DAVIDSON KEMPNER CAPITAL MANAGEMENT LP Quant / Systematic

CIK: 0001595082 · Show all filings

Period: Q1 2016 (← Previous) (Next →)

Filing Date: Nov 14, 2017

Total Value ($000): $4,712,037

Holdings (147)

TIME WARNER CABLE INC 13.2%
Value ($000) $620,061 Shares 3,030,304 Est. Cost $183.46 Unrealized
BAXALTA INC 6.9%
Value ($000) $326,782 Shares 8,088,667 Est. Cost $40.40 Unrealized
E M C CORP MASS 5.4%
Value ($000) $256,793 Shares 9,635,757 Est. Cost $26.25 Unrealized
ALLERGAN PLC 4.7%
Value ($000) $223,296 Shares 833,099 Est. Cost $286.06 Unrealized
ITC HLDGS CORP 4.4%
Value ($000) $208,261 Shares 4,779,918 Est. Cost $43.57 Unrealized
BMC STK HLDGS INC 3.7%
Value ($000) $172,321 Shares 10,913,983 Est. Cost $15.91 Unrealized
HUM HUMANA INC 3.6%
Value ($000) $170,900 Shares 934,136 Est. Cost $163.15 Unrealized -1.9%
JARDEN CORP 2.8%
Value ($000) $129,691 Shares 2,200,017 Est. Cost $58.31 Unrealized
AIRGAS INC 2.7%
Value ($000) $125,129 Shares 883,428 Est. Cost $139.16 Unrealized
ALERE INC 1.8%
Value ($000) $84,990 Shares 1,679,305 Est. Cost $50.61 Unrealized
FRONTIER COMMUNICATIONS CORP 1.8%
Value ($000) $83,050 Shares 800,000 Est. Cost $100.14 Unrealized
SANDISK CORP 1.7%
Value ($000) $81,416 Shares 1,070,139 Est. Cost $76.04 Unrealized
STARWOOD HOTELS&RESORTS WRLD 1.7%
Value ($000) $78,998 Shares 946,877 Est. Cost $80.09 Unrealized
CAMERON INTERNATIONAL CORP 1.7%
Value ($000) $77,859 Shares 1,161,208 Est. Cost $66.15 Unrealized
LINKEDIN CORP 1.6%
Value ($000) $76,897 Shares 85,000,000 Est. Cost $1.01 Unrealized
KLAC KLA-TENCOR CORP 1.5%
Value ($000) $72,135 Shares 990,871 Est. Cost $54.94 Unrealized +3.0%
NVIDIA CORP 1.5%
Value ($000) $71,360 Shares 40,000,000 Est. Cost $1.62 Unrealized
THE ADT CORPORATION 1.4%
Value ($000) $64,419 Shares 1,561,306 Est. Cost $41.26 Unrealized
TWITTER INC 1.3%
Value ($000) $63,164 Shares 75,000,000 Est. Cost $0.84 Unrealized
COLUMBIA PIPELINE GROUP INC 1.0%
Value ($000) $49,369 Shares 1,966,900 Est. Cost $25.10 Unrealized
FAIRCHILD SEMICONDUCTOR INTL 1.0%
Value ($000) $47,987 Shares 2,400,570 Est. Cost $20.09 Unrealized
BURL BURLINGTON STORES INC 1.0%
Value ($000) $44,992 Shares 800,000 Est. Cost $50.20 Unrealized +4.1%
INGRAM MICRO INC 0.9%
Value ($000) $43,981 Shares 1,224,750 Est. Cost $35.91 Unrealized
TAP MOLSON COORS BREWING CO 0.9%
Value ($000) $40,612 Shares 422,250 Est. Cost $67.27 Unrealized +3.8%
DLTR DOLLAR TREE INC 0.8%
Value ($000) $39,584 Shares 480,100 Est. Cost $78.87 Unrealized 0.0%
YOUKU TUDOU INC 0.8%
Value ($000) $38,680 Shares 1,407,053 Est. Cost $27.13 Unrealized
DU PONT E I DE NEMOURS & CO 0.8%
Value ($000) $38,372 Shares 605,995 Est. Cost $63.32 Unrealized
TIME WARNER INC 0.8%
