DAVIDSON KEMPNER CAPITAL MANAGEMENT LP Quant / Systematic

CIK: 0001595082 · Show all filings

Period: Q4 2015 (← Previous) (Next →)

Filing Date: Aug 14, 2017

Total Value ($000): $5,597,327

Holdings (150)

PRECISION CASTPARTS CORP 15.4%
Value ($000) $862,654 Shares 3,718,177 Est. Cost $230.00 Unrealized
BROADCOM CORP 13.1%
Value ($000) $734,945 Shares 12,708,709 Est. Cost $54.94 Unrealized
TIME WARNER CABLE INC 5.0%
Value ($000) $279,025 Shares 1,503,449 Est. Cost $161.96 Unrealized
BMC STK HLDGS INC 3.1%
Value ($000) $173,669 Shares 10,913,983 Est. Cost $15.91 Unrealized
CHUBB CORP 3.0%
Value ($000) $168,149 Shares 1,267,712 Est. Cost $122.65 Unrealized
KEURIG GREEN MTN INC 2.3%
Value ($000) $128,836 Shares 1,431,834 Est. Cost $89.98 Unrealized
ALLERGAN PLC 1.9%
Value ($000) $105,535 Shares 337,711 Est. Cost $312.50 Unrealized
E M C CORP MASS 1.8%
Value ($000) $101,304 Shares 3,944,861 Est. Cost $25.68 Unrealized
HUM HUMANA INC 1.8%
Value ($000) $99,232 Shares 555,888 Est. Cost $165.24 Unrealized -2.1%
SOLERA HOLDINGS INC 1.7%
Value ($000) $97,896 Shares 1,785,449 Est. Cost $54.06 Unrealized
AIRGAS INC 1.6%
Value ($000) $91,411 Shares 660,863 Est. Cost $138.32 Unrealized
YOUKU TUDOU INC 1.6%
Value ($000) $91,121 Shares 3,358,692 Est. Cost $27.13 Unrealized
ACTIVISION BLIZZARD INC 1.4%
Value ($000) $77,380 Shares 2,000,000 Est. Cost $33.67 Unrealized
BC BRUNSWICK CORP 1.2%
Value ($000) $69,451 Shares 1,375,000 Est. Cost $37.90 Unrealized +14.4%
FRONTIER COMMUNICATIONS CORP 1.2%
Value ($000) $68,309 Shares 750,000 Est. Cost $99.90 Unrealized
LINKEDIN CORP 1.1%
Value ($000) $64,066 Shares 61,000,000 Est. Cost $1.05 Unrealized
LBTYAUSD LIBERTY GLOBAL PLC 1.1%
Value ($000) $62,481 Shares 1,475,000 Est. Cost $49.41 Unrealized
ARMK ARAMARK 1.1%
Value ($000) $62,081 Shares 1,925,000 Est. Cost $19.52 Unrealized +3.4%
LULU LULULEMON ATHLETICA INC 1.0%
Value ($000) $57,717 Shares 1,100,000 Est. Cost $58.79 Unrealized -14.3%
META FACEBOOK INC 1.0%
Value ($000) $57,558 Shares 550,000 Est. Cost $78.58 Unrealized +29.8%
CABLEVISION SYS CORP 1.0%
Value ($000) $54,991 Shares 1,723,864 Est. Cost $32.47 Unrealized
ATMEL CORP 1.0%
Value ($000) $54,334 Shares 6,310,561 Est. Cost $8.61 Unrealized
PEPCO HOLDINGS INC 1.0%
Value ($000) $53,733 Shares 2,065,852 Est. Cost $25.86 Unrealized
SYF SYNCHRONY FINL 1.0%
Value ($000) $53,634 Shares 1,763,703 Est. Cost $25.00 Unrealized 0.0%
HEALTH NET INC 0.9%
Value ($000) $52,505 Shares 766,951 Est. Cost $68.46 Unrealized
TWITTER INC 0.8%
Value ($000) $46,650 Shares 56,000,000 Est. Cost $0.83 Unrealized
PANERA BREAD CO 0.8%
Value ($000) $43,826 Shares 225,000 Est. Cost $194.02 Unrealized
JARDEN CORP 0.8%
Value ($000) $43,764 Shares 766,184 Est. Cost $57.12 Unrealized
TMUS T MOBILE US INC 0.7%
