DAVIDSON KEMPNER CAPITAL MANAGEMENT LP Quant / Systematic

CIK: 0001595082 · Show all filings

Period: Q2 2017 (← Previous) (Next →)

Filing Date: Aug 14, 2018

Total Value ($000): $7,266,514

Holdings (166)

NXPI NXP SEMICONDUCTORS N V 18.5%
Value ($000) $1,343,736 Shares 12,288,398 Est. Cost $89.05 Unrealized +6.9%
REYNOLDS AMERICAN INC 14.7%
Value ($000) $1,070,797 Shares 16,463,662 Est. Cost $60.76 Unrealized
TIME WARNER INC 6.7%
Value ($000) $484,805 Shares 4,828,254 Est. Cost $96.11 Unrealized
ALTABA INC 5.8%
Value ($000) $421,573 Shares 7,738,119 Est. Cost $54.48 Unrealized
MOBILEYE N V AMSTELVEEN 4.7%
Value ($000) $338,087 Shares 5,383,550 Est. Cost $61.14 Unrealized
VST VISTRA ENERGY CORP 2.2%
Value ($000) $160,839 Shares 9,579,435 Est. Cost $13.44 Unrealized 0.0%
ALLIED WRLD ASSUR COM HLDG A 2.2%
Value ($000) $160,765 Shares 3,039,041 Est. Cost $53.15 Unrealized
MONSANTO CO NEW 1.9%
Value ($000) $141,188 Shares 1,192,866 Est. Cost $112.12 Unrealized
IAC INTERACTIVECORP 1.8%
Value ($000) $131,177 Shares 1,270,604 Est. Cost $62.86 Unrealized
BARD C R INC 1.8%
Value ($000) $131,048 Shares 414,563 Est. Cost $316.11 Unrealized
LEVEL 3 COMMUNICATIONS INC 1.3%
Value ($000) $97,362 Shares 1,641,860 Est. Cost $56.75 Unrealized
TWITTER INC 1.3%
Value ($000) $91,500 Shares 100,000,000 Est. Cost $0.86 Unrealized
ALERE INC 1.2%
Value ($000) $87,555 Shares 1,744,462 Est. Cost $47.20 Unrealized
INTEL CORP 1.1%
Value ($000) $82,625 Shares 50,000,000 Est. Cost $1.73 Unrealized
HUM HUMANA INC 1.1%
Value ($000) $78,750 Shares 327,278 Est. Cost $188.87 Unrealized +11.5%
EXPE EXPEDIA INC DEL 1.1%
Value ($000) $76,316 Shares 512,500 Est. Cost $125.56 Unrealized +7.5%
ARCH COAL INC 0.9%
Value ($000) $68,297 Shares 999,951 Est. Cost $68.72 Unrealized
BMC STK HLDGS INC 0.8%
Value ($000) $58,027 Shares 2,667,888 Est. Cost $15.91 Unrealized
HRG GROUP INC 0.7%
Value ($000) $51,508 Shares 2,908,403 Est. Cost $17.71 Unrealized
TTWO TAKE-TWO INTERACTIVE SOFTWAR 0.7%
Value ($000) $51,366 Shares 700,000 Est. Cost $45.70 Unrealized +49.8%
PANERA BREAD CO 0.7%
Value ($000) $50,027 Shares 158,999 Est. Cost $314.64 Unrealized
YUM YUM BRANDS INC 0.7%
Value ($000) $49,788 Shares 675,000 Est. Cost $58.62 Unrealized +1.7%
WHOLE FOODS MKT INC 0.7%
Value ($000) $49,177 Shares 1,167,002 Est. Cost $42.14 Unrealized
TRIBUNE MEDIA CO 0.7%
Value ($000) $48,924 Shares 1,200,000 Est. Cost $40.77 Unrealized
SIX FLAGS ENTMT CORP NEW 0.6%
Value ($000) $44,125 Shares 740,223 Est. Cost $59.68 Unrealized
PAREXEL INTL CORP 0.6%
Value ($000) $43,445 Shares 500,000 Est. Cost $86.89 Unrealized
