SAMLYN CAPITAL, LLC Quant / Systematic

CIK: 0001421097 · Show all filings

Period: Q3 2017 (← Previous) (Next →)

Filing Date: Nov 14, 2017

Total Value ($000): $3,957,334 (100.0% shares, 0.0% debt)

Holdings (117)

TIME WARNER INC 7.0%
Value ($000) $278,584 Shares 2,719,211 Est. Cost $100.00 Unrealized
STZ CONSTELLATION BRANDS INC 4.0%
Value ($000) $157,358 Shares 788,962 Est. Cost $114.74 Unrealized +51.3%
BIIB BIOGEN INC 3.6%
Value ($000) $144,236 Shares 460,643 Est. Cost $277.01 Unrealized +6.9%
LPLA LPL FINL HLDGS INC 2.9%
Value ($000) $113,887 Shares 2,208,380 Est. Cost $41.82 Unrealized +10.0%
MA MASTERCARD INCORPORATED 2.8%
Value ($000) $110,383 Shares 781,746 Est. Cost $90.84 Unrealized +39.1%
QSR RESTAURANT BRANDS INTL INC 2.4%
Value ($000) $96,260 Shares 1,506,873 Est. Cost $61.77 Unrealized +0.1%
DELL TECHNOLOGIES INC 2.4%
Value ($000) $95,579 Shares 1,237,911 Est. Cost $55.45 Unrealized
ATHENE HLDG LTD 2.3%
Value ($000) $90,156 Shares 1,674,526 Est. Cost $49.21 Unrealized
SEE SEALED AIR CORP NEW 2.1%
Value ($000) $83,106 Shares 1,945,375 Est. Cost $39.18 Unrealized -2.6%
LOW LOWES COS INC 2.1%
Value ($000) $81,550 Shares 1,020,135 Est. Cost $64.56 Unrealized +1.7%
APD AIR PRODS & CHEMS INC 1.9%
Value ($000) $74,903 Shares 495,332 Est. Cost $87.61 Unrealized +36.0%
NOMD NOMAD FOODS LTD 1.9%
Value ($000) $74,383 Shares 5,105,258 Est. Cost $10.29 Unrealized +41.7%
AXP AMERICAN EXPRESS CO 1.8%
Value ($000) $69,662 Shares 770,078 Est. Cost $64.56 Unrealized +18.7%
CORELOGIC INC 1.7%
Value ($000) $68,571 Shares 1,483,577 Est. Cost $30.36 Unrealized
MCD MCDONALDS CORP 1.7%
Value ($000) $66,934 Shares 427,200 Est. Cost $102.89 Unrealized +25.0%
UHS UNIVERSAL HLTH SVCS INC 1.7%
Value ($000) $65,611 Shares 591,417 Est. Cost $114.68 Unrealized -5.4%
AETNA INC NEW 1.6%
Value ($000) $64,214 Shares 403,834 Est. Cost $151.83 Unrealized
AMZN AMAZON COM INC 1.5%
Value ($000) $59,924 Shares 62,333 Est. Cost $31.57 Unrealized +55.6%
BURL BURLINGTON STORES INC 1.5%
Value ($000) $59,792 Shares 626,352 Est. Cost $86.73 Unrealized +1.2%
HDB HDFC BANK LTD 1.4%
Value ($000) $56,505 Shares 586,329 Est. Cost $57.69 Unrealized
DHR DANAHER CORP DEL 1.4%
Value ($000) $55,647 Shares 648,721 Est. Cost $71.08 Unrealized 0.0%
W WAYFAIR INC 1.4%
Value ($000) $54,901 Shares 814,553 Est. Cost $53.50 Unrealized +38.7%
MMM 3M CO 1.4%
Value ($000) $54,576 Shares 260,000 Est. Cost Unrealized
CIGNA CORPORATION 1.4%
Value ($000) $54,107 Shares 289,432 Est. Cost $132.18 Unrealized
USFD US FOODS HLDG CORP 1.3%
Value ($000) $51,564 Shares 1,931,259 Est. Cost $28.06 Unrealized -2.4%
ABT ABBOTT LABS 1.3%
Value ($000) $51,400 Shares 963,260 Est. Cost $35.46 Unrealized +22.3%
ALLERGAN PLC 1.3%
Value ($000) $50,573 Shares 246,757 Est. Cost $259.50 Unrealized
KLX INC 1.3%