Value ($000) $36,275 Shares 500,000 Est. Cost $78.08 Unrealized
MICROCHIP TECHNOLOGY INC 0.7%
Value ($000) $32,634 Shares 32,000,000 Est. Cost $1.02 Unrealized
WALTER INVT MGMT CORP 0.7%
Value ($000) $31,970 Shares 55,250,000 Est. Cost $0.71 Unrealized
MASONITE INTL CORP NEW 0.7%
Value ($000) $31,054 Shares 474,108 Est. Cost $65.50 Unrealized
ACTIVISION BLIZZARD INC 0.7%
Value ($000) $30,879 Shares 912,500 Est. Cost $33.67 Unrealized
DOUBLE EAGLE ACQUISITION COR 0.6%
Value ($000) $30,000 Shares 3,000,000 Est. Cost $10.06 Unrealized
QIHOO 360 TECHNOLOGY CO LTD 0.6%
Value ($000) $29,517 Shares 30,000,000 Est. Cost $0.84 Unrealized
CAPITOL ACQUISITION CORP III 0.6%
Value ($000) $29,255 Shares 2,970,000 Est. Cost $9.95 Unrealized
WL ROSS HLDG CORP 0.6%
Value ($000) $28,404 Shares 2,831,886 Est. Cost $10.11 Unrealized
WORKDAY INC 0.6%
Value ($000) $28,211 Shares 25,000,000 Est. Cost $1.10 Unrealized
ARMK ARAMARK 0.6%
Value ($000) $28,053 Shares 847,002 Est. Cost $19.52 Unrealized +4.1%
GORES HLDGS INC 0.6%
Value ($000) $27,500 Shares 2,750,000 Est. Cost $10.09 Unrealized
CHINA BIOLOGIC PRODS INC 0.6%
Value ($000) $27,411 Shares 239,840 Est. Cost $83.17 Unrealized
LULU LULULEMON ATHLETICA INC 0.6%
Value ($000) $27,070 Shares 399,800 Est. Cost $58.79 Unrealized +2.1%
RITE AID CORP 0.6%
Value ($000) $26,951 Shares 3,306,819 Est. Cost $7.98 Unrealized
NPO ENPRO INDS INC 0.6%
Value ($000) $26,233 Shares 454,797 Est. Cost $55.19 Unrealized -12.7%
YAHOO INC 0.5%
Value ($000) $25,368 Shares 689,353 Est. Cost $37.59 Unrealized
TREEHOUSE FOODS INC 0.5%
Value ($000) $24,789 Shares 285,749 Est. Cost $79.94 Unrealized
CABLEVISION SYS CORP 0.5%
Value ($000) $22,191 Shares 672,462 Est. Cost $32.47 Unrealized
J2 GLOBAL INC 0.5%
Value ($000) $21,706 Shares 20,000,000 Est. Cost $1.04 Unrealized
PVH PVH CORP 0.4%
Value ($000) $20,318 Shares 205,103 Est. Cost $82.25 Unrealized -5.7%
PACE HLDGS CORP 0.4%
Value ($000) $19,935 Shares 1,995,503 Est. Cost $10.12 Unrealized
MGM MGM RESORTS INTERNATIONAL 0.4%
Value ($000) $19,832 Shares 925,000 Est. Cost $20.33 Unrealized -8.2%
BOULEVARD ACQUISITION 0.4%
Value ($000) $19,740 Shares 2,000,000 Est. Cost $9.98 Unrealized
TMUS T MOBILE US INC 0.4%
Value ($000) $19,150 Shares 500,000 Est. Cost $37.32 Unrealized -2.3%
FIESTA RESTAURANT GROUP INC 0.4%
Value ($000) $18,849 Shares 575,000 Est. Cost $32.78 Unrealized
ANF ABERCROMBIE & FITCH CO 0.4%
Value ($000) $17,875 Shares 566,745 Est. Cost $23.12 Unrealized 0.0%
ACORDA THERAPEUTICS INC 0.4%
Value ($000) $17,802 Shares 20,000,000 Est. Cost $1.07 Unrealized
YANDEX NV 0.4%
Value ($000) $17,679 Shares 20,000,000 Est. Cost $0.83 Unrealized
LIONS GATE ENTMNT CORP 0.4%
Value ($000) $17,480 Shares 800,000 Est. Cost $21.85 Unrealized
