SAMLYN CAPITAL, LLC Quant / Systematic

CIK: 0001421097 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Aug 15, 2016

Total Value ($000): $4,188,700 (100.0% shares, 0.0% debt)

Holdings (110)

ARMK ARAMARK 5.6%
Value ($000) $233,157 Shares 6,976,599 Est. Cost $19.20 Unrealized +11.4%
JPMORGAN CHASE & CO 3.8%
Value ($000) $159,050 Shares 5,000,000 Est. Cost Unrealized
ALLERGAN PLC 3.6%
Value ($000) $150,277 Shares 650,295 Est. Cost $276.43 Unrealized
STZ CONSTELLATION BRANDS INC 3.3%
Value ($000) $140,239 Shares 847,879 Est. Cost $92.70 Unrealized +46.2%
BIIB BIOGEN INC 3.1%
Value ($000) $128,388 Shares 530,927 Est. Cost $289.29 Unrealized -8.9%
APD AIR PRODS & CHEMS INC 2.5%
Value ($000) $106,047 Shares 746,600 Est. Cost $87.33 Unrealized +20.1%
CORELOGIC INC 2.2%
Value ($000) $94,033 Shares 2,443,689 Est. Cost $28.44 Unrealized
VLO VALERO ENERGY CORP NEW 2.2%
Value ($000) $93,426 Shares 1,831,866 Est. Cost $38.56 Unrealized -0.2%
ENVISION HEALTHCARE HLDGS IN 2.2%
Value ($000) $91,352 Shares 3,600,797 Est. Cost $31.22 Unrealized
UNH UNITEDHEALTH GROUP INC 2.1%
Value ($000) $87,536 Shares 619,943 Est. Cost $99.50 Unrealized +14.7%
HDB HDFC BANK LTD 2.0%
Value ($000) $85,750 Shares 1,292,398 Est. Cost $57.69 Unrealized
AETNA INC NEW 2.0%
Value ($000) $82,947 Shares 679,170 Est. Cost $108.20 Unrealized
E M C CORP MASS 1.8%
Value ($000) $76,529 Shares 2,816,665 Est. Cost $26.65 Unrealized
ALLERGAN PLC 1.8%
Value ($000) $75,104 Shares 325,000 Est. Cost $276.43 Unrealized
LABORATORY CORP AMER HLDGS 1.8%
Value ($000) $73,997 Shares 568,029 Est. Cost $114.99 Unrealized
ALL ALLSTATE CORP 1.8%
Value ($000) $73,980 Shares 1,057,607 Est. Cost $46.39 Unrealized +16.6%
NORTHSTAR ASSET MGMT GROUP I 1.7%
Value ($000) $73,044 Shares 7,154,127 Est. Cost $18.00 Unrealized
AMZN AMAZON COM INC 1.7%
Value ($000) $72,560 Shares 101,395 Est. Cost $28.44 Unrealized +18.9%
MEOH METHANEX CORP 1.6%
Value ($000) $66,992 Shares 2,302,158 Est. Cost $50.56 Unrealized -36.8%
SANTANDER CONSUMER USA HDG I 1.6%
Value ($000) $66,082 Shares 6,397,120 Est. Cost $14.02 Unrealized
ULTA ULTA SALON COSMETCS & FRAG I 1.6%
Value ($000) $65,832 Shares 270,205 Est. Cost $217.71 Unrealized 0.0%
EXPE EXPEDIA INC DEL 1.6%
Value ($000) $65,769 Shares 618,703 Est. Cost $105.93 Unrealized -2.2%
MCK MCKESSON CORP 1.6%
Value ($000) $65,471 Shares 350,767 Est. Cost $184.98 Unrealized -12.1%
RACE FERRARI N V 1.6%
Value ($000) $65,150 Shares 1,591,744 Est. Cost $40.72 Unrealized +4.3%
KATE SPADE & CO 1.4%
Value ($000) $58,608 Shares 2,843,657 Est. Cost $30.11 Unrealized
SENSATA TECHNOLOGIES HLDG NV 1.4%
