SAMLYN CAPITAL, LLC Quant / Systematic

CIK: 0001421097 · Show all filings

Period: Q1 2018 (← Previous) (Next →)

Filing Date: May 15, 2018

Total Value ($000): $4,551,217 (100.0% shares, 0.0% debt)

Holdings (121)

MRK MERCK & CO INC 4.3%
Value ($000) $197,078 Shares 3,618,100 Est. Cost $42.50 Unrealized -0.6%
ATHENE HLDG LTD 3.6%
Value ($000) $164,371 Shares 3,437,987 Est. Cost $49.27 Unrealized
MA MASTERCARD INCORPORATED 3.0%
Value ($000) $134,786 Shares 769,500 Est. Cost $102.31 Unrealized +60.0%
STZ CONSTELLATION BRANDS INC 2.9%
Value ($000) $132,867 Shares 582,953 Est. Cost $131.55 Unrealized +47.6%
TIME WARNER INC 2.8%
Value ($000) $125,746 Shares 1,329,523 Est. Cost $98.12 Unrealized
LPLA LPL FINL HLDGS INC 2.6%
Value ($000) $116,453 Shares 1,906,871 Est. Cost $41.82 Unrealized +48.2%
SEE SEALED AIR CORP NEW 2.0%
Value ($000) $92,028 Shares 2,150,681 Est. Cost $39.21 Unrealized -0.1%
BURL BURLINGTON STORES INC 2.0%
Value ($000) $89,899 Shares 675,178 Est. Cost $88.53 Unrealized +39.6%
AIZ ASSURANT INC 1.9%
Value ($000) $87,553 Shares 957,806 Est. Cost $82.22 Unrealized -4.3%
EA ELECTRONIC ARTS INC 1.9%
Value ($000) $86,805 Shares 715,975 Est. Cost $117.84 Unrealized 0.0%
UNH UNITEDHEALTH GROUP INC 1.8%
Value ($000) $83,256 Shares 389,046 Est. Cost $187.95 Unrealized +7.0%
TD AMERITRADE HLDG CORP 1.8%
Value ($000) $79,957 Shares 1,349,933 Est. Cost $55.74 Unrealized
HLT HILTON WORLDWIDE HLDGS INC 1.7%
Value ($000) $78,314 Shares 994,333 Est. Cost $65.71 Unrealized +21.6%
CFG CITIZENS FINL GROUP INC 1.7%
Value ($000) $77,894 Shares 1,855,515 Est. Cost $28.01 Unrealized +15.3%
USFD US FOODS HLDG CORP 1.7%
Value ($000) $77,645 Shares 2,369,395 Est. Cost $28.72 Unrealized +13.8%
BROADCOM LTD 1.7%
Value ($000) $77,577 Shares 329,206 Est. Cost $208.72 Unrealized
TPR TAPESTRY INC 1.7%
Value ($000) $76,485 Shares 1,453,807 Est. Cost $35.20 Unrealized +13.0%
DIS DISNEY WALT CO 1.6%
Value ($000) $74,209 Shares 738,832 Est. Cost $100.96 Unrealized 0.0%
MRK MERCK & CO INC 1.6%
Value ($000) $71,427 Shares 1,311,286 Est. Cost $42.50 Unrealized -0.6%
CHTR CHARTER COMMUNICATIONS INC N 1.5%
Value ($000) $67,904 Shares 218,186 Est. Cost $351.59 Unrealized 0.0%
NOMD NOMAD FOODS LTD 1.5%
Value ($000) $66,575 Shares 4,229,705 Est. Cost $10.70 Unrealized +54.4%
FOOT LOCKER INC 1.5%
Value ($000) $66,318 Shares 1,456,251 Est. Cost $46.48 Unrealized
MS MORGAN STANLEY 1.5%
Value ($000) $66,033 Shares 1,223,746 Est. Cost $43.68 Unrealized 0.0%
RF REGIONS FINL CORP NEW 1.4%
Value ($000) $65,118 Shares 3,504,714 Est. Cost $10.73 Unrealized +29.5%
HDB HDFC BANK LTD 1.3%
Value ($000) $57,413 Shares 581,282 Est. Cost $62.04 Unrealized
QSR RESTAURANT BRANDS INTL INC 1.3%
Value ($000) $57,210 Shares 1,005,100 Est. Cost $61.77 Unrealized -3.9%
DG DOLLAR GEN CORP NEW 1.2%
Value ($000) $55,000 Shares 587,921 Est. Cost $86.78 Unrealized 0.0%
W WAYFAIR INC 1.2%
