SAMLYN CAPITAL, LLC Quant / Systematic

CIK: 0001421097 · Show all filings

Period: Q3 2020 (← Previous) (Next →)

Filing Date: Nov 16, 2020

Total Value ($000): $5,553,507 (99.7% shares, 0.3% debt)

Holdings (138)

VOYA VOYA FINANCIAL INC 5.3%
Value ($000) $295,003 Shares 6,154,878 Est. Cost $44.95 Unrealized -0.3%
ATHENE HOLDING LTD 4.9%
Value ($000) $273,641 Shares 8,029,355 Est. Cost $37.04 Unrealized
LPLA LPL FINL HLDGS INC 4.6%
Value ($000) $255,606 Shares 3,333,836 Est. Cost $71.48 Unrealized +11.1%
DIS DISNEY WALT CO 4.5%
Value ($000) $249,964 Shares 2,014,539 Est. Cost $121.10 Unrealized +0.8%
PAGS PAGSEGURO DIGITAL LTD 4.4%
Value ($000) $246,201 Shares 6,528,804 Est. Cost $30.73 Unrealized +26.4%
AMZN AMAZON COM INC 3.0%
Value ($000) $165,258 Shares 52,484 Est. Cost $88.91 Unrealized +77.3%
PYPL PAYPAL HLDGS INC 2.8%
Value ($000) $156,625 Shares 794,929 Est. Cost $131.65 Unrealized +42.7%
AIZ ASSURANT INC 2.8%
Value ($000) $155,298 Shares 1,280,173 Est. Cost $92.09 Unrealized +13.4%
RNR RENAISSANCERE HLDGS LTD 2.6%
Value ($000) $142,818 Shares 841,393 Est. Cost $169.68 Unrealized +4.2%
LULU LULULEMON ATHLETICA INC 2.4%
Value ($000) $136,044 Shares 413,043 Est. Cost $328.86 Unrealized +1.5%
SNAP SNAP INC 2.4%
Value ($000) $131,762 Shares 5,046,440 Est. Cost $15.35 Unrealized +51.5%
TMUS T-MOBILE US INC 2.3%
Value ($000) $129,453 Shares 1,131,987 Est. Cost $95.34 Unrealized +12.3%
MYLAN NV 1.9%
Value ($000) $105,047 Shares 7,083,356 Est. Cost $17.00 Unrealized
MRK MERCK & CO. INC 1.8%
Value ($000) $97,609 Shares 1,176,722 Est. Cost $65.93 Unrealized 0.0%
PLNT PLANET FITNESS INC 1.6%
Value ($000) $89,759 Shares 1,456,660 Est. Cost $60.04 Unrealized -4.2%
W WAYFAIR INC 1.5%
Value ($000) $85,928 Shares 295,274 Est. Cost $273.63 Unrealized 0.0%
MS MORGAN STANLEY 1.5%
Value ($000) $85,297 Shares 1,764,154 Est. Cost $38.05 Unrealized +11.8%
DECK DECKERS OUTDOOR CORP 1.5%
Value ($000) $83,211 Shares 378,214 Est. Cost $27.62 Unrealized +25.2%
OPTU ALTICE USA INC 1.4%
Value ($000) $77,591 Shares 2,984,274 Est. Cost $24.78 Unrealized +4.8%
BURL BURLINGTON STORES INC 1.3%
Value ($000) $71,324 Shares 346,080 Est. Cost $205.85 Unrealized -5.4%
WRB BERKLEY W R CORP 1.3%
Value ($000) $69,977 Shares 1,144,333 Est. Cost $24.25 Unrealized 0.0%
CROX CROCS INC 1.2%
Value ($000) $66,841 Shares 1,564,264 Est. Cost $38.67 Unrealized 0.0%
DG DOLLAR GEN CORP NEW 1.2%
Value ($000) $66,324 Shares 316,400 Est. Cost $167.17 Unrealized +8.9%
BLDR BUILDERS FIRSTSOURCE INC 1.2%
Value ($000) $66,195 Shares 2,029,268 Est. Cost $25.05 Unrealized +8.4%
DG DOLLAR GEN CORP NEW 1.2%
Value ($000) $64,331 Shares 306,892 Est. Cost $167.17 Unrealized +8.9%
