DAVIDSON KEMPNER CAPITAL MANAGEMENT LP Quant / Systematic

CIK: 0001595082 · Show all filings

Period: Q3 2015 (← Previous) (Next →)

Filing Date: May 15, 2017

Total Value ($000): $5,652,172

Holdings (161)

PRECISION CASTPARTS CORP 13.2%
Value ($000) $745,165 Shares 3,243,937 Est. Cost $229.71 Unrealized
BROADCOM CORP 5.3%
Value ($000) $296,807 Shares 5,772,204 Est. Cost $51.46 Unrealized
DOW CHEM CO 5.1%
Value ($000) $289,132 Shares 6,819,157 Est. Cost $42.40 Unrealized
DOW CHEM CO 5.0%
Value ($000) $279,840 Shares 6,600,000 Est. Cost $42.40 Unrealized
TIME WARNER CABLE INC 4.6%
Value ($000) $262,157 Shares 1,461,544 Est. Cost $161.29 Unrealized
CHUBB CORP 3.6%
Value ($000) $203,110 Shares 1,656,012 Est. Cost $122.65 Unrealized
SIGMA ALDRICH CORP 3.4%
Value ($000) $191,660 Shares 1,379,745 Est. Cost $138.27 Unrealized
PRGO PERRIGO CO PLC 3.2%
Value ($000) $179,394 Shares 1,140,674 Est. Cost $185.14 Unrealized -0.9%
ALTERA CORP 2.9%
Value ($000) $163,934 Shares 3,274,750 Est. Cost $50.06 Unrealized
CITY NATL CORP 2.5%
Value ($000) $140,887 Shares 1,599,898 Est. Cost $89.59 Unrealized
CYTEC INDS INC 2.2%
Value ($000) $124,494 Shares 1,685,770 Est. Cost $73.85 Unrealized
CIGNA CORPORATION 1.9%
Value ($000) $104,944 Shares 777,245 Est. Cost $136.06 Unrealized
CABLEVISION SYS CORP 1.7%
Value ($000) $93,643 Shares 2,884,000 Est. Cost $32.47 Unrealized
SOLERA HOLDINGS INC 1.6%
Value ($000) $89,724 Shares 1,661,551 Est. Cost $54.00 Unrealized
CHARTER COMMUNICATIONS INC D 1.5%
Value ($000) $83,995 Shares 477,649 Est. Cost $171.30 Unrealized
TOWERS WATSON & CO 1.5%
Value ($000) $82,222 Shares 700,000 Est. Cost $117.46 Unrealized
CHARTER COMMUNICATIONS INC D 1.5%
Value ($000) $82,210 Shares 467,500 Est. Cost $171.30 Unrealized
FRONTIER COMMUNICATIONS CORP 1.2%
Value ($000) $70,163 Shares 750,000 Est. Cost $99.90 Unrealized
WSM WILLIAMS SONOMA INC 1.2%
Value ($000) $68,715 Shares 900,000 Est. Cost $30.72 Unrealized +3.5%
BC BRUNSWICK CORP 1.1%
Value ($000) $62,856 Shares 1,312,500 Est. Cost $37.64 Unrealized +13.2%
LBTYAUSD LIBERTY GLOBAL PLC 0.9%
Value ($000) $50,910 Shares 1,185,886 Est. Cost $51.12 Unrealized
META FACEBOOK INC 0.9%
Value ($000) $49,434 Shares 550,000 Est. Cost $78.58 Unrealized +16.0%
NCLH NORWEGIAN CRUISE LINE HLDGS 0.9%
Value ($000) $49,413 Shares 862,501 Est. Cost $56.76 Unrealized +3.8%
PARTNERRE LTD 0.8%
Value ($000) $46,603 Shares 335,562 Est. Cost $135.79 Unrealized
DEALERTRACK TECHNOLOGIES INC 0.8%
