Waratah Capital Advisors Ltd. Quant / Systematic

CIK: 0001539919 · Show all filings

Period: Q1 2023 (← Previous) (Next →)

Filing Date: May 11, 2023

Total Value ($000): $4,543,329 (99.4% shares, 0.6% debt)

Holdings (161)

SPY SPDR S&P 500 ETF TR 17.0%
Value ($000) $773,010 Shares 1,888,200 Est. Cost Unrealized
HYG ISHARES TR 12.3%
Value ($000) $559,606 Shares 7,407,100 Est. Cost Unrealized
QQQ INVESCO QQQ TR 7.2%
Value ($000) $327,605 Shares 1,020,800 Est. Cost Unrealized
IWM ISHARES TR 5.2%
Value ($000) $238,342 Shares 1,336,000 Est. Cost Unrealized
IWM ISHARES TR 3.9%
Value ($000) $175,670 Shares 984,700 Est. Cost Unrealized
IYR ISHARES TR 3.1%
Value ($000) $140,560 Shares 1,655,600 Est. Cost Unrealized
CNQ CANADIAN NAT RES LTD 2.7%
Value ($000) $120,557 Shares 2,178,707 Est. Cost $17.48 Unrealized +44.0%
GPK GRAPHIC PACKAGING HLDG CO 2.3%
Value ($000) $105,775 Shares 4,149,682 Est. Cost $18.08 Unrealized +30.1%
PRKS SEAWORLD ENTMT INC 2.2%
Value ($000) $98,070 Shares 1,599,581 Est. Cost $61.09 Unrealized 0.0%
TECK TECK RESOURCES LTD 1.9%
Value ($000) $88,161 Shares 2,414,573 Est. Cost $33.30 Unrealized +19.2%
PLD PROLOGIS INC. 1.9%
Value ($000) $85,608 Shares 686,128 Est. Cost $116.86 Unrealized -4.2%
CEDAR FAIR L P 1.9%
Value ($000) $84,346 Shares 1,846,051 Est. Cost $47.41 Unrealized
XLE SELECT SECTOR SPDR TR 1.8%
Value ($000) $82,830 Shares 1,000,000 Est. Cost Unrealized
SUI SUN CMNTYS INC 1.5%
Value ($000) $68,215 Shares 484,207 Est. Cost $139.30 Unrealized
PAYC PAYCOM SOFTWARE INC 1.5%
Value ($000) $66,391 Shares 218,384 Est. Cost $304.61 Unrealized -3.1%
ROP ROPER TECHNOLOGIES INC 1.4%
Value ($000) $64,558 Shares 146,492 Est. Cost $418.45 Unrealized +1.4%
DIS DISNEY WALT CO 1.2%
Value ($000) $53,381 Shares 533,113 Est. Cost $107.65 Unrealized -8.5%
EQT EQT CORP 1.1%
Value ($000) $50,383 Shares 1,578,900 Est. Cost $33.87 Unrealized -9.4%
HCC WARRIOR MET COAL INC 0.9%
Value ($000) $39,308 Shares 1,070,763 Est. Cost $24.64 Unrealized +50.1%
FNV FRANCO NEV CORP 0.9%
Value ($000) $38,890 Shares 266,649 Est. Cost $130.92 Unrealized +3.7%
SII SPROTT INC 0.9%
Value ($000) $38,835 Shares 1,062,758 Est. Cost $35.19 Unrealized -0.5%
NFLX NETFLIX INC 0.8%
Value ($000) $37,137 Shares 107,495 Est. Cost $26.24 Unrealized +26.1%
POOL POOL CORP 0.8%
Value ($000) $35,697 Shares 104,244 Est. Cost $383.63 Unrealized -11.2%
WCN WASTE CONNECTIONS INC 0.8%
Value ($000) $34,175 Shares 245,569 Est. Cost $112.80 Unrealized +15.8%
USO UNITED STS OIL FD LP 0.7%
Value ($000) $33,220 Shares 500,000 Est. Cost Unrealized
BRK/B BERKSHIRE HATHAWAY INC DEL 0.7%
