Waratah Capital Advisors Ltd. Quant / Systematic

CIK: 0001539919 · Show all filings

Period: Q2 2023 (← Previous) (Next →)

Filing Date: Aug 14, 2023

Total Value ($000): $5,251,739 (100.0% shares, 0.0% debt)

Holdings (146)

SPY SPDR S&P 500 ETF TR 21.2%
Value ($000) $1,114,007 Shares 2,513,100 Est. Cost Unrealized
HYG ISHARES TR 20.7%
Value ($000) $1,088,215 Shares 14,496,000 Est. Cost Unrealized
QQQ INVESCO QQQ TR 13.8%
Value ($000) $722,512 Shares 1,955,800 Est. Cost Unrealized
XOP SPDR SER TR 2.5%
Value ($000) $128,830 Shares 1,000,000 Est. Cost Unrealized
CNQ CANADIAN NAT RES LTD 2.1%
Value ($000) $109,316 Shares 1,944,814 Est. Cost $17.48 Unrealized +47.0%
TECK TECK RESOURCES LTD 2.0%
Value ($000) $107,282 Shares 2,550,316 Est. Cost $33.82 Unrealized +27.1%
SUI SUN CMNTYS INC 2.0%
Value ($000) $107,148 Shares 821,306 Est. Cost $135.67 Unrealized
PRKS SEAWORLD ENTMT INC 1.9%
Value ($000) $100,372 Shares 1,792,030 Est. Cost $60.59 Unrealized -6.9%
GPK GRAPHIC PACKAGING HLDG CO 1.8%
Value ($000) $96,967 Shares 4,035,268 Est. Cost $18.08 Unrealized +38.8%
PAYC PAYCOM SOFTWARE INC 1.5%
Value ($000) $77,117 Shares 240,059 Est. Cost $303.21 Unrealized -4.6%
POOL POOL CORP 1.4%
Value ($000) $74,108 Shares 197,811 Est. Cost $358.04 Unrealized -8.0%
ITB ISHARES TR 1.4%
Value ($000) $74,059 Shares 866,800 Est. Cost Unrealized
CEDAR FAIR L P 1.4%
Value ($000) $73,787 Shares 1,846,051 Est. Cost $47.41 Unrealized
ROP ROPER TECHNOLOGIES INC 1.3%
Value ($000) $68,468 Shares 142,404 Est. Cost $418.45 Unrealized +6.4%
MSFT MICROSOFT CORP 1.2%
Value ($000) $63,784 Shares 187,302 Est. Cost $256.17 Unrealized +19.9%
ATS ATS CORPORATION 1.0%
Value ($000) $53,112 Shares 1,154,651 Est. Cost $43.03 Unrealized 0.0%
WCN WASTE CONNECTIONS INC 0.9%
Value ($000) $44,814 Shares 313,636 Est. Cost $118.11 Unrealized +16.2%
HCC WARRIOR MET COAL INC 0.8%
Value ($000) $43,922 Shares 1,127,646 Est. Cost $25.22 Unrealized +43.6%
EQT EQT CORP 0.8%
Value ($000) $42,727 Shares 1,038,820 Est. Cost $33.94 Unrealized +0.2%
NFLX NETFLIX INC 0.7%
Value ($000) $36,660 Shares 83,225 Est. Cost $26.24 Unrealized +40.4%
SII SPROTT INC 0.7%
Value ($000) $34,597 Shares 1,068,858 Est. Cost $35.19 Unrealized -7.3%
DHR DANAHER CORPORATION 0.6%
Value ($000) $32,713 Shares 136,304 Est. Cost $213.60 Unrealized -2.3%
HESS CORP 0.6%
Value ($000) $32,628 Shares 240,000 Est. Cost $117.07 Unrealized
BRK/B BERKSHIRE HATHAWAY INC DEL 0.6%
Value ($000) $32,340 Shares 94,839 Est. Cost $289.22 Unrealized +12.8%
USO UNITED STS OIL FD LP 0.6%
Value ($000) $31,775 Shares 500,000 Est. Cost Unrealized
TDY TELEDYNE TECHNOLOGIES INC 0.6%
Value ($000) $29,286 Shares 71,236 Est. Cost $408.57 Unrealized +0.9%
CVE CENOVUS ENERGY INC 0.5%
Value ($000) $28,867 Shares 1,700,000 Est. Cost $15.70 Unrealized 0.0%
V VISA INC 0.5%
