DAVIDSON KEMPNER CAPITAL MANAGEMENT LP Quant / Systematic

CIK: 0001595082 · Show all filings

Period: Q4 2014 (← Previous) (Next →)

Filing Date: Nov 16, 2015

Total Value ($000): $5,348,944

Holdings (138)

COVIDIEN PLC 11.6%
Value ($000) $621,832 Shares 6,079,705 Est. Cost $89.24 Unrealized
ALLERGAN INC 11.5%
Value ($000) $613,837 Shares 2,887,423 Est. Cost $202.68 Unrealized
COVANCE INC 4.4%
Value ($000) $234,985 Shares 2,262,949 Est. Cost $103.84 Unrealized
DIRECTV 4.3%
Value ($000) $231,726 Shares 2,673,044 Est. Cost $85.95 Unrealized
TIME WARNER CABLE INC 3.7%
Value ($000) $199,786 Shares 1,313,862 Est. Cost $142.01 Unrealized
CAREFUSION CORP 3.4%
Value ($000) $181,343 Shares 3,056,006 Est. Cost $59.34 Unrealized
CUBIST PHARMACEUTICALS INC 3.1%
Value ($000) $164,259 Shares 1,631,659 Est. Cost $100.67 Unrealized
DRESSER-RAND GROUP INC 2.9%
Value ($000) $157,252 Shares 1,922,401 Est. Cost $82.26 Unrealized
T AT&T INC 2.9%
Value ($000) $153,288 Shares 4,563,500 Est. Cost Unrealized
ALLY ALLY FINL INC 2.6%
Value ($000) $138,079 Shares 5,845,850 Est. Cost $18.61 Unrealized -7.2%
ROCKWOOD HLDGS INC 2.3%
Value ($000) $123,349 Shares 1,565,344 Est. Cost $78.52 Unrealized
TRW AUTOMOTIVE HLDGS CORP 2.3%
Value ($000) $122,064 Shares 1,186,814 Est. Cost $101.25 Unrealized
AAPL APPLE INC 1.9%
Value ($000) $102,764 Shares 931,000 Est. Cost $24.08 Unrealized 0.0%
SPY SPDR S&P 500 ETF TR 1.6%
Value ($000) $87,355 Shares 425,000 Est. Cost Unrealized
SIGMA ALDRICH CORP 1.5%
Value ($000) $79,255 Shares 577,447 Est. Cost $136.85 Unrealized
SBH SALLY BEAUTY HLDGS INC 1.4%
Value ($000) $73,776 Shares 2,400,000 Est. Cost $28.42 Unrealized +4.6%
NVIDIA CORP 1.3%
Value ($000) $71,564 Shares 62,500,000 Est. Cost $1.15 Unrealized
TIME WARNER INC 1.2%
Value ($000) $66,722 Shares 781,100 Est. Cost $83.46 Unrealized
AAP ADVANCE AUTO PARTS INC 1.2%
Value ($000) $63,712 Shares 400,000 Est. Cost $106.59 Unrealized +20.5%
EAGLE BULK SHIPPING INC 1.2%
Value ($000) $62,929 Shares 4,301,340 Est. Cost $14.63 Unrealized
PROTECTIVE LIFE CORP 1.1%
Value ($000) $59,916 Shares 860,239 Est. Cost $69.51 Unrealized
BC BRUNSWICK CORP 1.1%
Value ($000) $58,949 Shares 1,150,000 Est. Cost $36.30 Unrealized +7.3%
BABA ALIBABA GROUP HLDG LTD 1.0%
Value ($000) $54,766 Shares 526,900 Est. Cost $88.85 Unrealized
PETSMART INC 1.0%
Value ($000) $53,929 Shares 663,496 Est. Cost $81.28 Unrealized
PHH CORP 0.9%
Value ($000) $50,758 Shares 25,711,000 Est. Cost $2.16 Unrealized
RIVERBED TECHNOLOGY INC 0.9%
Value ($000) $49,067 Shares 2,404,080 Est. Cost $20.41 Unrealized
