DAVIDSON KEMPNER CAPITAL MANAGEMENT LP Quant / Systematic

CIK: 0001595082 · Show all filings

Period: Q3 2014 (← Previous) (Next →)

Filing Date: Nov 16, 2015

Total Value ($000): $4,380,479

Holdings (162)

COVIDIEN PLC 11.0%
Value ($000) $482,224 Shares 5,574,200 Est. Cost $88.06 Unrealized
TIME WARNER CABLE INC 7.7%
Value ($000) $336,325 Shares 2,343,889 Est. Cost $142.01 Unrealized
DIRECTV 5.9%
Value ($000) $256,287 Shares 2,961,824 Est. Cost $85.95 Unrealized
TRW AUTOMOTIVE HLDGS CORP 3.7%
Value ($000) $160,777 Shares 1,587,918 Est. Cost $101.25 Unrealized
DRESSER-RAND GROUP INC 3.7%
Value ($000) $160,184 Shares 1,947,291 Est. Cost $82.26 Unrealized
T AT&T INC 3.0%
Value ($000) $132,301 Shares 3,754,300 Est. Cost Unrealized
ALLERGAN INC 2.9%
Value ($000) $125,635 Shares 705,062 Est. Cost $172.00 Unrealized
ALLY ALLY FINL INC 2.7%
Value ($000) $118,135 Shares 5,105,250 Est. Cost $18.81 Unrealized -3.0%
SHIRE PLC 2.5%
Value ($000) $107,843 Shares 416,300 Est. Cost $259.05 Unrealized
FAMILY DLR STORES INC 2.1%
Value ($000) $91,846 Shares 1,189,094 Est. Cost $77.24 Unrealized
ATHLON ENERGY INC 2.0%
Value ($000) $87,345 Shares 1,500,000 Est. Cost $58.23 Unrealized
CONCUR TECHNOLOGIES INC 1.9%
Value ($000) $82,453 Shares 650,000 Est. Cost $126.85 Unrealized
LORILLARD INC 1.5%
Value ($000) $66,503 Shares 1,110,047 Est. Cost $59.63 Unrealized
DG DOLLAR GEN CORP NEW 1.4%
Value ($000) $61,058 Shares 999,156 Est. Cost $51.82 Unrealized +0.5%
PFE PFIZER INC 1.2%
Value ($000) $53,088 Shares 1,795,321 Est. Cost $18.20 Unrealized -4.2%
MTNA 6 01/15/16 ARCELORMITTAL SA LUXEMBOURG 1.2%
Value ($000) $52,793 Shares 2,500,000 Est. Cost $23.85 Unrealized
KINDER MORGAN ENERGY PARTNER 1.2%
Value ($000) $52,675 Shares 564,693 Est. Cost $93.28 Unrealized
COMPUWARE CORP 1.2%
Value ($000) $51,386 Shares 4,843,207 Est. Cost $10.60 Unrealized
AAP ADVANCE AUTO PARTS INC 1.2%
Value ($000) $50,491 Shares 387,500 Est. Cost $105.89 Unrealized +8.2%
BABA ALIBABA GROUP HLDG LTD 1.1%
Value ($000) $50,147 Shares 564,400 Est. Cost $88.85 Unrealized
PHH CORP 1.1%
Value ($000) $48,897 Shares 25,711,000 Est. Cost $2.16 Unrealized
SBH SALLY BEAUTY HLDGS INC 1.1%
Value ($000) $47,898 Shares 1,750,000 Est. Cost $27.93 Unrealized -5.1%
SAFEWAY INC 1.1%
Value ($000) $46,561 Shares 1,357,473 Est. Cost $36.94 Unrealized
WL ROSS HLDG CORP 1.0%
Value ($000) $42,800 Shares 4,000,000 Est. Cost $10.25 Unrealized
YANDEX N V 1.0%
Value ($000) $42,705 Shares 49,200,000 Est. Cost $0.92 Unrealized