Value ($000) $49,660 Shares 938,235 Est. Cost $39.00 Unrealized
PGR PROGRESSIVE CORP OHIO 1.1%
Value ($000) $44,249 Shares 913,839 Est. Cost $26.41 Unrealized +36.8%
HLT HILTON WORLDWIDE HLDGS INC 1.1%
Value ($000) $44,029 Shares 633,958 Est. Cost $61.77 Unrealized 0.0%
RF REGIONS FINL CORP NEW 1.1%
Value ($000) $43,992 Shares 2,888,489 Est. Cost $9.80 Unrealized +6.4%
CLOVIS ONCOLOGY INC 1.1%
Value ($000) $43,041 Shares 522,345 Est. Cost $64.64 Unrealized
ADP AUTOMATIC DATA PROCESSING IN 1.0%
Value ($000) $41,393 Shares 378,637 Est. Cost $89.59 Unrealized 0.0%
META FACEBOOK INC 1.0%
Value ($000) $39,514 Shares 231,253 Est. Cost $165.72 Unrealized 0.0%
INC RESH HLDGS INC 0.9%
Value ($000) $37,207 Shares 711,417 Est. Cost $48.68 Unrealized
IBM INTERNATIONAL BUSINESS MACHS 0.9%
Value ($000) $36,444 Shares 251,200 Est. Cost $96.87 Unrealized 0.0%
STT STATE STR CORP 0.9%
Value ($000) $36,391 Shares 380,896 Est. Cost $72.18 Unrealized 0.0%
KO COCA COLA CO 0.9%
Value ($000) $36,008 Shares 800,000 Est. Cost Unrealized
BROADCOM LTD 0.9%
Value ($000) $36,004 Shares 148,444 Est. Cost $174.72 Unrealized
T AT&T INC 0.9%
Value ($000) $34,439 Shares 879,200 Est. Cost Unrealized
COACH INC 0.9%
Value ($000) $33,745 Shares 837,753 Est. Cost $40.28 Unrealized
C CITIGROUP INC 0.8%
Value ($000) $32,237 Shares 443,181 Est. Cost $44.71 Unrealized +16.1%
AMP AMERIPRISE FINL INC 0.8%
Value ($000) $32,013 Shares 215,564 Est. Cost $101.56 Unrealized +16.8%
BFH ALLIANCE DATA SYSTEMS CORP 0.8%
Value ($000) $31,930 Shares 144,122 Est. Cost $163.65 Unrealized -1.3%
DXC DXC TECHNOLOGY CO 0.8%
Value ($000) $31,762 Shares 369,841 Est. Cost $62.87 Unrealized +7.2%
CMA COMERICA INC 0.8%
Value ($000) $31,204 Shares 409,187 Est. Cost $49.86 Unrealized 0.0%
SANTANDER CONSUMER USA HDG I 0.8%
Value ($000) $30,331 Shares 1,973,367 Est. Cost $15.37 Unrealized
MCD MCDONALDS CORP 0.8%
Value ($000) $30,223 Shares 192,900 Est. Cost $102.89 Unrealized +25.0%
HIG HARTFORD FINL SVCS GROUP INC 0.7%
Value ($000) $29,070 Shares 524,435 Est. Cost $40.63 Unrealized +11.3%
AWI ARMSTRONG WORLD INDS INC NEW 0.7%
Value ($000) $26,910 Shares 525,072 Est. Cost $44.84 Unrealized -2.3%
ILG INC 0.7%
Value ($000) $26,572 Shares 994,073 Est. Cost $27.49 Unrealized
HD SUPPLY HLDGS INC 0.6%
Value ($000) $25,654 Shares 711,233 Est. Cost $32.14 Unrealized
R RYDER SYS INC 0.6%
Value ($000) $25,599 Shares 302,765 Est. Cost $75.70 Unrealized +0.0%
BIO BIO RAD LABS INC 0.6%
Value ($000) $25,551 Shares 114,984 Est. Cost $225.03 Unrealized 0.0%
AZO AUTOZONE INC 0.6%
Value ($000) $25,288 Shares 42,492 Est. Cost $532.63 Unrealized 0.0%
WM WASTE MGMT INC DEL 0.6%
Value ($000) $24,682 Shares 315,348 Est. Cost $63.34 Unrealized +3.6%
OSPREY ENERGY ACQUISITION CO 0.6%
Value ($000) $23,991 Shares 2,512,162 Est. Cost $9.55 Unrealized
