DAVIDSON KEMPNER CAPITAL MANAGEMENT LP Quant / Systematic

CIK: 0001595082 · Show all filings

Period: Q1 2015 (← Previous) (Next →)

Filing Date: Feb 16, 2016

Total Value ($000): $4,727,722

Holdings (148)

TRW AUTOMOTIVE HLDGS CORP 10.6%
Value ($000) $503,468 Shares 4,801,790 Est. Cost $103.96 Unrealized
HOSPIRA INC 7.4%
Value ($000) $349,943 Shares 3,983,872 Est. Cost $87.84 Unrealized
DIRECTV 7.4%
Value ($000) $347,827 Shares 4,087,269 Est. Cost $85.65 Unrealized
FAMILY DLR STORES INC 4.8%
Value ($000) $225,443 Shares 2,845,071 Est. Cost $78.95 Unrealized
PHARMACYCLICS INC 3.5%
Value ($000) $166,961 Shares 652,319 Est. Cost $255.95 Unrealized
T AT&T INC 3.4%
Value ($000) $161,431 Shares 4,944,300 Est. Cost Unrealized
DRESSER-RAND GROUP INC 3.2%
Value ($000) $150,597 Shares 1,874,258 Est. Cost $82.26 Unrealized
SIGMA ALDRICH CORP 3.2%
Value ($000) $149,884 Shares 1,084,151 Est. Cost $137.50 Unrealized
EXELIS INC 2.6%
Value ($000) $122,462 Shares 5,025,100 Est. Cost $24.37 Unrealized
SALIX PHARMACEUTICALS INC 2.4%
Value ($000) $112,426 Shares 650,536 Est. Cost $172.82 Unrealized
TIME WARNER CABLE INC 2.2%
Value ($000) $105,252 Shares 702,242 Est. Cost $142.01 Unrealized
TALISMAN ENERGY INC 2.1%
Value ($000) $100,879 Shares 13,135,225 Est. Cost $7.81 Unrealized
RIVERBED TECHNOLOGY INC 1.9%
Value ($000) $87,756 Shares 4,198,869 Est. Cost $20.62 Unrealized
SBH SALLY BEAUTY HLDGS INC 1.7%
Value ($000) $79,051 Shares 2,300,000 Est. Cost $28.42 Unrealized +13.7%
AAP ADVANCE AUTO PARTS INC 1.3%
Value ($000) $63,618 Shares 425,000 Est. Cost $108.25 Unrealized +24.6%
ALLY ALLY FINL INC 1.2%
Value ($000) $56,951 Shares 2,714,530 Est. Cost $18.61 Unrealized -13.5%
CITY NATL CORP 1.2%
Value ($000) $56,914 Shares 638,905 Est. Cost $89.08 Unrealized
BC BRUNSWICK CORP 1.2%
Value ($000) $54,846 Shares 1,066,000 Est. Cost $36.30 Unrealized +22.0%
CATAMARAN CORP 1.1%
Value ($000) $52,553 Shares 882,500 Est. Cost $59.55 Unrealized
PHH CORP 1.1%
Value ($000) $50,894 Shares 25,711,000 Est. Cost $2.16 Unrealized
DSW INC 1.0%
Value ($000) $48,866 Shares 1,325,000 Est. Cost $37.05 Unrealized
VCA INC 1.0%
Value ($000) $47,265 Shares 862,500 Est. Cost $44.92 Unrealized
SIG SIGNET JEWELERS LIMITED 1.0%
Value ($000) $45,624 Shares 328,727 Est. Cost $91.31 Unrealized +10.5%
WL ROSS HLDG CORP 0.9%
Value ($000) $41,618 Shares 3,971,200 Est. Cost $10.25 Unrealized
META FACEBOOK INC 0.9%
Value ($000) $41,105 Shares 500,000 Est. Cost $77.33 Unrealized +0.6%
PHARMACYCLICS INC 0.8%
Value ($000) $38,393 Shares 150,000 Est. Cost $255.95 Unrealized
MTNA 6 01/15/16 ARCELORMITTAL SA LUXEMBOURG 0.8%
Value ($000) $37,752 Shares 2,500,000 Est. Cost $23.85 Unrealized
SPY SPDR S&P 500 ETF TR 0.8%
Value ($000) $36,125 Shares 175,000 Est. Cost Unrealized
