DAVIDSON KEMPNER CAPITAL MANAGEMENT LP Quant / Systematic

CIK: 0001595082 · Show all filings

Period: Q2 2014 (← Previous) (Next →)

Filing Date: Aug 14, 2015

Total Value ($000): $3,370,817

Holdings (141)

FOREST LABS INC 18.7%
Value ($000) $629,167 Shares 6,355,218 Est. Cost $96.59 Unrealized
COVIDIEN PLC 7.0%
Value ($000) $234,984 Shares 2,605,726 Est. Cost $89.82 Unrealized
TIME WARNER CABLE INC 6.0%
Value ($000) $203,064 Shares 1,378,577 Est. Cost $140.97 Unrealized
ALLY ALLY FINL INC 3.3%
Value ($000) $110,829 Shares 4,635,250 Est. Cost $18.86 Unrealized 0.0%
HILLSHIRE BRANDS CO 3.3%
Value ($000) $110,786 Shares 1,778,260 Est. Cost $62.30 Unrealized
DIRECTV 2.9%
Value ($000) $96,864 Shares 1,139,442 Est. Cost $85.01 Unrealized
SAFEWAY INC 2.5%
Value ($000) $82,870 Shares 2,413,207 Est. Cost $36.94 Unrealized
ALLERGAN INC 2.4%
Value ($000) $82,332 Shares 486,539 Est. Cost $169.22 Unrealized
MICROS SYS INC 2.3%
Value ($000) $77,078 Shares 1,135,500 Est. Cost $67.88 Unrealized
MTNA 6 01/15/16 ARCELORMITTAL SA LUXEMBOURG 1.9%
Value ($000) $65,183 Shares 2,900,000 Est. Cost $23.85 Unrealized
T AT&T INC 1.7%
Value ($000) $58,344 Shares 1,650,000 Est. Cost Unrealized
AAP ADVANCE AUTO PARTS INC 1.6%
Value ($000) $53,604 Shares 397,300 Est. Cost $105.89 Unrealized +2.2%
PFE PFIZER INC 1.6%
Value ($000) $53,285 Shares 1,795,321 Est. Cost $18.20 Unrealized -3.6%
PHH CORP 1.5%
Value ($000) $50,096 Shares 25,711,000 Est. Cost $2.16 Unrealized
HUDSON CITY BANCORP 1.4%
Value ($000) $45,785 Shares 4,662,383 Est. Cost $9.82 Unrealized
MEASUREMENT SPECIALTIES INC 1.3%
Value ($000) $44,963 Shares 522,460 Est. Cost $86.06 Unrealized
WL ROSS HLDG CORP 1.2%
Value ($000) $41,000 Shares 4,000,000 Est. Cost $10.25 Unrealized
COBALT INTL ENERGY INC 1.1%
Value ($000) $35,632 Shares 38,500,000 Est. Cost $0.93 Unrealized
YANDEX NV 1.0%
Value ($000) $32,575 Shares 33,000,000 Est. Cost $0.95 Unrealized
LAMAR ADVERTISING CO 1.0%
Value ($000) $32,298 Shares 609,401 Est. Cost $50.99 Unrealized
SBH SALLY BEAUTY HLDGS INC 0.9%
Value ($000) $31,350 Shares 1,250,000 Est. Cost $28.50 Unrealized -9.4%
ALPHA NATURAL RESOURCES INC 0.9%
Value ($000) $30,815 Shares 36,125,000 Est. Cost $0.84 Unrealized
HITTITE MICROWAVE CORP 0.9%
Value ($000) $30,806 Shares 395,200 Est. Cost $77.95 Unrealized
VIPSHOP HLDGS LTD 0.9%
Value ($000) $29,384 Shares 25,000,000 Est. Cost $1.08 Unrealized
VITAMIN SHOPPE INC 0.9%
Value ($000) $29,075 Shares 675,860 Est. Cost $46.68 Unrealized
TIFFANY & CO NEW 0.9%
Value ($000) $28,822 Shares 287,500 Est. Cost $86.15 Unrealized
FOSTER WHEELER AG 0.9%
