DAVIDSON KEMPNER CAPITAL MANAGEMENT LP Quant / Systematic

CIK: 0001595082 · Show all filings

Period: Q3 2016 (← Previous) (Next →)

Filing Date: Aug 14, 2018

Total Value ($000): $4,069,980

Holdings (159)

ITC HLDGS CORP 9.5%
Value ($000) $385,173 Shares 8,286,860 Est. Cost $44.88 Unrealized
PG PROCTER AND GAMBLE CO 7.7%
Value ($000) $314,125 Shares 3,500,000 Est. Cost $67.52 Unrealized 0.0%
PG PROCTER AND GAMBLE CO 7.5%
Value ($000) $305,600 Shares 3,405,016 Est. Cost $67.52 Unrealized 0.0%
LINKEDIN CORP 5.5%
Value ($000) $225,256 Shares 1,178,610 Est. Cost $189.76 Unrealized
ST JUDE MED INC 4.2%
Value ($000) $172,569 Shares 2,163,605 Est. Cost $78.26 Unrealized
NVIDIA CORP 3.3%
Value ($000) $136,204 Shares 40,000,000 Est. Cost $1.62 Unrealized
BMC STK HLDGS INC 3.3%
Value ($000) $133,149 Shares 7,913,983 Est. Cost $15.91 Unrealized
TAP MOLSON COORS BREWING CO 2.0%
Value ($000) $83,359 Shares 759,186 Est. Cost $74.08 Unrealized +8.3%
WHITEWAVE FOODS CO 1.8%
Value ($000) $72,380 Shares 1,329,780 Est. Cost $54.43 Unrealized
MONSANTO CO NEW 1.7%
Value ($000) $70,679 Shares 691,574 Est. Cost $102.68 Unrealized
AZO AUTOZONE INC 1.7%
Value ($000) $69,151 Shares 90,000 Est. Cost $775.31 Unrealized +0.4%
KLAC KLA-TENCOR CORP 1.5%
Value ($000) $62,488 Shares 896,527 Est. Cost $57.86 Unrealized +6.2%
TWITTER INC 1.5%
Value ($000) $61,380 Shares 65,000,000 Est. Cost $0.84 Unrealized
PVH PVH CORP 1.5%
Value ($000) $60,775 Shares 550,000 Est. Cost $91.33 Unrealized +11.7%
YAHOO INC 1.3%
Value ($000) $52,436 Shares 1,216,901 Est. Cost $38.61 Unrealized
DELL TECHNOLOGIES INC 1.3%
Value ($000) $52,126 Shares 1,090,494 Est. Cost $47.80 Unrealized
COTY COTY INC 1.3%
Value ($000) $51,298 Shares 2,182,883 Est. Cost $23.11 Unrealized 0.0%
FRONTIER COMMUNICATIONS CORP 1.2%
Value ($000) $50,228 Shares 600,000 Est. Cost $100.14 Unrealized
BURL BURLINGTON STORES INC 1.2%
Value ($000) $48,612 Shares 600,000 Est. Cost $50.20 Unrealized +54.1%
MEDIA GEN INC NEW 1.2%
Value ($000) $47,075 Shares 2,554,272 Est. Cost $18.43 Unrealized
STARZ 1.1%
Value ($000) $45,292 Shares 1,453,537 Est. Cost $30.46 Unrealized
IAC INTERACTIVECORP 1.0%
Value ($000) $42,194 Shares 675,000 Est. Cost $55.62 Unrealized
AMSURG CORP 0.9%
Value ($000) $35,201 Shares 525,000 Est. Cost $67.05 Unrealized
RITE AID CORP 0.8%
Value ($000) $33,642 Shares 4,374,800 Est. Cost $7.76 Unrealized
CHINA BIOLOGIC PRODS INC 0.8%
