Waratah Capital Advisors Ltd. Quant / Systematic

CIK: 0001539919 · Show all filings

Period: Q3 2019 (← Previous) (Next →)

Filing Date: Nov 29, 2019

Total Value ($000): $888,709 (100.0% shares, 0.0% debt)

Holdings (167)

ROP ROPER TECHNOLOGIES INC 6.7%
Value ($000) $59,289 Shares 166,262 Est. Cost $275.09 Unrealized +27.1%
FNV FRANCO NEVADA CORP 4.6%
Value ($000) $40,618 Shares 445,585 Est. Cost $86.52 Unrealized 0.0%
SUI SUN CMNTYS INC 4.5%
Value ($000) $39,588 Shares 266,676 Est. Cost $91.38 Unrealized
ELS EQUITY LIFESTYLE PPTYS INC 4.4%
Value ($000) $38,708 Shares 289,734 Est. Cost $92.97 Unrealized
BROOKFIELD ASSET MGMT INC 3.5%
Value ($000) $30,810 Shares 579,982 Est. Cost $50.69 Unrealized
PLNT PLANET FITNESS INC 3.3%
Value ($000) $29,083 Shares 502,559 Est. Cost $38.78 Unrealized +81.7%
COLD AMERICOLD RLTY TR 2.6%
Value ($000) $22,954 Shares 619,202 Est. Cost $23.49 Unrealized
CMG CHIPOTLE MEXICAN GRILL INC 2.5%
Value ($000) $22,640 Shares 26,937 Est. Cost $15.95 Unrealized 0.0%
MSFT MICROSOFT CORP 2.5%
Value ($000) $22,201 Shares 159,683 Est. Cost $104.90 Unrealized +23.8%
ASPEN TECHNOLOGY INC 2.3%
Value ($000) $20,841 Shares 169,328 Est. Cost $123.08 Unrealized
AMT AMERICAN TOWER CORP 2.3%
Value ($000) $20,807 Shares 94,093 Est. Cost $142.41 Unrealized +28.8%
CMCSA COMCAST CORP 2.3%
Value ($000) $20,654 Shares 458,153 Est. Cost $37.01 Unrealized +1.3%
POOL POOL CORPORATION 2.3%
Value ($000) $20,286 Shares 100,576 Est. Cost $179.51 Unrealized 0.0%
DHR DANAHER CORPORATION 2.2%
Value ($000) $19,353 Shares 133,993 Est. Cost $109.07 Unrealized +11.6%
MFC MANULIFE FINL CORP 1.8%
Value ($000) $16,126 Shares 878,859 Est. Cost $17.73 Unrealized -0.4%
CDW CDW CORP 1.7%
Value ($000) $15,146 Shares 122,898 Est. Cost $106.19 Unrealized 0.0%
FANG DIAMONDBACK ENERGY INC 1.6%
Value ($000) $14,325 Shares 159,326 Est. Cost $89.86 Unrealized -13.8%
TMO THERMO FISHER SCIENTIFIC INC 1.6%
Value ($000) $14,157 Shares 48,604 Est. Cost $236.83 Unrealized +18.9%
BLACK KNIGHT INC 1.6%
Value ($000) $14,056 Shares 230,193 Est. Cost $60.92 Unrealized
CCI CROWN CASTLE INTL CORP 1.6%
Value ($000) $14,029 Shares 100,922 Est. Cost $91.68 Unrealized +14.3%
THO THOR INDS INC 1.5%
Value ($000) $13,411 Shares 236,772 Est. Cost $45.92 Unrealized 0.0%
WGO WINNEBAGO INDS INC 1.5%
Value ($000) $13,012 Shares 339,296 Est. Cost $36.42 Unrealized 0.0%
PAYC PAYCOM SOFTWARE INC 1.4%
Value ($000) $12,559 Shares 59,950 Est. Cost $189.46 Unrealized +20.9%
TYL TYLER TECHNOLOGIES INC 1.4%
Value ($000) $12,424 Shares 47,328 Est. Cost $234.53 Unrealized +4.4%
CNQ CANADIAN NAT RES LTD 1.4%