MPC MARATHON PETE CORP 0.6%
Value ($000) $23,952 Shares 427,100 Est. Cost $38.35 Unrealized +7.8%
T AT&T INC 0.6%
Value ($000) $23,616 Shares 602,900 Est. Cost Unrealized
KMB KIMBERLY CLARK CORP 0.6%
Value ($000) $23,536 Shares 200,000 Est. Cost Unrealized
SANTANDER CONSUMER USA HDG I 0.6%
Value ($000) $23,167 Shares 1,507,300 Est. Cost $15.37 Unrealized
SENSATA TECHNOLOGIES HLDG NV 0.5%
Value ($000) $21,596 Shares 449,270 Est. Cost $41.38 Unrealized
CNDT CONDUENT INC 0.5%
Value ($000) $21,005 Shares 1,340,435 Est. Cost $16.37 Unrealized -0.2%
PHG KONINKLIJKE PHILIPS N V 0.5%
Value ($000) $20,899 Shares 507,260 Est. Cost $41.20 Unrealized
NKE NIKE INC 0.5%
Value ($000) $20,740 Shares 400,000 Est. Cost Unrealized
ODFL OLD DOMINION FGHT LINES INC 0.5%
Value ($000) $20,711 Shares 188,094 Est. Cost $31.83 Unrealized 0.0%
ILG INC 0.5%
Value ($000) $20,147 Shares 753,700 Est. Cost $27.49 Unrealized
NVS NOVARTIS A G 0.5%
Value ($000) $18,747 Shares 218,356 Est. Cost $74.27 Unrealized
DUN & BRADSTREET CORP DEL NE 0.5%
Value ($000) $18,332 Shares 157,480 Est. Cost $108.15 Unrealized
PBYI PUMA BIOTECHNOLOGY INC 0.4%
Value ($000) $17,603 Shares 147,000 Est. Cost Unrealized
MPC MARATHON PETE CORP 0.4%
Value ($000) $17,299 Shares 308,467 Est. Cost $38.35 Unrealized +7.8%
UAA UNDER ARMOUR INC 0.4%
Value ($000) $16,480 Shares 1,000,000 Est. Cost Unrealized
GAP GAP INC DEL 0.4%
Value ($000) $16,288 Shares 551,577 Est. Cost $18.35 Unrealized 0.0%
SNAP SNAP INC 0.4%
Value ($000) $15,619 Shares 1,074,228 Est. Cost $15.03 Unrealized -3.7%
APD AIR PRODS & CHEMS INC 0.4%
Value ($000) $15,198 Shares 100,500 Est. Cost $87.61 Unrealized +36.0%
JAGGED PEAK ENERGY INC 0.4%
Value ($000) $15,133 Shares 1,107,842 Est. Cost $13.12 Unrealized
ITW ILLINOIS TOOL WKS INC 0.4%
Value ($000) $14,796 Shares 100,000 Est. Cost Unrealized
MTG MGIC INVT CORP WIS 0.4%
Value ($000) $14,693 Shares 1,172,631 Est. Cost $10.53 Unrealized +10.4%
KSS KOHLS CORP 0.4%
Value ($000) $14,428 Shares 316,056 Est. Cost $41.00 Unrealized 0.0%
PCRX PACIRA PHARMACEUTICALS INC 0.4%
Value ($000) $13,978 Shares 372,269 Est. Cost $40.24 Unrealized 0.0%
SEE SEALED AIR CORP NEW 0.3%
Value ($000) $12,879 Shares 301,500 Est. Cost $39.18 Unrealized -2.6%
SHIRE PLC 0.3%
Value ($000) $11,842 Shares 77,328 Est. Cost $153.14 Unrealized
INTRA CELLULAR THERAPIES INC 0.3%
Value ($000) $11,830 Shares 749,679 Est. Cost $15.10 Unrealized
UNITED TECHNOLOGIES CORP 0.3%
Value ($000) $11,666 Shares 100,500 Est. Cost Unrealized
MRSH MARSH & MCLENNAN COS INC 0.3%
Value ($000) $11,436 Shares 136,460 Est. Cost $61.73 Unrealized +12.1%
URI UNITED RENTALS INC 0.3%
Value ($000) $11,259 Shares 81,158 Est. Cost $115.71 Unrealized 0.0%
JBHT HUNT J B TRANS SVCS INC 0.3%
Value ($000) $10,481 Shares 94,351 Est. Cost $89.63 Unrealized 0.0%