Value ($000) $28,498 Shares 120,000 Est. Cost $213.07 Unrealized +5.3%
MLM MARTIN MARIETTA MATLS INC 0.5%
Value ($000) $26,785 Shares 58,015 Est. Cost $366.70 Unrealized +5.9%
CIGI COLLIERS INTL GROUP INC 0.5%
Value ($000) $26,515 Shares 270,122 Est. Cost $102.19 Unrealized -5.5%
FNV FRANCO NEV CORP 0.4%
Value ($000) $21,818 Shares 153,117 Est. Cost $130.92 Unrealized +11.8%
AAPL APPLE INC 0.4%
Value ($000) $21,298 Shares 109,800 Est. Cost $145.49 Unrealized +18.3%
STN STANTEC INC 0.4%
Value ($000) $20,430 Shares 313,000 Est. Cost $51.10 Unrealized
CMG CHIPOTLE MEXICAN GRILL INC 0.4%
Value ($000) $20,308 Shares 9,494 Est. Cost $31.42 Unrealized +25.9%
TAC TRANSALTA CORP 0.4%
Value ($000) $19,822 Shares 2,118,131 Est. Cost $8.95 Unrealized +4.8%
AMZN AMAZON COM INC 0.4%
Value ($000) $19,658 Shares 150,795 Est. Cost $108.33 Unrealized +5.4%
NXE NEXGEN ENERGY LTD 0.4%
Value ($000) $19,632 Shares 4,162,172 Est. Cost $4.32 Unrealized -6.0%
CHD CHURCH & DWIGHT CO INC 0.4%
Value ($000) $18,715 Shares 186,720 Est. Cost $82.89 Unrealized +10.2%
IMO IMPERIAL OIL LTD 0.4%
Value ($000) $18,388 Shares 359,473 Est. Cost $46.34 Unrealized 0.0%
STE STERIS PLC 0.3%
Value ($000) $17,887 Shares 79,507 Est. Cost $194.50 Unrealized +0.5%
CNQ CANADIAN NAT RES LTD 0.3%
Value ($000) $16,863 Shares 300,000 Est. Cost $17.48 Unrealized +47.0%
BAM BROOKFIELD ASSET MANAGMT LTD 0.3%
Value ($000) $16,640 Shares 509,934 Est. Cost $28.43 Unrealized +3.2%
FSV FIRSTSERVICE CORP NEW 0.3%
Value ($000) $16,502 Shares 107,177 Est. Cost $134.43 Unrealized +6.3%
CHDN CHURCHILL DOWNS INC 0.3%
Value ($000) $16,491 Shares 118,493 Est. Cost $133.00 Unrealized +1.9%
ETN EATON CORP PLC 0.3%
Value ($000) $15,700 Shares 78,070 Est. Cost $158.65 Unrealized +7.4%
SLF SUN LIFE FINANCIAL INC. 0.3%
Value ($000) $14,386 Shares 276,030 Est. Cost $48.14 Unrealized +2.1%
HAL HALLIBURTON CO 0.3%
Value ($000) $14,186 Shares 430,000 Est. Cost Unrealized
AZEK CO INC 0.3%
Value ($000) $13,194 Shares 435,590 Est. Cost $30.29 Unrealized
V VISA INC 0.2%
Value ($000) $13,122 Shares 55,256 Est. Cost $213.07 Unrealized +5.3%
CSX CSX CORP 0.2%
Value ($000) $12,778 Shares 374,722 Est. Cost $30.13 Unrealized +1.0%
GOOGL ALPHABET INC 0.2%
Value ($000) $12,554 Shares 104,875 Est. Cost $110.95 Unrealized +3.0%
BMO BANK MONTREAL QUE 0.2%
Value ($000) $11,844 Shares 131,178 Est. Cost $81.57 Unrealized -3.1%
RY ROYAL BK CDA 0.2%
Value ($000) $11,793 Shares 123,512 Est. Cost $96.37 Unrealized -0.9%
DXCM DEXCOM INC 0.2%
Value ($000) $11,324 Shares 88,116 Est. Cost $111.42 Unrealized +8.6%
RCI ROGERS COMMUNICATIONS INC 0.2%
Value ($000) $10,951 Shares 240,076 Est. Cost $44.05 Unrealized +6.4%
WFG WEST FRASER TIMBER CO LTD 0.2%
Value ($000) $10,269 Shares 119,561 Est. Cost $75.35 Unrealized +0.1%
IDXX IDEXX LABS INC 0.2%