KATE SPADE & CO 0.6%
Value ($000) $40,543 Shares 2,192,686 Est. Cost $21.27 Unrealized
LIONS GATE ENTMNT CORP 0.6%
Value ($000) $40,228 Shares 1,425,501 Est. Cost $27.17 Unrealized
PFGC PERFORMANCE FOOD GROUP CO 0.5%
Value ($000) $39,730 Shares 1,450,000 Est. Cost $23.64 Unrealized +11.9%
TPG PACE ENERGY HLDGS CORP 0.5%
Value ($000) $39,577 Shares 3,796,600 Est. Cost $10.42 Unrealized
DELL TECHNOLOGIES INC 0.5%
Value ($000) $37,779 Shares 618,208 Est. Cost $53.35 Unrealized
DLTR DOLLAR TREE INC 0.5%
Value ($000) $34,960 Shares 500,000 Est. Cost $77.06 Unrealized +0.2%
SBRA SABRA HEALTH CARE REIT INC 0.5%
Value ($000) $34,632 Shares 1,437,597 Est. Cost $24.09 Unrealized
WESTAR ENERGY INC 0.5%
Value ($000) $34,093 Shares 643,021 Est. Cost $54.46 Unrealized
SILVER RUN ACQUISITION 0.5%
Value ($000) $32,824 Shares 3,246,695 Est. Cost $10.11 Unrealized
AMC ENTMT HLDGS INC 0.4%
Value ($000) $31,850 Shares 1,400,000 Est. Cost $22.75 Unrealized
SUMMIT MATLS INC 0.4%
Value ($000) $31,757 Shares 1,100,000 Est. Cost $24.53 Unrealized
SPIRIT RLTY CAP INC NEW 0.4%
Value ($000) $30,863 Shares 4,165,000 Est. Cost $7.41 Unrealized
WYNN WYNN RESORTS LTD 0.4%
Value ($000) $28,498 Shares 212,500 Est. Cost $97.18 Unrealized +17.5%
TMUS T MOBILE US INC 0.4%
Value ($000) $28,296 Shares 466,930 Est. Cost $41.00 Unrealized +53.5%
NUVASIVE INC 0.4%
Value ($000) $27,600 Shares 20,000,000 Est. Cost $1.36 Unrealized
PINNACLE FOODS INC DEL 0.4%
Value ($000) $26,730 Shares 450,000 Est. Cost $59.40 Unrealized
WORKDAY INC 0.4%
Value ($000) $26,638 Shares 20,000,000 Est. Cost $1.23 Unrealized
TJX TJX COS INC NEW 0.3%
Value ($000) $25,260 Shares 350,000 Est. Cost $33.39 Unrealized 0.0%
COST COSTCO WHSL CORP NEW 0.3%
Value ($000) $23,990 Shares 150,000 Est. Cost $137.92 Unrealized +9.5%
KMX CARMAX INC 0.3%
Value ($000) $23,648 Shares 375,000 Est. Cost $60.41 Unrealized 0.0%
ADVANCED DISP SVCS INC DEL 0.3%
Value ($000) $23,298 Shares 1,025,000 Est. Cost $22.50 Unrealized
MCD MCDONALDS CORP 0.3%
Value ($000) $22,974 Shares 150,000 Est. Cost $101.70 Unrealized +15.9%
GTY TECHNOLOGY HOLDINGS INC 0.3%
Value ($000) $22,667 Shares 2,167,015 Est. Cost $10.26 Unrealized
ILG INC 0.3%
Value ($000) $22,440 Shares 816,601 Est. Cost $27.48 Unrealized
AAP ADVANCE AUTO PARTS INC 0.3%
Value ($000) $21,861 Shares 187,500 Est. Cost $138.56 Unrealized -13.1%
J2 GLOBAL INC 0.3%
Value ($000) $21,860 Shares 16,000,000 Est. Cost $1.20 Unrealized
T AT&T INC 0.3%
Value ($000) $21,694 Shares 575,000 Est. Cost Unrealized
ACTIVISION BLIZZARD INC 0.3%
Value ($000) $21,585 Shares 375,000 Est. Cost $50.88 Unrealized
