Waratah Capital Advisors Ltd. Quant / Systematic

Location: Toronto, Ontario, Canada

CIK: 0001539919 · Show all filings

Period: Q3 2019 (← Previous) (Next →)

Filing Date: Nov 29, 2019

Total Value: $889M (100.0% shares, 0.0% debt)

Holdings (167)

ROP ROPER TECHNOLOGIES INC 6.7%
Value $59.29M Shares 166,262 Est. Cost $275.09 Unrealized +27.1%
FNV FRANCO NEVADA CORP 4.6%
Value $40.62M Shares 445,585 Est. Cost $86.52 Unrealized 0.0%
SUI SUN CMNTYS INC 4.5%
Value $39.59M Shares 266,676 Est. Cost $91.38 Unrealized
ELS EQUITY LIFESTYLE PPTYS INC 4.4%
Value $38.71M Shares 289,734 Est. Cost $92.97 Unrealized
BROOKFIELD ASSET MGMT INC 3.5%
Value $30.81M Shares 579,982 Est. Cost $50.69 Unrealized
PLNT PLANET FITNESS INC 3.3%
Value $29.08M Shares 502,559 Est. Cost $38.78 Unrealized +81.7%
COLD AMERICOLD RLTY TR 2.6%
Value $22.95M Shares 619,202 Est. Cost $23.49 Unrealized
CMG CHIPOTLE MEXICAN GRILL INC 2.5%
Value $22.64M Shares 26,937 Est. Cost $15.95 Unrealized 0.0%
MSFT MICROSOFT CORP 2.5%
Value $22.2M Shares 159,683 Est. Cost $104.90 Unrealized +23.8%
ASPEN TECHNOLOGY INC 2.3%
Value $20.84M Shares 169,328 Est. Cost $123.08 Unrealized
AMT AMERICAN TOWER CORP 2.3%
Value $20.81M Shares 94,093 Est. Cost $142.41 Unrealized +28.8%
CMCSA COMCAST CORP 2.3%
Value $20.65M Shares 458,153 Est. Cost $37.01 Unrealized +1.3%
POOL POOL CORPORATION 2.3%
Value $20.29M Shares 100,576 Est. Cost $179.51 Unrealized 0.0%
DHR DANAHER CORPORATION 2.2%
Value $19.35M Shares 133,993 Est. Cost $109.07 Unrealized +11.6%
MFC MANULIFE FINL CORP 1.8%
Value $16.13M Shares 878,859 Est. Cost $17.73 Unrealized -0.4%
CDW CDW CORP 1.7%
Value $15.15M Shares 122,898 Est. Cost $106.19 Unrealized 0.0%
FANG DIAMONDBACK ENERGY INC 1.6%
Value $14.32M Shares 159,326 Est. Cost $89.86 Unrealized -13.8%
TMO THERMO FISHER SCIENTIFIC INC 1.6%
Value $14.16M Shares 48,604 Est. Cost $236.83 Unrealized +18.9%
BLACK KNIGHT INC 1.6%
Value $14.06M Shares 230,193 Est. Cost $60.92 Unrealized
CCI CROWN CASTLE INTL CORP 1.6%
Value $14.03M Shares 100,922 Est. Cost $91.68 Unrealized +14.3%
THO THOR INDS INC 1.5%
Value $13.41M Shares 236,772 Est. Cost $45.92 Unrealized 0.0%
WGO WINNEBAGO INDS INC 1.5%
Value $13.01M Shares 339,296 Est. Cost $36.42 Unrealized 0.0%
PAYC PAYCOM SOFTWARE INC 1.4%
Value $12.56M Shares 59,950 Est. Cost $189.46 Unrealized +20.9%
TYL TYLER TECHNOLOGIES INC 1.4%
Value $12.42M Shares 47,328 Est. Cost $234.53 Unrealized +4.4%
