Waratah Capital Advisors Ltd. Quant / Systematic

CIK: 0001539919 · Show all filings

Period: Q3 2023 (← Previous) (Next →)

Filing Date: Nov 13, 2023

Total Value ($000): $6,998,492 (100.0% shares, 0.0% debt)

Holdings (155)

SPY SPDR S&P 500 ETF TR 20.9%
Value ($000) $1,462,537 Shares 3,421,300 Est. Cost Unrealized
QQQ INVESCO QQQ TR 15.7%
Value ($000) $1,101,859 Shares 3,075,500 Est. Cost Unrealized
LQD ISHARES TR 6.3%
Value ($000) $442,757 Shares 4,327,600 Est. Cost Unrealized
XLE SELECT SECTOR SPDR TR 6.1%
Value ($000) $428,743 Shares 4,754,300 Est. Cost Unrealized
TLT ISHARES TR 4.7%
Value ($000) $328,800 Shares 3,707,300 Est. Cost Unrealized
HYG ISHARES TR 4.2%
Value ($000) $294,076 Shares 3,989,100 Est. Cost Unrealized
QQQ INVESCO QQQ TR 3.9%
Value ($000) $269,670 Shares 752,700 Est. Cost Unrealized
AMZN AMAZON COM INC 1.7%
Value ($000) $122,035 Shares 960,000 Est. Cost $115.80 Unrealized +15.7%
CNQ CANADIAN NAT RES LTD 1.6%
Value ($000) $114,845 Shares 1,774,985 Est. Cost $17.48 Unrealized +59.4%
SUI SUN CMNTYS INC 1.5%
Value ($000) $107,508 Shares 908,471 Est. Cost $134.01 Unrealized
TECK TECK RESOURCES LTD 1.5%
Value ($000) $105,289 Shares 2,445,115 Est. Cost $33.82 Unrealized +22.5%
GPK GRAPHIC PACKAGING HLDG CO 1.3%
Value ($000) $90,745 Shares 4,072,941 Est. Cost $18.08 Unrealized +26.9%
CVE CENOVUS ENERGY INC 1.3%
Value ($000) $89,094 Shares 4,277,033 Est. Cost $17.03 Unrealized +5.1%
USO UNITED STS OIL FD LP 1.2%
Value ($000) $80,860 Shares 1,000,000 Est. Cost Unrealized
MSFT MICROSOFT CORP 1.1%
Value ($000) $78,307 Shares 248,003 Est. Cost $272.92 Unrealized +18.9%
PRKS SEAWORLD ENTMT INC 1.1%
Value ($000) $75,482 Shares 1,632,054 Est. Cost $60.59 Unrealized -16.1%
CEDAR FAIR L P 1.0%
Value ($000) $68,304 Shares 1,846,051 Est. Cost $47.41 Unrealized
GOOGL ALPHABET INC 0.9%
Value ($000) $62,785 Shares 479,789 Est. Cost $124.58 Unrealized +3.1%
PAYC PAYCOM SOFTWARE INC 0.9%
Value ($000) $62,250 Shares 240,098 Est. Cost $303.21 Unrealized -1.3%
HCC WARRIOR MET COAL INC 0.8%
Value ($000) $58,623 Shares 1,147,672 Est. Cost $25.51 Unrealized +64.5%
ROP ROPER TECHNOLOGIES INC 0.8%
Value ($000) $58,496 Shares 120,789 Est. Cost $418.45 Unrealized +15.4%
V VISA INC 0.8%
Value ($000) $57,503 Shares 250,000 Est. Cost $226.98 Unrealized +4.1%
LPLA LPL FINL HLDGS INC 0.8%
Value ($000) $56,613 Shares 238,222 Est. Cost $232.22 Unrealized 0.0%
ATS ATS CORPORATION 0.7%
Value ($000) $52,479 Shares 1,230,505 Est. Cost $43.10 Unrealized +2.5%
