Waratah Capital Advisors Ltd. Quant / Systematic

CIK: 0001539919 · Show all filings

Period: Q2 2018 (← Previous) (Next →)

Filing Date: Aug 14, 2018

Total Value ($000): $908,427 (100.0% shares, 0.0% debt)

Holdings (140)

ROP ROPER TECHNOLOGIES INC 6.2%
Value ($000) $55,905 Shares 202,622 Est. Cost $232.22 Unrealized +13.6%
CNQ CANADIAN NAT RES LTD 4.3%
Value ($000) $38,902 Shares 1,079,579 Est. Cost $11.71 Unrealized +0.1%
ENERPLUS CORP 4.0%
Value ($000) $35,952 Shares 2,855,323 Est. Cost $11.65 Unrealized
CHD CHURCH & DWIGHT INC 3.8%
Value ($000) $34,377 Shares 646,670 Est. Cost $43.16 Unrealized +2.2%
SIX FLAGS ENTMT CORP 3.2%
Value ($000) $29,404 Shares 419,761 Est. Cost $66.48 Unrealized
SUI SUN CMNTYS INC 2.9%
Value ($000) $26,585 Shares 271,613 Est. Cost $84.45 Unrealized
PLNT PLANET FITNESS INC CL A 2.9%
Value ($000) $26,038 Shares 592,576 Est. Cost $35.05 Unrealized +17.1%
CNI CANADIAN NATL RY CO 2.8%
Value ($000) $25,668 Shares 314,327 Est. Cost $68.85 Unrealized +0.1%
HCC WARRIOR MET COAL INC 2.7%
Value ($000) $24,615 Shares 892,832 Est. Cost $28.01 Unrealized -5.9%
QSR RESTAURANT BRANDS INTL INC 2.6%
Value ($000) $23,912 Shares 396,558 Est. Cost $50.30 Unrealized +13.9%
WCN WASTE CONNECTIONS INC 2.6%
Value ($000) $23,277 Shares 309,304 Est. Cost $65.04 Unrealized +9.1%
MKC MCCORMICK & CO INC COM NON VTG 2.5%
Value ($000) $23,059 Shares 198,631 Est. Cost $45.39 Unrealized +0.1%
BBU BROOKFIELD BUSINESS PARTNERS UNIT LTD LP 2.3%
Value ($000) $20,826 Shares 544,229 Est. Cost $33.29 Unrealized
PARSLEY ENERGY INC CL A 2.3%
Value ($000) $20,697 Shares 683,523 Est. Cost $30.28 Unrealized
CWH CAMPING WORLD HLDGS INC CL A 2.3%
Value ($000) $20,673 Shares 827,596 Est. Cost $22.35 Unrealized -25.1%
LAMR LAMAR ADVERTISING CO NEW CL A 2.2%
Value ($000) $20,240 Shares 296,293 Est. Cost $63.66 Unrealized
CIGI COLLIERS INTL GROUP INC SUB VTG SHS 2.1%
Value ($000) $19,329 Shares 254,477 Est. Cost $71.21 Unrealized 0.0%
ELS EQUITY LIFESTYLE PPTYS INC 2.0%
Value ($000) $18,190 Shares 197,937 Est. Cost $87.77 Unrealized
ANADARKO PETE CORP 2.0%
Value ($000) $18,133 Shares 247,543 Est. Cost $50.35 Unrealized
WPX ENERGY INC 1.7%
Value ($000) $15,876 Shares 880,505 Est. Cost $12.03 Unrealized
ADP AUTOMATIC DATA PROCESSING IN 1.7%
Value ($000) $15,354 Shares 114,460 Est. Cost $106.82 Unrealized +0.9%
CANADIAN PAC RY LTD 1.6%
Value ($000) $14,882 Shares 81,341 Est. Cost $182.96 Unrealized
MSGS MADISON SQUARE GARDEN CO NEW CL A 1.6%
Value ($000) $14,594 Shares 47,050 Est. Cost $147.21 Unrealized +25.6%
TECK TECK RESOURCES LTD CL B 1.4%
Value ($000) $12,821 Shares 504,118 Est. Cost $22.40 Unrealized +19.5%
DVN DEVON ENERGY CORP 1.4%