WL ROSS HLDG CORP 0.9%
Value ($000) $45,840 Shares 4,000,000 Est. Cost $10.25 Unrealized
MTNA 6 01/15/16 ARCELORMITTAL SA LUXEMBOURG 0.8%
Value ($000) $43,802 Shares 2,500,000 Est. Cost $23.85 Unrealized
SIG SIGNET JEWELERS LIMITED 0.8%
Value ($000) $42,971 Shares 326,600 Est. Cost $91.31 Unrealized +7.9%
LORILLARD INC 0.7%
Value ($000) $37,465 Shares 595,246 Est. Cost $59.63 Unrealized
DKS DICKS SPORTING GOODS INC 0.7%
Value ($000) $37,238 Shares 750,000 Est. Cost $33.47 Unrealized +4.9%
LBTYAUSD LIBERTY GLOBAL PLC 0.7%
Value ($000) $35,726 Shares 711,674 Est. Cost $49.08 Unrealized
PIER 1 IMPORTS INC 0.6%
Value ($000) $34,650 Shares 2,250,000 Est. Cost $15.40 Unrealized
FAMILY DLR STORES INC 0.6%
Value ($000) $32,311 Shares 407,912 Est. Cost $77.24 Unrealized
TALISMAN ENERGY INC 0.6%
Value ($000) $30,405 Shares 3,883,086 Est. Cost $8.11 Unrealized
TYSON FOODS INC 0.6%
Value ($000) $30,188 Shares 600,000 Est. Cost $50.32 Unrealized
XRT SPDR SERIES TRUST 0.5%
Value ($000) $28,803 Shares 300,000 Est. Cost Unrealized
VCA INC 0.5%
Value ($000) $28,043 Shares 575,000 Est. Cost $39.99 Unrealized
NORDSTROM INC 0.5%
Value ($000) $27,787 Shares 350,000 Est. Cost $68.37 Unrealized
DG DOLLAR GEN CORP NEW 0.5%
Value ($000) $26,781 Shares 378,800 Est. Cost $51.82 Unrealized +9.2%
SAPIENT CORP 0.5%
Value ($000) $26,663 Shares 1,071,676 Est. Cost $24.88 Unrealized
KMI KINDER MORGAN INC DEL 0.5%
Value ($000) $24,711 Shares 584,045 Est. Cost $22.45 Unrealized 0.0%
COBALT INTL ENERGY INC 0.4%
Value ($000) $23,658 Shares 38,500,000 Est. Cost $0.93 Unrealized
SIRIUS XM HLDGS INC 0.4%
Value ($000) $23,625 Shares 6,750,000 Est. Cost $3.38 Unrealized
YANDEX N V 0.4%
Value ($000) $23,074 Shares 28,200,000 Est. Cost $0.82 Unrealized
ACORDA THERAPEUTICS INC 0.4%
Value ($000) $22,932 Shares 20,000,000 Est. Cost $1.06 Unrealized
VERINT SYS INC 0.4%
Value ($000) $22,122 Shares 20,000,000 Est. Cost $1.09 Unrealized
J2 GLOBAL INC 0.4%
Value ($000) $22,004 Shares 20,000,000 Est. Cost $1.01 Unrealized
SPG SIMON PPTY GROUP INC NEW 0.4%
Value ($000) $21,944 Shares 120,500 Est. Cost $102.84 Unrealized 0.0%
CMCSA COMCAST CORP NEW 0.4%
Value ($000) $21,742 Shares 374,794 Est. Cost $20.70 Unrealized +2.7%
CPRT COPART INC 0.4%
Value ($000) $20,988 Shares 575,000 Est. Cost $4.27 Unrealized +0.4%
NWL NEWELL RUBBERMAID INC 0.4%
Value ($000) $20,950 Shares 550,000 Est. Cost $19.83 Unrealized +16.0%
DSW INC 0.4%
Value ($000) $20,515 Shares 550,000 Est. Cost $37.30 Unrealized
VITAMIN SHOPPE INC 0.4%
Value ($000) $19,432 Shares 400,000 Est. Cost $46.34 Unrealized