TMO THERMO FISHER SCIENTIFIC INC 1.1%
Value ($000) $63,799 Shares 144,499 Est. Cost $313.08 Unrealized +30.1%
AEO AMERICAN EAGLE OUTFITTERS IN 1.1%
Value ($000) $62,176 Shares 4,198,248 Est. Cost $8.17 Unrealized +26.1%
EAT BRINKER INTL INC 1.1%
Value ($000) $61,467 Shares 1,438,835 Est. Cost $21.46 Unrealized +62.4%
IBN ICICI BANK LIMITED 1.0%
Value ($000) $58,082 Shares 5,908,663 Est. Cost $9.83 Unrealized
HORIZON THERAPEUTICS PUB L 1.0%
Value ($000) $55,852 Shares 719,016 Est. Cost $27.24 Unrealized
UNP UNION PAC CORP 1.0%
Value ($000) $54,851 Shares 278,614 Est. Cost $153.29 Unrealized +7.6%
APD AIR PRODS & CHEMS INC 1.0%
Value ($000) $52,982 Shares 177,879 Est. Cost $251.75 Unrealized 0.0%
KO COCA COLA CO 0.9%
Value ($000) $52,691 Shares 1,067,264 Est. Cost $40.79 Unrealized 0.0%
ADP AUTOMATIC DATA PROCESSING IN 0.9%
Value ($000) $51,188 Shares 366,966 Est. Cost $125.00 Unrealized 0.0%
IQV IQVIA HLDGS INC 0.9%
Value ($000) $50,871 Shares 322,716 Est. Cost $156.72 Unrealized 0.0%
TRU TRANSUNION 0.9%
Value ($000) $49,932 Shares 593,514 Est. Cost $77.66 Unrealized +8.3%
ACN ACCENTURE PLC IRELAND 0.9%
Value ($000) $49,615 Shares 219,545 Est. Cost $175.89 Unrealized +20.7%
JACOBS ENGR GROUP INC 0.9%
Value ($000) $47,933 Shares 516,680 Est. Cost $84.18 Unrealized
CZR CAESARS ENTERTAINMENT INC NE 0.8%
Value ($000) $47,130 Shares 840,706 Est. Cost $43.94 Unrealized 0.0%
TJX TJX COS INC NEW 0.8%
Value ($000) $46,460 Shares 834,854 Est. Cost $49.02 Unrealized +2.1%
IHS MARKIT LTD 0.8%
Value ($000) $45,318 Shares 577,222 Est. Cost $76.62 Unrealized
AVTR AVANTOR INC 0.8%
Value ($000) $45,258 Shares 2,012,387 Est. Cost $20.79 Unrealized 0.0%
CDW CDW CORP 0.8%
Value ($000) $45,020 Shares 376,632 Est. Cost $101.20 Unrealized +5.9%
INTRA CELLULAR THERAPIES INC 0.8%
Value ($000) $44,452 Shares 1,732,365 Est. Cost $18.47 Unrealized
BMY BRISTOL-MYERS SQUIBB CO 0.8%
Value ($000) $44,399 Shares 736,421 Est. Cost $48.14 Unrealized +0.9%
DHI D R HORTON INC 0.8%
Value ($000) $42,927 Shares 567,599 Est. Cost $45.81 Unrealized +41.2%
SIX FLAGS ENTMT CORP NEW 0.8%
Value ($000) $42,873 Shares 2,111,952 Est. Cost $19.21 Unrealized
ASH ASHLAND GLOBAL HLDGS INC 0.8%
Value ($000) $42,053 Shares 592,957 Est. Cost $59.52 Unrealized +13.1%
RKT ROCKET COS INC 0.7%
Value ($000) $36,873 Shares 1,850,128 Est. Cost $19.59 Unrealized 0.0%
DISCOVER FINL SVCS 0.7%
Value ($000) $36,439 Shares 630,656 Est. Cost $51.62 Unrealized
CMG CHIPOTLE MEXICAN GRILL INC 0.6%
Value ($000) $36,011 Shares 28,955 Est. Cost $15.82 Unrealized +52.4%
GPN GLOBAL PMTS INC 0.6%
Value ($000) $33,646 Shares 189,463 Est. Cost $153.97 Unrealized +7.4%
WAB WABTEC 0.6%
