Meritage Group LP Quant / Systematic

CIK: 0001427119 · Show all filings

Period: Q3 2023 (← Previous) (Next →)

Filing Date: Nov 13, 2023

Total Value ($000): $4,212 (100.0% shares, 0.0% debt)

Holdings (50)

SPY SPDR S&P 500 ETF TR 13.2%

Value ($000) $556 Shares 1,300,000 Est. Cost $241.86 Unrealized —

GE GENERAL ELECTRIC CO 8.6%

Value ($000) $364 Shares 3,294,044 Est. Cost $74.60 Unrealized +18.9%

SHW SHERWIN WILLIAMS CO 6.8%

Value ($000) $288 Shares 1,127,988 Est. Cost $240.82 Unrealized +8.9%

PGR PROGRESSIVE CORP 6.6%

Value ($000) $278 Shares 1,993,833 Est. Cost $122.28 Unrealized -1.6%

WDAY WORKDAY INC 6.0%

Value ($000) $252 Shares 1,172,419 Est. Cost $175.29 Unrealized +32.3%

AMZN AMAZON COM INC 5.9%

Value ($000) $250 Shares 1,966,008 Est. Cost $126.29 Unrealized +6.1%

TDG TRANSDIGM GROUP INC 5.7%

Value ($000) $242 Shares 286,940 Est. Cost $256.43 Unrealized +192.4%

TRU TRANSUNION 5.5%

Value ($000) $231 Shares 3,214,884 Est. Cost $68.22 Unrealized +13.5%

UNP UNION PAC CORP 5.4%

Value ($000) $229 Shares 1,125,603 Est. Cost $187.00 Unrealized +10.2%

CRM SALESFORCE INC 5.0%

Value ($000) $211 Shares 1,038,493 Est. Cost $178.52 Unrealized +19.6%

ADI ANALOG DEVICES INC 4.6%

Value ($000) $195 Shares 1,112,889 Est. Cost $176.92 Unrealized +0.0%

AVTR AVANTOR INC 4.5%

Value ($000) $188 Shares 8,897,724 Est. Cost $21.39 Unrealized -0.6%

A AGILENT TECHNOLOGIES INC 4.4%

Value ($000) $184 Shares 1,649,411 Est. Cost $117.82 Unrealized 0.0%

CRL CHARLES RIV LABS INTL INC 4.1%

Value ($000) $173 Shares 883,633 Est. Cost $205.30 Unrealized 0.0%

ADSK AUTODESK INC 4.1%

Value ($000) $171 Shares 826,310 Est. Cost $210.13 Unrealized 0.0%

DHR DANAHER CORPORATION 2.8%

Value ($000) $117 Shares 473,031 Est. Cost $208.76 Unrealized +5.5%

PAYC PAYCOM SOFTWARE INC 2.5%

Value ($000) $104 Shares 400,356 Est. Cost $299.32 Unrealized 0.0%

BL BLACKLINE INC 1.4%

Value ($000) $60 Shares 1,073,201 Est. Cost $54.78 Unrealized 0.0%

NCNO NCINO INC 1.3%

Value ($000) $54 Shares 1,702,969 Est. Cost $26.36 Unrealized +17.1%

— PERIMETER SOLUTIONS SA 0.9%

Value ($000) $36 Shares 8,000,000 Est. Cost $13.89 Unrealized —

DLTR DOLLAR TREE INC 0.5%

Value ($000) $23 Shares 216,722 Est. Cost $154.85 Unrealized -13.5%

MKC MCCORMICK & CO INC 0.0%

Value ($000) $0 Shares 4,055 Est. Cost $73.67 Unrealized +6.7%

ALL ALLSTATE CORP 0.0%

Value ($000) $0 Shares 2,745 Est. Cost $116.00 Unrealized -10.7%

CLX CLOROX CO DEL 0.0%

Value ($000) $0 Shares 2,317 Est. Cost $139.91 Unrealized 0.0%

CHD CHURCH & DWIGHT CO INC 0.0%

Value ($000) $0 Shares 3,288 Est. Cost $93.12 Unrealized 0.0%

VRSK VERISK ANALYTICS INC 0.0%

Value ($000) $0 Shares 1,270 Est. Cost $172.18 Unrealized +34.8%

VRSN VERISIGN INC 0.0%

