DAVIDSON KEMPNER CAPITAL MANAGEMENT LP Quant / Systematic

CIK: 0001595082 · Show all filings

Period: Q3 2019 (← Previous) (Next →)

Filing Date: Aug 14, 2020

Total Value ($000): $5,089,360

Holdings (163)

CELGENE CORP 15.9%
Value ($000) $809,226 Shares 8,150,122 Est. Cost $93.82 Unrealized
ALLERGAN PLC 15.9%
Value ($000) $808,585 Shares 4,804,715 Est. Cost $168.10 Unrealized
ALTABA INC 7.8%
Value ($000) $398,197 Shares 20,451,811 Est. Cost $57.99 Unrealized
VST VISTRA ENERGY CORP 5.0%
Value ($000) $254,103 Shares 9,506,286 Est. Cost $14.87 Unrealized +38.4%
ZAYO GROUP HLDGS INC 4.5%
Value ($000) $230,397 Shares 6,796,368 Est. Cost $31.84 Unrealized
TSN TYSON FOODS INC 4.0%
Value ($000) $202,358 Shares 2,349,180 Est. Cost $62.86 Unrealized +12.4%
THC TENET HEALTHCARE CORP 2.1%
Value ($000) $107,695 Shares 4,868,688 Est. Cost $19.28 Unrealized +10.5%
SYMANTEC CORP 1.7%
Value ($000) $86,996 Shares 3,681,586 Est. Cost $23.63 Unrealized
DLTR DOLLAR TREE INC 1.6%
Value ($000) $79,905 Shares 700,000 Est. Cost $104.94 Unrealized -0.3%
AVAYA HLDGS CORP 1.5%
Value ($000) $74,740 Shares 7,305,945 Est. Cost $22.40 Unrealized
ALDER BIOPHARMACEUTICALS INC 1.2%
Value ($000) $62,468 Shares 3,312,203 Est. Cost $18.86 Unrealized
ACTIVISION BLIZZARD INC 1.1%
Value ($000) $56,878 Shares 1,075,000 Est. Cost $52.91 Unrealized
PCG PG&E CORP 1.1%
Value ($000) $54,359 Shares 5,435,925 Est. Cost $18.45 Unrealized -19.0%
CNC CENTENE CORP DEL 1.1%
Value ($000) $54,126 Shares 1,251,177 Est. Cost $52.84 Unrealized -7.8%
CONTURA ENERGY INC 1.0%
Value ($000) $52,461 Shares 1,876,285 Est. Cost $65.74 Unrealized
CYPRESS SEMICONDUCTOR CORP 1.0%
Value ($000) $52,219 Shares 2,238,284 Est. Cost $22.23 Unrealized
TESLA INC 0.9%
Value ($000) $45,706 Shares 45,000,000 Est. Cost $0.99 Unrealized
DIS DISNEY WALT CO 0.9%
Value ($000) $45,612 Shares 350,000 Est. Cost $114.43 Unrealized +17.3%
MOMO INC 0.9%
Value ($000) $45,020 Shares 50,000,000 Est. Cost $0.90 Unrealized
TMUS T MOBILE US INC 0.9%
Value ($000) $44,077 Shares 559,708 Est. Cost $64.48 Unrealized +17.4%
OPTU ALTICE USA INC 0.9%
Value ($000) $43,737 Shares 1,525,000 Est. Cost $20.23 Unrealized +34.6%
CCO CLEAR CHANNEL OUTDOOR HLDGS 0.8%
Value ($000) $42,559 Shares 16,888,360 Est. Cost $5.11 Unrealized -38.6%
HGV HILTON GRAND VACATIONS INC 0.8%
Value ($000) $42,447 Shares 1,326,468 Est. Cost $30.87 Unrealized +1.9%
RADIUS HEALTH INC 0.8%
Value ($000) $40,910 Shares 45,000,000 Est. Cost $0.98 Unrealized
IHRT IHEARTMEDIA INC 0.8%
Value ($000) $40,266 Shares 2,684,387 Est. Cost $14.60 Unrealized 0.0%