Value ($000) $32,903 Shares 106,560 Est. Cost $289.22 Unrealized +6.6%
TAC TRANSALTA CORP 0.7%
Value ($000) $32,159 Shares 3,677,359 Est. Cost $8.95 Unrealized -1.6%
CEDAR FAIR L P 0.7%
Value ($000) $30,009 Shares 656,800 Est. Cost $47.41 Unrealized
OIH VANECK ETF TRUST 0.7%
Value ($000) $29,597 Shares 106,800 Est. Cost Unrealized
NXE NEXGEN ENERGY LTD 0.6%
Value ($000) $28,559 Shares 7,437,527 Est. Cost $4.32 Unrealized -0.5%
HESS CORP 0.6%
Value ($000) $27,791 Shares 210,000 Est. Cost $114.38 Unrealized
MSFT MICROSOFT CORP 0.6%
Value ($000) $27,656 Shares 95,929 Est. Cost $207.56 Unrealized +20.2%
COLLIERS INTL GROUP INC 0.6%
Value ($000) $26,071 Shares 13,619,000 Est. Cost $2.13 Unrealized
V VISA INC 0.6%
Value ($000) $25,802 Shares 114,442 Est. Cost $213.07 Unrealized +2.2%
CARR CARRIER GLOBAL CORPORATION 0.6%
Value ($000) $25,448 Shares 556,233 Est. Cost $43.70 Unrealized -1.4%
PG PROCTER AND GAMBLE CO 0.5%
Value ($000) $24,630 Shares 165,650 Est. Cost $133.16 Unrealized +0.0%
TDY TELEDYNE TECHNOLOGIES INC 0.5%
Value ($000) $24,364 Shares 54,462 Est. Cost $407.39 Unrealized +4.0%
STN STANTEC INC 0.5%
Value ($000) $20,672 Shares 353,630 Est. Cost $51.10 Unrealized
IRDM IRIDIUM COMMUNICATIONS INC 0.4%
Value ($000) $19,892 Shares 321,205 Est. Cost $59.85 Unrealized 0.0%
VAL VALARIS LIMITED 0.4%
Value ($000) $18,875 Shares 290,110 Est. Cost $62.39 Unrealized +11.7%
BTU PEABODY ENERGY CORP 0.4%
Value ($000) $18,627 Shares 727,624 Est. Cost $25.94 Unrealized -1.5%
DVN DEVON ENERGY CORP NEW 0.4%
Value ($000) $18,220 Shares 360,000 Est. Cost $52.28 Unrealized -3.3%
IQV IQVIA HLDGS INC 0.4%
Value ($000) $18,155 Shares 91,282 Est. Cost $214.15 Unrealized -0.2%
BAM BROOKFIELD ASSET MANAGMT LTD 0.4%
Value ($000) $17,483 Shares 533,770 Est. Cost $28.43 Unrealized +3.3%
CMG CHIPOTLE MEXICAN GRILL INC 0.4%
Value ($000) $17,165 Shares 10,048 Est. Cost $31.42 Unrealized 0.0%
IYR ISHARES TR 0.4%
Value ($000) $16,980 Shares 200,000 Est. Cost Unrealized
VLO VALERO ENERGY CORP 0.4%
Value ($000) $16,699 Shares 119,617 Est. Cost $123.00 Unrealized 0.0%
CNQ CANADIAN NAT RES LTD 0.4%
Value ($000) $16,600 Shares 300,000 Est. Cost $17.48 Unrealized +44.0%
EQT EQT CORP 0.4%
Value ($000) $16,061 Shares 503,325 Est. Cost $33.87 Unrealized -9.4%
FSV FIRSTSERVICE CORP NEW 0.3%
Value ($000) $15,708 Shares 111,486 Est. Cost $134.43 Unrealized +0.6%
FANG DIAMONDBACK ENERGY INC 0.3%
Value ($000) $15,545 Shares 115,000 Est. Cost $123.77 Unrealized 0.0%
BN BROOKFIELD CORP 0.3%
Value ($000) $15,518 Shares 476,363 Est. Cost $21.90 Unrealized +0.7%
RCI ROGERS COMMUNICATIONS INC 0.3%