GORES HLDGS II INC 0.3%
Value ($000) $21,399 Shares 2,049,700 Est. Cost $10.26 Unrealized
DOUBLE EAGLE ACQUISITION COR 0.3%
Value ($000) $20,983 Shares 2,017,586 Est. Cost $10.06 Unrealized
TPGH/U TPG PACE HLDGS CORP 0.3%
Value ($000) $20,520 Shares 2,000,000 Est. Cost $10.26 Unrealized
FRONTIER COMMUNICATIONS CORP 0.3%
Value ($000) $20,213 Shares 700,000 Est. Cost $92.81 Unrealized
THC TENET HEALTHCARE CORP 0.3%
Value ($000) $20,133 Shares 1,041,000 Est. Cost $17.44 Unrealized 0.0%
VANTAGE ENERGY ACQUISITION 0.3%
Value ($000) $20,080 Shares 2,000,000 Est. Cost $10.04 Unrealized
KAYNE ANDERSON ACQUISITION 0.3%
Value ($000) $20,000 Shares 2,000,000 Est. Cost $10.01 Unrealized
NUANCE COMMUNICATIONS INC 0.3%
Value ($000) $19,166 Shares 19,000,000 Est. Cost $1.01 Unrealized
PARKWAY INC 0.3%
Value ($000) $19,159 Shares 836,984 Est. Cost $21.24 Unrealized
INTERDIGITAL INC 0.3%
Value ($000) $18,379 Shares 15,150,000 Est. Cost $1.21 Unrealized
ACHC ACADIA HEALTHCARE COMPANY IN 0.2%
Value ($000) $17,283 Shares 350,000 Est. Cost $39.62 Unrealized +11.8%
ACORDA THERAPEUTICS INC 0.2%
Value ($000) $17,163 Shares 20,000,000 Est. Cost $1.01 Unrealized
NCLH NORWEGIAN CRUISE LINE HLDGS 0.2%
Value ($000) $16,963 Shares 312,500 Est. Cost $51.64 Unrealized 0.0%
BOULEVARD ACQUISITION 0.2%
Value ($000) $16,938 Shares 1,642,900 Est. Cost $9.98 Unrealized
TTD THE TRADE DESK INC 0.2%
Value ($000) $16,905 Shares 337,500 Est. Cost $2.99 Unrealized +53.1%
PLNT PLANET FITNESS INC 0.2%
Value ($000) $16,338 Shares 700,000 Est. Cost $20.97 Unrealized 0.0%
TSCO TRACTOR SUPPLY CO 0.2%
Value ($000) $16,263 Shares 300,000 Est. Cost Unrealized
VWR CORP 0.2%
Value ($000) $16,178 Shares 490,248 Est. Cost $33.00 Unrealized
PZZA PAPA JOHNS INTL INC 0.2%
Value ($000) $16,146 Shares 225,000 Est. Cost Unrealized
SGI TEMPUR SEALY INTL INC 0.2%
Value ($000) $16,017 Shares 300,000 Est. Cost $11.79 Unrealized 0.0%
CALY CALLAWAY GOLF CO 0.2%
Value ($000) $15,975 Shares 1,250,000 Est. Cost $10.85 Unrealized +12.3%
KMT KENNAMETAL INC 0.2%
Value ($000) $15,904 Shares 425,000 Est. Cost $28.90 Unrealized +6.8%
BJRI BJS RESTAURANTS INC 0.2%
Value ($000) $15,810 Shares 425,000 Est. Cost $36.12 Unrealized +14.3%
AYI ACUITY BRANDS INC 0.2%
Value ($000) $15,246 Shares 75,000 Est. Cost Unrealized
TMUS T MOBILE US INC 0.2%
Value ($000) $15,155 Shares 250,000 Est. Cost $41.00 Unrealized +53.5%
WORLD WRESTLING ENTMT INC 0.2%
Value ($000) $14,768 Shares 725,000 Est. Cost $20.85 Unrealized
AAP ADVANCE AUTO PARTS INC 0.2%
Value ($000) $14,574 Shares 125,000 Est. Cost $138.56 Unrealized -13.1%
