Senator Investment Group LP Quant / Systematic

CIK: 0001443689 · Show all filings

Period: Q4 2015 (← Previous) (Next →)

Filing Date: Feb 12, 2016

Total Value ($000): $8,008,721 (100.0% shares, 0.0% debt)

Holdings (44)

— TIME WARNER CABLE INC 8.6%

Value ($000) $686,683 Shares 3,700,000 Est. Cost $178.17 Unrealized —

— ALLERGAN PLC 6.1%

Value ($000) $492,187 Shares 1,575,000 Est. Cost $303.46 Unrealized —

— DISCOVER FINL SVCS 5.2%

Value ($000) $412,874 Shares 7,700,000 Est. Cost $53.82 Unrealized —

BUD ANHEUSER BUSCH INBEV SA/NV 4.0%

Value ($000) $318,750 Shares 2,550,000 Est. Cost $113.24 Unrealized —

TEVA TEVA PHARMACEUTICAL INDS LTD 3.9%

Value ($000) $311,790 Shares 4,750,000 Est. Cost $60.15 Unrealized —

MDT MEDTRONIC PLC 3.8%

Value ($000) $307,680 Shares 4,000,000 Est. Cost $57.88 Unrealized +1.2%

BALL BALL CORP 3.5%

Value ($000) $280,010 Shares 3,850,000 Est. Cost $30.91 Unrealized -0.5%

— DELPHI AUTOMOTIVE PLC 3.5%

Value ($000) $277,765 Shares 3,240,000 Est. Cost $59.12 Unrealized —

AMT AMERICAN TOWER CORP NEW 3.3%

Value ($000) $266,612 Shares 2,750,000 Est. Cost $67.57 Unrealized +12.4%

— REALOGY HLDGS CORP 3.3%

Value ($000) $265,080 Shares 7,228,800 Est. Cost $39.68 Unrealized —

AAPL APPLE INC 3.2%

Value ($000) $252,624 Shares 2,400,000 Est. Cost $25.73 Unrealized 0.0%

MGA MAGNA INTL INC 3.0%

Value ($000) $239,304 Shares 5,900,000 Est. Cost $39.70 Unrealized -13.0%

— AVAGO TECHNOLOGIES LTD 2.7%

Value ($000) $217,725 Shares 1,500,000 Est. Cost $145.15 Unrealized —

PFE PFIZER INC 2.6%

Value ($000) $209,820 Shares 6,500,000 Est. Cost $20.38 Unrealized 0.0%

MA MASTERCARD INC 2.4%

Value ($000) $194,720 Shares 2,000,000 Est. Cost $76.31 Unrealized +20.8%

STZ CONSTELLATION BRANDS INC 2.4%

Value ($000) $192,294 Shares 1,350,000 Est. Cost $77.45 Unrealized +53.2%

— AETNA INC NEW 2.4%

Value ($000) $189,210 Shares 1,750,000 Est. Cost $108.30 Unrealized —

SYF SYNCHRONY FINL 2.3%

Value ($000) $182,460 Shares 6,000,000 Est. Cost $25.00 Unrealized 0.0%

DAL DELTA AIR LINES INC DEL 2.2%

Value ($000) $177,415 Shares 3,500,000 Est. Cost $26.72 Unrealized +63.4%

MCD MCDONALDS CORP 2.2%

Value ($000) $177,210 Shares 1,500,000 Est. Cost $87.24 Unrealized 0.0%

— JARDEN CORP 2.2%

Value ($000) $172,788 Shares 3,025,000 Est. Cost $49.43 Unrealized —

— MYLAN N V 2.1%

Value ($000) $166,265 Shares 3,075,000 Est. Cost $54.07 Unrealized —

YUM YUM BRANDS INC 2.1%

Value ($000) $164,362 Shares 2,250,000 Est. Cost $46.09 Unrealized -6.0%

ARMK ARAMARK 2.0%

Value ($000) $161,250 Shares 5,000,000 Est. Cost $20.03 Unrealized +0.7%

