Waratah Capital Advisors Ltd. Quant / Systematic

CIK: 0001539919 · Show all filings

Period: Q3 2020 (← Previous) (Next →)

Filing Date: Nov 12, 2020

Total Value ($000): $937,420 (100.0% shares, 0.0% debt)

Holdings (164)

SUI SUN CMNTYS INC 7.5%
Value ($000) $70,096 Shares 498,514 Est. Cost $116.15 Unrealized
CEDAR FAIR L P DEPOSITRY UNIT 6.5%
Value ($000) $60,538 Shares 2,156,683 Est. Cost $27.53 Unrealized
KIRKLAND LAKE GOLD LTD 4.8%
Value ($000) $45,285 Shares 929,301 Est. Cost $35.71 Unrealized
MSFT MICROSOFT CORP 4.4%
Value ($000) $41,623 Shares 197,892 Est. Cost $143.69 Unrealized +39.7%
ELS EQUITY LIFESTYLE PPTYS INC 4.2%
Value ($000) $39,001 Shares 636,235 Est. Cost $68.55 Unrealized
HCC WARRIOR MET COAL INC 3.2%
Value ($000) $30,139 Shares 1,764,592 Est. Cost $15.55 Unrealized +4.4%
AMZN AMAZON COM INC 3.0%
Value ($000) $27,929 Shares 8,870 Est. Cost $157.65 Unrealized 0.0%
V VISA INC 3.0%
Value ($000) $27,822 Shares 139,130 Est. Cost $172.55 Unrealized +11.4%
TMO THERMO FISHER SCIENTIFIC INC 2.8%
Value ($000) $26,354 Shares 59,690 Est. Cost $330.32 Unrealized +23.3%
DHR DANAHER CORPORATION 2.6%
Value ($000) $23,979 Shares 111,357 Est. Cost $135.58 Unrealized +28.1%
COST COSTCO WHSL CORP 2.5%
Value ($000) $23,355 Shares 65,789 Est. Cost $254.16 Unrealized +21.6%
FNV FRANCO NEV CORP 2.4%
Value ($000) $22,778 Shares 163,240 Est. Cost $95.53 Unrealized +48.1%
AEM AGNICO EAGLE MINES LTD 2.1%
Value ($000) $19,910 Shares 250,329 Est. Cost $49.94 Unrealized +34.1%
SIX FLAGS ENTMT CORP 2.1%
Value ($000) $19,694 Shares 970,140 Est. Cost $19.21 Unrealized
LEN LENNAR CORP 1.9%
Value ($000) $17,846 Shares 218,481 Est. Cost $65.87 Unrealized 0.0%
VMC VULCAN MATLS CO 1.8%
Value ($000) $16,441 Shares 121,299 Est. Cost $120.24 Unrealized 0.0%
MA MASTERCARD INCORPORATED 1.7%
Value ($000) $16,336 Shares 48,308 Est. Cost $269.16 Unrealized +17.3%
MLM MARTIN MARIETTA MATLS INC 1.7%
Value ($000) $16,069 Shares 68,273 Est. Cost $208.84 Unrealized 0.0%
AMT AMERICAN TOWER CORP 1.5%
Value ($000) $14,258 Shares 58,985 Est. Cost $178.06 Unrealized +21.7%
SILVERCREST METALS INC 1.5%
Value ($000) $14,214 Shares 1,679,316 Est. Cost $5.34 Unrealized
WPM WHEATON PRECIOUS METALS CORP 1.5%
Value ($000) $13,989 Shares 285,619 Est. Cost $36.94 Unrealized +29.8%
SBAC SBA COMMUNICATIONS CORP 1.5%
Value ($000) $13,697 Shares 43,007 Est. Cost $249.52 Unrealized +13.9%
LOW LOWES COS INC 1.3%
Value ($000) $12,441 Shares 75,008 Est. Cost $110.43 Unrealized +26.7%
AME AMETEK INC 1.3%
Value ($000) $12,354 Shares 124,288 Est. Cost $93.31 Unrealized 0.0%