BC BRUNSWICK CORP 0.9%
Value ($000) $41,613 Shares 987,500 Est. Cost $35.87 Unrealized -2.1%
NWL NEWELL RUBBERMAID INC 0.9%
Value ($000) $39,572 Shares 1,150,000 Est. Cost $19.83 Unrealized +8.2%
VITAMIN SHOPPE INC 0.8%
Value ($000) $35,179 Shares 792,500 Est. Cost $46.34 Unrealized
CBS CORP NEW 0.7%
Value ($000) $32,769 Shares 612,500 Est. Cost $53.50 Unrealized
HUDSON CITY BANCORP 0.7%
Value ($000) $31,845 Shares 3,276,255 Est. Cost $9.82 Unrealized
COBALT INTL ENERGY INC 0.7%
Value ($000) $31,769 Shares 38,500,000 Est. Cost $0.93 Unrealized
TYSON FOODS INC 0.7%
Value ($000) $30,190 Shares 600,000 Est. Cost $50.32 Unrealized
DKS DICKS SPORTING GOODS INC 0.7%
Value ($000) $30,168 Shares 687,500 Est. Cost $33.32 Unrealized 0.0%
ALCOA INC 0.7%
Value ($000) $30,000 Shares 600,000 Est. Cost $50.00 Unrealized
TIBCO SOFTWARE INC 0.7%
Value ($000) $29,289 Shares 1,240,000 Est. Cost $23.62 Unrealized
SIGMA ALDRICH CORP 0.6%
Value ($000) $25,406 Shares 186,806 Est. Cost $136.00 Unrealized
PROTECTIVE LIFE CORP 0.6%
Value ($000) $25,253 Shares 363,828 Est. Cost $69.33 Unrealized
SILVER EAGLE ACQUISITION COR 0.6%
Value ($000) $24,510 Shares 2,375,000 Est. Cost $10.24 Unrealized
EL PASO PIPELINE PARTNERS L 0.6%
Value ($000) $24,337 Shares 606,000 Est. Cost $40.16 Unrealized
NORDSTROM INC 0.5%
Value ($000) $23,930 Shares 350,000 Est. Cost $68.37 Unrealized
OCEAN RIG UDW INC 0.5%
Value ($000) $21,256 Shares 1,319,401 Est. Cost $17.54 Unrealized
ACTAVIS PLC 0.5%
Value ($000) $20,711 Shares 85,837 Est. Cost $241.28 Unrealized
NKE NIKE INC 0.5%
Value ($000) $20,070 Shares 225,000 Est. Cost $32.14 Unrealized +7.0%
J2 GLOBAL INC 0.5%
Value ($000) $19,863 Shares 20,000,000 Est. Cost $1.01 Unrealized
BUD ANHEUSER BUSCH INBEV SA/NV 0.4%
Value ($000) $19,399 Shares 175,000 Est. Cost $108.08 Unrealized
SIG SIGNET JEWELERS LIMITED 0.4%
Value ($000) $19,308 Shares 169,500 Est. Cost $84.62 Unrealized +6.1%
WALTER INVT MGMT CORP 0.4%
Value ($000) $18,280 Shares 22,000,000 Est. Cost $0.85 Unrealized
ALLE ALLEGION PUB LTD CO 0.4%
Value ($000) $17,264 Shares 362,383 Est. Cost $45.70 Unrealized +1.5%
LVS LAS VEGAS SANDS CORP 0.4%
Value ($000) $17,108 Shares 275,000 Est. Cost Unrealized
VCA INC 0.4%
Value ($000) $17,057 Shares 433,687 Est. Cost $37.13 Unrealized
TERRAPIN 3 ACQUISITION CORP 0.4%
Value ($000) $17,034 Shares 1,700,000 Est. Cost $10.02 Unrealized
DECK DECKERS OUTDOOR CORP 0.4%
Value ($000) $17,007 Shares 175,000 Est. Cost $13.83 Unrealized +10.4%
