DAVIDSON KEMPNER CAPITAL MANAGEMENT LP Quant / Systematic

CIK: 0001595082 · Show all filings

Period: Q3 2018 (← Previous) (Next →)

Filing Date: May 15, 2020

Total Value ($000): $9,133,842

Holdings (171)

AETNA INC NEW 17.1%
Value ($000) $1,558,320 Shares 7,682,128 Est. Cost $186.27 Unrealized
ROCKWELL COLLINS INC 7.4%
Value ($000) $677,048 Shares 4,819,879 Est. Cost $132.77 Unrealized
TWENTY FIRST CENTY FOX INC 5.1%
Value ($000) $466,275 Shares 10,064,218 Est. Cost $47.98 Unrealized
EXPRESS SCRIPTS HLDG CO 4.6%
Value ($000) $421,703 Shares 4,438,040 Est. Cost $94.31 Unrealized
DELL TECHNOLOGIES INC 4.5%
Value ($000) $407,763 Shares 4,198,552 Est. Cost $97.12 Unrealized
ALTABA INC 4.4%
Value ($000) $399,246 Shares 5,864,362 Est. Cost $70.53 Unrealized
VST VISTRA ENERGY CORP 4.1%
Value ($000) $373,734 Shares 15,021,458 Est. Cost $14.87 Unrealized +32.4%
FTV FORTIVE CORP 3.7%
Value ($000) $336,800 Shares 4,000,000 Est. Cost $49.74 Unrealized 0.0%
FTV FORTIVE CORP 3.7%
Value ($000) $336,653 Shares 3,998,255 Est. Cost $49.74 Unrealized 0.0%
AVAYA HLDGS CORP 2.6%
Value ($000) $240,257 Shares 10,851,720 Est. Cost $22.40 Unrealized
ORBOTECH LTD 1.5%
Value ($000) $140,160 Shares 2,358,011 Est. Cost $61.82 Unrealized
VECTREN CORP 1.4%
Value ($000) $132,220 Shares 1,849,491 Est. Cost $71.46 Unrealized
MICROCHIP TECHNOLOGY INC 1.3%
Value ($000) $117,092 Shares 110,000,000 Est. Cost $1.18 Unrealized
THC TENET HEALTHCARE CORP 1.2%
Value ($000) $111,825 Shares 3,929,207 Est. Cost $17.39 Unrealized +89.8%
TMUS T MOBILE US INC 1.0%
Value ($000) $94,743 Shares 1,350,000 Est. Cost $59.15 Unrealized +4.9%
TTWO TAKE-TWO INTERACTIVE SOFTWAR 0.9%
Value ($000) $86,238 Shares 625,000 Est. Cost $127.59 Unrealized 0.0%
INTEGRATED DEVICE TECHNOLOGY 0.9%
Value ($000) $83,401 Shares 1,775,626 Est. Cost $46.97 Unrealized
TWENTY FIRST CENTY FOX INC 0.9%
Value ($000) $82,535 Shares 1,800,100 Est. Cost $46.61 Unrealized
WAYFAIR INC 0.9%
Value ($000) $81,403 Shares 54,000,000 Est. Cost $1.51 Unrealized
SERVICEMASTER GLOBAL HLDGS I 0.8%
Value ($000) $77,538 Shares 1,250,000 Est. Cost $53.16 Unrealized
CAESARS ENTMT CORP 0.8%
Value ($000) $76,875 Shares 7,500,000 Est. Cost $10.55 Unrealized
IAC INTERACTIVECORP 0.8%
Value ($000) $75,852 Shares 350,000 Est. Cost $62.86 Unrealized
TPR TAPESTRY INC 0.8%
Value ($000) $75,405 Shares 1,500,000 Est. Cost $39.85 Unrealized +0.3%
TWITTER INC 0.8%
Value ($000) $70,889 Shares 77,000,000 Est. Cost $0.87 Unrealized
BROOKFIELD PROPERTY REIT INC 0.8%
Value ($000) $69,955 Shares 3,343,918 Est. Cost $20.92 Unrealized
DISH NETWORK CORP 0.7%
Value ($000) $66,764 Shares 70,000,000 Est. Cost $0.96 Unrealized
STZ CONSTELLATION BRANDS INC 0.7%
