Waratah Capital Advisors Ltd. Quant / Systematic

CIK: 0001539919 · Show all filings

Period: Q4 2019 (← Previous) (Next →)

Filing Date: Feb 13, 2020

Total Value ($000): $944,537 (100.0% shares, 0.0% debt)

Holdings (144)

ROP ROPER TECHNOLOGIES INC 7.0%
Value ($000) $66,267 Shares 187,072 Est. Cost $281.54 Unrealized +18.3%
ASPEN TECHNOLOGY INC 4.6%
Value ($000) $43,867 Shares 362,748 Est. Cost $121.93 Unrealized
SUI SUN CMNTYS INC 4.1%
Value ($000) $38,697 Shares 257,811 Est. Cost $91.38 Unrealized
ELS EQUITY LIFESTYLE PPTYS INC 4.0%
Value ($000) $38,199 Shares 542,678 Est. Cost $82.45 Unrealized
AME AMETEK INC 3.9%
Value ($000) $37,272 Shares 373,695 Est. Cost $88.72 Unrealized +2.5%
FNV FRANCO NEVADA CORP 3.4%
Value ($000) $31,832 Shares 308,324 Est. Cost $86.52 Unrealized +5.7%
BRK/B BERKSHIRE HATHAWAY INC 3.2%
Value ($000) $30,211 Shares 133,380 Est. Cost $213.27 Unrealized +1.8%
MSFT MICROSOFT CORP 2.9%
Value ($000) $27,039 Shares 171,459 Est. Cost $107.26 Unrealized +29.8%
CDW CDW CORP 2.7%
Value ($000) $25,800 Shares 180,624 Est. Cost $111.51 Unrealized +10.2%
CNQ CANADIAN NAT RES LTD 2.1%
Value ($000) $20,161 Shares 623,467 Est. Cost $9.16 Unrealized +7.8%
THOMSON REUTERS CORP COM 2.1%
Value ($000) $19,943 Shares 278,843 Est. Cost $71.52 Unrealized
ANSYS INC 2.1%
Value ($000) $19,899 Shares 77,306 Est. Cost $231.67 Unrealized
AMT AMERICAN TOWER 2.0%
Value ($000) $18,699 Shares 81,365 Est. Cost $142.41 Unrealized +29.1%
CONCHO RES INC 1.9%
Value ($000) $18,262 Shares 208,538 Est. Cost $87.57 Unrealized
FSV FIRSTSERVICE CORP 1.7%
Value ($000) $16,357 Shares 175,738 Est. Cost $93.08 Unrealized -2.5%
V VISA INC 1.7%
Value ($000) $16,089 Shares 85,625 Est. Cost $168.94 Unrealized +2.1%
CCI CROWN CASTLE INTL CORP 1.7%
Value ($000) $15,852 Shares 111,517 Est. Cost $92.87 Unrealized +12.2%
PLNT PLANET FITNESS INC CL A 1.7%
Value ($000) $15,735 Shares 210,705 Est. Cost $38.78 Unrealized +73.8%
DHR DANAHER CORPORATION 1.6%
Value ($000) $15,463 Shares 100,751 Est. Cost $109.07 Unrealized +12.8%
BLACK KNIGHT INC 1.5%
Value ($000) $14,445 Shares 224,028 Est. Cost $60.92 Unrealized
BROOKFIELD ASSET MGMT INC 1.5%
Value ($000) $13,965 Shares 241,746 Est. Cost $50.69 Unrealized
HESS CORP 1.4%
Value ($000) $13,455 Shares 201,386 Est. Cost $65.89 Unrealized
FSS FEDERAL SIGNAL CORP 1.4%
Value ($000) $13,367 Shares 414,473 Est. Cost $30.03 Unrealized +3.5%
GDXJ VANECK VECTORS ETF TRUST JR GOLD MINERS E 1.4%
Value ($000) $13,225 Shares 312,940 Est. Cost $42.26 Unrealized
VICI VICI PPTYS INC 1.2%
Value ($000) $11,580 Shares 453,214 Est. Cost $17.35 Unrealized 0.0%
GDX VANECK VECTORS ETF TRUST GOLD MINERS ETF 1.2%
Value ($000) $11,447 Shares 390,941 Est. Cost $29.28 Unrealized
