DAVIDSON KEMPNER CAPITAL MANAGEMENT LP Quant / Systematic

CIK: 0001595082 · Show all filings

Period: Q2 2015 (← Previous) (Next →)

Filing Date: May 15, 2017

Total Value ($000): $6,105,422

Holdings (172)

DIRECTV 11.7%
Value ($000) $713,212 Shares 7,687,126 Est. Cost $88.99 Unrealized
CATAMARAN CORP 9.7%
Value ($000) $589,468 Shares 9,650,754 Est. Cost $60.94 Unrealized
HOSPIRA INC 8.6%
Value ($000) $526,617 Shares 5,936,387 Est. Cost $88.13 Unrealized
DRESSER-RAND GROUP INC 5.2%
Value ($000) $318,389 Shares 3,737,843 Est. Cost $83.72 Unrealized
OMNICARE INC 4.8%
Value ($000) $293,394 Shares 3,112,934 Est. Cost $94.25 Unrealized
PALL CORP 4.3%
Value ($000) $262,219 Shares 2,107,023 Est. Cost $124.45 Unrealized
BROADCOM CORP 3.3%
Value ($000) $203,346 Shares 3,950,000 Est. Cost $51.48 Unrealized
TIME WARNER CABLE INC 2.5%
Value ($000) $153,795 Shares 863,190 Est. Cost $148.75 Unrealized
CITY NATL CORP 2.1%
Value ($000) $127,170 Shares 1,406,907 Est. Cost $89.80 Unrealized
SIGMA ALDRICH CORP 1.4%
Value ($000) $87,736 Shares 629,612 Est. Cost $137.50 Unrealized
CHARTER COMMUNICATIONS INC D 1.3%
Value ($000) $80,060 Shares 467,500 Est. Cost $171.20 Unrealized
CHARTER COMMUNICATIONS INC D 1.3%
Value ($000) $80,036 Shares 467,500 Est. Cost $171.20 Unrealized
ALEXION PHARMACEUTICALS INC 1.3%
Value ($000) $78,118 Shares 432,378 Est. Cost $180.67 Unrealized
FAMILY DLR STORES INC 1.3%
Value ($000) $77,974 Shares 989,389 Est. Cost $78.95 Unrealized
FRONTIER COMMUNICATIONS CORP 1.2%
Value ($000) $74,925 Shares 750,000 Est. Cost $99.90 Unrealized
MYLAN N V 1.2%
Value ($000) $74,142 Shares 1,092,566 Est. Cost $66.46 Unrealized
T AT&T INC 1.2%
Value ($000) $71,040 Shares 2,000,000 Est. Cost Unrealized
DSW INC 1.1%
Value ($000) $67,574 Shares 2,025,000 Est. Cost $35.78 Unrealized
BC BRUNSWICK CORP 1.1%
Value ($000) $66,118 Shares 1,300,000 Est. Cost $37.64 Unrealized +16.2%
WSM WILLIAMS SONOMA INC 1.0%
Value ($000) $61,703 Shares 750,000 Est. Cost $30.51 Unrealized -0.3%
LBTYAUSD LIBERTY GLOBAL PLC 1.0%
Value ($000) $59,367 Shares 1,098,166 Est. Cost $51.78 Unrealized
ALTERA CORP 1.0%
Value ($000) $59,213 Shares 1,156,951 Est. Cost $50.07 Unrealized
MCD MCDONALDS CORP 0.9%
Value ($000) $52,289 Shares 550,000 Est. Cost $73.71 Unrealized +0.6%
PRGO PERRIGO CO PLC 0.8%
Value ($000) $50,060 Shares 270,842 Est. Cost $190.62 Unrealized 0.0%
SBH SALLY BEAUTY HLDGS INC 0.8%
Value ($000) $47,370 Shares 1,500,000 Est. Cost $28.42 Unrealized +11.7%
POLYPORE INTL INC 0.8%
Value ($000) $46,539 Shares 777,202 Est. Cost $59.88 Unrealized
INFORMATICA CORP 0.8%
Value ($000) $46,223 Shares 953,633 Est. Cost $47.96 Unrealized
