Waratah Capital Advisors Ltd. Quant / Systematic

CIK: 0001539919 · Show all filings

Period: Q2 2022 (← Previous) (Next →)

Filing Date: Aug 15, 2022

Total Value ($000): $4,539,628 (99.4% shares, 0.6% debt)

Holdings (162)

QQQ INVESCO QQQ TR 33.8%
Value ($000) $1,536,271 Shares 5,481,200 Est. Cost Unrealized
HYG ISHARES TR 4.5%
Value ($000) $206,108 Shares 2,800,000 Est. Cost Unrealized
SPY SPDR S&P 500 ETF TR 2.7%
Value ($000) $124,493 Shares 330,000 Est. Cost Unrealized
SUI SUN CMNTYS INC 2.4%
Value ($000) $109,696 Shares 689,204 Est. Cost $138.90 Unrealized
SPY SPDR S&P 500 ETF TR 2.3%
Value ($000) $103,253 Shares 273,700 Est. Cost Unrealized
IWM ISHARES TR 2.1%
Value ($000) $93,148 Shares 550,000 Est. Cost Unrealized
PAYC PAYCOM SOFTWARE INC 2.0%
Value ($000) $91,638 Shares 327,532 Est. Cost $319.20 Unrealized -9.4%
QQQ INVESCO QQQ TR 1.9%
Value ($000) $86,887 Shares 310,000 Est. Cost Unrealized
CEDAR FAIR L P 1.9%
Value ($000) $85,971 Shares 1,960,276 Est. Cost $47.57 Unrealized
XLE SELECT SECTOR SPDR TR 1.9%
Value ($000) $85,812 Shares 1,200,000 Est. Cost Unrealized
CNQ CANADIAN NAT RES LTD 1.8%
Value ($000) $83,859 Shares 1,562,070 Est. Cost $14.25 Unrealized +79.6%
CNQ CANADIAN NAT RES LTD 1.8%
Value ($000) $83,198 Shares 1,550,000 Est. Cost $14.25 Unrealized +79.6%
CVE CENOVUS ENERGY INC 1.7%
Value ($000) $77,876 Shares 4,097,230 Est. Cost $8.21 Unrealized +121.1%
GPK GRAPHIC PACKAGING HLDG CO 1.3%
Value ($000) $59,222 Shares 2,892,415 Est. Cost $16.37 Unrealized +29.0%
USO UNITED STS OIL FD LP 1.3%
Value ($000) $57,852 Shares 720,000 Est. Cost Unrealized
WFG WEST FRASER TIMBER CO LTD 1.2%
Value ($000) $56,620 Shares 738,688 Est. Cost $75.35 Unrealized +11.8%
POOL POOL CORP 1.2%
Value ($000) $56,359 Shares 160,656 Est. Cost $399.67 Unrealized -5.5%
PLD PROLOGIS INC. 1.1%
Value ($000) $49,645 Shares 422,471 Est. Cost $123.36 Unrealized 0.0%
ROP ROPER TECHNOLOGIES INC 1.0%
Value ($000) $43,702 Shares 110,866 Est. Cost $390.60 Unrealized +8.8%
CMG CHIPOTLE MEXICAN GRILL INC 0.9%
Value ($000) $42,489 Shares 32,542 Est. Cost $29.87 Unrealized -6.7%
XLF SELECT SECTOR SPDR TR 0.9%
Value ($000) $39,313 Shares 1,250,000 Est. Cost $38.32 Unrealized
TECK TECK RESOURCES LTD 0.8%
Value ($000) $38,267 Shares 1,252,755 Est. Cost $23.52 Unrealized +67.8%
GLD SPDR GOLD TR 0.8%
Value ($000) $37,061 Shares 220,000 Est. Cost Unrealized
NVR NVR INC 0.8%
Value ($000) $35,315 Shares 8,830 Est. Cost $4359.74 Unrealized -2.3%
WCN WASTE CONNECTIONS INC 0.8%
Value ($000) $34,567 Shares 279,077 Est. Cost $107.92 Unrealized +17.3%
HCC WARRIOR MET COAL INC 0.8%