Value ($000) $9,853 Shares 19,619 Est. Cost $479.21 Unrealized 0.0%
IQV IQVIA HLDGS INC 0.2%
Value ($000) $9,466 Shares 42,113 Est. Cost $214.15 Unrealized -6.2%
PG PROCTER AND GAMBLE CO 0.2%
Value ($000) $9,260 Shares 61,027 Est. Cost $133.16 Unrealized +6.1%
NTR NUTRIEN LTD 0.2%
Value ($000) $9,050 Shares 153,323 Est. Cost $58.12 Unrealized 0.0%
SHW SHERWIN WILLIAMS CO 0.2%
Value ($000) $9,003 Shares 33,906 Est. Cost $229.52 Unrealized +0.2%
CARR CARRIER GLOBAL CORPORATION 0.2%
Value ($000) $8,811 Shares 177,257 Est. Cost $43.70 Unrealized -2.7%
DVN DEVON ENERGY CORP NEW 0.2%
Value ($000) $8,701 Shares 180,000 Est. Cost $52.28 Unrealized -13.1%
EOG EOG RES INC 0.2%
Value ($000) $8,583 Shares 75,000 Est. Cost $104.44 Unrealized 0.0%
ATLX ATLAS LITHIUM CORP 0.2%
Value ($000) $8,525 Shares 398,000 Est. Cost $23.12 Unrealized 0.0%
SCI SERVICE CORP INTL 0.2%
Value ($000) $8,523 Shares 131,956 Est. Cost $67.39 Unrealized -0.9%
PR PERMIAN RESOURCES CORP 0.2%
Value ($000) $8,220 Shares 750,000 Est. Cost $10.22 Unrealized +0.1%
QSR RESTAURANT BRANDS INTL INC 0.2%
Value ($000) $8,083 Shares 104,264 Est. Cost $67.70 Unrealized +6.6%
ENERPLUS CORP 0.1%
Value ($000) $7,516 Shares 518,712 Est. Cost $13.57 Unrealized
XPO XPO INC 0.1%
Value ($000) $7,080 Shares 120,000 Est. Cost Unrealized
HLT HILTON WORLDWIDE HLDGS INC 0.1%
Value ($000) $6,937 Shares 47,659 Est. Cost $139.25 Unrealized +1.5%
MAR MARRIOTT INTL INC NEW 0.1%
Value ($000) $6,334 Shares 34,481 Est. Cost $161.79 Unrealized +4.4%
SITE SITEONE LANDSCAPE SUPPLY INC 0.1%
Value ($000) $5,979 Shares 35,726 Est. Cost $147.55 Unrealized 0.0%
BLACK KNIGHT INC 0.1%
Value ($000) $5,974 Shares 100,023 Est. Cost $57.56 Unrealized
ANF ABERCROMBIE & FITCH CO 0.1%
Value ($000) $5,545 Shares 147,157 Est. Cost $28.50 Unrealized 0.0%
TPL TEXAS PACIFIC LAND CORPORATI 0.1%
Value ($000) $5,211 Shares 3,958 Est. Cost $155.33 Unrealized 0.0%
LESLIES INC 0.1%
Value ($000) $5,067 Shares 539,667 Est. Cost $9.70 Unrealized
SSNC SS&C TECHNOLOGIES HLDGS INC 0.1%
Value ($000) $5,017 Shares 82,794 Est. Cost $57.09 Unrealized -0.4%
GNRC GENERAC HLDGS INC 0.1%
Value ($000) $4,996 Shares 33,499 Est. Cost $114.00 Unrealized 0.0%
TREX TREX CO INC 0.1%
Value ($000) $4,974 Shares 75,874 Est. Cost $55.96 Unrealized -0.3%
MCD MCDONALDS CORP 0.1%
Value ($000) $4,729 Shares 15,846 Est. Cost $273.09 Unrealized 0.0%
CEDAR FAIR L P 0.1%
Value ($000) $4,696 Shares 117,500 Est. Cost $47.41 Unrealized
CRL CHARLES RIV LABS INTL INC 0.1%
Value ($000) $4,639 Shares 22,063 Est. Cost $224.91 Unrealized -11.5%
DIS DISNEY WALT CO 0.1%
Value ($000) $4,593 Shares 51,447 Est. Cost $107.65 Unrealized -14.0%
JPM JPMORGAN CHASE & CO 0.1%
Value ($000) $4,483 Shares 30,821 Est. Cost $129.04 Unrealized +0.5%
WESTROCK CO 0.1%
Value ($000) $3,906 Shares 134,353 Est. Cost $29.07 Unrealized
VLO VALERO ENERGY CORP 0.1%