Value ($000) $12,488 Shares 284,074 Est. Cost $27.59 Unrealized 0.0%
COST COSTCO WHSL CORP 1.3%
Value ($000) $12,058 Shares 57,701 Est. Cost $177.76 Unrealized 0.0%
ENCANA CORP 1.2%
Value ($000) $11,346 Shares 869,460 Est. Cost $12.93 Unrealized
MARATHON OIL CORP 1.2%
Value ($000) $11,186 Shares 536,245 Est. Cost $20.86 Unrealized
THO THOR INDS INC 1.2%
Value ($000) $11,113 Shares 114,113 Est. Cost $106.10 Unrealized -18.3%
SSNC SS&C TECHNOLOGIES HLDGS INC 1.2%
Value ($000) $11,088 Shares 213,637 Est. Cost $43.67 Unrealized +15.9%
FIRSTSERVICE CORP NEW SUB VTG SH 1.2%
Value ($000) $11,006 Shares 144,936 Est. Cost $74.20 Unrealized
DIS DISNEY WALT CO COM DISNEY 1.1%
Value ($000) $9,853 Shares 94,004 Est. Cost $97.45 Unrealized -0.3%
OUTFRONT MEDIA INC 1.1%
Value ($000) $9,811 Shares 504,406 Est. Cost $19.45 Unrealized
COLD AMERICOLD RLTY TR 1.0%
Value ($000) $9,487 Shares 430,856 Est. Cost $19.08 Unrealized
EOG EOG RES INC 1.0%
Value ($000) $8,809 Shares 70,793 Est. Cost $80.82 Unrealized +7.9%
PIONEER NAT RES CO 0.9%
Value ($000) $8,198 Shares 43,321 Est. Cost $189.24 Unrealized
JPMORGAN CHASE & CO ALERIAN ML ETN 0.9%
Value ($000) $8,191 Shares 308,157 Est. Cost $26.58 Unrealized
SPG SIMON PPTY GROUP INC 0.8%
Value ($000) $6,837 Shares 40,170 Est. Cost $105.20 Unrealized 0.0%
UNF UNIFIRST CORP MASS 0.7%
Value ($000) $6,668 Shares 37,693 Est. Cost $163.67 Unrealized 0.0%
CONTINENTAL RESOURCES INC 0.7%
Value ($000) $6,035 Shares 93,197 Est. Cost $42.11 Unrealized
META FACEBOOK INC CL A 0.7%
Value ($000) $6,018 Shares 30,970 Est. Cost $176.00 Unrealized +2.0%
PAYC PAYCOM SOFTWARE INC 0.6%
Value ($000) $5,743 Shares 58,105 Est. Cost $87.89 Unrealized +20.3%
EA ELECTRONIC ARTS INC 0.6%
Value ($000) $5,650 Shares 40,062 Est. Cost $126.27 Unrealized 0.0%
TD TORONTO DOMINION BK ONT 0.6%
Value ($000) $5,559 Shares 96,203 Est. Cost $57.22 Unrealized 0.0%
VICI VICI PPTYS INC 0.6%
Value ($000) $5,506 Shares 266,773 Est. Cost $12.75 Unrealized 0.0%
SPOT SPOTIFY TECHNOLOGY S A SHS 0.6%
Value ($000) $5,393 Shares 32,056 Est. Cost $159.90 Unrealized 0.0%
ENERGEN CORP 0.6%
Value ($000) $5,275 Shares 72,444 Est. Cost $55.55 Unrealized
IDXX IDEXX LABS INC 0.6%
Value ($000) $5,242 Shares 24,051 Est. Cost $184.56 Unrealized +11.6%
UMH UMH PPTYS INC 0.6%
Value ($000) $5,071 Shares 330,372 Est. Cost $13.92 Unrealized
USFD US FOODS HLDG CORP 0.6%
Value ($000) $5,001 Shares 132,240 Est. Cost $31.13 Unrealized +13.7%
NATH NATHANS FAMOUS INC NEW 0.5%
Value ($000) $4,956 Shares 52,668 Est. Cost $70.36 Unrealized +18.1%
HLT HILTON WORLDWIDE HLDGS INC 0.5%
Value ($000) $4,761 Shares 60,143 Est. Cost $79.31 Unrealized 0.0%
GOOGL ALPHABET INC CAP STK CL A 0.5%
Value ($000) $4,594 Shares 4,068 Est. Cost $44.98 Unrealized +20.0%