Value ($000) $54,477 Shares 806,700 Est. Cost $69.55 Unrealized +20.8%
CORELOGIC INC 1.2%
Value ($000) $54,321 Shares 1,201,003 Est. Cost $30.93 Unrealized
APD AIR PRODS & CHEMS INC 1.2%
Value ($000) $53,905 Shares 338,958 Est. Cost $92.78 Unrealized +46.3%
VOYA VOYA FINL INC 1.2%
Value ($000) $53,212 Shares 1,053,698 Est. Cost $46.39 Unrealized 0.0%
LOW LOWES COS INC 1.1%
Value ($000) $50,042 Shares 570,268 Est. Cost $64.56 Unrealized +26.9%
QSR RESTAURANT BRANDS INTL INC 1.1%
Value ($000) $47,871 Shares 841,035 Est. Cost $61.77 Unrealized -3.9%
PIONEER NAT RES CO 1.0%
Value ($000) $47,377 Shares 275,803 Est. Cost $171.78 Unrealized
IBN ICICI BK LTD 1.0%
Value ($000) $45,203 Shares 5,107,590 Est. Cost $8.96 Unrealized
BIO BIO RAD LABS INC 1.0%
Value ($000) $44,715 Shares 178,800 Est. Cost $233.26 Unrealized +9.2%
W WAYFAIR INC 1.0%
Value ($000) $44,261 Shares 655,427 Est. Cost $69.55 Unrealized +20.8%
KLX INC 1.0%
Value ($000) $44,162 Shares 621,489 Est. Cost $39.00 Unrealized
AMZN AMAZON COM INC 1.0%
Value ($000) $44,129 Shares 30,490 Est. Cost $31.57 Unrealized +126.5%
JACK JACK IN THE BOX INC 1.0%
Value ($000) $43,729 Shares 512,468 Est. Cost $89.52 Unrealized 0.0%
GOOG ALPHABET INC 0.9%
Value ($000) $43,138 Shares 41,809 Est. Cost $54.79 Unrealized 0.0%
ALLERGAN PLC 0.9%
Value ($000) $43,060 Shares 255,867 Est. Cost $250.31 Unrealized
TSCO TRACTOR SUPPLY CO 0.9%
Value ($000) $42,682 Shares 677,275 Est. Cost $12.33 Unrealized 0.0%
SANTANDER CONSUMER USA HDG I 0.9%
Value ($000) $41,587 Shares 2,551,400 Est. Cost $15.37 Unrealized
HD SUPPLY HLDGS INC 0.9%
Value ($000) $40,656 Shares 1,071,587 Est. Cost $35.58 Unrealized
IQV IQVIA HLDGS INC 0.9%
Value ($000) $39,650 Shares 404,144 Est. Cost $101.08 Unrealized 0.0%
CIGNA CORPORATION 0.9%
Value ($000) $39,512 Shares 235,554 Est. Cost $132.18 Unrealized
PHG KONINKLIJKE PHILIPS N V 0.9%
Value ($000) $39,495 Shares 1,030,930 Est. Cost $38.78 Unrealized
URI UNITED RENTALS INC 0.9%
Value ($000) $39,479 Shares 228,559 Est. Cost $171.97 Unrealized 0.0%
TMO THERMO FISHER SCIENTIFIC INC 0.9%
Value ($000) $39,401 Shares 190,842 Est. Cost $205.54 Unrealized 0.0%
DXC DXC TECHNOLOGY CO 0.8%
Value ($000) $37,940 Shares 377,403 Est. Cost $66.14 Unrealized +26.1%
ROYAL DUTCH SHELL PLC 0.8%
Value ($000) $37,609 Shares 589,400 Est. Cost $66.71 Unrealized
HIG HARTFORD FINL SVCS GROUP INC 0.8%
Value ($000) $36,829 Shares 714,866 Est. Cost $43.56 Unrealized +5.4%
ADP AUTOMATIC DATA PROCESSING IN 0.8%
Value ($000) $36,144 Shares 318,503 Est. Cost $90.78 Unrealized +8.6%
XPO XPO LOGISTICS INC 0.8%
Value ($000) $35,532 Shares 349,010 Est. Cost $30.16 Unrealized +10.6%
HUBB HUBBELL INC 0.8%
Value ($000) $35,359 Shares 290,350 Est. Cost $105.53 Unrealized +6.1%
RSP PERMIAN INC 0.8%
Value ($000) $35,061 Shares 747,867 Est. Cost $41.12 Unrealized
IAC INTERACTIVECORP 0.7%
Value ($000) $32,669 Shares 208,904 Est. Cost $156.38 Unrealized
AL AIR LEASE CORP 0.7%