BLUCORA INC 0.4%
Value ($000) $18,861 Shares 20,000,000 Est. Cost $0.94 Unrealized
WYNN WYNN RESORTS LTD 0.3%
Value ($000) $18,595 Shares 125,000 Est. Cost Unrealized
DECK DECKERS OUTDOOR CORP 0.3%
Value ($000) $18,208 Shares 200,000 Est. Cost $14.01 Unrealized +8.7%
ALLE ALLEGION PUB LTD CO 0.3%
Value ($000) $17,993 Shares 324,437 Est. Cost $45.70 Unrealized +0.7%
BLMN BLOOMIN BRANDS INC 0.3%
Value ($000) $17,325 Shares 700,000 Est. Cost $16.95 Unrealized -4.4%
TERRAPIN 3 ACQUISITION CORP 0.3%
Value ($000) $17,017 Shares 1,700,000 Est. Cost $10.02 Unrealized
WALTER INVT MGMT CORP 0.3%
Value ($000) $16,515 Shares 22,000,000 Est. Cost $0.85 Unrealized
MGM MGM RESORTS INTERNATIONAL 0.3%
Value ($000) $15,501 Shares 725,000 Est. Cost $20.52 Unrealized 0.0%
PANERA BREAD CO 0.3%
Value ($000) $15,295 Shares 87,500 Est. Cost $164.43 Unrealized
LEVY ACQUISITION CORP 0.3%
Value ($000) $14,924 Shares 1,485,000 Est. Cost $10.09 Unrealized
PLATINUM UNDERWRITER HLDGS L 0.3%
Value ($000) $14,916 Shares 203,155 Est. Cost $73.42 Unrealized
PZZA PAPA JOHNS INTL INC 0.3%
Value ($000) $14,642 Shares 262,500 Est. Cost $39.19 Unrealized 0.0%
KATE SPADE & CO 0.3%
Value ($000) $14,405 Shares 450,000 Est. Cost $30.73 Unrealized
ARMK ARAMARK 0.3%
Value ($000) $14,182 Shares 455,279 Est. Cost $17.30 Unrealized +3.2%
DEL FRISCOS RESTAURANT GROUP 0.3%
Value ($000) $13,546 Shares 570,587 Est. Cost $19.71 Unrealized
HF2 FINL MGMT INC 0.3%
Value ($000) $13,494 Shares 1,300,000 Est. Cost $10.21 Unrealized
OCEAN RIG UDW INC 0.2%
Value ($000) $12,231 Shares 1,319,401 Est. Cost $17.54 Unrealized
IAC INTERACTIVECORP 0.2%
Value ($000) $12,160 Shares 200,000 Est. Cost $71.31 Unrealized
LIFELOCK INC 0.2%
Value ($000) $12,032 Shares 650,000 Est. Cost $14.37 Unrealized
TSN TYSON FOODS INC 0.2%
Value ($000) $12,027 Shares 300,000 Est. Cost $31.47 Unrealized 0.0%
MHK MOHAWK INDS INC 0.2%
Value ($000) $11,652 Shares 75,000 Est. Cost Unrealized
MENS WEARHOUSE INC 0.2%
Value ($000) $11,589 Shares 262,500 Est. Cost $44.15 Unrealized
UAL UNITED CONTL HLDGS INC 0.2%
Value ($000) $11,388 Shares 170,257 Est. Cost $44.98 Unrealized +23.1%
RITE AID CORP 0.2%
Value ($000) $11,280 Shares 1,500,000 Est. Cost Unrealized
CLUBCORP HLDGS INC 0.2%
Value ($000) $11,206 Shares 625,000 Est. Cost $18.86 Unrealized
ALPHA NATURAL RESOURCES INC 0.2%
Value ($000) $11,086 Shares 22,925,000 Est. Cost $0.48 Unrealized
BOULDER BRANDS INC 0.2%
Value ($000) $11,060 Shares 1,000,000 Est. Cost $11.06 Unrealized
DG DOLLAR GEN CORP NEW 0.2%