Value ($000) $28,750 Shares 843,863 Est. Cost $32.47 Unrealized
NWL NEWELL RUBBERMAID INC 0.8%
Value ($000) $27,116 Shares 875,000 Est. Cost $19.32 Unrealized 0.0%
AAP ADVANCE AUTO PARTS INC 0.8%
Value ($000) $26,984 Shares 200,000 Est. Cost $105.89 Unrealized +2.2%
BC BRUNSWICK CORP 0.8%
Value ($000) $26,331 Shares 625,000 Est. Cost $36.29 Unrealized -3.7%
PROTECTIVE LIFE CORP 0.7%
Value ($000) $25,224 Shares 363,828 Est. Cost $69.33 Unrealized
QUESTCOR PHARMACEUTICALS INC 0.7%
Value ($000) $24,599 Shares 266,280 Est. Cost $92.38 Unrealized
SILVER EAGLE ACQUISITION COR 0.7%
Value ($000) $24,486 Shares 2,375,000 Est. Cost $10.24 Unrealized
AWI ARMSTRONG WORLD INDS INC NEW 0.7%
Value ($000) $24,396 Shares 424,796 Est. Cost $52.84 Unrealized -4.6%
B/E AEROSPACE INC 0.7%
Value ($000) $23,157 Shares 250,450 Est. Cost $92.46 Unrealized
WALGREEN CO 0.7%
Value ($000) $22,239 Shares 300,000 Est. Cost $74.13 Unrealized
ENERGIZER HLDGS INC 0.6%
Value ($000) $21,355 Shares 175,000 Est. Cost $122.03 Unrealized
NKE NIKE INC 0.6%
Value ($000) $21,326 Shares 275,000 Est. Cost $32.14 Unrealized 0.0%
OCEAN RIG UDW INC 0.6%
Value ($000) $21,168 Shares 1,119,401 Est. Cost $17.79 Unrealized
YUM YUM BRANDS INC 0.6%
Value ($000) $19,285 Shares 237,500 Est. Cost $43.02 Unrealized +3.8%
MOLYCORP INC DEL 0.5%
Value ($000) $18,353 Shares 24,750,000 Est. Cost $0.79 Unrealized
STARWOOD HOTELS&RESORTS WRLD 0.5%
Value ($000) $17,636 Shares 218,208 Est. Cost $80.30 Unrealized
SBUX STARBUCKS CORP 0.5%
Value ($000) $17,411 Shares 225,000 Est. Cost $28.87 Unrealized 0.0%
JACK JACK IN THE BOX INC 0.5%
Value ($000) $17,195 Shares 287,500 Est. Cost $54.49 Unrealized +5.2%
MEAD JOHNSON NUTRITION CO 0.5%
Value ($000) $16,305 Shares 175,000 Est. Cost $93.17 Unrealized
BLMN BLOOMIN BRANDS INC 0.5%
Value ($000) $16,262 Shares 725,000 Est. Cost $17.34 Unrealized -2.0%
PAG PENSKE AUTOMOTIVE GRP INC 0.5%
Value ($000) $16,088 Shares 325,000 Est. Cost $44.10 Unrealized +3.5%
IAC INTERACTIVECORP 0.5%
Value ($000) $15,404 Shares 222,500 Est. Cost $71.37 Unrealized
J2 GLOBAL INC 0.5%
Value ($000) $15,236 Shares 15,000,000 Est. Cost $1.02 Unrealized
HERTZ GLOBAL HOLDINGS INC 0.4%
Value ($000) $15,024 Shares 536,000 Est. Cost $27.21 Unrealized
FIVE FIVE BELOW INC 0.4%
Value ($000) $14,966 Shares 375,000 Est. Cost $38.17 Unrealized 0.0%
LEVY ACQUISITION CORP 0.4%
Value ($000) $14,865 Shares 1,485,000 Est. Cost $10.09 Unrealized
ANF ABERCROMBIE & FITCH CO 0.4%
Value ($000) $14,597 Shares 337,500 Est. Cost $30.15 Unrealized 0.0%
ELBIT IMAGING LTD 0.4%
Value ($000) $14,478 Shares 78,871,722 Est. Cost $0.24 Unrealized
FIESTA RESTAURANT GROUP INC 0.4%