THOMSON REUTERS CORP 1.3%
Value ($000) $12,228 Shares 153,494 Est. Cost $72.29 Unrealized
ADBE ADOBE SYSTEMS INCORPORATED 1.3%
Value ($000) $12,047 Shares 24,564 Est. Cost $370.53 Unrealized +25.5%
AAPL APPLE INC 1.3%
Value ($000) $11,805 Shares 101,938 Est. Cost $105.97 Unrealized 0.0%
ROP ROPER TECHNOLOGIES INC 1.2%
Value ($000) $11,261 Shares 28,501 Est. Cost $284.17 Unrealized +41.7%
HD HOME DEPOT INC 1.2%
Value ($000) $11,022 Shares 39,688 Est. Cost $199.72 Unrealized +19.0%
BLACK KNIGHT INC 1.1%
Value ($000) $10,689 Shares 122,791 Est. Cost $74.99 Unrealized
NVR NVR INC 1.1%
Value ($000) $10,641 Shares 2,606 Est. Cost $3471.60 Unrealized +11.2%
CHTR CHARTER COMMUNICATIONS INC 1.0%
Value ($000) $9,656 Shares 15,466 Est. Cost $584.79 Unrealized +0.9%
NVDA NVIDIA CORPORATION 1.0%
Value ($000) $9,586 Shares 17,712 Est. Cost $7.44 Unrealized +55.8%
CMG CHIPOTLE MEXICAN GRILL INC 0.9%
Value ($000) $8,232 Shares 6,619 Est. Cost $17.71 Unrealized +36.1%
SNOW SNOWFLAKE INC 0.9%
Value ($000) $8,037 Shares 32,021 Est. Cost $238.10 Unrealized 0.0%
ASPEN TECHNOLOGY INC 0.8%
Value ($000) $7,767 Shares 61,352 Est. Cost $126.60 Unrealized
BTG B2GOLD CORP 0.8%
Value ($000) $7,496 Shares 1,153,204 Est. Cost $3.35 Unrealized +56.7%
BRK/B BERKSHIRE HATHAWAY INC DEL 0.8%
Value ($000) $7,138 Shares 33,520 Est. Cost $182.62 Unrealized +12.0%
ANSYS INC 0.7%
Value ($000) $7,017 Shares 21,445 Est. Cost $291.74 Unrealized
CANADIAN PAC RY LTD 0.7%
Value ($000) $6,957 Shares 22,910 Est. Cost $267.35 Unrealized
CAT CATERPILLAR INC DEL 0.6%
Value ($000) $5,829 Shares 39,079 Est. Cost $126.81 Unrealized 0.0%
CNQ CANADIAN NAT RES LTD 0.6%
Value ($000) $5,712 Shares 357,023 Est. Cost $6.38 Unrealized +9.4%
AZEK CO INC CL A 0.6%
Value ($000) $5,484 Shares 157,536 Est. Cost $31.86 Unrealized
INVESCO QQQ TR 0.6%
Value ($000) $5,433 Shares 1,508,400 Est. Cost Unrealized
BARRICK GOLD CORP 0.5%
Value ($000) $4,481 Shares 159,427 Est. Cost $18.23 Unrealized
BROOKFIELD RENEWABLE CORP 0.5%
Value ($000) $4,247 Shares 72,512 Est. Cost $58.57 Unrealized
MAG SILVER CORP 0.4%
Value ($000) $3,929 Shares 242,048 Est. Cost $15.45 Unrealized
NTR NUTRIEN LTD 0.4%
Value ($000) $3,808 Shares 97,284 Est. Cost $30.69 Unrealized 0.0%
DOCU DOCUSIGN INC 0.4%
Value ($000) $3,723 Shares 17,296 Est. Cost $207.56 Unrealized 0.0%
MFC MANULIFE FINL CORP 0.4%
Value ($000) $3,634 Shares 261,717 Est. Cost $12.59 Unrealized +13.8%
PG PROCTER AND GAMBLE CO 0.4%
Value ($000) $3,435 Shares 24,717 Est. Cost $116.35 Unrealized 0.0%
CVE CENOVUS ENERGY INC 0.4%