Value ($000) $10,605 Shares 150,000 Est. Cost $51.82 Unrealized +9.2%
KMI KINDER MORGAN INC DEL 0.2%
Value ($000) $10,578 Shares 250,000 Est. Cost $22.45 Unrealized 0.0%
ROI ACQUISITION CORP II 0.2%
Value ($000) $10,500 Shares 1,050,000 Est. Cost $9.95 Unrealized
AARONS INC 0.2%
Value ($000) $9,935 Shares 325,001 Est. Cost $30.57 Unrealized
BOULEVARD ACQUISITION CORP 0.2%
Value ($000) $9,860 Shares 1,000,000 Est. Cost $10.05 Unrealized
QSR RESTAURANT BRANDS INTL INC 0.2%
Value ($000) $9,760 Shares 250,000 Est. Cost $38.08 Unrealized 0.0%
META FACEBOOK INC 0.2%
Value ($000) $9,753 Shares 125,000 Est. Cost $75.91 Unrealized 0.0%
QSR RESTAURANT BRANDS INTL INC 0.2%
Value ($000) $9,662 Shares 247,500 Est. Cost $38.08 Unrealized 0.0%
GPRO GOPRO INC 0.2%
Value ($000) $9,483 Shares 150,000 Est. Cost Unrealized
BIDU BAIDU INC 0.2%
Value ($000) $9,282 Shares 40,734 Est. Cost $219.41 Unrealized
HENNESSY CAP ACQUISITION COR 0.2%
Value ($000) $9,225 Shares 900,000 Est. Cost $10.02 Unrealized
MNRO MONRO MUFFLER BRAKE INC 0.2%
Value ($000) $9,017 Shares 156,000 Est. Cost $53.29 Unrealized 0.0%
CAPITOL ACQUISITION CORP II 0.2%
Value ($000) $8,943 Shares 882,000 Est. Cost $10.10 Unrealized
WHITEWAVE FOODS CO 0.2%
Value ($000) $8,748 Shares 250,000 Est. Cost $36.33 Unrealized
MICHAELS COS INC 0.2%
Value ($000) $8,645 Shares 350,000 Est. Cost $17.48 Unrealized
MOLYCORP INC DEL 0.1%
Value ($000) $7,995 Shares 19,500,000 Est. Cost $0.79 Unrealized
DEAN FOODS CO NEW 0.1%
Value ($000) $7,752 Shares 400,000 Est. Cost $16.57 Unrealized
ENVESTNET INC 0.1%
Value ($000) $7,718 Shares 7,500,000 Est. Cost $1.03 Unrealized
CRI CARTER INC 0.1%
Value ($000) $7,640 Shares 87,500 Est. Cost $61.31 Unrealized 0.0%
STARWOOD HOTELS&RESORTS WRLD 0.1%
Value ($000) $7,626 Shares 94,066 Est. Cost $80.30 Unrealized
CHINA BIOLOGIC PRODS INC 0.1%
Value ($000) $7,126 Shares 106,866 Est. Cost $47.13 Unrealized
BAKER HUGHES INC 0.1%
Value ($000) $7,009 Shares 125,000 Est. Cost $56.07 Unrealized
CAMBRIDGE CAP ACQUISITION CO 0.1%
Value ($000) $6,748 Shares 695,000 Est. Cost $9.71 Unrealized
SMART & FINAL STORES INC 0.1%
Value ($000) $6,680 Shares 424,651 Est. Cost $14.43 Unrealized
INTERNATIONAL GAME TECHNOLOG 0.1%
Value ($000) $6,406 Shares 371,353 Est. Cost $16.87 Unrealized
BOOT BOOT BARN HLDGS INC 0.1%
Value ($000) $6,386 Shares 350,900 Est. Cost $19.66 Unrealized 0.0%
ELBIT IMAGING LTD 0.1%
Value ($000) $6,294 Shares 3,943,584 Est. Cost $2.95 Unrealized
OSG AMBAC FINL GROUP INC 0.1%
Value ($000) $6,131 Shares 250,261 Est. Cost $23.38 Unrealized -0.4%