Value ($000) $13,920 Shares 300,000 Est. Cost $45.58 Unrealized
SGI TEMPUR SEALY INTL INC 0.4%
Value ($000) $13,433 Shares 225,000 Est. Cost $12.75 Unrealized +5.1%
HF2 FINL MGMT INC 0.4%
Value ($000) $13,390 Shares 1,300,000 Est. Cost $10.21 Unrealized
PZZA PAPA JOHNS INTL INC 0.4%
Value ($000) $13,041 Shares 307,800 Est. Cost $35.32 Unrealized 0.0%
LORILLARD INC 0.3%
Value ($000) $11,538 Shares 189,241 Est. Cost $58.24 Unrealized
SONIC CORP 0.3%
Value ($000) $11,040 Shares 500,000 Est. Cost $22.17 Unrealized
DECK DECKERS OUTDOOR CORP 0.3%
Value ($000) $10,791 Shares 125,000 Est. Cost $13.26 Unrealized +0.2%
CMCSA COMCAST CORP NEW 0.3%
Value ($000) $10,702 Shares 199,324 Est. Cost $19.96 Unrealized -0.9%
ROI ACQUISITION CORP II 0.3%
Value ($000) $10,500 Shares 1,050,000 Est. Cost $9.95 Unrealized
BIGGQ BIG LOTS INC 0.3%
Value ($000) $10,283 Shares 225,000 Est. Cost $30.59 Unrealized 0.0%
BOULEVARD ACQUISITION CORP 0.3%
Value ($000) $10,090 Shares 1,000,000 Est. Cost $10.05 Unrealized
BEACON ROOFING SUPPLY INC 0.3%
Value ($000) $9,516 Shares 287,500 Est. Cost $33.10 Unrealized
TAP MOLSON COORS BREWING CO 0.3%
Value ($000) $9,270 Shares 125,000 Est. Cost $48.64 Unrealized 0.0%
HENNESSY CAP ACQUISITION COR 0.3%
Value ($000) $9,072 Shares 900,000 Est. Cost $10.02 Unrealized
TW TELECOM INC 0.3%
Value ($000) $9,070 Shares 225,000 Est. Cost $40.31 Unrealized
FOOT LOCKER INC 0.3%
Value ($000) $8,876 Shares 175,000 Est. Cost $46.98 Unrealized
CAPITOL ACQUISITION CORP II 0.3%
Value ($000) $8,864 Shares 882,000 Est. Cost $10.10 Unrealized
SIRIUS XM HLDGS INC 0.3%
Value ($000) $8,650 Shares 2,500,000 Est. Cost $3.19 Unrealized
BUD ANHEUSER BUSCH INBEV SA/NV 0.3%
Value ($000) $8,621 Shares 75,000 Est. Cost $105.30 Unrealized
DG DOLLAR GEN CORP NEW 0.3%
Value ($000) $8,604 Shares 150,000 Est. Cost $50.46 Unrealized -1.5%
CSX CSX CORP 0.3%
Value ($000) $8,596 Shares 279,007 Est. Cost $7.67 Unrealized +5.6%
PRKS SEAWORLD ENTMT INC 0.3%
Value ($000) $8,499 Shares 300,000 Est. Cost $31.03 Unrealized -2.7%
AMERICAN RLTY CAP PPTYS INC 0.2%
Value ($000) $8,385 Shares 669,730 Est. Cost $14.01 Unrealized
VERIFONE SYS INC 0.2%
Value ($000) $8,269 Shares 225,000 Est. Cost $35.78 Unrealized
TRIP TRIPADVISOR INC 0.2%
Value ($000) $8,147 Shares 75,000 Est. Cost $81.79 Unrealized 0.0%
QUARTET MERGER CORP 0.2%
Value ($000) $8,116 Shares 810,000 Est. Cost $10.02 Unrealized
RL RALPH LAUREN CORP 0.2%
Value ($000) $8,035 Shares 50,000 Est. Cost $128.31 Unrealized -4.0%
VCA INC 0.2%
Value ($000) $7,893 Shares 225,000 Est. Cost $35.08 Unrealized
TMUS T-MOBILE US INC 0.2%
