DAVIDSON KEMPNER CAPITAL MANAGEMENT LP Quant / Systematic

CIK: 0001595082 · Show all filings

Period: Q1 2014 (Next →)

Filing Date: May 15, 2015

Total Value ($000): $2,751,253

Holdings (138)

GILEAD SCIENCES INC 9.1%
Value ($000) $250,836 Shares 80,000,000 Est. Cost $3.14 Unrealized
FOREST LABS INC 7.6%
Value ($000) $210,267 Shares 2,278,826 Est. Cost $92.27 Unrealized
BEAM INC 6.4%
Value ($000) $177,043 Shares 2,125,370 Est. Cost $83.30 Unrealized
TIME WARNER CABLE INC 4.3%
Value ($000) $118,237 Shares 861,914 Est. Cost $137.18 Unrealized
SAFEWAY INC 3.7%
Value ($000) $101,077 Shares 2,736,252 Est. Cost $36.94 Unrealized
SIG SIGNET JEWELERS LIMITED 2.7%
Value ($000) $74,087 Shares 699,855 Est. Cost $70.67 Unrealized 0.0%
MTNA 6 01/15/16 ARCELORMITTAL SA LUXEMBOURG 2.5%
Value ($000) $69,159 Shares 2,900,000 Est. Cost $23.85 Unrealized
CAPITALSOURCE INC 2.3%
Value ($000) $63,748 Shares 4,369,306 Est. Cost $14.59 Unrealized
LAMAR ADVERTISING CO 2.3%
Value ($000) $62,133 Shares 1,218,537 Est. Cost $50.99 Unrealized
ALLE ALLEGION PLC 2.1%
Value ($000) $58,292 Shares 1,117,354 Est. Cost $44.33 Unrealized 0.0%
PFE PFIZER INC 2.1%
Value ($000) $57,666 Shares 1,795,321 Est. Cost $18.20 Unrealized 0.0%
PHH CORP 2.0%
Value ($000) $55,638 Shares 25,711,000 Est. Cost $2.16 Unrealized
HUDSON CITY BANCORP 1.8%
Value ($000) $50,814 Shares 5,174,583 Est. Cost $9.82 Unrealized
AAP ADVANCE AUTO PARTS INC 1.8%
Value ($000) $50,600 Shares 400,000 Est. Cost $105.89 Unrealized 0.0%
COMMONWEALTH REIT 1.7%
Value ($000) $47,797 Shares 1,817,380 Est. Cost $26.30 Unrealized
TIFFANY & CO NEW 1.7%
Value ($000) $46,306 Shares 537,500 Est. Cost $86.15 Unrealized
TWENTY FIRST CENTY FOX INC 1.6%
Value ($000) $44,866 Shares 1,403,816 Est. Cost $31.96 Unrealized
OMC OMNICOM GROUP INC 1.5%
Value ($000) $42,595 Shares 586,708 Est. Cost $49.73 Unrealized 0.0%
CSX CSX CORP 1.5%
Value ($000) $42,322 Shares 1,460,907 Est. Cost $7.67 Unrealized 0.0%
SBH SALLY BEAUTY HLDGS INC 1.3%
Value ($000) $36,990 Shares 1,350,000 Est. Cost $28.50 Unrealized 0.0%
ALPHA NATURAL RESOURCES INC 1.1%
Value ($000) $30,322 Shares 36,125,000 Est. Cost $0.84 Unrealized
JPM JPMORGAN CHASE & CO 1.0%
Value ($000) $28,594 Shares 471,000 Est. Cost $42.08 Unrealized 0.0%
BC BRUNSWICK CORP 1.0%
Value ($000) $27,174 Shares 600,000 Est. Cost $36.35 Unrealized 0.0%
FOSTER WHEELER AG 1.0%
Value ($000) $26,599 Shares 820,439 Est. Cost $32.42 Unrealized
VITAMIN SHOPPE INC 0.9%
Value ($000) $26,136 Shares 550,000 Est. Cost $47.52 Unrealized
SILVER EAGLE ACQUISITION COR 0.9%