Value ($000) $0 Shares 1,474 Est. Cost $205.06 Unrealized +0.4%

LUV SOUTHWEST AIRLS CO 0.0%

Value ($000) $0 Shares 10,944 Est. Cost $32.64 Unrealized -5.4%

TYL TYLER TECHNOLOGIES INC 0.0%

Value ($000) $0 Shares 739 Est. Cost $338.67 Unrealized +15.9%

MKTX MARKETAXESS HLDGS INC 0.0%

Value ($000) $0 Shares 1,319 Est. Cost $254.75 Unrealized -8.3%

NTRS NORTHERN TR CORP 0.0%

Value ($000) $0 Shares 4,001 Est. Cost $70.33 Unrealized -0.6%

LYV LIVE NATION ENTERTAINMENT IN 0.0%

Value ($000) $0 Shares 3,338 Est. Cost $78.90 Unrealized +10.4%

XEL XCEL ENERGY INC 0.0%

Value ($000) $0 Shares 4,681 Est. Cost $58.52 Unrealized -5.7%

CHRW C H ROBINSON WORLDWIDE INC 0.0%

Value ($000) $0 Shares 3,018 Est. Cost $87.84 Unrealized 0.0%

META META PLATFORMS INC 0.0%

Value ($000) $0 Shares 863 Est. Cost $299.21 Unrealized 0.0%

BKR BAKER HUGHES COMPANY 0.0%

Value ($000) $0 Shares 7,238 Est. Cost $26.05 Unrealized +28.7%

CINF CINCINNATI FINL CORP 0.0%

Value ($000) $0 Shares 2,490 Est. Cost $96.44 Unrealized +2.0%

NEM NEWMONT CORP 0.0%

Value ($000) $0 Shares 6,517 Est. Cost $41.34 Unrealized -7.3%

KIM KIMCO RLTY CORP 0.0%

Value ($000) $0 Shares 13,642 Est. Cost $17.85 Unrealized -3.3%

IT GARTNER INC 0.0%

Value ($000) $0 Shares 697 Est. Cost $330.57 Unrealized +5.5%

FTNT FORTINET INC 0.0%

Value ($000) $0 Shares 4,014 Est. Cost $54.41 Unrealized +21.7%

HSY HERSHEY CO 0.0%

Value ($000) $0 Shares 1,176 Est. Cost $208.68 Unrealized 0.0%

MSCI MSCI INC 0.0%

Value ($000) $0 Shares 454 Est. Cost $473.00 Unrealized +8.0%

BK BANK NEW YORK MELLON CORP 0.0%

Value ($000) $0 Shares 5,398 Est. Cost $39.91 Unrealized +4.8%

KMX CARMAX INC 0.0%

Value ($000) $0 Shares 3,243 Est. Cost $73.96 Unrealized +10.7%

KMB KIMBERLY-CLARK CORP 0.0%

Value ($000) $0 Shares 1,888 Est. Cost $117.75 Unrealized 0.0%

BBWI BATH & BODY WORKS INC 0.0%

Value ($000) $0 Shares 6,751 Est. Cost $33.85 Unrealized 0.0%

GOOG ALPHABET INC 0.0%

Value ($000) $0 Shares 1,712 Est. Cost $107.81 Unrealized +19.7%

TER TERADYNE INC 0.0%

Value ($000) $0 Shares 2,107 Est. Cost $99.13 Unrealized +5.3%

GOOGL ALPHABET INC 0.0%

Value ($000) $0 Shares 302 Est. Cost $125.55 Unrealized +2.3%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	1,300,000	$556	13.2%	$241.86	—	Put	78462F103
GE	GENERAL ELECTRIC CO	3,294,044	$364	8.6%	$74.60	+18.9%	COM NEW	369604301
SHW	SHERWIN WILLIAMS CO	1,127,988	$288	6.8%	$240.82	+8.9%	COM	824348106
PGR	PROGRESSIVE CORP	1,993,833	$278	6.6%	$122.28	-1.6%	COM	743315103
WDAY	WORKDAY INC	1,172,419	$252	6.0%	$175.29	+32.3%	CL A	98138H101
AMZN	AMAZON COM INC	1,966,008	$250	5.9%	$126.29	+6.1%	COM	023135106
TDG	TRANSDIGM GROUP INC	286,940	$242	5.7%	$256.43	+192.4%	COM	893641100
TRU	TRANSUNION	3,214,884	$231	5.5%	$68.22	+13.5%	COM	89400J107