Value ($000) $12,222 Shares 459,171 Est. Cost $8.91 Unrealized 0.0%
ANSYS INC 1.4%
Value ($000) $12,222 Shares 55,211 Est. Cost $221.37 Unrealized
TTEK TETRA TECH INC 1.2%
Value ($000) $10,928 Shares 125,961 Est. Cost $16.34 Unrealized 0.0%
BRK/B BERKSHIRE HATHAWAY INC 1.2%
Value ($000) $10,563 Shares 50,780 Est. Cost $206.92 Unrealized -0.4%
AME AMETEK INC 1.2%
Value ($000) $10,363 Shares 112,867 Est. Cost $83.62 Unrealized +1.1%
NOBLE ENERGY INC 1.1%
Value ($000) $9,646 Shares 429,463 Est. Cost $22.46 Unrealized
FSV FIRSTSERVICE CORP 1.1%
Value ($000) $9,560 Shares 93,208 Est. Cost $95.14 Unrealized +3.0%
PARSLEY ENERGY INC 1.1%
Value ($000) $9,389 Shares 558,856 Est. Cost $17.83 Unrealized
LULU LULULEMON ATHLETICA INC 1.0%
Value ($000) $8,564 Shares 44,483 Est. Cost $173.67 Unrealized +7.6%
KTOS KRATOS DEFENSE & SEC SOLUTIO 0.9%
Value ($000) $7,972 Shares 428,720 Est. Cost $20.99 Unrealized 0.0%
COST COSTCO WHSL CORP 0.9%
Value ($000) $7,641 Shares 26,520 Est. Cost $201.98 Unrealized +26.9%
WPX ENERGY INC 0.7%
Value ($000) $6,288 Shares 593,726 Est. Cost $11.09 Unrealized
SU SUNCOR ENERGY INC 0.7%
Value ($000) $5,982 Shares 189,558 Est. Cost $24.31 Unrealized -3.9%
KRE SPDR SERIES TRUST S&P REGL BKG 0.7%
Value ($000) $5,843 Shares 110,692 Est. Cost $52.79 Unrealized
ADP AUTOMATIC DATA PROCESSING IN 0.6%
Value ($000) $5,499 Shares 34,068 Est. Cost $115.11 Unrealized +25.1%
RY ROYAL BK CDA MONTREAL QUE 0.6%
Value ($000) $5,481 Shares 67,538 Est. Cost $78.12 Unrealized -0.1%
AEM AGNICO EAGLE MINES LTD 0.6%
Value ($000) $5,396 Shares 100,646 Est. Cost $49.01 Unrealized 0.0%
TDG TRANSDIGM GROUP INC 0.6%
Value ($000) $5,245 Shares 10,073 Est. Cost $392.06 Unrealized 0.0%
MPWR MONOLITHIC PWR SYS INC 0.6%
Value ($000) $5,202 Shares 33,423 Est. Cost $142.31 Unrealized 0.0%
FSS FEDERAL SIGNAL CORP 0.6%
Value ($000) $5,027 Shares 153,540 Est. Cost $28.25 Unrealized 0.0%
CTAS CINTAS CORP 0.5%
Value ($000) $4,667 Shares 17,407 Est. Cost $59.93 Unrealized 0.0%
LHX L3HARRIS TECHNOLOGIES INC 0.5%
Value ($000) $4,514 Shares 21,633 Est. Cost $180.55 Unrealized 0.0%
DUKE REALTY CORP 0.5%
Value ($000) $4,116 Shares 121,159 Est. Cost $30.67 Unrealized
WCN WASTE CONNECTIONS INC 0.5%
Value ($000) $4,021 Shares 43,717 Est. Cost $76.45 Unrealized +15.7%
BNS BANK N S HALIFAX 0.4%
Value ($000) $3,974 Shares 69,940 Est. Cost $38.00 Unrealized +0.2%
TWITTER INC 0.4%
Value ($000) $3,919 Shares 95,118 Est. Cost $41.20 Unrealized
PAYX PAYCHEX INC 0.4%
Value ($000) $3,856 Shares 46,581 Est. Cost $69.13 Unrealized 0.0%
FND FLOOR & DECOR HLDGS INC 0.4%