Value ($000) $64,686 Shares 300,000 Est. Cost $192.74 Unrealized -2.2%
ARCH COAL INC 0.7%
Value ($000) $60,614 Shares 678,010 Est. Cost $76.75 Unrealized
PINNACLE FOODS INC DEL 0.7%
Value ($000) $59,890 Shares 924,088 Est. Cost $64.81 Unrealized
CVS CVS HEALTH CORP 0.6%
Value ($000) $59,040 Shares 750,000 Est. Cost Unrealized
CAG CONAGRA BRANDS INC 0.6%
Value ($000) $56,109 Shares 1,651,734 Est. Cost $27.33 Unrealized 0.0%
ZILLOW GROUP INC 0.6%
Value ($000) $54,063 Shares 50,000,000 Est. Cost $1.18 Unrealized
ALTRA INDL MOTION CORP 0.6%
Value ($000) $53,586 Shares 1,295,902 Est. Cost $41.35 Unrealized
UNITED TECHNOLOGIES CORP 0.5%
Value ($000) $48,934 Shares 350,000 Est. Cost $140.00 Unrealized
MSFT MICROSOFT CORP 0.5%
Value ($000) $48,646 Shares 425,000 Est. Cost $92.39 Unrealized +9.1%
AT HOME GROUP INC 0.5%
Value ($000) $45,719 Shares 1,450,000 Est. Cost $31.53 Unrealized
INTEL CORP 0.5%
Value ($000) $45,425 Shares 20,000,000 Est. Cost $1.87 Unrealized
SGI TEMPUR SEALY INTL INC 0.5%
Value ($000) $44,965 Shares 850,000 Est. Cost $12.52 Unrealized +6.6%
GWRE GUIDEWIRE SOFTWARE INC 0.5%
Value ($000) $44,192 Shares 437,500 Est. Cost $96.09 Unrealized 0.0%
SGI TEMPUR SEALY INTL INC 0.5%
Value ($000) $43,643 Shares 825,000 Est. Cost $12.52 Unrealized +6.6%
NICE SYS INC 0.5%
Value ($000) $42,881 Shares 30,000,000 Est. Cost $1.24 Unrealized
BC BRUNSWICK CORP 0.5%
Value ($000) $41,888 Shares 625,000 Est. Cost $57.09 Unrealized +1.0%
QSR RESTAURANT BRANDS INTL INC 0.4%
Value ($000) $38,532 Shares 650,000 Est. Cost $57.62 Unrealized +5.6%
WORLD WRESTLING ENTMT INC 0.4%
Value ($000) $38,081 Shares 393,680 Est. Cost $78.51 Unrealized
RADIUS HEALTH INC 0.4%
Value ($000) $34,379 Shares 45,000,000 Est. Cost $0.98 Unrealized
LOW LOWES COS INC 0.4%
Value ($000) $33,011 Shares 287,500 Est. Cost $80.93 Unrealized +12.5%
DLTR DOLLAR TREE INC 0.4%
Value ($000) $32,620 Shares 400,000 Est. Cost $88.63 Unrealized -0.9%
STZ CONSTELLATION BRANDS INC 0.4%
Value ($000) $32,343 Shares 150,000 Est. Cost $192.74 Unrealized -2.2%
SPARTAN ENERGY ACQUISITON CO 0.3%
Value ($000) $30,450 Shares 3,000,000 Est. Cost $10.15 Unrealized
INTERDIGITAL INC 0.3%
Value ($000) $29,316 Shares 25,000,000 Est. Cost $1.21 Unrealized
BRSL INTERNATIONAL GAME TECHNOLOG 0.3%
Value ($000) $28,638 Shares 1,450,000 Est. Cost $15.82 Unrealized -12.6%
GORES HOLDINGS III INC 0.3%
Value ($000) $28,588 Shares 2,800,000 Est. Cost $10.21 Unrealized
AEROJET ROCKETDYNE HLDGS INC 0.3%
Value ($000) $28,533 Shares 20,000,000 Est. Cost $1.36 Unrealized
BJ BJS WHSL CLUB HLDGS INC 0.3%
Value ($000) $26,780 Shares 1,000,000 Est. Cost $24.79 Unrealized +7.9%
QSR RESTAURANT BRANDS INTL INC 0.3%