Value ($000) $3,353 Shares 861,740 Est. Cost $3.63 Unrealized +14.4%
FSV FIRSTSERVICE CORP 0.4%
Value ($000) $3,305 Shares 25,088 Est. Cost $89.17 Unrealized +28.2%
PYPL PAYPAL HLDGS INC 0.3%
Value ($000) $3,068 Shares 15,569 Est. Cost $187.90 Unrealized 0.0%
WCN WASTE CONNECTIONS INC 0.3%
Value ($000) $3,015 Shares 29,058 Est. Cost $85.68 Unrealized +12.6%
PLD PROLOGIS INC. 0.3%
Value ($000) $3,006 Shares 29,874 Est. Cost $75.65 Unrealized +13.9%
AMH AMERICAN HOMES 4 RENT 0.3%
Value ($000) $2,883 Shares 101,234 Est. Cost $28.48 Unrealized
CNI CANADIAN NATL RY CO 0.3%
Value ($000) $2,870 Shares 26,997 Est. Cost $76.11 Unrealized +19.1%
VICI VICI PPTYS INC 0.3%
Value ($000) $2,762 Shares 118,198 Est. Cost $13.55 Unrealized +24.4%
COLD AMERICOLD RLTY TR 0.3%
Value ($000) $2,741 Shares 76,666 Est. Cost $26.86 Unrealized
RY ROYAL BK CDA 0.3%
Value ($000) $2,706 Shares 38,611 Est. Cost $70.23 Unrealized +2.4%
SPGI S&P GLOBAL INC 0.3%
Value ($000) $2,691 Shares 7,463 Est. Cost $287.01 Unrealized +17.6%
ZM ZOOM VIDEO COMMUNICATIONS IN 0.3%
Value ($000) $2,625 Shares 5,584 Est. Cost $319.79 Unrealized 0.0%
WESTROCK CO 0.3%
Value ($000) $2,389 Shares 68,770 Est. Cost $28.26 Unrealized
TFII TFI INTL INC 0.2%
Value ($000) $2,338 Shares 56,019 Est. Cost $42.12 Unrealized 0.0%
CHWY CHEWY INC 0.2%
Value ($000) $2,321 Shares 42,325 Est. Cost $48.01 Unrealized +12.4%
META FACEBOOK INC 0.2%
Value ($000) $2,317 Shares 8,846 Est. Cost $207.33 Unrealized +23.5%
HESS CORP 0.2%
Value ($000) $2,290 Shares 55,954 Est. Cost $47.35 Unrealized
TAC TRANSALTA CORP 0.2%
Value ($000) $2,172 Shares 353,750 Est. Cost $6.27 Unrealized 0.0%
SPDR S&P 500 ETF TR 0.2%
Value ($000) $2,010 Shares 932,600 Est. Cost Unrealized
EVOQUA WATER TECHNOLOGIES CO 0.2%
Value ($000) $1,995 Shares 94,033 Est. Cost $18.34 Unrealized
INTU INTUIT 0.2%
Value ($000) $1,961 Shares 6,010 Est. Cost $302.64 Unrealized 0.0%
NEE NEXTERA ENERGY INC 0.2%
Value ($000) $1,891 Shares 6,812 Est. Cost $54.17 Unrealized +11.3%
GOOS CANADA GOOSE HLDGS INC SHS SUB VTG 0.2%
Value ($000) $1,839 Shares 57,169 Est. Cost $24.62 Unrealized 0.0%
DIS DISNEY WALT CO 0.2%
Value ($000) $1,738 Shares 14,007 Est. Cost $122.12 Unrealized 0.0%
SLF SUN LIFE FINANCIAL INC. 0.2%
Value ($000) $1,657 Shares 40,732 Est. Cost $41.48 Unrealized -2.5%
AVTR AVANTOR INC 0.2%
Value ($000) $1,650 Shares 73,350 Est. Cost $18.06 Unrealized +15.1%
TMUS T-MOBILE US INC 0.2%
Value ($000) $1,582 Shares 13,831 Est. Cost $103.47 Unrealized +3.5%
FIS FIDELITY NATL INFORMATION SV 0.2%
Value ($000) $1,431 Shares 9,724 Est. Cost $118.32 Unrealized +8.9%