Value ($000) $57,554 Shares 1,649,590 Est. Cost $40.79 Unrealized
SBUX STARBUCKS CORP 1.3%
Value ($000) $56,468 Shares 988,589 Est. Cost $47.24 Unrealized -1.7%
EA ELECTRONIC ARTS INC 1.3%
Value ($000) $54,960 Shares 725,445 Est. Cost $68.44 Unrealized 0.0%
KELLOGG CO 1.3%
Value ($000) $52,820 Shares 646,900 Est. Cost $50.93 Unrealized 0.0%
HCA HCA HOLDINGS INC 1.2%
Value ($000) $49,143 Shares 638,141 Est. Cost $73.38 Unrealized 0.0%
FOREST CITY RLTY TR INC 1.2%
Value ($000) $48,234 Shares 2,162,000 Est. Cost $21.09 Unrealized
CL COLGATE PALMOLIVE CO 1.1%
Value ($000) $47,580 Shares 650,000 Est. Cost Unrealized
XL GROUP PLC 1.1%
Value ($000) $46,458 Shares 1,394,702 Est. Cost $36.62 Unrealized
CRI CARTER INC 1.1%
Value ($000) $45,977 Shares 431,831 Est. Cost $79.60 Unrealized 0.0%
SVB FINL GROUP 1.1%
Value ($000) $45,213 Shares 475,123 Est. Cost $95.16 Unrealized
AWI ARMSTRONG WORLD INDS INC NEW 1.1%
Value ($000) $44,004 Shares 1,124,000 Est. Cost $45.56 Unrealized -16.3%
MCD MCDONALDS CORP 1.0%
Value ($000) $43,185 Shares 358,866 Est. Cost $75.34 Unrealized +31.6%
KEY KEYCORP NEW 1.0%
Value ($000) $42,826 Shares 3,875,606 Est. Cost $8.16 Unrealized -2.1%
VRTX VERTEX PHARMACEUTICALS INC 1.0%
Value ($000) $42,216 Shares 490,770 Est. Cost $109.19 Unrealized -20.9%
HPE HEWLETT PACKARD ENTERPRISE C 1.0%
Value ($000) $41,910 Shares 2,293,888 Est. Cost $6.50 Unrealized +19.4%
PTC PTC INC 1.0%
Value ($000) $41,461 Shares 1,103,268 Est. Cost $35.83 Unrealized 0.0%
CHTR CHARTER COMMUNICATIONS INC N 1.0%
Value ($000) $40,663 Shares 177,846 Est. Cost $214.89 Unrealized 0.0%
KR KROGER CO 0.9%
Value ($000) $37,725 Shares 1,025,405 Est. Cost $29.55 Unrealized 0.0%
BROADCOM LTD 0.9%
Value ($000) $36,832 Shares 237,010 Est. Cost $154.50 Unrealized
MRK MERCK & CO INC 0.9%
Value ($000) $36,644 Shares 636,058 Est. Cost $36.03 Unrealized +9.6%
CAG CONAGRA FOODS INC 0.9%
Value ($000) $36,360 Shares 760,500 Est. Cost $23.25 Unrealized +9.0%
FIVE FIVE BELOW INC 0.9%
Value ($000) $36,141 Shares 778,721 Est. Cost $41.80 Unrealized 0.0%
PHH CORP 0.8%
Value ($000) $34,754 Shares 2,609,156 Est. Cost $14.12 Unrealized
RESTORATION HARDWARE HLDGS I 0.8%
Value ($000) $34,356 Shares 1,197,906 Est. Cost $28.68 Unrealized
WCN WASTE CONNECTIONS INC 0.8%
Value ($000) $33,940 Shares 471,064 Est. Cost $42.53 Unrealized 0.0%
KLX INC 0.8%
Value ($000) $33,025 Shares 1,065,324 Est. Cost $38.98 Unrealized
ZELTIQ AESTHETICS INC 0.8%
Value ($000) $32,122 Shares 1,175,352 Est. Cost $27.17 Unrealized
TESORO CORP 0.8%
Value ($000) $32,066 Shares 428,000 Est. Cost $74.92 Unrealized
