SAMLYN CAPITAL, LLC Quant / Systematic

CIK: 0001421097 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Feb 14, 2017

Total Value ($000): $4,411,335 (100.0% shares, 0.0% debt)

Holdings (118)

STZ CONSTELLATION BRANDS INC 4.6%
Value ($000) $203,458 Shares 1,327,102 Est. Cost $109.39 Unrealized +26.3%
UNH UNITEDHEALTH GROUP INC 3.0%
Value ($000) $132,402 Shares 827,308 Est. Cost $105.77 Unrealized +22.1%
TD AMERITRADE HLDG CORP 2.7%
Value ($000) $117,796 Shares 2,701,739 Est. Cost $43.60 Unrealized
MA MASTERCARD INCORPORATED 2.7%
Value ($000) $117,395 Shares 1,137,000 Est. Cost $90.84 Unrealized +8.2%
ALLERGAN PLC 2.6%
Value ($000) $114,057 Shares 543,100 Est. Cost $261.94 Unrealized
AXP AMERICAN EXPRESS CO 2.6%
Value ($000) $113,059 Shares 1,526,176 Est. Cost $60.98 Unrealized 0.0%
ENVISION HEALTHCARE CORP 2.5%
Value ($000) $109,478 Shares 1,729,777 Est. Cost $63.29 Unrealized
RACE FERRARI N V 2.2%
Value ($000) $98,666 Shares 1,697,044 Est. Cost $41.18 Unrealized +32.5%
ARMK ARAMARK 2.1%
Value ($000) $93,831 Shares 2,626,874 Est. Cost $19.20 Unrealized +21.5%
UHS UNIVERSAL HLTH SVCS INC 1.8%
Value ($000) $81,359 Shares 764,802 Est. Cost $116.77 Unrealized -2.5%
APD AIR PRODS & CHEMS INC 1.8%
Value ($000) $80,827 Shares 562,000 Est. Cost $87.33 Unrealized +27.8%
CMA COMERICA INC 1.8%
Value ($000) $79,825 Shares 1,172,000 Est. Cost $40.37 Unrealized 0.0%
BURL BURLINGTON STORES INC 1.8%
Value ($000) $79,208 Shares 934,611 Est. Cost $78.32 Unrealized +3.1%
CIGNA CORPORATION 1.8%
Value ($000) $78,074 Shares 585,306 Est. Cost $132.18 Unrealized
HUM HUMANA INC 1.7%
Value ($000) $75,684 Shares 370,944 Est. Cost $170.36 Unrealized +3.8%
ULTA ULTA SALON COSMETCS & FRAG I 1.7%
Value ($000) $75,537 Shares 296,296 Est. Cost $224.10 Unrealized +11.5%
CMCSA COMCAST CORP NEW 1.6%
Value ($000) $72,063 Shares 1,043,634 Est. Cost $26.82 Unrealized 0.0%
TJX TJX COS INC NEW 1.6%
Value ($000) $71,732 Shares 954,770 Est. Cost $33.23 Unrealized 0.0%
ALL ALLSTATE CORP 1.6%
Value ($000) $69,540 Shares 938,207 Est. Cost $46.39 Unrealized +23.9%
HDB HDFC BANK LTD 1.5%
Value ($000) $67,598 Shares 1,114,000 Est. Cost $57.69 Unrealized
CORELOGIC INC 1.5%
Value ($000) $67,243 Shares 1,825,785 Est. Cost $28.77 Unrealized
AMGN AMGEN INC 1.5%
Value ($000) $66,965 Shares 458,000 Est. Cost $118.58 Unrealized -3.6%
MET METLIFE INC 1.4%
Value ($000) $61,898 Shares 1,148,600 Est. Cost $33.72 Unrealized 0.0%
SANTANDER CONSUMER USA HDG I 1.4%
Value ($000) $61,600 Shares 4,562,943 Est. Cost $13.89 Unrealized
PTC PTC INC 1.4%
Value ($000) $60,981 Shares 1,317,950 Est. Cost $41.10 Unrealized +13.8%
KHC KRAFT HEINZ CO 1.3%
Value ($000) $59,298 Shares 679,085 Est. Cost $56.47 Unrealized 0.0%
EXPE EXPEDIA INC DEL 1.3%
Value ($000) $58,680 Shares 518,008 Est. Cost $108.04 Unrealized +8.1%
WMT WAL-MART STORES INC 1.3%