IMO IMPERIAL OIL LTD 0.7%
Value ($000) $49,821 Shares 808,486 Est. Cost $49.20 Unrealized +4.7%
EQT EQT CORP 0.7%
Value ($000) $46,862 Shares 1,154,806 Est. Cost $34.55 Unrealized +15.7%
IWM ISHARES TR 0.6%
Value ($000) $42,859 Shares 242,500 Est. Cost Unrealized
TDY TELEDYNE TECHNOLOGIES INC 0.6%
Value ($000) $41,964 Shares 102,708 Est. Cost $407.72 Unrealized -0.5%
WCN WASTE CONNECTIONS INC 0.6%
Value ($000) $41,935 Shares 312,172 Est. Cost $118.11 Unrealized +16.7%
MLM MARTIN MARIETTA MATLS INC 0.5%
Value ($000) $38,455 Shares 93,684 Est. Cost $393.12 Unrealized +10.9%
XLU SELECT SECTOR SPDR TR 0.5%
Value ($000) $35,358 Shares 600,000 Est. Cost Unrealized
SII SPROTT INC 0.5%
Value ($000) $33,649 Shares 1,104,235 Est. Cost $35.06 Unrealized -10.9%
BRK/B BERKSHIRE HATHAWAY INC DEL 0.5%
Value ($000) $33,222 Shares 94,839 Est. Cost $289.22 Unrealized +22.7%
V VISA INC 0.5%
Value ($000) $31,933 Shares 138,833 Est. Cost $226.98 Unrealized +4.1%
HESS CORP 0.4%
Value ($000) $31,365 Shares 205,000 Est. Cost $117.07 Unrealized
KRE SPDR SER TR 0.4%
Value ($000) $31,177 Shares 746,400 Est. Cost Unrealized
NXE NEXGEN ENERGY LTD 0.4%
Value ($000) $27,542 Shares 4,599,110 Est. Cost $4.40 Unrealized +17.6%
STE STERIS PLC 0.4%
Value ($000) $27,340 Shares 124,600 Est. Cost $204.26 Unrealized +8.4%
AMZN AMAZON COM INC 0.4%
Value ($000) $27,039 Shares 212,703 Est. Cost $115.80 Unrealized +15.7%
CNQ CANADIAN NAT RES LTD 0.4%
Value ($000) $26,352 Shares 300,000 Est. Cost $17.48 Unrealized +59.4%
BMO BANK MONTREAL QUE 0.4%
Value ($000) $24,975 Shares 295,922 Est. Cost $80.46 Unrealized -1.1%
POOL POOL CORP 0.3%
Value ($000) $24,212 Shares 67,992 Est. Cost $358.04 Unrealized -1.7%
RJF RAYMOND JAMES FINL INC 0.3%
Value ($000) $23,673 Shares 235,720 Est. Cost $101.55 Unrealized +0.6%
TJX TJX COS INC NEW 0.3%
Value ($000) $23,093 Shares 259,825 Est. Cost $85.34 Unrealized 0.0%
TAC TRANSALTA CORP 0.3%
Value ($000) $22,522 Shares 2,584,672 Est. Cost $9.09 Unrealized +6.9%
CP CANADIAN PACIFIC KANSAS CITY 0.3%
Value ($000) $22,294 Shares 299,782 Est. Cost $77.96 Unrealized +0.1%
BN BROOKFIELD CORP 0.3%
Value ($000) $21,898 Shares 700,000 Est. Cost Unrealized
RY ROYAL BK CDA 0.3%
Value ($000) $20,647 Shares 236,144 Est. Cost $94.77 Unrealized -1.9%
CMG CHIPOTLE MEXICAN GRILL INC 0.3%
Value ($000) $20,410 Shares 11,142 Est. Cost $32.54 Unrealized +19.8%
FNV FRANCO NEV CORP 0.3%
Value ($000) $20,299 Shares 151,976 Est. Cost $130.92 Unrealized +5.6%