Value ($000) $41,633 Shares 1,064,500 Est. Cost $37.32 Unrealized 0.0%
NCLH NORWEGIAN CRUISE LINE HLDGS 0.7%
Value ($000) $41,006 Shares 700,000 Est. Cost $56.76 Unrealized +3.7%
VCA INC 0.7%
Value ($000) $37,111 Shares 675,000 Est. Cost $47.90 Unrealized
PMC-SIERRA INC 0.6%
Value ($000) $35,865 Shares 3,086,452 Est. Cost $11.62 Unrealized
KLAC KLA-TENCOR CORP 0.6%
Value ($000) $35,215 Shares 507,790 Est. Cost $53.38 Unrealized 0.0%
SGI TEMPUR SEALY INTL INC 0.6%
Value ($000) $33,469 Shares 475,000 Est. Cost $16.68 Unrealized +14.0%
SOLARWINDS INC 0.6%
Value ($000) $31,905 Shares 541,689 Est. Cost $58.90 Unrealized
TREEHOUSE FOODS INC 0.6%
Value ($000) $31,299 Shares 398,923 Est. Cost $79.94 Unrealized
KING DIGITAL ENTMT PLC 0.6%
Value ($000) $31,290 Shares 1,750,000 Est. Cost $17.88 Unrealized
CHINA BIOLOGIC PRODS INC 0.5%
Value ($000) $30,570 Shares 214,840 Est. Cost $79.55 Unrealized
TYSON FOODS INC 0.5%
Value ($000) $30,320 Shares 500,000 Est. Cost $50.32 Unrealized
DOUBLE EAGLE ACQUISITION COR 0.5%
Value ($000) $30,000 Shares 3,000,000 Est. Cost $10.06 Unrealized
CAPITOL ACQUISITION CORP III 0.5%
Value ($000) $29,552 Shares 2,970,000 Est. Cost $9.95 Unrealized
SANDISK CORP 0.5%
Value ($000) $29,391 Shares 386,823 Est. Cost $75.98 Unrealized
WALTER INVT MGMT CORP 0.5%
Value ($000) $29,385 Shares 45,250,000 Est. Cost $0.74 Unrealized
MDLZ MONDELEZ INTL INC 0.5%
Value ($000) $29,146 Shares 650,000 Est. Cost $28.53 Unrealized +24.3%
QIHOO 360 TECHNOLOGY CO LTD 0.5%
Value ($000) $28,860 Shares 30,000,000 Est. Cost $0.84 Unrealized
META FACEBOOK INC 0.5%
Value ($000) $28,782 Shares 275,000 Est. Cost $78.58 Unrealized +29.8%
ACORDA THERAPEUTICS INC 0.5%
Value ($000) $28,767 Shares 25,000,000 Est. Cost $1.07 Unrealized
AAP ADVANCE AUTO PARTS INC 0.5%
Value ($000) $28,221 Shares 187,500 Est. Cost $108.25 Unrealized +40.5%
GORES HLDGS INC 0.5%
Value ($000) $27,500 Shares 2,750,000 Est. Cost $10.09 Unrealized
BEACON ROOFING SUPPLY INC 0.5%
Value ($000) $26,748 Shares 650,000 Est. Cost $36.15 Unrealized
WL ROSS HLDG CORP 0.5%
Value ($000) $26,526 Shares 2,605,721 Est. Cost $10.25 Unrealized
J2 GLOBAL INC 0.5%
Value ($000) $26,286 Shares 20,000,000 Est. Cost $1.04 Unrealized
MGM MGM RESORTS INTERNATIONAL 0.5%
Value ($000) $26,128 Shares 1,150,000 Est. Cost $20.33 Unrealized +2.5%
NPO ENPRO INDS INC 0.5%
Value ($000) $25,919 Shares 591,209 Est. Cost $55.19 Unrealized -14.8%
CLECO CORP NEW 0.4%
Value ($000) $23,604 Shares 452,089 Est. Cost $52.21 Unrealized
WORKDAY INC 0.4%
Value ($000) $22,831 Shares 20,000,000 Est. Cost $1.10 Unrealized
MCD MCDONALDS CORP 0.4%
Value ($000) $21,478 Shares 181,802 Est. Cost $73.71 Unrealized +18.3%
WEN WENDYS CO 0.4%
Value ($000) $21,271 Shares 1,975,000 Est. Cost $9.85 Unrealized 0.0%