LOW LOWES COS INC 0.8%
Value ($000) $39,861 Shares 362,500 Est. Cost $94.02 Unrealized 0.0%
SANDERSON FARMS INC 0.7%
Value ($000) $33,527 Shares 221,638 Est. Cost $146.44 Unrealized
OXY OCCIDENTAL PETE CORP 0.6%
Value ($000) $32,570 Shares 732,399 Est. Cost $41.72 Unrealized 0.0%
SPLUNK INC 0.6%
Value ($000) $32,234 Shares 30,000,000 Est. Cost $1.07 Unrealized
TWITTER INC 0.6%
Value ($000) $31,751 Shares 30,000,000 Est. Cost $0.97 Unrealized
SPARTAN ENERGY ACQUISITON CO 0.6%
Value ($000) $31,080 Shares 3,000,000 Est. Cost $10.15 Unrealized
MBI MBIA INC 0.6%
Value ($000) $30,626 Shares 3,318,091 Est. Cost $3.94 Unrealized +3.5%
IAC INTERACTIVECORP 0.6%
Value ($000) $29,970 Shares 137,500 Est. Cost $217.96 Unrealized
GORES HOLDINGS III INC 0.5%
Value ($000) $27,763 Shares 2,644,141 Est. Cost $10.21 Unrealized
UNIVAR SOLUTIONS INC 0.5%
Value ($000) $27,321 Shares 1,316,029 Est. Cost $22.04 Unrealized
HGV HILTON GRAND VACATIONS INC 0.5%
Value ($000) $25,107 Shares 784,600 Est. Cost $30.87 Unrealized +1.9%
ZYNGA INC 0.5%
Value ($000) $24,437 Shares 4,198,812 Est. Cost $5.87 Unrealized
TWLO TWILIO INC 0.4%
Value ($000) $21,992 Shares 200,000 Est. Cost $106.88 Unrealized +21.3%
NOVAVAX INC 0.4%
Value ($000) $21,084 Shares 50,500,000 Est. Cost $0.49 Unrealized
LANDCADIA HLDGS II INC 0.4%
Value ($000) $20,120 Shares 2,000,000 Est. Cost $9.98 Unrealized
SILVER SPIKE ACQUISITION COR 0.4%
Value ($000) $20,120 Shares 2,000,000 Est. Cost $10.06 Unrealized
SWITCHBACK ENERGY ACQUISITIO 0.4%
Value ($000) $20,000 Shares 2,000,000 Est. Cost $10.00 Unrealized
HAYMAKER ACQUISITION CORP II 0.4%
Value ($000) $19,469 Shares 1,899,425 Est. Cost $10.21 Unrealized
CHURCHILL CAP CORP II 0.4%
Value ($000) $19,401 Shares 1,846,000 Est. Cost $10.15 Unrealized
KR KROGER CO 0.4%
Value ($000) $19,335 Shares 750,000 Est. Cost Unrealized
NOW SERVICENOW INC 0.4%
Value ($000) $19,039 Shares 75,000 Est. Cost $54.38 Unrealized 0.0%
LIGAND PHARMACEUTICALS INC 0.4%
Value ($000) $18,753 Shares 22,500,000 Est. Cost $0.86 Unrealized
SDCCQ SMILEDIRECTCLUB INC 0.4%
Value ($000) $18,113 Shares 1,305,000 Est. Cost $16.68 Unrealized 0.0%
MOSAIC ACQUISITION CORP 0.4%
Value ($000) $18,078 Shares 1,750,000 Est. Cost $10.33 Unrealized
FINTECH ACQUISITION CORP III 0.4%
Value ($000) $17,931 Shares 1,691,600 Est. Cost $10.00 Unrealized
MAXAR TECHNOLOGIES INC 0.3%
Value ($000) $17,715 Shares 2,330,977 Est. Cost $7.82 Unrealized
SMARTSHEET INC 0.3%
Value ($000) $17,530 Shares 486,542 Est. Cost $43.58 Unrealized