Value ($000) $57,357 Shares 829,823 Est. Cost $20.08 Unrealized -0.8%
PRIVATEBANCORP INC 1.3%
Value ($000) $56,512 Shares 1,042,853 Est. Cost $54.19 Unrealized
ORLY O REILLY AUTOMOTIVE INC NEW 1.2%
Value ($000) $54,896 Shares 197,177 Est. Cost $18.04 Unrealized +1.3%
KEY KEYCORP NEW 1.2%
Value ($000) $54,784 Shares 2,998,568 Est. Cost $10.71 Unrealized 0.0%
PATHEON N V 1.2%
Value ($000) $53,183 Shares 1,852,430 Est. Cost $29.39 Unrealized
CVS CVS HEALTH CORP 1.2%
Value ($000) $51,008 Shares 646,403 Est. Cost $66.36 Unrealized -8.0%
DG DOLLAR GEN CORP NEW 1.1%
Value ($000) $50,115 Shares 676,595 Est. Cost $64.89 Unrealized 0.0%
VZ VERIZON COMMUNICATIONS INC 1.1%
Value ($000) $47,834 Shares 896,100 Est. Cost $30.99 Unrealized 0.0%
NORTHSTAR REALTY EUROPE CORP 1.1%
Value ($000) $47,107 Shares 3,747,555 Est. Cost $11.46 Unrealized
RF REGIONS FINL CORP NEW 1.0%
Value ($000) $46,081 Shares 3,209,000 Est. Cost $8.84 Unrealized 0.0%
DKS DICKS SPORTING GOODS INC 1.0%
Value ($000) $45,488 Shares 856,657 Est. Cost $40.81 Unrealized +8.0%
AMZN AMAZON COM INC 1.0%
Value ($000) $44,895 Shares 59,871 Est. Cost $28.44 Unrealized +37.8%
KLX INC 1.0%
Value ($000) $44,698 Shares 990,851 Est. Cost $38.86 Unrealized
BIIB BIOGEN INC 1.0%
Value ($000) $44,409 Shares 156,600 Est. Cost $289.29 Unrealized +2.5%
WCN WASTE CONNECTIONS INC 1.0%
Value ($000) $43,759 Shares 556,800 Est. Cost $43.94 Unrealized +7.9%
DELL TECHNOLOGIES INC 1.0%
Value ($000) $43,471 Shares 790,811 Est. Cost $47.80 Unrealized
PRA HEALTH SCIENCES INC 1.0%
Value ($000) $43,283 Shares 785,246 Est. Cost $56.06 Unrealized
NOMD NOMAD HLDGS LTD 0.9%
Value ($000) $41,592 Shares 4,346,064 Est. Cost $9.54 Unrealized +14.5%
PGR PROGRESSIVE CORP OHIO 0.9%
Value ($000) $40,488 Shares 1,140,500 Est. Cost $25.08 Unrealized 0.0%
CLOVIS ONCOLOGY INC 0.9%
Value ($000) $40,147 Shares 903,800 Est. Cost $26.42 Unrealized
ATHENE HLDG LTD 0.9%
Value ($000) $39,062 Shares 813,962 Est. Cost $47.99 Unrealized
AWI ARMSTRONG WORLD INDS INC NEW 0.9%
Value ($000) $38,690 Shares 925,600 Est. Cost $44.92 Unrealized -15.2%
MMM 3M CO 0.8%
Value ($000) $35,625 Shares 199,500 Est. Cost Unrealized
ROYAL DUTCH SHELL PLC 0.8%
Value ($000) $35,211 Shares 647,500 Est. Cost $54.38 Unrealized
COMPUTER SCIENCES CORP 0.8%
Value ($000) $35,117 Shares 591,000 Est. Cost $52.21 Unrealized
MRK MERCK & CO INC 0.8%
Value ($000) $34,969 Shares 594,000 Est. Cost $36.89 Unrealized +19.5%
CHTR CHARTER COMMUNICATIONS INC N 0.7%
Value ($000) $32,839 Shares 114,054 Est. Cost $214.89 Unrealized +25.3%
HD SUPPLY HLDGS INC 0.7%
Value ($000) $32,762 Shares 770,700 Est. Cost $28.15 Unrealized
NFLX NETFLIX INC 0.7%
Value ($000) $30,950 Shares 250,000 Est. Cost $11.85 Unrealized 0.0%
CMG CHIPOTLE MEXICAN GRILL INC 0.7%
Value ($000) $30,660 Shares 81,258 Est. Cost $7.89 Unrealized 0.0%