YANDEX NV 0.4%
Value ($000) $20,354 Shares 23,500,000 Est. Cost $0.83 Unrealized
PACE HLDGS CORP 0.4%
Value ($000) $20,095 Shares 1,995,503 Est. Cost $10.12 Unrealized
LOW LOWES COS INC 0.4%
Value ($000) $19,961 Shares 262,500 Est. Cost $61.72 Unrealized 0.0%
RYAM RAYONIER ADVANCED MATLS INC 0.3%
Value ($000) $19,580 Shares 2,000,000 Est. Cost $9.72 Unrealized -4.1%
BOULEVARD ACQUISITION 0.3%
Value ($000) $19,500 Shares 2,000,000 Est. Cost $9.98 Unrealized
CALY CALLAWAY GOLF CO 0.3%
Value ($000) $19,311 Shares 2,050,000 Est. Cost $8.64 Unrealized +9.8%
STARWOOD HOTELS&RESORTS WRLD 0.3%
Value ($000) $19,229 Shares 277,560 Est. Cost $72.04 Unrealized
WHITEWAVE FOODS CO 0.3%
Value ($000) $18,969 Shares 487,500 Est. Cost $38.91 Unrealized
TAP MOLSON COORS BREWING CO 0.3%
Value ($000) $18,915 Shares 201,400 Est. Cost $64.45 Unrealized +9.0%
WMB WILLIAMS COS INC DEL 0.3%
Value ($000) $18,743 Shares 729,286 Est. Cost $26.70 Unrealized -26.7%
VERINT SYS INC 0.3%
Value ($000) $18,734 Shares 20,000,000 Est. Cost $1.06 Unrealized
COACH INC 0.3%
Value ($000) $18,002 Shares 550,000 Est. Cost $32.73 Unrealized
INTEGRATED DEVICE TECHNOLOGY 0.3%
Value ($000) $17,985 Shares 17,500,000 Est. Cost $1.03 Unrealized
BUFFALO WILD WINGS INC 0.3%
Value ($000) $17,961 Shares 112,500 Est. Cost $159.65 Unrealized
IMAX IMAX CORP 0.3%
Value ($000) $17,802 Shares 500,900 Est. Cost $37.19 Unrealized +0.8%
TIME WARNER INC 0.3%
Value ($000) $17,784 Shares 275,000 Est. Cost $82.61 Unrealized
GNC HLDGS INC 0.3%
Value ($000) $17,278 Shares 557,000 Est. Cost $43.09 Unrealized
TERRAPIN 3 ACQUISITION CORP 0.3%
Value ($000) $17,119 Shares 1,700,000 Est. Cost $10.02 Unrealized
QUINPARIO ACQUISITION CORP 2 0.3%
Value ($000) $17,084 Shares 1,745,000 Est. Cost $10.08 Unrealized
NVIDIA CORP 0.3%
Value ($000) $16,601 Shares 10,000,000 Est. Cost $1.15 Unrealized
BLUCORA INC 0.3%
Value ($000) $16,601 Shares 20,000,000 Est. Cost $0.94 Unrealized
DG DOLLAR GEN CORP NEW 0.3%
Value ($000) $16,171 Shares 225,000 Est. Cost $59.54 Unrealized 0.0%
YAHOO INC 0.3%
Value ($000) $14,989 Shares 450,798 Est. Cost $38.01 Unrealized
RITE AID CORP 0.3%
Value ($000) $14,535 Shares 1,853,900 Est. Cost $7.84 Unrealized
OFFICE DEPOT INC 0.3%
Value ($000) $14,024 Shares 2,490,888 Est. Cost $6.42 Unrealized
EXPE EXPEDIA INC DEL 0.2%
Value ($000) $13,920 Shares 112,000 Est. Cost $120.15 Unrealized 0.0%
GP INVTS ACQUISITION COR 0.2%
Value ($000) $13,622 Shares 1,400,000 Est. Cost $10.10 Unrealized
KHC KRAFT HEINZ CO 0.2%
Value ($000) $13,227 Shares 181,846 Est. Cost $47.45 Unrealized -0.9%
STARZ 0.2%
Value ($000) $12,563 Shares 375,000 Est. Cost $36.80 Unrealized
ATLAS AIR WORLDWIDE HLDGS IN 0.2%
Value ($000) $12,417 Shares 15,000,000 Est. Cost $0.98 Unrealized