REXR REXFORD INDL RLTY INC 0.5%
Value ($000) $4,569 Shares 145,556 Est. Cost $31.39 Unrealized
EQT EQT CORP 0.5%
Value ($000) $4,492 Shares 81,410 Est. Cost $29.70 Unrealized -13.2%
CERIDIAN HCM HLDG INC 0.5%
Value ($000) $4,222 Shares 127,195 Est. Cost $35.19 Unrealized 0.0%
NVR NVR INC 0.4%
Value ($000) $3,989 Shares 1,343 Est. Cost $3110.08 Unrealized -1.6%
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 0.4%
Value ($000) $3,988 Shares 97,943 Est. Cost $40.72 Unrealized
MSFT MICROSOFT CORP 0.4%
Value ($000) $3,563 Shares 36,131 Est. Cost $75.26 Unrealized +19.3%
JBHT HUNT J B TRANS SVCS INC 0.4%
Value ($000) $3,402 Shares 27,991 Est. Cost $114.01 Unrealized 0.0%
NORBORD INC 0.4%
Value ($000) $3,236 Shares 78,830 Est. Cost $41.05 Unrealized
DUKE REALTY CORP 0.3%
Value ($000) $3,117 Shares 107,363 Est. Cost $29.03 Unrealized
CONCHO RES INC 0.3%
Value ($000) $3,094 Shares 22,360 Est. Cost $138.37 Unrealized
POST POST HLDGS INC 0.3%
Value ($000) $2,803 Shares 32,584 Est. Cost $52.85 Unrealized -1.2%
MLM MARTIN MARIETTA MATLS INC 0.3%
Value ($000) $2,802 Shares 12,545 Est. Cost $201.62 Unrealized 0.0%
SHAW COMMUNICATIONS INC CL B CONV 0.3%
Value ($000) $2,597 Shares 127,700 Est. Cost $21.54 Unrealized
SPIRIT RLTY CAP INC 0.3%
Value ($000) $2,548 Shares 317,290 Est. Cost $8.03 Unrealized
NOMD NOMAD FOODS LTD USD ORD SHS 0.3%
Value ($000) $2,508 Shares 130,674 Est. Cost $15.90 Unrealized +8.9%
HAL HALLIBURTON CO 0.2%
Value ($000) $2,244 Shares 49,806 Est. Cost $40.80 Unrealized +4.5%
FMC F M C CORP 0.2%
Value ($000) $1,944 Shares 21,788 Est. Cost $60.54 Unrealized 0.0%
WEN WENDYS CO 0.2%
Value ($000) $1,798 Shares 104,660 Est. Cost $17.02 Unrealized 0.0%
AME AMETEK INC 0.2%
Value ($000) $1,775 Shares 24,593 Est. Cost $70.34 Unrealized 0.0%
PSA PUBLIC STORAGE 0.2%
Value ($000) $1,699 Shares 7,490 Est. Cost $152.08 Unrealized 0.0%
BNS BANK N S HALIFAX 0.2%
Value ($000) $1,685 Shares 29,800 Est. Cost $40.25 Unrealized 0.0%
DRI DARDEN RESTAURANTS INC 0.2%
Value ($000) $1,621 Shares 15,145 Est. Cost $74.14 Unrealized 0.0%
SERVICEMASTER GLOBAL HLDGS I 0.2%
Value ($000) $1,591 Shares 26,760 Est. Cost $59.45 Unrealized
CPT CAMDEN PPTY TR SH BEN INT 0.2%
Value ($000) $1,582 Shares 17,360 Est. Cost $67.17 Unrealized 0.0%
DXC DXC TECHNOLOGY 0.2%
Value ($000) $1,581 Shares 19,614 Est. Cost $76.85 Unrealized +6.8%
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 0.2%
Value ($000) $1,576 Shares 38,925 Est. Cost $40.49 Unrealized
NWL NEWELL BRANDS INC 0.2%
Value ($000) $1,537 Shares 59,584 Est. Cost $18.91 Unrealized -3.6%
XLP SELECT SECTOR SPDR TR SBI CONS STPLS 0.2%
Value ($000) $1,391 Shares 27,000 Est. Cost $51.52 Unrealized
CRM SALESFORCE COM INC 0.2%
