Doesn't include peripherals or OS.
PCPartPicker part list:
https://pcpartpicker.com/list/zfYT7h
Price breakdown by merchant: https://pcpartpicker.com/list/zfYT7h/by_merchant/
CPU: Intel Core i7-6900K 3.2GHz 8-Core Processor ($1049.99 @ Newegg)
CPU Cooler: NZXT Kraken X61 106.1 CFM Liquid CPU Cooler ($119.99 @ Newegg)
Motherboard: MSI X99A GAMING PRO CARBON ATX LGA2011-3 Motherboard ($283.98 @ Newegg)
Memory: G.Skill Ripjaws V Series 32GB (4 x 8GB) DDR4-3200 Memory ($314.99 @ Newegg)
Storage: Intel 600p Series 1TB M.2-2280 Solid State Drive ($347.99 @ Newegg)
Video Card: Asus GeForce GTX 1080 Ti 11GB STRIX GAMING Video Card (2-Way SLI) ($784.98 @ Newegg)
Video Card: Asus GeForce GTX 1080 Ti 11GB STRIX GAMING Video Card (2-Way SLI) ($784.98 @ Newegg)
Case: Inwin 805 BLACK ATX Mid Tower Case ($199.99 @ Newegg)
Power Supply: SeaSonic PRIME 850W 80+ Titanium Certified Fully-Modular ATX Power Supply ($208.89 @ Newegg)
Total: $4095.78
Based on CPU Passmark Score, two fastest GPUs, and as much RAM as the budget allowed. It was below $4k when multiple merchants were selected, but I simplified it just to one merchant that carried all the parts. Other, less 'gaming' parts were chosen for vanity and quality.