QUINPARIO ACQUISITION CORP 2 0.4%
Value ($000) $17,310 Shares 1,745,000 Est. Cost $10.08 Unrealized
TERRAPIN 3 ACQUISITION CORP 0.4%
Value ($000) $17,119 Shares 1,700,000 Est. Cost $10.02 Unrealized
META FACEBOOK INC 0.4%
Value ($000) $17,114 Shares 150,000 Est. Cost $78.58 Unrealized +33.3%
HORIZON PHARMA INVT LTD 0.4%
Value ($000) $17,064 Shares 20,000,000 Est. Cost $0.85 Unrealized
VERINT SYS INC 0.3%
Value ($000) $16,352 Shares 18,500,000 Est. Cost $1.06 Unrealized
BEACON ROOFING SUPPLY INC 0.3%
Value ($000) $16,314 Shares 397,800 Est. Cost $36.15 Unrealized
LIBERTY INTERACTIVE CORP 0.3%
Value ($000) $15,150 Shares 600,000 Est. Cost $25.25 Unrealized
BLUCORA INC 0.3%
Value ($000) $14,897 Shares 20,000,000 Est. Cost $0.94 Unrealized
BUFFALO WILD WINGS INC 0.3%
Value ($000) $14,804 Shares 100,000 Est. Cost $159.65 Unrealized
LVS LAS VEGAS SANDS CORP 0.3%
Value ($000) $14,212 Shares 275,000 Est. Cost $35.31 Unrealized 0.0%
INTEGRATED DEVICE TECHNOLOGY 0.3%
Value ($000) $13,947 Shares 15,000,000 Est. Cost $1.03 Unrealized
BC BRUNSWICK CORP 0.3%
Value ($000) $13,842 Shares 288,500 Est. Cost $37.90 Unrealized -3.8%
GP INVTS ACQUISITION COR 0.3%
Value ($000) $13,748 Shares 1,400,000 Est. Cost $10.10 Unrealized
LULU LULULEMON ATHLETICA INC 0.3%
Value ($000) $13,542 Shares 200,000 Est. Cost $58.79 Unrealized +2.1%
NWL NEWELL RUBBERMAID INC 0.3%
Value ($000) $13,287 Shares 300,000 Est. Cost $26.19 Unrealized 0.0%
CIGNA CORPORATION 0.3%
Value ($000) $13,204 Shares 96,212 Est. Cost $137.24 Unrealized
ATLAS AIR WORLDWIDE HLDGS IN 0.3%
Value ($000) $12,750 Shares 15,000,000 Est. Cost $0.98 Unrealized
EXPE EXPEDIA INC DEL 0.3%
Value ($000) $12,126 Shares 112,500 Est. Cost $120.15 Unrealized -15.6%
AAP ADVANCE AUTO PARTS INC 0.3%
Value ($000) $12,026 Shares 75,000 Est. Cost $131.68 Unrealized 0.0%
GLOBAL PARTNER ACQUISITION C 0.2%
Value ($000) $11,760 Shares 1,200,000 Est. Cost $9.98 Unrealized
DE DEERE & CO 0.2%
Value ($000) $11,549 Shares 150,000 Est. Cost Unrealized
ELECTRUM SPL ACQUISITION COR 0.2%
Value ($000) $10,802 Shares 1,100,000 Est. Cost $10.01 Unrealized
CALY CALLAWAY GOLF CO 0.2%
Value ($000) $10,716 Shares 1,175,000 Est. Cost $8.64 Unrealized +0.2%
INTERDIGITAL INC 0.2%
Value ($000) $10,227 Shares 10,000,000 Est. Cost $1.02 Unrealized
UAL UNITED CONTL HLDGS INC 0.2%
Value ($000) $10,192 Shares 170,257 Est. Cost $44.98 Unrealized +18.0%
RYAM RAYONIER ADVANCED MATLS INC 0.2%
Value ($000) $9,768 Shares 1,028,196 Est. Cost $9.72 Unrealized -18.9%
HENNESSY CAP ACQUISITION COR 0.2%
Value ($000) $9,720 Shares 1,000,000 Est. Cost $9.85 Unrealized
VALSPAR CORP 0.2%
Value ($000) $9,632 Shares 90,000 Est. Cost $107.02 Unrealized
DHX MEDIA LTD 0.2%
