SAMLYN CAPITAL, LLC
SEC Form 13F institutional filer · CIK 0001421097
13F-HR · 25 reported holdings · 2026-03-31
SEC-registered institutional investment manager.
Reported long-US-equity value
$2.38B
Top-10 concentration
73.2%
SAMLYN CAPITAL, LLC — $2.38B AUM allocation strategy
SAMLYN CAPITAL, LLC files SEC Form 13F and reports $2.38B of long US equity value across 25 reported holdings for 2026-03-31.
Its largest sector bet is Financials 41.1%, followed by Information Technology 16.8% and Communication Services 11.6%.
The top 10 holdings account for 73% of reported value — a conviction-weighted book concentrated in its best ideas. The sector and industry splits below are of the same reported value. Track quarter-over-quarter adds, trims, new positions and exits below — sourced from SEC 13F filings, public domain.
SAMLYN CAPITAL, LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$2.38B
total across 25 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
73% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$IP +1.7M sh · +$57.7M+$JPM +704K sh · +$189M+$AMZN +563K sh · +$110M
Biggest trims (shares)
−$BAC −8.95M sh · −$495M−$CVS −857K sh · −$70.7M−$COF −711K sh · −$244M
Exited to nil (held last quarter, gone now)
$IVZ ($111M last qtr)$TEL ($80.2M last qtr)$FICO ($59.1M last qtr)$AMD ($48.2M last qtr)$ALB ($30.3M last qtr)
Sector allocation (share of reported value)
each slice is a share of the reported long-US-equity value — smaller sectors and the rest of the book roll into “Other holdings”
Qtr shift = share-point change vs the prior quarter's filing — first period tracked for this filer; the column fills in with the next quarterly refresh.
Industry allocation (share of reported value)
- Diversified Banks16.6%—
- Consumer Finance9.2%—
- Investment Banking & Brokerage9.2%—
- Semiconductors9.0%—
- Broadline Retail7.7%—
- Interactive Media & Services7.0%—
- Pharmaceuticals6.4%—
- Asset Management & Custody Banks6.1%—
- Other holdings28.8%—
the finer GICS cut of the same book — same denominator — smaller industries roll into “Other holdings”
Qtr shift = share-point change vs the prior quarter's filing — first period tracked for this filer; the column fills in with the next quarterly refresh.
Top S&P 500 holdings
10 of 10 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $JPM | JP Morgan Chase & Co | 1.34M | $394M | +704K | 16.6% |
| $COF | Capital One Financial Corporation | 1.2M | $219M | -711K | 9.2% |
| $MS | Morgan Stanley | 1.32M | $218M | -170K | 9.1% |
| $AMZN | Amazon.com Inc | 878K | $183M | +563K | 7.7% |
| $META | Meta Platforms Inc | 291K | $166M | +97.5K | 7.0% |
| $BLK | BlackRock Inc | 153K | $147M | — | 6.2% |
| $NVDA | NVIDIA Corporation | 648K | $113M | -138K | 4.7% |
| $LYV | Live Nation Entertainment Inc | 714K | $109M | +164K | 4.6% |
| $FSLR | First Solar Inc | 511K | $101M | -281K | 4.2% |
| $MSFT | Microsoft Corporation | 253K | $93.6M | -513K | 3.9% |
…and 15 more holdings in the full 13F filing (top positions only shown).
SEC Form 13F data sets · public domain · 45-day filing lag · >$100M AUM managers · as reported
← All 13F filers·← QuantOrb.pro
How to read Δ QoQ — the five insight categories, and the caveats
The categories. Analysts, quants and retail traders look past total portfolio value to isolate actionable signals. Five categories matter.
Conviction & concentration shifts
New positions vs complete exits — a brand-new stock signals high conviction; a full liquidation suggests a broken thesis or tax-loss harvesting. Aggressive sizing — look at share count, not dollars: a 20% share increase during a drawdown is strong dip-buying. Concentration — a narrowing top-5/10 means conviction; spreading capital across more names means hedging.
Sector & macro allocation rotations
Aggregating Δ QoQ moves across sectors shows where smart money is leaning in or sneaking out — rotating out of growth into defensives or energy, for example. The fund's total long equity exposure quarter-over-quarter is a proxy for overall institutional risk appetite.
Crowding & smart-money consensus
When several managers initiate or expand the same stock in the same quarter, that is institutional consensus. Contrarian reads: top pickers buying hard into a beaten-down name the market is selling.
Derivative & option overlays
Reported call/put changes indicate whether managers are adding downside hedges or leveraging upside exposure. Note: a long increase may be half of a market-neutral pair trade.
Who reads this
| Retail "cloners" | High-conviction ideas to replicate ~45 days after quarter-end. |
| Corporate IR | Which funds bought or dumped the stock, before the next call. |
| Quant / algo traders | Cross-sectional factor inputs: flow, momentum, ownership. |
Four caveats before you trade on it
- 45-day lag — holdings are quarter-end; positions may already be closed.
- Long-only — 13Fs miss shorts, pair trades and cash.
- No non-US / fixed income — the picture is US equities plus options.
- Corporate actions — splits and spinoffs distort raw share deltas.
Newsletter signup
Free subscription. Daily trading day morning dispatch. No spam.