INTERNATIONAL GAME TECHNOLOG 0.4%
Value ($000) $16,975 Shares 1,006,221 Est. Cost $16.87 Unrealized
SGI TEMPUR SEALY INTL INC 0.4%
Value ($000) $16,890 Shares 300,700 Est. Cost $13.22 Unrealized +10.7%
BUD ANHEUSER BUSCH INBEV SA/NV 0.4%
Value ($000) $16,628 Shares 150,000 Est. Cost $108.08 Unrealized
ACORDA THERAPEUTICS INC 0.4%
Value ($000) $16,560 Shares 16,000,000 Est. Cost $1.03 Unrealized
HAS HASBRO INC 0.4%
Value ($000) $16,497 Shares 300,000 Est. Cost $36.34 Unrealized 0.0%
VERINT SYS INC 0.4%
Value ($000) $16,256 Shares 15,000,000 Est. Cost $1.08 Unrealized
B/E AEROSPACE INC 0.4%
Value ($000) $16,254 Shares 193,657 Est. Cost $92.46 Unrealized
LAMAR ADVERTISING CO 0.4%
Value ($000) $15,857 Shares 322,044 Est. Cost $50.99 Unrealized
SIRIUS XM HLDGS INC 0.4%
Value ($000) $15,705 Shares 4,500,000 Est. Cost $3.32 Unrealized
BLMN BLOOMIN BRANDS INC 0.3%
Value ($000) $15,122 Shares 825,000 Est. Cost $16.95 Unrealized -16.7%
BIGGQ BIG LOTS INC 0.3%
Value ($000) $15,068 Shares 350,000 Est. Cost $31.95 Unrealized +7.6%
LEVY ACQUISITION CORP 0.3%
Value ($000) $14,999 Shares 1,485,000 Est. Cost $10.09 Unrealized
IAC INTERACTIVECORP 0.3%
Value ($000) $14,828 Shares 225,000 Est. Cost $71.31 Unrealized
TIFFANY & CO NEW 0.3%
Value ($000) $14,447 Shares 150,000 Est. Cost $86.15 Unrealized
MEAD JOHNSON NUTRITION CO 0.3%
Value ($000) $14,433 Shares 150,000 Est. Cost $93.17 Unrealized
A AGILENT TECHNOLOGIES INC 0.3%
Value ($000) $14,413 Shares 252,954 Est. Cost $37.20 Unrealized 0.0%
ROCKWOOD HLDGS INC 0.3%
Value ($000) $14,286 Shares 186,869 Est. Cost $76.45 Unrealized
LIBERTY INTERACTIVE CORP 0.3%
Value ($000) $14,231 Shares 375,000 Est. Cost $37.95 Unrealized
CPRT COPART INC 0.3%
Value ($000) $14,090 Shares 450,000 Est. Cost $4.26 Unrealized 0.0%
IWM ISHARES TR 0.3%
Value ($000) $13,669 Shares 125,000 Est. Cost Unrealized
WHITEWAVE FOODS CO 0.3%
Value ($000) $13,624 Shares 375,000 Est. Cost $36.33 Unrealized
FAST FASTENAL CO 0.3%
Value ($000) $13,470 Shares 300,000 Est. Cost $8.47 Unrealized 0.0%
HF2 FINL MGMT INC 0.3%
Value ($000) $13,468 Shares 1,300,000 Est. Cost $10.21 Unrealized
FOSTER WHEELER AG 0.3%
Value ($000) $12,857 Shares 406,471 Est. Cost $32.47 Unrealized
TMUS T-MOBILE US INC 0.3%
Value ($000) $12,644 Shares 437,964 Est. Cost $30.32 Unrealized -2.0%
MAT MATTEL INC 0.3%
Value ($000) $12,260 Shares 400,000 Est. Cost Unrealized
PANERA BREAD CO 0.3%
Value ($000) $12,203 Shares 75,000 Est. Cost $162.71 Unrealized
