Meritage Group LP Quant / Systematic

Location: San Francisco, CA

CIK: 0001427119 · Show all filings

Period: Q3 2014 (← Previous) (Next →)

Filing Date: Oct 16, 2014

Total Value: $5.209B (100.0% shares, 0.0% debt)

Holdings (34)

SPY SPDR S&P 500 ETF TR 12.5%

Value $650M Shares 3,300,000 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 12.1%

Value $632M Shares 3,209,800 Est. Cost — Unrealized —

AAPL APPLE INC 5.2%

Value $272M Shares 2,697,163 Est. Cost $18.36 Unrealized +17.8%

— CANADIAN PAC RY LTD 5.0%

Value $259M Shares 1,247,703 Est. Cost $121.42 Unrealized —

— DISCOVERY COMMUNICATNS NEW 4.5%

Value $237M Shares 6,356,536 Est. Cost $50.88 Unrealized —

DG DOLLAR GEN CORP NEW 4.4%

Value $228M Shares 3,734,010 Est. Cost $50.91 Unrealized +2.3%

SBH SALLY BEAUTY HLDGS INC 4.1%

Value $215M Shares 7,855,589 Est. Cost $29.24 Unrealized -9.3%

V VISA INC 4.0%

Value $208M Shares 975,959 Est. Cost $48.17 Unrealized +3.0%

— VALEANT PHARMACEUTICALS INTL 4.0%

Value $208M Shares 1,581,651 Est. Cost $97.45 Unrealized —

— MCGRAW HILL FINL INC 3.9%

Value $205M Shares 2,433,333 Est. Cost $77.66 Unrealized —

ICE INTERCONTINENTAL EXCHANGE IN 3.9%

Value $203M Shares 1,039,616 Est. Cost $35.28 Unrealized -6.0%

FISV FISERV INC 3.7%

Value $192M Shares 2,964,286 Est. Cost $23.42 Unrealized +34.9%

— TWENTY FIRST CENTY FOX INC 3.4%

Value $179M Shares 5,232,639 Est. Cost $33.20 Unrealized —

AMT AMERICAN TOWER CORP NEW 3.4%

Value $175M Shares 1,868,197 Est. Cost $61.59 Unrealized +17.8%

DLTR DOLLAR TREE INC 2.6%

Value $135M Shares 2,401,438 Est. Cost $48.73 Unrealized +13.1%

MCO MOODYS CORP 2.4%

Value $125M Shares 1,325,414 Est. Cost $62.38 Unrealized +30.8%

BIDU BAIDU INC 2.4%

Value $124M Shares 567,225 Est. Cost $153.81 Unrealized —

— CHARTER COMMUNICATIONS INC D 2.1%

Value $112M Shares 737,462 Est. Cost $151.37 Unrealized —

— WALGREEN CO 2.0%

Value $102M Shares 1,716,061 Est. Cost $63.54 Unrealized —

— DISCOVERY COMMUNICATNS NEW 1.9%

Value $101M Shares 2,673,511 Est. Cost $69.55 Unrealized —

GLD SPDR GOLD TRUST 1.8%

Value $94.82M Shares 815,900 Est. Cost — Unrealized —

DNOW NOW INC 1.7%

Value $87.94M Shares 2,891,816 Est. Cost $33.30 Unrealized -1.7%

CRI CARTER INC 1.6%

Value $82.36M Shares 1,062,479 Est. Cost $54.10 Unrealized +8.3%

— ALLERGAN INC 1.5%

Value $75.56M Shares 424,030 Est. Cost $178.19 Unrealized —

— NORTHSTAR ASSET MGMT GROUP I 1.4%

Value $75.06M Shares 4,074,851 Est. Cost $18.42 Unrealized —

INTC INTEL CORP 1.4%

Value $70.66M Shares 2,029,400 Est. Cost — Unrealized —

— ULTRA PETROLEUM CORP 1.1%

Value $56.79M Shares 2,441,565 Est. Cost $20.57 Unrealized —

EEM ISHARES TR 0.7%

Value $37.4M Shares 900,000 Est. Cost — Unrealized —

EEM ISHARES TR 0.7%

Value $35.2M Shares 847,100 Est. Cost — Unrealized —