COLD AMERICOLD RLTY TR 1.2%
Value ($000) $11,021 Shares 314,355 Est. Cost $23.49 Unrealized
COST COSTCO WHSL CORP 1.1%
Value ($000) $10,091 Shares 34,332 Est. Cost $217.80 Unrealized +24.7%
LDOS LEIDOS HLDGS INC 1.0%
Value ($000) $9,704 Shares 99,127 Est. Cost $80.58 Unrealized +0.7%
AEM AGNICO EAGLE MINES LTD 1.0%
Value ($000) $9,406 Shares 152,740 Est. Cost $49.47 Unrealized +1.8%
CVE CENOVUS ENERGY INC 1.0%
Value ($000) $9,130 Shares 898,379 Est. Cost $7.75 Unrealized +3.8%
CHD CHURCH & DWIGHT INC 1.0%
Value ($000) $9,124 Shares 129,718 Est. Cost $63.33 Unrealized +4.3%
THO THOR INDS INC 0.9%
Value ($000) $8,205 Shares 110,442 Est. Cost $45.92 Unrealized +23.6%
WGO WINNEBAGO INDS INC 0.8%
Value ($000) $7,838 Shares 147,950 Est. Cost $36.42 Unrealized +28.4%
TMO THERMO FISHER SCIENTIFIC INC 0.8%
Value ($000) $7,638 Shares 23,511 Est. Cost $236.83 Unrealized +26.0%
OPTU ALTICE USA INC 0.8%
Value ($000) $7,555 Shares 276,351 Est. Cost $27.06 Unrealized +2.1%
YUM YUM BRANDS INC 0.8%
Value ($000) $7,252 Shares 71,997 Est. Cost $92.35 Unrealized 0.0%
FIS FIDELITY NATL INFORMATION SV 0.8%
Value ($000) $7,235 Shares 52,020 Est. Cost $118.59 Unrealized 0.0%
COP CONOCOPHILLIPS 0.7%
Value ($000) $7,006 Shares 107,739 Est. Cost $47.16 Unrealized 0.0%
MFC MANULIFE FINL CORP 0.7%
Value ($000) $6,509 Shares 320,701 Est. Cost $17.73 Unrealized +7.7%
ADP AUTOMATIC DATA PROCESSING IN 0.7%
Value ($000) $6,320 Shares 37,067 Est. Cost $117.53 Unrealized +23.4%
NVR NVR INC 0.7%
Value ($000) $6,291 Shares 1,652 Est. Cost $3359.59 Unrealized +10.2%
PG PROCTER & GAMBLE CO 0.7%
Value ($000) $6,174 Shares 49,430 Est. Cost $103.42 Unrealized +1.8%
KTOS KRATOS DEFENSE & SEC SOLUTIO 0.6%
Value ($000) $5,955 Shares 330,648 Est. Cost $20.99 Unrealized -11.6%
SPGI S&P GLOBAL INC 0.6%
Value ($000) $5,909 Shares 21,642 Est. Cost $246.86 Unrealized 0.0%
QLYS QUALYS INC 0.6%
Value ($000) $5,797 Shares 69,533 Est. Cost $82.98 Unrealized -0.1%
QSR RESTAURANT BRANDS INTL INC 0.6%
Value ($000) $5,775 Shares 90,564 Est. Cost $65.95 Unrealized +1.5%
CRESCENT PT ENERGY CORP 0.6%
Value ($000) $5,374 Shares 1,205,515 Est. Cost $3.75 Unrealized
FTNT FORTINET INC 0.5%
Value ($000) $5,107 Shares 47,838 Est. Cost $18.32 Unrealized +2.7%
CIMAREX ENERGY CO 0.5%
Value ($000) $5,062 Shares 96,442 Est. Cost $52.49 Unrealized
HCC WARRIOR MET COAL INC 0.5%
Value ($000) $5,029 Shares 238,023 Est. Cost $21.18 Unrealized -3.6%
LAMR LAMAR ADVERTISING CO 0.5%
Value ($000) $4,753 Shares 53,254 Est. Cost $75.68 Unrealized
ADBE ADOBE INC 0.5%
Value ($000) $4,584 Shares 13,898 Est. Cost $293.79 Unrealized +0.1%
CTAS CINTAS CORP 0.5%
Value ($000) $4,551 Shares 16,912 Est. Cost $59.93 Unrealized +3.3%
TDG TRANSDIGM GROUP INC 0.5%
