DAVIDSON KEMPNER CAPITAL MANAGEMENT LP Quant / Systematic

Location: New York, NY

CIK: 0001595082 · Show all filings

Period: Q3 2015 (← Previous) (Next →)

Filing Date: May 15, 2017

Total Value: $5.652B

Holdings (161)

PRECISION CASTPARTS CORP 13.2%
Value $745M Shares 3,243,937 Est. Cost $229.71 Unrealized
BROADCOM CORP 5.3%
Value $297M Shares 5,772,204 Est. Cost $51.46 Unrealized
DOW CHEM CO 5.1%
Value $289M Shares 6,819,157 Est. Cost $42.40 Unrealized
DOW CHEM CO 5.0%
Value $280M Shares 6,600,000 Est. Cost $42.40 Unrealized
TIME WARNER CABLE INC 4.6%
Value $262M Shares 1,461,544 Est. Cost $161.29 Unrealized
CHUBB CORP 3.6%
Value $203M Shares 1,656,012 Est. Cost $122.65 Unrealized
SIGMA ALDRICH CORP 3.4%
Value $192M Shares 1,379,745 Est. Cost $138.27 Unrealized
PRGO PERRIGO CO PLC 3.2%
Value $179M Shares 1,140,674 Est. Cost $185.14 Unrealized -0.9%
ALTERA CORP 2.9%
Value $164M Shares 3,274,750 Est. Cost $50.06 Unrealized
CITY NATL CORP 2.5%
Value $141M Shares 1,599,898 Est. Cost $89.59 Unrealized
CYTEC INDS INC 2.2%
Value $124M Shares 1,685,770 Est. Cost $73.85 Unrealized
CIGNA CORPORATION 1.9%
Value $105M Shares 777,245 Est. Cost $136.06 Unrealized
CABLEVISION SYS CORP 1.7%
Value $93.64M Shares 2,884,000 Est. Cost $32.47 Unrealized
SOLERA HOLDINGS INC 1.6%
Value $89.72M Shares 1,661,551 Est. Cost $54.00 Unrealized
CHARTER COMMUNICATIONS INC D 1.5%
Value $84M Shares 477,649 Est. Cost $171.30 Unrealized
TOWERS WATSON & CO 1.5%
Value $82.22M Shares 700,000 Est. Cost $117.46 Unrealized
CHARTER COMMUNICATIONS INC D 1.5%
Value $82.21M Shares 467,500 Est. Cost $171.30 Unrealized
FRONTIER COMMUNICATIONS CORP 1.2%
Value $70.16M Shares 750,000 Est. Cost $99.90 Unrealized
WSM WILLIAMS SONOMA INC 1.2%
Value $68.72M Shares 900,000 Est. Cost $30.72 Unrealized +3.5%
BC BRUNSWICK CORP 1.1%
Value $62.86M Shares 1,312,500 Est. Cost $37.64 Unrealized +13.2%
LBTYAUSD LIBERTY GLOBAL PLC 0.9%
Value $50.91M Shares 1,185,886 Est. Cost $51.12 Unrealized
META FACEBOOK INC 0.9%
Value $49.43M Shares 550,000 Est. Cost $78.58 Unrealized +16.0%
NCLH NORWEGIAN CRUISE LINE HLDGS 0.9%
Value $49.41M Shares 862,501 Est. Cost $56.76 Unrealized +3.8%
PARTNERRE LTD 0.8%
Value $46.6M Shares 335,562 Est. Cost $135.79 Unrealized
DEALERTRACK TECHNOLOGIES INC 0.8%
Value $46.04M Shares 728,867 Est. Cost $62.95 Unrealized
LULU LULULEMON ATHLETICA INC 0.8%
Value $44.31M Shares 875,000 Est. Cost $60.95 Unrealized 0.0%
HUM HUMANA INC 0.7%
Value $41.96M Shares 234,401 Est. Cost $170.11 Unrealized -0.1%
CAMERON INTERNATIONAL CORP 0.7%
Value $40.73M Shares 664,259 Est. Cost $61.32 Unrealized
TREEHOUSE FOODS INC 0.7%
Value $40.41M Shares 519,457 Est. Cost $79.94 Unrealized
MDLZ MONDELEZ INTL INC 0.7%
Value $39.73M Shares 950,000 Est. Cost $28.53 Unrealized +19.3%
