SAMLYN CAPITAL, LLC Quant / Systematic

CIK: 0001421097 · Show all filings

Period: Q2 2017 (← Previous) (Next →)

Filing Date: Aug 14, 2017

Total Value ($000): $4,095,962 (100.0% shares, 0.0% debt)

Holdings (110)

BIIB BIOGEN INC 4.7%
Value ($000) $192,801 Shares 710,500 Est. Cost $277.01 Unrealized -4.5%
TIME WARNER INC 4.6%
Value ($000) $187,732 Shares 1,869,660 Est. Cost $98.88 Unrealized
STZ CONSTELLATION BRANDS INC 4.4%
Value ($000) $181,941 Shares 939,148 Est. Cost $114.74 Unrealized +35.7%
RF REGIONS FINL CORP NEW 3.2%
Value ($000) $132,856 Shares 9,074,895 Est. Cost $9.80 Unrealized +3.6%
USFD US FOODS HLDG CORP 3.0%
Value ($000) $122,755 Shares 4,509,759 Est. Cost $28.06 Unrealized +1.4%
MA MASTERCARD INCORPORATED 2.5%
Value ($000) $101,239 Shares 833,585 Est. Cost $90.84 Unrealized +24.5%
DELL TECHNOLOGIES INC 2.4%
Value ($000) $98,580 Shares 1,613,161 Est. Cost $55.45 Unrealized
MCD MCDONALDS CORP 2.3%
Value ($000) $95,331 Shares 622,424 Est. Cost $102.89 Unrealized +14.6%
BURL BURLINGTON STORES INC 2.2%
Value ($000) $89,112 Shares 968,713 Est. Cost $86.73 Unrealized +10.9%
GS GOLDMAN SACHS GROUP INC 2.2%
Value ($000) $88,760 Shares 400,000 Est. Cost Unrealized
CENTURYLINK INC 2.0%
Value ($000) $80,290 Shares 3,362,246 Est. Cost $23.88 Unrealized
APD AIR PRODS & CHEMS INC 1.9%
Value ($000) $78,625 Shares 549,600 Est. Cost $87.61 Unrealized +31.1%
ATHENE HLDG LTD 1.9%
Value ($000) $77,308 Shares 1,558,329 Est. Cost $48.86 Unrealized
AETNA INC NEW 1.9%
Value ($000) $77,170 Shares 508,263 Est. Cost $151.83 Unrealized
CORELOGIC INC 1.9%
Value ($000) $76,685 Shares 1,767,731 Est. Cost $30.36 Unrealized
ENVISION HEALTHCARE CORP 1.7%
Value ($000) $68,579 Shares 1,094,292 Est. Cost $63.21 Unrealized
CMCSA COMCAST CORP NEW 1.7%
Value ($000) $68,024 Shares 1,747,806 Est. Cost $28.93 Unrealized +10.3%
ALLERGAN PLC 1.6%
Value ($000) $65,018 Shares 267,467 Est. Cost $259.50 Unrealized
NOMD NOMAD FOODS LTD 1.6%
Value ($000) $63,839 Shares 4,524,367 Est. Cost $9.74 Unrealized +31.2%
LPLA LPL FINL HLDGS INC 1.5%
Value ($000) $62,860 Shares 1,480,439 Est. Cost $39.76 Unrealized +2.1%
SEE SEALED AIR CORP NEW 1.5%
Value ($000) $61,343 Shares 1,370,500 Est. Cost $39.61 Unrealized -4.4%
INC RESH HLDGS INC 1.5%
Value ($000) $59,752 Shares 1,021,406 Est. Cost $48.68 Unrealized
AMZN AMAZON COM INC 1.5%
Value ($000) $59,519 Shares 61,486 Est. Cost $31.33 Unrealized +52.3%
HDB HDFC BANK LTD 1.4%
Value ($000) $57,791 Shares 664,500 Est. Cost $57.69 Unrealized
KEY KEYCORP NEW 1.4%
Value ($000) $57,111 Shares 3,047,557 Est. Cost $12.40 Unrealized 0.0%
PGR PROGRESSIVE CORP OHIO 1.4%
