DAVIDSON KEMPNER CAPITAL MANAGEMENT LP Quant / Systematic

CIK: 0001595082 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Aug 14, 2018

Total Value ($000): $4,262,207

Holdings (168)

E M C CORP MASS 15.3%
Value ($000) $650,527 Shares 23,942,841 Est. Cost $26.80 Unrealized
ITC HLDGS CORP 7.3%
Value ($000) $311,305 Shares 6,648,971 Est. Cost $44.48 Unrealized
STARWOOD HOTELS&RESORTS WRLD 6.2%
Value ($000) $264,738 Shares 3,579,966 Est. Cost $75.57 Unrealized
LINKEDIN CORP 3.8%
Value ($000) $162,557 Shares 858,953 Est. Cost $189.25 Unrealized
BMC STK HLDGS INC 3.7%
Value ($000) $157,676 Shares 9,313,983 Est. Cost $15.91 Unrealized
KLAC KLA-TENCOR CORP 3.4%
Value ($000) $145,742 Shares 1,990,201 Est. Cost $57.86 Unrealized +5.0%
ST JUDE MED INC 3.4%
Value ($000) $143,805 Shares 1,843,660 Est. Cost $78.00 Unrealized
MEDIVATION INC 2.6%
Value ($000) $108,925 Shares 1,806,393 Est. Cost $60.30 Unrealized
NVIDIA CORP 2.2%
Value ($000) $93,272 Shares 40,000,000 Est. Cost $1.62 Unrealized
COLUMBIA PIPELINE GROUP INC 2.1%
Value ($000) $91,208 Shares 3,578,197 Est. Cost $25.28 Unrealized
AAP ADVANCE AUTO PARTS INC 1.6%
Value ($000) $66,850 Shares 413,600 Est. Cost $134.80 Unrealized +0.3%
FRONTIER COMMUNICATIONS CORP 1.6%
Value ($000) $66,161 Shares 700,000 Est. Cost $100.14 Unrealized
TWITTER INC 1.4%
Value ($000) $59,514 Shares 67,000,000 Est. Cost $0.84 Unrealized
DLTR DOLLAR TREE INC 1.4%
Value ($000) $57,722 Shares 612,500 Est. Cost $80.10 Unrealized +5.6%
BURL BURLINGTON STORES INC 1.2%
Value ($000) $51,700 Shares 775,000 Est. Cost $50.20 Unrealized +17.0%
ACTIVISION BLIZZARD INC 1.2%
Value ($000) $49,538 Shares 1,250,000 Est. Cost $35.28 Unrealized
ARMK ARAMARK 1.2%
Value ($000) $49,295 Shares 1,475,000 Est. Cost $20.32 Unrealized +5.3%
NWL NEWELL BRANDS INC 1.1%
Value ($000) $48,570 Shares 1,000,000 Est. Cost $29.80 Unrealized +5.2%
RITE AID CORP 1.1%
Value ($000) $45,408 Shares 6,062,483 Est. Cost $7.76 Unrealized
PVH PVH CORP 0.9%
Value ($000) $37,692 Shares 400,000 Est. Cost $87.33 Unrealized +6.1%
MASONITE INTL CORP NEW 0.9%
Value ($000) $37,204 Shares 562,500 Est. Cost $65.60 Unrealized
YAHOO INC 0.9%
Value ($000) $37,158 Shares 989,300 Est. Cost $37.58 Unrealized
MDT MEDTRONIC PLC 0.9%
Value ($000) $36,877 Shares 425,000 Est. Cost $63.51 Unrealized 0.0%
MARKETO INC 0.9%
Value ($000) $36,511 Shares 1,049,174 Est. Cost $34.80 Unrealized
TAP MOLSON COORS BREWING CO 0.9%
Value ($000) $36,491 Shares 360,837 Est. Cost $67.27 Unrealized +14.9%
TREEHOUSE FOODS INC 0.8%
Value ($000) $34,388 Shares 335,000 Est. Cost $83.28 Unrealized