VFC V F CORP 0.7%
Value $37.52M Shares 550,000 Est. Cost $68.30 Unrealized +0.3%
HUDSON CITY BANCORP 0.6%
Value $33.23M Shares 3,270,337 Est. Cost $10.45 Unrealized
NVIDIA CORP 0.6%
Value $32.86M Shares 25,000,000 Est. Cost $1.15 Unrealized
OFFICE DEPOT INC 0.5%
Value $30.62M Shares 4,768,950 Est. Cost $6.42 Unrealized
DOUBLE EAGLE ACQUISITION COR 0.5%
Value $30.18M Shares 3,000,000 Est. Cost $10.06 Unrealized
J2 GLOBAL INC 0.5%
Value $29.76M Shares 25,000,000 Est. Cost $1.04 Unrealized
MCD MCDONALDS CORP 0.5%
Value $29.7M Shares 301,430 Est. Cost $73.71 Unrealized +2.2%
GNC HLDGS INC 0.5%
Value $29.52M Shares 730,300 Est. Cost $43.09 Unrealized
ZTS ZOETIS INC 0.5%
Value $29.17M Shares 708,430 Est. Cost $43.39 Unrealized -1.5%
WL ROSS HLDG CORP 0.5%
Value $28.84M Shares 2,605,721 Est. Cost $10.25 Unrealized
GORES HLDGS INC 0.5%
Value $27.75M Shares 2,750,000 Est. Cost $10.09 Unrealized
TIME WARNER INC 0.5%
Value $27.5M Shares 400,000 Est. Cost $82.61 Unrealized
MHK MOHAWK INDS INC 0.5%
Value $27.27M Shares 150,001 Est. Cost $198.07 Unrealized 0.0%
META FACEBOOK INC 0.5%
Value $26.97M Shares 300,000 Est. Cost $78.58 Unrealized +16.0%
ARMK ARAMARK 0.5%
Value $26.68M Shares 900,000 Est. Cost $18.76 Unrealized +7.2%
TYSON FOODS INC 0.5%
Value $26M Shares 500,000 Est. Cost $50.32 Unrealized
TREEHOUSE FOODS INC 0.4%
Value $25.28M Shares 325,000 Est. Cost $79.94 Unrealized
QIHOO 360 TECHNOLOGY CO LTD 0.4%
Value $25.18M Shares 30,000,000 Est. Cost $0.84 Unrealized
VCA INC 0.4%
Value $25.01M Shares 475,000 Est. Cost $44.92 Unrealized
SPY SPDR S&P 500 ETF TR 0.4%
Value $24.91M Shares 130,000 Est. Cost Unrealized
RCL ROYAL CARIBBEAN CRUISES LTD 0.4%
Value $24.5M Shares 275,000 Est. Cost $67.17 Unrealized +15.5%
WMB WILLIAMS COS INC DEL 0.4%
Value $24.43M Shares 662,860 Est. Cost $27.42 Unrealized 0.0%
PANERA BREAD CO 0.4%
Value $24.18M Shares 125,000 Est. Cost $193.41 Unrealized
AAP ADVANCE AUTO PARTS INC 0.4%
Value $23.69M Shares 125,000 Est. Cost $108.25 Unrealized +40.1%
GENCO SHIPPING & TRADING LTD 0.4%
Value $23.52M Shares 6,014,770 Est. Cost $3.91 Unrealized
HOG HARLEY DAVIDSON INC 0.4%
Value $23.33M Shares 425,000 Est. Cost Unrealized
NPO ENPRO INDS INC 0.4%
Value $23.16M Shares 591,209 Est. Cost $55.19 Unrealized -12.1%
WHR WHIRLPOOL CORP 0.4%
Value $22.09M Shares 150,000 Est. Cost $169.22 Unrealized 0.0%
MTNA 6 01/15/16 ARCELORMITTAL SA LUXEMBOURG 0.4%
Value $20.8M Shares 2,500,000 Est. Cost $23.85 Unrealized
PACE HLDGS CORP 0.4%
Value $20.24M Shares 2,000,000 Est. Cost $10.12 Unrealized
ACTIVISION BLIZZARD INC 0.4%
Value $20.07M Shares 650,000 Est. Cost $23.24 Unrealized
BOULEVARD ACQUISITION 0.4%
Value $19.96M Shares 2,000,000 Est. Cost $9.98 Unrealized
HOMEAWAY INC 0.4%
Value $19.91M Shares 750,000 Est. Cost $26.54 Unrealized