Value ($000) $15,206 Shares 328,104 Est. Cost $44.05 Unrealized +7.7%
TFII TFI INTL INC 0.3%
Value ($000) $15,099 Shares 126,549 Est. Cost $98.77 Unrealized +17.9%
AMZN AMAZON COM INC 0.3%
Value ($000) $14,461 Shares 140,000 Est. Cost $101.41 Unrealized -4.7%
SLF SUN LIFE FINANCIAL INC. 0.3%
Value ($000) $14,123 Shares 302,324 Est. Cost $48.14 Unrealized 0.0%
CIGI COLLIERS INTL GROUP INC 0.3%
Value ($000) $13,278 Shares 125,823 Est. Cost $108.63 Unrealized -2.1%
CHD CHURCH & DWIGHT CO INC 0.3%
Value ($000) $12,723 Shares 143,911 Est. Cost $80.39 Unrealized +0.4%
ETN EATON CORP PLC 0.3%
Value ($000) $12,504 Shares 72,978 Est. Cost $157.84 Unrealized +1.5%
NFLX NETFLIX INC 0.3%
Value ($000) $12,437 Shares 36,000 Est. Cost $26.24 Unrealized +26.1%
REXR REXFORD INDL RLTY INC 0.3%
Value ($000) $12,378 Shares 207,512 Est. Cost $59.99 Unrealized
ENERPLUS CORP 0.3%
Value ($000) $12,373 Shares 858,504 Est. Cost $13.57 Unrealized
TMUS T-MOBILE US INC 0.3%
Value ($000) $12,369 Shares 85,401 Est. Cost $120.93 Unrealized +15.7%
MAR MARRIOTT INTL INC NEW 0.3%
Value ($000) $12,007 Shares 72,313 Est. Cost $161.79 Unrealized 0.0%
DXCM DEXCOM INC 0.3%
Value ($000) $11,634 Shares 100,137 Est. Cost $111.42 Unrealized +0.5%
HLT HILTON WORLDWIDE HLDGS INC 0.3%
Value ($000) $11,437 Shares 81,185 Est. Cost $139.25 Unrealized +0.3%
WFG WEST FRASER TIMBER CO LTD 0.2%
Value ($000) $10,880 Shares 152,552 Est. Cost $75.35 Unrealized +2.0%
THOMSON REUTERS CORP. 0.2%
Value ($000) $10,622 Shares 81,644 Est. Cost $130.10 Unrealized
LNG CHENIERE ENERGY INC 0.2%
Value ($000) $10,096 Shares 64,061 Est. Cost $109.70 Unrealized +37.6%
CANADIAN PAC RY LTD 0.2%
Value ($000) $9,680 Shares 125,723 Est. Cost $95.71 Unrealized
DHR DANAHER CORPORATION 0.2%
Value ($000) $9,338 Shares 37,048 Est. Cost $226.55 Unrealized -1.1%
MLM MARTIN MARIETTA MATLS INC 0.2%
Value ($000) $9,284 Shares 26,148 Est. Cost $340.32 Unrealized +1.3%
BN BROOKFIELD CORP 0.2%
Value ($000) $9,226 Shares 283,200 Est. Cost $21.90 Unrealized +0.7%
FND FLOOR & DECOR HLDGS INC 0.2%
Value ($000) $9,084 Shares 92,487 Est. Cost $72.75 Unrealized +23.5%
BLACK KNIGHT INC 0.2%
Value ($000) $8,953 Shares 155,534 Est. Cost $57.56 Unrealized
SITM SITIME CORP 0.2%
Value ($000) $8,773 Shares 61,684 Est. Cost $122.76 Unrealized 0.0%
WCC WESCO INTL INC 0.2%
Value ($000) $8,628 Shares 55,828 Est. Cost $145.73 Unrealized 0.0%
OTEX OPEN TEXT CORP 0.2%
Value ($000) $7,833 Shares 203,086 Est. Cost $27.74 Unrealized +13.8%
AMZN AMAZON COM INC 0.2%
Value ($000) $7,144 Shares 69,160 Est. Cost $101.41 Unrealized -4.7%
