The interplay between various many body effects in a quantum dot attached to two normal and one superconducting lead is considered in the limit of large superconducting gap. By the proximity effect the superconducting lead induces pairing correlations on the quantum dot. In the subgap region one observes the anomalous tunneling via direct and crossed Andreev scattering, whereas the usual single particle electronic transfer is suppressed. The interactions of electrons on the dot leading to such phenomena as the Coulomb blockade and the Kondo effect severely modify the currents flowing in the system. In particular: (i) they prevent the existence of the negative differential conductance observed for non-interacting quantum dot over the whole range of voltages, (ii) affect the distribution of the currents as function of the applied voltage and (iii) lead to the appearance of additional low bias feature due to the formation of the Abrikosov-Suhl resonance. The non-local correlations in the Coulomb blockade regime are most pronounced for the particle-hole symmetric dot and thus can be easily tuned by means of gate voltage. They are observed even in the Kondo regime and dominate the behavior close to the Abrikosov-Suhl resonance showing convincingly that Kondo correlations do not destroy subtle entanglement between electrons.