Value ($000) $46,043 Shares 728,867 Est. Cost $62.95 Unrealized
LULU LULULEMON ATHLETICA INC 0.8%
Value ($000) $44,310 Shares 875,000 Est. Cost $60.95 Unrealized 0.0%
HUM HUMANA INC 0.7%
Value ($000) $41,958 Shares 234,401 Est. Cost $170.11 Unrealized -0.1%
CAMERON INTERNATIONAL CORP 0.7%
Value ($000) $40,732 Shares 664,259 Est. Cost $61.32 Unrealized
TREEHOUSE FOODS INC 0.7%
Value ($000) $40,409 Shares 519,457 Est. Cost $79.94 Unrealized
MDLZ MONDELEZ INTL INC 0.7%
Value ($000) $39,729 Shares 950,000 Est. Cost $28.53 Unrealized +19.3%
VFC V F CORP 0.7%
Value ($000) $37,516 Shares 550,000 Est. Cost $68.30 Unrealized +0.3%
HUDSON CITY BANCORP 0.6%
Value ($000) $33,227 Shares 3,270,337 Est. Cost $10.45 Unrealized
NVIDIA CORP 0.6%
Value ($000) $32,863 Shares 25,000,000 Est. Cost $1.15 Unrealized
OFFICE DEPOT INC 0.5%
Value ($000) $30,617 Shares 4,768,950 Est. Cost $6.42 Unrealized
DOUBLE EAGLE ACQUISITION COR 0.5%
Value ($000) $30,180 Shares 3,000,000 Est. Cost $10.06 Unrealized
J2 GLOBAL INC 0.5%
Value ($000) $29,757 Shares 25,000,000 Est. Cost $1.04 Unrealized
MCD MCDONALDS CORP 0.5%
Value ($000) $29,700 Shares 301,430 Est. Cost $73.71 Unrealized +2.2%
GNC HLDGS INC 0.5%
Value ($000) $29,519 Shares 730,300 Est. Cost $43.09 Unrealized
ZTS ZOETIS INC 0.5%
Value ($000) $29,173 Shares 708,430 Est. Cost $43.39 Unrealized -1.5%
WL ROSS HLDG CORP 0.5%
Value ($000) $28,845 Shares 2,605,721 Est. Cost $10.25 Unrealized
GORES HLDGS INC 0.5%
Value ($000) $27,748 Shares 2,750,000 Est. Cost $10.09 Unrealized
TIME WARNER INC 0.5%
Value ($000) $27,500 Shares 400,000 Est. Cost $82.61 Unrealized
MHK MOHAWK INDS INC 0.5%
Value ($000) $27,269 Shares 150,001 Est. Cost $198.07 Unrealized 0.0%
META FACEBOOK INC 0.5%
Value ($000) $26,970 Shares 300,000 Est. Cost $78.58 Unrealized +16.0%
ARMK ARAMARK 0.5%
Value ($000) $26,676 Shares 900,000 Est. Cost $18.76 Unrealized +7.2%
TYSON FOODS INC 0.5%
Value ($000) $26,001 Shares 500,000 Est. Cost $50.32 Unrealized
TREEHOUSE FOODS INC 0.4%
Value ($000) $25,282 Shares 325,000 Est. Cost $79.94 Unrealized
QIHOO 360 TECHNOLOGY CO LTD 0.4%
Value ($000) $25,175 Shares 30,000,000 Est. Cost $0.84 Unrealized
VCA INC 0.4%
Value ($000) $25,009 Shares 475,000 Est. Cost $44.92 Unrealized
SPY SPDR S&P 500 ETF TR 0.4%
Value ($000) $24,912 Shares 130,000 Est. Cost Unrealized
RCL ROYAL CARIBBEAN CRUISES LTD 0.4%
Value ($000) $24,500 Shares 275,000 Est. Cost $67.17 Unrealized +15.5%
WMB WILLIAMS COS INC DEL 0.4%
Value ($000) $24,426 Shares 662,860 Est. Cost $27.42 Unrealized 0.0%