SONIC CORP 0.3%
Value ($000) $11,739 Shares 525,000 Est. Cost $22.18 Unrealized
ELBIT IMAGING LTD 0.3%
Value ($000) $11,639 Shares 3,943,584 Est. Cost $2.95 Unrealized
TIME WARNER INC 0.3%
Value ($000) $11,282 Shares 150,000 Est. Cost $75.21 Unrealized
GCO GENESCO INC 0.3%
Value ($000) $11,213 Shares 150,000 Est. Cost $79.77 Unrealized 0.0%
ZBH ZIMMER HLDGS INC 0.2%
Value ($000) $10,819 Shares 107,601 Est. Cost $89.58 Unrealized 0.0%
TUESDAY MORNING CORP 0.2%
Value ($000) $10,673 Shares 550,169 Est. Cost $19.40 Unrealized
ROI ACQUISITION CORP II 0.2%
Value ($000) $10,521 Shares 1,050,000 Est. Cost $9.95 Unrealized
BOULEVARD ACQUISITION CORP 0.2%
Value ($000) $10,020 Shares 1,000,000 Est. Cost $10.05 Unrealized
MOLYCORP INC DEL 0.2%
Value ($000) $10,017 Shares 20,005,000 Est. Cost $0.79 Unrealized
CLOUD PEAK ENERGY INC 0.2%
Value ($000) $9,962 Shares 789,400 Est. Cost $12.62 Unrealized
MEASUREMENT SPECIALTIES INC 0.2%
Value ($000) $9,949 Shares 116,223 Est. Cost $86.06 Unrealized
PDC ENERGY INC 0.2%
Value ($000) $9,862 Shares 196,094 Est. Cost $50.29 Unrealized
KMI KINDER MORGAN INC DEL 0.2%
Value ($000) $9,585 Shares 250,000 Est. Cost Unrealized
DEL FRISCOS RESTAURANT GROUP 0.2%
Value ($000) $9,570 Shares 500,000 Est. Cost $19.14 Unrealized
TW TELECOM INC 0.2%
Value ($000) $9,362 Shares 225,000 Est. Cost $40.31 Unrealized
HENNESSY CAP ACQUISITION COR 0.2%
Value ($000) $9,315 Shares 900,000 Est. Cost $10.02 Unrealized
ENERGIZER HLDGS INC 0.2%
Value ($000) $9,241 Shares 75,000 Est. Cost $122.03 Unrealized
MONSTER BEVERAGE CORP 0.2%
Value ($000) $9,167 Shares 100,000 Est. Cost $91.67 Unrealized
LIFELOCK INC 0.2%
Value ($000) $9,110 Shares 637,500 Est. Cost $14.29 Unrealized
STARWOOD HOTELS&RESORTS WRLD 0.2%
Value ($000) $9,050 Shares 108,766 Est. Cost $80.30 Unrealized
CAPITOL ACQUISITION CORP II 0.2%
Value ($000) $8,864 Shares 882,000 Est. Cost $10.10 Unrealized
CMCSA COMCAST CORP NEW 0.2%
Value ($000) $8,712 Shares 161,924 Est. Cost $19.96 Unrealized +6.1%
SALIX PHARMACEUTICALS INC 0.2%
Value ($000) $8,586 Shares 55,000 Est. Cost $156.11 Unrealized
LBTYAUSD LIBERTY GLOBAL PLC 0.2%
Value ($000) $8,506 Shares 200,000 Est. Cost $44.22 Unrealized
EBAY EBAY INC 0.2%
Value ($000) $8,495 Shares 150,000 Est. Cost $19.80 Unrealized 0.0%
UAL UNITED CONTL HLDGS INC 0.2%
Value ($000) $7,966 Shares 170,257 Est. Cost $44.98 Unrealized +3.2%
SMART & FINAL STORES INC 0.2%
Value ($000) $7,937 Shares 550,000 Est. Cost $14.43 Unrealized
CLUBCORP HLDGS INC 0.2%
