Shares 5,462 Est. Cost $90.34 Unrealized +21.6%
NXRT NEXPOINT RESIDENTIAL TR INC 0.1%
Value ($000) $670 Shares 26,935 Est. Cost $24.87 Unrealized
SLF SUN LIFE FINL INC 0.1%
Value ($000) $625 Shares 17,500 Est. Cost $34.49 Unrealized 0.0%
AXP AMERICAN EXPRESS CO 0.1%
Value ($000) $592 Shares 7,032 Est. Cost $69.17 Unrealized +1.6%
TRANSCANADA CORP 0.1%
Value ($000) $590 Shares 12,380 Est. Cost $47.66 Unrealized
FRCB FIRST REP BK SAN FRANCISCO C 0.1%
Value ($000) $557 Shares 5,560 Est. Cost $86.35 Unrealized +5.2%
LPLA LPL FINL HLDGS INC 0.1%
Value ($000) $551 Shares 12,979 Est. Cost $39.65 Unrealized +2.4%
MKTX MARKETAXESS HLDGS INC 0.1%
Value ($000) $531 Shares 2,640 Est. Cost $161.01 Unrealized +9.4%
WTFC WINTRUST FINL CORP 0.1%
Value ($000) $519 Shares 6,788 Est. Cost $71.60 Unrealized 0.0%
CBOE CBOE HLDGS INC 0.1%
Value ($000) $518 Shares 5,669 Est. Cost $76.47 Unrealized 0.0%
PLD PROLOGIS INC 0.1%
Value ($000) $484 Shares 8,261 Est. Cost $43.75 Unrealized 0.0%
HOME CO INC 0.1%
Value ($000) $439 Shares 38,309 Est. Cost $10.51 Unrealized
STT STATE STR CORP 0.1%
Value ($000) $435 Shares 4,850 Est. Cost $64.20 Unrealized 0.0%
PENNYMAC FINL SVCS INC 0.1%
Value ($000) $414 Shares 24,800 Est. Cost $16.69 Unrealized
UVSP UNIVEST CORP PA 0.1%
Value ($000) $386 Shares 12,882 Est. Cost $28.69 Unrealized 0.0%
LAZARD LTD A 0.1%
Value ($000) $371 Shares 8,000 Est. Cost $46.01 Unrealized
VST VISTRA ENERGY CORP ADDED 0.1%
Value ($000) $368 Shares 21,945 Est. Cost $13.44 Unrealized 0.0%
ABCB AMERIS BANCORP 0.0%
Value ($000) $351 Shares 7,286 Est. Cost $40.59 Unrealized +0.7%
XRT SPDR SERIES TRUST S&P RETAIL ETF 0.0%
Value ($000) $326 Shares 7,995 Est. Cost $40.78 Unrealized
HEARTLAND FINL USA INC 0.0%
Value ($000) $282 Shares 5,997 Est. Cost $49.96 Unrealized
FCPT FOUR CORNERS PPTY TR INC 0.0%
Value ($000) $225 Shares 8,975 Est. Cost $22.85 Unrealized
NATH NATHANS FAMOUS INC 0.0%
Value ($000) $215 Shares 3,415 Est. Cost $65.03 Unrealized 0.0%
TPGH/U TPG PACE HLDGS CORP UNIT 99/99/9999 ADDED 0.0%
Value ($000) $205 Shares 20,000 Est. Cost $10.25 Unrealized
TCF FINL CORP 0.0%
Value ($000) $203 Shares 12,751 Est. Cost $15.92 Unrealized
CHIMERA INVT CORP 0.0%
Value ($000) $200 Shares 10,714 Est. Cost $20.18 Unrealized
SILVER RUN ACQUISITION ADDED 0.0%
Value ($000) $188 Shares 18,513 Est. Cost $10.16 Unrealized