Value ($000) $24,320 Shares 2,375,000 Est. Cost $10.24 Unrealized
REGENCY ENERGY PARTNERS L P 0.8%
Value ($000) $23,214 Shares 852,826 Est. Cost $27.22 Unrealized
SIRIUS XM HLDGS INC 0.8%
Value ($000) $22,893 Shares 7,176,541 Est. Cost $3.19 Unrealized
IAC INTERACTIVECORP 0.8%
Value ($000) $21,411 Shares 300,000 Est. Cost $71.37 Unrealized
AWI ARMSTRONG WORLD INDS INC NEW 0.8%
Value ($000) $21,339 Shares 400,715 Est. Cost $52.98 Unrealized 0.0%
OCEAN RIG UDW INC 0.7%
Value ($000) $19,727 Shares 1,108,901 Est. Cost $17.79 Unrealized
MOLYCORP INC DEL 0.7%
Value ($000) $19,498 Shares 24,750,000 Est. Cost $0.79 Unrealized
MONSTER BEVERAGE CORP 0.7%
Value ($000) $19,099 Shares 275,000 Est. Cost $69.45 Unrealized
SINA CORP 0.7%
Value ($000) $19,043 Shares 20,000,000 Est. Cost $0.95 Unrealized
COBALT INTL ENERGY INC 0.7%
Value ($000) $18,770 Shares 20,000,000 Est. Cost $0.94 Unrealized
ELBIT IMAGING LTD 0.7%
Value ($000) $18,639 Shares 78,871,722 Est. Cost $0.24 Unrealized
YANDEX NV 0.7%
Value ($000) $18,502 Shares 20,000,000 Est. Cost $0.93 Unrealized
JACK JACK IN THE BOX INC 0.6%
Value ($000) $17,679 Shares 300,000 Est. Cost $54.49 Unrealized 0.0%
FOOT LOCKER INC 0.6%
Value ($000) $17,618 Shares 375,000 Est. Cost $46.98 Unrealized
BUD ANHEUSER BUSCH INBEV SA/NV 0.6%
Value ($000) $17,111 Shares 162,500 Est. Cost $105.30 Unrealized
BRE PROPERTIES INC 0.6%
Value ($000) $16,653 Shares 265,258 Est. Cost $62.78 Unrealized
KKR FINL HLDGS LLC 0.6%
Value ($000) $16,450 Shares 1,421,748 Est. Cost $11.57 Unrealized
PM PHILIP MORRIS INTL INC 0.6%
Value ($000) $16,128 Shares 197,000 Est. Cost $44.74 Unrealized 0.0%
FAST FASTENAL CO 0.6%
Value ($000) $16,023 Shares 325,000 Est. Cost $8.57 Unrealized 0.0%
CMCSA COMCAST CORP NEW 0.6%
Value ($000) $15,609 Shares 312,000 Est. Cost $19.96 Unrealized 0.0%
VIPSHOP HLDGS LTD 0.6%
Value ($000) $15,217 Shares 15,000,000 Est. Cost $1.01 Unrealized
LEVY ACQUISITION CORP 0.5%
Value ($000) $14,984 Shares 1,485,000 Est. Cost $10.09 Unrealized
JOS A BANK CLOTHIERS INC 0.5%
Value ($000) $14,900 Shares 231,798 Est. Cost $64.28 Unrealized
MLCO MELCO CROWN ENTMT LTD 0.5%
Value ($000) $14,815 Shares 383,419 Est. Cost $38.64 Unrealized
FIESTA RESTAURANT GROUP INC 0.5%
Value ($000) $14,814 Shares 325,000 Est. Cost $45.58 Unrealized
CSCO CISCO SYS INC 0.5%
Value ($000) $14,611 Shares 652,000 Est. Cost $15.30 Unrealized 0.0%
HF2 FINL MGMT INC 0.5%
Value ($000) $13,273 Shares 1,300,000 Est. Cost $10.21 Unrealized
PANERA BREAD CO 0.5%
Value ($000) $13,235 Shares 75,000 Est. Cost $176.47 Unrealized
UNS ENERGY CORP 0.5%