Value ($000) $34,385 Shares 1,124,658 Est. Cost $21.05 Unrealized +64.6%
FNV FRANCO NEV CORP 0.8%
Value ($000) $34,384 Shares 261,664 Est. Cost $123.05 Unrealized +16.1%
TSLA TESLA INC 0.7%
Value ($000) $33,738 Shares 50,100 Est. Cost Unrealized
TMUS T-MOBILE US INC 0.7%
Value ($000) $32,345 Shares 240,684 Est. Cost $120.31 Unrealized +4.8%
CIGI COLLIERS INTL GROUP INC 0.7%
Value ($000) $31,055 Shares 283,708 Est. Cost $122.65 Unrealized -7.8%
DIS DISNEY WALT CO 0.6%
Value ($000) $28,981 Shares 307,000 Est. Cost $120.51 Unrealized -10.0%
CVE CENOVUS ENERGY INC 0.6%
Value ($000) $28,506 Shares 1,500,000 Est. Cost $8.21 Unrealized +121.1%
FSV FIRSTSERVICE CORP NEW 0.6%
Value ($000) $28,443 Shares 234,714 Est. Cost $134.40 Unrealized -8.4%
SIX FLAGS ENTMT CORP NEW 0.6%
Value ($000) $26,317 Shares 1,214,132 Est. Cost $21.68 Unrealized
COLLIERS INTL GROUP INC 0.6%
Value ($000) $25,445 Shares 12,889,000 Est. Cost $2.15 Unrealized
V VISA INC 0.5%
Value ($000) $24,734 Shares 125,771 Est. Cost $209.01 Unrealized -3.8%
PLNT PLANET FITNESS INC 0.5%
Value ($000) $24,327 Shares 358,126 Est. Cost $86.11 Unrealized -14.2%
DIS DISNEY WALT CO 0.5%
Value ($000) $24,286 Shares 257,556 Est. Cost $120.51 Unrealized -10.0%
SII SPROTT INC 0.5%
Value ($000) $23,886 Shares 688,309 Est. Cost $36.25 Unrealized +6.0%
V VISA INC 0.5%
Value ($000) $23,627 Shares 120,000 Est. Cost $209.01 Unrealized -3.8%
LEN LENNAR CORP 0.5%
Value ($000) $22,981 Shares 326,019 Est. Cost $70.43 Unrealized -1.4%
CARR CARRIER GLOBAL CORPORATION 0.5%
Value ($000) $21,223 Shares 595,858 Est. Cost $44.11 Unrealized -15.5%
MSFT MICROSOFT CORP 0.5%
Value ($000) $20,617 Shares 80,370 Est. Cost $166.40 Unrealized +58.3%
AEM AGNICO EAGLE MINES LTD 0.5%
Value ($000) $20,601 Shares 450,526 Est. Cost $50.55 Unrealized +0.4%
TMUS T-MOBILE US INC 0.4%
Value ($000) $20,181 Shares 150,000 Est. Cost $120.31 Unrealized +4.8%
TDY TELEDYNE TECHNOLOGIES INC 0.4%
Value ($000) $19,788 Shares 52,814 Est. Cost $410.95 Unrealized +1.4%
STE STERIS PLC 0.4%
Value ($000) $19,735 Shares 95,847 Est. Cost $191.93 Unrealized +13.6%
CANADIAN PAC RY LTD 0.4%
Value ($000) $19,549 Shares 280,160 Est. Cost $96.28 Unrealized
BROOKFIELD ASSET MGMT INC 0.4%
Value ($000) $18,438 Shares 414,906 Est. Cost $43.50 Unrealized
COP CONOCOPHILLIPS 0.4%
Value ($000) $17,962 Shares 200,000 Est. Cost $89.94 Unrealized 0.0%
CSX CSX CORP 0.4%
Value ($000) $17,436 Shares 600,000 Est. Cost $30.92 Unrealized +0.1%
TREX TREX CO INC 0.4%
Value ($000) $17,218 Shares 316,777 Est. Cost $62.58 Unrealized -3.6%
EQT EQT CORP 0.4%