FOOT LOCKER INC 0.7%
Value ($000) $29,710 Shares 419,109 Est. Cost $67.72 Unrealized
EFX EQUIFAX INC 0.7%
Value ($000) $29,403 Shares 248,700 Est. Cost $116.99 Unrealized -4.0%
AME AMETEK INC NEW 0.6%
Value ($000) $28,470 Shares 585,800 Est. Cost $44.57 Unrealized 0.0%
ZELTIQ AESTHETICS INC 0.6%
Value ($000) $28,310 Shares 650,500 Est. Cost $27.17 Unrealized
INC RESH HLDGS INC 0.6%
Value ($000) $27,502 Shares 522,855 Est. Cost $45.46 Unrealized
BROADCOM LTD 0.6%
Value ($000) $27,337 Shares 154,645 Est. Cost $157.47 Unrealized
AMP AMERIPRISE FINL INC 0.6%
Value ($000) $26,648 Shares 240,200 Est. Cost $88.02 Unrealized 0.0%
CSRA INC 0.6%
Value ($000) $26,468 Shares 831,294 Est. Cost $26.59 Unrealized
ASTORIA FINL CORP 0.5%
Value ($000) $20,569 Shares 1,102,905 Est. Cost $18.65 Unrealized
BA BOEING CO 0.5%
Value ($000) $20,316 Shares 130,500 Est. Cost Unrealized
XL GROUP LTD 0.5%
Value ($000) $20,061 Shares 538,402 Est. Cost $33.63 Unrealized
ABT ABBOTT LABS 0.5%
Value ($000) $20,011 Shares 521,000 Est. Cost $33.65 Unrealized 0.0%
LABORATORY CORP AMER HLDGS 0.5%
Value ($000) $19,891 Shares 154,935 Est. Cost $114.99 Unrealized
LW LAMB WESTON HLDGS INC 0.4%
Value ($000) $19,100 Shares 504,620 Est. Cost $29.75 Unrealized 0.0%
SENSATA TECHNOLOGIES HLDG NV 0.4%
Value ($000) $17,653 Shares 453,222 Est. Cost $40.79 Unrealized
GAP GAP INC DEL 0.4%
Value ($000) $17,066 Shares 760,554 Est. Cost $18.66 Unrealized 0.0%
LOW LOWES COS INC 0.4%
Value ($000) $16,930 Shares 238,052 Est. Cost $61.26 Unrealized -2.4%
DUNKIN BRANDS GROUP INC 0.4%
Value ($000) $16,558 Shares 315,752 Est. Cost $52.26 Unrealized
AAP ADVANCE AUTO PARTS INC 0.4%
Value ($000) $16,272 Shares 96,217 Est. Cost $140.05 Unrealized -1.6%
DVN DEVON ENERGY CORP NEW 0.3%
Value ($000) $15,377 Shares 336,700 Est. Cost $31.13 Unrealized 0.0%
FAIRMOUNT SANTROL HLDGS INC 0.3%
Value ($000) $14,844 Shares 1,259,000 Est. Cost $11.79 Unrealized
TSCO TRACTOR SUPPLY CO 0.3%
Value ($000) $14,082 Shares 185,762 Est. Cost $12.32 Unrealized 0.0%
M MACYS INC 0.3%
Value ($000) $13,608 Shares 380,001 Est. Cost $36.20 Unrealized +7.5%
KR KROGER CO 0.3%
Value ($000) $13,401 Shares 388,316 Est. Cost $29.55 Unrealized -8.7%
HD HOME DEPOT INC 0.3%
Value ($000) $13,360 Shares 99,641 Est. Cost $103.40 Unrealized 0.0%
CTAS CINTAS CORP 0.3%
Value ($000) $13,012 Shares 112,600 Est. Cost $25.60 Unrealized 0.0%
DE DEERE & CO 0.3%
Value ($000) $12,364 Shares 120,000 Est. Cost Unrealized
COST COSTCO WHSL CORP NEW 0.3%
Value ($000) $12,078 Shares 75,439 Est. Cost $129.79 Unrealized 0.0%
NFLX NETFLIX INC 0.3%
Value ($000) $11,651 Shares 94,113 Est. Cost $11.85 Unrealized 0.0%
ENERGEN CORP 0.3%
Value ($000) $11,286 Shares 195,700 Est. Cost $48.54 Unrealized
AIG AMERICAN INTL GROUP INC 0.3%
Value ($000) $11,242 Shares 172,125 Est. Cost $42.10 Unrealized +18.3%
