SAMLYN CAPITAL, LLC Quant / Systematic

CIK: 0001421097 · Show all filings

Period: Q3 2016 (← Previous) (Next →)

Filing Date: Nov 14, 2016

Total Value ($000): $4,200,957 (100.0% shares, 0.0% debt)

Holdings (112)

ARMK ARAMARK 4.9%
Value ($000) $203,850 Shares 5,360,248 Est. Cost $19.20 Unrealized +22.6%
STZ CONSTELLATION BRANDS INC 3.6%
Value ($000) $153,156 Shares 919,910 Est. Cost $96.64 Unrealized +48.0%
MA MASTERCARD INCORPORATED 2.8%
Value ($000) $119,438 Shares 1,173,600 Est. Cost $90.84 Unrealized 0.0%
BIIB BIOGEN INC 2.8%
Value ($000) $119,422 Shares 381,502 Est. Cost $289.29 Unrealized +2.4%
UNH UNITEDHEALTH GROUP INC 2.4%
Value ($000) $102,376 Shares 731,255 Est. Cost $102.70 Unrealized +17.4%
ALLERGAN PLC 2.3%
Value ($000) $97,790 Shares 424,600 Est. Cost $276.43 Unrealized
KELLOGG CO 2.2%
Value ($000) $91,678 Shares 1,183,400 Est. Cost $52.62 Unrealized +3.9%
APD AIR PRODS & CHEMS INC 2.2%
Value ($000) $91,377 Shares 607,800 Est. Cost $87.33 Unrealized +25.9%
HDB HDFC BANK LTD 2.1%
Value ($000) $89,790 Shares 1,249,000 Est. Cost $57.69 Unrealized
RACE FERRARI N V 2.1%
Value ($000) $87,009 Shares 1,677,444 Est. Cost $41.02 Unrealized +13.6%
VLO VALERO ENERGY CORP NEW 2.0%
Value ($000) $82,158 Shares 1,550,146 Est. Cost $38.56 Unrealized -4.7%
AMZN AMAZON COM INC 1.9%
Value ($000) $79,830 Shares 95,341 Est. Cost $28.44 Unrealized +34.6%
ULTA ULTA SALON COSMETCS & FRAG I 1.9%
Value ($000) $78,677 Shares 330,603 Est. Cost $224.10 Unrealized +12.8%
BAC BANK AMER CORP 1.8%
Value ($000) $74,759 Shares 4,776,904 Est. Cost $12.07 Unrealized 0.0%
LABORATORY CORP AMER HLDGS 1.7%
Value ($000) $73,490 Shares 534,549 Est. Cost $114.99 Unrealized
ALL ALLSTATE CORP 1.7%
Value ($000) $73,165 Shares 1,057,607 Est. Cost $46.39 Unrealized +20.5%
CNQ CANADIAN NAT RES LTD 1.7%
Value ($000) $72,648 Shares 2,267,400 Est. Cost $10.04 Unrealized 0.0%
DELL TECHNOLOGIES INC 1.6%
Value ($000) $69,305 Shares 1,449,892 Est. Cost $47.80 Unrealized
CORELOGIC INC 1.6%
Value ($000) $68,762 Shares 1,753,236 Est. Cost $28.44 Unrealized
FOOT LOCKER INC 1.5%
Value ($000) $62,505 Shares 923,003 Est. Cost $67.72 Unrealized
TESORO CORP 1.4%
Value ($000) $59,304 Shares 745,400 Est. Cost $76.90 Unrealized
AMSURG CORP 1.3%
Value ($000) $55,966 Shares 834,700 Est. Cost $72.25 Unrealized
BURL BURLINGTON STORES INC 1.3%
Value ($000) $53,662 Shares 662,337 Est. Cost $77.34 Unrealized 0.0%
CAG CONAGRA FOODS INC 1.2%
Value ($000) $52,292 Shares 1,110,000 Est. Cost $23.25 Unrealized +10.3%
WCN WASTE CONNECTIONS INC 1.2%
Value ($000) $50,369 Shares 674,291 Est. Cost $43.94 Unrealized +7.5%
BROADCOM LTD 1.2%