Value ($000) $17,024 Shares 495,444 Est. Cost $36.76 Unrealized +6.2%
HESS CORP 0.4%
Value ($000) $16,130 Shares 152,426 Est. Cost $98.55 Unrealized
LAMR LAMAR ADVERTISING CO NEW 0.3%
Value ($000) $15,808 Shares 179,915 Est. Cost $108.54 Unrealized
WESTROCK CO 0.3%
Value ($000) $15,533 Shares 390,376 Est. Cost $46.99 Unrealized
DHR DANAHER CORPORATION 0.3%
Value ($000) $14,874 Shares 58,740 Est. Cost $235.44 Unrealized -3.9%
AVTR AVANTOR INC 0.3%
Value ($000) $14,788 Shares 476,071 Est. Cost $31.83 Unrealized -1.9%
GOOGL ALPHABET INC 0.3%
Value ($000) $14,748 Shares 6,775 Est. Cost $101.43 Unrealized +15.2%
TMO THERMO FISHER SCIENTIFIC INC 0.3%
Value ($000) $14,502 Shares 26,723 Est. Cost $440.85 Unrealized +23.6%
SHAW COMMUNICATIONS INC 0.3%
Value ($000) $13,872 Shares 471,277 Est. Cost $30.17 Unrealized
LPX LOUISIANA PAC CORP 0.3%
Value ($000) $13,793 Shares 263,482 Est. Cost $60.89 Unrealized +5.4%
NXE NEXGEN ENERGY LTD 0.3%
Value ($000) $12,668 Shares 3,533,180 Est. Cost $4.51 Unrealized +5.2%
TFII TFI INTL INC 0.3%
Value ($000) $12,547 Shares 156,459 Est. Cost $98.77 Unrealized -17.6%
BROOKFIELD ASSET MGMT REINS 0.3%
Value ($000) $12,529 Shares 281,617 Est. Cost $57.61 Unrealized
LNG CHENIERE ENERGY INC 0.3%
Value ($000) $12,410 Shares 93,396 Est. Cost $100.40 Unrealized +35.7%
EWCZ EUROPEAN WAX CTR INC 0.3%
Value ($000) $12,334 Shares 700,000 Est. Cost $24.86 Unrealized 0.0%
PRKS SEAWORLD ENTMT INC 0.3%
Value ($000) $11,847 Shares 268,478 Est. Cost $58.12 Unrealized 0.0%
MCW MISTER CAR WASH INC 0.3%
Value ($000) $11,541 Shares 1,061,964 Est. Cost $18.55 Unrealized -29.8%
ENERPLUS CORP 0.3%
Value ($000) $11,452 Shares 867,436 Est. Cost $13.20 Unrealized
AMZN AMAZON COM INC 0.2%
Value ($000) $10,621 Shares 100,000 Est. Cost $170.87 Unrealized -26.8%
SGML SIGMA LITHIUM CORPORATION 0.2%
Value ($000) $10,481 Shares 675,130 Est. Cost $7.67 Unrealized +108.9%
LULU LULULEMON ATHLETICA INC 0.2%
Value ($000) $10,471 Shares 38,452 Est. Cost $377.44 Unrealized -15.1%
COP CONOCOPHILLIPS 0.2%
Value ($000) $9,867 Shares 110,000 Est. Cost $89.94 Unrealized 0.0%
NTR NUTRIEN LTD 0.2%
Value ($000) $9,796 Shares 123,143 Est. Cost $73.42 Unrealized +17.7%
CSX CSX CORP 0.2%
Value ($000) $9,694 Shares 333,968 Est. Cost $30.92 Unrealized +0.1%
VET VERMILION ENERGY INC 0.2%
Value ($000) $9,534 Shares 501,400 Est. Cost $17.75 Unrealized +17.4%
ELS EQUITY LIFESTYLE PPTYS INC 0.2%
Value ($000) $9,357 Shares 132,939 Est. Cost $67.86 Unrealized
BRK/B BERKSHIRE HATHAWAY INC DEL 0.2%
Value ($000) $9,242 Shares 33,887 Est. Cost $307.88 Unrealized +1.9%