Value ($000) $13,209 Shares 220,038 Est. Cost $60.03 Unrealized
QUINPARIO ACQUISITION CORP 0.5%
Value ($000) $12,900 Shares 1,200,000 Est. Cost $10.75 Unrealized
LAMAR ADVERTISING CO 0.5%
Value ($000) $12,750 Shares 250,000 Est. Cost $50.99 Unrealized
RL RALPH LAUREN CORP 0.4%
Value ($000) $12,070 Shares 75,000 Est. Cost $128.31 Unrealized 0.0%
TIM PARTICIPACOES S A 0.4%
Value ($000) $11,629 Shares 447,955 Est. Cost $25.96 Unrealized
YUM YUM BRANDS INC 0.4%
Value ($000) $11,309 Shares 150,000 Est. Cost $42.07 Unrealized 0.0%
ROI ACQUISITION CORP II 0.4%
Value ($000) $10,448 Shares 1,050,000 Est. Cost $9.95 Unrealized
BMY BRISTOL MYERS SQUIBB CO 0.4%
Value ($000) $10,442 Shares 201,000 Est. Cost $35.93 Unrealized 0.0%
AMERICAN RLTY CAP PPTYS INC 0.4%
Value ($000) $10,374 Shares 740,464 Est. Cost $14.01 Unrealized
BOULEVARD ACQUISITION CORP 0.4%
Value ($000) $10,050 Shares 1,000,000 Est. Cost $10.05 Unrealized
CBRL CRACKER BARREL OLD CTRY STOR 0.4%
Value ($000) $9,724 Shares 100,000 Est. Cost Unrealized
PAG PENSKE AUTOMOTIVE GRP INC 0.4%
Value ($000) $9,707 Shares 227,000 Est. Cost $43.44 Unrealized 0.0%
USB US BANCORP DEL 0.4%
Value ($000) $9,644 Shares 225,000 Est. Cost $27.34 Unrealized 0.0%
GIANT INTERACTIVE GROUP INC 0.3%
Value ($000) $9,191 Shares 794,393 Est. Cost $11.57 Unrealized
HENNESSY CAP ACQUISITION COR 0.3%
Value ($000) $9,018 Shares 900,000 Est. Cost $10.02 Unrealized
CAPITOL ACQUISITION CORP II 0.3%
Value ($000) $8,908 Shares 882,000 Est. Cost $10.10 Unrealized
HERTZ GLOBAL HOLDINGS INC 0.3%
Value ($000) $8,450 Shares 317,182 Est. Cost $26.64 Unrealized
LINNCO LLC 0.3%
Value ($000) $8,365 Shares 309,474 Est. Cost $27.03 Unrealized
QUARTET MERGER CORP 0.3%
Value ($000) $8,205 Shares 810,000 Est. Cost $10.13 Unrealized
AXP AMERICAN EXPRESS CO 0.3%
Value ($000) $8,013 Shares 89,000 Est. Cost $75.50 Unrealized 0.0%
SGI TEMPUR SEALY INTL INC 0.3%
Value ($000) $7,601 Shares 150,000 Est. Cost $12.42 Unrealized 0.0%
UAL UNITED CONTL HLDGS INC 0.3%
Value ($000) $7,599 Shares 170,257 Est. Cost $44.98 Unrealized 0.0%
MEDTRONIC INC 0.3%
Value ($000) $7,569 Shares 123,000 Est. Cost $61.54 Unrealized
STARWOOD HOTELS&RESORTS WRLD 0.3%
Value ($000) $7,402 Shares 92,985 Est. Cost $79.60 Unrealized
TWENTY FIRST CENTY FOX INC 0.3%
Value ($000) $7,323 Shares 235,300 Est. Cost $31.12 Unrealized
DOW CHEM CO 0.3%
Value ($000) $7,191 Shares 148,000 Est. Cost $48.59 Unrealized
MONSANTO CO NEW 0.3%
Value ($000) $7,168 Shares 63,000 Est. Cost $113.78 Unrealized
KMX CARMAX INC 0.3%
Value ($000) $7,020 Shares 150,000 Est. Cost $46.71 Unrealized 0.0%