Value ($000) $3,830 Shares 74,881 Est. Cost $43.55 Unrealized +3.1%
LAMR LAMAR ADVERTISING CO 0.4%
Value ($000) $3,796 Shares 46,327 Est. Cost $73.65 Unrealized
MA MASTERCARD INC 0.4%
Value ($000) $3,782 Shares 13,925 Est. Cost $222.98 Unrealized +19.3%
FCN FTI CONSULTING INC 0.4%
Value ($000) $3,774 Shares 35,603 Est. Cost $102.05 Unrealized 0.0%
MRCY MERCURY SYS INC 0.4%
Value ($000) $3,763 Shares 46,354 Est. Cost $79.00 Unrealized 0.0%
MCD MCDONALDS CORP 0.4%
Value ($000) $3,688 Shares 17,177 Est. Cost $151.85 Unrealized +21.7%
CVE CENOVUS ENERGY INC 0.4%
Value ($000) $3,287 Shares 350,183 Est. Cost $7.28 Unrealized +10.1%
V VISA INC 0.4%
Value ($000) $3,276 Shares 19,046 Est. Cost $156.33 Unrealized +8.9%
CRESCENT PT ENERGY CORP 0.3%
Value ($000) $3,048 Shares 713,097 Est. Cost $3.26 Unrealized
JLL JONES LANG LASALLE INC 0.3%
Value ($000) $3,037 Shares 21,838 Est. Cost $141.52 Unrealized -2.4%
SLV ISHARES SILVER TRUST ISHARES 0.3%
Value ($000) $3,008 Shares 188,914 Est. Cost $15.92 Unrealized
RYN RAYONIER INC 0.3%
Value ($000) $2,964 Shares 105,091 Est. Cost $28.20 Unrealized
TRP TC ENERGY CORP 0.3%
Value ($000) $2,914 Shares 56,251 Est. Cost $36.04 Unrealized 0.0%
FISV FISERV INC 0.3%
Value ($000) $2,907 Shares 28,061 Est. Cost $102.09 Unrealized 0.0%
QSR RESTAURANT BRANDS INTL INC 0.3%
Value ($000) $2,877 Shares 40,446 Est. Cost $64.74 Unrealized +13.9%
ECL ECOLAB INC 0.3%
Value ($000) $2,680 Shares 13,534 Est. Cost $187.16 Unrealized 0.0%
WMT WALMART INC 0.3%
Value ($000) $2,656 Shares 22,376 Est. Cost $31.40 Unrealized +9.7%
PG PROCTER & GAMBLE CO 0.3%
Value ($000) $2,631 Shares 21,150 Est. Cost $100.99 Unrealized 0.0%
HESS CORP 0.3%
Value ($000) $2,365 Shares 39,106 Est. Cost $62.05 Unrealized
INVESCO QQQ TR 0.3%
Value ($000) $2,353 Shares 3,147,100 Est. Cost Unrealized
NATH NATHANS FAMOUS INC 0.3%
Value ($000) $2,345 Shares 32,637 Est. Cost $71.97 Unrealized -1.4%
FIVE FIVE BELOW INC 0.3%
Value ($000) $2,311 Shares 18,325 Est. Cost $127.04 Unrealized -4.4%
SPB SPECTRUM BRANDS HLDGS INC 0.3%
Value ($000) $2,308 Shares 43,770 Est. Cost $52.17 Unrealized 0.0%
NVR NVR INC 0.3%
Value ($000) $2,253 Shares 606 Est. Cost $2768.13 Unrealized +27.2%
TSN TYSON FOODS INC 0.2%
Value ($000) $2,199 Shares 25,528 Est. Cost $58.11 Unrealized +21.6%
NEE NEXTERA ENERGY INC 0.2%
Value ($000) $1,959 Shares 8,409 Est. Cost $46.25 Unrealized 0.0%
BERRY GLOBAL GROUP INC 0.2%
Value ($000) $1,904 Shares 48,475 Est. Cost $39.28 Unrealized
USFD US FOODS HLDG CORP 0.2%
Value ($000) $1,887 Shares 45,922 Est. Cost $36.33 Unrealized +6.3%
SSNC SS&C TECHNOLOGIES HLDGS INC 0.2%