FEI CO 0.7%
Value ($000) $31,496 Shares 294,745 Est. Cost $106.86 Unrealized
DOUBLE EAGLE ACQUISITION COR 0.7%
Value ($000) $29,790 Shares 3,000,000 Est. Cost $10.06 Unrealized
QIHOO 360 TECHNOLOGY CO LTD 0.7%
Value ($000) $29,141 Shares 30,000,000 Est. Cost $0.84 Unrealized
CAPITOL ACQUISITION CORP III 0.7%
Value ($000) $29,106 Shares 2,970,000 Est. Cost $9.95 Unrealized
SBUX STARBUCKS CORP 0.7%
Value ($000) $28,560 Shares 500,000 Est. Cost $46.45 Unrealized 0.0%
MONSANTO CO NEW 0.7%
Value ($000) $28,306 Shares 273,724 Est. Cost $103.41 Unrealized
AZO AUTOZONE INC 0.7%
Value ($000) $27,784 Shares 35,000 Est. Cost $770.40 Unrealized 0.0%
HUM HUMANA INC 0.6%
Value ($000) $27,534 Shares 153,068 Est. Cost $163.15 Unrealized +0.6%
GORES HLDGS INC 0.6%
Value ($000) $27,280 Shares 2,750,000 Est. Cost $10.09 Unrealized
CHINA BIOLOGIC PRODS INC 0.6%
Value ($000) $27,013 Shares 254,140 Est. Cost $84.47 Unrealized
BEACON ROOFING SUPPLY INC 0.6%
Value ($000) $26,869 Shares 590,920 Est. Cost $39.19 Unrealized
IYR ISHARES TR 0.6%
Value ($000) $25,747 Shares 312,500 Est. Cost $82.39 Unrealized
IAC INTERACTIVECORP 0.6%
Value ($000) $25,340 Shares 450,000 Est. Cost $52.18 Unrealized
STARZ 0.6%
Value ($000) $24,227 Shares 810,000 Est. Cost $29.91 Unrealized
XLI SELECT SECTOR SPDR TR 0.5%
Value ($000) $22,404 Shares 400,000 Est. Cost Unrealized
DE DEERE & CO 0.5%
Value ($000) $22,286 Shares 275,000 Est. Cost Unrealized
LEVEL 3 COMMUNICATIONS INC 0.5%
Value ($000) $21,883 Shares 425,000 Est. Cost $51.97 Unrealized
TMUS T MOBILE US INC 0.5%
Value ($000) $21,630 Shares 500,000 Est. Cost $37.32 Unrealized +6.2%
WALTER INVT MGMT CORP 0.5%
Value ($000) $21,587 Shares 55,250,000 Est. Cost $0.71 Unrealized
PACE HLDGS CORP 0.5%
Value ($000) $19,676 Shares 1,995,503 Est. Cost $10.12 Unrealized
BOULEVARD ACQUISITION 0.5%
Value ($000) $19,600 Shares 2,000,000 Est. Cost $9.98 Unrealized
LIBERTY INTERACTIVE CORP 0.4%
Value ($000) $18,695 Shares 736,900 Est. Cost $25.27 Unrealized
QUINPARIO ACQUISITION CORP 2 0.4%
Value ($000) $17,467 Shares 1,745,000 Est. Cost $10.08 Unrealized
SIX FLAGS ENTMT CORP NEW 0.4%
Value ($000) $17,385 Shares 300,000 Est. Cost $57.95 Unrealized
TERRAPIN 3 ACQUISITION CORP 0.4%
Value ($000) $17,034 Shares 1,700,000 Est. Cost $10.02 Unrealized
XRT SPDR SERIES TRUST 0.4%
Value ($000) $16,784 Shares 400,000 Est. Cost Unrealized
BLUCORA INC 0.4%
Value ($000) $16,505 Shares 18,000,000 Est. Cost $0.94 Unrealized
CMG CHIPOTLE MEXICAN GRILL INC 0.4%
Value ($000) $16,110 Shares 40,000 Est. Cost Unrealized