Value ($000) $56,884 Shares 1,290,186 Est. Cost $26.41 Unrealized +21.5%
LOW LOWES COS INC 1.4%
Value ($000) $56,002 Shares 722,320 Est. Cost $64.11 Unrealized +8.7%
UHS UNIVERSAL HLTH SVCS INC 1.3%
Value ($000) $54,843 Shares 449,232 Est. Cost $116.64 Unrealized -1.7%
ULTA ULTA BEAUTY INC 1.3%
Value ($000) $53,761 Shares 187,098 Est. Cost $224.10 Unrealized +30.2%
CLOVIS ONCOLOGY INC 1.3%
Value ($000) $53,154 Shares 567,700 Est. Cost $64.64 Unrealized
AMP AMERIPRISE FINL INC 1.3%
Value ($000) $52,584 Shares 413,106 Est. Cost $101.56 Unrealized +5.6%
ABT ABBOTT LABS 1.3%
Value ($000) $52,451 Shares 1,079,000 Est. Cost $35.46 Unrealized +9.7%
AXP AMERICAN EXPRESS CO 1.2%
Value ($000) $50,073 Shares 594,403 Est. Cost $60.98 Unrealized +15.3%
CIGNA CORPORATION 1.2%
Value ($000) $49,136 Shares 293,540 Est. Cost $132.18 Unrealized
KLX INC 1.2%
Value ($000) $47,369 Shares 947,376 Est. Cost $39.00 Unrealized
C CITIGROUP INC 1.1%
Value ($000) $43,689 Shares 653,245 Est. Cost $44.71 Unrealized +3.9%
W WAYFAIR INC 1.1%
Value ($000) $43,427 Shares 564,869 Est. Cost $44.34 Unrealized +33.7%
HD SUPPLY HLDGS INC 1.0%
Value ($000) $40,661 Shares 1,327,500 Est. Cost $32.14 Unrealized
IT GARTNER INC 0.9%
Value ($000) $38,695 Shares 313,300 Est. Cost $105.22 Unrealized +10.3%
UNH UNITEDHEALTH GROUP INC 0.9%
Value ($000) $37,301 Shares 201,170 Est. Cost $105.77 Unrealized +44.4%
KO COCA COLA CO 0.9%
Value ($000) $35,880 Shares 800,000 Est. Cost Unrealized
ITW ILLINOIS TOOL WKS INC 0.9%
Value ($000) $35,813 Shares 250,000 Est. Cost Unrealized
BROADCOM LTD 0.9%
Value ($000) $35,268 Shares 151,332 Est. Cost $174.72 Unrealized
BA BOEING CO 0.8%
Value ($000) $34,608 Shares 175,000 Est. Cost Unrealized
MMM 3M CO 0.8%
Value ($000) $33,310 Shares 160,000 Est. Cost Unrealized
BFH ALLIANCE DATA SYSTEMS CORP 0.8%
Value ($000) $31,317 Shares 122,004 Est. Cost $164.03 Unrealized +5.3%
TJX TJX COS INC NEW 0.8%
Value ($000) $31,285 Shares 433,495 Est. Cost $33.23 Unrealized +0.5%
HIG HARTFORD FINL SVCS GROUP INC 0.8%
Value ($000) $31,132 Shares 592,200 Est. Cost $40.63 Unrealized +1.0%
AWI ARMSTRONG WORLD INDS INC NEW 0.7%
Value ($000) $30,608 Shares 665,385 Est. Cost $44.84 Unrealized -7.0%
DXC DXC TECHNOLOGY CO 0.7%
Value ($000) $29,537 Shares 385,000 Est. Cost $62.87 Unrealized 0.0%
ILG INC 0.7%
Value ($000) $28,827 Shares 1,048,664 Est. Cost $27.49 Unrealized
TMUS T MOBILE US INC 0.7%
Value ($000) $28,329 Shares 467,318 Est. Cost $59.39 Unrealized +6.0%
PATHEON N V 0.7%
Value ($000) $27,915 Shares 800,321 Est. Cost $29.39 Unrealized
DUN & BRADSTREET CORP DEL NE 0.7%