Value ($000) $48,944 Shares 283,700 Est. Cost $157.47 Unrealized
EXPE EXPEDIA INC DEL 1.2%
Value ($000) $48,726 Shares 417,456 Est. Cost $105.93 Unrealized +2.0%
AAP ADVANCE AUTO PARTS INC 1.1%
Value ($000) $48,199 Shares 323,220 Est. Cost $140.05 Unrealized 0.0%
ORLY O REILLY AUTOMOTIVE INC NEW 1.1%
Value ($000) $47,371 Shares 169,117 Est. Cost $18.00 Unrealized +4.1%
COMPUTER SCIENCES CORP 1.1%
Value ($000) $46,122 Shares 883,400 Est. Cost $52.21 Unrealized
SENSATA TECHNOLOGIES HLDG NV 1.1%
Value ($000) $44,432 Shares 1,145,754 Est. Cost $40.79 Unrealized
XL GROUP LTD 1.1%
Value ($000) $44,234 Shares 1,315,302 Est. Cost $33.63 Unrealized
SANTANDER CONSUMER USA HDG I 1.0%
Value ($000) $41,837 Shares 3,440,500 Est. Cost $14.02 Unrealized
PATHEON N V 1.0%
Value ($000) $40,553 Shares 1,368,658 Est. Cost $29.63 Unrealized
ENVISION HEALTHCARE HLDGS IN 0.9%
Value ($000) $39,439 Shares 1,770,940 Est. Cost $31.22 Unrealized
HD SUPPLY HLDGS INC 0.9%
Value ($000) $39,240 Shares 1,227,000 Est. Cost $28.15 Unrealized
KLX INC 0.9%
Value ($000) $38,696 Shares 1,099,300 Est. Cost $38.86 Unrealized
KATE SPADE & CO 0.9%
Value ($000) $38,069 Shares 2,222,369 Est. Cost $30.11 Unrealized
PIONEER NAT RES CO 0.9%
Value ($000) $36,221 Shares 195,100 Est. Cost $169.86 Unrealized
WMT WAL-MART STORES INC 0.8%
Value ($000) $35,688 Shares 494,840 Est. Cost $20.20 Unrealized +2.0%
UHS UNIVERSAL HLTH SVCS INC 0.8%
Value ($000) $35,413 Shares 287,392 Est. Cost $121.65 Unrealized 0.0%
AWI ARMSTRONG WORLD INDS INC NEW 0.8%
Value ($000) $34,983 Shares 846,628 Est. Cost $45.56 Unrealized -14.5%
NOMD NOMAD HLDGS LTD 0.8%
Value ($000) $34,595 Shares 2,926,841 Est. Cost $8.87 Unrealized +13.3%
QCOM QUALCOMM INC 0.8%
Value ($000) $33,428 Shares 488,000 Est. Cost $46.91 Unrealized 0.0%
MRK MERCK & CO INC 0.8%
Value ($000) $33,103 Shares 530,400 Est. Cost $36.03 Unrealized +21.4%
SVB FINL GROUP 0.8%
Value ($000) $32,557 Shares 294,526 Est. Cost $95.16 Unrealized
CHTR CHARTER COMMUNICATIONS INC N 0.8%
Value ($000) $31,706 Shares 117,440 Est. Cost $214.89 Unrealized +17.6%
ENERGEN CORP 0.8%
Value ($000) $31,653 Shares 548,400 Est. Cost $48.54 Unrealized
ROST ROSS STORES INC 0.8%
Value ($000) $31,530 Shares 490,351 Est. Cost $56.04 Unrealized 0.0%
UNP UNION PAC CORP 0.7%
Value ($000) $31,131 Shares 319,200 Est. Cost $75.95 Unrealized 0.0%
CVS CVS HEALTH CORP 0.7%
Value ($000) $31,030 Shares 348,693 Est. Cost $70.89 Unrealized 0.0%
NORTHSTAR REALTY EUROPE CORP 0.7%
Value ($000) $30,974 Shares 2,828,638 Est. Cost $11.10 Unrealized
CAG CONAGRA FOODS INC 0.7%
Value ($000) $30,635 Shares 650,287 Est. Cost $23.25 Unrealized +10.3%
ICE INTERCONTINENTAL EXCHANGE IN 0.7%