Value ($000) $1,382 Shares 10,134 Est. Cost $126.05 Unrealized 0.0%
PYPL PAYPAL HLDGS INC 0.1%
Value ($000) $1,350 Shares 16,210 Est. Cost $61.63 Unrealized +29.0%
KHC KRAFT HEINZ CO 0.1%
Value ($000) $1,340 Shares 21,332 Est. Cost $53.47 Unrealized -23.2%
BMO BANK MONTREAL QUE 0.1%
Value ($000) $1,286 Shares 16,670 Est. Cost $56.33 Unrealized 0.0%
GRAFTECH INTL LTD 0.1%
Value ($000) $1,240 Shares 68,954 Est. Cost $17.98 Unrealized
MFC MANULIFE FINL CORP 0.1%
Value ($000) $1,236 Shares 68,883 Est. Cost $18.84 Unrealized 0.0%
VMC VULCAN MATLS CO 0.1%
Value ($000) $1,220 Shares 9,453 Est. Cost $115.27 Unrealized 0.0%
E TRADE FINANCIAL CORP 0.1%
Value ($000) $1,079 Shares 17,636 Est. Cost $61.18 Unrealized
PBA PEMBINA PIPELINE CORP 0.1%
Value ($000) $922 Shares 26,666 Est. Cost $22.12 Unrealized -0.5%
H HYATT HOTELS CORP COM CL A 0.1%
Value ($000) $910 Shares 11,790 Est. Cost $77.18 Unrealized 0.0%
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 0.1%
Value ($000) $909 Shares 68,840 Est. Cost $13.20 Unrealized
SVB FINL GROUP 0.1%
Value ($000) $873 Shares 3,025 Est. Cost $273.59 Unrealized
POOL POOL CORPORATION 0.1%
Value ($000) $841 Shares 5,549 Est. Cost $125.89 Unrealized +7.0%
LEN LENNAR CORP CL A 0.1%
Value ($000) $820 Shares 15,620 Est. Cost $48.00 Unrealized 0.0%
OLLI OLLIES BARGAIN OUTLT HLDGS I 0.1%
Value ($000) $806 Shares 11,120 Est. Cost $67.54 Unrealized 0.0%
YUM YUM BRANDS INC 0.1%
Value ($000) $803 Shares 10,260 Est. Cost $72.58 Unrealized 0.0%
VRSK VERISK ANALYTICS INC 0.1%
Value ($000) $797 Shares 7,405 Est. Cost $95.78 Unrealized +6.2%
TCF FINL CORP 0.1%
Value ($000) $646 Shares 26,238 Est. Cost $24.62 Unrealized
HOLLYFRONTIER CORP 0.1%
Value ($000) $639 Shares 9,337 Est. Cost $68.44 Unrealized
AMZN AMAZON COM INC 0.1%
Value ($000) $578 Shares 340 Est. Cost $71.51 Unrealized +11.0%
V VISA INC COM CL A 0.1%
Value ($000) $571 Shares 4,310 Est. Cost $100.28 Unrealized +21.7%
VOYA VOYA FINL INC 0.1%
Value ($000) $570 Shares 12,120 Est. Cost $46.49 Unrealized 0.0%
ICE INTERCONTINENTAL EXCHANGE IN 0.1%
Value ($000) $561 Shares 7,630 Est. Cost $65.99 Unrealized 0.0%
NTR NUTRIEN LTD 0.1%
Value ($000) $541 Shares 9,959 Est. Cost $38.32 Unrealized 0.0%
PLAYA HOTELS & RESORTS NV SHS 0.1%
Value ($000) $535 Shares 49,574 Est. Cost $10.32 Unrealized
ALB ALBEMARLE CORP 0.1%
Value ($000) $532 Shares 5,641 Est. Cost $100.70 Unrealized -14.3%
FANG DIAMONDBACK ENERGY INC 0.1%
Value ($000) $496 Shares 3,772 Est. Cost $81.25 Unrealized +18.1%
GDDY GODADDY INC CL A 0.1%
Value ($000) $493 Shares 6,990 Est. Cost $56.55 Unrealized +20.3%
MCD MCDONALDS CORP 0.1%
Value ($000) $469 Shares 2,994 Est. Cost $135.53 Unrealized 0.0%
OMF ONEMAIN HLDGS INC 0.0%