Value ($000) $7,933 Shares 400,040 Est. Cost $19.39 Unrealized
BIDU BAIDU INC 0.2%
Value ($000) $7,798 Shares 35,734 Est. Cost $218.22 Unrealized
QUARTET MERGER CORP 0.2%
Value ($000) $7,768 Shares 810,000 Est. Cost $10.02 Unrealized
TIME WARNER INC 0.2%
Value ($000) $7,521 Shares 100,000 Est. Cost $75.21 Unrealized
HOG HARLEY DAVIDSON INC 0.2%
Value ($000) $7,275 Shares 125,000 Est. Cost Unrealized
CAMBRIDGE CAP ACQUISITION CO 0.2%
Value ($000) $7,020 Shares 695,000 Est. Cost $10.07 Unrealized
AWI ARMSTRONG WORLD INDS INC NEW 0.2%
Value ($000) $6,882 Shares 122,900 Est. Cost $52.84 Unrealized -1.8%
AMER RLTY CAP HEALTHCAR TR I 0.2%
Value ($000) $6,596 Shares 630,000 Est. Cost $10.88 Unrealized
RACKSPACE HOSTING INC 0.1%
Value ($000) $6,564 Shares 201,645 Est. Cost $33.51 Unrealized
ABG ASBURY AUTOMOTIVE GROUP INC 0.1%
Value ($000) $6,555 Shares 101,752 Est. Cost $69.04 Unrealized 0.0%
TALISMAN ENERGY INC 0.1%
Value ($000) $6,450 Shares 745,636 Est. Cost $9.30 Unrealized
DIAMOND FOODS INC 0.1%
Value ($000) $6,437 Shares 225,000 Est. Cost $28.43 Unrealized
ARMK ARAMARK 0.1%
Value ($000) $6,372 Shares 242,279 Est. Cost $16.82 Unrealized 0.0%
FIESTA RESTAURANT GROUP INC 0.1%
Value ($000) $6,209 Shares 125,000 Est. Cost $45.58 Unrealized
MICHAELS COS INC 0.1%
Value ($000) $6,118 Shares 350,000 Est. Cost $17.48 Unrealized
DRYSHIPS INC. 0.1%
Value ($000) $5,925 Shares 6,000,000 Est. Cost $0.99 Unrealized
WHOLE FOODS MKT INC 0.1%
Value ($000) $5,717 Shares 150,000 Est. Cost Unrealized
LBTYAUSD LIBERTY GLOBAL PLC 0.1%
Value ($000) $5,654 Shares 132,949 Est. Cost $44.22 Unrealized
DEAN FOODS CO NEW 0.1%
Value ($000) $5,631 Shares 425,000 Est. Cost $16.57 Unrealized
PAG PENSKE AUTOMOTIVE GRP INC 0.1%
Value ($000) $5,581 Shares 137,500 Est. Cost $44.10 Unrealized +6.5%
LIBERTY TRIPADVISOR HLDGS IN 0.1%
Value ($000) $5,557 Shares 163,984 Est. Cost $33.89 Unrealized
GARNERO GROUP ACQUISITION CO 0.1%
Value ($000) $5,336 Shares 575,000 Est. Cost $9.28 Unrealized
AMSURG CORP 0.1%
Value ($000) $5,313 Shares 50,000 Est. Cost $106.26 Unrealized
CENTURYLINK INC 0.1%
Value ($000) $5,283 Shares 129,210 Est. Cost $32.84 Unrealized
JASON INDS INC 0.1%
Value ($000) $5,146 Shares 497,692 Est. Cost $10.34 Unrealized
CHINA BIOLOGIC PRODS INC 0.1%
Value ($000) $5,061 Shares 94,045 Est. Cost $44.47 Unrealized
LIFELOCK INC 0.1%
Value ($000) $5,002 Shares 350,000 Est. Cost $14.29 Unrealized
DRYSHIPS INC 0.1%
Value ($000) $4,920 Shares 2,000,000 Est. Cost $3.23 Unrealized