GLOBAL PARTNER ACQUISITION C 0.2%
Value ($000) $11,880 Shares 1,200,000 Est. Cost $9.98 Unrealized
BURL BURLINGTON STORES INC 0.2%
Value ($000) $11,829 Shares 275,728 Est. Cost $46.32 Unrealized 0.0%
PENNEY J C INC 0.2%
Value ($000) $11,655 Shares 1,750,000 Est. Cost $6.66 Unrealized
CAMERON INTERNATIONAL CORP 0.2%
Value ($000) $11,508 Shares 182,082 Est. Cost $61.32 Unrealized
ELECTRUM SPL ACQUISITION COR 0.2%
Value ($000) $10,648 Shares 1,100,000 Est. Cost $10.01 Unrealized
MOBILEYE N V AMSTELVEEN 0.2%
Value ($000) $10,570 Shares 250,000 Est. Cost $42.28 Unrealized
AMZN AMAZON COM INC 0.2%
Value ($000) $10,138 Shares 15,000 Est. Cost $31.52 Unrealized 0.0%
FINTECH ACQUISITION CORP 0.2%
Value ($000) $9,920 Shares 990,000 Est. Cost $9.90 Unrealized
VIDEOCON D2H LTD 0.2%
Value ($000) $9,911 Shares 1,123,738 Est. Cost $8.82 Unrealized
UAL UNITED CONTL HLDGS INC 0.2%
Value ($000) $9,756 Shares 170,257 Est. Cost $44.98 Unrealized +28.4%
HENNESSY CAP ACQUISITION COR 0.2%
Value ($000) $9,750 Shares 1,000,000 Est. Cost $9.85 Unrealized
DHX MEDIA LTD 0.2%
Value ($000) $9,622 Shares 1,557,900 Est. Cost $6.96 Unrealized
ASCENT CAP GROUP INC 0.2%
Value ($000) $9,455 Shares 14,875,000 Est. Cost $0.74 Unrealized
ROST ROSS STORES INC 0.2%
Value ($000) $9,417 Shares 175,000 Est. Cost $46.25 Unrealized 0.0%
HARMONY MERGER CORP 0.2%
Value ($000) $9,111 Shares 925,000 Est. Cost $10.00 Unrealized
ENVESTNET INC 0.2%
Value ($000) $8,830 Shares 10,000,000 Est. Cost $0.99 Unrealized
EASTERLY ACQUISITION CORP 0.2%
Value ($000) $8,800 Shares 880,000 Est. Cost $10.00 Unrealized
AMZN AMAZON COM INC 0.2%
Value ($000) $8,449 Shares 12,500 Est. Cost $31.52 Unrealized 0.0%
PARTNERRE LTD 0.1%
Value ($000) $8,359 Shares 59,819 Est. Cost $135.79 Unrealized
STARZ 0.1%
Value ($000) $7,538 Shares 225,000 Est. Cost $36.80 Unrealized
PVH PVH CORP 0.1%
Value ($000) $7,365 Shares 100,000 Est. Cost $87.14 Unrealized 0.0%
ANADARKO PETE CORP 0.1%
Value ($000) $7,287 Shares 150,000 Est. Cost $48.58 Unrealized
AROWANA INC 0.1%
Value ($000) $6,965 Shares 700,000 Est. Cost $10.10 Unrealized
COMMUNICATIONS SALES&LEAS IN 0.1%
Value ($000) $6,915 Shares 370,000 Est. Cost $18.69 Unrealized
PENNEY J C INC 0.1%
Value ($000) $6,660 Shares 1,000,000 Est. Cost $6.66 Unrealized
FAIRCHILD SEMICONDUCTOR INTL 0.1%
Value ($000) $6,594 Shares 318,399 Est. Cost $20.71 Unrealized
PANDORA MEDIA INC 0.1%
Value ($000) $6,537 Shares 487,500 Est. Cost $13.41 Unrealized
MCHP MICROCHIP TECHNOLOGY INC 0.1%
Value ($000) $6,535 Shares 140,350 Est. Cost $19.24 Unrealized 0.0%
GAP GAP INC DEL 0.1%
Value ($000) $6,175 Shares 250,000 Est. Cost Unrealized
DT ASIA INVTS LTD 0.1%
Value ($000) $5,953 Shares 590,000 Est. Cost $10.00 Unrealized
WL ROSS HLDG CORP 0.1%
Value ($000) $5,745 Shares 576,815 Est. Cost $10.40 Unrealized