STN STANTEC INC 0.3%
Value ($000) $20,219 Shares 311,473 Est. Cost $51.10 Unrealized
SHW SHERWIN WILLIAMS CO 0.3%
Value ($000) $18,484 Shares 72,473 Est. Cost $246.93 Unrealized +6.2%
ATLX ATLAS LITHIUM CORP 0.2%
Value ($000) $17,195 Shares 661,158 Est. Cost $23.63 Unrealized +3.3%
GLD SPDR GOLD TR 0.2%
Value ($000) $17,145 Shares 100,000 Est. Cost Unrealized
NFLX NETFLIX INC 0.2%
Value ($000) $17,142 Shares 45,397 Est. Cost $26.24 Unrealized +61.5%
WMS ADVANCED DRAIN SYS INC DEL 0.2%
Value ($000) $17,110 Shares 150,313 Est. Cost $118.03 Unrealized +2.3%
CHD CHURCH & DWIGHT CO INC 0.2%
Value ($000) $15,377 Shares 167,821 Est. Cost $82.89 Unrealized +12.3%
FSV FIRSTSERVICE CORP NEW 0.2%
Value ($000) $15,222 Shares 104,607 Est. Cost $134.43 Unrealized +11.9%
NTR NUTRIEN LTD 0.2%
Value ($000) $15,004 Shares 242,837 Est. Cost $58.18 Unrealized +0.2%
EQT EQT CORP 0.2%
Value ($000) $14,609 Shares 360,000 Est. Cost $34.55 Unrealized +15.7%
WFG WEST FRASER TIMBER CO LTD 0.2%
Value ($000) $13,820 Shares 190,270 Est. Cost $76.57 Unrealized +2.7%
XYL XYLEM INC 0.2%
Value ($000) $13,655 Shares 150,000 Est. Cost $100.26 Unrealized 0.0%
AZEK CO INC 0.2%
Value ($000) $13,625 Shares 458,146 Est. Cost $30.26 Unrealized
CRL CHARLES RIV LABS INTL INC 0.2%
Value ($000) $13,573 Shares 69,259 Est. Cost $211.55 Unrealized -3.0%
QSR RESTAURANT BRANDS INTL INC 0.2%
Value ($000) $12,169 Shares 182,664 Est. Cost $69.46 Unrealized +3.4%
SLF SUN LIFE FINANCIAL INC. 0.2%
Value ($000) $11,388 Shares 233,295 Est. Cost $48.14 Unrealized +4.1%
JPM JPMORGAN CHASE & CO 0.1%
Value ($000) $10,071 Shares 69,445 Est. Cost $136.42 Unrealized +4.3%
ENERPLUS CORP 0.1%
Value ($000) $9,777 Shares 555,355 Est. Cost $13.83 Unrealized
VMC VULCAN MATLS CO 0.1%
Value ($000) $9,515 Shares 47,097 Est. Cost $205.08 Unrealized +4.2%
TMUS T-MOBILE US INC 0.1%
Value ($000) $9,171 Shares 65,486 Est. Cost $131.82 Unrealized +1.5%
CHDN CHURCHILL DOWNS INC 0.1%
Value ($000) $8,841 Shares 76,187 Est. Cost $133.00 Unrealized -7.9%
ANF ABERCROMBIE & FITCH CO 0.1%
Value ($000) $8,540 Shares 151,492 Est. Cost $28.96 Unrealized +53.3%
PR PERMIAN RESOURCES CORP 0.1%
Value ($000) $8,027 Shares 575,000 Est. Cost $10.22 Unrealized +23.1%
CIGI COLLIERS INTL GROUP INC 0.1%
Value ($000) $7,958 Shares 83,535 Est. Cost $102.19 Unrealized +4.5%
TPL TEXAS PACIFIC LAND CORPORATI 0.1%
Value ($000) $7,757 Shares 4,254 Est. Cost $157.27 Unrealized +16.5%
ATR APTARGROUP INC 0.1%
Value ($000) $7,612 Shares 60,878 Est. Cost $118.75 Unrealized 0.0%