CNQ CANADIAN NAT RES LTD 1.4%
Value $12.22M Shares 459,171 Est. Cost $8.91 Unrealized 0.0%
ANSYS INC 1.4%
Value $12.22M Shares 55,211 Est. Cost $221.37 Unrealized
TTEK TETRA TECH INC 1.2%
Value $10.93M Shares 125,961 Est. Cost $16.34 Unrealized 0.0%
BRK/B BERKSHIRE HATHAWAY INC 1.2%
Value $10.56M Shares 50,780 Est. Cost $206.92 Unrealized -0.4%
AME AMETEK INC 1.2%
Value $10.36M Shares 112,867 Est. Cost $83.62 Unrealized +1.1%
NOBLE ENERGY INC 1.1%
Value $9.646M Shares 429,463 Est. Cost $22.46 Unrealized
FSV FIRSTSERVICE CORP 1.1%
Value $9.56M Shares 93,208 Est. Cost $95.14 Unrealized +3.0%
PARSLEY ENERGY INC 1.1%
Value $9.389M Shares 558,856 Est. Cost $17.83 Unrealized
LULU LULULEMON ATHLETICA INC 1.0%
Value $8.564M Shares 44,483 Est. Cost $173.67 Unrealized +7.6%
KTOS KRATOS DEFENSE & SEC SOLUTIO 0.9%
Value $7.972M Shares 428,720 Est. Cost $20.99 Unrealized 0.0%
COST COSTCO WHSL CORP 0.9%
Value $7.641M Shares 26,520 Est. Cost $201.98 Unrealized +26.9%
WPX ENERGY INC 0.7%
Value $6.288M Shares 593,726 Est. Cost $11.09 Unrealized
SU SUNCOR ENERGY INC 0.7%
Value $5.982M Shares 189,558 Est. Cost $24.31 Unrealized -3.9%
KRE SPDR SERIES TRUST S&P REGL BKG 0.7%
Value $5.843M Shares 110,692 Est. Cost $52.79 Unrealized
ADP AUTOMATIC DATA PROCESSING IN 0.6%
Value $5.499M Shares 34,068 Est. Cost $115.11 Unrealized +25.1%
RY ROYAL BK CDA MONTREAL QUE 0.6%
Value $5.481M Shares 67,538 Est. Cost $78.12 Unrealized -0.1%
AEM AGNICO EAGLE MINES LTD 0.6%
Value $5.396M Shares 100,646 Est. Cost $49.01 Unrealized 0.0%
TDG TRANSDIGM GROUP INC 0.6%
Value $5.245M Shares 10,073 Est. Cost $392.06 Unrealized 0.0%
MPWR MONOLITHIC PWR SYS INC 0.6%
Value $5.202M Shares 33,423 Est. Cost $142.31 Unrealized 0.0%
FSS FEDERAL SIGNAL CORP 0.6%
Value $5.027M Shares 153,540 Est. Cost $28.25 Unrealized 0.0%
CTAS CINTAS CORP 0.5%
Value $4.667M Shares 17,407 Est. Cost $59.93 Unrealized 0.0%
LHX L3HARRIS TECHNOLOGIES INC 0.5%
Value $4.514M Shares 21,633 Est. Cost $180.55 Unrealized 0.0%
DUKE REALTY CORP 0.5%
Value $4.116M Shares 121,159 Est. Cost $30.67 Unrealized
WCN WASTE CONNECTIONS INC 0.5%
Value $4.021M Shares 43,717 Est. Cost $76.45 Unrealized +15.7%
BNS BANK N S HALIFAX 0.4%
Value $3.974M Shares 69,940 Est. Cost $38.00 Unrealized +0.2%
TWITTER INC 0.4%
Value $3.919M Shares 95,118 Est. Cost $41.20 Unrealized
PAYX PAYCHEX INC 0.4%
Value $3.856M Shares 46,581 Est. Cost $69.13 Unrealized 0.0%
FND FLOOR & DECOR HLDGS INC 0.4%