Value ($000) $33,627 Shares 270,140 Est. Cost $86.84 Unrealized
AAP ADVANCE AUTO PARTS INC 0.8%
Value ($000) $33,597 Shares 225,300 Est. Cost $134.80 Unrealized +3.9%
AAP ADVANCE AUTO PARTS INC 0.8%
Value ($000) $33,552 Shares 225,000 Est. Cost $134.80 Unrealized +3.9%
NWL NEWELL BRANDS INC 0.8%
Value ($000) $32,913 Shares 625,000 Est. Cost $29.80 Unrealized +16.8%
TIME WARNER INC 0.8%
Value ($000) $32,839 Shares 412,500 Est. Cost $78.87 Unrealized
EXPE EXPEDIA INC DEL 0.8%
Value ($000) $32,098 Shares 275,000 Est. Cost $109.12 Unrealized -1.0%
WALTER INVT MGMT CORP 0.8%
Value ($000) $31,513 Shares 55,250,000 Est. Cost $0.71 Unrealized
DOUBLE EAGLE ACQUISITION COR 0.7%
Value ($000) $30,450 Shares 3,000,000 Est. Cost $10.06 Unrealized
MDT MEDTRONIC PLC 0.7%
Value ($000) $30,240 Shares 350,000 Est. Cost $63.51 Unrealized +8.3%
CAPITOL ACQUISITION CORP III 0.7%
Value ($000) $30,027 Shares 2,970,000 Est. Cost $9.95 Unrealized
CEPHEID 0.7%
Value ($000) $28,611 Shares 543,214 Est. Cost $52.67 Unrealized
INGRAM MICRO INC 0.7%
Value ($000) $27,886 Shares 782,005 Est. Cost $35.77 Unrealized
ALLEGHENY TECHNOLOGIES INC 0.7%
Value ($000) $26,741 Shares 19,000,000 Est. Cost $1.12 Unrealized
SCI SERVICE CORP INTL 0.6%
Value ($000) $26,046 Shares 981,387 Est. Cost $26.48 Unrealized +2.3%
KATE SPADE & CO 0.6%
Value ($000) $23,982 Shares 1,400,000 Est. Cost $19.07 Unrealized
MASONITE INTL CORP NEW 0.6%
Value ($000) $23,314 Shares 375,000 Est. Cost $65.60 Unrealized
J2 GLOBAL INC 0.6%
Value ($000) $23,191 Shares 20,000,000 Est. Cost $1.10 Unrealized
RITE AID CORP 0.6%
Value ($000) $23,070 Shares 3,000,000 Est. Cost $7.76 Unrealized
TMUS T MOBILE US INC 0.6%
Value ($000) $22,776 Shares 487,500 Est. Cost $37.32 Unrealized +18.8%
LINEAR TECHNOLOGY CORP 0.5%
Value ($000) $22,323 Shares 376,572 Est. Cost $59.28 Unrealized
TAP MOLSON COORS BREWING CO 0.5%
Value ($000) $22,191 Shares 202,100 Est. Cost $74.08 Unrealized +8.3%
RACKSPACE HOSTING INC 0.5%
Value ($000) $22,183 Shares 700,000 Est. Cost $31.69 Unrealized
BIIB BIOGEN INC 0.5%
Value ($000) $21,912 Shares 70,000 Est. Cost $296.18 Unrealized 0.0%
WORKDAY INC 0.5%
Value ($000) $21,504 Shares 17,500,000 Est. Cost $1.14 Unrealized
TTWO TAKE-TWO INTERACTIVE SOFTWAR 0.5%
Value ($000) $21,404 Shares 475,000 Est. Cost $41.42 Unrealized +1.8%
PACE HLDGS CORP 0.5%
Value ($000) $20,614 Shares 1,995,503 Est. Cost $10.12 Unrealized
BOULEVARD ACQUISITION 0.5%
Value ($000) $20,040 Shares 2,000,000 Est. Cost $9.98 Unrealized