SPARK THERAPEUTICS INC 0.3%
Value ($000) $17,492 Shares 180,364 Est. Cost $96.98 Unrealized
GORES METROPOULOS INC 0.3%
Value ($000) $17,242 Shares 1,626,600 Est. Cost $10.18 Unrealized
TSN TYSON FOODS INC 0.3%
Value ($000) $17,228 Shares 200,000 Est. Cost $62.86 Unrealized +12.4%
SPIRIT MTA REIT 0.3%
Value ($000) $16,946 Shares 2,007,867 Est. Cost $6.91 Unrealized
TPG PACE HLDGS CORP 0.3%
Value ($000) $16,838 Shares 1,637,900 Est. Cost $10.40 Unrealized
CONYERS PK II ACQUISITION CO 0.3%
Value ($000) $16,508 Shares 1,550,000 Est. Cost $10.65 Unrealized
COLONY CR REAL ESTATE INC 0.3%
Value ($000) $16,340 Shares 1,130,000 Est. Cost $15.33 Unrealized
DHI D R HORTON INC 0.3%
Value ($000) $15,813 Shares 300,000 Est. Cost $44.66 Unrealized 0.0%
DIAMOND EAGLE ACQUISITION CO 0.3%
Value ($000) $15,180 Shares 1,500,000 Est. Cost $10.05 Unrealized
MDB MONGODB INC 0.3%
Value ($000) $15,064 Shares 125,000 Est. Cost $144.33 Unrealized 0.0%
UAL UNITED AIRLINES HLDGS INC 0.3%
Value ($000) $15,058 Shares 170,257 Est. Cost $44.98 Unrealized +96.5%
GS ACQUISITION HLDGS CORP 0.3%
Value ($000) $14,213 Shares 1,334,597 Est. Cost $10.22 Unrealized
BOXWOOD MERGER CORP 0.3%
Value ($000) $13,891 Shares 1,379,400 Est. Cost $10.07 Unrealized
LEISURE ACQUISITION CORP 0.3%
Value ($000) $13,841 Shares 1,299,600 Est. Cost $9.90 Unrealized
AMCI ACQUISITION CORP 0.3%
Value ($000) $13,442 Shares 1,300,000 Est. Cost $9.95 Unrealized
PM PHILIP MORRIS INTL INC 0.3%
Value ($000) $13,288 Shares 175,000 Est. Cost $56.72 Unrealized 0.0%
APEX TECHNOLOGY ACQUISITN CO 0.3%
Value ($000) $13,247 Shares 1,300,000 Est. Cost $10.19 Unrealized
COLLIER CREEK HOLDINGS 0.3%
Value ($000) $12,840 Shares 1,200,000 Est. Cost $10.05 Unrealized
ACCELERATE DIAGNOSTICS INC 0.3%
Value ($000) $12,794 Shares 16,000,000 Est. Cost $0.84 Unrealized
CYH COMMUNITY HEALTH SYS INC NEW 0.2%
Value ($000) $12,710 Shares 3,530,488 Est. Cost $3.52 Unrealized -25.9%
GX ACQUISITION CORP 0.2%
Value ($000) $12,663 Shares 1,250,000 Est. Cost $10.00 Unrealized
ACT II GLOBAL ACQUISITION CO 0.2%
Value ($000) $12,120 Shares 1,200,000 Est. Cost $10.11 Unrealized
ACORDA THERAPEUTICS INC 0.2%
Value ($000) $11,830 Shares 15,120,000 Est. Cost $0.93 Unrealized
INSURANCE ACQUISITION CORP 0.2%
Value ($000) $11,429 Shares 1,100,000 Est. Cost $10.06 Unrealized
TKK SYMPHONY ACQUISITION COR 0.2%
Value ($000) $11,232 Shares 1,080,000 Est. Cost $10.10 Unrealized
DIAMONDPEAK HLDGS COR 0.2%
Value ($000) $11,121 Shares 1,100,000 Est. Cost $9.99 Unrealized
INTELSAT S A 0.2%