AMT AMERICAN TOWER CORP NEW 0.2%
Value ($000) $8,857 Shares 34,692 Est. Cost $214.86 Unrealized +3.4%
SU SUNCOR ENERGY INC NEW 0.2%
Value ($000) $8,527 Shares 243,297 Est. Cost $29.47 Unrealized +7.2%
REXR REXFORD INDL RLTY INC 0.2%
Value ($000) $8,263 Shares 143,625 Est. Cost $80.06 Unrealized
HLT HILTON WORLDWIDE HLDGS INC 0.2%
Value ($000) $8,217 Shares 73,819 Est. Cost $136.71 Unrealized 0.0%
SPGI S&P GLOBAL INC 0.2%
Value ($000) $8,210 Shares 24,387 Est. Cost $389.80 Unrealized -11.3%
BARRICK GOLD CORP 0.2%
Value ($000) $7,433 Shares 420,745 Est. Cost $20.77 Unrealized
GRANITE REAL ESTATE INVT TR 0.1%
Value ($000) $6,035 Shares 98,494 Est. Cost $69.28 Unrealized
STAG STAG INDL INC 0.1%
Value ($000) $5,923 Shares 192,020 Est. Cost $44.37 Unrealized
LIBERTY MEDIA CORP DEL 0.1%
Value ($000) $5,830 Shares 91,947 Est. Cost $66.78 Unrealized
RY ROYAL BK CDA 0.1%
Value ($000) $5,724 Shares 59,181 Est. Cost $78.72 Unrealized +29.9%
TYL TYLER TECHNOLOGIES INC 0.1%
Value ($000) $5,511 Shares 16,595 Est. Cost $366.34 Unrealized 0.0%
SILVERCREST METALS INC 0.1%
Value ($000) $5,462 Shares 894,390 Est. Cost $6.23 Unrealized
COOK TRAEGER INC 0.1%
Value ($000) $5,461 Shares 1,286,534 Est. Cost $14.30 Unrealized -61.0%
GNRC GENERAC HLDGS INC 0.1%
Value ($000) $5,427 Shares 25,802 Est. Cost $349.79 Unrealized -29.7%
VMC VULCAN MATLS CO 0.1%
Value ($000) $5,356 Shares 37,735 Est. Cost $160.39 Unrealized 0.0%
EVOQUA WATER TECHNOLOGIES CO 0.1%
Value ($000) $5,261 Shares 162,018 Est. Cost $31.27 Unrealized
TRICON RESIDENTIAL INC 0.1%
Value ($000) $4,824 Shares 476,323 Est. Cost $10.13 Unrealized
MLM MARTIN MARIETTA MATLS INC 0.1%
Value ($000) $4,728 Shares 15,817 Est. Cost $333.40 Unrealized 0.0%
TECK TECK RESOURCES LTD 0.1%
Value ($000) $4,582 Shares 150,000 Est. Cost $23.52 Unrealized +67.8%
IQV IQVIA HLDGS INC 0.1%
Value ($000) $4,484 Shares 20,688 Est. Cost $223.73 Unrealized -2.9%
AAPL APPLE INC 0.1%
Value ($000) $4,254 Shares 31,149 Est. Cost $148.64 Unrealized 0.0%
OUTFRONT MEDIA INC 0.1%
Value ($000) $4,188 Shares 247,338 Est. Cost $16.93 Unrealized
XYL XYLEM INC 0.1%
Value ($000) $4,172 Shares 53,421 Est. Cost $80.77 Unrealized -2.2%
IDXX IDEXX LABS INC 0.1%
Value ($000) $4,070 Shares 11,617 Est. Cost $407.78 Unrealized 0.0%
CHE CHEMED CORP NEW 0.1%
Value ($000) $3,924 Shares 8,370 Est. Cost $472.48 Unrealized +1.9%
ENPH ENPHASE ENERGY INC 0.1%
Value ($000) $3,905 Shares 20,025 Est. Cost $178.96 Unrealized +1.0%
XEL XCEL ENERGY INC 0.1%
Value ($000) $3,613 Shares 51,125 Est. Cost $59.49 Unrealized +8.2%
OLLI OLLIES BARGAIN OUTLET HLDGS 0.1%