MATLIN & PARTNERS ACQUISITIO 0.2%
Value ($000) $14,544 Shares 1,450,000 Est. Cost $10.01 Unrealized
FINTECH ACQUISITION CORP II 0.2%
Value ($000) $14,490 Shares 1,399,993 Est. Cost $10.20 Unrealized
CRI CARTER INC 0.2%
Value ($000) $14,454 Shares 162,500 Est. Cost $68.92 Unrealized 0.0%
BC BRUNSWICK CORP 0.2%
Value ($000) $14,114 Shares 225,000 Est. Cost $50.49 Unrealized -1.2%
AVISTA HEALTHCARE PUB ACQ CO 0.2%
Value ($000) $14,046 Shares 1,365,000 Est. Cost $10.05 Unrealized
GP INVTS ACQUISITION COR 0.2%
Value ($000) $13,981 Shares 1,399,452 Est. Cost $9.70 Unrealized
JELD JELD-WEN HLDG INC 0.2%
Value ($000) $13,796 Shares 425,000 Est. Cost $30.46 Unrealized +6.4%
WALGREENS BOOTS ALLIANCE INC 0.2%
Value ($000) $13,701 Shares 175,000 Est. Cost $78.29 Unrealized
NOVAVAX INC 0.2%
Value ($000) $13,398 Shares 31,250,000 Est. Cost $0.46 Unrealized
CISION LTD 0.2%
Value ($000) $13,342 Shares 1,296,618 Est. Cost $10.29 Unrealized
RICE ENERGY INC 0.2%
Value ($000) $13,049 Shares 490,000 Est. Cost $26.63 Unrealized
XRAY DENTSPLY SIRONA INC 0.2%
Value ($000) $12,966 Shares 200,000 Est. Cost $59.08 Unrealized +6.9%
J JILL INC 0.2%
Value ($000) $12,953 Shares 1,053,931 Est. Cost $13.81 Unrealized
UAL UNITED CONTL HLDGS INC 0.2%
Value ($000) $12,812 Shares 170,257 Est. Cost $44.98 Unrealized +67.8%
CHINA BIOLOGIC PRODS INC 0.2%
Value ($000) $12,441 Shares 110,000 Est. Cost $86.84 Unrealized
QUORUM HEALTH CORP 0.2%
Value ($000) $12,332 Shares 2,971,526 Est. Cost $5.90 Unrealized
CTRIP COM INTL LTD 0.2%
Value ($000) $12,119 Shares 225,000 Est. Cost $53.86 Unrealized
HENNESSY CAP ACQUSTON CORP I 0.2%
Value ($000) $12,066 Shares 1,200,000 Est. Cost $10.05 Unrealized
GLOBAL PARTNER ACQUISITION C 0.2%
Value ($000) $11,940 Shares 1,200,000 Est. Cost $9.96 Unrealized
CAL CALERES INC 0.2%
Value ($000) $11,807 Shares 425,000 Est. Cost $23.68 Unrealized 0.0%
SKECHERS U S A INC 0.2%
Value ($000) $11,800 Shares 400,000 Est. Cost $27.69 Unrealized
ASCENT CAP GROUP INC 0.2%
Value ($000) $11,779 Shares 14,875,000 Est. Cost $0.74 Unrealized
EA ELECTRONIC ARTS INC 0.1%
Value ($000) $10,572 Shares 100,000 Est. Cost Unrealized
MODERN MEDIA ACQUISITION 0.1%
Value ($000) $10,517 Shares 1,025,000 Est. Cost $10.26 Unrealized
CHTR CHARTER COMMUNICATIONS INC N 0.1%
Value ($000) $10,396 Shares 30,862 Est. Cost $318.52 Unrealized +4.7%
VC VISTEON CORP 0.1%
Value ($000) $10,206 Shares 100,000 Est. Cost $98.32 Unrealized 0.0%
CRL CHARLES RIV LABS INTL INC 0.1%
Value ($000) $10,115 Shares 100,000 Est. Cost $92.05 Unrealized 0.0%
FMC F M C CORP 0.1%