Value ($000) $26,676 Shares 450,000 Est. Cost $57.62 Unrealized +5.6%
NOVAVAX INC 0.3%
Value ($000) $26,123 Shares 43,000,000 Est. Cost $0.51 Unrealized
J2 GLOBAL INC 0.3%
Value ($000) $25,907 Shares 20,000,000 Est. Cost $1.21 Unrealized
PRKS SEAWORLD ENTMT INC 0.3%
Value ($000) $25,779 Shares 820,195 Est. Cost $16.07 Unrealized +62.2%
NEW YORK REIT INC 0.3%
Value ($000) $25,276 Shares 1,393,393 Est. Cost $21.51 Unrealized
INTELSAT S A 0.3%
Value ($000) $24,714 Shares 823,803 Est. Cost $16.66 Unrealized
REALPAGE INC 0.3%
Value ($000) $24,506 Shares 15,000,000 Est. Cost $1.42 Unrealized
CHURCHILL CAP CORP 0.3%
Value ($000) $23,806 Shares 2,350,000 Est. Cost $10.13 Unrealized
DIS DISNEY WALT CO 0.3%
Value ($000) $23,762 Shares 203,200 Est. Cost Unrealized
OI S A 0.3%
Value ($000) $23,149 Shares 8,479,487 Est. Cost $2.73 Unrealized
ITB ISHARES TR 0.3%
Value ($000) $22,971 Shares 650,000 Est. Cost Unrealized
FEDERAL STR ACQUISITION CORP 0.2%
Value ($000) $22,658 Shares 2,250,000 Est. Cost $10.07 Unrealized
V VISA INC 0.2%
Value ($000) $22,514 Shares 150,000 Est. Cost $117.81 Unrealized +14.7%
PLAYAGS INC 0.2%
Value ($000) $20,997 Shares 712,500 Est. Cost $28.18 Unrealized
TPGH/U TPG PACE HLDGS CORP 0.2%
Value ($000) $20,993 Shares 1,988,000 Est. Cost $10.26 Unrealized
VANTAGE ENERGY ACQUISITION 0.2%
Value ($000) $20,800 Shares 2,000,000 Est. Cost $10.04 Unrealized
HAYMAKER ACQUISITION CORP 0.2%
Value ($000) $20,760 Shares 2,000,000 Est. Cost $9.90 Unrealized
TTWO TAKE-TWO INTERACTIVE SOFTWAR 0.2%
Value ($000) $20,697 Shares 150,000 Est. Cost $127.59 Unrealized 0.0%
SOCIAL CAP HEDOSOPHIA HLDGS 0.2%
Value ($000) $20,569 Shares 2,016,582 Est. Cost $10.55 Unrealized
TESLA INC 0.2%
Value ($000) $20,402 Shares 20,000,000 Est. Cost $1.02 Unrealized
MOSAIC ACQUISITION CORP 0.2%
Value ($000) $20,395 Shares 2,000,000 Est. Cost $10.15 Unrealized
GAP GAP INC DEL 0.2%
Value ($000) $20,195 Shares 700,000 Est. Cost $23.06 Unrealized 0.0%
GTY TECHNOLOGY HOLDINGS INC 0.2%
Value ($000) $19,906 Shares 1,967,015 Est. Cost $10.12 Unrealized
PENSARE ACQUISITION CORP 0.2%
Value ($000) $19,478 Shares 1,849,800 Est. Cost $10.15 Unrealized
IRONWOOD PHARMACEUTICALS INC 0.2%
Value ($000) $19,472 Shares 15,000,000 Est. Cost $1.23 Unrealized
OSI SYSTEMS INC 0.2%
Value ($000) $19,064 Shares 20,000,000 Est. Cost $0.92 Unrealized
INTEGRATED DEVICE TECHNOLOGY 0.2%
Value ($000) $18,804 Shares 400,000 Est. Cost $46.97 Unrealized
CAPITOL INVT CORP IV 0.2%
Value ($000) $18,684 Shares 1,800,000 Est. Cost $10.12 Unrealized
GS ACQUISITION HLDGS CORP 0.2%
Value ($000) $17,629 Shares 1,700,000 Est. Cost $10.22 Unrealized
MBI MBIA INC 0.2%