LULU LULULEMON ATHLETICA INC 0.1%
Value ($000) $1,386 Shares 4,209 Est. Cost $255.73 Unrealized +30.5%
CONCHO RES INC 0.1%
Value ($000) $1,365 Shares 30,934 Est. Cost $48.02 Unrealized
BFAM BRIGHT HORIZONS FAM SOL IN D 0.1%
Value ($000) $1,332 Shares 8,761 Est. Cost $119.36 Unrealized +5.4%
JPM JPMORGAN CHASE & CO 0.1%
Value ($000) $1,329 Shares 13,801 Est. Cost $81.74 Unrealized +4.5%
FIVE FIVE BELOW INC 0.1%
Value ($000) $1,304 Shares 10,264 Est. Cost $99.00 Unrealized +15.0%
ISHARES TR 0.1%
Value ($000) $1,275 Shares 1,566,100 Est. Cost Unrealized
CIMAREX ENERGY CO 0.1%
Value ($000) $1,204 Shares 49,506 Est. Cost $26.31 Unrealized
SHW SHERWIN WILLIAMS CO 0.1%
Value ($000) $1,138 Shares 1,633 Est. Cost $208.25 Unrealized 0.0%
OLLI OLLIES BARGAIN OUTLET HLDGS 0.1%
Value ($000) $1,121 Shares 12,835 Est. Cost $83.44 Unrealized +17.2%
WING WINGSTOP INC 0.1%
Value ($000) $1,106 Shares 8,097 Est. Cost $146.90 Unrealized 0.0%
ISHARES TR 0.1%
Value ($000) $1,088 Shares 1,142,700 Est. Cost Unrealized
ECL ECOLAB INC 0.1%
Value ($000) $1,048 Shares 5,242 Est. Cost $188.44 Unrealized 0.0%
VANECK VECTORS ETF TR 0.1%
Value ($000) $1,013 Shares 1,240,300 Est. Cost Unrealized
DOO BRP INC COM SUN VTG 0.1%
Value ($000) $1,008 Shares 19,113 Est. Cost $45.86 Unrealized 0.0%
PZZA PAPA JOHNS INTL INC 0.1%
Value ($000) $974 Shares 11,842 Est. Cost $79.32 Unrealized 0.0%
AWK AMERICAN WTR WKS CO INC 0.1%
Value ($000) $948 Shares 6,546 Est. Cost $123.25 Unrealized +3.7%
QSR RESTAURANT BRANDS INTL INC 0.1%
Value ($000) $923 Shares 16,052 Est. Cost $50.43 Unrealized +10.6%
DG DOLLAR GEN CORP 0.1%
Value ($000) $923 Shares 4,405 Est. Cost $182.06 Unrealized 0.0%
CL COLGATE PALMOLIVE CO 0.1%
Value ($000) $906 Shares 11,743 Est. Cost $67.34 Unrealized 0.0%
CHD CHURCH & DWIGHT INC 0.1%
Value ($000) $906 Shares 9,669 Est. Cost $85.22 Unrealized 0.0%
O REALTY INCOME CORP 0.1%
Value ($000) $898 Shares 14,785 Est. Cost $44.96 Unrealized +0.3%
SBUX STARBUCKS CORP 0.1%
Value ($000) $890 Shares 10,362 Est. Cost $70.79 Unrealized 0.0%
RIO RIO TINTO PLC SPONSORED ADR 0.1%
Value ($000) $884 Shares 14,633 Est. Cost $60.41 Unrealized
OVV OVINTIV INC 0.1%
Value ($000) $783 Shares 95,966 Est. Cost $10.32 Unrealized 0.0%
CWH CAMPING WORLD HLDGS INC 0.1%
Value ($000) $779 Shares 26,194 Est. Cost $12.26 Unrealized +99.4%
PNR PENTAIR PLC SHS 0.1%
Value ($000) $726 Shares 15,872 Est. Cost $40.59 Unrealized 0.0%
HAL HALLIBURTON CO 0.1%
Value ($000) $645 Shares 53,488 Est. Cost $13.17 Unrealized 0.0%
DVN DEVON ENERGY CORP 0.1%