SPECTRA ENERGY CORP 0.5%
Value ($000) $19,580 Shares 458,000 Est. Cost $42.75 Unrealized
ALERE INC 0.5%
Value ($000) $19,483 Shares 450,571 Est. Cost $46.25 Unrealized
INTERSIL CORP 0.5%
Value ($000) $18,588 Shares 847,617 Est. Cost $21.93 Unrealized
TILE INTERFACE INC 0.4%
Value ($000) $17,931 Shares 1,075,000 Est. Cost $16.70 Unrealized 0.0%
QUINPARIO ACQUISITION CORP 2 0.4%
Value ($000) $17,590 Shares 1,745,000 Est. Cost $10.08 Unrealized
PINNACLE FOODS INC DEL 0.4%
Value ($000) $17,560 Shares 350,000 Est. Cost $50.17 Unrealized
RACE FERRARI N V 0.4%
Value ($000) $16,858 Shares 325,000 Est. Cost $46.58 Unrealized 0.0%
ACORDA THERAPEUTICS INC 0.4%
Value ($000) $16,293 Shares 20,000,000 Est. Cost $1.01 Unrealized
BLUCORA INC 0.4%
Value ($000) $14,302 Shares 15,000,000 Est. Cost $0.94 Unrealized
USFD US FOODS HLDG CORP 0.3%
Value ($000) $14,230 Shares 602,700 Est. Cost $24.32 Unrealized -0.2%
SBUX STARBUCKS CORP 0.3%
Value ($000) $14,207 Shares 262,500 Est. Cost $46.45 Unrealized -1.3%
DRI DARDEN RESTAURANTS INC 0.3%
Value ($000) $14,104 Shares 230,000 Est. Cost $47.66 Unrealized 0.0%
FOOT LOCKER INC 0.3%
Value ($000) $13,544 Shares 200,000 Est. Cost $67.72 Unrealized
GP INVTS ACQUISITION COR 0.3%
Value ($000) $13,482 Shares 1,400,000 Est. Cost $9.70 Unrealized
IMPERVA INC 0.3%
Value ($000) $13,428 Shares 250,000 Est. Cost $53.71 Unrealized
M MACYS INC 0.3%
Value ($000) $12,968 Shares 350,000 Est. Cost $36.24 Unrealized 0.0%
AMERICAN CAP LTD 0.3%
Value ($000) $12,356 Shares 730,720 Est. Cost $16.91 Unrealized
ACTIVISION BLIZZARD INC 0.3%
Value ($000) $12,180 Shares 275,000 Est. Cost $35.28 Unrealized
GLOBAL PARTNER ACQUISITION C 0.3%
Value ($000) $12,000 Shares 1,200,000 Est. Cost $9.98 Unrealized
BSX BOSTON SCIENTIFIC CORP 0.3%
Value ($000) $11,900 Shares 500,000 Est. Cost $22.19 Unrealized +7.5%
VVV VALVOLINE INC 0.3%
Value ($000) $11,745 Shares 500,000 Est. Cost $23.60 Unrealized 0.0%
VIDEOCON D2H LTD 0.3%
Value ($000) $11,603 Shares 1,190,022 Est. Cost $8.65 Unrealized
RRR RED ROCK RESORTS INC 0.3%
Value ($000) $11,201 Shares 475,000 Est. Cost $20.38 Unrealized +9.9%
ELECTRUM SPL ACQUISITION COR 0.3%
Value ($000) $11,022 Shares 1,100,000 Est. Cost $10.01 Unrealized
LIONS GATE ENTMNT CORP 0.3%
Value ($000) $10,995 Shares 550,000 Est. Cost $19.99 Unrealized
MGM GROWTH PPTYS LLC 0.3%
Value ($000) $10,830 Shares 415,405 Est. Cost $26.68 Unrealized
SHOO MADDEN STEVEN LTD 0.3%