Value ($000) $17,621 Shares 1,648,409 Est. Cost $3.70 Unrealized +20.7%
SMPL SIMPLY GOOD FOODS CO 0.2%
Value ($000) $17,496 Shares 900,000 Est. Cost $14.65 Unrealized +18.7%
QUORUM HEALTH CORP 0.2%
Value ($000) $17,413 Shares 2,971,526 Est. Cost $5.90 Unrealized
SBUX STARBUCKS CORP 0.2%
Value ($000) $17,052 Shares 300,000 Est. Cost Unrealized
ADBE ADOBE SYS INC 0.2%
Value ($000) $16,873 Shares 62,500 Est. Cost $257.84 Unrealized 0.0%
KAYNE ANDERSON ACQUISITION 0.2%
Value ($000) $16,702 Shares 1,650,350 Est. Cost $10.12 Unrealized
ELAN ELANCO ANIMAL HEALTH INC 0.2%
Value ($000) $15,962 Shares 457,500 Est. Cost $35.17 Unrealized 0.0%
LEISURE ACQUISITION CORP 0.2%
Value ($000) $15,300 Shares 1,500,000 Est. Cost $9.90 Unrealized
UAL UNITED CONTL HLDGS INC 0.2%
Value ($000) $15,163 Shares 170,257 Est. Cost $44.98 Unrealized +83.3%
PLATINUM EAGLE ACQUISITIN CO 0.2%
Value ($000) $15,053 Shares 1,470,000 Est. Cost $10.11 Unrealized
DG DOLLAR GEN CORP NEW 0.2%
Value ($000) $15,029 Shares 137,500 Est. Cost $94.45 Unrealized 0.0%
POST POST HLDGS INC 0.2%
Value ($000) $14,706 Shares 150,000 Est. Cost $61.37 Unrealized 0.0%
ROKU ROKU INC 0.2%
Value ($000) $14,606 Shares 200,000 Est. Cost Unrealized
MDB MONGODB INC 0.2%
Value ($000) $14,562 Shares 178,636 Est. Cost $44.87 Unrealized +48.6%
VAC MARRIOTT VACATIONS WRLDWDE C 0.2%
Value ($000) $14,261 Shares 127,611 Est. Cost $118.20 Unrealized 0.0%
SPIRIT RLTY CAP INC NEW 0.2%
Value ($000) $14,258 Shares 1,769,000 Est. Cost $7.41 Unrealized
MATLIN & PARTNERS ACQUISITIO 0.2%
Value ($000) $14,000 Shares 1,400,000 Est. Cost $10.00 Unrealized
FINISAR CORP 0.2%
Value ($000) $13,741 Shares 15,000,000 Est. Cost $0.90 Unrealized
PCG PG&E CORP 0.1%
Value ($000) $13,573 Shares 295,000 Est. Cost $44.02 Unrealized 0.0%
LKQ LKQ CORP 0.1%
Value ($000) $13,456 Shares 425,000 Est. Cost $29.84 Unrealized 0.0%
GORES HLDGS II INC 0.1%
Value ($000) $13,270 Shares 1,250,664 Est. Cost $10.14 Unrealized
AVISTA HEALTHCARE PUB ACQ CO 0.1%
Value ($000) $12,977 Shares 1,284,855 Est. Cost $9.99 Unrealized
SANDERSON FARMS INC 0.1%
Value ($000) $12,931 Shares 125,091 Est. Cost $103.37 Unrealized
ELDORADO RESORTS INC 0.1%
Value ($000) $12,744 Shares 262,500 Est. Cost $48.55 Unrealized
INDUSTREA ACQUISITION CORP 0.1%
Value ($000) $12,216 Shares 1,200,000 Est. Cost $10.18 Unrealized
WH WYNDHAM HOTELS & RESORTS INC 0.1%
Value ($000) $11,308 Shares 203,496 Est. Cost $59.07 Unrealized -3.1%
FTCHQ FARFETCH LTD 0.1%
Value ($000) $10,960 Shares 402,500 Est. Cost $28.31 Unrealized 0.0%
TKK SYMPHONY ACQUISITION COR 0.1%
Value ($000) $10,908 Shares 1,080,000 Est. Cost $10.10 Unrealized
TWELVE SEAS INVESTMENT COMPA 0.1%
Value ($000) $10,784 Shares 1,050,000 Est. Cost $10.05 Unrealized