Value ($000) $4,474 Shares 7,989 Est. Cost $392.06 Unrealized +10.0%
TDY TELEDYNE TECHNOLOGIES INC 0.5%
Value ($000) $4,409 Shares 12,722 Est. Cost $332.44 Unrealized +1.1%
WPX ENERGY INC 0.5%
Value ($000) $4,323 Shares 314,598 Est. Cost $11.09 Unrealized
SBAC SBA COMMUNICATIONS CORP 0.4%
Value ($000) $4,236 Shares 17,576 Est. Cost $219.47 Unrealized 0.0%
CMG CHIPOTLE MEXICAN GRILL INC 0.4%
Value ($000) $4,145 Shares 4,952 Est. Cost $15.95 Unrealized +0.6%
POOL POOL CORPORATION 0.4%
Value ($000) $4,127 Shares 19,433 Est. Cost $179.51 Unrealized +7.4%
MA MASTERCARD INC 0.4%
Value ($000) $4,124 Shares 13,810 Est. Cost $222.98 Unrealized +22.2%
FISV FISERV INC 0.4%
Value ($000) $3,889 Shares 33,631 Est. Cost $103.47 Unrealized +6.7%
RYN RAYONIER INC 0.4%
Value ($000) $3,869 Shares 118,107 Est. Cost $28.71 Unrealized
CIGI COLLIERS INTL GROUP INC 0.4%
Value ($000) $3,865 Shares 49,648 Est. Cost $71.05 Unrealized 0.0%
KRE SPDR SERIES TRUST S&P REGL BKG 0.4%
Value ($000) $3,849 Shares 66,082 Est. Cost $52.79 Unrealized
SHW SHERWIN WILLIAMS CO 0.4%
Value ($000) $3,820 Shares 6,546 Est. Cost $174.56 Unrealized +3.5%
DUKE REALTY CORP 0.4%
Value ($000) $3,819 Shares 110,160 Est. Cost $30.67 Unrealized
RITM NEW RESIDENTIAL INVT CORP 0.4%
Value ($000) $3,792 Shares 235,382 Est. Cost $16.11 Unrealized
DIS DISNEY WALT CO 0.4%
Value ($000) $3,708 Shares 25,636 Est. Cost $126.94 Unrealized +6.9%
TTEK TETRA TECH INC 0.4%
Value ($000) $3,689 Shares 42,814 Est. Cost $16.34 Unrealized +6.0%
SPB SPECTRUM BRANDS HLDGS INC NE 0.3%
Value ($000) $3,301 Shares 51,344 Est. Cost $52.84 Unrealized +7.3%
SSRM SSR MNG INC 0.3%
Value ($000) $3,251 Shares 168,948 Est. Cost $15.57 Unrealized 0.0%
SSNC SS&C TECHNOLOGIES HLDGS INC 0.3%
Value ($000) $3,143 Shares 51,196 Est. Cost $55.75 Unrealized +0.6%
FIVE FIVE BELOW INC 0.3%
Value ($000) $3,018 Shares 23,607 Est. Cost $126.64 Unrealized -1.1%
CANADIAN PAC RY LTD 0.3%
Value ($000) $2,958 Shares 11,606 Est. Cost $230.31 Unrealized
BNS BANK N S HALIFAX 0.3%
Value ($000) $2,755 Shares 48,790 Est. Cost $38.00 Unrealized +7.3%
FND FLOOR & DECOR HLDGS INC 0.3%
Value ($000) $2,724 Shares 53,613 Est. Cost $43.55 Unrealized +7.6%
WCN WASTE CONNECTIONS INC 0.3%
Value ($000) $2,715 Shares 29,902 Est. Cost $76.45 Unrealized +13.9%
MCD MCDONALDS CORP 0.3%
Value ($000) $2,681 Shares 13,566 Est. Cost $151.85 Unrealized +13.2%
CDNS CADENCE DESIGN SYSTEM INC 0.2%
Value ($000) $2,311 Shares 33,321 Est. Cost $69.24 Unrealized -3.2%
RY ROYAL BK CDA MONTREAL QUE 0.2%
Value ($000) $2,274 Shares 28,743 Est. Cost $78.12 Unrealized +3.1%
CBRE CBRE GROUP INC 0.2%
Value ($000) $2,077 Shares 33,886 Est. Cost $55.39 Unrealized 0.0%
OUTFRONT MEDIA INC 0.2%