Value ($000) $7,455 Shares 221,733 Est. Cost $30.90 Unrealized +1.0%
CAMBRIDGE CAP ACQUISITION CO 0.2%
Value ($000) $7,020 Shares 695,000 Est. Cost $10.07 Unrealized
UAL UNITED CONTL HLDGS INC 0.2%
Value ($000) $6,992 Shares 170,257 Est. Cost $44.98 Unrealized -4.2%
AMER RLTY CAP HEALTHCAR TR I 0.2%
Value ($000) $6,854 Shares 630,000 Est. Cost $10.88 Unrealized
QUINPARIO ACQUISITION CORP 0.2%
Value ($000) $6,774 Shares 650,700 Est. Cost $10.41 Unrealized
ALLE ALLEGION PLC 0.2%
Value ($000) $6,727 Shares 118,690 Est. Cost $44.33 Unrealized +4.8%
DRYSHIPS INC 0.2%
Value ($000) $6,460 Shares 2,000,000 Est. Cost $3.23 Unrealized
LBTYAUSD LIBERTY GLOBAL PLC 0.2%
Value ($000) $6,436 Shares 145,549 Est. Cost $44.22 Unrealized
OPENTABLE INC 0.2%
Value ($000) $6,248 Shares 60,325 Est. Cost $103.57 Unrealized
RACKSPACE HOSTING INC 0.2%
Value ($000) $5,902 Shares 175,348 Est. Cost $33.66 Unrealized
DRYSHIPS INC. 0.2%
Value ($000) $5,889 Shares 6,000,000 Est. Cost $0.99 Unrealized
GENERAL MTRS CO 0.2%
Value ($000) $5,773 Shares 2,300,000 Est. Cost $2.82 Unrealized
DEAN FOODS CO NEW 0.2%
Value ($000) $5,717 Shares 325,000 Est. Cost $17.59 Unrealized
NPS PHARMACEUTICALS INC 0.2%
Value ($000) $5,375 Shares 162,696 Est. Cost $33.04 Unrealized
SIG SIGNET JEWELERS LIMITED 0.2%
Value ($000) $5,087 Shares 46,000 Est. Cost $70.67 Unrealized +19.4%
AQUASITION CORP 0.1%
Value ($000) $5,054 Shares 495,000 Est. Cost $10.21 Unrealized
AEO AMERICAN EAGLE OUTFITTERS NE 0.1%
Value ($000) $5,049 Shares 450,000 Est. Cost Unrealized
HERTZ GLOBAL HOLDINGS INC 0.1%
Value ($000) $4,905 Shares 175,000 Est. Cost $27.21 Unrealized
MERGEWORTHRX CORP 0.1%
Value ($000) $4,750 Shares 585,000 Est. Cost $8.07 Unrealized
CENTURYLINK INC 0.1%
Value ($000) $4,677 Shares 129,210 Est. Cost $32.84 Unrealized
WALTER INVT MGMT CORP 0.1%
Value ($000) $4,586 Shares 5,000,000 Est. Cost $0.92 Unrealized
TWENTY FIRST CENTY FOX INC 0.1%
Value ($000) $4,454 Shares 126,706 Est. Cost $31.96 Unrealized
CBS OUTDOOR AMERS INC 0.1%
Value ($000) $4,284 Shares 131,097 Est. Cost $32.68 Unrealized
ELIZABETH ARDEN INC 0.1%
Value ($000) $4,280 Shares 200,000 Est. Cost $21.40 Unrealized
TEEKAY CORPORATION 0.1%
Value ($000) $4,233 Shares 67,999 Est. Cost $56.24 Unrealized
CHINA BIOLOGIC PRODS INC 0.1%
Value ($000) $4,182 Shares 94,045 Est. Cost $44.47 Unrealized
SABR SABRE CORP 0.1%
Value ($000) $4,142 Shares 206,705 Est. Cost $17.80 Unrealized 0.0%
MLCO MELCO CROWN ENTMT LTD 0.1%
Value ($000) $4,098 Shares 114,800 Est. Cost $38.64 Unrealized
COMPUWARE CORP 0.1%
Value ($000) $3,671 Shares 367,798 Est. Cost $10.50 Unrealized
EXPRESS INC 0.1%