META FACEBOOK INC 0.7%
Value ($000) $42,880 Shares 500,000 Est. Cost $77.33 Unrealized +4.9%
MEADWESTVACO CORP 0.7%
Value ($000) $42,745 Shares 905,816 Est. Cost $47.39 Unrealized
VCA INC 0.7%
Value ($000) $42,160 Shares 775,000 Est. Cost $44.92 Unrealized
MDLZ MONDELEZ INTL INC 0.6%
Value ($000) $39,083 Shares 950,000 Est. Cost $28.53 Unrealized +8.2%
MTNA 6 01/15/16 ARCELORMITTAL SA LUXEMBOURG 0.6%
Value ($000) $39,069 Shares 2,500,000 Est. Cost $23.85 Unrealized
ANN INC 0.6%
Value ($000) $37,594 Shares 778,498 Est. Cost $48.29 Unrealized
BAKER HUGHES INC 0.6%
Value ($000) $34,005 Shares 551,134 Est. Cost $61.83 Unrealized
HCC INS HLDGS INC 0.5%
Value ($000) $33,193 Shares 431,970 Est. Cost $76.84 Unrealized
ACTIVISION BLIZZARD INC 0.5%
Value ($000) $32,684 Shares 1,350,000 Est. Cost $23.24 Unrealized
IAC INTERACTIVECORP 0.5%
Value ($000) $31,864 Shares 400,000 Est. Cost $69.27 Unrealized
AAP ADVANCE AUTO PARTS INC 0.5%
Value ($000) $31,858 Shares 200,000 Est. Cost $108.25 Unrealized +23.4%
TYSON FOODS INC 0.5%
Value ($000) $31,187 Shares 600,000 Est. Cost $50.32 Unrealized
TIME WARNER INC 0.5%
Value ($000) $30,594 Shares 350,000 Est. Cost $84.59 Unrealized
RCL ROYAL CARIBBEAN CRUISES LTD 0.5%
Value ($000) $30,492 Shares 387,500 Est. Cost $67.17 Unrealized 0.0%
HUDSON CITY BANCORP 0.5%
Value ($000) $30,374 Shares 3,077,400 Est. Cost $10.47 Unrealized
WL ROSS HLDG CORP 0.5%
Value ($000) $29,627 Shares 2,605,721 Est. Cost $10.25 Unrealized
J2 GLOBAL INC 0.5%
Value ($000) $29,161 Shares 25,000,000 Est. Cost $1.04 Unrealized
NVIDIA CORP 0.5%
Value ($000) $28,740 Shares 25,000,000 Est. Cost $1.15 Unrealized
TREEHOUSE FOODS INC 0.5%
Value ($000) $27,955 Shares 345,000 Est. Cost $81.03 Unrealized
DEALERTRACK TECHNOLOGIES INC 0.4%
Value ($000) $25,192 Shares 401,282 Est. Cost $62.78 Unrealized
ACORDA THERAPEUTICS INC 0.4%
Value ($000) $25,188 Shares 25,000,000 Est. Cost $1.05 Unrealized
NORDSTROM INC 0.4%
Value ($000) $24,213 Shares 325,000 Est. Cost $71.20 Unrealized
KYTHERA BIOPHARMACEUTICALS I 0.4%
Value ($000) $23,745 Shares 315,335 Est. Cost $75.30 Unrealized
ARMK ARAMARK 0.4%
Value ($000) $23,228 Shares 750,000 Est. Cost $18.49 Unrealized +7.3%
CHINA BIOLOGIC PRODS INC 0.4%
Value ($000) $22,885 Shares 198,866 Est. Cost $78.57 Unrealized
FIVE FIVE BELOW INC 0.4%
Value ($000) $22,236 Shares 562,500 Est. Cost $34.76 Unrealized +4.5%
GNC HLDGS INC 0.3%
Value ($000) $21,355 Shares 480,100 Est. Cost $44.48 Unrealized
MENS WEARHOUSE INC 0.3%
Value ($000) $20,555 Shares 320,821 Est. Cost $64.07 Unrealized
NCLH NORWEGIAN CRUISE LINE HLDGS 0.3%