Value ($000) $1,866 Shares 36,186 Est. Cost $55.62 Unrealized -8.1%
TJX TJX COS INC 0.2%
Value ($000) $1,865 Shares 33,460 Est. Cost $50.09 Unrealized 0.0%
INTU INTUIT 0.2%
Value ($000) $1,861 Shares 6,996 Est. Cost $264.00 Unrealized 0.0%
HCC WARRIOR MET COAL INC 0.2%
Value ($000) $1,808 Shares 92,648 Est. Cost $22.37 Unrealized 0.0%
ANNALY CAP MGMT INC 0.2%
Value ($000) $1,804 Shares 204,959 Est. Cost $8.80 Unrealized
MAC MACERICH CO 0.2%
Value ($000) $1,771 Shares 56,050 Est. Cost $31.60 Unrealized
SPDR S&P 500 ETF TR 0.2%
Value ($000) $1,730 Shares 1,004,900 Est. Cost Unrealized
PEP PEPSICO INC 0.2%
Value ($000) $1,685 Shares 12,290 Est. Cost $105.97 Unrealized +3.2%
OPTU ALTICE USA INC 0.2%
Value ($000) $1,672 Shares 58,310 Est. Cost $24.93 Unrealized +9.2%
FTV FORTIVE CORP 0.2%
Value ($000) $1,574 Shares 22,952 Est. Cost $44.87 Unrealized 0.0%
ISRG INTUITIVE SURGICAL INC 0.2%
Value ($000) $1,573 Shares 2,913 Est. Cost $172.96 Unrealized 0.0%
PZZA PAPA JOHNS INTL INC 0.2%
Value ($000) $1,541 Shares 29,441 Est. Cost $40.17 Unrealized 0.0%
POST POST HLDGS INC 0.2%
Value ($000) $1,522 Shares 14,376 Est. Cost $63.91 Unrealized +6.6%
DXCM DEXCOM INC 0.2%
Value ($000) $1,518 Shares 10,171 Est. Cost $38.85 Unrealized 0.0%
RGLD ROYAL GOLD INC 0.2%
Value ($000) $1,514 Shares 12,288 Est. Cost $121.78 Unrealized 0.0%
IDXX IDEXX LABS INC 0.2%
Value ($000) $1,480 Shares 5,441 Est. Cost $206.43 Unrealized +34.8%
TGT TARGET CORP 0.2%
Value ($000) $1,475 Shares 13,792 Est. Cost $80.37 Unrealized 0.0%
CDNS CADENCE DESIGN SYSTEM INC 0.2%
Value ($000) $1,471 Shares 22,255 Est. Cost $70.33 Unrealized 0.0%
AIN ALBANY INTL CORP 0.2%
Value ($000) $1,466 Shares 16,260 Est. Cost $76.67 Unrealized 0.0%
NXST NEXSTAR MEDIA GROUP INC 0.2%
Value ($000) $1,457 Shares 14,243 Est. Cost $83.21 Unrealized 0.0%
CANADIAN PAC RY LTD 0.2%
Value ($000) $1,443 Shares 6,489 Est. Cost $210.94 Unrealized
JACK JACK IN THE BOX INC 0.1%
Value ($000) $1,216 Shares 13,349 Est. Cost $81.23 Unrealized +2.4%
GRANITE REAL ESTATE INVT TR 0.1%
Value ($000) $1,212 Shares 25,013 Est. Cost $43.99 Unrealized
CHD CHURCH & DWIGHT INC 0.1%
Value ($000) $1,164 Shares 15,466 Est. Cost $43.16 Unrealized +62.7%
HXL HEXCEL CORP 0.1%
Value ($000) $1,112 Shares 13,543 Est. Cost $81.69 Unrealized 0.0%
EPAM EPAM SYS INC 0.1%
Value ($000) $1,109 Shares 6,081 Est. Cost $188.28 Unrealized 0.0%
CME CME GROUP INC 0.1%
Value ($000) $1,108 Shares 5,241 Est. Cost $164.33 Unrealized 0.0%
BAH BOOZ ALLEN HAMILTON HLDG COR 0.1%
Value ($000) $1,107 Shares 15,581 Est. Cost $62.96 Unrealized 0.0%