DT ASIA INVTS LTD 0.1%
Value ($000) $5,900 Shares 590,000 Est. Cost $10.00 Unrealized
AMSURG CORP 0.1%
Value ($000) $5,643 Shares 50,000 Est. Cost $106.26 Unrealized
GARNERO GROUP ACQUISITION CO 0.1%
Value ($000) $5,491 Shares 575,000 Est. Cost $9.55 Unrealized
CENTURYLINK INC 0.1%
Value ($000) $5,114 Shares 129,210 Est. Cost $32.84 Unrealized
HYDRA INDS ACQUISITION CORP 0.1%
Value ($000) $3,908 Shares 392,000 Est. Cost $9.97 Unrealized
1347 CAP CORP 0.1%
Value ($000) $3,704 Shares 370,000 Est. Cost $10.03 Unrealized
C B PHARMA ACQUISITION CORP 0.1%
Value ($000) $3,511 Shares 350,000 Est. Cost $10.03 Unrealized
LIFELOCK INC 0.1%
Value ($000) $2,777 Shares 150,000 Est. Cost $14.37 Unrealized
GENERAL MTRS CO 0.0%
Value ($000) $2,645 Shares 2,300,000 Est. Cost $2.82 Unrealized
AR CAP ACQUISITION CORP 0.0%
Value ($000) $2,450 Shares 250,000 Est. Cost $9.80 Unrealized
JD JD COM INC 0.0%
Value ($000) $2,314 Shares 100,000 Est. Cost $23.14 Unrealized
ENERGIZER HLDGS INC 0.0%
Value ($000) $2,250 Shares 17,500 Est. Cost $122.03 Unrealized
AMERICAN RLTY CAP PPTYS INC 0.0%
Value ($000) $1,832 Shares 2,000,000 Est. Cost $0.92 Unrealized
JASON INDS INC 0.0%
Value ($000) $1,435 Shares 146,291 Est. Cost $10.34 Unrealized
CALY CALLAWAY GOLF CO 0.0%
Value ($000) $1,348 Shares 175,000 Est. Cost $7.30 Unrealized 0.0%
VOLCANO CORPORATION 0.0%
Value ($000) $1,285 Shares 71,842 Est. Cost $17.89 Unrealized
JASON INDS INC 0.0%
Value ($000) $1,257 Shares 1,056,616 Est. Cost $1.52 Unrealized
HABIT RESTAURANTS INC 0.0%
Value ($000) $970 Shares 30,000 Est. Cost $32.33 Unrealized
CONE MIDSTREAM PARTNERS LP 0.0%
Value ($000) $603 Shares 25,000 Est. Cost $28.12 Unrealized
COVISINT CORP 0.0%
Value ($000) $495 Shares 187,369 Est. Cost $2.64 Unrealized
CHINA UNICOM (HONG KONG) LTD 0.0%
Value ($000) $444 Shares 33,000 Est. Cost $13.45 Unrealized
SAEXPLORATION HLDGS INC 0.0%
Value ($000) $391 Shares 98,550 Est. Cost $9.30 Unrealized
CAMBRIDGE CAP ACQUISITION CO 0.0%
Value ($000) $216 Shares 695,000 Est. Cost $0.31 Unrealized
W WAYFAIR INC 0.0%
Value ($000) $199 Shares 10,000 Est. Cost $24.01 Unrealized 0.0%
JETPAY CORP 0.0%
Value ($000) $169 Shares 79,818 Est. Cost $1.47 Unrealized
GARNERO GROUP ACQUISITION CO 0.0%
Value ($000) $138 Shares 575,000 Est. Cost $0.24 Unrealized
COMMUNITY HEALTH SYS INC NEW 0.0%
Value ($000) $98 Shares 3,903,667 Est. Cost $0.06 Unrealized
GARNERO GROUP ACQUISITION CO 0.0%
Value ($000) $69 Shares 575,000 Est. Cost $0.12 Unrealized
CUBIST PHARMACEUTICALS INC 0.0%
Value ($000) $19 Shares 607,722 Est. Cost $0.65 Unrealized