Value ($000) $9,477 Shares 1,707,900 Est. Cost $6.84 Unrealized
STZ CONSTELLATION BRANDS INC 0.2%
Value ($000) $9,443 Shares 62,500 Est. Cost $124.77 Unrealized 0.0%
IAC INTERACTIVECORP 0.2%
Value ($000) $9,404 Shares 200,000 Est. Cost $47.02 Unrealized
HARMONY MERGER CORP 0.2%
Value ($000) $9,361 Shares 925,000 Est. Cost $10.00 Unrealized
VIDEOCON D2H LTD 0.2%
Value ($000) $9,349 Shares 1,273,738 Est. Cost $8.65 Unrealized
FINTECH ACQUISITION CORP 0.2%
Value ($000) $8,918 Shares 889,998 Est. Cost $10.02 Unrealized
ASCENT CAP GROUP INC 0.2%
Value ($000) $8,852 Shares 14,875,000 Est. Cost $0.74 Unrealized
EASTERLY ACQUISITION CORP 0.2%
Value ($000) $8,730 Shares 880,000 Est. Cost $10.00 Unrealized
ENVESTNET INC 0.2%
Value ($000) $8,706 Shares 10,000,000 Est. Cost $0.99 Unrealized
WHITEWAVE FOODS CO 0.2%
Value ($000) $8,128 Shares 200,000 Est. Cost $38.91 Unrealized
VFC V F CORP 0.2%
Value ($000) $8,095 Shares 125,000 Est. Cost Unrealized
AAP ADVANCE AUTO PARTS INC 0.2%
Value ($000) $8,017 Shares 50,000 Est. Cost $131.68 Unrealized 0.0%
LEVEL 3 COMMUNICATIONS INC 0.2%
Value ($000) $7,928 Shares 150,000 Est. Cost $52.85 Unrealized
GAP GAP INC DEL 0.2%
Value ($000) $7,350 Shares 250,000 Est. Cost Unrealized
AROWANA INC 0.2%
Value ($000) $7,105 Shares 700,000 Est. Cost $10.10 Unrealized
ANADARKO PETE CORP 0.1%
Value ($000) $6,986 Shares 150,000 Est. Cost $48.58 Unrealized
MATTRESS FIRM HLDG CORP 0.1%
Value ($000) $6,935 Shares 163,607 Est. Cost $42.39 Unrealized
WINTHROP RLTY TR 0.1%
Value ($000) $6,365 Shares 484,784 Est. Cost $13.13 Unrealized
DT ASIA INVTS LTD 0.1%
Value ($000) $5,989 Shares 590,000 Est. Cost $10.15 Unrealized
GARNERO GROUP ACQUISITION CO 0.1%
Value ($000) $5,704 Shares 575,000 Est. Cost $9.55 Unrealized
ASCENA RETAIL GROUP INC 0.1%
Value ($000) $5,658 Shares 512,000 Est. Cost $11.05 Unrealized
WING WINGSTOP INC 0.1%
Value ($000) $5,124 Shares 225,905 Est. Cost $23.42 Unrealized 0.0%
KATE SPADE & CO 0.1%
Value ($000) $5,104 Shares 200,000 Est. Cost $25.52 Unrealized
EBAY EBAY INC 0.1%
Value ($000) $4,770 Shares 200,000 Est. Cost $21.65 Unrealized 0.0%
XYZ SQUARE INC 0.1%
Value ($000) $4,584 Shares 300,000 Est. Cost Unrealized
PACIFIC SPL ACQUISITION CORP 0.1%
Value ($000) $4,271 Shares 420,000 Est. Cost $9.97 Unrealized
CENTURYLINK INC 0.1%
Value ($000) $4,130 Shares 129,210 Est. Cost $32.84 Unrealized
BARINGTON HILCO ACQUISITION 0.1%
Value ($000) $4,020 Shares 398,000 Est. Cost $9.98 Unrealized
ANDINA ACQUISITION CORP II 0.1%
Value ($000) $4,010 Shares 399,000 Est. Cost $9.90 Unrealized
BAKER HUGHES INC 0.1%
Value ($000) $3,993 Shares 91,100 Est. Cost $43.83 Unrealized
HYDRA INDS ACQUISITION CORP 0.1%
Value ($000) $3,959 Shares 392,000 Est. Cost $9.97 Unrealized