Value $3.83M Shares 74,881 Est. Cost $43.55 Unrealized +3.1%
LAMR LAMAR ADVERTISING CO 0.4%
Value $3.796M Shares 46,327 Est. Cost $73.65 Unrealized
MA MASTERCARD INC 0.4%
Value $3.782M Shares 13,925 Est. Cost $222.98 Unrealized +19.3%
FCN FTI CONSULTING INC 0.4%
Value $3.774M Shares 35,603 Est. Cost $102.05 Unrealized 0.0%
MRCY MERCURY SYS INC 0.4%
Value $3.763M Shares 46,354 Est. Cost $79.00 Unrealized 0.0%
MCD MCDONALDS CORP 0.4%
Value $3.688M Shares 17,177 Est. Cost $151.85 Unrealized +21.7%
CVE CENOVUS ENERGY INC 0.4%
Value $3.287M Shares 350,183 Est. Cost $7.28 Unrealized +10.1%
V VISA INC 0.4%
Value $3.276M Shares 19,046 Est. Cost $156.33 Unrealized +8.9%
CRESCENT PT ENERGY CORP 0.3%
Value $3.048M Shares 713,097 Est. Cost $3.26 Unrealized
JLL JONES LANG LASALLE INC 0.3%
Value $3.037M Shares 21,838 Est. Cost $141.52 Unrealized -2.4%
SLV ISHARES SILVER TRUST ISHARES 0.3%
Value $3.008M Shares 188,914 Est. Cost $15.92 Unrealized
RYN RAYONIER INC 0.3%
Value $2.964M Shares 105,091 Est. Cost $28.20 Unrealized
TRP TC ENERGY CORP 0.3%
Value $2.914M Shares 56,251 Est. Cost $36.04 Unrealized 0.0%
FISV FISERV INC 0.3%
Value $2.907M Shares 28,061 Est. Cost $102.09 Unrealized 0.0%
QSR RESTAURANT BRANDS INTL INC 0.3%
Value $2.877M Shares 40,446 Est. Cost $64.74 Unrealized +13.9%
ECL ECOLAB INC 0.3%
Value $2.68M Shares 13,534 Est. Cost $187.16 Unrealized 0.0%
WMT WALMART INC 0.3%
Value $2.656M Shares 22,376 Est. Cost $31.40 Unrealized +9.7%
PG PROCTER & GAMBLE CO 0.3%
Value $2.631M Shares 21,150 Est. Cost $100.99 Unrealized 0.0%
HESS CORP 0.3%
Value $2.365M Shares 39,106 Est. Cost $62.05 Unrealized
INVESCO QQQ TR 0.3%
Value $2.353M Shares 3,147,100 Est. Cost Unrealized
NATH NATHANS FAMOUS INC 0.3%
Value $2.345M Shares 32,637 Est. Cost $71.97 Unrealized -1.4%
FIVE FIVE BELOW INC 0.3%
Value $2.311M Shares 18,325 Est. Cost $127.04 Unrealized -4.4%
SPB SPECTRUM BRANDS HLDGS INC 0.3%
Value $2.308M Shares 43,770 Est. Cost $52.17 Unrealized 0.0%
NVR NVR INC 0.3%
Value $2.253M Shares 606 Est. Cost $2768.13 Unrealized +27.2%
TSN TYSON FOODS INC 0.2%
Value $2.199M Shares 25,528 Est. Cost $58.11 Unrealized +21.6%
NEE NEXTERA ENERGY INC 0.2%
Value $1.959M Shares 8,409 Est. Cost $46.25 Unrealized 0.0%
BERRY GLOBAL GROUP INC 0.2%
Value $1.904M Shares 48,475 Est. Cost $39.28 Unrealized
USFD US FOODS HLDG CORP 0.2%
Value $1.887M Shares 45,922 Est. Cost $36.33 Unrealized +6.3%
SSNC SS&C TECHNOLOGIES HLDGS INC 0.2%