Value ($000) $20,311 Shares 362,500 Est. Cost $53.77 Unrealized 0.0%
AAP ADVANCE AUTO PARTS INC 0.3%
Value ($000) $19,911 Shares 125,000 Est. Cost $108.25 Unrealized +23.4%
BLUCORA INC 0.3%
Value ($000) $19,779 Shares 20,000,000 Est. Cost $0.94 Unrealized
SGI TEMPUR SEALY INTL INC 0.3%
Value ($000) $19,770 Shares 300,000 Est. Cost $14.08 Unrealized +8.3%
YANDEX NV 0.3%
Value ($000) $18,072 Shares 21,000,000 Est. Cost $0.82 Unrealized
QUINPARIO ACQUISITION CORP 2 0.3%
Value ($000) $17,851 Shares 1,745,000 Est. Cost $10.08 Unrealized
ZTS ZOETIS INC 0.3%
Value ($000) $17,842 Shares 370,000 Est. Cost $43.97 Unrealized 0.0%
TERRAPIN 3 ACQUISITION CORP 0.3%
Value ($000) $17,391 Shares 1,700,000 Est. Cost $10.02 Unrealized
PINNACLE ENTMT INC 0.3%
Value ($000) $17,257 Shares 462,895 Est. Cost $37.28 Unrealized
VERINT SYS INC 0.3%
Value ($000) $16,998 Shares 15,000,000 Est. Cost $1.09 Unrealized
BOOT BOOT BARN HLDGS INC 0.3%
Value ($000) $16,904 Shares 528,235 Est. Cost $20.82 Unrealized +25.4%
WALTER INVT MGMT CORP 0.3%
Value ($000) $16,639 Shares 20,270,000 Est. Cost $0.85 Unrealized
IMAX IMAX CORP 0.3%
Value ($000) $16,108 Shares 399,999 Est. Cost $36.73 Unrealized +5.7%
FINISH LINE INC 0.3%
Value ($000) $16,002 Shares 575,000 Est. Cost $27.83 Unrealized
NPO ENPRO INDS INC 0.3%
Value ($000) $15,610 Shares 272,809 Est. Cost $62.99 Unrealized 0.0%
OPLN KAR AUCTION SVCS INC 0.2%
Value ($000) $14,960 Shares 400,000 Est. Cost $13.54 Unrealized +5.7%
SOUTHWESTERN ENERGY CO 0.2%
Value ($000) $14,915 Shares 300,000 Est. Cost $50.41 Unrealized
ATLAS AIR WORLDWIDE HLDGS IN 0.2%
Value ($000) $14,719 Shares 15,000,000 Est. Cost $0.98 Unrealized
NWL NEWELL RUBBERMAID INC 0.2%
Value ($000) $14,389 Shares 350,000 Est. Cost $19.83 Unrealized +33.1%
STARWOOD HOTELS&RESORTS WRLD 0.2%
Value ($000) $14,158 Shares 174,599 Est. Cost $81.09 Unrealized
GP INVTS ACQUISITION COR 0.2%
Value ($000) $14,140 Shares 1,400,000 Est. Cost $10.10 Unrealized
NAVISTAR INTL CORP NEW 0.2%
Value ($000) $13,627 Shares 16,000,000 Est. Cost $0.85 Unrealized
EXPRESS INC 0.2%
Value ($000) $13,130 Shares 725,000 Est. Cost $18.11 Unrealized
SIRIUS XM HLDGS INC 0.2%
Value ($000) $13,055 Shares 3,500,000 Est. Cost $3.43 Unrealized
PARTNERRE LTD 0.2%
Value ($000) $12,822 Shares 99,782 Est. Cost $128.50 Unrealized
HST HOST HOTELS & RESORTS INC 0.2%
Value ($000) $12,394 Shares 625,000 Est. Cost $13.09 Unrealized 0.0%
OM GROUP INC 0.2%
Value ($000) $11,753 Shares 349,800 Est. Cost $33.60 Unrealized
ROSETTA RESOURCES INC 0.2%
Value ($000) $11,570 Shares 500,000 Est. Cost $23.14 Unrealized
LINKEDIN CORP 0.2%
Value ($000) $11,365 Shares 55,000 Est. Cost $206.64 Unrealized