SLGN SILGAN HOLDINGS INC 0.1%
Value ($000) $3,744 Shares 70,409 Est. Cost $25.96 Unrealized 0.0%
JOHNSON CTLS INC 0.1%
Value ($000) $3,702 Shares 95,000 Est. Cost $38.97 Unrealized
1347 CAP CORP 0.1%
Value ($000) $3,700 Shares 370,000 Est. Cost $10.03 Unrealized
C B PHARMA ACQUISITION CORP 0.1%
Value ($000) $3,535 Shares 350,000 Est. Cost $10.10 Unrealized
ELBIT IMAGING LTD 0.1%
Value ($000) $3,332 Shares 3,943,584 Est. Cost $2.95 Unrealized
AMPLIFY SNACK BRANDS 0.1%
Value ($000) $3,222 Shares 225,000 Est. Cost $14.32 Unrealized
OFFICE DEPOT INC 0.1%
Value ($000) $3,084 Shares 434,414 Est. Cost $6.42 Unrealized
VMWARE INC 0.1%
Value ($000) $2,616 Shares 50,000 Est. Cost Unrealized
AR CAP ACQUISITION CORP 0.1%
Value ($000) $2,473 Shares 250,000 Est. Cost $9.80 Unrealized
SCI SERVICE CORP INTL 0.1%
Value ($000) $2,468 Shares 100,000 Est. Cost $23.69 Unrealized 0.0%
STKL SUNOPTA INC 0.0%
Value ($000) $2,230 Shares 500,000 Est. Cost $6.19 Unrealized -11.8%
COACH INC 0.0%
Value ($000) $2,005 Shares 50,000 Est. Cost $32.73 Unrealized
STAPLES INC 0.0%
Value ($000) $1,585 Shares 143,716 Est. Cost $11.03 Unrealized
WL ROSS HLDG CORP 0.0%
Value ($000) $1,559 Shares 3,230,221 Est. Cost $0.62 Unrealized
GLPI GAMING & LEISURE PPTYS INC 0.0%
Value ($000) $1,082 Shares 35,000 Est. Cost $30.91 Unrealized
FINTECH ACQUISITION CORP 0.0%
Value ($000) $644 Shares 990,000 Est. Cost $0.65 Unrealized
AFFYMETRIX INC 0.0%
Value ($000) $498 Shares 35,580 Est. Cost $14.00 Unrealized
AGROFRESH SOLUTIONS 0.0%
Value ($000) $359 Shares 448,156 Est. Cost $1.82 Unrealized
LINDBLAD EXPEDITIONS HLDGS I 0.0%
Value ($000) $277 Shares 115,621 Est. Cost $1.67 Unrealized
JASON INDS INC 0.0%
Value ($000) $269 Shares 76,910 Est. Cost $10.34 Unrealized
JETPAY CORP 0.0%
Value ($000) $196 Shares 79,818 Est. Cost $1.47 Unrealized
DEL TACO RESTAURANTS INC 0.0%
Value ($000) $136 Shares 55,547 Est. Cost $4.79 Unrealized
JASON INDS INC 0.0%
Value ($000) $116 Shares 1,056,616 Est. Cost $1.52 Unrealized
GARNERO GROUP ACQUISITION CO 0.0%
Value ($000) $81 Shares 575,000 Est. Cost $0.24 Unrealized
DT ASIA INVTS LTD 0.0%
Value ($000) $64 Shares 590,000 Est. Cost $0.11 Unrealized
GARNERO GROUP ACQUISITION CO 0.0%
Value ($000) $49 Shares 575,000 Est. Cost $0.12 Unrealized
SAEXPLORATION HLDGS INC 0.0%
Value ($000) $39 Shares 55,907 Est. Cost $9.30 Unrealized
C B PHARMA ACQUISITION CORP 0.0%
Value ($000) $30 Shares 350,000 Est. Cost $0.09 Unrealized
DT ASIA INVTS LTD 0.0%
Value ($000) $27 Shares 590,000 Est. Cost $0.05 Unrealized
C B PHARMA ACQUISITION CORP 0.0%
Value ($000) $23 Shares 350,000 Est. Cost $0.07 Unrealized
COMMUNITY HEALTH SYS INC NEW 0.0%
Value ($000) $23 Shares 3,903,667 Est. Cost $0.06 Unrealized