CHINA BIOLOGIC PRODS INC 0.3%
Value $19.58M Shares 217,481 Est. Cost $79.55 Unrealized
LKQ LKQ CORP 0.3%
Value $19.14M Shares 675,000 Est. Cost $27.35 Unrealized 0.0%
VERINT SYS INC 0.3%
Value $19.12M Shares 20,000,000 Est. Cost $1.06 Unrealized
BLUCORA INC 0.3%
Value $18.99M Shares 20,000,000 Est. Cost $0.94 Unrealized
ACORDA THERAPEUTICS INC 0.3%
Value $18.17M Shares 20,000,000 Est. Cost $1.05 Unrealized
QUINPARIO ACQUISITION CORP 2 0.3%
Value $17.71M Shares 1,745,000 Est. Cost $10.08 Unrealized
TERRAPIN 3 ACQUISITION CORP 0.3%
Value $17.34M Shares 1,700,000 Est. Cost $10.02 Unrealized
YANDEX NV 0.3%
Value $16.91M Shares 20,000,000 Est. Cost $0.82 Unrealized
SHW SHERWIN WILLIAMS CO 0.3%
Value $16.71M Shares 75,000 Est. Cost $79.61 Unrealized 0.0%
DSW INC 0.3%
Value $16.45M Shares 650,000 Est. Cost $35.78 Unrealized
WORKDAY INC 0.3%
Value $16.21M Shares 15,000,000 Est. Cost $1.08 Unrealized
NORDSTROM INC 0.3%
Value $16.14M Shares 225,000 Est. Cost $71.20 Unrealized
SGI TEMPUR SEALY INTL INC 0.3%
Value $16.07M Shares 225,000 Est. Cost $14.08 Unrealized +30.4%
REMY INTL INC NEW 0.3%
Value $15.84M Shares 541,469 Est. Cost $29.25 Unrealized
WALTER INVT MGMT CORP 0.3%
Value $15.07M Shares 20,685,000 Est. Cost $0.85 Unrealized
STANCORP FINL GROUP INC 0.3%
Value $14.98M Shares 131,168 Est. Cost $114.20 Unrealized
WHR WHIRLPOOL CORP 0.3%
Value $14.73M Shares 100,000 Est. Cost $169.22 Unrealized 0.0%
CAL CALERES INC 0.3%
Value $14.5M Shares 475,000 Est. Cost $27.90 Unrealized 0.0%
GP INVTS ACQUISITION COR 0.2%
Value $13.87M Shares 1,400,000 Est. Cost $10.10 Unrealized
ANF ABERCROMBIE & FITCH CO 0.2%
Value $13.77M Shares 650,000 Est. Cost $16.46 Unrealized 0.0%
TIFFANY & CO NEW 0.2%
Value $13.51M Shares 175,000 Est. Cost $77.22 Unrealized
CALY CALLAWAY GOLF CO 0.2%
Value $12.53M Shares 1,500,000 Est. Cost $8.33 Unrealized +3.6%
BEACON ROOFING SUPPLY INC 0.2%
Value $12.18M Shares 375,000 Est. Cost $32.48 Unrealized
STARZ 0.2%
Value $12.13M Shares 325,000 Est. Cost $37.31 Unrealized
ATLAS AIR WORLDWIDE HLDGS IN 0.2%
Value $12.1M Shares 15,000,000 Est. Cost $0.98 Unrealized
GLOBAL PARTNER ACQUISITION C 0.2%
Value $11.98M Shares 1,200,000 Est. Cost $9.98 Unrealized
SIRIUS XM HLDGS INC 0.2%
Value $11.22M Shares 3,000,000 Est. Cost $3.43 Unrealized
ELECTRUM SPL ACQUISITION COR 0.2%
Value $10.87M Shares 1,100,000 Est. Cost $10.01 Unrealized
ROI ACQUISITION CORP II 0.2%
Value $10.49M Shares 1,050,000 Est. Cost $9.99 Unrealized
NAVISTAR INTL CORP NEW 0.2%
Value $10.43M Shares 15,000,000 Est. Cost $0.85 Unrealized
FINTECH ACQUISITION CORP 0.2%
Value $9.959M Shares 990,000 Est. Cost $9.90 Unrealized
HENNESSY CAP ACQUISITION COR 0.2%
Value $9.85M Shares 1,000,000 Est. Cost $9.85 Unrealized
HARMONY MERGER CORP 0.2%