Value ($000) $1,982 Shares 73,908 Est. Cost $26.82 Unrealized
CONTINENTAL RESOURCES INC 0.2%
Value ($000) $1,919 Shares 55,959 Est. Cost $34.29 Unrealized
CNNE CANNAE HLDGS INC 0.2%
Value ($000) $1,912 Shares 51,403 Est. Cost $31.27 Unrealized 0.0%
BTE BAYTEX ENERGY CORP 0.2%
Value ($000) $1,895 Shares 1,316,162 Est. Cost $1.18 Unrealized 0.0%
MNST MONSTER BEVERAGE CORP 0.2%
Value ($000) $1,704 Shares 26,810 Est. Cost $30.01 Unrealized -2.1%
EXPD EXPEDITORS INTL WASH INC 0.2%
Value ($000) $1,662 Shares 21,303 Est. Cost $68.75 Unrealized +1.2%
SIX FLAGS ENTMT CORP 0.2%
Value ($000) $1,510 Shares 33,474 Est. Cost $47.92 Unrealized
SL GREEN RLTY CORP 0.2%
Value ($000) $1,496 Shares 16,281 Est. Cost $91.89 Unrealized
PAYX PAYCHEX INC 0.1%
Value ($000) $1,379 Shares 16,216 Est. Cost $69.13 Unrealized +2.2%
NDSN NORDSON CORP 0.1%
Value ($000) $1,175 Shares 7,213 Est. Cost $147.80 Unrealized 0.0%
AVTR AVANTOR INC 0.1%
Value ($000) $1,162 Shares 64,015 Est. Cost $15.92 Unrealized 0.0%
POST POST HLDGS INC 0.1%
Value ($000) $1,157 Shares 10,608 Est. Cost $63.91 Unrealized +7.0%
CALLON PETE CO 0.1%
Value ($000) $1,153 Shares 238,683 Est. Cost $4.83 Unrealized
MSCI MSCI INC 0.1%
Value ($000) $1,151 Shares 4,459 Est. Cost $229.41 Unrealized 0.0%
PBA PEMBINA PIPELINE CORP 0.1%
Value ($000) $1,146 Shares 30,927 Est. Cost $25.28 Unrealized 0.0%
TRP TC ENERGY CORP 0.1%
Value ($000) $1,146 Shares 21,521 Est. Cost $36.04 Unrealized +3.8%
BERRY GLOBAL GROUP INC 0.1%
Value ($000) $1,144 Shares 24,080 Est. Cost $39.28 Unrealized
BAH BOOZ ALLEN HAMILTON HLDG COR 0.1%
Value ($000) $1,121 Shares 15,753 Est. Cost $62.97 Unrealized +0.9%
TAC TRANSALTA CORP 0.1%
Value ($000) $1,105 Shares 154,649 Est. Cost $6.49 Unrealized 0.0%
SILVERCREST METALS INC 0.1%
Value ($000) $1,092 Shares 161,694 Est. Cost $6.75 Unrealized
REALTY INCOME CORP 0.1%
Value ($000) $1,044 Shares 1,480,200 Est. Cost Unrealized
FCN FTI CONSULTING INC 0.1%
Value ($000) $959 Shares 8,666 Est. Cost $102.05 Unrealized +7.1%
CPRT COPART INC 0.1%
Value ($000) $955 Shares 10,503 Est. Cost $19.70 Unrealized +8.3%
HLT HILTON WORLDWIDE HLDGS INC 0.1%
Value ($000) $907 Shares 8,174 Est. Cost $98.88 Unrealized 0.0%
AIN ALBANY INTL CORP 0.1%
Value ($000) $897 Shares 11,815 Est. Cost $76.67 Unrealized +0.3%
EPAM EPAM SYS INC 0.1%
Value ($000) $896 Shares 4,224 Est. Cost $188.28 Unrealized +4.5%
GOOGL ALPHABET INC 0.1%
Value ($000) $833 Shares 622 Est. Cost $64.02 Unrealized 0.0%
WORLD WRESTLING ENTMT INC 0.1%
Value ($000) $794 Shares 12,244 Est. Cost $82.18 Unrealized
JACK JACK IN THE BOX INC 0.1%
Value ($000) $773 Shares 9,906 Est. Cost $81.23 Unrealized +1.9%
DIN DINE BRANDS GLOBAL INC 0.1%
Value ($000) $762 Shares 9,119 Est. Cost $60.63 Unrealized 0.0%