Value ($000) $626 Shares 66,198 Est. Cost $8.32 Unrealized -4.9%
MCD MCDONALDS CORP 0.1%
Value ($000) $616 Shares 2,807 Est. Cost $181.40 Unrealized 0.0%
HEI/A HEICO CORP 0.1%
Value ($000) $599 Shares 6,754 Est. Cost $83.79 Unrealized 0.0%
IHS MARKIT LTD SHS 0.1%
Value ($000) $592 Shares 7,546 Est. Cost $78.45 Unrealized
BALL BALL CORP 0.1%
Value ($000) $579 Shares 6,965 Est. Cost $72.08 Unrealized 0.0%
FRCB FIRST REP BK SAN FRANCISCO 0.1%
Value ($000) $549 Shares 5,032 Est. Cost $100.84 Unrealized +8.4%
MUSA MURPHY USA INC 0.1%
Value ($000) $478 Shares 3,729 Est. Cost $128.55 Unrealized 0.0%
EQT EQT CORP 0.1%
Value ($000) $471 Shares 36,451 Est. Cost $13.78 Unrealized 0.0%
DE DEERE & CO 0.0%
Value ($000) $468 Shares 2,110 Est. Cost $179.78 Unrealized 0.0%
LAD LITHIA MTRS INC 0.0%
Value ($000) $461 Shares 2,024 Est. Cost $224.89 Unrealized 0.0%
KMX CARMAX INC 0.0%
Value ($000) $450 Shares 4,893 Est. Cost $99.89 Unrealized 0.0%
STE STERIS PLC SHS USD 0.0%
Value ($000) $417 Shares 2,364 Est. Cost $144.84 Unrealized +5.3%
GLD SPDR GOLD TR GOLD SHS 0.0%
Value ($000) $355 Shares 2,002 Est. Cost $177.32 Unrealized
APACHE CORP 0.0%
Value ($000) $332 Shares 35,092 Est. Cost $13.07 Unrealized
AEO AMERICAN EAGLE OUTFITTERS IN 0.0%
Value ($000) $329 Shares 22,223 Est. Cost $10.30 Unrealized 0.0%
MSCI MSCI INC 0.0%
Value ($000) $325 Shares 911 Est. Cost $305.66 Unrealized +12.5%
SPB SPECTRUM BRANDS HLDGS INC 0.0%
Value ($000) $318 Shares 5,560 Est. Cost $54.83 Unrealized 0.0%
ISHARES SILVER TR 0.0%
Value ($000) $318 Shares 1,768,000 Est. Cost Unrealized
GAP GAP INC 0.0%
Value ($000) $314 Shares 18,464 Est. Cost $12.29 Unrealized 0.0%
USFD US FOODS HLDG CORP 0.0%
Value ($000) $293 Shares 13,188 Est. Cost $22.50 Unrealized 0.0%
FOLEY TRASIMENE ACQUISTN COR UNIT 99/99/9999 0.0%
Value ($000) $280 Shares 24,798 Est. Cost $11.29 Unrealized
FOLEY TRASIMENE ACQUISITION UNIT 99/99/9999 0.0%
Value ($000) $273 Shares 26,787 Est. Cost $10.19 Unrealized
LNG CHENIERE ENERGY INC 0.0%
Value ($000) $269 Shares 5,812 Est. Cost $50.70 Unrealized 0.0%
UNP UNION PAC CORP 0.0%
Value ($000) $269 Shares 1,367 Est. Cost $164.87 Unrealized 0.0%
SWK STANLEY BLACK & DECKER INC 0.0%
Value ($000) $266 Shares 1,642 Est. Cost $131.16 Unrealized 0.0%
HOLLYFRONTIER CORP 0.0%
Value ($000) $261 Shares 13,242 Est. Cost $19.71 Unrealized
USB US BANCORP DEL COM 0.0%
Value ($000) $257 Shares 7,170 Est. Cost $27.85 Unrealized +3.9%
ADP AUTOMATIC DATA PROCESSING IN 0.0%
Value ($000) $256 Shares 1,832 Est. Cost $125.00 Unrealized 0.0%
BERRY GLOBAL GROUP INC 0.0%