ADBE ADOBE SYSTEMS INCORPORATED 0.2%
Value ($000) $6,969 Shares 18,084 Est. Cost $355.42 Unrealized 0.0%
AAPL APPLE INC 0.2%
Value ($000) $6,884 Shares 41,749 Est. Cost $145.49 Unrealized 0.0%
AVY AVERY DENNISON CORP 0.1%
Value ($000) $6,744 Shares 37,692 Est. Cost $172.27 Unrealized 0.0%
T AT&T INC 0.1%
Value ($000) $6,526 Shares 339,006 Est. Cost $16.12 Unrealized +1.5%
XEL XCEL ENERGY INC 0.1%
Value ($000) $6,308 Shares 93,533 Est. Cost $60.75 Unrealized +0.3%
ELS EQUITY LIFESTYLE PPTYS INC 0.1%
Value ($000) $6,092 Shares 90,755 Est. Cost $66.72 Unrealized
BMO BANK MONTREAL QUE 0.1%
Value ($000) $6,045 Shares 67,874 Est. Cost $83.90 Unrealized 0.0%
COST COSTCO WHSL CORP NEW 0.1%
Value ($000) $5,708 Shares 11,487 Est. Cost $471.27 Unrealized 0.0%
CHTR CHARTER COMMUNICATIONS INC N 0.1%
Value ($000) $5,613 Shares 15,695 Est. Cost $351.41 Unrealized +6.3%
CRL CHARLES RIV LABS INTL INC 0.1%
Value ($000) $5,305 Shares 26,287 Est. Cost $224.91 Unrealized +0.8%
CANADIAN PAC RY LTD 0.1%
Value ($000) $5,005 Shares 65,000 Est. Cost $95.71 Unrealized
SPGI S&P GLOBAL INC 0.1%
Value ($000) $4,900 Shares 14,212 Est. Cost $389.80 Unrealized -11.8%
TT TRANE TECHNOLOGIES PLC 0.1%
Value ($000) $4,566 Shares 24,820 Est. Cost $160.09 Unrealized +9.9%
AMT AMERICAN TOWER CORP NEW 0.1%
Value ($000) $4,381 Shares 21,440 Est. Cost $189.59 Unrealized 0.0%
DVN DEVON ENERGY CORP NEW 0.1%
Value ($000) $4,049 Shares 80,000 Est. Cost $52.28 Unrealized -3.3%
OUTFRONT MEDIA INC 0.1%
Value ($000) $3,650 Shares 224,921 Est. Cost $16.23 Unrealized
ARRY ARRAY TECHNOLOGIES INC 0.1%
Value ($000) $3,639 Shares 166,316 Est. Cost $20.46 Unrealized 0.0%
CSX CSX CORP 0.1%
Value ($000) $3,607 Shares 120,474 Est. Cost $29.51 Unrealized -0.1%
MCW MISTER CAR WASH INC 0.1%
Value ($000) $3,384 Shares 392,519 Est. Cost $18.55 Unrealized -49.5%
CHRD CHORD ENERGY CORPORATION 0.1%
Value ($000) $3,365 Shares 25,000 Est. Cost $116.29 Unrealized -3.3%
STE STERIS PLC 0.1%
Value ($000) $3,306 Shares 17,286 Est. Cost $191.22 Unrealized -1.5%
GOOGL ALPHABET INC 0.1%
Value ($000) $3,097 Shares 29,860 Est. Cost $102.67 Unrealized -7.3%
LPX LOUISIANA PAC CORP 0.1%
Value ($000) $3,091 Shares 57,025 Est. Cost $61.17 Unrealized 0.0%
SEDG SOLAREDGE TECHNOLOGIES INC 0.1%
Value ($000) $3,068 Shares 10,094 Est. Cost $304.86 Unrealized 0.0%
QSR RESTAURANT BRANDS INTL INC 0.1%
Value ($000) $3,034 Shares 45,189 Est. Cost $61.81 Unrealized +5.4%
TREX TREX CO INC 0.1%
Value ($000) $3,033 Shares 62,322 Est. Cost $55.99 Unrealized -9.7%
RY ROYAL BK CDA SUSTAINABL 0.1%
Value ($000) $2,954 Shares 30,888 Est. Cost $99.10 Unrealized 0.0%