CAMBRIDGE CAP ACQUISITION CO 0.3%
Value ($000) $6,999 Shares 695,000 Est. Cost $10.07 Unrealized
DG DOLLAR GEN CORP NEW 0.3%
Value ($000) $6,935 Shares 125,000 Est. Cost $50.61 Unrealized 0.0%
TEEKAY CORPORATION 0.2%
Value ($000) $6,491 Shares 115,420 Est. Cost $56.24 Unrealized
GENERAL MTRS CO 0.2%
Value ($000) $6,486 Shares 2,300,000 Est. Cost $2.82 Unrealized
TLK P T TELEKOMUNIKASI INDONESIA 0.2%
Value ($000) $6,418 Shares 163,013 Est. Cost $39.37 Unrealized
ROST ROSS STORES INC 0.2%
Value ($000) $6,261 Shares 87,500 Est. Cost $31.55 Unrealized 0.0%
MDLZ MONDELEZ INTL INC 0.2%
Value ($000) $5,735 Shares 166,000 Est. Cost $26.35 Unrealized 0.0%
COMPUWARE CORP 0.2%
Value ($000) $5,288 Shares 503,619 Est. Cost $10.50 Unrealized
AQUASITION CORP 0.2%
Value ($000) $5,153 Shares 495,000 Est. Cost $10.41 Unrealized
DRYSHIPS INC. 0.2%
Value ($000) $4,943 Shares 5,000,000 Est. Cost $0.99 Unrealized
BLMN BLOOMIN BRANDS INC 0.2%
Value ($000) $4,820 Shares 200,000 Est. Cost $18.23 Unrealized 0.0%
MERGEWORTHRX CORP 0.2%
Value ($000) $4,721 Shares 585,000 Est. Cost $8.07 Unrealized
CENTURYLINK INC 0.2%
Value ($000) $4,243 Shares 129,210 Est. Cost $32.84 Unrealized
EQUINIX INC 0.2%
Value ($000) $4,196 Shares 22,700 Est. Cost $184.85 Unrealized
ZALE CORP NEW 0.2%
Value ($000) $4,182 Shares 200,000 Est. Cost $20.91 Unrealized
DE DEERE & CO 0.2%
Value ($000) $4,177 Shares 46,000 Est. Cost $70.10 Unrealized 0.0%
ENSG ENSIGN GROUP INC 0.2%
Value ($000) $4,136 Shares 94,794 Est. Cost $10.13 Unrealized 0.0%
COVIDIEN PLC 0.1%
Value ($000) $4,125 Shares 56,000 Est. Cost $73.66 Unrealized
ITW ILLINOIS TOOL WKS INC 0.1%
Value ($000) $4,067 Shares 50,000 Est. Cost $61.28 Unrealized 0.0%
LORILLARD INC 0.1%
Value ($000) $4,056 Shares 75,000 Est. Cost $54.08 Unrealized
GIS GENERAL MLS INC 0.1%
Value ($000) $3,990 Shares 77,000 Est. Cost $32.96 Unrealized 0.0%
DECK DECKERS OUTDOOR CORP 0.1%
Value ($000) $3,986 Shares 50,000 Est. Cost $13.22 Unrealized 0.0%
TMUS T-MOBILE US INC 0.1%
Value ($000) $3,931 Shares 119,000 Est. Cost $30.63 Unrealized 0.0%
HYDE PK ACQUISITION CORP II 0.1%
Value ($000) $3,852 Shares 370,000 Est. Cost $10.41 Unrealized
PRKS SEAWORLD ENTMT INC 0.1%
Value ($000) $3,779 Shares 125,000 Est. Cost $32.21 Unrealized 0.0%
RAYTHEON CO 0.1%
Value ($000) $3,754 Shares 38,000 Est. Cost $98.79 Unrealized
BUFFALO WILD WINGS INC 0.1%
Value ($000) $3,721 Shares 25,000 Est. Cost $148.84 Unrealized
STT STATE STR CORP 0.1%
Value ($000) $3,686 Shares 53,000 Est. Cost $50.16 Unrealized 0.0%
CHAMBERS STR PPTYS 0.1%
Value ($000) $3,491 Shares 449,299 Est. Cost $7.77 Unrealized