DHR DANAHER CORPORATION 0.1%
Value ($000) $7,396 Shares 29,810 Est. Cost $213.60 Unrealized +3.1%
ETN EATON CORP PLC 0.1%
Value ($000) $7,339 Shares 34,410 Est. Cost $158.65 Unrealized +32.2%
RCI ROGERS COMMUNICATIONS INC 0.1%
Value ($000) $7,187 Shares 187,108 Est. Cost $44.05 Unrealized -4.8%
TMO THERMO FISHER SCIENTIFIC INC 0.1%
Value ($000) $6,829 Shares 13,492 Est. Cost $505.00 Unrealized +4.7%
ELS EQUITY LIFESTYLE PPTYS INC 0.1%
Value ($000) $6,711 Shares 105,332 Est. Cost $64.48 Unrealized
MCD MCDONALDS CORP 0.1%
Value ($000) $6,346 Shares 24,089 Est. Cost $271.86 Unrealized -0.9%
EOG EOG RES INC 0.1%
Value ($000) $5,947 Shares 46,914 Est. Cost $104.44 Unrealized +12.2%
DXCM DEXCOM INC 0.1%
Value ($000) $5,823 Shares 62,407 Est. Cost $111.42 Unrealized +1.2%
SITE SITEONE LANDSCAPE SUPPLY INC 0.1%
Value ($000) $5,766 Shares 35,276 Est. Cost $147.55 Unrealized +10.7%
LNG CHENIERE ENERGY INC 0.1%
Value ($000) $5,742 Shares 34,601 Est. Cost $132.30 Unrealized +21.9%
IRM IRON MTN INC DEL 0.1%
Value ($000) $5,546 Shares 93,286 Est. Cost $56.32 Unrealized 0.0%
CHE CHEMED CORP NEW 0.1%
Value ($000) $4,512 Shares 8,681 Est. Cost $495.54 Unrealized +4.0%
CARR CARRIER GLOBAL CORPORATION 0.1%
Value ($000) $4,424 Shares 80,138 Est. Cost $43.70 Unrealized +22.3%
PG PROCTER AND GAMBLE CO 0.1%
Value ($000) $4,423 Shares 30,327 Est. Cost $133.16 Unrealized +8.2%
CEDAR FAIR L P 0.1%
Value ($000) $4,348 Shares 117,500 Est. Cost $47.41 Unrealized
XYL XYLEM INC 0.1%
Value ($000) $3,906 Shares 42,905 Est. Cost $100.26 Unrealized 0.0%
XPO XPO INC 0.1%
Value ($000) $3,733 Shares 50,000 Est. Cost $69.02 Unrealized 0.0%
XPO XPO INC 0.1%
Value ($000) $3,733 Shares 50,000 Est. Cost $69.02 Unrealized 0.0%
LAMR LAMAR ADVERTISING CO NEW 0.1%
Value ($000) $3,702 Shares 44,351 Est. Cost $92.18 Unrealized
PNR PENTAIR PLC 0.1%
Value ($000) $3,600 Shares 55,600 Est. Cost $49.62 Unrealized +32.2%
TREX TREX CO INC 0.1%
Value ($000) $3,582 Shares 58,125 Est. Cost $55.96 Unrealized +22.6%
ARRY ARRAY TECHNOLOGIES INC 0.0%
Value ($000) $3,346 Shares 150,769 Est. Cost $21.05 Unrealized +3.2%
DPZ DOMINOS PIZZA INC 0.0%
Value ($000) $3,221 Shares 8,503 Est. Cost $371.81 Unrealized 0.0%
O REALTY INCOME CORP 0.0%
Value ($000) $3,192 Shares 63,908 Est. Cost $50.15 Unrealized 0.0%
TECK TECK RESOURCES LTD 0.0%
Value ($000) $2,923 Shares 50,000 Est. Cost $33.82 Unrealized +22.5%
FIVE FIVE BELOW INC 0.0%
Value ($000) $2,914 Shares 18,109 Est. Cost $184.05 Unrealized -0.7%