Value ($000) $31,683 Shares 512,006 Est. Cost $62.20 Unrealized 0.0%
PHM PULTE GROUP INC 0.6%
Value ($000) $31,389 Shares 678,084 Est. Cost $40.52 Unrealized 0.0%
CMI CUMMINS INC 0.6%
Value ($000) $30,973 Shares 146,676 Est. Cost $174.85 Unrealized 0.0%
WM WASTE MGMT INC DEL 0.6%
Value ($000) $30,667 Shares 270,987 Est. Cost $92.14 Unrealized +10.0%
BIIB BIOGEN INC 0.5%
Value ($000) $30,531 Shares 107,626 Est. Cost $280.65 Unrealized -0.6%
TJX TJX COS INC NEW 0.5%
Value ($000) $30,513 Shares 548,300 Est. Cost $49.02 Unrealized +2.1%
AXONICS MODULATION TECHNOLOG 0.5%
Value ($000) $30,358 Shares 594,775 Est. Cost $29.13 Unrealized
DUN & BRADSTREET HLDGS INC 0.5%
Value ($000) $28,672 Shares 1,117,350 Est. Cost $25.66 Unrealized
NOMD NOMAD FOODS LTD 0.5%
Value ($000) $28,299 Shares 1,110,659 Est. Cost $19.32 Unrealized +22.9%
ACAD ACADIA PHARMACEUTICALS INC 0.5%
Value ($000) $28,059 Shares 680,194 Est. Cost $43.18 Unrealized 0.0%
HDB HDFC BANK LTD 0.5%
Value ($000) $27,890 Shares 558,250 Est. Cost $47.64 Unrealized
CREE INC 0.5%
Value ($000) $26,839 Shares 421,080 Est. Cost $59.48 Unrealized
ORCL ORACLE CORP 0.5%
Value ($000) $26,727 Shares 447,699 Est. Cost $52.75 Unrealized 0.0%
CPRI CAPRI HOLDINGS LIMITED 0.5%
Value ($000) $26,376 Shares 1,465,307 Est. Cost $16.96 Unrealized 0.0%
BIIB BIOGEN INC 0.5%
Value ($000) $25,816 Shares 91,000 Est. Cost $280.65 Unrealized -0.6%
KDP KEURIG DR PEPPER INC 0.5%
Value ($000) $25,733 Shares 932,370 Est. Cost $25.60 Unrealized 0.0%
BIOHAVEN PHARMACTL HLDG CO L 0.5%
Value ($000) $25,546 Shares 392,956 Est. Cost $73.11 Unrealized
SIG SIGNET JEWELERS LIMITED 0.4%
Value ($000) $24,134 Shares 1,290,562 Est. Cost $13.77 Unrealized 0.0%
OLN OLIN CORP 0.4%
Value ($000) $23,548 Shares 1,902,116 Est. Cost $12.21 Unrealized -15.7%
ARGX ARGENX SE 0.4%
Value ($000) $21,518 Shares 81,965 Est. Cost $165.60 Unrealized
RL RALPH LAUREN CORP 0.4%
Value ($000) $20,891 Shares 307,366 Est. Cost $64.38 Unrealized 0.0%
ARMK ARAMARK 0.4%
Value ($000) $20,396 Shares 771,092 Est. Cost $16.67 Unrealized 0.0%
SKECHERS U S A INC 0.3%
Value ($000) $18,731 Shares 619,811 Est. Cost $23.74 Unrealized
NBIX NEUROCRINE BIOSCIENCES INC 0.3%
Value ($000) $18,494 Shares 192,325 Est. Cost $115.68 Unrealized 0.0%
VRT VERTIV HOLDINGS CO 0.3%
Value ($000) $18,094 Shares 1,044,646 Est. Cost $12.35 Unrealized +26.1%
FOOT LOCKER INC 0.3%
Value ($000) $17,505 Shares 529,989 Est. Cost $33.03 Unrealized
SCULPTOR CAP MGMT 0.3%
Value ($000) $16,850 Shares 1,435,242 Est. Cost $16.67 Unrealized
WESTERN ASSET MTG CAP CORP 0.3%
Value ($000) $16,381 Shares 19,000,000 Est. Cost $0.78 Unrealized
BLMN BLOOMIN BRANDS INC 0.2%