EXPO EXPONENT INC 0.1%
Value ($000) $1,107 Shares 15,835 Est. Cost $62.89 Unrealized 0.0%
LDOS LEIDOS HLDGS INC 0.1%
Value ($000) $1,104 Shares 12,857 Est. Cost $76.85 Unrealized 0.0%
SHW SHERWIN WILLIAMS CO 0.1%
Value ($000) $1,102 Shares 2,005 Est. Cost $160.80 Unrealized 0.0%
TTWO TAKE-TWO INTERACTIVE SOFTWAR 0.1%
Value ($000) $1,101 Shares 8,786 Est. Cost $124.77 Unrealized 0.0%
MNST MONSTER BEVERAGE CORP 0.1%
Value ($000) $1,082 Shares 18,631 Est. Cost $30.29 Unrealized 0.0%
SIX FLAGS ENTMT CORP 0.1%
Value ($000) $1,070 Shares 21,072 Est. Cost $49.58 Unrealized
DISNEY WALT CO 0.1%
Value ($000) $957 Shares 220,000 Est. Cost Unrealized
ZYNGA INC 0.1%
Value ($000) $912 Shares 156,772 Est. Cost $5.82 Unrealized
WPX ENERGY INC 0.1%
Value ($000) $900 Shares 1,500,000 Est. Cost Unrealized
DIS DISNEY WALT CO 0.1%
Value ($000) $844 Shares 6,479 Est. Cost $101.02 Unrealized +32.9%
REALTY INCOME CORP 0.1%
Value ($000) $833 Shares 244,900 Est. Cost Unrealized
VLO VALERO ENERGY CORP 0.1%
Value ($000) $799 Shares 9,374 Est. Cost $62.46 Unrealized 0.0%
LYV LIVE NATION ENTERTAINMENT IN 0.1%
Value ($000) $793 Shares 11,948 Est. Cost $64.24 Unrealized +8.9%
VZ VERIZON COMMUNICATIONS INC 0.1%
Value ($000) $774 Shares 12,826 Est. Cost $40.44 Unrealized 0.0%
STE STERIS PLC SHS 0.1%
Value ($000) $762 Shares 5,272 Est. Cost $125.82 Unrealized +12.1%
EXPD EXPEDITORS INTL WASH INC 0.1%
Value ($000) $753 Shares 10,135 Est. Cost $67.86 Unrealized 0.0%
WORLD WRESTLING ENTMT INC 0.1%
Value ($000) $750 Shares 10,541 Est. Cost $84.98 Unrealized
CENTENNIAL RESOURCE DEV INC 0.1%
Value ($000) $748 Shares 165,562 Est. Cost $4.52 Unrealized
CHRW C H ROBINSON WORLDWIDE INC 0.1%
Value ($000) $744 Shares 8,781 Est. Cost $72.09 Unrealized 0.0%
ROK ROCKWELL AUTOMATION INC 0.1%
Value ($000) $739 Shares 4,486 Est. Cost $141.03 Unrealized 0.0%
CVCO CAVCO INDS INC DEL 0.1%
Value ($000) $735 Shares 3,824 Est. Cost $177.09 Unrealized 0.0%
GTN GRAY TELEVISION INC 0.1%
Value ($000) $729 Shares 44,644 Est. Cost $16.43 Unrealized 0.0%
ADBE ADOBE INC 0.1%
Value ($000) $725 Shares 2,623 Est. Cost $291.94 Unrealized 0.0%
CPRT COPART INC 0.1%
Value ($000) $717 Shares 8,927 Est. Cost $19.41 Unrealized 0.0%
SINCLAIR BROADCAST GROUP INC 0.1%
Value ($000) $716 Shares 16,744 Est. Cost $50.61 Unrealized
QLYS QUALYS INC 0.1%
Value ($000) $714 Shares 9,444 Est. Cost $83.33 Unrealized 0.0%
OPLN KAR AUCTION SVCS INC 0.1%
Value ($000) $713 Shares 29,026 Est. Cost $25.61 Unrealized 0.0%
FTNT FORTINET INC 0.1%
Value ($000) $710 Shares 9,255 Est. Cost $16.23 Unrealized 0.0%
BFAM BRIGHT HORIZONS FAM SOL IN D 0.1%