WFG WEST FRASER TIMBER CO LTD 0.0%
Value ($000) $2,905 Shares 40,000 Est. Cost $76.57 Unrealized +2.7%
BNS BANK NOVA SCOTIA HALIFAX 0.0%
Value ($000) $2,904 Shares 64,762 Est. Cost $42.30 Unrealized 0.0%
VSTS VESTIS CORPORATION 0.0%
Value ($000) $2,785 Shares 144,300 Est. Cost $19.35 Unrealized 0.0%
HUM HUMANA INC 0.0%
Value ($000) $2,779 Shares 5,711 Est. Cost $456.59 Unrealized 0.0%
TT TRANE TECHNOLOGIES PLC 0.0%
Value ($000) $2,775 Shares 13,676 Est. Cost $160.09 Unrealized +22.3%
A AGILENT TECHNOLOGIES INC 0.0%
Value ($000) $2,664 Shares 23,822 Est. Cost $117.82 Unrealized 0.0%
PCG PG&E CORP 0.0%
Value ($000) $2,530 Shares 156,843 Est. Cost $16.83 Unrealized +1.0%
CSX CSX CORP 0.0%
Value ($000) $2,511 Shares 81,673 Est. Cost $30.13 Unrealized +1.5%
NTR NUTRIEN LTD 0.0%
Value ($000) $2,471 Shares 40,000 Est. Cost $58.18 Unrealized +0.2%
NVR NVR INC 0.0%
Value ($000) $2,373 Shares 398 Est. Cost $4359.74 Unrealized +42.4%
IYR ISHARES TR 0.0%
Value ($000) $2,305 Shares 29,500 Est. Cost Unrealized
SYK STRYKER CORPORATION 0.0%
Value ($000) $2,268 Shares 8,301 Est. Cost $280.01 Unrealized 0.0%
HLT HILTON WORLDWIDE HLDGS INC 0.0%
Value ($000) $2,147 Shares 14,298 Est. Cost $139.25 Unrealized +7.8%
FLNC FLUENCE ENERGY INC 0.0%
Value ($000) $2,099 Shares 91,298 Est. Cost $25.79 Unrealized 0.0%
SVV SAVERS VALUE VLG INC 0.0%
Value ($000) $2,078 Shares 111,299 Est. Cost $23.09 Unrealized 0.0%
SCI SERVICE CORP INTL 0.0%
Value ($000) $2,007 Shares 35,125 Est. Cost $67.39 Unrealized -6.3%
SPGI S&P GLOBAL INC 0.0%
Value ($000) $1,991 Shares 5,449 Est. Cost $389.80 Unrealized -1.0%
GDX VANECK ETF TRUST 0.0%
Value ($000) $1,951 Shares 72,500 Est. Cost Unrealized
MCW MISTER CAR WASH INC 0.0%
Value ($000) $1,885 Shares 342,129 Est. Cost $13.97 Unrealized -45.4%
PLD PROLOGIS INC. 0.0%
Value ($000) $1,835 Shares 16,356 Est. Cost $116.86 Unrealized -3.3%
NVST ENVISTA HOLDINGS CORPORATION 0.0%
Value ($000) $1,812 Shares 64,982 Est. Cost $32.38 Unrealized 0.0%
FND FLOOR & DECOR HLDGS INC 0.0%
Value ($000) $1,763 Shares 19,480 Est. Cost $85.22 Unrealized +19.5%
TAC TRANSALTA CORP 0.0%
Value ($000) $1,743 Shares 200,000 Est. Cost $9.09 Unrealized +6.9%
ATS ATS CORPORATION 0.0%
Value ($000) $1,706 Shares 40,000 Est. Cost $43.10 Unrealized +2.5%
CRWD CROWDSTRIKE HLDGS INC 0.0%
Value ($000) $1,565 Shares 9,347 Est. Cost $147.79 Unrealized +5.2%
UNP UNION PAC CORP 0.0%
Value ($000) $1,509 Shares 7,409 Est. Cost $226.84 Unrealized -9.1%