Value ($000) $10,794 Shares 312,500 Est. Cost $20.15 Unrealized 0.0%
IMPERVA INC 0.3%
Value ($000) $10,652 Shares 198,330 Est. Cost $53.71 Unrealized
ASCENT CAP GROUP INC 0.3%
Value ($000) $10,452 Shares 14,875,000 Est. Cost $0.74 Unrealized
DUNKIN BRANDS GROUP INC 0.3%
Value ($000) $10,414 Shares 200,000 Est. Cost $52.08 Unrealized
MGM MGM RESORTS INTERNATIONAL 0.3%
Value ($000) $10,412 Shares 400,000 Est. Cost $21.95 Unrealized +4.4%
SABAN CAP ACQUISITION CORP 0.2%
Value ($000) $10,080 Shares 1,000,000 Est. Cost $10.08 Unrealized
LIONS GATE ENTMNT CORP 0.2%
Value ($000) $9,995 Shares 500,000 Est. Cost $19.99 Unrealized
SNA SNAP ON INC 0.2%
Value ($000) $9,877 Shares 65,000 Est. Cost $122.96 Unrealized 0.0%
HENNESSY CAP ACQUISITION COR 0.2%
Value ($000) $9,800 Shares 1,000,000 Est. Cost $9.72 Unrealized
YANDEX NV 0.2%
Value ($000) $9,505 Shares 10,000,000 Est. Cost $0.83 Unrealized
ANADARKO PETE CORP 0.2%
Value ($000) $9,504 Shares 150,000 Est. Cost $48.58 Unrealized
HARMONY MERGER CORP 0.2%
Value ($000) $9,407 Shares 925,000 Est. Cost $10.00 Unrealized
ARMK ARAMARK 0.2%
Value ($000) $9,032 Shares 237,500 Est. Cost $20.32 Unrealized +15.9%
UAL UNITED CONTL HLDGS INC 0.2%
Value ($000) $8,933 Shares 170,257 Est. Cost $44.98 Unrealized +6.9%
EASTERLY ACQUISITION CORP 0.2%
Value ($000) $8,738 Shares 880,000 Est. Cost $9.78 Unrealized
FOOT LOCKER INC 0.2%
Value ($000) $8,465 Shares 125,000 Est. Cost $67.72 Unrealized
DHX MEDIA LTD 0.2%
Value ($000) $8,439 Shares 1,597,900 Est. Cost $6.77 Unrealized
GREAT PLAINS ENERGY INC 0.2%
Value ($000) $8,187 Shares 300,000 Est. Cost $27.29 Unrealized
GORES HLDGS INC 0.2%
Value ($000) $8,026 Shares 745,186 Est. Cost $10.77 Unrealized
NKE NIKE INC 0.2%
Value ($000) $7,898 Shares 150,000 Est. Cost $50.01 Unrealized 0.0%
PANDORA MEDIA INC 0.2%
Value ($000) $7,882 Shares 550,000 Est. Cost $14.33 Unrealized
TRUECAR INC 0.2%
Value ($000) $7,874 Shares 835,000 Est. Cost $9.43 Unrealized
UHS UNIVERSAL HLTH SVCS INC 0.2%
Value ($000) $7,701 Shares 62,500 Est. Cost $126.57 Unrealized -3.9%
SNYDERS-LANCE INC 0.2%
Value ($000) $7,553 Shares 225,000 Est. Cost $33.57 Unrealized
AROWANA INC 0.2%
Value ($000) $7,224 Shares 700,000 Est. Cost $10.10 Unrealized
QUORUM HEALTH CORP 0.2%
Value ($000) $7,068 Shares 1,127,309 Est. Cost $6.27 Unrealized
JOY GLOBAL INC 0.2%
Value ($000) $6,974 Shares 251,407 Est. Cost $27.74 Unrealized
CALY CALLAWAY GOLF CO 0.2%