Value ($000) $3,406 Shares 200,000 Est. Cost $17.03 Unrealized
YAHOO INC 0.1%
Value ($000) $3,385 Shares 96,374 Est. Cost $35.12 Unrealized
CHAMBERS STR PPTYS 0.1%
Value ($000) $3,304 Shares 410,949 Est. Cost $7.77 Unrealized
EXPE EXPEDIA INC DEL 0.1%
Value ($000) $2,954 Shares 37,500 Est. Cost $68.32 Unrealized 0.0%
CBS OUTDOOR AMERS INC 0.1%
Value ($000) $2,941 Shares 90,000 Est. Cost $32.68 Unrealized
DIAMOND FOODS INC 0.1%
Value ($000) $2,820 Shares 100,000 Est. Cost $28.20 Unrealized
REYNOLDS AMERICAN INC 0.1%
Value ($000) $2,750 Shares 45,563 Est. Cost $55.80 Unrealized
TALISMAN ENERGY INC 0.1%
Value ($000) $2,650 Shares 250,000 Est. Cost $10.60 Unrealized
CLUBCORP HLDGS INC 0.1%
Value ($000) $2,549 Shares 137,500 Est. Cost $18.54 Unrealized
POST POST HLDGS INC 0.1%
Value ($000) $2,546 Shares 50,000 Est. Cost $33.45 Unrealized 0.0%
MEMORIAL RESOURCE DEV CORP 0.1%
Value ($000) $2,436 Shares 100,000 Est. Cost $24.36 Unrealized
ABENGOA YIELD PLC 0.1%
Value ($000) $2,269 Shares 60,000 Est. Cost $37.82 Unrealized
MENS WEARHOUSE INC 0.1%
Value ($000) $2,255 Shares 40,409 Est. Cost $55.80 Unrealized
MOLYCORP INC DEL 0.1%
Value ($000) $2,202 Shares 3,400,000 Est. Cost $0.65 Unrealized
SPRINT CORP 0.1%
Value ($000) $2,133 Shares 250,000 Est. Cost $8.53 Unrealized
AMAT APPLIED MATLS INC 0.1%
Value ($000) $2,106 Shares 93,400 Est. Cost $17.58 Unrealized 0.0%
LINNCO LLC 0.1%
Value ($000) $2,072 Shares 66,225 Est. Cost $27.03 Unrealized
VRINGO INC 0.1%
Value ($000) $2,047 Shares 600,400 Est. Cost $3.41 Unrealized
TPH TRI POINTE HOMES INC 0.1%
Value ($000) $2,047 Shares 130,200 Est. Cost $16.16 Unrealized 0.0%
QUINPARIO ACQUISITION CORP 0.1%
Value ($000) $1,821 Shares 1,456,616 Est. Cost $1.25 Unrealized
IKANG HEALTHCARE GROUP INC 0.0%
Value ($000) $1,679 Shares 97,000 Est. Cost $17.31 Unrealized
IMS HEALTH HLDGS INC 0.0%
Value ($000) $1,284 Shares 50,000 Est. Cost $25.68 Unrealized
NUSTAR ENERGY LP 0.0%
Value ($000) $970 Shares 15,640 Est. Cost $62.02 Unrealized
SAEXPLORATION HLDGS INC 0.0%
Value ($000) $833 Shares 98,550 Est. Cost $9.30 Unrealized
TPH TRI POINTE HOMES INC 0.0%
Value ($000) $786 Shares 50,000 Est. Cost $16.16 Unrealized 0.0%
QUARTET MERGER CORP 0.0%
Value ($000) $510 Shares 785,000 Est. Cost $0.65 Unrealized
COMMUNITY HEALTH SYS INC NEW 0.0%
Value ($000) $242 Shares 3,903,667 Est. Cost $0.06 Unrealized
GLORI ENERGY INC 0.0%
Value ($000) $171 Shares 161,600 Est. Cost $1.06 Unrealized
AQUASITION CORP 0.0%
Value ($000) $69 Shares 495,000 Est. Cost $0.14 Unrealized
CUBIST PHARMACEUTICALS INC 0.0%
Value ($000) $68 Shares 607,722 Est. Cost $0.65 Unrealized