Value $1.866M Shares 36,186 Est. Cost $55.62 Unrealized -8.1%
TJX TJX COS INC 0.2%
Value $1.865M Shares 33,460 Est. Cost $50.09 Unrealized 0.0%
INTU INTUIT 0.2%
Value $1.861M Shares 6,996 Est. Cost $264.00 Unrealized 0.0%
HCC WARRIOR MET COAL INC 0.2%
Value $1.808M Shares 92,648 Est. Cost $22.37 Unrealized 0.0%
ANNALY CAP MGMT INC 0.2%
Value $1.804M Shares 204,959 Est. Cost $8.80 Unrealized
MAC MACERICH CO 0.2%
Value $1.771M Shares 56,050 Est. Cost $31.60 Unrealized
SPDR S&P 500 ETF TR 0.2%
Value $1.73M Shares 1,004,900 Est. Cost Unrealized
PEP PEPSICO INC 0.2%
Value $1.685M Shares 12,290 Est. Cost $105.97 Unrealized +3.2%
OPTU ALTICE USA INC 0.2%
Value $1.672M Shares 58,310 Est. Cost $24.93 Unrealized +9.2%
FTV FORTIVE CORP 0.2%
Value $1.574M Shares 22,952 Est. Cost $44.87 Unrealized 0.0%
ISRG INTUITIVE SURGICAL INC 0.2%
Value $1.573M Shares 2,913 Est. Cost $172.96 Unrealized 0.0%
PZZA PAPA JOHNS INTL INC 0.2%
Value $1.541M Shares 29,441 Est. Cost $40.17 Unrealized 0.0%
POST POST HLDGS INC 0.2%
Value $1.522M Shares 14,376 Est. Cost $63.91 Unrealized +6.6%
DXCM DEXCOM INC 0.2%
Value $1.518M Shares 10,171 Est. Cost $38.85 Unrealized 0.0%
RGLD ROYAL GOLD INC 0.2%
Value $1.514M Shares 12,288 Est. Cost $121.78 Unrealized 0.0%
IDXX IDEXX LABS INC 0.2%
Value $1.48M Shares 5,441 Est. Cost $206.43 Unrealized +34.8%
TGT TARGET CORP 0.2%
Value $1.475M Shares 13,792 Est. Cost $80.37 Unrealized 0.0%
CDNS CADENCE DESIGN SYSTEM INC 0.2%
Value $1.471M Shares 22,255 Est. Cost $70.33 Unrealized 0.0%
AIN ALBANY INTL CORP 0.2%
Value $1.466M Shares 16,260 Est. Cost $76.67 Unrealized 0.0%
NXST NEXSTAR MEDIA GROUP INC 0.2%
Value $1.457M Shares 14,243 Est. Cost $83.21 Unrealized 0.0%
CANADIAN PAC RY LTD 0.2%
Value $1.443M Shares 6,489 Est. Cost $210.94 Unrealized
JACK JACK IN THE BOX INC 0.1%
Value $1.216M Shares 13,349 Est. Cost $81.23 Unrealized +2.4%
GRANITE REAL ESTATE INVT TR 0.1%
Value $1.212M Shares 25,013 Est. Cost $43.99 Unrealized
CHD CHURCH & DWIGHT INC 0.1%
Value $1.164M Shares 15,466 Est. Cost $43.16 Unrealized +62.7%
HXL HEXCEL CORP 0.1%
Value $1.112M Shares 13,543 Est. Cost $81.69 Unrealized 0.0%
EPAM EPAM SYS INC 0.1%
Value $1.109M Shares 6,081 Est. Cost $188.28 Unrealized 0.0%
CME CME GROUP INC 0.1%
Value $1.108M Shares 5,241 Est. Cost $164.33 Unrealized 0.0%
EXPO EXPONENT INC 0.1%
Value $1.107M Shares 15,835 Est. Cost $62.89 Unrealized 0.0%
BAH BOOZ ALLEN HAMILTON HLDG COR 0.1%