Value ($000) $11,031 Shares 483,803 Est. Cost $16.66 Unrealized
XYZ SQUARE INC 0.2%
Value ($000) $10,841 Shares 175,000 Est. Cost $67.93 Unrealized 0.0%
SCHULTZE SPL PURP ACQUSTN CO 0.2%
Value ($000) $10,185 Shares 985,000 Est. Cost $9.95 Unrealized
PIVOTAL INVT CORP II 0.2%
Value ($000) $10,180 Shares 1,000,000 Est. Cost $10.18 Unrealized
TORTOISE ACQUISITION CORP 0.2%
Value ($000) $10,080 Shares 1,000,000 Est. Cost $9.99 Unrealized
TUSCAN HLDGS CORP II 0.2%
Value ($000) $9,548 Shares 950,000 Est. Cost $10.05 Unrealized
CF FIN ACQUISITION CORP 0.2%
Value ($000) $9,495 Shares 900,000 Est. Cost $10.00 Unrealized
VMWARE INC 0.2%
Value ($000) $9,379 Shares 62,500 Est. Cost $150.06 Unrealized
CRM SALESFORCE COM INC 0.2%
Value ($000) $9,278 Shares 62,500 Est. Cost $150.15 Unrealized 0.0%
GIGCAPITAL2 INC 0.2%
Value ($000) $8,755 Shares 850,000 Est. Cost $10.03 Unrealized
CNC CENTENE CORP DEL 0.2%
Value ($000) $8,652 Shares 200,000 Est. Cost $52.84 Unrealized -7.8%
QQQ INVESCO QQQ TR 0.2%
Value ($000) $8,495 Shares 45,000 Est. Cost $188.78 Unrealized
FNKO FUNKO INC 0.2%
Value ($000) $8,171 Shares 397,214 Est. Cost $23.13 Unrealized 0.0%
ACTIVISION BLIZZARD INC 0.2%
Value ($000) $7,938 Shares 150,000 Est. Cost $52.91 Unrealized
SENTINEL ENERGY SVCS INC 0.2%
Value ($000) $7,685 Shares 748,300 Est. Cost $9.54 Unrealized
RACE FERRARI N V 0.1%
Value ($000) $7,612 Shares 49,337 Est. Cost $151.76 Unrealized +5.1%
AVALARA INC 0.1%
Value ($000) $7,570 Shares 112,500 Est. Cost $67.29 Unrealized
LIBERTY PPTY TR 0.1%
Value ($000) $7,443 Shares 145,000 Est. Cost $51.33 Unrealized
TWELVE SEAS INVESTMENT COMPA 0.1%
Value ($000) $7,388 Shares 721,500 Est. Cost $10.15 Unrealized
INTELSAT S A 0.1%
Value ($000) $7,341 Shares 5,000,000 Est. Cost $1.47 Unrealized
SCPE/U SC HEALTH CORP 0.1%
Value ($000) $6,210 Shares 600,000 Est. Cost $10.35 Unrealized
WTS WATTS WATER TECHNOLOGIES INC 0.1%
Value ($000) $5,684 Shares 60,638 Est. Cost $92.88 Unrealized 0.0%
ELDORADO RESORTS INC 0.1%
Value ($000) $5,378 Shares 134,850 Est. Cost $39.88 Unrealized
HEALTH SCIENCES ACQUSTN CORP 0.1%
Value ($000) $5,134 Shares 524,400 Est. Cost $9.79 Unrealized
NEW PROVIDENCE ACQUISITIN CO 0.1%
Value ($000) $5,035 Shares 500,000 Est. Cost $10.07 Unrealized
DT DYNATRACE INC 0.1%
Value ($000) $4,901 Shares 262,500 Est. Cost $22.67 Unrealized 0.0%
CNC CENTENE CORP DEL 0.1%
Value ($000) $4,326 Shares 100,000 Est. Cost $52.84 Unrealized -7.8%
HD SUPPLY HLDGS INC 0.1%
Value ($000) $3,918 Shares 100,000 Est. Cost $39.18 Unrealized
SOCIAL CAP HEDOSOPHIA HLDGS 0.1%