CRWD CROWDSTRIKE HLDGS INC 0.1%
Value ($000) $2,942 Shares 21,437 Est. Cost $147.79 Unrealized -21.7%
CHE CHEMED CORP NEW 0.1%
Value ($000) $2,728 Shares 5,073 Est. Cost $472.48 Unrealized +6.8%
ATKR ATKORE INC 0.1%
Value ($000) $2,714 Shares 19,322 Est. Cost $130.69 Unrealized 0.0%
PR PERMIAN RESOURCES CORP 0.1%
Value ($000) $2,655 Shares 252,866 Est. Cost $10.21 Unrealized 0.0%
NVR NVR INC 0.1%
Value ($000) $2,597 Shares 466 Est. Cost $4359.74 Unrealized +18.4%
TPICQ TPI COMPOSITES INC 0.1%
Value ($000) $2,443 Shares 187,171 Est. Cost $12.75 Unrealized 0.0%
RUN SUNRUN INC 0.1%
Value ($000) $2,389 Shares 118,551 Est. Cost $23.33 Unrealized 0.0%
RHP RYMAN HOSPITALITY PPTYS INC 0.1%
Value ($000) $2,351 Shares 26,200 Est. Cost $89.73 Unrealized
SHLS SHOALS TECHNOLOGIES GROUP IN 0.1%
Value ($000) $2,341 Shares 102,735 Est. Cost $24.68 Unrealized 0.0%
SCI SERVICE CORP INTL 0.1%
Value ($000) $2,330 Shares 33,882 Est. Cost $69.07 Unrealized 0.0%
CHDN CHURCHILL DOWNS INC 0.0%
Value ($000) $2,163 Shares 8,416 Est. Cost $100.61 Unrealized +18.7%
RVTY PERKINELMER INC 0.0%
Value ($000) $2,138 Shares 16,041 Est. Cost $132.14 Unrealized -1.0%
TMO THERMO FISHER SCIENTIFIC INC 0.0%
Value ($000) $2,123 Shares 3,683 Est. Cost $440.85 Unrealized +26.7%
UNH UNITEDHEALTH GROUP INC 0.0%
Value ($000) $1,984 Shares 4,199 Est. Cost $470.70 Unrealized -2.9%
FCX FREEPORT-MCMORAN INC 0.0%
Value ($000) $1,917 Shares 46,863 Est. Cost $36.88 Unrealized +8.4%
NKE NIKE INC 0.0%
Value ($000) $1,908 Shares 15,558 Est. Cost $105.50 Unrealized +10.6%
LIBERTY MEDIA CORP DEL 0.0%
Value ($000) $1,849 Shares 24,705 Est. Cost $66.78 Unrealized
JNJ JOHNSON & JOHNSON 0.0%
Value ($000) $1,817 Shares 11,721 Est. Cost $147.89 Unrealized 0.0%
PNR PENTAIR PLC 0.0%
Value ($000) $1,801 Shares 32,590 Est. Cost $41.86 Unrealized +22.7%
AEM AGNICO EAGLE MINES LTD 0.0%
Value ($000) $1,740 Shares 34,132 Est. Cost $46.92 Unrealized +2.5%
ENPH ENPHASE ENERGY INC 0.0%
Value ($000) $1,730 Shares 8,225 Est. Cost $230.45 Unrealized -6.0%
OSISKO GOLD ROYALTIES LTD 0.0%
Value ($000) $1,670 Shares 105,700 Est. Cost $15.80 Unrealized
JPM JPMORGAN CHASE & CO 0.0%
Value ($000) $1,660 Shares 12,737 Est. Cost $128.16 Unrealized 0.0%
MTDR MATADOR RES CO 0.0%
Value ($000) $1,640 Shares 34,427 Est. Cost $63.09 Unrealized -10.8%
UNP UNION PAC CORP 0.0%
Value ($000) $1,635 Shares 8,122 Est. Cost $226.84 Unrealized -16.5%
PWR QUANTA SVCS INC 0.0%
Value ($000) $1,593 Shares 9,560 Est. Cost $130.38 Unrealized +17.4%
FSLR FIRST SOLAR INC 0.0%
Value ($000) $1,573 Shares 7,230 Est. Cost $165.39 Unrealized +10.4%