UNP	UNION PAC CORP	1,125,603	$229	5.4%	$187.00	+10.2%	COM	907818108
CRM	SALESFORCE INC	1,038,493	$211	5.0%	$178.52	+19.6%	COM	79466L302
ADI	ANALOG DEVICES INC	1,112,889	$195	4.6%	$176.92	+0.0%	COM	032654105
AVTR	AVANTOR INC	8,897,724	$188	4.5%	$21.39	-0.6%	COM	05352A100
A	AGILENT TECHNOLOGIES INC	1,649,411	$184	4.4%	$117.82	0.0%	COM	00846U101
CRL	CHARLES RIV LABS INTL INC	883,633	$173	4.1%	$205.30	0.0%	COM	159864107
ADSK	AUTODESK INC	826,310	$171	4.1%	$210.13	0.0%	COM	052769106
DHR	DANAHER CORPORATION	473,031	$117	2.8%	$208.76	+5.5%	COM	235851102
PAYC	PAYCOM SOFTWARE INC	400,356	$104	2.5%	$299.32	0.0%	COM	70432V102
BL	BLACKLINE INC	1,073,201	$60	1.4%	$54.78	0.0%	COM	09239B109
NCNO	NCINO INC	1,702,969	$54	1.3%	$26.36	+17.1%	COM	63947X101
—	PERIMETER SOLUTIONS SA	8,000,000	$36	0.9%	$13.89	—	COMMON STOCK	L7579L106
DLTR	DOLLAR TREE INC	216,722	$23	0.5%	$154.85	-13.5%	COM	256746108
MKC	MCCORMICK & CO INC	4,055	$0	0.0%	$73.67	+6.7%	COM NON VTG	579780206
ALL	ALLSTATE CORP	2,745	$0	0.0%	$116.00	-10.7%	COM	020002101
CLX	CLOROX CO DEL	2,317	$0	0.0%	$139.91	0.0%	COM	189054109
CHD	CHURCH & DWIGHT CO INC	3,288	$0	0.0%	$93.12	0.0%	COM	171340102
VRSK	VERISK ANALYTICS INC	1,270	$0	0.0%	$172.18	+34.8%	COM	92345Y106
VRSN	VERISIGN INC	1,474	$0	0.0%	$205.06	+0.4%	COM	92343E102
LUV	SOUTHWEST AIRLS CO	10,944	$0	0.0%	$32.64	-5.4%	COM	844741108
TYL	TYLER TECHNOLOGIES INC	739	$0	0.0%	$338.67	+15.9%	COM	902252105
MKTX	MARKETAXESS HLDGS INC	1,319	$0	0.0%	$254.75	-8.3%	COM	57060D108
NTRS	NORTHERN TR CORP	4,001	$0	0.0%	$70.33	-0.6%	COM	665859104
LYV	LIVE NATION ENTERTAINMENT IN	3,338	$0	0.0%	$78.90	+10.4%	COM	538034109
XEL	XCEL ENERGY INC	4,681	$0	0.0%	$58.52	-5.7%	COM	98389B100
CHRW	C H ROBINSON WORLDWIDE INC	3,018	$0	0.0%	$87.84	0.0%	COM NEW	12541W209
META	META PLATFORMS INC	863	$0	0.0%	$299.21	0.0%	CL A	30303M102
BKR	BAKER HUGHES COMPANY	7,238	$0	0.0%	$26.05	+28.7%	CL A	05722G100
CINF	CINCINNATI FINL CORP	2,490	$0	0.0%	$96.44	+2.0%	COM	172062101
NEM	NEWMONT CORP	6,517	$0	0.0%	$41.34	-7.3%	COM	651639106
KIM	KIMCO RLTY CORP	13,642	$0	0.0%	$17.85	-3.3%	COM	49446R109
IT	GARTNER INC	697	$0	0.0%	$330.57	+5.5%	COM	366651107
FTNT	FORTINET INC	4,014	$0	0.0%	$54.41	+21.7%	COM	34959E109
HSY	HERSHEY CO	1,176	$0	0.0%	$208.68	0.0%	COM	427866108
MSCI	MSCI INC	454	$0	0.0%	$473.00	+8.0%	COM	55354G100
BK	BANK NEW YORK MELLON CORP	5,398	$0	0.0%	$39.91	+4.8%	COM	064058100
KMX	CARMAX INC	3,243	$0	0.0%	$73.96	+10.7%	COM	143130102
KMB	KIMBERLY-CLARK CORP	1,888	$0	0.0%	$117.75	0.0%	COM	494368103
BBWI	BATH & BODY WORKS INC	6,751	$0	0.0%	$33.85	0.0%	COM	070830104
GOOG	ALPHABET INC	1,712	$0	0.0%	$107.81	+19.7%	CAP STK CL C	02079K107
TER	TERADYNE INC	2,107	$0	0.0%	$99.13	+5.3%	COM	880770102
GOOGL	ALPHABET INC	302	$0	0.0%	$125.55	+2.3%	CAP STK CL A	02079K305