SAMLYN CAPITAL, LLC Quant / Systematic

CIK: 0001421097 · Show all filings

Period: Q2 2020 (← Previous) (Next →)

Filing Date: Aug 14, 2020

Total Value ($000): $5,406,669 (99.9% shares, 0.1% debt)

Holdings (104)

LPLA LPL FINL HLDGS INC 5.1%
Value ($000) $278,360 Shares 3,550,513 Est. Cost $71.48 Unrealized -6.5%
PAGS PAGSEGURO DIGITAL LTD 4.7%
Value ($000) $256,726 Shares 7,264,455 Est. Cost $30.73 Unrealized -8.4%
VOYA VOYA FINANCIAL INC 4.4%
Value ($000) $235,978 Shares 5,058,484 Est. Cost $44.97 Unrealized -10.4%
ATHENE HLDG LTD 3.6%
Value ($000) $194,595 Shares 6,239,011 Est. Cost $37.89 Unrealized
SNAP SNAP INC 3.5%
Value ($000) $188,162 Shares 8,010,296 Est. Cost $15.35 Unrealized +15.9%
BURL BURLINGTON STORES INC 3.0%
Value ($000) $164,530 Shares 835,472 Est. Cost $205.85 Unrealized -8.5%
AIZ ASSURANT INC 3.0%
Value ($000) $162,958 Shares 1,577,667 Est. Cost $92.09 Unrealized +1.7%
GPN GLOBAL PMTS INC 3.0%
Value ($000) $160,014 Shares 943,368 Est. Cost $153.97 Unrealized +3.2%
TJX TJX COS INC NEW 2.8%
Value ($000) $152,782 Shares 3,021,783 Est. Cost $49.02 Unrealized -4.9%
DIS DISNEY WALT CO 2.6%
Value ($000) $138,497 Shares 1,242,016 Est. Cost $120.47 Unrealized -10.5%
AMZN AMAZON COM INC 2.5%
Value ($000) $132,895 Shares 48,171 Est. Cost $82.75 Unrealized +46.0%
MS MORGAN STANLEY 2.1%
Value ($000) $113,248 Shares 2,344,700 Est. Cost $38.05 Unrealized -7.4%
CMG CHIPOTLE MEXICAN GRILL INC 2.0%
Value ($000) $106,048 Shares 100,771 Est. Cost $15.82 Unrealized +17.0%
PG PROCTER AND GAMBLE CO 1.9%
Value ($000) $105,255 Shares 880,283 Est. Cost $101.53 Unrealized 0.0%
PYPL PAYPAL HLDGS INC 1.9%
Value ($000) $101,990 Shares 585,374 Est. Cost $111.52 Unrealized +23.6%
TMUS T-MOBILE US INC 1.8%
Value ($000) $95,644 Shares 918,335 Est. Cost $92.61 Unrealized 0.0%
PLNT PLANET FITNESS INC 1.7%
Value ($000) $92,168 Shares 1,521,686 Est. Cost $60.04 Unrealized 0.0%
MYLAN NV 1.7%
Value ($000) $91,139 Shares 5,667,812 Est. Cost $17.54 Unrealized
HORIZON THERAPEUTICS PUB LTD 1.6%
Value ($000) $86,461 Shares 1,555,616 Est. Cost $27.24 Unrealized
JACOBS ENGR GROUP INC 1.5%
Value ($000) $82,816 Shares 976,600 Est. Cost $84.18 Unrealized
RNR RENAISSANCERE HOLDINGS LTD 1.5%
Value ($000) $81,281 Shares 475,237 Est. Cost $164.13 Unrealized 0.0%
GS GOLDMAN SACHS GROUP INC 1.4%
Value ($000) $77,197 Shares 390,634 Est. Cost $170.24 Unrealized -3.6%
OPTU ALTICE USA INC 1.4%
Value ($000) $77,134 Shares 3,422,037 Est. Cost $24.78 Unrealized -1.0%
EAT BRINKER INTL INC 1.3%
Value ($000) $70,288 Shares 2,928,620 Est. Cost $21.46 Unrealized 0.0%