LKQ LKQ CORP 0.4%
Value ($000) $15,845 Shares 500,000 Est. Cost $29.16 Unrealized 0.0%
ALLEGHENY TECHNOLOGIES INC 0.4%
Value ($000) $15,728 Shares 15,000,000 Est. Cost $1.05 Unrealized
MGM GROWTH PPTYS LLC 0.4%
Value ($000) $15,341 Shares 575,000 Est. Cost $26.68 Unrealized
INCONTACT INC 0.4%
Value ($000) $15,224 Shares 1,100,000 Est. Cost $13.84 Unrealized
ASCENA RETAIL GROUP INC 0.4%
Value ($000) $15,182 Shares 2,175,000 Est. Cost $7.94 Unrealized
RRR RED ROCK RESORTS INC 0.4%
Value ($000) $15,056 Shares 685,600 Est. Cost $20.38 Unrealized 0.0%
DEMANDWARE INC 0.4%
Value ($000) $14,980 Shares 200,000 Est. Cost $74.90 Unrealized
RITE AID CORP 0.4%
Value ($000) $14,980 Shares 2,000,000 Est. Cost $7.76 Unrealized
TIME WARNER INC 0.3%
Value ($000) $14,708 Shares 200,000 Est. Cost $78.08 Unrealized
FMC TECHNOLOGIES INC 0.3%
Value ($000) $14,306 Shares 536,400 Est. Cost $26.67 Unrealized
YANDEX NV 0.3%
Value ($000) $13,929 Shares 15,000,000 Est. Cost $0.83 Unrealized
AMPLIFY SNACK BRANDS 0.3%
Value ($000) $13,589 Shares 921,300 Est. Cost $14.64 Unrealized
GP INVTS ACQUISITION COR 0.3%
Value ($000) $13,580 Shares 1,400,000 Est. Cost $9.70 Unrealized
WORKDAY INC 0.3%
Value ($000) $13,286 Shares 12,000,000 Est. Cost $1.10 Unrealized
IMAX IMAX CORP 0.3%
Value ($000) $13,266 Shares 450,000 Est. Cost $31.38 Unrealized 0.0%
ACORDA THERAPEUTICS INC 0.3%
Value ($000) $13,111 Shares 15,000,000 Est. Cost $1.07 Unrealized
WALGREENS BOOTS ALLIANCE INC 0.3%
Value ($000) $12,489 Shares 150,000 Est. Cost $83.26 Unrealized
SCI SERVICE CORP INTL 0.3%
Value ($000) $12,168 Shares 450,000 Est. Cost $25.78 Unrealized +2.3%
CALY CALLAWAY GOLF CO 0.3%
Value ($000) $11,997 Shares 1,175,000 Est. Cost $8.64 Unrealized +10.2%
INGRAM MICRO INC 0.3%
Value ($000) $11,814 Shares 339,669 Est. Cost $35.91 Unrealized
GLOBAL PARTNER ACQUISITION C 0.3%
Value ($000) $11,760 Shares 1,200,000 Est. Cost $9.98 Unrealized
J2 GLOBAL INC 0.3%
Value ($000) $11,180 Shares 10,000,000 Est. Cost $1.04 Unrealized
ELECTRUM SPL ACQUISITION COR 0.3%
Value ($000) $10,945 Shares 1,100,000 Est. Cost $10.01 Unrealized
VIDEOCON D2H LTD 0.3%
Value ($000) $10,801 Shares 1,273,738 Est. Cost $8.65 Unrealized
KATE SPADE & CO 0.2%
Value ($000) $10,305 Shares 500,000 Est. Cost $22.57 Unrealized
DE DEERE & CO 0.2%
Value ($000) $10,130 Shares 125,000 Est. Cost Unrealized
LINKEDIN CORP 0.2%
Value ($000) $9,868 Shares 10,000,000 Est. Cost $1.01 Unrealized
CELATOR PHARMACEUTICALS INC 0.2%
Value ($000) $9,809 Shares 325,000 Est. Cost $30.18 Unrealized
TYCO INTL PLC 0.2%