Value ($000) $253 Shares 5,234 Est. Cost $48.34 Unrealized
HASI HANNON ARMSTRONG SUST INFR C 0.0%
Value ($000) $251 Shares 5,938 Est. Cost $28.78 Unrealized 0.0%
VRSK VERISK ANALYTICS INC 0.0%
Value ($000) $249 Shares 1,342 Est. Cost $176.86 Unrealized 0.0%
CLVT CLARIVATE PLC ORD SHS 0.0%
Value ($000) $243 Shares 7,837 Est. Cost $27.06 Unrealized 0.0%
SCI SERVICE CORP INTL 0.0%
Value ($000) $240 Shares 5,679 Est. Cost $42.66 Unrealized 0.0%
PEG PUBLIC SVC ENTERPRISE GRP IN 0.0%
Value ($000) $235 Shares 4,276 Est. Cost $44.10 Unrealized 0.0%
XEL XCEL ENERGY INC 0.0%
Value ($000) $234 Shares 3,387 Est. Cost $57.55 Unrealized 0.0%
DTE DTE ENERGY CO 0.0%
Value ($000) $233 Shares 2,023 Est. Cost $81.54 Unrealized 0.0%
CZR CAESARS ENTERTAINMENT INC NE 0.0%
Value ($000) $227 Shares 4,055 Est. Cost $43.94 Unrealized 0.0%
VLO VALERO ENERGY CORP 0.0%
Value ($000) $225 Shares 5,199 Est. Cost $47.74 Unrealized -10.8%
DRAFTKINGS INC 0.0%
Value ($000) $218 Shares 3,713 Est. Cost $58.71 Unrealized
NXST NEXSTAR MEDIA GROUP INC 0.0%
Value ($000) $217 Shares 2,415 Est. Cost $76.04 Unrealized 0.0%
CSGP COSTAR GROUP INC 0.0%
Value ($000) $213 Shares 251 Est. Cost $64.65 Unrealized +23.3%
BBY BEST BUY INC 0.0%
Value ($000) $209 Shares 1,877 Est. Cost $81.81 Unrealized 0.0%
CBRL CRACKER BARREL OLD CTRY STOR 0.0%
Value ($000) $207 Shares 1,802 Est. Cost $88.59 Unrealized +8.0%
TPICQ TPI COMPOSITES INC 0.0%
Value ($000) $204 Shares 7,048 Est. Cost $28.07 Unrealized 0.0%
RETAIL OPPORTUNITY INVTS COR 0.0%
Value ($000) $194 Shares 18,626 Est. Cost $10.42 Unrealized
STKL SUNOPTA INC 0.0%
Value ($000) $191 Shares 25,679 Est. Cost $6.36 Unrealized 0.0%
MAT MATTEL INC 0.0%
Value ($000) $157 Shares 13,418 Est. Cost $11.11 Unrealized 0.0%
MICROSOFT CORP 0.0%
Value ($000) $81 Shares 26,700 Est. Cost Unrealized
VISA INC 0.0%
Value ($000) $33 Shares 38,000 Est. Cost Unrealized
CANADA GOOSE HLDGS INC 0.0%
Value ($000) $25 Shares 10,100 Est. Cost Unrealized
WARRIOR MET COAL INC 0.0%
Value ($000) $24 Shares 20,100 Est. Cost Unrealized
JPMORGAN CHASE & CO 0.0%
Value ($000) $23 Shares 58,900 Est. Cost Unrealized
ISHARES SILVER TR 0.0%
Value ($000) $22 Shares 1,612,400 Est. Cost Unrealized
SIX FLAGS ENTMT CORP 0.0%
Value ($000) $16 Shares 85,100 Est. Cost Unrealized
SUN CMNTYS INC 0.0%
Value ($000) $13 Shares 25,200 Est. Cost Unrealized
ISHARES TR 0.0%
Value ($000) $8 Shares 12,600 Est. Cost Unrealized
CANADIAN NAT RES LTD 0.0%
Value ($000) $3 Shares 114,500 Est. Cost Unrealized
STORE CAP CORP 0.0%
Value ($000) $1 Shares 13,600 Est. Cost Unrealized