RDN RADIAN GROUP INC 1.9%

Value ($000) $153,985 Shares 11,500,000 Est. Cost $11.86 Unrealized +2.3%

GOOG ALPHABET INC 1.9%

Value ($000) $151,776 Shares 200,000 Est. Cost $35.61 Unrealized 0.0%

LNG CHENIERE ENERGY INC 1.9%

Value ($000) $149,000 Shares 4,000,000 Est. Cost $48.74 Unrealized -6.5%

— ALERE INC 1.8%

Value ($000) $142,678 Shares 3,650,000 Est. Cost $46.99 Unrealized —

— CHARTER COMMUNICATIONS INC D 1.6%

Value ($000) $128,170 Shares 700,000 Est. Cost $123.85 Unrealized —

SJM SMUCKER J M CO 1.5%

Value ($000) $122,521 Shares 993,359 Est. Cost $80.13 Unrealized +9.7%

MTG MGIC INVT CORP WIS 1.4%

Value ($000) $113,360 Shares 12,837,998 Est. Cost $8.45 Unrealized +11.1%

LUV SOUTHWEST AIRLS CO 1.3%

Value ($000) $107,650 Shares 2,500,000 Est. Cost $39.33 Unrealized 0.0%

— HD SUPPLY HLDGS INC 1.3%

Value ($000) $106,129 Shares 3,534,100 Est. Cost $30.03 Unrealized —

TAP MOLSON COORS BREWING CO 1.2%

Value ($000) $93,920 Shares 1,000,000 Est. Cost $56.03 Unrealized +25.4%

BIIB BIOGEN INC 1.1%

Value ($000) $91,905 Shares 300,000 Est. Cost $330.23 Unrealized -13.0%

— LIBERTY INTERACTIVE CORP 1.0%

Value ($000) $81,960 Shares 3,000,000 Est. Cost $27.32 Unrealized —

WMB WILLIAMS COS INC DEL 1.0%

Value ($000) $77,100 Shares 3,000,000 Est. Cost $26.19 Unrealized -25.3%

ALLY ALLY FINL INC 0.6%

Value ($000) $46,600 Shares 2,500,000 Est. Cost $16.69 Unrealized -9.3%

HUM HUMANA INC 0.5%

Value ($000) $40,165 Shares 225,000 Est. Cost $161.69 Unrealized 0.0%

— MOBILEYE N V AMSTELVEEN 0.5%

Value ($000) $36,995 Shares 875,000 Est. Cost $42.28 Unrealized —

IRT INDEPENDENCE RLTY TR INC 0.3%

Value ($000) $25,531 Shares 3,399,666 Est. Cost $7.21 Unrealized —

CVE CENOVUS ENERGY INC 0.2%

Value ($000) $12,659 Shares 1,000,000 Est. Cost $11.67 Unrealized +5.5%

— KITE PHARMA INC 0.1%

Value ($000) $9,243 Shares 150,000 Est. Cost $61.62 Unrealized —

— PACIFIC ETHANOL INC 0.0%

Value ($000) $496 Shares 103,857 Est. Cost $6.49 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	TIME WARNER CABLE INC	3,700,000	$686,683	8.6%	$178.17	—	COM	88732J207
—	ALLERGAN PLC	1,575,000	$492,187	6.1%	$303.46	—	SHS	G0177J108
—	DISCOVER FINL SVCS	7,700,000	$412,874	5.2%	$53.82	—	COM	254709108
BUD	ANHEUSER BUSCH INBEV SA/NV	2,550,000	$318,750	4.0%	$113.24	—	SPONSORED ADR	03524A108
TEVA	TEVA PHARMACEUTICAL INDS LTD	4,750,000	$311,790	3.9%	$60.15	—	ADR	881624209
MDT	MEDTRONIC PLC	4,000,000	$307,680	3.8%	$57.88	+1.2%	SHS	G5960L103
BALL	BALL CORP	3,850,000	$280,010	3.5%	$30.91	-0.5%	COM	058498106
—	DELPHI AUTOMOTIVE PLC	3,240,000	$277,765	3.5%	$59.12	—	SHS	G27823106