MKTX MARKETAXESS HLDGS INC 0.1%
Value ($000) $752 Shares 1,984 Est. Cost $343.80 Unrealized 0.0%
ATLASSIAN CORP PLC 0.1%
Value ($000) $706 Shares 5,865 Est. Cost $120.38 Unrealized
HXL HEXCEL CORP 0.1%
Value ($000) $681 Shares 9,289 Est. Cost $81.69 Unrealized -6.0%
SPDR S&P 500 ETF TR 0.1%
Value ($000) $664 Shares 969,100 Est. Cost Unrealized
IAC INTERACTIVECORP 0.1%
Value ($000) $562 Shares 2,255 Est. Cost $249.22 Unrealized
MRCY MERCURY SYS INC 0.1%
Value ($000) $477 Shares 6,900 Est. Cost $79.00 Unrealized -8.8%
PAAS PAN AMERICAN SILVER CORP 0.0%
Value ($000) $415 Shares 17,533 Est. Cost $18.52 Unrealized 0.0%
BTG B2GOLD CORP 0.0%
Value ($000) $411 Shares 102,578 Est. Cost $2.82 Unrealized 0.0%
VLO VALERO ENERGY CORP 0.0%
Value ($000) $392 Shares 4,181 Est. Cost $62.46 Unrealized +17.9%
IDXX IDEXX LABS INC 0.0%
Value ($000) $378 Shares 1,446 Est. Cost $206.43 Unrealized +27.7%
KEYS KEYSIGHT TECHNOLOGIES INC 0.0%
Value ($000) $361 Shares 3,517 Est. Cost $102.35 Unrealized 0.0%
LHX L3HARRIS TECHNOLOGIES INC 0.0%
Value ($000) $360 Shares 1,817 Est. Cost $180.55 Unrealized -1.6%
DISNEY WALT CO 0.0%
Value ($000) $350 Shares 225,900 Est. Cost Unrealized
PRETIUM RES INC 0.0%
Value ($000) $326 Shares 29,342 Est. Cost $11.11 Unrealized
NGD NEW GOLD INC CDA 0.0%
Value ($000) $316 Shares 356,343 Est. Cost $0.90 Unrealized 0.0%
VANECK VECTORS ETF TRUST 0.0%
Value ($000) $263 Shares 750,000 Est. Cost Unrealized
INVESCO QQQ TR 0.0%
Value ($000) $258 Shares 2,524,800 Est. Cost Unrealized
SPDR GOLD TRUST 0.0%
Value ($000) $252 Shares 75,400 Est. Cost Unrealized
ISHARES TR PUT 0.0%
Value ($000) $241 Shares 2,205,700 Est. Cost Unrealized
ROK ROCKWELL AUTOMATION INC 0.0%
Value ($000) $241 Shares 1,188 Est. Cost $141.03 Unrealized +18.0%
CNK CINEMARK HOLDINGS INC 0.0%
Value ($000) $221 Shares 6,542 Est. Cost $34.19 Unrealized 0.0%
SELECT SECTOR SPDR TR 0.0%
Value ($000) $86 Shares 950,000 Est. Cost Unrealized
APACHE CORP 0.0%
Value ($000) $40 Shares 1,007,000 Est. Cost Unrealized
BROOKFIELD ASSET MGMT INC 0.0%
Value ($000) $19 Shares 240,000 Est. Cost Unrealized
UNITED STATES OIL FUND LP 0.0%
Value ($000) $15 Shares 1,500,000 Est. Cost Unrealized
BERKLEY W R CORP 0.0%
Value ($000) $15 Shares 67,900 Est. Cost Unrealized
BROOKFIELD RENEWABLE PARTNER 0.0%
Value ($000) $14 Shares 27,500 Est. Cost Unrealized
PLANET FITNESS INC 0.0%
Value ($000) $8 Shares 30,400 Est. Cost Unrealized
REPUBLIC SVCS INC 0.0%
Value ($000) $7 Shares 36,000 Est. Cost Unrealized
ARAMARK 0.0%
Value ($000) $3 Shares 26,600 Est. Cost Unrealized
GALLAGHER ARTHUR J & CO 0.0%
Value ($000) $2 Shares 18,100 Est. Cost Unrealized
SOUTHERN CO 0.0%
Value ($000) $1 Shares 34,200 Est. Cost Unrealized