Value ($000) $26,842 Shares 248,200 Est. Cost $108.15 Unrealized
DKS DICKS SPORTING GOODS INC 0.7%
Value ($000) $26,779 Shares 672,321 Est. Cost $35.49 Unrealized -1.7%
NORTHSTAR REALTY EUROPE CORP 0.6%
Value ($000) $26,014 Shares 2,051,629 Est. Cost $11.46 Unrealized
SVB FINL GROUP 0.6%
Value ($000) $25,227 Shares 143,508 Est. Cost $175.79 Unrealized
ORCL ORACLE CORP 0.6%
Value ($000) $24,368 Shares 486,000 Est. Cost $36.86 Unrealized +8.8%
ROYAL DUTCH SHELL PLC 0.6%
Value ($000) $24,281 Shares 456,496 Est. Cost $54.01 Unrealized
SENSATA TECHNOLOGIES HLDG NV 0.6%
Value ($000) $22,915 Shares 536,401 Est. Cost $41.38 Unrealized
WHOLE FOODS MKT INC 0.5%
Value ($000) $19,497 Shares 463,000 Est. Cost $42.11 Unrealized
CMI CUMMINS INC 0.5%
Value ($000) $19,466 Shares 120,000 Est. Cost Unrealized
ILG INC 0.5%
Value ($000) $19,381 Shares 705,000 Est. Cost $27.49 Unrealized
NVS NOVARTIS A G 0.5%
Value ($000) $19,123 Shares 229,100 Est. Cost $74.27 Unrealized
R RYDER SYS INC 0.5%
Value ($000) $18,852 Shares 261,900 Est. Cost $75.70 Unrealized -8.6%
MTG MGIC INVT CORP WIS 0.5%
Value ($000) $18,802 Shares 1,678,770 Est. Cost $10.53 Unrealized +2.1%
R RYDER SYS INC 0.4%
Value ($000) $17,995 Shares 250,000 Est. Cost $75.70 Unrealized -8.6%
ORCL ORACLE CORP 0.4%
Value ($000) $17,549 Shares 350,000 Est. Cost $36.86 Unrealized +8.8%
PIONEER NAT RES CO 0.4%
Value ($000) $17,331 Shares 108,600 Est. Cost $159.59 Unrealized
WM WASTE MGMT INC DEL 0.4%
Value ($000) $17,134 Shares 233,600 Est. Cost $62.53 Unrealized 0.0%
CNDT CONDUENT INC 0.4%
Value ($000) $16,442 Shares 1,031,478 Est. Cost $16.38 Unrealized 0.0%
MPC MARATHON PETE CORP 0.3%
Value ($000) $13,685 Shares 261,500 Est. Cost $37.82 Unrealized +4.5%
IFF INTERNATIONAL FLAVORS&FRAGRA 0.3%
Value ($000) $13,500 Shares 100,000 Est. Cost Unrealized
JAGGED PEAK ENERGY INC 0.3%
Value ($000) $12,963 Shares 971,000 Est. Cost $13.04 Unrealized
PBYI PUMA BIOTECHNOLOGY INC 0.3%
Value ($000) $12,847 Shares 147,000 Est. Cost Unrealized
BBY BEST BUY INC 0.3%
Value ($000) $12,437 Shares 216,934 Est. Cost $32.53 Unrealized +20.5%
RITM NEW RESIDENTIAL INVT CORP 0.3%
Value ($000) $12,201 Shares 784,100 Est. Cost $15.56 Unrealized
HUM HUMANA INC 0.3%
Value ($000) $10,748 Shares 44,668 Est. Cost $170.36 Unrealized +23.6%
MRSH MARSH & MCLENNAN COS INC 0.3%
Value ($000) $10,587 Shares 135,800 Est. Cost $61.73 Unrealized +6.3%
SEE SEALED AIR CORP NEW 0.3%
Value ($000) $10,295 Shares 230,000 Est. Cost $39.61 Unrealized -4.4%
ALEXION PHARMACEUTICALS INC 0.2%
Value ($000) $10,233 Shares 84,100 Est. Cost $121.87 Unrealized
IMPAX LABORATORIES INC 0.2%
