Waratah Capital Advisors Ltd.

Quant stat arb Low signal CIK 1539919
League rank
#153
in Quant stat arb · #7247 overall
Long book
$1.12B
Q1 2026
Positions
98
Top-10 weight
38%
concentration
Last quarter
+1.6%
SPY +14.8%
Turnover
53%
of book per quarter

Strategy in plain words

auto-generated from filings

Waratah Capital Advisors Ltd. is a quantitative fund whose holdings reflect models, not opinions, running a $1.12B US long book across 98 positions.

The portfolio is moderately concentrated (top 10 ≈ 38% of the book). Turnover is high — positions rotate quickly, so individual names matter less than the process. Current anchor positions: DESCARTES SYSTEMS GRP/THE, ALAMOS GOLD INC-CLASS A, KINROSS GOLD CORP, CENTERRA GOLD INC, IAMGOLD CORP.

Over the last 9 quarters its long book ran on average 0.9pp per quarter behind the S&P 500, beating the index in 4 of 9 quarters. Signal value of individual moves is limited — treat changes as weak evidence.

Implied long-book return vs S&P 500

methodology: positions priced quarterly, no shorts/options
Fund long book S&P 500
Q1 2024
-2.0%
Q2 2024
+4.7%
Q3 2024
-1.2%
Q4 2024
-0.3%
Q1 2025
+10.6%
Q2 2025
+10.1%
Q3 2025
+5.4%
Q4 2025
+3.8%
Q1 2026
+1.6%

Sector allocation

Materials
30%
Industrials
24%
Technology
17%
Energy
9%
Financials
6%
Utilities
5%
Other
4%
Services media
4%

Long book by quarter

$1.95B
Q1 2024
$1.65B
Q2 2024
$1.68B
Q3 2024
$1.79B
Q4 2024
$1.47B
Q1 2025
$1.47B
Q2 2025
$1.47B
Q3 2025
$1.32B
Q4 2025
$1.12B
Q1 2026

What does Waratah Capital own?

Q1 2026 13F
CompanySectorSharesValue% of bookChange
DSGX DESCARTES SYSTEMS GRP/THETechnology1.2M$85.1M7.6%+969.1%
AGI ALAMOS GOLD INC-CLASS AMaterials1.4M$61.2M5.5%+46.6%
KGC KINROSS GOLD CORPMaterials1.3M$39.7M3.6%-38.4%
CGAU CENTERRA GOLD INCMaterials2.2M$39.2M3.5%-40.5%
IAG IAMGOLD CORPMaterials1.9M$36.5M3.3%-25.5%
SKE SKEENA RESOURCES LTDMaterials1.1M$33.5M3.0%-26.2%
SU SUNCOR ENERGY INCEnergy503.0K$33.3M3.0%New
SPXC SPX TECHNOLOGIES INCIndustrials155.6K$31.1M2.8%+336.6%
BGSI THE BOYD GROUP INCServices media231.9K$29.7M2.7%-20.5%
CVE CENOVUS ENERGY INCEnergy1.1M$28.4M2.5%New
CNI CANADIAN NATL RAILWAY COIndustrials269.3K$27.7M2.5%+46.0%
CR CRANE COIndustrials161.3K$27.6M2.5%+7.8%
NVT NVENT ELECTRIC PLCIndustrials217.9K$25.8M2.3%+6502.7%
MLM MARTIN MARIETTA MATERIALSMaterials43.6K$25.7M2.3%+95.8%
AEM AGNICO EAGLE MINES LTDMaterials121.1K$24.6M2.2%-27.4%
CAE CAE INCTechnology889.2K$23.2M2.1%+184.3%
SN SHARKNINJA INCIndustrials214.2K$22.7M2.0%+37.3%
TDY TELEDYNE TECHNOLOGIES INCTechnology33.6K$20.3M1.8%+64.0%
TD TORONTO-DOMINION BANKFinancials212.4K$19.8M1.8%-28.9%
LNG CHENIERE ENERGY INCUtilities69.3K$19.7M1.8%New
NXE NEXGEN ENERGY LTDMaterials1.7M$19.6M1.8%+10.2%
SII SPROTT INCFinancials127.9K$18.3M1.6%-14.8%
NI NISOURCE INCUtilities376.4K$17.6M1.6%New
AME AMETEK INCTechnology77.2K$16.5M1.5%+65.1%
LULU LULULEMON ATHLETICA INCOther97.1K$14.9M1.3%+55.9%
FIX COMFORT SYSTEMS USA INCIndustrials10.7K$14.8M1.3%-64.4%
FNV FRANCO-NEVADA CORPMaterials56.0K$13.8M1.2%+0.5%
DOO BRP INC/CA- SUB VOTINGIndustrials191.3K$13.7M1.2%-42.5%
RY ROYAL BANK OF CANADAFinancials83.1K$13.5M1.2%-25.1%
SXT SENSIENT TECHNOLOGIES CORPOther150.7K$13.0M1.2%+3.0%
MOD MODINE MANUFACTURING COIndustrials49.4K$10.7M1.0%New
AMAT APPLIED MATERIALS INCTechnology30.7K$10.5M0.9%New
RRX REGAL REXNORD CORPIndustrials55.1K$10.3M0.9%+2049.9%
AS AMER SPORTS INCOther312.5K$10.3M0.9%New
PWR QUANTA SERVICES INCIndustrials18.3K$10.1M0.9%-26.1%
COP CONOCOPHILLIPSEnergy75.0K$9.9M0.9%New
ETR ENTERGY CORPUtilities80.7K$9.1M0.8%New
CW CURTISS-WRIGHT CORPIndustrials13.3K$9.1M0.8%-65.6%
EQT EQT CORPEnergy130.0K$8.3M0.7%New
WRN WESTERN COPPER AND GOLD CORPMaterials3.1M$7.9M0.7%New
MTN VAIL RESORTS INCServices media56.7K$7.3M0.7%-63.8%
BC BRUNSWICK CORPIndustrials97.9K$7.1M0.6%New
AAPL APPLE INCTechnology27.7K$7.0M0.6%New
GIL GILDAN ACTIVEWEAR INCOther124.2K$6.9M0.6%-67.9%
CP CANADIAN PACIFIC KANSAS CITYIndustrials87.8K$6.9M0.6%-67.6%
GLW CORNING INCIndustrials48.7K$6.6M0.6%+132.4%
ATS ATS CORPIndustrials224.0K$6.3M0.6%New
OVV OVINTIV INCEnergy100.0K$5.9M0.5%New
STN STANTEC INCServices media64.7K$5.6M0.5%+0.2%
ALB ALBEMARLE CORPMaterials31.1K$5.6M0.5%-15.9%

13F filing history

PeriodFormFiledEntriesReported valueFlagsSource
Q1 202613F-HRMay 11, 2026127$2.63B canonicalSEC ↗
Q4 202513F-HRFeb 9, 2026152$2.97B canonicalSEC ↗
Q3 202513F-HRNov 10, 2025183$5.66B canonicalSEC ↗
Q2 202513F-HRAug 11, 2025155$3.76B canonicalSEC ↗
Q1 202513F-HRMay 13, 2025171$3.72B canonicalSEC ↗
Q4 202413F-HRFeb 12, 2025146$2.98B canonicalSEC ↗
Q3 202413F-HRNov 12, 2024137$5.07B canonicalSEC ↗
Q2 202413F-HRAug 12, 2024115$2.73B canonicalSEC ↗
Q1 202413F-HRMay 14, 2024146$3.34B canonicalSEC ↗