Value ($000) $3,838 Shares 358,688 Est. Cost $10.70 Unrealized
QUORUM HEALTH CORP 0.1%
Value ($000) $3,596 Shares 2,971,526 Est. Cost $5.90 Unrealized
HCA HCA HEALTHCARE INC 0.1%
Value ($000) $3,442 Shares 28,586 Est. Cost $122.45 Unrealized 0.0%
DDOG DATADOG INC 0.1%
Value ($000) $3,398 Shares 100,200 Est. Cost $34.77 Unrealized 0.0%
NET CLOUDFLARE INC 0.1%
Value ($000) $3,324 Shares 179,000 Est. Cost $19.34 Unrealized 0.0%
CVS CVS HEALTH CORP 0.1%
Value ($000) $3,280 Shares 52,012 Est. Cost $48.37 Unrealized 0.0%
ZBH ZIMMER BIOMET HLDGS INC 0.1%
Value ($000) $2,975 Shares 21,669 Est. Cost $122.61 Unrealized 0.0%
PTON PELOTON INTERACTIVE INC 0.1%
Value ($000) $2,906 Shares 114,000 Est. Cost $25.37 Unrealized 0.0%
CI CIGNA CORP NEW 0.1%
Value ($000) $2,602 Shares 17,141 Est. Cost $148.86 Unrealized 0.0%
RH RH 0.1%
Value ($000) $2,597 Shares 15,200 Est. Cost $142.38 Unrealized 0.0%
LABORATORY CORP AMER HLDGS 0.0%
Value ($000) $2,379 Shares 14,160 Est. Cost $168.01 Unrealized
MCK MCKESSON CORP 0.0%
Value ($000) $2,370 Shares 17,341 Est. Cost $135.60 Unrealized 0.0%
BIOHAVEN PHARMACTL HLDG CO L 0.0%
Value ($000) $2,215 Shares 53,084 Est. Cost $43.79 Unrealized
YETI YETI HLDGS INC 0.0%
Value ($000) $2,100 Shares 75,000 Est. Cost $30.33 Unrealized 0.0%
MEDALLIA INC 0.0%
Value ($000) $2,098 Shares 76,500 Est. Cost $27.42 Unrealized
ETSY ETSY INC 0.0%
Value ($000) $2,091 Shares 37,000 Est. Cost $58.80 Unrealized 0.0%
MRK MERCK & CO INC 0.0%
Value ($000) $2,002 Shares 23,782 Est. Cost $65.47 Unrealized 0.0%
XRAY DENTSPLY SIRONA INC 0.0%
Value ($000) $1,811 Shares 33,967 Est. Cost $53.72 Unrealized 0.0%
WEIBO CORP 0.0%
Value ($000) $1,797 Shares 1,925,000 Est. Cost $0.94 Unrealized
SOCIAL CAP HEDOSOPHIA HLDGS 0.0%
Value ($000) $1,555 Shares 622,194 Est. Cost $2.50 Unrealized
BOXWOOD MERGER CORP 0.0%
Value ($000) $1,353 Shares 1,880,000 Est. Cost $0.72 Unrealized
PRA HEALTH SCIENCES INC 0.0%
Value ($000) $1,170 Shares 11,800 Est. Cost $99.15 Unrealized
TXG 10X GENOMICS INC 0.0%
Value ($000) $1,143 Shares 22,500 Est. Cost $55.34 Unrealized 0.0%
HUM HUMANA INC 0.0%
Value ($000) $1,096 Shares 4,285 Est. Cost $265.05 Unrealized 0.0%
RYAM RAYONIER ADVANCED MATLS INC 0.0%
Value ($000) $1,083 Shares 250,000 Est. Cost $13.60 Unrealized -68.6%
TPG PACE HLDGS CORP 0.0%
Value ($000) $1,047 Shares 662,633 Est. Cost $1.58 Unrealized
OKTA OKTA INC 0.0%
Value ($000) $1,043 Shares 10,600 Est. Cost $124.90 Unrealized 0.0%
BMY BRISTOL MYERS SQUIBB CO 0.0%
Value ($000) $1,028 Shares 20,275 Est. Cost $36.77 Unrealized 0.0%