Value ($000) $6,966 Shares 600,000 Est. Cost $8.64 Unrealized +27.8%
TREEHOUSE FOODS INC 0.2%
Value ($000) $6,539 Shares 75,000 Est. Cost $83.28 Unrealized
CONYERS PK ACQUISITION 0.2%
Value ($000) $6,360 Shares 600,000 Est. Cost $10.60 Unrealized
DRI DARDEN RESTAURANTS INC 0.2%
Value ($000) $6,132 Shares 100,000 Est. Cost $47.66 Unrealized 0.0%
TWITTER INC 0.1%
Value ($000) $5,993 Shares 260,000 Est. Cost $23.05 Unrealized
CABELAS INC 0.1%
Value ($000) $5,906 Shares 107,510 Est. Cost $54.93 Unrealized
TDOC TELADOC INC 0.1%
Value ($000) $5,493 Shares 300,000 Est. Cost $11.67 Unrealized +50.3%
MATCH GROUP INC 0.1%
Value ($000) $5,334 Shares 300,000 Est. Cost $15.07 Unrealized
EMITF ELBIT IMAGING LTD 0.1%
Value ($000) $4,972 Shares 1,314,527 Est. Cost $1.98 Unrealized +25.7%
ADVANCEPIERRE FOODS HLDGS IN 0.1%
Value ($000) $4,823 Shares 175,000 Est. Cost $27.56 Unrealized
QCOM QUALCOMM INC 0.1%
Value ($000) $4,794 Shares 70,000 Est. Cost $46.91 Unrealized 0.0%
INTERVAL LEISURE GROUP INC 0.1%
Value ($000) $4,735 Shares 275,935 Est. Cost $17.16 Unrealized
PACIFIC SPL ACQUISITION CORP 0.1%
Value ($000) $4,393 Shares 420,000 Est. Cost $9.97 Unrealized
ANDINA ACQUISITION CORP II 0.1%
Value ($000) $4,102 Shares 399,000 Est. Cost $9.90 Unrealized
BARINGTON HILCO ACQUISITION 0.1%
Value ($000) $4,099 Shares 398,000 Est. Cost $9.98 Unrealized
HYDRA INDS ACQUISITION CORP 0.1%
Value ($000) $4,096 Shares 392,000 Est. Cost $9.97 Unrealized
NXPI NXP SEMICONDUCTORS N V 0.1%
Value ($000) $3,570 Shares 35,000 Est. Cost $76.21 Unrealized -1.2%
CENTURYLINK INC 0.1%
Value ($000) $3,544 Shares 129,210 Est. Cost $32.84 Unrealized
UNH UNITEDHEALTH GROUP INC 0.1%
Value ($000) $3,500 Shares 25,000 Est. Cost $120.51 Unrealized 0.0%
WILLIAMS CLAYTON ENERGY INC 0.1%
Value ($000) $3,495 Shares 40,904 Est. Cost $27.46 Unrealized
CTRIP COM INTL LTD 0.1%
Value ($000) $3,260 Shares 70,000 Est. Cost $46.57 Unrealized
IMAX IMAX CORP 0.1%
Value ($000) $2,897 Shares 100,000 Est. Cost $31.38 Unrealized -2.9%
GORES HLDGS INC 0.1%
Value ($000) $2,855 Shares 2,419,689 Est. Cost $1.18 Unrealized
LAM RESEARCH CORP 0.1%
Value ($000) $2,762 Shares 29,164 Est. Cost $94.71 Unrealized
DUNKIN BRANDS GROUP INC 0.1%
Value ($000) $2,604 Shares 50,000 Est. Cost $52.08 Unrealized
AR CAP ACQUISITION CORP 0.1%
Value ($000) $2,488 Shares 250,000 Est. Cost $9.95 Unrealized
COST COSTCO WHSL CORP NEW 0.1%
Value ($000) $2,288 Shares 15,000 Est. Cost Unrealized