DENBURY INC 0.0%
Value ($000) $1,555 Shares 17,750 Est. Cost $87.41 Unrealized
WINA WINMARK CORP 0.0%
Value ($000) $1,538 Shares 4,800 Est. Cost $280.05 Unrealized 0.0%
ARCB ARCBEST CORP 0.0%
Value ($000) $1,444 Shares 15,619 Est. Cost $88.48 Unrealized 0.0%
LAMR LAMAR ADVERTISING CO NEW 0.0%
Value ($000) $1,409 Shares 14,108 Est. Cost $99.89 Unrealized
SSNC SS&C TECHNOLOGIES HLDGS INC 0.0%
Value ($000) $1,383 Shares 24,485 Est. Cost $57.65 Unrealized 0.0%
DSGX DESCARTES SYS GROUP INC 0.0%
Value ($000) $1,349 Shares 16,715 Est. Cost $68.33 Unrealized +9.0%
MA MASTERCARD INCORPORATED 0.0%
Value ($000) $1,155 Shares 3,178 Est. Cost $325.17 Unrealized +9.9%
GRANITE REAL ESTATE INVT TR 0.0%
Value ($000) $1,154 Shares 18,634 Est. Cost $60.58 Unrealized
CSGP COSTAR GROUP INC 0.0%
Value ($000) $1,144 Shares 16,621 Est. Cost $73.79 Unrealized 0.0%
LESLIES INC 0.0%
Value ($000) $1,128 Shares 102,411 Est. Cost $11.01 Unrealized
TFPM TRIPLE FLAG PRECIOUS METAL 0.0%
Value ($000) $1,032 Shares 69,281 Est. Cost $13.63 Unrealized 0.0%
WPM WHEATON PRECIOUS METALS CORP 0.0%
Value ($000) $904 Shares 18,776 Est. Cost $42.53 Unrealized 0.0%
CMI CUMMINS INC 0.0%
Value ($000) $889 Shares 3,723 Est. Cost $227.95 Unrealized 0.0%
DOO BRP INC 0.0%
Value ($000) $858 Shares 10,960 Est. Cost $79.98 Unrealized 0.0%
BSX BOSTON SCIENTIFIC CORP 0.0%
Value ($000) $856 Shares 17,118 Est. Cost $43.30 Unrealized +8.8%
ENDEAVOR GROUP HLDGS INC 0.0%
Value ($000) $725 Shares 30,303 Est. Cost $23.93 Unrealized
CRESCENT PT ENERGY CORP 0.0%
Value ($000) $631 Shares 89,446 Est. Cost $6.86 Unrealized
WSO WATSCO INC 0.0%
Value ($000) $584 Shares 1,836 Est. Cost $262.94 Unrealized +11.7%
WEC WEC ENERGY GROUP INC 0.0%
Value ($000) $584 Shares 6,156 Est. Cost $89.44 Unrealized -6.6%
HCA HCA HEALTHCARE INC 0.0%
Value ($000) $575 Shares 2,182 Est. Cost $248.02 Unrealized 0.0%
SHW SHERWIN WILLIAMS CO 0.0%
Value ($000) $575 Shares 2,557 Est. Cost $222.97 Unrealized 0.0%
GDX VANECK ETF TRUST 0.0%
Value ($000) $443 Shares 13,700 Est. Cost Unrealized
SILVERCREST METALS INC 0.0%
Value ($000) $350 Shares 49,205 Est. Cost $6.74 Unrealized
COOK TRAEGER INC 0.0%
Value ($000) $305 Shares 74,309 Est. Cost $14.30 Unrealized -75.0%
SRAD SPORTRADAR GROUP AG 0.0%
Value ($000) $287 Shares 24,701 Est. Cost $11.63 Unrealized
ALB ALBEMARLE CORP 0.0%
Value ($000) $286 Shares 1,292 Est. Cost $214.40 Unrealized +9.9%
ODFL OLD DOMINION FREIGHT LINE IN 0.0%
Value ($000) $220 Shares 645 Est. Cost $139.59 Unrealized +18.0%
STKL SUNOPTA INC 0.0%
Value ($000) $121 Shares 15,672 Est. Cost $6.59 Unrealized +21.5%