PVH PVH CORP 0.2%
Value ($000) $11,336 Shares 98,400 Est. Cost $106.87 Unrealized 0.0%
WEN WENDYS CO 0.2%
Value ($000) $11,280 Shares 1,000,000 Est. Cost $11.02 Unrealized 0.0%
WEN WENDYS CO 0.2%
Value ($000) $11,270 Shares 1,000,000 Est. Cost $11.02 Unrealized 0.0%
ELECTRUM SPL ACQUISITION COR 0.2%
Value ($000) $11,011 Shares 1,100,000 Est. Cost $10.01 Unrealized
ROI ACQUISITION CORP II 0.2%
Value ($000) $10,763 Shares 1,050,000 Est. Cost $9.95 Unrealized
PARTY CITY HOLDCO INC 0.2%
Value ($000) $10,135 Shares 500,000 Est. Cost $20.27 Unrealized
ZBH ZIMMER BIOMET HLDGS INC 0.2%
Value ($000) $10,076 Shares 92,247 Est. Cost $101.46 Unrealized 0.0%
FINTECH ACQUISITION CORP 0.2%
Value ($000) $10,049 Shares 990,000 Est. Cost $9.90 Unrealized
WYNN WYNN RESORTS LTD 0.2%
Value ($000) $9,867 Shares 100,000 Est. Cost Unrealized
MLCO MELCO CROWN ENTMT LTD 0.2%
Value ($000) $9,815 Shares 500,000 Est. Cost Unrealized
IDXX IDEXX LABS INC 0.2%
Value ($000) $9,621 Shares 150,000 Est. Cost Unrealized
DIAMOND FOODS INC 0.2%
Value ($000) $9,411 Shares 300,000 Est. Cost $31.60 Unrealized
TAP MOLSON COORS BREWING CO 0.2%
Value ($000) $9,395 Shares 134,574 Est. Cost $57.78 Unrealized -0.8%
HARMONY MERGER CORP 0.2%
Value ($000) $9,343 Shares 925,000 Est. Cost $10.00 Unrealized
TEVA TEVA PHARMACEUTICAL INDS LTD 0.2%
Value ($000) $9,339 Shares 158,026 Est. Cost $59.10 Unrealized
UAL UNITED CONTL HLDGS INC 0.1%
Value ($000) $9,025 Shares 170,257 Est. Cost $44.98 Unrealized +28.7%
CALY CALLAWAY GOLF CO 0.1%
Value ($000) $8,940 Shares 1,000,000 Est. Cost $8.18 Unrealized +14.9%
CEDAR FAIR L P 0.1%
Value ($000) $8,916 Shares 163,634 Est. Cost $56.43 Unrealized
YAHOO INC 0.1%
Value ($000) $8,876 Shares 225,906 Est. Cost $44.43 Unrealized
VFC V F CORP 0.1%
Value ($000) $8,718 Shares 125,000 Est. Cost $67.62 Unrealized 0.0%
YELP YELP INC 0.1%
Value ($000) $8,606 Shares 200,000 Est. Cost Unrealized
AARONS INC 0.1%
Value ($000) $8,600 Shares 237,500 Est. Cost $36.21 Unrealized
ORBITZ WORLDWIDE INC 0.1%
Value ($000) $8,400 Shares 735,542 Est. Cost $11.66 Unrealized
ENR ENERGIZER HLDGS INC NEW 0.1%
Value ($000) $8,349 Shares 63,470 Est. Cost $24.32 Unrealized 0.0%
CRM SALESFORCE COM INC 0.1%
Value ($000) $8,188 Shares 117,588 Est. Cost $70.36 Unrealized 0.0%
ENVESTNET INC 0.1%
Value ($000) $7,285 Shares 7,500,000 Est. Cost $1.03 Unrealized
AROWANA INC 0.1%
Value ($000) $7,070 Shares 700,000 Est. Cost $10.10 Unrealized
WL ROSS HLDG CORP 0.1%
Value ($000) $7,040 Shares 676,962 Est. Cost $10.40 Unrealized
DHX MEDIA LTD 0.1%
Value ($000) $7,010 Shares 939,100 Est. Cost $7.46 Unrealized
CAMBRIDGE CAP ACQUISITION CO 0.1%