Value ($000) $12,905 Shares 845,108 Est. Cost $8.73 Unrealized +25.0%
ICE INTERCONTINENTAL EXCHANGE IN 0.2%
Value ($000) $12,045 Shares 120,396 Est. Cost $91.98 Unrealized 0.0%
VIRT VIRTU FINL INC 0.2%
Value ($000) $11,650 Shares 506,300 Est. Cost $25.08 Unrealized 0.0%
DIN DINE BRANDS GLOBAL INC 0.2%
Value ($000) $11,500 Shares 210,660 Est. Cost $34.39 Unrealized +21.0%
CSTM CONSTELLIUM SE 0.2%
Value ($000) $11,197 Shares 1,426,502 Est. Cost $7.27 Unrealized +13.7%
SNOW SNOWFLAKE INC 0.2%
Value ($000) $9,009 Shares 35,889 Est. Cost $238.10 Unrealized 0.0%
CAR AVIS BUDGET GROUP 0.2%
Value ($000) $8,487 Shares 322,518 Est. Cost $28.61 Unrealized 0.0%
ULTA ULTA BEAUTY INC 0.2%
Value ($000) $8,355 Shares 37,300 Est. Cost Unrealized
BCYC BICYCLE THERAPEUTICS PLC 0.1%
Value ($000) $7,972 Shares 418,482 Est. Cost $19.05 Unrealized
TSCO TRACTOR SUPPLY CO 0.1%
Value ($000) $7,330 Shares 51,129 Est. Cost $26.36 Unrealized 0.0%
BJRI BJS RESTAURANTS INC 0.1%
Value ($000) $7,131 Shares 242,189 Est. Cost $22.15 Unrealized +16.2%
LOGICBIO THERAPEUTICS INC 0.1%
Value ($000) $7,027 Shares 773,895 Est. Cost $9.54 Unrealized
GDRX GOODRX HLDGS INC 0.1%
Value ($000) $7,008 Shares 126,037 Est. Cost $52.94 Unrealized 0.0%
PRKS SEAWORLD ENTMT INC 0.1%
Value ($000) $6,801 Shares 344,884 Est. Cost $18.26 Unrealized 0.0%
FALCON MINERALS CORP 0.1%
Value ($000) $5,602 Shares 2,296,000 Est. Cost $10.15 Unrealized
WMT WALMART INC 0.1%
Value ($000) $5,415 Shares 38,707 Est. Cost $41.31 Unrealized 0.0%
HD HOME DEPOT INC 0.1%
Value ($000) $5,395 Shares 19,425 Est. Cost $237.65 Unrealized 0.0%
FIVE FIVE BELOW INC 0.1%
Value ($000) $4,014 Shares 31,597 Est. Cost $113.81 Unrealized 0.0%
COST COSTCO WHSL CORP NEW 0.0%
Value ($000) $2,761 Shares 7,777 Est. Cost $309.06 Unrealized 0.0%
LOW LOWES COS INC 0.0%
Value ($000) $2,398 Shares 14,462 Est. Cost $139.87 Unrealized 0.0%
MCD MCDONALDS CORP 0.0%
Value ($000) $2,360 Shares 10,750 Est. Cost $181.40 Unrealized 0.0%
ODFL OLD DOMINION FREIGHT LINE IN 0.0%
Value ($000) $2,298 Shares 12,703 Est. Cost $91.53 Unrealized 0.0%
JBHT HUNT J B TRANS SVCS INC 0.0%
Value ($000) $2,258 Shares 17,870 Est. Cost $126.74 Unrealized 0.0%
KNX KNIGHT SWIFT TRANSN HLDGS IN 0.0%
Value ($000) $2,247 Shares 55,189 Est. Cost $41.45 Unrealized 0.0%
FAST FASTENAL CO 0.0%
Value ($000) $1,463 Shares 32,458 Est. Cost $20.06 Unrealized 0.0%
TGT TARGET CORP 0.0%
Value ($000) $1,274 Shares 8,100 Est. Cost $118.66 Unrealized 0.0%
JCI JOHNSON CTLS INTL PLC 0.0%
Value ($000) $1,153 Shares 28,210 Est. Cost $35.18 Unrealized 0.0%
LEA LEAR CORP 0.0%
Value ($000) $1,080 Shares 9,900 Est. Cost $88.93 Unrealized +14.5%
GWW GRAINGER W W INC 0.0%