Value ($000) $3,825 Shares 32,610 Est. Cost $123.00 Unrealized -12.8%
CHE CHEMED CORP NEW 0.1%
Value ($000) $3,693 Shares 6,818 Est. Cost $490.13 Unrealized +10.5%
VMC VULCAN MATLS CO 0.1%
Value ($000) $3,563 Shares 15,804 Est. Cost $187.93 Unrealized 0.0%
CRH PLC 0.1%
Value ($000) $3,429 Shares 61,537 Est. Cost $55.73 Unrealized
LNG CHENIERE ENERGY INC 0.1%
Value ($000) $2,964 Shares 19,455 Est. Cost $109.70 Unrealized +35.0%
NVR NVR INC 0.1%
Value ($000) $2,940 Shares 463 Est. Cost $4359.74 Unrealized +33.5%
BURL BURLINGTON STORES INC 0.1%
Value ($000) $2,910 Shares 18,486 Est. Cost $171.62 Unrealized 0.0%
PNR PENTAIR PLC 0.1%
Value ($000) $2,871 Shares 44,448 Est. Cost $45.60 Unrealized +22.6%
TT TRANE TECHNOLOGIES PLC 0.1%
Value ($000) $2,824 Shares 14,764 Est. Cost $160.09 Unrealized +7.9%
OIH VANECK ETF TRUST 0.1%
Value ($000) $2,818 Shares 9,800 Est. Cost Unrealized
SPGI S&P GLOBAL INC 0.1%
Value ($000) $2,655 Shares 6,622 Est. Cost $389.80 Unrealized -8.2%
UNH UNITEDHEALTH GROUP INC 0.0%
Value ($000) $2,462 Shares 5,122 Est. Cost $469.65 Unrealized -1.0%
RHP RYMAN HOSPITALITY PPTYS INC 0.0%
Value ($000) $2,435 Shares 26,200 Est. Cost $89.73 Unrealized
CP CANADIAN PACIFIC KANSAS CITY 0.0%
Value ($000) $2,397 Shares 29,690 Est. Cost $77.51 Unrealized 0.0%
LAMR LAMAR ADVERTISING CO NEW 0.0%
Value ($000) $2,372 Shares 23,900 Est. Cost $99.63 Unrealized
MSFT MICROSOFT CORP 0.0%
Value ($000) $2,282 Shares 6,700 Est. Cost $256.17 Unrealized +19.9%
PLD PROLOGIS INC. 0.0%
Value ($000) $2,162 Shares 17,634 Est. Cost $116.86 Unrealized -3.4%
AVY AVERY DENNISON CORP 0.0%
Value ($000) $2,067 Shares 12,029 Est. Cost $172.27 Unrealized -5.5%
FANG DIAMONDBACK ENERGY INC 0.0%
Value ($000) $1,970 Shares 15,000 Est. Cost $123.77 Unrealized -2.3%
TPICQ TPI COMPOSITES INC 0.0%
Value ($000) $1,950 Shares 188,018 Est. Cost $12.75 Unrealized -12.1%
MCW MISTER CAR WASH INC 0.0%
Value ($000) $1,917 Shares 198,611 Est. Cost $18.55 Unrealized -53.2%
TMO THERMO FISHER SCIENTIFIC INC 0.0%
Value ($000) $1,911 Shares 3,663 Est. Cost $440.85 Unrealized +21.4%
FSLR FIRST SOLAR INC 0.0%
Value ($000) $1,883 Shares 9,905 Est. Cost $174.23 Unrealized +13.7%
LIBERTY MEDIA CORP DEL 0.0%
Value ($000) $1,867 Shares 24,798 Est. Cost $66.78 Unrealized
ELS EQUITY LIFESTYLE PPTYS INC 0.0%
Value ($000) $1,806 Shares 26,998 Est. Cost $66.72 Unrealized
ARRY ARRAY TECHNOLOGIES INC 0.0%
Value ($000) $1,797 Shares 79,531 Est. Cost $20.46 Unrealized +4.6%
CHWY CHEWY INC 0.0%
Value ($000) $1,782 Shares 45,147 Est. Cost $34.81 Unrealized 0.0%
PCG PG&E CORP 0.0%
Value ($000) $1,756 Shares 101,600 Est. Cost $16.74 Unrealized 0.0%
NKE NIKE INC 0.0%
Value ($000) $1,709 Shares 15,483 Est. Cost $105.50 Unrealized +5.5%
CMS CMS ENERGY CORP 0.0%
Value ($000) $1,692 Shares 28,803 Est. Cost $55.52 Unrealized 0.0%