Value ($000) $6,915 Shares 695,000 Est. Cost $9.71 Unrealized
CYBERONICS INC 0.1%
Value ($000) $6,785 Shares 114,104 Est. Cost $64.92 Unrealized
ZTS ZOETIS INC 0.1%
Value ($000) $6,028 Shares 125,000 Est. Cost $43.97 Unrealized 0.0%
DT ASIA INVTS LTD 0.1%
Value ($000) $5,930 Shares 590,000 Est. Cost $10.00 Unrealized
GARNERO GROUP ACQUISITION CO 0.1%
Value ($000) $5,612 Shares 575,000 Est. Cost $9.55 Unrealized
BOULEVARD ACQUISITION CORP 0.1%
Value ($000) $5,576 Shares 400,000 Est. Cost $10.05 Unrealized
VC VISTEON CORP 0.1%
Value ($000) $5,415 Shares 51,579 Est. Cost $60.70 Unrealized 0.0%
TRUECAR INC 0.1%
Value ($000) $5,241 Shares 437,500 Est. Cost $11.98 Unrealized
KRAFT FOODS GROUP INC 0.1%
Value ($000) $5,201 Shares 61,093 Est. Cost $85.13 Unrealized
ELBIT IMAGING LTD 0.1%
Value ($000) $5,153 Shares 3,943,584 Est. Cost $2.95 Unrealized
MEDICINES CO 0.1%
Value ($000) $5,125 Shares 179,200 Est. Cost $28.60 Unrealized
BURL BURLINGTON STORES INC 0.1%
Value ($000) $5,120 Shares 100,000 Est. Cost $53.45 Unrealized 0.0%
CIGNA CORPORATION 0.1%
Value ($000) $4,860 Shares 30,000 Est. Cost $162.00 Unrealized
HUM HUMANA INC 0.1%
Value ($000) $4,782 Shares 25,000 Est. Cost $170.85 Unrealized 0.0%
ASCENT CAP GROUP INC 0.1%
Value ($000) $4,712 Shares 5,700,000 Est. Cost $0.83 Unrealized
AETNA INC NEW 0.1%
Value ($000) $4,461 Shares 35,000 Est. Cost $127.46 Unrealized
BARINGTON HILCO ACQUISITION 0.1%
Value ($000) $4,000 Shares 398,000 Est. Cost $9.98 Unrealized
HYDRA INDS ACQUISITION CORP 0.1%
Value ($000) $3,936 Shares 392,000 Est. Cost $9.97 Unrealized
1347 CAP CORP 0.1%
Value ($000) $3,800 Shares 370,000 Est. Cost $10.03 Unrealized
CENTURYLINK INC 0.1%
Value ($000) $3,796 Shares 129,210 Est. Cost $32.84 Unrealized
U S SILICA HLDGS INC 0.1%
Value ($000) $3,717 Shares 126,600 Est. Cost $29.36 Unrealized
C B PHARMA ACQUISITION CORP 0.1%
Value ($000) $3,668 Shares 350,000 Est. Cost $10.03 Unrealized
AEO AMERICAN EAGLE OUTFITTERS NE 0.1%
Value ($000) $3,444 Shares 200,000 Est. Cost $12.52 Unrealized 0.0%
ILMN ILLUMINA INC 0.1%
Value ($000) $3,339 Shares 15,300 Est. Cost $188.35 Unrealized +3.7%
CSX CSX CORP 0.1%
Value ($000) $3,265 Shares 100,000 Est. Cost $9.83 Unrealized 0.0%
WING WINGSTOP INC 0.1%
Value ($000) $3,194 Shares 112,500 Est. Cost $28.83 Unrealized 0.0%
CAESARS ENTMT CORP 0.1%
Value ($000) $3,055 Shares 500,000 Est. Cost $6.11 Unrealized
GUESS INC 0.0%
Value ($000) $2,876 Shares 150,000 Est. Cost Unrealized
DEL FRISCOS RESTAURANT GROUP 0.0%
Value ($000) $2,793 Shares 150,000 Est. Cost $19.71 Unrealized
NTCT NETSCOUT SYS INC 0.0%