HUDSON CITY BANCORP 0.8%
Value ($000) $35,664 Shares 3,406,265 Est. Cost $10.47 Unrealized
NVIDIA CORP 0.7%
Value ($000) $35,345 Shares 30,000,000 Est. Cost $1.15 Unrealized
BAKER HUGHES INC 0.7%
Value ($000) $34,217 Shares 538,168 Est. Cost $61.84 Unrealized
MDLZ MONDELEZ INTL INC 0.7%
Value ($000) $31,570 Shares 875,000 Est. Cost $28.33 Unrealized 0.0%
ACTAVIS PLC 0.6%
Value ($000) $29,911 Shares 100,501 Est. Cost $297.62 Unrealized
TYSON FOODS INC 0.6%
Value ($000) $29,034 Shares 600,000 Est. Cost $50.32 Unrealized
KOFAX LTD 0.6%
Value ($000) $28,796 Shares 2,634,548 Est. Cost $10.93 Unrealized
J2 GLOBAL INC 0.6%
Value ($000) $28,755 Shares 25,000,000 Est. Cost $1.04 Unrealized
IAC INTERACTIVECORP 0.6%
Value ($000) $28,671 Shares 425,000 Est. Cost $69.27 Unrealized
DKS DICKS SPORTING GOODS INC 0.6%
Value ($000) $28,495 Shares 500,000 Est. Cost $33.47 Unrealized +23.3%
DKS DICKS SPORTING GOODS INC 0.6%
Value ($000) $28,495 Shares 500,000 Est. Cost $33.47 Unrealized +23.3%
STLA 7.875 12/15/16 FCAU FIAT CHRYSLER AUTOMOBILES N 0.6%
Value ($000) $27,691 Shares 200,000 Est. Cost $138.46 Unrealized
AUSPEX PHARMACEUTICALS INC 0.6%
Value ($000) $27,572 Shares 275,000 Est. Cost $100.26 Unrealized
LBTYAUSD LIBERTY GLOBAL PLC 0.5%
Value ($000) $25,901 Shares 503,331 Est. Cost $49.08 Unrealized
ARUBA NETWORKS INC 0.5%
Value ($000) $25,704 Shares 1,050,000 Est. Cost $24.48 Unrealized
ACORDA THERAPEUTICS INC 0.5%
Value ($000) $25,492 Shares 25,000,000 Est. Cost $1.05 Unrealized
ARMK ARAMARK 0.5%
Value ($000) $25,304 Shares 800,000 Est. Cost $18.49 Unrealized +8.5%
YANDEX NV 0.5%
Value ($000) $23,168 Shares 28,200,000 Est. Cost $0.82 Unrealized
SOUTHWESTERN ENERGY CO 0.5%
Value ($000) $22,683 Shares 450,000 Est. Cost $50.41 Unrealized
LIFE TIME FITNESS INC 0.5%
Value ($000) $21,915 Shares 308,836 Est. Cost $70.96 Unrealized
TIME WARNER INC 0.4%
Value ($000) $21,110 Shares 250,000 Est. Cost $83.46 Unrealized
OPLN KAR AUCTION SVCS INC 0.4%
Value ($000) $20,862 Shares 550,000 Est. Cost $13.54 Unrealized 0.0%
CMCSA COMCAST CORP NEW 0.4%
Value ($000) $20,096 Shares 355,989 Est. Cost $20.70 Unrealized +8.2%
WSM WILLIAMS SONOMA INC 0.4%
Value ($000) $19,928 Shares 250,000 Est. Cost $30.70 Unrealized 0.0%
ACTIVISION BLIZZARD INC 0.4%
Value ($000) $19,880 Shares 875,000 Est. Cost $22.72 Unrealized
BLUCORA INC 0.4%
Value ($000) $18,700 Shares 20,000,000 Est. Cost $0.94 Unrealized
QUINPARIO ACQUISITION CORP 2 0.4%
Value ($000) $17,590 Shares 1,745,000 Est. Cost $10.08 Unrealized
VERINT SYS INC 0.4%
Value ($000) $17,426 Shares 15,000,000 Est. Cost $1.09 Unrealized
TERRAPIN 3 ACQUISITION CORP 0.4%
Value ($000) $17,017 Shares 1,700,000 Est. Cost $10.02 Unrealized
EAGLE BULK SHIPPING INC 0.4%