Value ($000) $411 Shares 12,332 Est. Cost $32.35 Unrealized 0.0%
SLF SUN LIFE FINL INC 0.0%
Value ($000) $410 Shares 10,208 Est. Cost $41.40 Unrealized 0.0%
NEW HOME CO INC 0.0%
Value ($000) $403 Shares 40,386 Est. Cost $9.98 Unrealized
BKNG BOOKING HLDGS INC 0.0%
Value ($000) $387 Shares 191 Est. Cost $1933.58 Unrealized +7.2%
STLD STEEL DYNAMICS INC 0.0%
Value ($000) $386 Shares 8,408 Est. Cost $40.25 Unrealized 0.0%
KRE SPDR SERIES TRUST S&P REGL BKG 0.0%
Value ($000) $385 Shares 6,310 Est. Cost $61.01 Unrealized
BKU BANKUNITED INC 0.0%
Value ($000) $382 Shares 9,340 Est. Cost $32.43 Unrealized 0.0%
UNITI GROUP INC 0.0%
Value ($000) $374 Shares 18,690 Est. Cost $16.25 Unrealized
CME CME GROUP INC COM CL A 0.0%
Value ($000) $362 Shares 2,210 Est. Cost $122.45 Unrealized +1.9%
SRG SERITAGE GROWTH PPTYS CL A 0.0%
Value ($000) $345 Shares 8,120 Est. Cost $38.12 Unrealized 0.0%
ETF SER SOLUTIONS LONCAR CANCER 0.0%
Value ($000) $332 Shares 13,750 Est. Cost $24.15 Unrealized
NOW SERVICENOW INC 0.0%
Value ($000) $329 Shares 1,910 Est. Cost $22.24 Unrealized +55.8%
INTU INTUIT 0.0%
Value ($000) $327 Shares 1,600 Est. Cost $182.24 Unrealized 0.0%
ORCL ORACLE CORP 0.0%
Value ($000) $319 Shares 7,235 Est. Cost $44.25 Unrealized -7.0%
DHI D R HORTON INC 0.0%
Value ($000) $306 Shares 7,460 Est. Cost $39.68 Unrealized 0.0%
LPLA LPL FINL HLDGS INC 0.0%
Value ($000) $288 Shares 4,389 Est. Cost $42.15 Unrealized +55.9%
ATLASSIAN CORP PLC CL A 0.0%
Value ($000) $276 Shares 4,420 Est. Cost $53.92 Unrealized
RMAX RE MAX HLDGS INC CL A 0.0%
Value ($000) $270 Shares 5,148 Est. Cost $46.49 Unrealized 0.0%
RF REGIONS FINL CORP 0.0%
Value ($000) $269 Shares 15,125 Est. Cost $13.80 Unrealized 0.0%
VALE VALE S A ADR 0.0%
Value ($000) $265 Shares 20,685 Est. Cost $12.81 Unrealized
MTZ MASTEC INC 0.0%
Value ($000) $251 Shares 4,950 Est. Cost $48.31 Unrealized 0.0%
BAC BANK AMER CORP 0.0%
Value ($000) $248 Shares 8,780 Est. Cost $26.06 Unrealized -4.7%
SKT TANGER FACTORY OUTLET CTRS I 0.0%
Value ($000) $244 Shares 10,370 Est. Cost $23.53 Unrealized
CCS CENTURY CMNTYS INC 0.0%
Value ($000) $224 Shares 7,106 Est. Cost $28.76 Unrealized 0.0%
KIM KIMCO RLTY CORP 0.0%
Value ($000) $219 Shares 12,897 Est. Cost $10.40 Unrealized 0.0%
ITB ISHARES TR US HOME CONS ETF 0.0%
Value ($000) $213 Shares 5,590 Est. Cost $38.10 Unrealized
ESNT ESSENT GROUP LTD 0.0%
Value ($000) $200 Shares 5,590 Est. Cost $38.35 Unrealized -15.5%
LEXINGTON REALTY TRUST 0.0%
Value ($000) $193 Shares 22,121 Est. Cost $8.72 Unrealized
PRETIUM RES INC 0.0%
Value ($000) $147 Shares 20,000 Est. Cost $7.35 Unrealized
IWM ISHARES TR RUSSELL 2000 ETF 0.0%
Value ($000) $11 Shares 10,000 Est. Cost $1.10 Unrealized