PANERA BREAD CO 0.4%
Value ($000) $24,176 Shares 125,000 Est. Cost $193.41 Unrealized
AAP ADVANCE AUTO PARTS INC 0.4%
Value ($000) $23,691 Shares 125,000 Est. Cost $108.25 Unrealized +40.1%
GENCO SHIPPING & TRADING LTD 0.4%
Value ($000) $23,518 Shares 6,014,770 Est. Cost $3.91 Unrealized
HOG HARLEY DAVIDSON INC 0.4%
Value ($000) $23,333 Shares 425,000 Est. Cost Unrealized
NPO ENPRO INDS INC 0.4%
Value ($000) $23,158 Shares 591,209 Est. Cost $55.19 Unrealized -12.1%
WHR WHIRLPOOL CORP 0.4%
Value ($000) $22,089 Shares 150,000 Est. Cost $169.22 Unrealized 0.0%
MTNA 6 01/15/16 ARCELORMITTAL SA LUXEMBOURG 0.4%
Value ($000) $20,798 Shares 2,500,000 Est. Cost $23.85 Unrealized
PACE HLDGS CORP 0.4%
Value ($000) $20,240 Shares 2,000,000 Est. Cost $10.12 Unrealized
ACTIVISION BLIZZARD INC 0.4%
Value ($000) $20,066 Shares 650,000 Est. Cost $23.24 Unrealized
BOULEVARD ACQUISITION 0.4%
Value ($000) $19,960 Shares 2,000,000 Est. Cost $9.98 Unrealized
HOMEAWAY INC 0.4%
Value ($000) $19,905 Shares 750,000 Est. Cost $26.54 Unrealized
CHINA BIOLOGIC PRODS INC 0.3%
Value ($000) $19,580 Shares 217,481 Est. Cost $79.55 Unrealized
LKQ LKQ CORP 0.3%
Value ($000) $19,136 Shares 675,000 Est. Cost $27.35 Unrealized 0.0%
VERINT SYS INC 0.3%
Value ($000) $19,123 Shares 20,000,000 Est. Cost $1.06 Unrealized
BLUCORA INC 0.3%
Value ($000) $18,988 Shares 20,000,000 Est. Cost $0.94 Unrealized
ACORDA THERAPEUTICS INC 0.3%
Value ($000) $18,167 Shares 20,000,000 Est. Cost $1.05 Unrealized
QUINPARIO ACQUISITION CORP 2 0.3%
Value ($000) $17,712 Shares 1,745,000 Est. Cost $10.08 Unrealized
TERRAPIN 3 ACQUISITION CORP 0.3%
Value ($000) $17,340 Shares 1,700,000 Est. Cost $10.02 Unrealized
YANDEX NV 0.3%
Value ($000) $16,915 Shares 20,000,000 Est. Cost $0.82 Unrealized
SHW SHERWIN WILLIAMS CO 0.3%
Value ($000) $16,709 Shares 75,000 Est. Cost $79.61 Unrealized 0.0%
DSW INC 0.3%
Value ($000) $16,452 Shares 650,000 Est. Cost $35.78 Unrealized
WORKDAY INC 0.3%
Value ($000) $16,206 Shares 15,000,000 Est. Cost $1.08 Unrealized
NORDSTROM INC 0.3%
Value ($000) $16,135 Shares 225,000 Est. Cost $71.20 Unrealized
SGI TEMPUR SEALY INTL INC 0.3%
Value ($000) $16,072 Shares 225,000 Est. Cost $14.08 Unrealized +30.4%
REMY INTL INC NEW 0.3%
Value ($000) $15,838 Shares 541,469 Est. Cost $29.25 Unrealized
WALTER INVT MGMT CORP 0.3%
Value ($000) $15,066 Shares 20,685,000 Est. Cost $0.85 Unrealized
STANCORP FINL GROUP INC 0.3%
Value ($000) $14,979 Shares 131,168 Est. Cost $114.20 Unrealized