Value ($000) $16,964 Shares 2,295,524 Est. Cost $14.63 Unrealized
DG DOLLAR GEN CORP NEW 0.4%
Value ($000) $16,961 Shares 225,000 Est. Cost $51.82 Unrealized +18.7%
INTERNATIONAL GAME TECHNOLOG 0.4%
Value ($000) $16,737 Shares 961,349 Est. Cost $17.20 Unrealized
AMAT APPLIED MATLS INC 0.4%
Value ($000) $16,689 Shares 739,758 Est. Cost $20.94 Unrealized 0.0%
WALTER INVT MGMT CORP 0.3%
Value ($000) $15,723 Shares 20,000,000 Est. Cost $0.85 Unrealized
LORILLARD INC 0.3%
Value ($000) $15,703 Shares 240,295 Est. Cost $59.63 Unrealized
NWL NEWELL RUBBERMAID INC 0.3%
Value ($000) $15,628 Shares 400,000 Est. Cost $19.83 Unrealized +27.4%
BOOT BOOT BARN HLDGS INC 0.3%
Value ($000) $14,950 Shares 625,000 Est. Cost $20.82 Unrealized +7.1%
OFFICE DEPOT INC 0.3%
Value ($000) $14,934 Shares 1,625,000 Est. Cost $9.19 Unrealized
DIN DINEEQUITY INC 0.3%
Value ($000) $14,714 Shares 137,500 Est. Cost $66.95 Unrealized 0.0%
ORBITZ WORLDWIDE INC 0.3%
Value ($000) $14,681 Shares 1,259,063 Est. Cost $11.66 Unrealized
SGI TEMPUR SEALY INTL INC 0.3%
Value ($000) $14,435 Shares 250,000 Est. Cost $13.85 Unrealized 0.0%
NORDSTROM INC 0.3%
Value ($000) $14,056 Shares 175,000 Est. Cost $68.37 Unrealized
SELECT COMFORT CORP 0.3%
Value ($000) $13,788 Shares 400,000 Est. Cost $34.47 Unrealized
REYNOLDS AMERICAN INC 0.3%
Value ($000) $13,782 Shares 200,000 Est. Cost Unrealized
MSI MOTOROLA SOLUTIONS INC 0.3%
Value ($000) $13,364 Shares 200,447 Est. Cost $55.42 Unrealized 0.0%
PZZA PAPA JOHNS INTL INC 0.3%
Value ($000) $13,143 Shares 212,500 Est. Cost $39.19 Unrealized +27.5%
CLUBCORP HLDGS INC 0.3%
Value ($000) $13,068 Shares 675,000 Est. Cost $18.90 Unrealized
MCD MCDONALDS CORP 0.3%
Value ($000) $12,180 Shares 125,000 Est. Cost $72.15 Unrealized 0.0%
YAHOO INC 0.2%
Value ($000) $11,625 Shares 261,638 Est. Cost $44.43 Unrealized
SIRIUS XM HLDGS INC 0.2%
Value ($000) $11,490 Shares 3,000,000 Est. Cost $3.38 Unrealized
UAL UNITED CONTL HLDGS INC 0.2%
Value ($000) $11,450 Shares 170,257 Est. Cost $44.98 Unrealized +50.6%
CMG CHIPOTLE MEXICAN GRILL INC 0.2%
Value ($000) $11,384 Shares 17,500 Est. Cost $13.65 Unrealized 0.0%
CYBERONICS INC 0.2%
Value ($000) $11,070 Shares 170,510 Est. Cost $64.92 Unrealized
M MACYS INC 0.2%
Value ($000) $11,035 Shares 170,000 Est. Cost $64.35 Unrealized 0.0%
COBALT INTL ENERGY INC 0.2%
Value ($000) $10,855 Shares 15,000,000 Est. Cost $0.93 Unrealized
FIVE FIVE BELOW INC 0.2%
Value ($000) $10,665 Shares 300,000 Est. Cost $33.40 Unrealized 0.0%
MYLAN N V 0.2%
Value ($000) $10,659 Shares 179,600 Est. Cost $59.35 Unrealized
ROI ACQUISITION CORP II 0.2%
Value ($000) $10,553 Shares 1,050,000 Est. Cost $9.95 Unrealized
BIDU BAIDU INC 0.2%
Value ($000) $10,531 Shares 50,534 Est. Cost $217.27 Unrealized