Value ($000) $3,463 Shares 59,009 Est. Cost $44.63 Unrealized +13.3%
ARIS WATER SOLUTIONS INC 0.1%
Value ($000) $3,398 Shares 203,993 Est. Cost $16.98 Unrealized
DG DOLLAR GEN CORP NEW 0.1%
Value ($000) $3,132 Shares 12,776 Est. Cost $219.04 Unrealized 0.0%
DPZ DOMINOS PIZZA INC 0.1%
Value ($000) $2,876 Shares 7,387 Est. Cost $351.31 Unrealized 0.0%
BIO BIO RAD LABS INC 0.1%
Value ($000) $2,573 Shares 5,204 Est. Cost $548.78 Unrealized -5.1%
WY WEYERHAEUSER CO MTN BE 0.1%
Value ($000) $2,515 Shares 76,024 Est. Cost $33.79 Unrealized -0.7%
TT TRANE TECHNOLOGIES PLC 0.0%
Value ($000) $2,231 Shares 17,198 Est. Cost $156.88 Unrealized -15.7%
THC TENET HEALTHCARE CORP 0.0%
Value ($000) $2,115 Shares 40,294 Est. Cost $77.68 Unrealized -10.4%
STEM INC 0.0%
Value ($000) $1,831 Shares 255,991 Est. Cost $7.15 Unrealized
ALGN ALIGN TECHNOLOGY INC 0.0%
Value ($000) $1,749 Shares 7,399 Est. Cost $307.23 Unrealized 0.0%
NUVEI CORPORATION 0.0%
Value ($000) $1,748 Shares 48,395 Est. Cost $36.12 Unrealized
CRWD CROWDSTRIKE HLDGS INC 0.0%
Value ($000) $1,729 Shares 10,272 Est. Cost $181.10 Unrealized 0.0%
NEE NEXTERA ENERGY INC 0.0%
Value ($000) $1,710 Shares 22,100 Est. Cost $70.69 Unrealized -2.6%
SSNC SS&C TECHNOLOGIES HLDGS INC 0.0%
Value ($000) $1,685 Shares 29,053 Est. Cost $77.96 Unrealized -17.5%
UNP UNION PAC CORP 0.0%
Value ($000) $1,661 Shares 7,796 Est. Cost $227.78 Unrealized -8.3%
KRBN KRANESHARES TR 0.0%
Value ($000) $1,636 Shares 33,267 Est. Cost $49.18 Unrealized
LAD LITHIA MTRS INC 0.0%
Value ($000) $1,585 Shares 5,776 Est. Cost $358.23 Unrealized -18.6%
JBHT HUNT J B TRANS SVCS INC 0.0%
Value ($000) $1,566 Shares 9,959 Est. Cost $178.15 Unrealized -8.3%
SYK STRYKER CORPORATION 0.0%
Value ($000) $1,536 Shares 7,731 Est. Cost $225.90 Unrealized 0.0%
R1 RCM INC 0.0%
Value ($000) $1,523 Shares 72,732 Est. Cost $20.94 Unrealized
NKE NIKE INC 0.0%
Value ($000) $1,501 Shares 14,710 Est. Cost $119.90 Unrealized -7.2%
ASPEN TECHNOLOGY INC 0.0%
Value ($000) $1,482 Shares 8,076 Est. Cost $183.51 Unrealized
SWX SOUTHWEST GAS HLDGS INC 0.0%
Value ($000) $1,474 Shares 16,951 Est. Cost $88.25 Unrealized 0.0%
STKL SUNOPTA INC 0.0%
Value ($000) $1,374 Shares 176,843 Est. Cost $6.59 Unrealized 0.0%
TAC TRANSALTA CORP 0.0%
Value ($000) $1,360 Shares 119,290 Est. Cost $8.63 Unrealized +27.7%
TRNO TERRENO RLTY CORP 0.0%
Value ($000) $1,250 Shares 22,455 Est. Cost $84.03 Unrealized
CRH PLC 0.0%
Value ($000) $1,221 Shares 35,109 Est. Cost $34.78 Unrealized
BAH BOOZ ALLEN HAMILTON HLDG COR 0.0%
Value ($000) $1,210 Shares 13,400 Est. Cost $79.38 Unrealized 0.0%