WHR WHIRLPOOL CORP 0.3%
Value ($000) $14,726 Shares 100,000 Est. Cost $169.22 Unrealized 0.0%
CAL CALERES INC 0.3%
Value ($000) $14,502 Shares 475,000 Est. Cost $27.90 Unrealized 0.0%
GP INVTS ACQUISITION COR 0.2%
Value ($000) $13,874 Shares 1,400,000 Est. Cost $10.10 Unrealized
ANF ABERCROMBIE & FITCH CO 0.2%
Value ($000) $13,774 Shares 650,000 Est. Cost $16.46 Unrealized 0.0%
TIFFANY & CO NEW 0.2%
Value ($000) $13,514 Shares 175,000 Est. Cost $77.22 Unrealized
CALY CALLAWAY GOLF CO 0.2%
Value ($000) $12,525 Shares 1,500,000 Est. Cost $8.33 Unrealized +3.6%
BEACON ROOFING SUPPLY INC 0.2%
Value ($000) $12,180 Shares 375,000 Est. Cost $32.48 Unrealized
STARZ 0.2%
Value ($000) $12,126 Shares 325,000 Est. Cost $37.31 Unrealized
ATLAS AIR WORLDWIDE HLDGS IN 0.2%
Value ($000) $12,100 Shares 15,000,000 Est. Cost $0.98 Unrealized
GLOBAL PARTNER ACQUISITION C 0.2%
Value ($000) $11,976 Shares 1,200,000 Est. Cost $9.98 Unrealized
SIRIUS XM HLDGS INC 0.2%
Value ($000) $11,220 Shares 3,000,000 Est. Cost $3.43 Unrealized
ELECTRUM SPL ACQUISITION COR 0.2%
Value ($000) $10,868 Shares 1,100,000 Est. Cost $10.01 Unrealized
ROI ACQUISITION CORP II 0.2%
Value ($000) $10,490 Shares 1,050,000 Est. Cost $9.99 Unrealized
NAVISTAR INTL CORP NEW 0.2%
Value ($000) $10,428 Shares 15,000,000 Est. Cost $0.85 Unrealized
FINTECH ACQUISITION CORP 0.2%
Value ($000) $9,959 Shares 990,000 Est. Cost $9.90 Unrealized
HENNESSY CAP ACQUISITION COR 0.2%
Value ($000) $9,850 Shares 1,000,000 Est. Cost $9.85 Unrealized
HARMONY MERGER CORP 0.2%
Value ($000) $9,435 Shares 925,000 Est. Cost $10.00 Unrealized
YAHOO INC 0.2%
Value ($000) $9,044 Shares 313,051 Est. Cost $40.11 Unrealized
UAL UNITED CONTL HLDGS INC 0.2%
Value ($000) $9,032 Shares 170,257 Est. Cost $44.98 Unrealized +25.4%
EASTERLY ACQUISITION CORP 0.2%
Value ($000) $8,800 Shares 880,000 Est. Cost $10.00 Unrealized
ENVESTNET INC 0.2%
Value ($000) $8,747 Shares 10,000,000 Est. Cost $0.99 Unrealized
SFM SPROUTS FMRS MKT INC 0.1%
Value ($000) $8,436 Shares 399,999 Est. Cost $22.98 Unrealized 0.0%
CNC CENTENE CORP DEL 0.1%
Value ($000) $8,001 Shares 147,541 Est. Cost $33.46 Unrealized 0.0%
ASCENT CAP GROUP INC 0.1%
Value ($000) $7,834 Shares 10,775,000 Est. Cost $0.78 Unrealized
TAP MOLSON COORS BREWING CO 0.1%
Value ($000) $7,781 Shares 93,719 Est. Cost $57.78 Unrealized -2.7%
DHX MEDIA LTD 0.1%
Value ($000) $7,375 Shares 1,182,900 Est. Cost $7.21 Unrealized
DEL FRISCOS RESTAURANT GROUP 0.1%
Value ($000) $7,309 Shares 526,600 Est. Cost $15.54 Unrealized