CHINA BIOLOGIC PRODS INC 0.2%
Value ($000) $10,184 Shares 106,866 Est. Cost $47.13 Unrealized
TAP MOLSON COORS BREWING CO 0.2%
Value ($000) $10,178 Shares 136,703 Est. Cost $57.78 Unrealized 0.0%
BOULEVARD ACQUISITION CORP 0.2%
Value ($000) $10,140 Shares 1,000,000 Est. Cost $10.05 Unrealized
FINTECH ACQUISITION CORP 0.2%
Value ($000) $9,801 Shares 990,000 Est. Cost $9.90 Unrealized
CALY CALLAWAY GOLF CO 0.2%
Value ($000) $9,640 Shares 1,011,500 Est. Cost $8.18 Unrealized +2.3%
TSN TYSON FOODS INC 0.2%
Value ($000) $9,575 Shares 250,000 Est. Cost $31.47 Unrealized -1.1%
SYY SYSCO CORP 0.2%
Value ($000) $9,529 Shares 252,567 Est. Cost $29.54 Unrealized 0.0%
HARMONY MERGER CORP 0.2%
Value ($000) $9,250 Shares 925,000 Est. Cost $10.00 Unrealized
DEL FRISCOS RESTAURANT GROUP 0.2%
Value ($000) $9,219 Shares 457,765 Est. Cost $19.71 Unrealized
ENVESTNET INC 0.2%
Value ($000) $8,395 Shares 7,500,000 Est. Cost $1.03 Unrealized
CAPITOL ACQUISITION CORP II 0.2%
Value ($000) $8,240 Shares 811,800 Est. Cost $10.15 Unrealized
CPRT COPART INC 0.2%
Value ($000) $7,512 Shares 200,000 Est. Cost $4.27 Unrealized +8.5%
CAMBRIDGE CAP ACQUISITION CO 0.1%
Value ($000) $6,950 Shares 695,000 Est. Cost $9.71 Unrealized
PLAY DAVE & BUSTERS ENTMT INC 0.1%
Value ($000) $6,854 Shares 225,000 Est. Cost $29.90 Unrealized 0.0%
LEVY ACQUISITION CORP 0.1%
Value ($000) $6,674 Shares 508,300 Est. Cost $13.13 Unrealized
ALTERA CORP 0.1%
Value ($000) $6,632 Shares 154,600 Est. Cost $42.90 Unrealized
ILMN ILLUMINA INC 0.1%
Value ($000) $6,572 Shares 35,400 Est. Cost $188.35 Unrealized 0.0%
CEDAR FAIR L P 0.1%
Value ($000) $6,285 Shares 109,502 Est. Cost $57.40 Unrealized
WHITEWAVE FOODS CO 0.1%
Value ($000) $5,986 Shares 135,000 Est. Cost $36.33 Unrealized
DT ASIA INVTS LTD 0.1%
Value ($000) $5,882 Shares 590,000 Est. Cost $10.00 Unrealized
OSG AMBAC FINL GROUP INC 0.1%
Value ($000) $5,555 Shares 229,661 Est. Cost $23.38 Unrealized +8.8%
GARNERO GROUP ACQUISITION CO 0.1%
Value ($000) $5,526 Shares 575,000 Est. Cost $9.55 Unrealized
ELBIT IMAGING LTD 0.1%
Value ($000) $5,108 Shares 3,943,584 Est. Cost $2.95 Unrealized
IMAX IMAX CORP 0.1%
Value ($000) $5,057 Shares 150,000 Est. Cost $33.24 Unrealized 0.0%
M MACYS INC 0.1%
Value ($000) $4,868 Shares 75,000 Est. Cost $64.35 Unrealized 0.0%
GUESS INC 0.1%
Value ($000) $4,648 Shares 250,000 Est. Cost Unrealized
INFORMATICA CORP 0.1%
Value ($000) $4,604 Shares 105,000 Est. Cost $43.85 Unrealized
CENTURYLINK INC 0.1%
Value ($000) $4,464 Shares 129,210 Est. Cost $32.84 Unrealized
BARINGTON HILCO ACQUISITION 0.1%
Value ($000) $3,972 Shares 398,000 Est. Cost $9.98 Unrealized
HYDRA INDS ACQUISITION CORP 0.1%
Value ($000) $3,889 Shares 392,000 Est. Cost $9.97 Unrealized