Value ($000) $2,750 Shares 75,000 Est. Cost $41.05 Unrealized 0.0%
TILE INTERFACE INC 0.0%
Value ($000) $2,505 Shares 100,000 Est. Cost $22.14 Unrealized 0.0%
AR CAP ACQUISITION CORP 0.0%
Value ($000) $2,503 Shares 250,000 Est. Cost $9.80 Unrealized
LEVY ACQUISITION CORP 0.0%
Value ($000) $2,238 Shares 392,661 Est. Cost $4.10 Unrealized
CHINA UNICOM (HONG KONG) LTD 0.0%
Value ($000) $1,884 Shares 120,000 Est. Cost $15.70 Unrealized
AMERICAN RLTY CAP PPTYS INC 0.0%
Value ($000) $1,881 Shares 2,000,000 Est. Cost $0.92 Unrealized
AMERICAN RLTY CAP PPTYS INC 0.0%
Value ($000) $1,879 Shares 2,000,000 Est. Cost $0.98 Unrealized
ON ON SEMICONDUCTOR CORP 0.0%
Value ($000) $1,873 Shares 160,100 Est. Cost $12.27 Unrealized 0.0%
REYNOLDS AMERICAN INC 0.0%
Value ($000) $1,829 Shares 24,495 Est. Cost $74.67 Unrealized
GENERAL CABLE CORP DEL NEW 0.0%
Value ($000) $1,306 Shares 66,197 Est. Cost $17.23 Unrealized
BLACK DIAMOND INC 0.0%
Value ($000) $1,301 Shares 140,992 Est. Cost $9.44 Unrealized
WL ROSS HLDG CORP 0.0%
Value ($000) $941 Shares 1,000,000 Est. Cost $0.94 Unrealized
JASON INDS INC 0.0%
Value ($000) $935 Shares 135,491 Est. Cost $10.34 Unrealized
BOULEVARD ACQUISITION CORP 0.0%
Value ($000) $888 Shares 250,000 Est. Cost $3.55 Unrealized
DTEAF DAVIDSTEA INC 0.0%
Value ($000) $752 Shares 35,000 Est. Cost $24.70 Unrealized 0.0%
JD JD COM INC 0.0%
Value ($000) $682 Shares 20,000 Est. Cost $23.14 Unrealized
BLACK KNIGHT FINL SVCS INC 0.0%
Value ($000) $617 Shares 20,000 Est. Cost $30.85 Unrealized
SPARK THERAPEUTICS INC 0.0%
Value ($000) $602 Shares 10,000 Est. Cost $77.60 Unrealized
JASON INDS INC 0.0%
Value ($000) $539 Shares 1,056,616 Est. Cost $1.52 Unrealized
CONE MIDSTREAM PARTNERS LP 0.0%
Value ($000) $443 Shares 25,000 Est. Cost $28.12 Unrealized
BIO-REFERENCE LABS INC 0.0%
Value ($000) $412 Shares 10,000 Est. Cost $41.20 Unrealized
SAEXPLORATION HLDGS INC 0.0%
Value ($000) $330 Shares 98,550 Est. Cost $9.30 Unrealized
GENERAL MTRS CO 0.0%
Value ($000) $290 Shares 1,000,000 Est. Cost $2.82 Unrealized
GDDY GODADDY INC 0.0%
Value ($000) $282 Shares 10,000 Est. Cost $27.11 Unrealized 0.0%
INOVALON HLDGS INC 0.0%
Value ($000) $279 Shares 10,000 Est. Cost $30.20 Unrealized
JETPAY CORP 0.0%
Value ($000) $219 Shares 79,818 Est. Cost $1.47 Unrealized
CAMBRIDGE CAP ACQUISITION CO 0.0%
Value ($000) $104 Shares 695,000 Est. Cost $0.31 Unrealized
GARNERO GROUP ACQUISITION CO 0.0%
Value ($000) $92 Shares 575,000 Est. Cost $0.24 Unrealized
GARNERO GROUP ACQUISITION CO 0.0%
Value ($000) $75 Shares 575,000 Est. Cost $0.12 Unrealized
COMMUNITY HEALTH SYS INC NEW 0.0%
Value ($000) $57 Shares 3,903,667 Est. Cost $0.06 Unrealized