Value ($000) $30,575 Shares 113,509 Est. Cost $48.41 Unrealized 0.0%
M MACYS INC 0.7%
Value ($000) $30,562 Shares 824,900 Est. Cost $36.20 Unrealized +0.1%
PTC PTC INC 0.7%
Value ($000) $30,210 Shares 681,800 Est. Cost $35.83 Unrealized +15.7%
CBRE CBRE GROUP INC 0.7%
Value ($000) $30,204 Shares 1,079,506 Est. Cost $28.54 Unrealized 0.0%
NORTHSTAR ASSET MGMT GROUP I 0.7%
Value ($000) $30,204 Shares 2,336,016 Est. Cost $18.00 Unrealized
CIGNA CORPORATION 0.7%
Value ($000) $30,117 Shares 231,100 Est. Cost $130.32 Unrealized
PRA HEALTH SCIENCES INC 0.7%
Value ($000) $29,922 Shares 529,500 Est. Cost $56.51 Unrealized
LUV SOUTHWEST AIRLS CO 0.7%
Value ($000) $29,168 Shares 750,000 Est. Cost $33.98 Unrealized 0.0%
META FACEBOOK INC 0.7%
Value ($000) $28,809 Shares 224,601 Est. Cost $120.25 Unrealized +2.5%
EWZ ISHARES 0.6%
Value ($000) $26,832 Shares 795,500 Est. Cost $33.73 Unrealized
HUM HUMANA INC 0.6%
Value ($000) $26,180 Shares 148,000 Est. Cost $160.64 Unrealized 0.0%
ZELTIQ AESTHETICS INC 0.6%
Value ($000) $25,560 Shares 651,700 Est. Cost $27.17 Unrealized
KSS KOHLS CORP 0.6%
Value ($000) $25,313 Shares 578,600 Est. Cost $41.89 Unrealized 0.0%
STATE BK FINL CORP 0.6%
Value ($000) $25,102 Shares 1,100,000 Est. Cost $15.03 Unrealized
CSRA INC 0.6%
Value ($000) $24,336 Shares 904,715 Est. Cost $26.59 Unrealized
AMGN AMGEN INC 0.6%
Value ($000) $24,104 Shares 144,500 Est. Cost $127.72 Unrealized 0.0%
ORCL ORACLE CORP 0.5%
Value ($000) $22,135 Shares 563,500 Est. Cost $34.91 Unrealized +1.5%
KEX KIRBY CORP 0.5%
Value ($000) $21,936 Shares 352,900 Est. Cost $57.39 Unrealized 0.0%
CAT CATERPILLAR INC DEL 0.5%
Value ($000) $21,527 Shares 242,500 Est. Cost Unrealized
VMC VULCAN MATLS CO 0.5%
Value ($000) $21,408 Shares 188,234 Est. Cost $108.68 Unrealized 0.0%
GLW CORNING INC 0.5%
Value ($000) $21,285 Shares 900,000 Est. Cost Unrealized
INC RESH HLDGS INC 0.5%
Value ($000) $20,759 Shares 465,670 Est. Cost $44.58 Unrealized
COTY COTY INC 0.5%
Value ($000) $20,750 Shares 882,982 Est. Cost $23.11 Unrealized 0.0%
JLL JONES LANG LASALLE INC 0.5%
Value ($000) $20,549 Shares 180,588 Est. Cost $109.36 Unrealized 0.0%
CLOVIS ONCOLOGY INC 0.5%
Value ($000) $19,104 Shares 529,911 Est. Cost $13.72 Unrealized
SYK STRYKER CORP 0.4%
Value ($000) $17,706 Shares 152,100 Est. Cost $104.91 Unrealized 0.0%
AIG AMERICAN INTL GROUP INC 0.4%
Value ($000) $17,695 Shares 298,200 Est. Cost $42.10 Unrealized +7.0%
RICE ENERGY INC 0.4%
Value ($000) $17,540 Shares 671,800 Est. Cost $26.11 Unrealized
RESTORATION HARDWARE HLDGS I 0.4%
Value ($000) $17,292 Shares 500,064 Est. Cost $28.68 Unrealized
EFX EQUIFAX INC 0.4%