FRONTIER COMMUNICATIONS CORP 0.1%
Value ($000) $10,530 Shares 1,625,000 Est. Cost $5.77 Unrealized
BEMIS INC 0.1%
Value ($000) $10,390 Shares 213,787 Est. Cost $48.60 Unrealized
ONE MADISON CORP 0.1%
Value ($000) $10,370 Shares 1,000,000 Est. Cost $10.00 Unrealized
GME GAMESTOP CORP NEW 0.1%
Value ($000) $9,926 Shares 650,000 Est. Cost Unrealized
BROOKFIELD PPTY PARTNERS L P 0.1%
Value ($000) $9,331 Shares 446,685 Est. Cost $20.89 Unrealized
CHINA BIOLOGIC PRODS HLDGS I 0.1%
Value ($000) $9,315 Shares 116,400 Est. Cost $80.03 Unrealized
CM SEVEN STAR ACQUISITION CO 0.1%
Value ($000) $9,130 Shares 849,305 Est. Cost $9.96 Unrealized
MELI MERCADOLIBRE INC 0.1%
Value ($000) $8,680 Shares 25,500 Est. Cost $338.65 Unrealized 0.0%
ALDER BIOPHARMACEUTICALS INC 0.1%
Value ($000) $8,559 Shares 8,000,000 Est. Cost $0.92 Unrealized
ACORDA THERAPEUTICS INC 0.1%
Value ($000) $8,440 Shares 10,000,000 Est. Cost $0.97 Unrealized
RETROPHIN INC 0.1%
Value ($000) $8,195 Shares 8,000,000 Est. Cost $1.02 Unrealized
VFC V F CORP 0.1%
Value ($000) $8,177 Shares 87,500 Est. Cost $85.30 Unrealized 0.0%
HAS HASBRO INC 0.1%
Value ($000) $7,884 Shares 75,000 Est. Cost $66.75 Unrealized +14.8%
SENTINEL ENERGY SVCS INC 0.1%
Value ($000) $7,710 Shares 750,000 Est. Cost $9.97 Unrealized
AEO AMERICAN EAGLE OUTFITTERS NE 0.1%
Value ($000) $7,466 Shares 300,700 Est. Cost $20.86 Unrealized 0.0%
WILLSCOT CORP 0.1%
Value ($000) $7,461 Shares 436,309 Est. Cost $17.10 Unrealized
MODERN MEDIA ACQUISITION 0.1%
Value ($000) $5,915 Shares 547,731 Est. Cost $10.26 Unrealized
CYH COMMUNITY HEALTH SYS INC NEW 0.1%
Value ($000) $5,190 Shares 1,500,000 Est. Cost $3.25 Unrealized 0.0%
JAZZ INVESTMENTS I LTD 0.1%
Value ($000) $5,078 Shares 5,000,000 Est. Cost $1.02 Unrealized
IBN ICICI BK LTD 0.1%
Value ($000) $5,042 Shares 593,900 Est. Cost $8.49 Unrealized
CPB CAMPBELL SOUP CO 0.1%
Value ($000) $4,835 Shares 132,000 Est. Cost Unrealized
DOCU DOCUSIGN INC 0.1%
Value ($000) $4,776 Shares 90,900 Est. Cost $56.71 Unrealized 0.0%
HDB HDFC BANK LTD 0.1%
Value ($000) $4,705 Shares 50,000 Est. Cost $105.02 Unrealized
SABAN CAP ACQUISITION CORP 0.1%
Value ($000) $4,651 Shares 461,369 Est. Cost $10.08 Unrealized
DISH NETWORK CORP 0.0%
Value ($000) $3,815 Shares 106,673 Est. Cost $33.61 Unrealized
BOOT BOOT BARN HLDGS INC 0.0%
Value ($000) $3,383 Shares 119,062 Est. Cost $18.01 Unrealized +46.7%
TENB TENABLE HLDGS INC 0.0%
Value ($000) $3,110 Shares 80,000 Est. Cost $33.25 Unrealized 0.0%
AKORN INC 0.0%
Value ($000) $2,877 Shares 221,641 Est. Cost $18.70 Unrealized
EMITF ELBIT IMAGING LTD 0.0%
Value ($000) $2,823 Shares 1,314,527 Est. Cost $1.98 Unrealized -13.3%