WMS ADVANCED DRAIN SYS INC DEL 0.0%
Value ($000) $1,671 Shares 14,682 Est. Cost $93.21 Unrealized 0.0%
UNP UNION PAC CORP 0.0%
Value ($000) $1,654 Shares 8,083 Est. Cost $226.84 Unrealized -17.6%
DENBURY INC 0.0%
Value ($000) $1,524 Shares 17,670 Est. Cost $87.41 Unrealized
CRWD CROWDSTRIKE HLDGS INC 0.0%
Value ($000) $1,494 Shares 10,175 Est. Cost $147.79 Unrealized -5.7%
T AT&T INC 0.0%
Value ($000) $1,489 Shares 93,364 Est. Cost $16.12 Unrealized -8.3%
PRKS SEAWORLD ENTMT INC 0.0%
Value ($000) $1,484 Shares 26,500 Est. Cost $60.59 Unrealized -6.9%
TMUS T-MOBILE US INC 0.0%
Value ($000) $1,425 Shares 10,261 Est. Cost $120.93 Unrealized +12.1%
XEL XCEL ENERGY INC 0.0%
Value ($000) $1,256 Shares 20,207 Est. Cost $60.75 Unrealized +0.0%
ARCB ARCBEST CORP 0.0%
Value ($000) $1,229 Shares 12,444 Est. Cost $88.48 Unrealized -0.5%
TRI THOMSON REUTERS CORP. 0.0%
Value ($000) $1,223 Shares 9,062 Est. Cost $122.38 Unrealized 0.0%
FND FLOOR & DECOR HLDGS INC 0.0%
Value ($000) $1,157 Shares 11,132 Est. Cost $72.75 Unrealized +31.4%
RJF RAYMOND JAMES FINL INC 0.0%
Value ($000) $1,126 Shares 10,847 Est. Cost $89.26 Unrealized 0.0%
MTN VAIL RESORTS INC 0.0%
Value ($000) $1,020 Shares 4,053 Est. Cost $243.71 Unrealized 0.0%
PWR QUANTA SVCS INC 0.0%
Value ($000) $986 Shares 5,018 Est. Cost $130.38 Unrealized +33.4%
DAR DARLING INGREDIENTS INC 0.0%
Value ($000) $932 Shares 14,608 Est. Cost $60.94 Unrealized 0.0%
WCC WESCO INTL INC 0.0%
Value ($000) $882 Shares 4,925 Est. Cost $145.73 Unrealized -2.5%
TFPM TRIPLE FLAG PRECIOUS METAL 0.0%
Value ($000) $874 Shares 63,535 Est. Cost $13.63 Unrealized +10.4%
PCTY PAYLOCITY HLDG CORP 0.0%
Value ($000) $870 Shares 4,715 Est. Cost $183.04 Unrealized 0.0%
ALB ALBEMARLE CORP 0.0%
Value ($000) $870 Shares 3,898 Est. Cost $202.11 Unrealized -3.0%
WSO WATSCO INC 0.0%
Value ($000) $634 Shares 1,661 Est. Cost $262.94 Unrealized +29.0%
CLNE CLEAN ENERGY FUELS CORP 0.0%
Value ($000) $612 Shares 123,423 Est. Cost $4.38 Unrealized 0.0%
SUNNOVA ENERGY INTL INC. 0.0%
Value ($000) $552 Shares 30,157 Est. Cost $18.31 Unrealized
CERIDIAN HCM HLDG INC 0.0%
Value ($000) $439 Shares 6,560 Est. Cost $64.35 Unrealized 0.0%
FIVE FIVE BELOW INC 0.0%
Value ($000) $356 Shares 1,811 Est. Cost $195.49 Unrealized 0.0%
SRAD SPORTRADAR GROUP AG 0.0%
Value ($000) $319 Shares 24,701 Est. Cost $11.63 Unrealized
COOK TRAEGER INC 0.0%
Value ($000) $316 Shares 74,309 Est. Cost $14.30 Unrealized -74.7%
MA MASTERCARD INCORPORATED 0.0%
Value ($000) $301 Shares 766 Est. Cost $325.17 Unrealized +13.7%
DG DOLLAR GEN CORP NEW 0.0%
Value ($000) $290 Shares 1,709 Est. Cost $187.30 Unrealized 0.0%
SEDG SOLAREDGE TECHNOLOGIES INC 0.0%
Value ($000) $267 Shares 993 Est. Cost $304.86 Unrealized -5.9%
SITM SITIME CORP 0.0%
Value ($000) $265 Shares 2,246 Est. Cost $122.76 Unrealized -11.2%