QCOM QUALCOMM INC 1.3%
Value ($000) $69,292 Shares 759,700 Est. Cost Unrealized
TPR TAPESTRY INC 1.3%
Value ($000) $68,248 Shares 5,139,174 Est. Cost $21.23 Unrealized -40.9%
DECK DECKERS OUTDOOR CORP 1.2%
Value ($000) $65,722 Shares 334,648 Est. Cost $26.71 Unrealized +3.1%
DG DOLLAR GEN CORP NEW 1.2%
Value ($000) $64,659 Shares 339,399 Est. Cost $167.17 Unrealized 0.0%
LDOS LEIDOS HOLDINGS INC 1.1%
Value ($000) $60,678 Shares 647,784 Est. Cost $73.13 Unrealized +24.9%
HIG HARTFORD FINL SVCS GROUP INC 1.1%
Value ($000) $59,942 Shares 1,554,915 Est. Cost $43.15 Unrealized -22.0%
NOMD NOMAD FOODS LTD 1.1%
Value ($000) $59,223 Shares 2,760,949 Est. Cost $19.32 Unrealized +8.0%
TMO THERMO FISHER SCIENTIFIC INC 1.1%
Value ($000) $58,762 Shares 162,172 Est. Cost $313.08 Unrealized +5.5%
AEO AMERICAN EAGLE OUTFITTERS IN 1.1%
Value ($000) $58,108 Shares 5,330,994 Est. Cost $8.17 Unrealized 0.0%
DHR DANAHER CORPORATION 1.0%
Value ($000) $55,740 Shares 315,217 Est. Cost $140.03 Unrealized 0.0%
TRU TRANSUNION 1.0%
Value ($000) $52,609 Shares 604,420 Est. Cost $77.66 Unrealized 0.0%
WYNN WYNN RESORTS LTD 0.9%
Value ($000) $47,860 Shares 642,506 Est. Cost $90.27 Unrealized -13.7%
DHI D R HORTON INC 0.9%
Value ($000) $47,085 Shares 849,160 Est. Cost $45.81 Unrealized 0.0%
ACN ACCENTURE PLC IRELAND 0.8%
Value ($000) $45,544 Shares 212,108 Est. Cost $174.62 Unrealized 0.0%
CDW CDW CORP 0.8%
Value ($000) $45,081 Shares 388,025 Est. Cost $101.20 Unrealized 0.0%
CHWY CHEWY INC 0.8%
Value ($000) $44,346 Shares 992,309 Est. Cost $43.62 Unrealized 0.0%
PERSPECTA INC 0.8%
Value ($000) $43,519 Shares 1,873,398 Est. Cost $18.97 Unrealized
SKECHERS U S A INC 0.8%
Value ($000) $42,550 Shares 1,355,938 Est. Cost $23.74 Unrealized
WM WASTE MGMT INC DEL 0.8%
Value ($000) $41,723 Shares 393,948 Est. Cost $92.14 Unrealized 0.0%
CL COLGATE PALMOLIVE CO 0.8%
Value ($000) $41,683 Shares 568,900 Est. Cost Unrealized
SIX FLAGS ENTMT CORP NEW 0.8%
Value ($000) $41,447 Shares 2,157,564 Est. Cost $19.21 Unrealized
ARES ARES MANAGEMENT CORPORATION 0.8%
Value ($000) $40,949 Shares 1,031,470 Est. Cost $29.64 Unrealized 0.0%
XP XP INC 0.7%
Value ($000) $40,227 Shares 957,571 Est. Cost $36.29 Unrealized -15.5%
BIOHAVEN PHARMACTL HLDG CO L 0.7%
Value ($000) $39,225 Shares 536,530 Est. Cost $73.11 Unrealized
LLY LILLY ELI & CO 0.7%
Value ($000) $35,347 Shares 215,300 Est. Cost Unrealized
LYV LIVE NATION ENTERTAINMENT IN 0.6%
Value ($000) $34,614 Shares 780,808 Est. Cost $61.78 Unrealized -29.0%
ABBV ABBVIE INC 0.6%