Value $9.435M Shares 925,000 Est. Cost $10.00 Unrealized
YAHOO INC 0.2%
Value $9.044M Shares 313,051 Est. Cost $40.11 Unrealized
UAL UNITED CONTL HLDGS INC 0.2%
Value $9.032M Shares 170,257 Est. Cost $44.98 Unrealized +25.4%
EASTERLY ACQUISITION CORP 0.2%
Value $8.8M Shares 880,000 Est. Cost $10.00 Unrealized
ENVESTNET INC 0.2%
Value $8.747M Shares 10,000,000 Est. Cost $0.99 Unrealized
SFM SPROUTS FMRS MKT INC 0.1%
Value $8.436M Shares 399,999 Est. Cost $22.98 Unrealized 0.0%
CNC CENTENE CORP DEL 0.1%
Value $8.001M Shares 147,541 Est. Cost $33.46 Unrealized 0.0%
ASCENT CAP GROUP INC 0.1%
Value $7.834M Shares 10,775,000 Est. Cost $0.78 Unrealized
TAP MOLSON COORS BREWING CO 0.1%
Value $7.781M Shares 93,719 Est. Cost $57.78 Unrealized -2.7%
DHX MEDIA LTD 0.1%
Value $7.375M Shares 1,182,900 Est. Cost $7.21 Unrealized
DEL FRISCOS RESTAURANT GROUP 0.1%
Value $7.309M Shares 526,600 Est. Cost $15.54 Unrealized
AROWANA INC 0.1%
Value $7.07M Shares 700,000 Est. Cost $10.10 Unrealized
GLPI GAMING & LEISURE PPTYS INC 0.1%
Value $7.013M Shares 236,133 Est. Cost $29.70 Unrealized
CAMBRIDGE CAP ACQUISITION CO 0.1%
Value $6.915M Shares 695,000 Est. Cost $9.71 Unrealized
PZZA PAPA JOHNS INTL INC 0.1%
Value $6.848M Shares 100,000 Est. Cost Unrealized
KHC KRAFT HEINZ CO 0.1%
Value $6.811M Shares 96,542 Est. Cost $47.82 Unrealized 0.0%
IMAX IMAX CORP 0.1%
Value $6.758M Shares 200,000 Est. Cost $36.73 Unrealized -5.7%
IMAX IMAX CORP 0.1%
Value $6.758M Shares 200,000 Est. Cost $36.73 Unrealized -5.7%
MEDICINES CO 0.1%
Value $6.522M Shares 171,900 Est. Cost $28.60 Unrealized
RYAM RAYONIER ADVANCED MATLS INC 0.1%
Value $6.12M Shares 1,000,000 Est. Cost $10.12 Unrealized 0.0%
DT ASIA INVTS LTD 0.1%
Value $5.971M Shares 590,000 Est. Cost $10.00 Unrealized
WL ROSS HLDG CORP 0.1%
Value $5.947M Shares 576,815 Est. Cost $10.40 Unrealized
DISCOVERY COMMUNICATNS NEW 0.1%
Value $5.857M Shares 225,000 Est. Cost Unrealized
GARNERO GROUP ACQUISITION CO 0.1%
Value $5.67M Shares 575,000 Est. Cost $9.55 Unrealized
MGM MGM RESORTS INTERNATIONAL 0.1%
Value $5.535M Shares 300,000 Est. Cost $18.88 Unrealized 0.0%
SYMETRA FINL CORP 0.1%
Value $5.317M Shares 168,036 Est. Cost $31.64 Unrealized
ELBIT IMAGING LTD 0.1%
Value $4.921M Shares 3,943,584 Est. Cost $2.95 Unrealized
STARWOOD HOTELS&RESORTS WRLD 0.1%
Value $4.321M Shares 65,000 Est. Cost $81.09 Unrealized
PEPCO HOLDINGS INC 0.1%
Value $4.116M Shares 169,930 Est. Cost $24.22 Unrealized
BARINGTON HILCO ACQUISITION 0.1%
Value $4.04M Shares 398,000 Est. Cost $9.98 Unrealized
HYDRA INDS ACQUISITION CORP 0.1%
Value $4.018M Shares 392,000 Est. Cost $9.97 Unrealized
DEPOMED INC 0.1%
Value $3.93M Shares 209,047 Est. Cost $18.80 Unrealized
1347 CAP CORP 0.1%
Value $3.778M Shares 370,000 Est. Cost $10.03 Unrealized