Value ($000) $9,778 Shares 229,536 Est. Cost $42.60 Unrealized
HENNESSY CAP ACQUISITION COR 0.2%
Value ($000) $9,720 Shares 1,000,000 Est. Cost $9.72 Unrealized
HARMONY MERGER CORP 0.2%
Value ($000) $9,435 Shares 925,000 Est. Cost $10.00 Unrealized
WILLIAMS CLAYTON ENERGY INC 0.2%
Value ($000) $9,162 Shares 333,636 Est. Cost $27.46 Unrealized
MEAD JOHNSON NUTRITION CO 0.2%
Value ($000) $9,075 Shares 100,000 Est. Cost $90.75 Unrealized
DHX MEDIA LTD 0.2%
Value ($000) $9,075 Shares 1,772,900 Est. Cost $6.77 Unrealized
BSX BOSTON SCIENTIFIC CORP 0.2%
Value ($000) $8,764 Shares 375,000 Est. Cost $21.63 Unrealized 0.0%
ASCENT CAP GROUP INC 0.2%
Value ($000) $8,754 Shares 14,875,000 Est. Cost $0.74 Unrealized
DUNKIN BRANDS GROUP INC 0.2%
Value ($000) $8,724 Shares 200,000 Est. Cost Unrealized
FIESTA RESTAURANT GROUP INC 0.2%
Value ($000) $8,716 Shares 400,000 Est. Cost $32.78 Unrealized
BUFFALO WILD WINGS INC 0.2%
Value ($000) $8,684 Shares 62,500 Est. Cost $159.65 Unrealized
EASTERLY ACQUISITION CORP 0.2%
Value ($000) $8,606 Shares 880,000 Est. Cost $9.78 Unrealized
HSY HERSHEY CO 0.2%
Value ($000) $8,512 Shares 75,000 Est. Cost Unrealized
UHS UNIVERSAL HLTH SVCS INC 0.2%
Value ($000) $8,381 Shares 62,500 Est. Cost $126.57 Unrealized 0.0%
YUM YUM BRANDS INC 0.2%
Value ($000) $8,292 Shares 100,000 Est. Cost $49.47 Unrealized 0.0%
FOOT LOCKER INC 0.2%
Value ($000) $8,229 Shares 150,000 Est. Cost Unrealized
ANADARKO PETE CORP 0.2%
Value ($000) $7,988 Shares 150,000 Est. Cost $48.58 Unrealized
WINTHROP RLTY TR 0.2%
Value ($000) $7,950 Shares 904,443 Est. Cost $11.12 Unrealized
NORTEL NETWORKS CORP NEW 0.2%
Value ($000) $7,798 Shares 9,000,000 Est. Cost $0.87 Unrealized
XRAY DENTSPLY SIRONA INC 0.2%
Value ($000) $7,755 Shares 125,000 Est. Cost $61.55 Unrealized 0.0%
ALERE INC 0.2%
Value ($000) $7,674 Shares 184,111 Est. Cost $50.61 Unrealized
FAIRCHILD SEMICONDUCTOR INTL 0.2%
Value ($000) $7,157 Shares 360,735 Est. Cost $20.09 Unrealized
MATTRESS FIRM HLDG CORP 0.2%
Value ($000) $7,154 Shares 213,607 Est. Cost $40.31 Unrealized
AROWANA INC 0.2%
Value ($000) $7,140 Shares 700,000 Est. Cost $10.10 Unrealized
UAL UNITED CONTL HLDGS INC 0.2%
Value ($000) $6,987 Shares 170,257 Est. Cost $44.98 Unrealized +5.2%
GMS INC 0.2%
Value ($000) $6,675 Shares 300,000 Est. Cost $22.25 Unrealized
VMWARE INC 0.2%
Value ($000) $6,580 Shares 115,000 Est. Cost $57.22 Unrealized
FINTECH ACQUISITION CORP 0.1%
Value ($000) $6,278 Shares 636,098 Est. Cost $10.02 Unrealized
FFIV F5 NETWORKS INC 0.1%
Value ($000) $5,875 Shares 51,614 Est. Cost $107.52 Unrealized 0.0%