ELAN ELANCO ANIMAL HEALTH INC 0.0%
Value ($000) $986 Shares 37,097 Est. Cost $30.00 Unrealized 0.0%
PING IDENTITY HLDG CORP 0.0%
Value ($000) $863 Shares 50,000 Est. Cost $17.26 Unrealized
MOSAIC ACQUISITION CORP 0.0%
Value ($000) $728 Shares 633,333 Est. Cost $1.15 Unrealized
CNMD CONMED CORP 0.0%
Value ($000) $719 Shares 7,483 Est. Cost $88.75 Unrealized 0.0%
SYNEOS HEALTH INC 0.0%
Value ($000) $580 Shares 10,900 Est. Cost $53.21 Unrealized
WILLSCOT CORP 0.0%
Value ($000) $564 Shares 36,200 Est. Cost $13.86 Unrealized
PENSARE ACQUISITION CORP 0.0%
Value ($000) $508 Shares 1,849,800 Est. Cost $0.27 Unrealized
WRIGHT MED GROUP N V 0.0%
Value ($000) $499 Shares 24,200 Est. Cost $20.62 Unrealized
ASH ASHLAND GLOBAL HLDGS INC 0.0%
Value ($000) $424 Shares 5,497 Est. Cost $68.28 Unrealized -0.5%
HEALTH SCIENCES ACQUSTN CORP 0.0%
Value ($000) $399 Shares 524,400 Est. Cost $0.76 Unrealized
U S WELL SVCS INC 0.0%
Value ($000) $350 Shares 1,400,000 Est. Cost $0.58 Unrealized
AKAZOO SA 0.0%
Value ($000) $344 Shares 54,674 Est. Cost $6.29 Unrealized
TARGET HOSPITALITY CORP 0.0%
Value ($000) $314 Shares 365,000 Est. Cost $1.50 Unrealized
TWELVE SEAS INVESTMENT COMPA 0.0%
Value ($000) $295 Shares 921,500 Est. Cost $0.30 Unrealized
SPRINGWORKS THERAPEUTICS INC 0.0%
Value ($000) $271 Shares 12,500 Est. Cost $21.68 Unrealized
TWELVE SEAS INVESTMENT COMPA 0.0%
Value ($000) $257 Shares 921,500 Est. Cost $0.20 Unrealized
BBCP CONCRETE PUMPING HLDGS INC 0.0%
Value ($000) $253 Shares 64,133 Est. Cost $5.05 Unrealized -25.9%
RANPAK HLDGS CORP 0.0%
Value ($000) $225 Shares 300,000 Est. Cost $1.20 Unrealized
FALCON MINERALS CORP 0.0%
Value ($000) $221 Shares 634,023 Est. Cost $1.70 Unrealized
II VI INC 0.0%
Value ($000) $204 Shares 5,787 Est. Cost $36.56 Unrealized
PENSARE ACQUISITION CORP 0.0%
Value ($000) $203 Shares 924,900 Est. Cost $0.20 Unrealized
AKAZOO SA 0.0%
Value ($000) $202 Shares 273,365 Est. Cost $0.74 Unrealized
PIVOTAL ACQUISITION CORP 0.0%
Value ($000) $174 Shares 129,923 Est. Cost $1.35 Unrealized
KAIXIN AUTO HLDGS 0.0%
Value ($000) $153 Shares 84,929 Est. Cost $2.15 Unrealized
NESCO HLDGS INC 0.0%
Value ($000) $129 Shares 149,490 Est. Cost $0.86 Unrealized
SENTINEL ENERGY SVCS INC 0.0%
Value ($000) $80 Shares 243,800 Est. Cost $1.38 Unrealized
BORQS TECHNOLOGIES INC 0.0%
Value ($000) $70 Shares 41,679 Est. Cost $5.59 Unrealized
ESTRE AMBIENTAL INC 0.0%
Value ($000) $7 Shares 701,404 Est. Cost $0.65 Unrealized
AGROFRESH SOLUTIONS 0.0%
Value ($000) $2 Shares 439,956 Est. Cost $1.82 Unrealized