NEXEO SOLUTIONS INC 0.0%
Value ($000) $1,616 Shares 2,739,552 Est. Cost $0.66 Unrealized
SPWH SPORTSMANS WHSE HLDGS INC 0.0%
Value ($000) $1,577 Shares 150,000 Est. Cost $10.08 Unrealized 0.0%
TTD THE TRADE DESK INC 0.0%
Value ($000) $1,460 Shares 50,000 Est. Cost $2.95 Unrealized 0.0%
NEXEO SOLUTIONS INC 0.0%
Value ($000) $1,283 Shares 156,475 Est. Cost $8.98 Unrealized
WESTAR ENERGY INC 0.0%
Value ($000) $1,214 Shares 21,400 Est. Cost $56.73 Unrealized
ELF E L F BEAUTY INC 0.0%
Value ($000) $844 Shares 30,000 Est. Cost $26.17 Unrealized 0.0%
SPWH SPORTSMANS WHSE HLDGS INC 0.0%
Value ($000) $788 Shares 75,000 Est. Cost $10.08 Unrealized 0.0%
SUNPOWER CORP 0.0%
Value ($000) $661 Shares 74,000 Est. Cost $8.93 Unrealized
CARDCONNECT CORP 0.0%
Value ($000) $453 Shares 431,095 Est. Cost $1.05 Unrealized
GP INVTS ACQUISITION COR 0.0%
Value ($000) $382 Shares 625,800 Est. Cost $0.50 Unrealized
HENNESSY CAP ACQUISITION COR 0.0%
Value ($000) $333 Shares 900,000 Est. Cost $0.62 Unrealized
AGROFRESH SOLUTIONS 0.0%
Value ($000) $308 Shares 439,956 Est. Cost $1.82 Unrealized
EASTERLY ACQUISITION CORP 0.0%
Value ($000) $224 Shares 440,000 Est. Cost $0.66 Unrealized
JETPAY CORP 0.0%
Value ($000) $215 Shares 79,818 Est. Cost $1.47 Unrealized
TERRAPIN 3 ACQUISITION CORP 0.0%
Value ($000) $204 Shares 1,700,000 Est. Cost $0.12 Unrealized
CHINA LENDING CORP 0.0%
Value ($000) $123 Shares 590,000 Est. Cost $0.21 Unrealized
LINDBLAD EXPEDITIONS HLDGS I 0.0%
Value ($000) $106 Shares 55,818 Est. Cost $1.67 Unrealized
JASON INDS INC 0.0%
Value ($000) $95 Shares 1,056,616 Est. Cost $1.52 Unrealized
RITE AID CORP 0.0%
Value ($000) $58 Shares 7,600 Est. Cost $7.76 Unrealized
ORIGO ACQUISITION CORP 0.0%
Value ($000) $56 Shares 350,000 Est. Cost $0.13 Unrealized
ORIGO ACQUISITION CORP 0.0%
Value ($000) $35 Shares 350,000 Est. Cost $0.07 Unrealized
COMMUNITY HEALTH SYS INC NEW 0.0%
Value ($000) $35 Shares 3,903,667 Est. Cost $0.06 Unrealized
AR CAP ACQUISITION CORP 0.0%
Value ($000) $8 Shares 125,000 Est. Cost $0.06 Unrealized
WALGREENS BOOTS ALLIANCE INC 0.0%
Value ($000) $0 Shares 375,000 Est. Cost $83.26 Unrealized
HOG HARLEY DAVIDSON INC 0.0%
Value ($000) $0 Shares 200,000 Est. Cost Unrealized
MLM MARTIN MARIETTA MATLS INC 0.0%
Value ($000) $0 Shares 50,000 Est. Cost Unrealized
AOS SMITH A O 0.0%
Value ($000) $0 Shares 125,000 Est. Cost Unrealized
BLMN BLOOMIN BRANDS INC 0.0%
Value ($000) $0 Shares 500,000 Est. Cost Unrealized