Value $1.107M Shares 15,581 Est. Cost $62.96 Unrealized 0.0%
LDOS LEIDOS HLDGS INC 0.1%
Value $1.104M Shares 12,857 Est. Cost $76.85 Unrealized 0.0%
SHW SHERWIN WILLIAMS CO 0.1%
Value $1.102M Shares 2,005 Est. Cost $160.80 Unrealized 0.0%
TTWO TAKE-TWO INTERACTIVE SOFTWAR 0.1%
Value $1.101M Shares 8,786 Est. Cost $124.77 Unrealized 0.0%
MNST MONSTER BEVERAGE CORP 0.1%
Value $1.082M Shares 18,631 Est. Cost $30.29 Unrealized 0.0%
SIX FLAGS ENTMT CORP 0.1%
Value $1.07M Shares 21,072 Est. Cost $49.58 Unrealized
DISNEY WALT CO 0.1%
Value $957K Shares 220,000 Est. Cost Unrealized
ZYNGA INC 0.1%
Value $912K Shares 156,772 Est. Cost $5.82 Unrealized
WPX ENERGY INC 0.1%
Value $900K Shares 1,500,000 Est. Cost Unrealized
DIS DISNEY WALT CO 0.1%
Value $844K Shares 6,479 Est. Cost $101.02 Unrealized +32.9%
REALTY INCOME CORP 0.1%
Value $833K Shares 244,900 Est. Cost Unrealized
VLO VALERO ENERGY CORP 0.1%
Value $799K Shares 9,374 Est. Cost $62.46 Unrealized 0.0%
LYV LIVE NATION ENTERTAINMENT IN 0.1%
Value $793K Shares 11,948 Est. Cost $64.24 Unrealized +8.9%
VZ VERIZON COMMUNICATIONS INC 0.1%
Value $774K Shares 12,826 Est. Cost $40.44 Unrealized 0.0%
STE STERIS PLC SHS 0.1%
Value $762K Shares 5,272 Est. Cost $125.82 Unrealized +12.1%
EXPD EXPEDITORS INTL WASH INC 0.1%
Value $753K Shares 10,135 Est. Cost $67.86 Unrealized 0.0%
WORLD WRESTLING ENTMT INC 0.1%
Value $750K Shares 10,541 Est. Cost $84.98 Unrealized
CENTENNIAL RESOURCE DEV INC 0.1%
Value $748K Shares 165,562 Est. Cost $4.52 Unrealized
CHRW C H ROBINSON WORLDWIDE INC 0.1%
Value $744K Shares 8,781 Est. Cost $72.09 Unrealized 0.0%
ROK ROCKWELL AUTOMATION INC 0.1%
Value $739K Shares 4,486 Est. Cost $141.03 Unrealized 0.0%
CVCO CAVCO INDS INC DEL 0.1%
Value $735K Shares 3,824 Est. Cost $177.09 Unrealized 0.0%
GTN GRAY TELEVISION INC 0.1%
Value $729K Shares 44,644 Est. Cost $16.43 Unrealized 0.0%
ADBE ADOBE INC 0.1%
Value $725K Shares 2,623 Est. Cost $291.94 Unrealized 0.0%
CPRT COPART INC 0.1%
Value $717K Shares 8,927 Est. Cost $19.41 Unrealized 0.0%
SINCLAIR BROADCAST GROUP INC 0.1%
Value $716K Shares 16,744 Est. Cost $50.61 Unrealized
QLYS QUALYS INC 0.1%
Value $714K Shares 9,444 Est. Cost $83.33 Unrealized 0.0%
OPLN KAR AUCTION SVCS INC 0.1%
Value $713K Shares 29,026 Est. Cost $25.61 Unrealized 0.0%
FTNT FORTINET INC 0.1%
Value $710K Shares 9,255 Est. Cost $16.23 Unrealized 0.0%
BFAM BRIGHT HORIZONS FAM SOL IN D 0.1%