ROST ROSS STORES INC 0.1%
Value ($000) $5,668 Shares 100,000 Est. Cost $50.49 Unrealized 0.0%
ENVESTNET INC 0.1%
Value ($000) $5,446 Shares 6,000,000 Est. Cost $0.99 Unrealized
MATCH GROUP INC 0.1%
Value ($000) $5,089 Shares 337,683 Est. Cost $15.07 Unrealized
TDOC TELADOC INC 0.1%
Value ($000) $4,870 Shares 303,965 Est. Cost $11.67 Unrealized 0.0%
USFD US FOODS HLDG CORP 0.1%
Value ($000) $4,848 Shares 200,000 Est. Cost $24.41 Unrealized 0.0%
NEW YORK REIT INC 0.1%
Value ($000) $4,629 Shares 500,434 Est. Cost $9.25 Unrealized
CHTR CHARTER COMMUNICATIONS INC N 0.1%
Value ($000) $4,564 Shares 19,955 Est. Cost $214.89 Unrealized 0.0%
PACIFIC SPL ACQUISITION CORP 0.1%
Value ($000) $4,305 Shares 420,000 Est. Cost $9.97 Unrealized
AXIALL CORP 0.1%
Value ($000) $4,280 Shares 131,261 Est. Cost $32.61 Unrealized
JOHNSON CTLS INC 0.1%
Value ($000) $4,205 Shares 95,000 Est. Cost $38.97 Unrealized
BARINGTON HILCO ACQUISITION 0.1%
Value ($000) $4,048 Shares 398,000 Est. Cost $9.98 Unrealized
NEXEO SOLUTIONS INC 0.1%
Value ($000) $4,044 Shares 450,300 Est. Cost $8.98 Unrealized
ANDINA ACQUISITION CORP II 0.1%
Value ($000) $4,030 Shares 399,000 Est. Cost $9.90 Unrealized
HYDRA INDS ACQUISITION CORP 0.1%
Value ($000) $3,979 Shares 392,000 Est. Cost $9.97 Unrealized
CENTURYLINK INC 0.1%
Value ($000) $3,748 Shares 129,210 Est. Cost $32.84 Unrealized
1347 CAP CORP 0.1%
Value ($000) $3,397 Shares 369,998 Est. Cost $9.18 Unrealized
MGM MGM RESORTS INTERNATIONAL 0.1%
Value ($000) $3,395 Shares 150,000 Est. Cost $20.33 Unrealized +5.6%
NXPI NXP SEMICONDUCTORS N V 0.1%
Value ($000) $3,301 Shares 42,160 Est. Cost $76.21 Unrealized 0.0%
QIHOO 360 TECHNOLOGY CO LTD 0.1%
Value ($000) $3,287 Shares 45,000 Est. Cost $73.04 Unrealized
ELV ANTHEM INC 0.1%
Value ($000) $3,256 Shares 24,789 Est. Cost $119.90 Unrealized 0.0%
EMITF ELBIT IMAGING LTD 0.1%
Value ($000) $3,120 Shares 1,314,527 Est. Cost $1.98 Unrealized 0.0%
IMAX IMAX CORP 0.1%
Value ($000) $2,948 Shares 100,000 Est. Cost $31.38 Unrealized 0.0%
VMWARE INC 0.1%
Value ($000) $2,861 Shares 50,000 Est. Cost $57.22 Unrealized
EXPE EXPEDIA INC DEL 0.1%
Value ($000) $2,658 Shares 25,000 Est. Cost $120.15 Unrealized -13.8%
AR CAP ACQUISITION CORP 0.1%
Value ($000) $2,490 Shares 250,000 Est. Cost $9.80 Unrealized
TTWO TAKE-TWO INTERACTIVE SOFTWAR 0.1%
Value ($000) $2,479 Shares 65,400 Est. Cost $36.83 Unrealized 0.0%
CCEP COCA COLA EUROPEAN PARTNERS 0.1%
Value ($000) $2,354 Shares 65,969 Est. Cost $28.83 Unrealized 0.0%
AN AUTONATION INC 0.1%
Value ($000) $2,349 Shares 50,000 Est. Cost Unrealized