Value ($000) $31,076 Shares 729,154 Est. Cost $38.14 Unrealized +4.8%
TMUS T MOBILE US INC 0.7%
Value ($000) $30,961 Shares 507,208 Est. Cost $59.03 Unrealized +2.4%
IBM INTERNATIONAL BUSINESS MACHS 0.7%
Value ($000) $30,525 Shares 198,950 Est. Cost $107.30 Unrealized 0.0%
UHS UNIVERSAL HLTH SVCS INC 0.7%
Value ($000) $30,319 Shares 256,053 Est. Cost $114.19 Unrealized +0.4%
AZO AUTOZONE INC 0.7%
Value ($000) $30,270 Shares 46,664 Est. Cost $571.34 Unrealized +25.3%
STLD STEEL DYNAMICS INC 0.6%
Value ($000) $28,950 Shares 654,665 Est. Cost $39.00 Unrealized 0.0%
SHIRE PLC 0.6%
Value ($000) $28,610 Shares 191,517 Est. Cost $150.49 Unrealized
ABT ABBOTT LABS 0.6%
Value ($000) $27,895 Shares 465,533 Est. Cost $35.46 Unrealized +48.3%
SBUX STARBUCKS CORP 0.6%
Value ($000) $25,768 Shares 445,116 Est. Cost $48.70 Unrealized 0.0%
LDOS LEIDOS HLDGS INC 0.5%
Value ($000) $24,929 Shares 381,175 Est. Cost $57.06 Unrealized +3.1%
SANTANDER CONSUMER USA HDG I 0.5%
Value ($000) $24,235 Shares 1,486,829 Est. Cost $15.37 Unrealized
OSPREY ENERGY ACQUISITION CO 0.5%
Value ($000) $24,172 Shares 2,512,688 Est. Cost $9.55 Unrealized
AETNA INC NEW 0.5%
Value ($000) $24,088 Shares 142,534 Est. Cost $169.00 Unrealized
SBNY SIGNATURE BK NEW YORK N Y 0.5%
Value ($000) $22,313 Shares 157,190 Est. Cost $141.95 Unrealized
VRTX VERTEX PHARMACEUTICALS INC 0.5%
Value ($000) $22,068 Shares 135,403 Est. Cost $148.07 Unrealized +10.3%
BIIB BIOGEN INC 0.5%
Value ($000) $21,843 Shares 79,772 Est. Cost $277.01 Unrealized +12.1%
PEP PEPSICO INC 0.5%
Value ($000) $21,830 Shares 200,000 Est. Cost Unrealized
SEE SEALED AIR CORP NEW 0.5%
Value ($000) $21,510 Shares 502,700 Est. Cost $39.21 Unrealized -0.1%
L3 TECHNOLOGIES INC 0.4%
Value ($000) $18,349 Shares 88,217 Est. Cost $208.00 Unrealized
AZN ASTRAZENECA PLC 0.4%
Value ($000) $17,647 Shares 504,610 Est. Cost $34.73 Unrealized
TGT TARGET CORP 0.4%
Value ($000) $17,358 Shares 250,000 Est. Cost $44.13 Unrealized +32.5%
CTSH COGNIZANT TECHNOLOGY SOLUTIO 0.4%
Value ($000) $16,412 Shares 203,874 Est. Cost $70.61 Unrealized 0.0%
CLOVIS ONCOLOGY INC 0.4%
Value ($000) $16,269 Shares 308,119 Est. Cost $65.43 Unrealized
FOOT LOCKER INC 0.4%
Value ($000) $16,016 Shares 351,700 Est. Cost $46.48 Unrealized
INTRA CELLULAR THERAPIES INC 0.3%
Value ($000) $13,774 Shares 654,343 Est. Cost $14.94 Unrealized
LOW LOWES COS INC 0.3%
Value ($000) $13,233 Shares 150,800 Est. Cost $64.56 Unrealized +26.9%
ANDEAVOR 0.3%
Value ($000) $12,717 Shares 126,461 Est. Cost $100.56 Unrealized
BAX BAXTER INTL INC 0.2%
Value ($000) $10,891 Shares 167,450 Est. Cost $58.91 Unrealized 0.0%
ORLY O REILLY AUTOMOTIVE INC NEW 0.2%
Value ($000) $10,727 Shares 43,363 Est. Cost $16.91 Unrealized 0.0%
WSM WILLIAMS SONOMA INC 0.2%
Value ($000) $10,552 Shares 200,000 Est. Cost Unrealized
BIOHAVEN PHARMACTL HLDG CO L 0.2%
Value ($000) $10,339 Shares 401,322 Est. Cost $25.76 Unrealized