— SANDISK CORP 0.1%

Value $7.66M Shares 78,200 Est. Cost — Unrealized —

UAL UNITED CONTL HLDGS INC 0.1%

Value $6.773M Shares 144,751 Est. Cost $46.41 Unrealized 0.0%

AAL AMERICAN AIRLS GROUP INC 0.1%

Value $6.039M Shares 170,196 Est. Cost $37.15 Unrealized 0.0%

JBLU JETBLUE AIRWAYS CORP 0.1%

Value $5.948M Shares 560,034 Est. Cost $11.42 Unrealized 0.0%

FANG DIAMONDBACK ENERGY INC 0.1%

Value $5.19M Shares 69,400 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	3,300,000	$650M	12.5%	—	—	Put	78462F103
SPY	SPDR S&P 500 ETF TR	3,209,800	$632M	12.1%	—	—	Call	78462F103
AAPL	APPLE INC	2,697,163	$272M	5.2%	$18.36	+17.8%	COM	037833100
—	CANADIAN PAC RY LTD	1,247,703	$259M	5.0%	$121.42	—	COM	13645T100
—	DISCOVERY COMMUNICATNS NEW	6,356,536	$237M	4.5%	$50.88	—	COM SER C	25470F302
DG	DOLLAR GEN CORP NEW	3,734,010	$228M	4.4%	$50.91	+2.3%	COM	256677105
SBH	SALLY BEAUTY HLDGS INC	7,855,589	$215M	4.1%	$29.24	-9.3%	COM	79546E104
V	VISA INC	975,959	$208M	4.0%	$48.17	+3.0%	COM CL A	92826C839
—	VALEANT PHARMACEUTICALS INTL	1,581,651	$208M	4.0%	$97.45	—	COM	91911K102
—	MCGRAW HILL FINL INC	2,433,333	$205M	3.9%	$77.66	—	COM	580645109
ICE	INTERCONTINENTAL EXCHANGE IN	1,039,616	$203M	3.9%	$35.28	-6.0%	COM	45866F104
FISV	FISERV INC	2,964,286	$192M	3.7%	$23.42	+34.9%	COM	337738108
—	TWENTY FIRST CENTY FOX INC	5,232,639	$179M	3.4%	$33.20	—	CL A	90130A101
AMT	AMERICAN TOWER CORP NEW	1,868,197	$175M	3.4%	$61.59	+17.8%	COM	03027X100
DLTR	DOLLAR TREE INC	2,401,438	$135M	2.6%	$48.73	+13.1%	COM	256746108
MCO	MOODYS CORP	1,325,414	$125M	2.4%	$62.38	+30.8%	COM	615369105
BIDU	BAIDU INC	567,225	$124M	2.4%	$153.81	—	SPON ADR REP A	056752108
—	CHARTER COMMUNICATIONS INC D	737,462	$112M	2.1%	$151.37	—	CL A NEW	16117M305
—	WALGREEN CO	1,716,061	$102M	2.0%	$63.54	—	COM	931422109
—	DISCOVERY COMMUNICATNS NEW	2,673,511	$101M	1.9%	$69.55	—	COM SER A	25470F104
GLD	SPDR GOLD TRUST	815,900	$94.82M	1.8%	—	—	Call	78463V107
DNOW	NOW INC	2,891,816	$87.94M	1.7%	$33.30	-1.7%	COM	67011P100
CRI	CARTER INC	1,062,479	$82.36M	1.6%	$54.10	+8.3%	COM	146229109
—	ALLERGAN INC	424,030	$75.56M	1.5%	$178.19	—	COM	018490102
—	NORTHSTAR ASSET MGMT GROUP I	4,074,851	$75.06M	1.4%	$18.42	—	COM	66705Y104
INTC	INTEL CORP	2,029,400	$70.66M	1.4%	—	—	Put	458140100
—	ULTRA PETROLEUM CORP	2,441,565	$56.79M	1.1%	$20.57	—	COM	903914109
EEM	ISHARES TR	900,000	$37.4M	0.7%	—	—	Call	464287234
EEM	ISHARES TR	847,100	$35.2M	0.7%	—	—	Put	464287234
—	SANDISK CORP	78,200	$7.66M	0.1%	—	—	Call	80004C101
UAL	UNITED CONTL HLDGS INC	144,751	$6.773M	0.1%	$46.41	0.0%	COM	910047109
AAL	AMERICAN AIRLS GROUP INC	170,196	$6.039M	0.1%	$37.15	0.0%	COM	02376R102
JBLU	JETBLUE AIRWAYS CORP	560,034	$5.948M	0.1%	$11.42	0.0%	COM	477143101
FANG	DIAMONDBACK ENERGY INC	69,400	$5.19M	0.1%	—	—	Put	25278X109