WILLSCOT CORP 0.0%
Value ($000) $2,367 Shares 799,745 Est. Cost $1.43 Unrealized
EYE NATIONAL VISION HLDGS INC 0.0%
Value ($000) $2,261 Shares 50,100 Est. Cost $36.49 Unrealized +15.5%
EB EVENTBRITE INC 0.0%
Value ($000) $1,936 Shares 51,000 Est. Cost $36.18 Unrealized 0.0%
SONO SONOS INC 0.0%
Value ($000) $1,924 Shares 120,000 Est. Cost $17.69 Unrealized 0.0%
IFF INTERNATIONAL FLAVORS&FRAGRA 0.0%
Value ($000) $1,739 Shares 12,500 Est. Cost $108.33 Unrealized 0.0%
FEDERAL STR ACQUISITION CORP 0.0%
Value ($000) $1,575 Shares 1,125,000 Est. Cost $1.40 Unrealized
PDD PINDUODUO INC 0.0%
Value ($000) $1,571 Shares 60,000 Est. Cost $26.18 Unrealized
SIMPLY GOOD FOODS CO 0.0%
Value ($000) $1,558 Shares 199,998 Est. Cost $2.30 Unrealized
GORES HLDGS II INC 0.0%
Value ($000) $1,423 Shares 671,111 Est. Cost $1.60 Unrealized
INDUSTREA ACQUISITION CORP 0.0%
Value ($000) $1,323 Shares 1,350,000 Est. Cost $0.98 Unrealized
FALCON MINERALS CORP 0.0%
Value ($000) $1,300 Shares 764,618 Est. Cost $1.70 Unrealized
AKORN INC 0.0%
Value ($000) $1,299 Shares 100,100 Est. Cost $18.70 Unrealized
PERFICIENT INC 0.0%
Value ($000) $1,273 Shares 47,800 Est. Cost $26.63 Unrealized
SVMK INC 0.0%
Value ($000) $1,138 Shares 71,000 Est. Cost $16.03 Unrealized
MATLIN & PARTNERS ACQUISITIO 0.0%
Value ($000) $975 Shares 1,300,000 Est. Cost $0.75 Unrealized
GTY TECHNOLOGY HOLDINGS INC 0.0%
Value ($000) $813 Shares 655,671 Est. Cost $1.24 Unrealized
NEXEO SOLUTIONS INC 0.0%
Value ($000) $792 Shares 784,252 Est. Cost $0.66 Unrealized
KAYNE ANDERSON ACQUISITION 0.0%
Value ($000) $729 Shares 583,298 Est. Cost $1.25 Unrealized
INTERNATIONAL MNY EXPRESS IN 0.0%
Value ($000) $686 Shares 293,158 Est. Cost $2.34 Unrealized
ALTA MESA RES INC 0.0%
Value ($000) $524 Shares 1,138,461 Est. Cost $1.50 Unrealized
SABAN CAP ACQUISITION CORP 0.0%
Value ($000) $265 Shares 230,684 Est. Cost $1.15 Unrealized
ESTRE AMBIENTAL INC 0.0%
Value ($000) $210 Shares 701,404 Est. Cost $0.65 Unrealized
BORQS TECHNOLOGIES INC 0.0%
Value ($000) $190 Shares 41,679 Est. Cost $5.59 Unrealized
AVISTA HEALTHCARE PUB ACQ CO 0.0%
Value ($000) $152 Shares 1,365,000 Est. Cost $0.40 Unrealized
AGROFRESH SOLUTIONS 0.0%
Value ($000) $84 Shares 439,956 Est. Cost $1.82 Unrealized
BARINGTON HILCO ACQUISITION 0.0%
Value ($000) $48 Shares 398,000 Est. Cost $0.26 Unrealized
COMMUNITY HEALTH SYS INC NEW 0.0%
Value ($000) $21 Shares 3,903,667 Est. Cost $0.06 Unrealized
BARINGTON HILCO ACQUISITION 0.0%
Value ($000) $20 Shares 398,000 Est. Cost $0.16 Unrealized
UNITED TECHNOLOGIES CORP 0.0%
Value ($000) $14 Shares 100 Est. Cost $140.00 Unrealized
JASON INDS INC 0.0%
Value ($000) $11 Shares 1,056,616 Est. Cost $1.52 Unrealized