1347 CAP CORP 0.1%
Value ($000) $3,707 Shares 370,000 Est. Cost $10.03 Unrealized
C B PHARMA ACQUISITION CORP 0.1%
Value ($000) $3,577 Shares 350,000 Est. Cost $10.03 Unrealized
RED HAT INC 0.1%
Value ($000) $3,348 Shares 44,200 Est. Cost $75.75 Unrealized
MEADWESTVACO CORP 0.1%
Value ($000) $3,306 Shares 66,298 Est. Cost $49.87 Unrealized
LEVY ACQUISITION CORP 0.1%
Value ($000) $2,606 Shares 635,550 Est. Cost $4.10 Unrealized
AR CAP ACQUISITION CORP 0.1%
Value ($000) $2,465 Shares 250,000 Est. Cost $9.80 Unrealized
ALLE ALLEGION PUB LTD CO 0.0%
Value ($000) $2,060 Shares 33,673 Est. Cost $45.70 Unrealized +11.0%
AMERICAN RLTY CAP PPTYS INC 0.0%
Value ($000) $1,957 Shares 2,000,000 Est. Cost $0.98 Unrealized
AMERICAN RLTY CAP PPTYS INC 0.0%
Value ($000) $1,945 Shares 2,000,000 Est. Cost $0.92 Unrealized
DIAMOND FOODS INC 0.0%
Value ($000) $1,896 Shares 58,244 Est. Cost $32.55 Unrealized
GLPI GAMING & LEISURE PPTYS INC 0.0%
Value ($000) $1,806 Shares 48,999 Est. Cost $36.86 Unrealized
GENERAL CABLE CORP DEL NEW 0.0%
Value ($000) $1,723 Shares 100,000 Est. Cost $17.23 Unrealized
BLACK DIAMOND INC 0.0%
Value ($000) $1,331 Shares 140,992 Est. Cost $9.44 Unrealized
GENERAL MTRS CO 0.0%
Value ($000) $1,323 Shares 1,000,000 Est. Cost $2.82 Unrealized
REYNOLDS AMERICAN INC 0.0%
Value ($000) $1,192 Shares 17,300 Est. Cost Unrealized
JASON INDS INC 0.0%
Value ($000) $950 Shares 135,491 Est. Cost $10.34 Unrealized
MOLYCORP INC DEL 0.0%
Value ($000) $888 Shares 11,155,000 Est. Cost $0.79 Unrealized
SPARK THERAPEUTICS INC 0.0%
Value ($000) $776 Shares 10,000 Est. Cost $77.60 Unrealized
JASON INDS INC 0.0%
Value ($000) $697 Shares 1,056,616 Est. Cost $1.52 Unrealized
JD JD COM INC 0.0%
Value ($000) $587 Shares 20,000 Est. Cost $23.14 Unrealized
BLUE BIRD CORP 0.0%
Value ($000) $518 Shares 699,967 Est. Cost $0.74 Unrealized
CONE MIDSTREAM PARTNERS LP 0.0%
Value ($000) $435 Shares 25,000 Est. Cost $28.12 Unrealized
CAPITOL ACQUISITION CORP II 0.0%
Value ($000) $414 Shares 414,343 Est. Cost $1.00 Unrealized
SAEXPLORATION HLDGS INC 0.0%
Value ($000) $337 Shares 98,550 Est. Cost $9.30 Unrealized
INOVALON HLDGS INC 0.0%
Value ($000) $302 Shares 10,000 Est. Cost $30.20 Unrealized
JETPAY CORP 0.0%
Value ($000) $216 Shares 79,818 Est. Cost $1.47 Unrealized
CAMBRIDGE CAP ACQUISITION CO 0.0%
Value ($000) $209 Shares 695,000 Est. Cost $0.31 Unrealized
GARNERO GROUP ACQUISITION CO 0.0%
Value ($000) $104 Shares 575,000 Est. Cost $0.24 Unrealized
COMMUNITY HEALTH SYS INC NEW 0.0%
Value ($000) $78 Shares 3,903,667 Est. Cost $0.06 Unrealized
GARNERO GROUP ACQUISITION CO 0.0%
Value ($000) $58 Shares 575,000 Est. Cost $0.12 Unrealized
EVRYWARE GLOBAL INC 0.0%
Value ($000) $9 Shares 360,000 Est. Cost $0.03 Unrealized