RL RALPH LAUREN CORP 0.2%
Value ($000) $9,839 Shares 88,013 Est. Cost $92.65 Unrealized 0.0%
TIME WARNER INC 0.2%
Value ($000) $9,524 Shares 100,700 Est. Cost $98.12 Unrealized
DBV TECHNOLOGIES S A 0.2%
Value ($000) $9,152 Shares 396,724 Est. Cost $28.32 Unrealized
GRMN GARMIN LTD 0.2%
Value ($000) $7,795 Shares 132,272 Est. Cost $50.58 Unrealized 0.0%
HAS HASBRO INC 0.2%
Value ($000) $7,723 Shares 91,604 Est. Cost $70.02 Unrealized 0.0%
TJX TJX COS INC NEW 0.2%
Value ($000) $7,374 Shares 90,414 Est. Cost $35.48 Unrealized 0.0%
ALDER BIOPHARMACEUTICALS INC 0.2%
Value ($000) $7,151 Shares 563,037 Est. Cost $12.70 Unrealized
URBN URBAN OUTFITTERS INC 0.2%
Value ($000) $6,992 Shares 189,168 Est. Cost $35.06 Unrealized 0.0%
KSS KOHLS CORP 0.1%
Value ($000) $6,732 Shares 102,772 Est. Cost $41.00 Unrealized +54.8%
ACTIVISION BLIZZARD INC 0.1%
Value ($000) $6,526 Shares 96,738 Est. Cost $65.46 Unrealized
PLCE CHILDRENS PL INC 0.1%
Value ($000) $5,965 Shares 44,106 Est. Cost $145.38 Unrealized 0.0%
M MACYS INC 0.1%
Value ($000) $5,948 Shares 200,000 Est. Cost Unrealized
DKS DICKS SPORTING GOODS INC 0.1%
Value ($000) $5,248 Shares 149,744 Est. Cost $25.66 Unrealized 0.0%
PANDORA MEDIA INC 0.1%
Value ($000) $4,916 Shares 977,191 Est. Cost $5.03 Unrealized
ODFL OLD DOMINION FGHT LINES INC 0.1%
Value ($000) $4,687 Shares 31,886 Est. Cost $45.75 Unrealized 0.0%
DPZ DOMINOS PIZZA INC 0.1%
Value ($000) $4,573 Shares 19,581 Est. Cost $199.01 Unrealized 0.0%
ROST ROSS STORES INC 0.1%
Value ($000) $3,468 Shares 44,475 Est. Cost $73.33 Unrealized 0.0%
WEN WENDYS CO 0.1%
Value ($000) $3,434 Shares 195,710 Est. Cost $16.59 Unrealized 0.0%
MSM MSC INDL DIRECT INC 0.1%
Value ($000) $3,419 Shares 37,284 Est. Cost $92.38 Unrealized 0.0%
ANF ABERCROMBIE & FITCH CO 0.1%
Value ($000) $3,133 Shares 129,421 Est. Cost $19.24 Unrealized 0.0%
BBY BEST BUY INC 0.1%
Value ($000) $3,021 Shares 43,165 Est. Cost $53.63 Unrealized 0.0%
PH PARKER HANNIFIN CORP 0.1%
Value ($000) $2,952 Shares 17,256 Est. Cost $164.37 Unrealized +2.2%
CAR AVIS BUDGET GROUP 0.1%
Value ($000) $2,781 Shares 59,380 Est. Cost $42.80 Unrealized 0.0%
H HYATT HOTELS CORP 0.1%
Value ($000) $2,530 Shares 33,177 Est. Cost $76.05 Unrealized 0.0%
MAR MARRIOTT INTL INC NEW 0.1%
Value ($000) $2,351 Shares 17,289 Est. Cost $131.25 Unrealized 0.0%
DSW INC 0.1%
Value ($000) $2,316 Shares 103,110 Est. Cost $22.46 Unrealized
LSTR LANDSTAR SYS INC 0.0%
Value ($000) $1,620 Shares 14,778 Est. Cost $109.62 Unrealized
CHICOS FAS INC 0.0%
Value ($000) $1,510 Shares 166,953 Est. Cost $9.04 Unrealized
UAA UNDER ARMOUR INC 0.0%
Value ($000) $1,448 Shares 88,598 Est. Cost $15.65 Unrealized 0.0%
PKG PACKAGING CORP AMER 0.0%
Value ($000) $1,284 Shares 11,393 Est. Cost $95.04 Unrealized 0.0%
OSPREY ENERGY ACQUISITION CO 0.0%
Value ($000) $955 Shares 1,256,455 Est. Cost $0.77 Unrealized
WMIH CORP 0.0%
Value ($000) $76 Shares 53,420 Est. Cost $2.60 Unrealized