Value ($000) $1,069 Shares 2,997 Est. Cost $324.27 Unrealized 0.0%
SBUX STARBUCKS CORP 0.0%
Value ($000) $1,065 Shares 12,385 Est. Cost $70.79 Unrealized 0.0%
AAPL APPLE INC 0.0%
Value ($000) $1,018 Shares 8,789 Est. Cost $105.97 Unrealized 0.0%
ETN EATON CORP PLC 0.0%
Value ($000) $882 Shares 8,644 Est. Cost $89.17 Unrealized 0.0%
MAR MARRIOTT INTL INC NEW 0.0%
Value ($000) $869 Shares 9,391 Est. Cost $90.98 Unrealized 0.0%
EMR EMERSON ELEC CO 0.0%
Value ($000) $827 Shares 12,608 Est. Cost $58.78 Unrealized 0.0%
URI UNITED RENTALS INC 0.0%
Value ($000) $748 Shares 4,285 Est. Cost $162.81 Unrealized 0.0%
HLT HILTON WORLDWIDE HLDGS INC 0.0%
Value ($000) $694 Shares 8,135 Est. Cost $82.53 Unrealized 0.0%
MSFT MICROSOFT CORP 0.0%
Value ($000) $651 Shares 3,097 Est. Cost $200.75 Unrealized 0.0%
LEN LENNAR CORP 0.0%
Value ($000) $609 Shares 7,469 Est. Cost $65.87 Unrealized 0.0%
MAS MASCO CORP 0.0%
Value ($000) $599 Shares 10,873 Est. Cost $51.02 Unrealized 0.0%
ROK ROCKWELL AUTOMATION INC 0.0%
Value ($000) $521 Shares 2,364 Est. Cost $203.70 Unrealized 0.0%
YUM YUM BRANDS INC 0.0%
Value ($000) $471 Shares 5,152 Est. Cost $83.37 Unrealized 0.0%
AME AMETEK INC 0.0%
Value ($000) $449 Shares 4,512 Est. Cost $93.31 Unrealized 0.0%
FBIN FORTUNE BRANDS HOME & SEC IN 0.0%
Value ($000) $432 Shares 4,997 Est. Cost $61.65 Unrealized 0.0%
RCL ROYAL CARIBBEAN GROUP 0.0%
Value ($000) $403 Shares 6,232 Est. Cost $57.86 Unrealized 0.0%
CSX CSX CORP 0.0%
Value ($000) $395 Shares 5,079 Est. Cost $22.95 Unrealized 0.0%
GOOGL ALPHABET INC 0.0%
Value ($000) $353 Shares 240 Est. Cost $75.62 Unrealized 0.0%
NSC NORFOLK SOUTHN CORP 0.0%
Value ($000) $338 Shares 1,578 Est. Cost $179.92 Unrealized 0.0%
MGM MGM RESORTS INTERNATIONAL 0.0%
Value ($000) $324 Shares 14,850 Est. Cost $19.81 Unrealized 0.0%
ALLE ALLEGION PLC 0.0%
Value ($000) $324 Shares 3,280 Est. Cost $94.58 Unrealized 0.0%
DLTR DOLLAR TREE INC 0.0%
Value ($000) $318 Shares 3,478 Est. Cost $94.09 Unrealized 0.0%
NVR NVR INC 0.0%
Value ($000) $278 Shares 68 Est. Cost $3860.26 Unrealized 0.0%
AOS SMITH A O CORP 0.0%
Value ($000) $277 Shares 5,243 Est. Cost $45.33 Unrealized 0.0%
META FACEBOOK INC 0.0%
Value ($000) $271 Shares 1,034 Est. Cost $207.33 Unrealized +23.5%
IHG INTERCONTINENTAL HOTELS GROU 0.0%
Value ($000) $257 Shares 4,901 Est. Cost $52.44 Unrealized
CCL CARNIVAL CORP 0.0%
Value ($000) $248 Shares 16,339 Est. Cost $15.46 Unrealized 0.0%
WYNN WYNN RESORTS LTD 0.0%
Value ($000) $231 Shares 3,211 Est. Cost $90.27 Unrealized -14.6%
NVDA NVIDIA CORPORATION 0.0%
Value ($000) $230 Shares 425 Est. Cost $11.60 Unrealized 0.0%
FALCON MINERALS CORP 0.0%
Value ($000) $203 Shares 2,524,468 Est. Cost $1.70 Unrealized