Value ($000) $34,071 Shares 347,025 Est. Cost $67.19 Unrealized +4.9%
ASH ASHLAND GLOBAL HLDGS INC 0.6%
Value ($000) $32,277 Shares 467,099 Est. Cost $57.42 Unrealized -2.2%
BIIB BIOGEN INC 0.6%
Value ($000) $31,915 Shares 119,287 Est. Cost $280.65 Unrealized +7.1%
AXONICS MODULATION TECHNOLOG 0.6%
Value ($000) $31,575 Shares 899,282 Est. Cost $29.13 Unrealized
UNP UNION PAC CORP 0.6%
Value ($000) $30,957 Shares 183,102 Est. Cost $147.25 Unrealized -3.9%
ARGX ARGENX SE 0.6%
Value ($000) $30,871 Shares 137,065 Est. Cost $165.60 Unrealized
INTRA CELLULAR THERAPIES INC 0.6%
Value ($000) $30,254 Shares 1,178,567 Est. Cost $15.09 Unrealized
BMY BRISTOL-MYERS SQUIBB CO 0.5%
Value ($000) $29,503 Shares 501,768 Est. Cost $47.92 Unrealized 0.0%
LEA LEAR CORP 0.5%
Value ($000) $28,746 Shares 263,681 Est. Cost $88.93 Unrealized 0.0%
IHS MARKIT LTD 0.5%
Value ($000) $27,310 Shares 361,718 Est. Cost $75.50 Unrealized
META FACEBOOK INC 0.5%
Value ($000) $26,858 Shares 118,284 Est. Cost $207.33 Unrealized 0.0%
AXS AXIS CAPITAL HOLDINGS LTD 0.5%
Value ($000) $26,462 Shares 652,413 Est. Cost $50.38 Unrealized -34.6%
DISCOVER FINL SVCS 0.5%
Value ($000) $25,301 Shares 505,099 Est. Cost $50.09 Unrealized
CRM SALESFORCE COM INC 0.4%
Value ($000) $24,210 Shares 129,234 Est. Cost $166.47 Unrealized 0.0%
EXEL EXELIXIS INC 0.4%
Value ($000) $24,023 Shares 1,011,903 Est. Cost $18.29 Unrealized +26.7%
TW TRADEWEB MKTS INC 0.4%
Value ($000) $23,804 Shares 409,413 Est. Cost $43.75 Unrealized +31.6%
BLDR BUILDERS FIRSTSOURCE INC 0.4%
Value ($000) $23,342 Shares 1,127,622 Est. Cost $23.38 Unrealized -22.7%
CREE INC 0.4%
Value ($000) $23,317 Shares 393,930 Est. Cost $59.19 Unrealized
EG EVEREST RE GROUP LTD 0.4%
Value ($000) $23,169 Shares 112,363 Est. Cost $173.73 Unrealized 0.0%
SEATTLE GENETICS INC 0.4%
Value ($000) $22,165 Shares 130,450 Est. Cost $115.02 Unrealized
CHIMERA INVT CORP 0.4%
Value ($000) $21,585 Shares 2,246,153 Est. Cost $9.61 Unrealized
RPRX ROYALTY PHARMA PLC 0.4%
Value ($000) $20,682 Shares 426,000 Est. Cost $49.50 Unrealized 0.0%
BURL BURLINGTON STORES INC 0.4%
Value ($000) $20,205 Shares 102,600 Est. Cost $205.85 Unrealized -8.5%
SCULPTOR CAP MGMT 0.3%
Value ($000) $18,790 Shares 1,453,236 Est. Cost $16.67 Unrealized
INTRA CELLULAR THERAPIES INC 0.3%
Value ($000) $16,323 Shares 635,900 Est. Cost $15.09 Unrealized
APH AMPHENOL CORP NEW 0.3%
Value ($000) $16,212 Shares 169,216 Est. Cost $21.17 Unrealized 0.0%
OLN OLIN CORP 0.3%
Value ($000) $15,466 Shares 1,346,068 Est. Cost $13.00 Unrealized -14.4%