W WAYFAIR INC 0.3%
Value ($000) $10,157 Shares 150,700 Est. Cost $53.50 Unrealized +38.7%
BABA ALIBABA GROUP HLDG LTD 0.2%
Value ($000) $9,059 Shares 52,456 Est. Cost $172.70 Unrealized
ALV AUTOLIV INC 0.2%
Value ($000) $8,961 Shares 72,500 Est. Cost Unrealized
DLTR DOLLAR TREE INC 0.2%
Value ($000) $8,590 Shares 98,945 Est. Cost $76.30 Unrealized 0.0%
CMI CUMMINS INC 0.2%
Value ($000) $8,401 Shares 50,000 Est. Cost Unrealized
HAS HASBRO INC 0.2%
Value ($000) $7,810 Shares 79,962 Est. Cost $75.63 Unrealized 0.0%
ESNT ESSENT GROUP LTD 0.2%
Value ($000) $7,724 Shares 190,722 Est. Cost $31.54 Unrealized +9.7%
RDN RADIAN GROUP INC 0.2%
Value ($000) $7,372 Shares 394,407 Est. Cost $15.32 Unrealized -6.3%
PCAR PACCAR INC 0.2%
Value ($000) $7,235 Shares 100,000 Est. Cost Unrealized
PVH PVH CORP 0.2%
Value ($000) $7,149 Shares 56,707 Est. Cost $113.43 Unrealized +6.1%
IBM INTERNATIONAL BUSINESS MACHS 0.2%
Value ($000) $6,926 Shares 47,731 Est. Cost $96.87 Unrealized 0.0%
TJX TJX COS INC NEW 0.2%
Value ($000) $6,638 Shares 90,037 Est. Cost $33.23 Unrealized -4.6%
SRPT SAREPTA THERAPEUTICS INC 0.2%
Value ($000) $6,253 Shares 137,867 Est. Cost $30.95 Unrealized +29.1%
DG DOLLAR GEN CORP NEW 0.2%
Value ($000) $6,153 Shares 75,910 Est. Cost $67.26 Unrealized 0.0%
DRI DARDEN RESTAURANTS INC 0.1%
Value ($000) $5,207 Shares 66,094 Est. Cost $66.77 Unrealized 0.0%
URBN URBAN OUTFITTERS INC 0.1%
Value ($000) $4,881 Shares 204,200 Est. Cost Unrealized
CRI CARTER INC 0.1%
Value ($000) $4,594 Shares 46,531 Est. Cost $70.07 Unrealized 0.0%
DBV TECHNOLOGIES S A 0.1%
Value ($000) $4,543 Shares 107,060 Est. Cost $42.43 Unrealized
SHOO MADDEN STEVEN LTD 0.1%
Value ($000) $4,505 Shares 104,046 Est. Cost $21.92 Unrealized +8.3%
TGT TARGET CORP 0.1%
Value ($000) $4,404 Shares 74,640 Est. Cost $44.13 Unrealized 0.0%
HD SUPPLY HLDGS INC 0.1%
Value ($000) $3,625 Shares 100,500 Est. Cost $32.14 Unrealized
AEO AMERICAN EAGLE OUTFITTERS NE 0.1%
Value ($000) $2,974 Shares 207,980 Est. Cost $11.67 Unrealized -16.0%
TTWO TAKE-TWO INTERACTIVE SOFTWAR 0.1%
Value ($000) $2,451 Shares 23,970 Est. Cost $89.54 Unrealized 0.0%
EA ELECTRONIC ARTS INC 0.1%
Value ($000) $2,306 Shares 19,529 Est. Cost $100.14 Unrealized +12.5%
ACTIVISION BLIZZARD INC 0.1%
Value ($000) $2,121 Shares 32,883 Est. Cost $64.50 Unrealized
PLCE CHILDRENS PL INC 0.0%
Value ($000) $1,463 Shares 12,389 Est. Cost $107.55 Unrealized 0.0%
TXRH TEXAS ROADHOUSE INC 0.0%
Value ($000) $1,300 Shares 26,472 Est. Cost $39.21 Unrealized +8.3%
OSPREY ENERGY ACQUISITION CO 0.0%
Value ($000) $961 Shares 1,256,081 Est. Cost $0.77 Unrealized
INTRA CELLULAR THERAPIES INC 0.0%
Value ($000) $666 Shares 42,200 Est. Cost $15.10 Unrealized
WMIH CORP 0.0%
Value ($000) $50 Shares 53,420 Est. Cost $2.60 Unrealized