Value $708K Shares 4,642 Est. Cost $156.40 Unrealized 0.0%
CBRL CRACKER BARREL OLD CTRY STOR 0.1%
Value $696K Shares 4,281 Est. Cost $131.75 Unrealized 0.0%
JBTM JOHN BEAN TECHNOLOGIES CORP 0.1%
Value $682K Shares 6,858 Est. Cost $107.67 Unrealized 0.0%
AWK AMERICAN WTR WKS CO INC 0.1%
Value $626K Shares 5,036 Est. Cost $107.02 Unrealized 0.0%
LMT LOCKHEED MARTIN CORP 0.1%
Value $545K Shares 1,397 Est. Cost $316.45 Unrealized 0.0%
BROOKFIELD PROPERTY PARTRS L UNIT LTD PARTN 0.1%
Value $539K Shares 26,533 Est. Cost $20.31 Unrealized
ISHARES SILVER TRUST 0.1%
Value $477K Shares 370,000 Est. Cost Unrealized
CANADIAN NAT RES LTD 0.1%
Value $468K Shares 402,300 Est. Cost Unrealized
AAPL APPLE INC 0.1%
Value $466K Shares 2,079 Est. Cost $50.22 Unrealized 0.0%
SBA COMMUNICATIONS CORP 0.0%
Value $431K Shares 64,700 Est. Cost Unrealized
SS&C TECHNOLOGIES HLDGS INC 0.0%
Value $424K Shares 199,100 Est. Cost Unrealized
TDY TELEDYNE TECHNOLOGIES INC 0.0%
Value $406K Shares 1,260 Est. Cost $298.57 Unrealized 0.0%
SHOPIFY INC 0.0%
Value $343K Shares 5,800 Est. Cost Unrealized
SPDR GOLD TRUST 0.0%
Value $309K Shares 75,400 Est. Cost Unrealized
SUNCOR ENERGY INC 0.0%
Value $302K Shares 225,000 Est. Cost Unrealized
EPR PPTYS 0.0%
Value $205K Shares 341,000 Est. Cost Unrealized
MICROSOFT CORP 0.0%
Value $111K Shares 222,200 Est. Cost Unrealized
REPUBLIC SVCS INC 0.0%
Value $39,000 Shares 34,100 Est. Cost Unrealized
ATLASSIAN CORP PLC 0.0%
Value $31,000 Shares 19,600 Est. Cost Unrealized
GALLAGHER ARTHUR J & CO 0.0%
Value $30,000 Shares 17,100 Est. Cost Unrealized
AT&T INC 0.0%
Value $25,000 Shares 25,000 Est. Cost Unrealized
BERKLEY W R CORP 0.0%
Value $21,000 Shares 64,400 Est. Cost Unrealized
PROCTER & GAMBLE CO 0.0%
Value $15,000 Shares 70,000 Est. Cost Unrealized
SPDR DOW JONES INDL AVRG ETF 0.0%
Value $13,000 Shares 182,700 Est. Cost Unrealized
VERIZON COMMUNICATIONS INC 0.0%
Value $11,000 Shares 13,500 Est. Cost Unrealized
AMERICAN ELEC PWR CO INC 0.0%
Value $10,000 Shares 29,100 Est. Cost Unrealized
BCE INC 0.0%
Value $10,000 Shares 50,000 Est. Cost Unrealized
ENBRIDGE INC 0.0%
Value $10,000 Shares 20,000 Est. Cost Unrealized
SL GREEN RLTY CORP 0.0%
Value $8,000 Shares 18,000 Est. Cost Unrealized
SOUTHERN CO 0.0%
Value $7,000 Shares 32,400 Est. Cost Unrealized
CENOVUS ENERGY INC 0.0%
Value $3,000 Shares 27,000 Est. Cost Unrealized
PLANET FITNESS INC 0.0%
Value $2,000 Shares 98,600 Est. Cost Unrealized