AMT	AMERICAN TOWER CORP NEW	2,750,000	$266,612	3.3%	$67.57	+12.4%	COM	03027X100
—	REALOGY HLDGS CORP	7,228,800	$265,080	3.3%	$39.68	—	COM	75605Y106
AAPL	APPLE INC	2,400,000	$252,624	3.2%	$25.73	0.0%	COM	037833100
MGA	MAGNA INTL INC	5,900,000	$239,304	3.0%	$39.70	-13.0%	COM	559222401
—	AVAGO TECHNOLOGIES LTD	1,500,000	$217,725	2.7%	$145.15	—	SHS	Y0486S104
PFE	PFIZER INC	6,500,000	$209,820	2.6%	$20.38	0.0%	COM	717081103
MA	MASTERCARD INC	2,000,000	$194,720	2.4%	$76.31	+20.8%	CL A	57636Q104
STZ	CONSTELLATION BRANDS INC	1,350,000	$192,294	2.4%	$77.45	+53.2%	CL A	21036P108
—	AETNA INC NEW	1,750,000	$189,210	2.4%	$108.30	—	COM	00817Y108
SYF	SYNCHRONY FINL	6,000,000	$182,460	2.3%	$25.00	0.0%	COM	87165B103
DAL	DELTA AIR LINES INC DEL	3,500,000	$177,415	2.2%	$26.72	+63.4%	COM NEW	247361702
MCD	MCDONALDS CORP	1,500,000	$177,210	2.2%	$87.24	0.0%	COM	580135101
—	JARDEN CORP	3,025,000	$172,788	2.2%	$49.43	—	COM	471109108
—	MYLAN N V	3,075,000	$166,265	2.1%	$54.07	—	SHS EURO	N59465109
YUM	YUM BRANDS INC	2,250,000	$164,362	2.1%	$46.09	-6.0%	COM	988498101
ARMK	ARAMARK	5,000,000	$161,250	2.0%	$20.03	+0.7%	COM	03852U106
RDN	RADIAN GROUP INC	11,500,000	$153,985	1.9%	$11.86	+2.3%	COM	750236101
GOOG	ALPHABET INC	200,000	$151,776	1.9%	$35.61	0.0%	CAP STK CL C	02079K107
LNG	CHENIERE ENERGY INC	4,000,000	$149,000	1.9%	$48.74	-6.5%	COM NEW	16411R208
—	ALERE INC	3,650,000	$142,678	1.8%	$46.99	—	COM	01449J105
—	CHARTER COMMUNICATIONS INC D	700,000	$128,170	1.6%	$123.85	—	CL A NEW	16117M305
SJM	SMUCKER J M CO	993,359	$122,521	1.5%	$80.13	+9.7%	COM NEW	832696405
MTG	MGIC INVT CORP WIS	12,837,998	$113,360	1.4%	$8.45	+11.1%	COM	552848103
LUV	SOUTHWEST AIRLS CO	2,500,000	$107,650	1.3%	$39.33	0.0%	COM	844741108
—	HD SUPPLY HLDGS INC	3,534,100	$106,129	1.3%	$30.03	—	COM	40416M105
TAP	MOLSON COORS BREWING CO	1,000,000	$93,920	1.2%	$56.03	+25.4%	CL B	60871R209
BIIB	BIOGEN INC	300,000	$91,905	1.1%	$330.23	-13.0%	COM	09062X103
—	LIBERTY INTERACTIVE CORP	3,000,000	$81,960	1.0%	$27.32	—	QVC GP COM SER A	53071M104
WMB	WILLIAMS COS INC DEL	3,000,000	$77,100	1.0%	$26.19	-25.3%	COM	969457100
ALLY	ALLY FINL INC	2,500,000	$46,600	0.6%	$16.69	-9.3%	COM	02005N100
HUM	HUMANA INC	225,000	$40,165	0.5%	$161.69	0.0%	COM	444859102
—	MOBILEYE N V AMSTELVEEN	875,000	$36,995	0.5%	$42.28	—	ORD SHS	N51488117
IRT	INDEPENDENCE RLTY TR INC	3,399,666	$25,531	0.3%	$7.21	—	COM	45378A106
CVE	CENOVUS ENERGY INC	1,000,000	$12,659	0.2%	$11.67	+5.5%	COM	15135U109
—	KITE PHARMA INC	150,000	$9,243	0.1%	$61.62	—	COM	49803L109
—	PACIFIC ETHANOL INC	103,857	$496	0.0%	$6.49	—	COM PAR $.001	69423U305