AMSURG CORP 0.8%
Value ($000) $32,065 Shares 413,522 Est. Cost $77.54 Unrealized
BAP CREDICORP LTD 0.7%
Value ($000) $28,181 Shares 182,600 Est. Cost $85.00 Unrealized +31.8%
HD SUPPLY HLDGS INC 0.6%
Value ($000) $27,160 Shares 780,000 Est. Cost $25.95 Unrealized
ENERGEN CORP 0.6%
Value ($000) $25,526 Shares 529,474 Est. Cost $48.21 Unrealized
SF STIFEL FINL CORP 0.6%
Value ($000) $23,069 Shares 733,500 Est. Cost $19.75 Unrealized 0.0%
NOMD NOMAD HLDGS LTD 0.6%
Value ($000) $23,055 Shares 2,889,131 Est. Cost $8.86 Unrealized -0.5%
STATE BK FINL CORP 0.5%
Value ($000) $22,385 Shares 1,100,000 Est. Cost $15.03 Unrealized
AIG AMERICAN INTL GROUP INC 0.5%
Value ($000) $20,897 Shares 395,100 Est. Cost $42.10 Unrealized +2.8%
NORTHSTAR REALTY EUROPE CORP 0.5%
Value ($000) $20,840 Shares 2,252,999 Est. Cost $11.14 Unrealized
HSY HERSHEY CO 0.5%
Value ($000) $20,791 Shares 183,200 Est. Cost $74.40 Unrealized 0.0%
ORLY O REILLY AUTOMOTIVE INC NEW 0.5%
Value ($000) $20,386 Shares 75,200 Est. Cost $17.08 Unrealized +3.5%
SONIC CORP 0.5%
Value ($000) $18,873 Shares 697,700 Est. Cost $27.05 Unrealized
CTSH COGNIZANT TECHNOLOGY SOLUTIO 0.4%
Value ($000) $18,769 Shares 327,900 Est. Cost $53.57 Unrealized 0.0%
MPC MARATHON PETE CORP 0.4%
Value ($000) $18,392 Shares 484,514 Est. Cost $38.07 Unrealized -28.5%
CSRA INC 0.4%
Value ($000) $16,823 Shares 718,000 Est. Cost $26.51 Unrealized
DG DOLLAR GEN CORP NEW 0.4%
Value ($000) $15,616 Shares 166,134 Est. Cost $76.16 Unrealized 0.0%
W WAYFAIR INC 0.4%
Value ($000) $15,449 Shares 396,111 Est. Cost $41.41 Unrealized -3.7%
RF REGIONS FINL CORP NEW 0.3%
Value ($000) $14,467 Shares 1,700,000 Est. Cost $6.26 Unrealized +2.1%
DKS DICKS SPORTING GOODS INC 0.3%
Value ($000) $14,441 Shares 320,482 Est. Cost $33.28 Unrealized 0.0%
ORCL ORACLE CORP 0.3%
Value ($000) $14,158 Shares 345,900 Est. Cost $34.58 Unrealized 0.0%
RSP PERMIAN INC 0.3%
Value ($000) $13,957 Shares 400,024 Est. Cost $34.89 Unrealized
PIONEER NAT RES CO 0.3%
Value ($000) $13,519 Shares 89,411 Est. Cost $151.20 Unrealized
WMT WAL-MART STORES INC 0.3%
Value ($000) $13,378 Shares 183,206 Est. Cost $19.52 Unrealized 0.0%
SLB SCHLUMBERGER LTD 0.3%
Value ($000) $12,669 Shares 160,200 Est. Cost $58.24 Unrealized 0.0%
LIBERTY GLOBAL PLC 0.3%
Value ($000) $12,012 Shares 369,700 Est. Cost $32.49 Unrealized
GAP GAP INC DEL 0.3%
Value ($000) $11,105 Shares 523,336 Est. Cost $18.49 Unrealized -18.3%
PENNEY J C INC 0.3%
Value ($000) $10,510 Shares 1,183,644 Est. Cost $8.88 Unrealized
MMM 3M CO 0.3%
Value ($000) $10,507 Shares 60,000 Est. Cost Unrealized
BA BOEING CO 0.2%