C B PHARMA ACQUISITION CORP 0.1%
Value $3.64M Shares 350,000 Est. Cost $10.03 Unrealized
CENTURYLINK INC 0.1%
Value $3.246M Shares 129,210 Est. Cost $32.84 Unrealized
GPRO GOPRO INC 0.1%
Value $3.122M Shares 100,000 Est. Cost Unrealized
JOY GLOBAL INC 0.1%
Value $2.986M Shares 200,000 Est. Cost $14.93 Unrealized
AR CAP ACQUISITION CORP 0.0%
Value $2.475M Shares 250,000 Est. Cost $9.80 Unrealized
BKD BROOKDALE SR LIVING INC 0.0%
Value $2.296M Shares 100,000 Est. Cost $29.53 Unrealized 0.0%
VYX NCR CORP NEW 0.0%
Value $2.275M Shares 100,000 Est. Cost $16.65 Unrealized 0.0%
WILLIS GROUP HOLDINGS PUBLIC 0.0%
Value $1.927M Shares 47,041 Est. Cost $40.96 Unrealized
AMERICAN RLTY CAP PPTYS INC 0.0%
Value $1.896M Shares 2,000,000 Est. Cost $0.92 Unrealized
ELV ANTHEM INC 0.0%
Value $1.803M Shares 12,880 Est. Cost $129.85 Unrealized 0.0%
MARKWEST ENERGY PARTNERS L P 0.0%
Value $1.795M Shares 41,832 Est. Cost $42.91 Unrealized
AMERICAN RLTY CAP PPTYS INC 0.0%
Value $1.77M Shares 2,000,000 Est. Cost $0.98 Unrealized
DEL TACO RESTAURANTS INC 0.0%
Value $1.133M Shares 236,632 Est. Cost $4.79 Unrealized
TEX TEREX CORP NEW 0.0%
Value $1.125M Shares 62,716 Est. Cost $21.81 Unrealized 0.0%
OLN OLIN CORP 0.0%
Value $1.083M Shares 64,452 Est. Cost $15.54 Unrealized 0.0%
AGROFRESH SOLUTIONS 0.0%
Value $819K Shares 450,000 Est. Cost $1.82 Unrealized
XOOM CORP 0.0%
Value $817K Shares 32,832 Est. Cost $24.88 Unrealized
OLLI OLLIES BARGAIN OUTLT HLDGS I 0.0%
Value $814K Shares 50,000 Est. Cost $18.53 Unrealized 0.0%
WL ROSS HLDG CORP 0.0%
Value $731K Shares 1,000,000 Est. Cost $0.94 Unrealized
LINDBLAD EXPEDITIONS HLDGS I 0.0%
Value $692K Shares 414,343 Est. Cost $1.67 Unrealized
JASON INDS INC 0.0%
Value $591K Shares 135,491 Est. Cost $10.34 Unrealized
ROI ACQUISITION CORP II 0.0%
Value $368K Shares 1,050,000 Est. Cost $0.35 Unrealized
LIBERTY GLOBAL PLC 0.0%
Value $361K Shares 10,717 Est. Cost $33.68 Unrealized
JASON INDS INC 0.0%
Value $264K Shares 1,056,616 Est. Cost $1.52 Unrealized
SAEXPLORATION HLDGS INC 0.0%
Value $261K Shares 98,550 Est. Cost $9.30 Unrealized
JETPAY CORP 0.0%
Value $214K Shares 79,818 Est. Cost $1.47 Unrealized
LIND LINDBLAD EXPEDITIONS HLDGS I 0.0%
Value $190K Shares 19,478 Est. Cost $9.87 Unrealized 0.0%
CAMBRIDGE CAP ACQUISITION CO 0.0%
Value $167K Shares 695,000 Est. Cost $0.31 Unrealized
GARNERO GROUP ACQUISITION CO 0.0%
Value $115K Shares 575,000 Est. Cost $0.24 Unrealized
AGROFRESH SOLUTIONS 0.0%
Value $100K Shares 12,587 Est. Cost $7.94 Unrealized
GARNERO GROUP ACQUISITION CO 0.0%
Value $63,000 Shares 575,000 Est. Cost $0.12 Unrealized
GENERAL MTRS CO 0.0%
Value $46,000 Shares 1,000,000 Est. Cost $2.82 Unrealized
COMMUNITY HEALTH SYS INC NEW 0.0%
Value $35,000 Shares 3,903,667 Est. Cost $0.06 Unrealized