CONTINENTAL RESOURCES INC 0.2%
Value ($000) $9,844 Shares 191,000 Est. Cost $51.54 Unrealized
PYPL PAYPAL HLDGS INC 0.2%
Value ($000) $9,749 Shares 247,007 Est. Cost $40.10 Unrealized 0.0%
APD AIR PRODS & CHEMS INC 0.2%
Value ($000) $9,636 Shares 67,000 Est. Cost $87.33 Unrealized +27.8%
VZ VERIZON COMMUNICATIONS INC 0.2%
Value ($000) $8,807 Shares 165,000 Est. Cost $30.99 Unrealized 0.0%
DPZ DOMINOS PIZZA INC 0.2%
Value ($000) $8,572 Shares 53,831 Est. Cost $121.90 Unrealized +20.4%
CRI CARTER INC 0.2%
Value ($000) $8,101 Shares 93,775 Est. Cost $69.41 Unrealized 0.0%
SUPERIOR ENERGY SVCS INC 0.2%
Value ($000) $8,006 Shares 474,300 Est. Cost $16.88 Unrealized
SFM SPROUTS FMRS MKT INC 0.1%
Value ($000) $6,265 Shares 331,132 Est. Cost $21.01 Unrealized 0.0%
MCD MCDONALDS CORP 0.1%
Value ($000) $6,066 Shares 49,837 Est. Cost $94.30 Unrealized 0.0%
SENSATA TECHNOLOGIES HLDG NV 0.1%
Value ($000) $5,843 Shares 150,000 Est. Cost $40.79 Unrealized
LULU LULULEMON ATHLETICA INC 0.1%
Value ($000) $5,574 Shares 85,762 Est. Cost $59.64 Unrealized 0.0%
PLCE CHILDRENS PL INC 0.1%
Value ($000) $5,452 Shares 54,013 Est. Cost $90.09 Unrealized 0.0%
GNTX GENTEX CORP 0.1%
Value ($000) $4,922 Shares 250,000 Est. Cost Unrealized
NABORS INDUSTRIES LTD 0.1%
Value ($000) $4,646 Shares 283,300 Est. Cost $16.40 Unrealized
TTWO TAKE-TWO INTERACTIVE SOFTWAR 0.1%
Value ($000) $4,348 Shares 88,207 Est. Cost $47.23 Unrealized 0.0%
QSR RESTAURANT BRANDS INTL INC 0.1%
Value ($000) $4,325 Shares 90,745 Est. Cost $46.13 Unrealized 0.0%
KEX KIRBY CORP 0.1%
Value ($000) $4,254 Shares 63,971 Est. Cost $57.39 Unrealized +10.2%
SAGE THERAPEUTICS INC 0.1%
Value ($000) $4,187 Shares 82,000 Est. Cost $51.06 Unrealized
ALEXION PHARMACEUTICALS INC 0.1%
Value ($000) $4,160 Shares 34,000 Est. Cost $122.35 Unrealized
PCRX PACIRA PHARMACEUTICALS INC 0.1%
Value ($000) $4,103 Shares 127,000 Est. Cost $33.37 Unrealized 0.0%
MOMENTA PHARMACEUTICALS INC 0.1%
Value ($000) $3,973 Shares 264,000 Est. Cost $15.05 Unrealized
NEVRO CORP 0.1%
Value ($000) $3,924 Shares 54,000 Est. Cost $72.67 Unrealized
IONS IONIS PHARMACEUTICALS INC 0.1%
Value ($000) $3,874 Shares 81,000 Est. Cost $39.57 Unrealized 0.0%
RARE ULTRAGENYX PHARMACEUTICAL IN 0.1%
Value ($000) $3,867 Shares 55,000 Est. Cost $70.94 Unrealized 0.0%
DERMIRA INC 0.1%
Value ($000) $3,852 Shares 127,000 Est. Cost $30.33 Unrealized
VRTX VERTEX PHARMACEUTICALS INC 0.1%
Value ($000) $3,831 Shares 52,000 Est. Cost $81.37 Unrealized 0.0%
INCY INCYTE CORP 0.1%
Value ($000) $3,810 Shares 38,000 Est. Cost $97.56 Unrealized 0.0%
ALDER BIOPHARMACEUTICALS INC 0.1%
Value ($000) $3,744 Shares 180,000 Est. Cost $20.80 Unrealized
ACRS ACLARIS THERAPEUTICS INC 0.1%
Value ($000) $3,691 Shares 136,000 Est. Cost $25.50 Unrealized 0.0%
WMIH CORP 0.0%
Value ($000) $83 Shares 53,420 Est. Cost $2.60 Unrealized