AUTONAVI HLDGS LTD 0.1%
Value ($000) $3,445 Shares 172,000 Est. Cost $20.03 Unrealized
MRSH MARSH & MCLENNAN COS INC 0.1%
Value ($000) $3,352 Shares 68,000 Est. Cost $38.81 Unrealized 0.0%
BROOKFIELD PPTY PARTNERS L P 0.1%
Value ($000) $3,148 Shares 168,350 Est. Cost $18.70 Unrealized
SYK STRYKER CORP 0.1%
Value ($000) $3,014 Shares 37,000 Est. Cost $69.03 Unrealized 0.0%
APD AIR PRODS & CHEMS INC 0.1%
Value ($000) $2,976 Shares 25,000 Est. Cost $79.28 Unrealized 0.0%
INFINITY CROSS BORDER ACQUIS 0.1%
Value ($000) $2,945 Shares 370,000 Est. Cost $7.96 Unrealized
CAH CARDINAL HEALTH INC 0.1%
Value ($000) $2,939 Shares 42,000 Est. Cost $50.49 Unrealized 0.0%
SRE SEMPRA ENERGY 0.1%
Value ($000) $2,613 Shares 27,000 Est. Cost $32.20 Unrealized 0.0%
SYY SYSCO CORP 0.1%
Value ($000) $2,601 Shares 72,000 Est. Cost $26.11 Unrealized 0.0%
VERIFONE SYS INC 0.1%
Value ($000) $2,537 Shares 75,000 Est. Cost $33.83 Unrealized
EQR EQUITY RESIDENTIAL 0.1%
Value ($000) $2,378 Shares 41,000 Est. Cost $31.71 Unrealized 0.0%
PCG PG&E CORP 0.1%
Value ($000) $2,333 Shares 54,000 Est. Cost $36.91 Unrealized 0.0%
MOV MOVADO GROUP INC 0.1%
Value ($000) $2,278 Shares 50,000 Est. Cost $40.76 Unrealized 0.0%
MBUU MALIBU BOATS INC 0.1%
Value ($000) $2,222 Shares 100,000 Est. Cost $19.95 Unrealized 0.0%
BXP BOSTON PROPERTIES INC 0.1%
Value ($000) $2,176 Shares 19,000 Est. Cost $66.97 Unrealized 0.0%
SOTHEBYS 0.1%
Value ($000) $2,153 Shares 49,435 Est. Cost $43.55 Unrealized
SANTANDER CONSUMER USA HDG I 0.1%
Value ($000) $1,806 Shares 75,000 Est. Cost $24.08 Unrealized
DRYSHIPS INC 0.1%
Value ($000) $1,610 Shares 500,000 Est. Cost $3.22 Unrealized
REYNOLDS AMERICAN INC 0.1%
Value ($000) $1,603 Shares 30,000 Est. Cost $53.43 Unrealized
SONIC CORP 0.1%
Value ($000) $1,423 Shares 62,500 Est. Cost $22.77 Unrealized
ET ENERGY TRANSFER EQUITY L P 0.0%
Value ($000) $1,187 Shares 25,384 Est. Cost $46.76 Unrealized
KIM KIMCO RLTY CORP 0.0%
Value ($000) $1,072 Shares 49,000 Est. Cost $12.11 Unrealized 0.0%
CPB CAMPBELL SOUP CO 0.0%
Value ($000) $1,032 Shares 23,000 Est. Cost $29.71 Unrealized 0.0%
SAEXPLORATION HLDGS INC 0.0%
Value ($000) $963 Shares 103,511 Est. Cost $9.30 Unrealized
FAIRPOINT COMMUNICATIONS INC 0.0%
Value ($000) $779 Shares 57,267 Est. Cost $13.60 Unrealized
CUBIST PHARMACEUTICALS INC 0.0%
Value ($000) $395 Shares 607,722 Est. Cost $0.65 Unrealized
INFINITY CROSS BORDER ACQUIS 0.0%
Value ($000) $259 Shares 370,000 Est. Cost $0.70 Unrealized
COMMUNITY HEALTH SYS INC NEW 0.0%
Value ($000) $240 Shares 3,903,667 Est. Cost $0.06 Unrealized