Value ($000) $8,926 Shares 554,400 Est. Cost $12.65 Unrealized
SKECHERS U S A INC 0.2%
Value ($000) $8,725 Shares 295,766 Est. Cost $29.50 Unrealized
FAST FASTENAL CO 0.2%
Value ($000) $8,706 Shares 200,000 Est. Cost $8.97 Unrealized 0.0%
MAT MATTEL INC 0.2%
Value ($000) $8,692 Shares 403,710 Est. Cost $22.60 Unrealized 0.0%
PYPL PAYPAL HLDGS INC 0.2%
Value ($000) $8,573 Shares 159,735 Est. Cost $49.03 Unrealized 0.0%
HD HOME DEPOT INC 0.2%
Value ($000) $8,124 Shares 52,954 Est. Cost $124.48 Unrealized 0.0%
TXRH TEXAS ROADHOUSE INC 0.2%
Value ($000) $7,849 Shares 154,051 Est. Cost $39.21 Unrealized +6.8%
SHOO MADDEN STEVEN LTD 0.2%
Value ($000) $7,820 Shares 195,750 Est. Cost $21.92 Unrealized 0.0%
GNTX GENTEX CORP 0.2%
Value ($000) $7,588 Shares 400,000 Est. Cost Unrealized
ESNT ESSENT GROUP LTD 0.2%
Value ($000) $7,050 Shares 189,800 Est. Cost $31.54 Unrealized +4.2%
AEO AMERICAN EAGLE OUTFITTERS NE 0.2%
Value ($000) $6,997 Shares 580,708 Est. Cost $11.67 Unrealized -14.8%
INTRA CELLULAR THERAPIES INC 0.2%
Value ($000) $6,672 Shares 537,200 Est. Cost $14.83 Unrealized
RDN RADIAN GROUP INC 0.2%
Value ($000) $6,417 Shares 392,500 Est. Cost $15.32 Unrealized -7.5%
LULU LULULEMON ATHLETICA INC 0.2%
Value ($000) $6,305 Shares 105,677 Est. Cost $52.06 Unrealized 0.0%
SRPT SAREPTA THERAPEUTICS INC 0.1%
Value ($000) $5,437 Shares 161,300 Est. Cost $30.95 Unrealized +5.2%
NEVRO CORP 0.1%
Value ($000) $5,121 Shares 68,800 Est. Cost $73.22 Unrealized
LUMBER LIQUIDATORS HLDGS INC 0.1%
Value ($000) $4,837 Shares 193,050 Est. Cost $25.06 Unrealized
SAGE THERAPEUTICS INC 0.1%
Value ($000) $3,767 Shares 47,300 Est. Cost $51.06 Unrealized
L BRANDS INC 0.1%
Value ($000) $3,289 Shares 61,023 Est. Cost $53.90 Unrealized
EA ELECTRONIC ARTS INC 0.1%
Value ($000) $3,247 Shares 30,712 Est. Cost $100.14 Unrealized 0.0%
HD SUPPLY HLDGS INC 0.1%
Value ($000) $3,063 Shares 100,000 Est. Cost $32.14 Unrealized
DDS DILLARDS INC 0.1%
Value ($000) $2,779 Shares 48,179 Est. Cost $39.63 Unrealized 0.0%
PVH PVH CORP 0.1%
Value ($000) $2,515 Shares 21,972 Est. Cost $102.42 Unrealized 0.0%
DUNKIN BRANDS GROUP INC 0.0%
Value ($000) $1,986 Shares 36,029 Est. Cost $55.12 Unrealized
SNAP SNAP INC 0.0%
Value ($000) $1,878 Shares 105,700 Est. Cost $20.16 Unrealized 0.0%
QSR RESTAURANT BRANDS INTL INC 0.0%
Value ($000) $1,138 Shares 18,202 Est. Cost $58.91 Unrealized 0.0%
WEN WENDYS CO 0.0%
Value ($000) $1,049 Shares 67,659 Est. Cost $15.15 Unrealized 0.0%
FAST FASTENAL CO 0.0%
Value ($000) $971 Shares 22,300 Est. Cost $8.97 Unrealized 0.0%
WMIH CORP 0.0%
Value ($000) $67 Shares 53,420 Est. Cost $2.60 Unrealized