NOC NORTHROP GRUMMAN CORP 0.0%
Value ($000) $1,195 Shares 2,500 Est. Cost $432.80 Unrealized 0.0%
WEC WEC ENERGY GROUP INC 0.0%
Value ($000) $1,122 Shares 11,161 Est. Cost $89.42 Unrealized 0.0%
D DOMINION ENERGY INC 0.0%
Value ($000) $1,121 Shares 14,062 Est. Cost $66.91 Unrealized +3.6%
SQM SOCIEDAD QUIMICA Y MINERA DE 0.0%
Value ($000) $1,082 Shares 12,973 Est. Cost $83.40 Unrealized
VLO VALERO ENERGY CORP 0.0%
Value ($000) $1,062 Shares 10,000 Est. Cost $105.92 Unrealized 0.0%
INVH INVITATION HOMES INC 0.0%
Value ($000) $1,039 Shares 29,239 Est. Cost $33.35 Unrealized +0.8%
CHWY CHEWY INC 0.0%
Value ($000) $1,024 Shares 29,539 Est. Cost $32.07 Unrealized 0.0%
ALB ALBEMARLE CORP 0.0%
Value ($000) $979 Shares 4,692 Est. Cost $203.88 Unrealized +4.2%
RUN SUNRUN INC 0.0%
Value ($000) $855 Shares 36,661 Est. Cost $27.89 Unrealized -13.9%
PWR QUANTA SVCS INC 0.0%
Value ($000) $817 Shares 6,526 Est. Cost $122.00 Unrealized 0.0%
EWCZ EUROPEAN WAX CTR INC 0.0%
Value ($000) $796 Shares 45,231 Est. Cost $24.86 Unrealized 0.0%
LAMF GLOBAL VENTURES CORP I 0.0%
Value ($000) $769 Shares 77,112 Est. Cost $10.04 Unrealized
INFINITE ACQUISITION CORP 0.0%
Value ($000) $745 Shares 74,946 Est. Cost $10.07 Unrealized
FIVE FIVE BELOW INC 0.0%
Value ($000) $597 Shares 5,271 Est. Cost $166.79 Unrealized -13.8%
CRL CHARLES RIV LABS INTL INC 0.0%
Value ($000) $545 Shares 2,549 Est. Cost $244.35 Unrealized 0.0%
XIFR NEXTERA ENERGY PARTNERS LP 0.0%
Value ($000) $527 Shares 7,111 Est. Cost $76.88 Unrealized -6.7%
JPM JPMORGAN CHASE & CO 0.0%
Value ($000) $510 Shares 4,535 Est. Cost $113.02 Unrealized 0.0%
UTA ACQUISITION CORPORATION 0.0%
Value ($000) $492 Shares 47,700 Est. Cost $10.08 Unrealized
ELLIOTT OPPORTUNITY II CORP 0.0%
Value ($000) $474 Shares 48,445 Est. Cost $10.02 Unrealized
VMG CONSUMER ACQUISITION COR 0.0%
Value ($000) $472 Shares 47,600 Est. Cost $10.16 Unrealized
ARCHAEA ENERGY INC 0.0%
Value ($000) $399 Shares 25,724 Est. Cost $21.57 Unrealized
SILVER SPIKE ACQUISITN CORP 0.0%
Value ($000) $258 Shares 26,371 Est. Cost $9.94 Unrealized
ROSS ACQUISITION CORP II 0.0%
Value ($000) $257 Shares 26,048 Est. Cost $9.96 Unrealized
TLT ISHARES TR 0.0%
Value ($000) $247 Shares 2,156 Est. Cost $114.56 Unrealized
SLMUF SLAM CORP 0.0%
Value ($000) $237 Shares 23,949 Est. Cost $9.92 Unrealized
MTN VAIL RESORTS INC 0.0%
Value ($000) $213 Shares 978 Est. Cost $244.59 Unrealized 0.0%
PSLV SPROTT PHYSICAL SILVER TR 0.0%
Value ($000) $82 Shares 11,930 Est. Cost $8.80 Unrealized
ASTLW ALGOMA STL GROUP INC 0.0%
Value ($000) $64 Shares 31,097 Est. Cost $2.99 Unrealized