AROWANA INC 0.1%
Value ($000) $7,070 Shares 700,000 Est. Cost $10.10 Unrealized
GLPI GAMING & LEISURE PPTYS INC 0.1%
Value ($000) $7,013 Shares 236,133 Est. Cost $29.70 Unrealized
CAMBRIDGE CAP ACQUISITION CO 0.1%
Value ($000) $6,915 Shares 695,000 Est. Cost $9.71 Unrealized
PZZA PAPA JOHNS INTL INC 0.1%
Value ($000) $6,848 Shares 100,000 Est. Cost Unrealized
KHC KRAFT HEINZ CO 0.1%
Value ($000) $6,811 Shares 96,542 Est. Cost $47.82 Unrealized 0.0%
IMAX IMAX CORP 0.1%
Value ($000) $6,758 Shares 200,000 Est. Cost $36.73 Unrealized -5.7%
IMAX IMAX CORP 0.1%
Value ($000) $6,758 Shares 200,000 Est. Cost $36.73 Unrealized -5.7%
MEDICINES CO 0.1%
Value ($000) $6,522 Shares 171,900 Est. Cost $28.60 Unrealized
RYAM RAYONIER ADVANCED MATLS INC 0.1%
Value ($000) $6,120 Shares 1,000,000 Est. Cost $10.12 Unrealized 0.0%
DT ASIA INVTS LTD 0.1%
Value ($000) $5,971 Shares 590,000 Est. Cost $10.00 Unrealized
WL ROSS HLDG CORP 0.1%
Value ($000) $5,947 Shares 576,815 Est. Cost $10.40 Unrealized
DISCOVERY COMMUNICATNS NEW 0.1%
Value ($000) $5,857 Shares 225,000 Est. Cost Unrealized
GARNERO GROUP ACQUISITION CO 0.1%
Value ($000) $5,670 Shares 575,000 Est. Cost $9.55 Unrealized
MGM MGM RESORTS INTERNATIONAL 0.1%
Value ($000) $5,535 Shares 300,000 Est. Cost $18.88 Unrealized 0.0%
SYMETRA FINL CORP 0.1%
Value ($000) $5,317 Shares 168,036 Est. Cost $31.64 Unrealized
ELBIT IMAGING LTD 0.1%
Value ($000) $4,921 Shares 3,943,584 Est. Cost $2.95 Unrealized
STARWOOD HOTELS&RESORTS WRLD 0.1%
Value ($000) $4,321 Shares 65,000 Est. Cost $81.09 Unrealized
PEPCO HOLDINGS INC 0.1%
Value ($000) $4,116 Shares 169,930 Est. Cost $24.22 Unrealized
BARINGTON HILCO ACQUISITION 0.1%
Value ($000) $4,040 Shares 398,000 Est. Cost $9.98 Unrealized
HYDRA INDS ACQUISITION CORP 0.1%
Value ($000) $4,018 Shares 392,000 Est. Cost $9.97 Unrealized
DEPOMED INC 0.1%
Value ($000) $3,930 Shares 209,047 Est. Cost $18.80 Unrealized
1347 CAP CORP 0.1%
Value ($000) $3,778 Shares 370,000 Est. Cost $10.03 Unrealized
C B PHARMA ACQUISITION CORP 0.1%
Value ($000) $3,640 Shares 350,000 Est. Cost $10.03 Unrealized
CENTURYLINK INC 0.1%
Value ($000) $3,246 Shares 129,210 Est. Cost $32.84 Unrealized
GPRO GOPRO INC 0.1%
Value ($000) $3,122 Shares 100,000 Est. Cost Unrealized
JOY GLOBAL INC 0.1%
Value ($000) $2,986 Shares 200,000 Est. Cost $14.93 Unrealized
AR CAP ACQUISITION CORP 0.0%
Value ($000) $2,475 Shares 250,000 Est. Cost $9.80 Unrealized
BKD BROOKDALE SR LIVING INC 0.0%