GARNERO GROUP ACQUISITION CO 0.1%
Value ($000) $5,635 Shares 575,000 Est. Cost $9.55 Unrealized
DYAX CORP 0.1%
Value ($000) $5,418 Shares 144,013 Est. Cost $37.62 Unrealized
STKL SUNOPTA INC 0.1%
Value ($000) $4,390 Shares 641,776 Est. Cost $6.19 Unrealized 0.0%
PACIFIC SPL ACQUISITION CORP 0.1%
Value ($000) $4,187 Shares 420,000 Est. Cost $9.97 Unrealized
BARINGTON HILCO ACQUISITION 0.1%
Value ($000) $4,008 Shares 398,000 Est. Cost $9.98 Unrealized
ANDINA ACQUISITION CORP II 0.1%
Value ($000) $3,950 Shares 399,000 Est. Cost $9.90 Unrealized
HYDRA INDS ACQUISITION CORP 0.1%
Value ($000) $3,940 Shares 392,000 Est. Cost $9.97 Unrealized
CAL CALERES INC 0.1%
Value ($000) $3,822 Shares 142,500 Est. Cost $27.90 Unrealized -9.4%
1347 CAP CORP 0.1%
Value ($000) $3,737 Shares 370,000 Est. Cost $10.03 Unrealized
DEL FRISCOS RESTAURANT GROUP 0.1%
Value ($000) $3,586 Shares 224,000 Est. Cost $15.54 Unrealized
C B PHARMA ACQUISITION CORP 0.1%
Value ($000) $3,577 Shares 350,000 Est. Cost $10.03 Unrealized
CENTURYLINK INC 0.1%
Value ($000) $3,251 Shares 129,210 Est. Cost $32.84 Unrealized
WESTMORELAND COAL CO 0.1%
Value ($000) $2,833 Shares 481,877 Est. Cost $5.88 Unrealized
VMWARE INC 0.1%
Value ($000) $2,829 Shares 50,000 Est. Cost Unrealized
ELBIT IMAGING LTD 0.0%
Value ($000) $2,549 Shares 3,943,584 Est. Cost $2.95 Unrealized
AR CAP ACQUISITION CORP 0.0%
Value ($000) $2,433 Shares 250,000 Est. Cost $9.80 Unrealized
RITCHIE BROS AUCTIONEERS 0.0%
Value ($000) $1,808 Shares 75,000 Est. Cost Unrealized
DLTH DULUTH HLDGS INC 0.0%
Value ($000) $1,459 Shares 100,000 Est. Cost $15.09 Unrealized 0.0%
TILE INTERFACE INC 0.0%
Value ($000) $1,053 Shares 55,000 Est. Cost $20.64 Unrealized 0.0%
LINDBLAD EXPEDITIONS HLDGS I 0.0%
Value ($000) $686 Shares 232,549 Est. Cost $1.67 Unrealized
DEL TACO RESTAURANTS INC 0.0%
Value ($000) $632 Shares 218,099 Est. Cost $4.79 Unrealized
JASON INDS INC 0.0%
Value ($000) $501 Shares 135,491 Est. Cost $10.34 Unrealized
AGROFRESH SOLUTIONS 0.0%
Value ($000) $383 Shares 450,000 Est. Cost $1.82 Unrealized
WL ROSS HLDG CORP 0.0%
Value ($000) $330 Shares 1,000,000 Est. Cost $0.94 Unrealized
ABILITY INC 0.0%
Value ($000) $329 Shares 271,736 Est. Cost $1.21 Unrealized
JETPAY CORP 0.0%
Value ($000) $217 Shares 79,818 Est. Cost $1.47 Unrealized
SAEXPLORATION HLDGS INC 0.0%
Value ($000) $197 Shares 98,550 Est. Cost $9.30 Unrealized
GARNERO GROUP ACQUISITION CO 0.0%
Value ($000) $132 Shares 575,000 Est. Cost $0.24 Unrealized
GARNERO GROUP ACQUISITION CO 0.0%
Value ($000) $69 Shares 575,000 Est. Cost $0.12 Unrealized
JASON INDS INC 0.0%
Value ($000) $63 Shares 1,056,616 Est. Cost $1.52 Unrealized
COMMUNITY HEALTH SYS INC NEW 0.0%
Value ($000) $35 Shares 3,903,667 Est. Cost $0.06 Unrealized