Value ($000) $9,987 Shares 136,709 Est. Cost $41.74 Unrealized +24.8%
FOOT LOCKER INC 0.1%
Value ($000) $9,856 Shares 200,000 Est. Cost Unrealized
GREAT PLAINS ENERGY INC 0.1%
Value ($000) $9,814 Shares 335,193 Est. Cost $28.03 Unrealized
SPECTRANETICS CORP 0.1%
Value ($000) $9,588 Shares 250,000 Est. Cost $38.35 Unrealized
PRICELINE GRP INC 0.1%
Value ($000) $9,353 Shares 5,000 Est. Cost Unrealized
EASTERLY ACQUISITION CORP 0.1%
Value ($000) $8,800 Shares 880,000 Est. Cost $9.78 Unrealized
CBRL CRACKER BARREL OLD CTRY STOR 0.1%
Value ($000) $8,781 Shares 52,500 Est. Cost Unrealized
WALTER INVT MGMT CORP 0.1%
Value ($000) $8,755 Shares 25,750,000 Est. Cost $0.71 Unrealized
KHC KRAFT HEINZ CO 0.1%
Value ($000) $8,561 Shares 100,000 Est. Cost $56.47 Unrealized +7.6%
WHITING PETE CORP NEW 0.1%
Value ($000) $8,265 Shares 1,500,000 Est. Cost $5.51 Unrealized
QUINPARIO ACQUISITION CORP 2 0.1%
Value ($000) $8,099 Shares 818,051 Est. Cost $9.96 Unrealized
OPLN KAR AUCTION SVCS INC 0.1%
Value ($000) $7,974 Shares 190,000 Est. Cost $16.28 Unrealized 0.0%
CONYERS PK ACQUISITION 0.1%
Value ($000) $7,650 Shares 600,000 Est. Cost $10.60 Unrealized
AETNA INC NEW 0.1%
Value ($000) $7,592 Shares 50,000 Est. Cost $151.84 Unrealized
ANADARKO PETE CORP 0.1%
Value ($000) $6,801 Shares 150,000 Est. Cost $48.58 Unrealized
CAPITAL BK FINL CORP 0.1%
Value ($000) $6,354 Shares 166,994 Est. Cost $43.35 Unrealized
VVV VALVOLINE INC 0.1%
Value ($000) $5,937 Shares 250,301 Est. Cost $23.16 Unrealized 0.0%
BJRI BJS RESTAURANTS INC 0.1%
Value ($000) $5,588 Shares 150,000 Est. Cost $36.12 Unrealized +14.3%
ELECTRUM SPL ACQUISITION COR 0.1%
Value ($000) $5,550 Shares 550,000 Est. Cost $10.09 Unrealized
CAESARS ENTMT CORP 0.1%
Value ($000) $5,378 Shares 450,000 Est. Cost $11.95 Unrealized
CAG CONAGRA BRANDS INC 0.1%
Value ($000) $5,364 Shares 150,000 Est. Cost $28.12 Unrealized 0.0%
PFE PFIZER INC 0.1%
Value ($000) $5,039 Shares 150,000 Est. Cost $21.60 Unrealized 0.0%
SABAN CAP ACQUISITION CORP 0.1%
Value ($000) $5,001 Shares 466,969 Est. Cost $10.08 Unrealized
MRK MERCK & CO INC 0.1%
Value ($000) $4,807 Shares 75,000 Est. Cost $46.54 Unrealized 0.0%
SILVER RUN ACQUISITION 0.1%
Value ($000) $4,244 Shares 400,005 Est. Cost $10.43 Unrealized
GIS GENERAL MLS INC 0.1%
Value ($000) $4,155 Shares 75,000 Est. Cost Unrealized
FND FLOOR & DECOR HLDGS INC 0.1%
Value ($000) $3,926 Shares 100,000 Est. Cost $38.97 Unrealized 0.0%
ANDINA ACQUISITION CORP II 0.1%
Value ($000) $3,790 Shares 352,882 Est. Cost $9.90 Unrealized
EMITF ELBIT IMAGING LTD 0.1%
Value ($000) $3,731 Shares 1,314,527 Est. Cost $1.98 Unrealized +24.5%