CMS CMS ENERGY CORP 0.0%
Value ($000) $1,436 Shares 27,043 Est. Cost $55.52 Unrealized -3.2%
BLD TOPBUILD CORP 0.0%
Value ($000) $1,415 Shares 5,625 Est. Cost $275.46 Unrealized 0.0%
NXE NEXGEN ENERGY LTD 0.0%
Value ($000) $1,377 Shares 230,000 Est. Cost $4.40 Unrealized +17.6%
NKE NIKE INC 0.0%
Value ($000) $1,357 Shares 14,189 Est. Cost $105.50 Unrealized -6.9%
PWR QUANTA SVCS INC 0.0%
Value ($000) $1,355 Shares 7,242 Est. Cost $151.73 Unrealized +31.7%
DIS DISNEY WALT CO 0.0%
Value ($000) $1,335 Shares 16,467 Est. Cost $107.65 Unrealized -22.5%
FSLR FIRST SOLAR INC 0.0%
Value ($000) $1,266 Shares 7,837 Est. Cost $174.23 Unrealized +7.1%
HD HOME DEPOT INC 0.0%
Value ($000) $1,222 Shares 4,045 Est. Cost $302.97 Unrealized 0.0%
EME EMCOR GROUP INC 0.0%
Value ($000) $1,211 Shares 5,757 Est. Cost $208.00 Unrealized 0.0%
LLY ELI LILLY & CO 0.0%
Value ($000) $1,023 Shares 1,904 Est. Cost $506.78 Unrealized 0.0%
BLDR BUILDERS FIRSTSOURCE INC 0.0%
Value ($000) $927 Shares 7,443 Est. Cost $137.97 Unrealized 0.0%
NVDA NVIDIA CORPORATION 0.0%
Value ($000) $870 Shares 2,000 Est. Cost Unrealized
DAR DARLING INGREDIENTS INC 0.0%
Value ($000) $869 Shares 16,645 Est. Cost $61.13 Unrealized +2.2%
IQV IQVIA HLDGS INC 0.0%
Value ($000) $847 Shares 4,304 Est. Cost $214.15 Unrealized +1.4%
AVY AVERY DENNISON CORP 0.0%
Value ($000) $709 Shares 3,883 Est. Cost $172.27 Unrealized +0.6%
NRG NRG ENERGY INC 0.0%
Value ($000) $578 Shares 14,993 Est. Cost $36.05 Unrealized 0.0%
KOP KOPPERS HOLDINGS INC 0.0%
Value ($000) $523 Shares 13,225 Est. Cost $37.10 Unrealized 0.0%
ITRI ITRON INC 0.0%
Value ($000) $511 Shares 8,442 Est. Cost $68.64 Unrealized 0.0%
SHLS SHOALS TECHNOLOGIES GROUP IN 0.0%
Value ($000) $456 Shares 24,968 Est. Cost $22.26 Unrealized 0.0%
IDXX IDEXX LABS INC 0.0%
Value ($000) $329 Shares 752 Est. Cost $479.21 Unrealized +4.1%
STEM INC 0.0%
Value ($000) $304 Shares 71,698 Est. Cost $4.24 Unrealized
MA MASTERCARD INCORPORATED 0.0%
Value ($000) $303 Shares 766 Est. Cost $325.17 Unrealized +21.9%
VLO VALERO ENERGY CORP 0.0%
Value ($000) $260 Shares 1,833 Est. Cost $123.00 Unrealized -0.7%
ALB ALBEMARLE CORP 0.0%
Value ($000) $251 Shares 1,476 Est. Cost $202.11 Unrealized -5.4%
SRAD SPORTRADAR GROUP AG 0.0%
Value ($000) $247 Shares 24,701 Est. Cost $11.63 Unrealized
AA ALCOA CORP 0.0%
Value ($000) $216 Shares 7,440 Est. Cost $30.43 Unrealized 0.0%
BV BRIGHTVIEW HLDGS INC 0.0%
Value ($000) $178 Shares 23,000 Est. Cost $7.99 Unrealized 0.0%