LHX L3HARRIS TECHNOLOGIES INC 0.3%
Value ($000) $14,115 Shares 83,189 Est. Cost $182.00 Unrealized -7.8%
HDB HDFC BANK LTD 0.2%
Value ($000) $13,068 Shares 287,477 Est. Cost $45.46 Unrealized
RRR RED ROCK RESORTS INC 0.2%
Value ($000) $11,942 Shares 1,094,552 Est. Cost $11.30 Unrealized 0.0%
CSTM CONSTELLIUM SE 0.2%
Value ($000) $11,779 Shares 1,533,731 Est. Cost $7.27 Unrealized 0.0%
VRT VERTIV HOLDINGS CO 0.2%
Value ($000) $11,455 Shares 844,719 Est. Cost $11.59 Unrealized 0.0%
BLMN BLOOMIN BRANDS INC 0.2%
Value ($000) $11,414 Shares 1,070,628 Est. Cost $8.73 Unrealized 0.0%
NGVT INGEVITY CORP 0.2%
Value ($000) $11,407 Shares 216,995 Est. Cost $47.46 Unrealized 0.0%
PLNT PLANET FITNESS INC 0.2%
Value ($000) $10,025 Shares 165,500 Est. Cost $60.04 Unrealized 0.0%
DKS DICKS SPORTING GOODS INC 0.2%
Value ($000) $8,554 Shares 207,336 Est. Cost $26.83 Unrealized 0.0%
AZEK CO INC 0.1%
Value ($000) $7,965 Shares 250,000 Est. Cost $31.86 Unrealized
VROOM INC 0.1%
Value ($000) $7,822 Shares 150,000 Est. Cost $52.15 Unrealized
DIN DINE BRANDS GLOBAL INC 0.1%
Value ($000) $7,637 Shares 181,401 Est. Cost $33.22 Unrealized 0.0%
FALCON MINERALS CORP 0.1%
Value ($000) $7,225 Shares 2,257,890 Est. Cost $10.28 Unrealized
WESTERN ASSET MTG CAP CORP 0.1%
Value ($000) $7,137 Shares 10,000,000 Est. Cost $0.71 Unrealized
LOGICBIO THERAPEUTICS INC 0.1%
Value ($000) $6,658 Shares 787,015 Est. Cost $9.54 Unrealized
LULU LULULEMON ATHLETICA INC 0.1%
Value ($000) $5,399 Shares 17,301 Est. Cost $217.69 Unrealized +17.5%
LEGN LEGEND BIOTECH CORP 0.1%
Value ($000) $4,256 Shares 100,000 Est. Cost $42.56 Unrealized
ROST ROSS STORES INC 0.1%
Value ($000) $3,183 Shares 37,338 Est. Cost $85.67 Unrealized 0.0%
BJRI BJS RESTAURANTS INC 0.1%
Value ($000) $3,064 Shares 146,351 Est. Cost $19.80 Unrealized 0.0%
DRI DARDEN RESTAURANTS INC 0.1%
Value ($000) $2,837 Shares 37,460 Est. Cost $60.40 Unrealized 0.0%
WMG WARNER MUSIC GROUP CORP 0.0%
Value ($000) $2,686 Shares 91,029 Est. Cost $27.74 Unrealized 0.0%
TXRH TEXAS ROADHOUSE INC 0.0%
Value ($000) $2,582 Shares 49,104 Est. Cost $44.77 Unrealized 0.0%
INVESCO MORTGAGE CAPITAL INC 0.0%
Value ($000) $2,348 Shares 628,100 Est. Cost Unrealized
DUNKIN BRANDS GROUP INC 0.0%
Value ($000) $1,922 Shares 29,456 Est. Cost $65.25 Unrealized
FALCON MINERALS CORP 0.0%
Value ($000) $256 Shares 2,524,468 Est. Cost $1.70 Unrealized
EAT BRINKER INTL INC 0.0%
Value ($000) $125 Shares 5,200 Est. Cost $21.46 Unrealized 0.0%
AG MTG INVT TR INC 0.0%
Value ($000) $66 Shares 20,767 Est. Cost $3.18 Unrealized