NBIX NEUROCRINE BIOSCIENCES INC 0.1%
Value ($000) $3,639 Shares 79,100 Est. Cost $48.51 Unrealized 0.0%
CENTURYLINK INC 0.0%
Value ($000) $3,086 Shares 129,210 Est. Cost $32.84 Unrealized
CISION LTD 0.0%
Value ($000) $3,045 Shares 1,384,900 Est. Cost $2.20 Unrealized
CALPINE CORP 0.0%
Value ($000) $2,731 Shares 201,815 Est. Cost $11.36 Unrealized
SILVER RUN ACQUISITION 0.0%
Value ($000) $1,604 Shares 1,083,465 Est. Cost $1.48 Unrealized
CORNERSTONE ONDEMAND INC 0.0%
Value ($000) $1,530 Shares 42,810 Est. Cost $40.42 Unrealized
NEXEO SOLUTIONS INC 0.0%
Value ($000) $1,436 Shares 2,709,552 Est. Cost $0.66 Unrealized
QCOM QUALCOMM INC 0.0%
Value ($000) $1,104 Shares 20,000 Est. Cost $46.91 Unrealized -5.7%
HARMONY MERGER CORP 0.0%
Value ($000) $664 Shares 830,250 Est. Cost $0.50 Unrealized
QUINPARIO ACQUISITION CORP 2 0.0%
Value ($000) $518 Shares 1,370,588 Est. Cost $0.45 Unrealized
PLAYA HOTELS & RESORTS NV 0.0%
Value ($000) $490 Shares 40,981 Est. Cost $10.50 Unrealized
WALTER INVT MGMT CORP 0.0%
Value ($000) $478 Shares 504,898 Est. Cost $1.03 Unrealized
GP INVTS ACQUISITION COR 0.0%
Value ($000) $407 Shares 607,221 Est. Cost $0.50 Unrealized
ELECTRUM SPL ACQUISITION COR 0.0%
Value ($000) $396 Shares 1,100,000 Est. Cost $0.36 Unrealized
AGROFRESH SOLUTIONS 0.0%
Value ($000) $330 Shares 439,956 Est. Cost $1.82 Unrealized
EASTERLY ACQUISITION CORP 0.0%
Value ($000) $313 Shares 390,700 Est. Cost $0.66 Unrealized
ALTERYX INC 0.0%
Value ($000) $293 Shares 15,000 Est. Cost $15.60 Unrealized
PACIFIC SPL ACQUISITION CORP 0.0%
Value ($000) $246 Shares 416,800 Est. Cost $0.59 Unrealized
GLOBAL PARTNER ACQUISITION C 0.0%
Value ($000) $240 Shares 1,200,000 Est. Cost $0.32 Unrealized
VIVOPOWER INTERNATIONAL PLC 0.0%
Value ($000) $237 Shares 69,013 Est. Cost $5.52 Unrealized
MICROSEMI CORP 0.0%
Value ($000) $215 Shares 4,600 Est. Cost $52.81 Unrealized
PACIFIC SPL ACQUISITION CORP 0.0%
Value ($000) $204 Shares 416,800 Est. Cost $0.49 Unrealized
BARINGTON HILCO ACQUISITION 0.0%
Value ($000) $127 Shares 398,000 Est. Cost $0.26 Unrealized
JASON INDS INC 0.0%
Value ($000) $91 Shares 1,056,616 Est. Cost $1.52 Unrealized
ORIGO ACQUISITION CORP 0.0%
Value ($000) $82 Shares 350,000 Est. Cost $0.13 Unrealized
COMMUNITY HEALTH SYS INC NEW 0.0%
Value ($000) $76 Shares 3,903,667 Est. Cost $0.06 Unrealized
BARINGTON HILCO ACQUISITION 0.0%
Value ($000) $56 Shares 398,000 Est. Cost $0.16 Unrealized
ORIGO ACQUISITION CORP 0.0%
Value ($000) $53 Shares 350,000 Est. Cost $0.07 Unrealized
BUNGE LIMITED 0.0%
Value ($000) $7 Shares 100 Est. Cost $70.00 Unrealized