Value ($000) $2,296 Shares 100,000 Est. Cost $29.53 Unrealized 0.0%
VYX NCR CORP NEW 0.0%
Value ($000) $2,275 Shares 100,000 Est. Cost $16.65 Unrealized 0.0%
WILLIS GROUP HOLDINGS PUBLIC 0.0%
Value ($000) $1,927 Shares 47,041 Est. Cost $40.96 Unrealized
AMERICAN RLTY CAP PPTYS INC 0.0%
Value ($000) $1,896 Shares 2,000,000 Est. Cost $0.92 Unrealized
ELV ANTHEM INC 0.0%
Value ($000) $1,803 Shares 12,880 Est. Cost $129.85 Unrealized 0.0%
MARKWEST ENERGY PARTNERS L P 0.0%
Value ($000) $1,795 Shares 41,832 Est. Cost $42.91 Unrealized
AMERICAN RLTY CAP PPTYS INC 0.0%
Value ($000) $1,770 Shares 2,000,000 Est. Cost $0.98 Unrealized
DEL TACO RESTAURANTS INC 0.0%
Value ($000) $1,133 Shares 236,632 Est. Cost $4.79 Unrealized
TEX TEREX CORP NEW 0.0%
Value ($000) $1,125 Shares 62,716 Est. Cost $21.81 Unrealized 0.0%
OLN OLIN CORP 0.0%
Value ($000) $1,083 Shares 64,452 Est. Cost $15.54 Unrealized 0.0%
AGROFRESH SOLUTIONS 0.0%
Value ($000) $819 Shares 450,000 Est. Cost $1.82 Unrealized
XOOM CORP 0.0%
Value ($000) $817 Shares 32,832 Est. Cost $24.88 Unrealized
OLLI OLLIES BARGAIN OUTLT HLDGS I 0.0%
Value ($000) $814 Shares 50,000 Est. Cost $18.53 Unrealized 0.0%
WL ROSS HLDG CORP 0.0%
Value ($000) $731 Shares 1,000,000 Est. Cost $0.94 Unrealized
LINDBLAD EXPEDITIONS HLDGS I 0.0%
Value ($000) $692 Shares 414,343 Est. Cost $1.67 Unrealized
JASON INDS INC 0.0%
Value ($000) $591 Shares 135,491 Est. Cost $10.34 Unrealized
ROI ACQUISITION CORP II 0.0%
Value ($000) $368 Shares 1,050,000 Est. Cost $0.35 Unrealized
LIBERTY GLOBAL PLC 0.0%
Value ($000) $361 Shares 10,717 Est. Cost $33.68 Unrealized
JASON INDS INC 0.0%
Value ($000) $264 Shares 1,056,616 Est. Cost $1.52 Unrealized
SAEXPLORATION HLDGS INC 0.0%
Value ($000) $261 Shares 98,550 Est. Cost $9.30 Unrealized
JETPAY CORP 0.0%
Value ($000) $214 Shares 79,818 Est. Cost $1.47 Unrealized
LIND LINDBLAD EXPEDITIONS HLDGS I 0.0%
Value ($000) $190 Shares 19,478 Est. Cost $9.87 Unrealized 0.0%
CAMBRIDGE CAP ACQUISITION CO 0.0%
Value ($000) $167 Shares 695,000 Est. Cost $0.31 Unrealized
GARNERO GROUP ACQUISITION CO 0.0%
Value ($000) $115 Shares 575,000 Est. Cost $0.24 Unrealized
AGROFRESH SOLUTIONS 0.0%
Value ($000) $100 Shares 12,587 Est. Cost $7.94 Unrealized
GARNERO GROUP ACQUISITION CO 0.0%
Value ($000) $63 Shares 575,000 Est. Cost $0.12 Unrealized
GENERAL MTRS CO 0.0%
Value ($000) $46 Shares 1,000,000 Est. Cost $2.82 Unrealized
COMMUNITY HEALTH SYS INC NEW 0.0%
Value ($000) $35 Shares 3,903,667 Est. Cost $0.06 Unrealized