MERGEWORTHRX CORP 0.1%
Value ($000) $4,844 Shares 585,000 Est. Cost $8.07 Unrealized
CSX CSX CORP 0.1%
Value ($000) $4,700 Shares 146,607 Est. Cost $7.67 Unrealized +12.4%
TIM HORTONS INC 0.1%
Value ($000) $3,941 Shares 50,000 Est. Cost $78.82 Unrealized
WHOLE FOODS MKT INC 0.1%
Value ($000) $3,811 Shares 100,000 Est. Cost Unrealized
1347 CAP CORP 0.1%
Value ($000) $3,711 Shares 370,000 Est. Cost $10.03 Unrealized
INTERPUBLIC GROUP COS INC 0.1%
Value ($000) $3,315 Shares 180,964 Est. Cost $12.91 Unrealized 0.0%
TWENTY FIRST CENTY FOX INC 0.1%
Value ($000) $3,117 Shares 90,900 Est. Cost $31.96 Unrealized
REYNOLDS AMERICAN INC 0.1%
Value ($000) $3,108 Shares 52,682 Est. Cost $56.23 Unrealized
CHAMBERS STR PPTYS 0.1%
Value ($000) $3,094 Shares 410,949 Est. Cost $7.77 Unrealized
SKECHERS U S A INC 0.1%
Value ($000) $2,666 Shares 50,000 Est. Cost $53.32 Unrealized
SKECHERS U S A INC 0.1%
Value ($000) $2,666 Shares 50,000 Est. Cost $53.32 Unrealized
KATE SPADE & CO 0.1%
Value ($000) $2,623 Shares 100,000 Est. Cost $26.23 Unrealized
KATE SPADE & CO 0.1%
Value ($000) $2,623 Shares 100,000 Est. Cost $26.23 Unrealized
BERRY PLASTICS GROUP INC 0.1%
Value ($000) $2,226 Shares 88,208 Est. Cost $25.24 Unrealized
OSG AMBAC FINL GROUP INC 0.1%
Value ($000) $2,209 Shares 100,000 Est. Cost $23.53 Unrealized 0.0%
TEEKAY CORPORATION 0.0%
Value ($000) $2,107 Shares 31,753 Est. Cost $56.24 Unrealized
GENERAL MTRS CO 0.0%
Value ($000) $2,001 Shares 2,300,000 Est. Cost $2.82 Unrealized
JASON INDS INC 0.0%
Value ($000) $1,606 Shares 1,056,616 Est. Cost $1.52 Unrealized
MOLYCORP INC DEL 0.0%
Value ($000) $1,177 Shares 3,400,000 Est. Cost $0.65 Unrealized
SAEXPLORATION HLDGS INC 0.0%
Value ($000) $810 Shares 98,550 Est. Cost $9.30 Unrealized
SABR SABRE CORP 0.0%
Value ($000) $807 Shares 44,688 Est. Cost $17.80 Unrealized +5.8%
CONE MIDSTREAM PARTNERS LP 0.0%
Value ($000) $703 Shares 25,000 Est. Cost $28.12 Unrealized
MULTIMEDIA GAMES HLDG CO INC 0.0%
Value ($000) $641 Shares 17,800 Est. Cost $36.01 Unrealized
QUARTET MERGER CORP 0.0%
Value ($000) $411 Shares 495,211 Est. Cost $0.65 Unrealized
EAGLE BULK SHIPPING INC 0.0%
Value ($000) $197 Shares 240,776 Est. Cost $0.82 Unrealized
COMMUNITY HEALTH SYS INC NEW 0.0%
Value ($000) $117 Shares 3,903,667 Est. Cost $0.06 Unrealized
JETPAY CORP 0.0%
Value ($000) $117 Shares 79,818 Est. Cost $1.47 Unrealized
CUBIST PHARMACEUTICALS INC 0.0%
Value ($000) $67 Shares 607,722 Est. Cost $0.65 Unrealized