Value ($000) $17,146 Shares 127,400 Est. Cost $121.49 Unrealized 0.0%
PHH CORP 0.4%
Value ($000) $16,978 Shares 1,174,908 Est. Cost $14.12 Unrealized
KR KROGER CO 0.4%
Value ($000) $15,725 Shares 529,822 Est. Cost $29.55 Unrealized -7.3%
BA BOEING CO 0.4%
Value ($000) $15,414 Shares 117,000 Est. Cost Unrealized
LUV SOUTHWEST AIRLS CO 0.4%
Value ($000) $15,288 Shares 393,100 Est. Cost $33.98 Unrealized 0.0%
EXTENDED STAY AMER INC 0.4%
Value ($000) $14,910 Shares 1,050,000 Est. Cost $14.20 Unrealized
GLW CORNING INC 0.4%
Value ($000) $14,782 Shares 625,000 Est. Cost Unrealized
DKS DICKS SPORTING GOODS INC 0.3%
Value ($000) $14,684 Shares 258,879 Est. Cost $33.28 Unrealized +26.7%
HORIZON PHARMA PLC 0.3%
Value ($000) $13,211 Shares 728,700 Est. Cost $18.13 Unrealized
E TRADE FINANCIAL CORP 0.3%
Value ($000) $13,007 Shares 446,656 Est. Cost $29.12 Unrealized
NXPI NXP SEMICONDUCTORS N V 0.3%
Value ($000) $12,547 Shares 123,000 Est. Cost $75.31 Unrealized 0.0%
MMM 3M CO 0.3%
Value ($000) $10,574 Shares 60,000 Est. Cost Unrealized
BA BOEING CO 0.3%
Value ($000) $10,539 Shares 80,000 Est. Cost Unrealized
DE DEERE & CO 0.2%
Value ($000) $10,242 Shares 120,000 Est. Cost Unrealized
BBY BEST BUY INC 0.2%
Value ($000) $9,028 Shares 236,450 Est. Cost $25.24 Unrealized 0.0%
DUNKIN BRANDS GROUP INC 0.2%
Value ($000) $8,030 Shares 154,187 Est. Cost $52.08 Unrealized
BABA ALIBABA GROUP HLDG LTD 0.2%
Value ($000) $7,791 Shares 73,646 Est. Cost $105.79 Unrealized
PRICELINE GRP INC 0.2%
Value ($000) $7,526 Shares 5,115 Est. Cost $1471.36 Unrealized
MATCH GROUP INC 0.2%
Value ($000) $7,431 Shares 417,712 Est. Cost $17.79 Unrealized
DPZ DOMINOS PIZZA INC 0.2%
Value ($000) $7,316 Shares 48,177 Est. Cost $118.98 Unrealized +10.6%
LOW LOWES COS INC 0.1%
Value ($000) $5,012 Shares 69,399 Est. Cost $64.80 Unrealized +1.0%
ZYNGA INC 0.1%
Value ($000) $3,596 Shares 1,235,674 Est. Cost $2.91 Unrealized
MICHAEL KORS HLDGS LTD 0.1%
Value ($000) $3,496 Shares 74,712 Est. Cost $46.79 Unrealized
CAKE CHEESECAKE FACTORY INC 0.1%
Value ($000) $3,480 Shares 69,532 Est. Cost $41.80 Unrealized 0.0%
L BRANDS INC 0.1%
Value ($000) $3,061 Shares 43,259 Est. Cost $70.76 Unrealized
LUMBER LIQUIDATORS HLDGS INC 0.1%
Value ($000) $2,907 Shares 147,777 Est. Cost $19.67 Unrealized
AEO AMERICAN EAGLE OUTFITTERS NE 0.1%
Value ($000) $2,788 Shares 156,073 Est. Cost $13.88 Unrealized 0.0%
TAILORED BRANDS INC 0.1%
Value ($000) $2,106 Shares 134,121 Est. Cost $15.70 Unrealized
OREXIGEN THERAPEUTICS INC 0.0%
Value ($000) $2,046 Shares 616,040 Est. Cost $3.32 Unrealized
WMIH CORP 0.0%
Value ($000) $125 Shares 53,420 Est. Cost $2.60 Unrealized