BC BRUNSWICK CORP 0.1%
Value ($000) $2,266 Shares 50,000 Est. Cost $37.90 Unrealized +5.8%
OFFICE DEPOT INC 0.1%
Value ($000) $2,236 Shares 677,514 Est. Cost $5.30 Unrealized
AMERICAN RENAL ASSOCIATES HO 0.0%
Value ($000) $2,028 Shares 70,000 Est. Cost $28.97 Unrealized
GARNERO GROUP ACQUISITION CO 0.0%
Value ($000) $1,960 Shares 200,000 Est. Cost $9.55 Unrealized
NEXEO SOLUTIONS INC 0.0%
Value ($000) $1,808 Shares 2,739,552 Est. Cost $0.66 Unrealized
QLIK TECHNOLOGIES INC 0.0%
Value ($000) $1,721 Shares 58,202 Est. Cost $29.57 Unrealized
CIGNA CORPORATION 0.0%
Value ($000) $1,280 Shares 10,000 Est. Cost $137.24 Unrealized
TRINA SOLAR LIMITED 0.0%
Value ($000) $800 Shares 1,000,000 Est. Cost $0.80 Unrealized
FINTECH ACQUISITION CORP 0.0%
Value ($000) $674 Shares 864,130 Est. Cost $0.65 Unrealized
HENNESSY CAP ACQUISITION COR 0.0%
Value ($000) $589 Shares 950,000 Est. Cost $0.62 Unrealized
VALSPAR CORP 0.0%
Value ($000) $359 Shares 3,320 Est. Cost $107.02 Unrealized
AGROFRESH SOLUTIONS 0.0%
Value ($000) $341 Shares 448,156 Est. Cost $1.82 Unrealized
GP INVTS ACQUISITION COR 0.0%
Value ($000) $325 Shares 650,900 Est. Cost $0.50 Unrealized
EASTERLY ACQUISITION CORP 0.0%
Value ($000) $290 Shares 440,000 Est. Cost $0.66 Unrealized
CST BRANDS INC 0.0%
Value ($000) $228 Shares 5,301 Est. Cost $43.01 Unrealized
LINDBLAD EXPEDITIONS HLDGS I 0.0%
Value ($000) $221 Shares 111,721 Est. Cost $1.67 Unrealized
JASON INDS INC 0.0%
Value ($000) $201 Shares 1,056,616 Est. Cost $1.52 Unrealized
DT ASIA INVTS LTD 0.0%
Value ($000) $201 Shares 590,000 Est. Cost $0.11 Unrealized
JETPAY CORP 0.0%
Value ($000) $173 Shares 79,818 Est. Cost $1.47 Unrealized
1347 CAP CORP 0.0%
Value ($000) $107 Shares 369,998 Est. Cost $0.29 Unrealized
DEL TACO RESTAURANTS INC 0.0%
Value ($000) $94 Shares 55,547 Est. Cost $4.79 Unrealized
DT ASIA INVTS LTD 0.0%
Value ($000) $64 Shares 590,000 Est. Cost $0.05 Unrealized
1347 CAP CORP 0.0%
Value ($000) $59 Shares 369,998 Est. Cost $0.16 Unrealized
GARNERO GROUP ACQUISITION CO 0.0%
Value ($000) $49 Shares 575,000 Est. Cost $0.24 Unrealized
ORIGO ACQUISITION CORP 0.0%
Value ($000) $46 Shares 350,000 Est. Cost $0.13 Unrealized
ORIGO ACQUISITION CORP 0.0%
Value ($000) $25 Shares 350,000 Est. Cost $0.07 Unrealized
GARNERO GROUP ACQUISITION CO 0.0%
Value ($000) $23 Shares 575,000 Est. Cost $0.12 Unrealized
COMMUNITY HEALTH SYS INC NEW 0.0%
Value ($000) $16 Shares 3,903,667 Est. Cost $0.06 Unrealized
SAEXPLORATION HLDGS INC 0.0%
Value ($000) $7 Shares 55,907 Est. Cost $9.30 Unrealized