Value ($000) $10,000 Shares 77,000 Est. Cost Unrealized
CLOVIS ONCOLOGY INC 0.2%
Value ($000) $9,308 Shares 678,410 Est. Cost $13.72 Unrealized
KMX CARMAX INC 0.2%
Value ($000) $8,875 Shares 181,007 Est. Cost $51.36 Unrealized 0.0%
TJX TJX COS INC NEW 0.2%
Value ($000) $7,881 Shares 102,052 Est. Cost $33.34 Unrealized 0.0%
LOW LOWES COS INC 0.2%
Value ($000) $7,641 Shares 96,510 Est. Cost $64.80 Unrealized 0.0%
NBIX NEUROCRINE BIOSCIENCES INC 0.2%
Value ($000) $7,636 Shares 168,000 Est. Cost $46.04 Unrealized 0.0%
SIX FLAGS ENTMT CORP NEW 0.2%
Value ($000) $7,332 Shares 126,536 Est. Cost $57.94 Unrealized
BIIB BIOGEN INC 0.2%
Value ($000) $7,255 Shares 30,000 Est. Cost $289.29 Unrealized -8.9%
WHOLE FOODS MKT INC 0.2%
Value ($000) $6,422 Shares 200,550 Est. Cost $32.02 Unrealized
SSTK SHUTTERSTOCK INC 0.2%
Value ($000) $6,320 Shares 138,000 Est. Cost $32.62 Unrealized +26.6%
TGT TARGET CORP 0.1%
Value ($000) $5,679 Shares 81,331 Est. Cost $56.11 Unrealized 0.0%
LULU LULULEMON ATHLETICA INC 0.1%
Value ($000) $5,400 Shares 73,121 Est. Cost $66.33 Unrealized 0.0%
MGM GROWTH PPTYS LLC 0.1%
Value ($000) $5,336 Shares 200,000 Est. Cost $26.68 Unrealized
SHOO MADDEN STEVEN LTD 0.1%
Value ($000) $4,662 Shares 136,396 Est. Cost $19.85 Unrealized 0.0%
DPZ DOMINOS PIZZA INC 0.1%
Value ($000) $4,590 Shares 34,940 Est. Cost $114.20 Unrealized 0.0%
PCAR PACCAR INC 0.1%
Value ($000) $4,280 Shares 82,500 Est. Cost Unrealized
META FACEBOOK INC 0.1%
Value ($000) $4,209 Shares 36,838 Est. Cost $104.78 Unrealized +9.2%
COLM COLUMBIA SPORTSWEAR CO 0.1%
Value ($000) $4,193 Shares 72,870 Est. Cost $50.97 Unrealized 0.0%
UAA UNDER ARMOUR INC 0.1%
Value ($000) $4,155 Shares 103,558 Est. Cost $39.94 Unrealized 0.0%
JACK JACK IN THE BOX INC 0.1%
Value ($000) $4,114 Shares 47,883 Est. Cost $75.50 Unrealized 0.0%
COACH INC 0.1%
Value ($000) $3,696 Shares 90,738 Est. Cost $40.73 Unrealized
M MACYS INC 0.1%
Value ($000) $2,819 Shares 83,870 Est. Cost $35.81 Unrealized 0.0%
OREXIGEN THERAPEUTICS INC 0.1%
Value ($000) $2,649 Shares 6,160,417 Est. Cost $5.09 Unrealized
TSCO TRACTOR SUPPLY CO 0.1%
Value ($000) $2,479 Shares 27,194 Est. Cost $16.03 Unrealized 0.0%
TWITTER INC 0.1%
Value ($000) $2,183 Shares 129,067 Est. Cost $16.91 Unrealized
CAR AVIS BUDGET GROUP 0.0%
Value ($000) $1,811 Shares 56,200 Est. Cost $26.25 Unrealized 0.0%
PLCE CHILDRENS PL INC 0.0%
Value ($000) $1,480 Shares 18,460 Est. Cost $75.27 Unrealized 0.0%
CALIFORNIA RES CORP 0.0%
Value ($000) $1,220 Shares 100,000 Est. Cost $12.20 Unrealized
WMIH CORP 0.0%
Value ($000) $118 Shares 53,420 Est. Cost $2.60 Unrealized