Value ($000) $708 Shares 4,642 Est. Cost $156.40 Unrealized 0.0%
CBRL CRACKER BARREL OLD CTRY STOR 0.1%
Value ($000) $696 Shares 4,281 Est. Cost $131.75 Unrealized 0.0%
JBTM JOHN BEAN TECHNOLOGIES CORP 0.1%
Value ($000) $682 Shares 6,858 Est. Cost $107.67 Unrealized 0.0%
AWK AMERICAN WTR WKS CO INC 0.1%
Value ($000) $626 Shares 5,036 Est. Cost $107.02 Unrealized 0.0%
LMT LOCKHEED MARTIN CORP 0.1%
Value ($000) $545 Shares 1,397 Est. Cost $316.45 Unrealized 0.0%
BROOKFIELD PROPERTY PARTRS L UNIT LTD PARTN 0.1%
Value ($000) $539 Shares 26,533 Est. Cost $20.31 Unrealized
ISHARES SILVER TRUST 0.1%
Value ($000) $477 Shares 370,000 Est. Cost Unrealized
CANADIAN NAT RES LTD 0.1%
Value ($000) $468 Shares 402,300 Est. Cost Unrealized
AAPL APPLE INC 0.1%
Value ($000) $466 Shares 2,079 Est. Cost $50.22 Unrealized 0.0%
SBA COMMUNICATIONS CORP 0.0%
Value ($000) $431 Shares 64,700 Est. Cost Unrealized
SS&C TECHNOLOGIES HLDGS INC 0.0%
Value ($000) $424 Shares 199,100 Est. Cost Unrealized
TDY TELEDYNE TECHNOLOGIES INC 0.0%
Value ($000) $406 Shares 1,260 Est. Cost $298.57 Unrealized 0.0%
SHOPIFY INC 0.0%
Value ($000) $343 Shares 5,800 Est. Cost Unrealized
SPDR GOLD TRUST 0.0%
Value ($000) $309 Shares 75,400 Est. Cost Unrealized
SUNCOR ENERGY INC 0.0%
Value ($000) $302 Shares 225,000 Est. Cost Unrealized
EPR PPTYS 0.0%
Value ($000) $205 Shares 341,000 Est. Cost Unrealized
MICROSOFT CORP 0.0%
Value ($000) $111 Shares 222,200 Est. Cost Unrealized
REPUBLIC SVCS INC 0.0%
Value ($000) $39 Shares 34,100 Est. Cost Unrealized
ATLASSIAN CORP PLC 0.0%
Value ($000) $31 Shares 19,600 Est. Cost Unrealized
GALLAGHER ARTHUR J & CO 0.0%
Value ($000) $30 Shares 17,100 Est. Cost Unrealized
AT&T INC 0.0%
Value ($000) $25 Shares 25,000 Est. Cost Unrealized
BERKLEY W R CORP 0.0%
Value ($000) $21 Shares 64,400 Est. Cost Unrealized
PROCTER & GAMBLE CO 0.0%
Value ($000) $15 Shares 70,000 Est. Cost Unrealized
SPDR DOW JONES INDL AVRG ETF 0.0%
Value ($000) $13 Shares 182,700 Est. Cost Unrealized
VERIZON COMMUNICATIONS INC 0.0%
Value ($000) $11 Shares 13,500 Est. Cost Unrealized
ENBRIDGE INC 0.0%
Value ($000) $10 Shares 20,000 Est. Cost Unrealized
BCE INC 0.0%
Value ($000) $10 Shares 50,000 Est. Cost Unrealized
AMERICAN ELEC PWR CO INC 0.0%
Value ($000) $10 Shares 29,100 Est. Cost Unrealized
SL GREEN RLTY CORP 0.0%
Value ($000) $8 Shares 18,000 Est. Cost Unrealized
SOUTHERN CO 0.0%
Value ($000) $7 Shares 32,400 Est. Cost Unrealized
CENOVUS ENERGY INC 0.0%
Value ($000) $3 Shares 27,000 Est. Cost Unrealized
PLANET FITNESS INC 0.0%
Value ($000) $2 Shares 98,600 Est. Cost Unrealized