WhaleCreep

Davidson Kempner Capital Management LP 13F holdings, Q2 2015

Hedge fundSEC filingsCompare with another fundHoldings as of 2015-06-30, filed 2017-05-15

Davidson Kempner Capital Management LP disclosed 162 US equity positions worth $5.9bn in its Q2 2015 13F filing. Its largest position is DIRECTV at 12.1% of the reported book, followed by CATAMARAN CORP and HOSPIRA INC. Versus Q1 2015 it opened 69 new positions, added to 28, reduced 25 and exited 47.

$5.9bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
162
Positions
Distinct securities in the equity book with a reported value above zero. Options are excluded.
12.1%
Largest position
The largest single position as a share of the reported equity book.
55.7%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
22
Effective positions
1 / HHI of portfolio weights: the number of equal-weight positions the book behaves like.
50
Quarters on file since Q1 2014
Quarters for which this manager's 13F holdings are on record.

Holdings

Against Q1 2015: 69 new, 28 added, 25 reduced, 47 exited

50 of 162
DIRECTV no ticker–12.1%$713m7.69m+88%added
CATAMARAN CORP no ticker–10.0%$589m9.65m+994%added
HOSPIRA INC no ticker–9.0%$527m5.94m+49%added
DRCEUR DRESSER-RAND GROUP INC–5.4%$318m3.74m+99%added
OMNICARE INC no ticker–5.0%$293m3.11m–new
PALL CORP no ticker–4.5%$262m2.11m–new
AVGO BROADCOM CORPTechnology3.5%$203m3.95m–new
TIME WARNER CABLE INC no ticker–2.6%$154m863,190+23%added
CITY NATL CORP no ticker–2.2%$127m1.41m+120%added
SIGMA ALDRICH CORP no ticker–1.5%$87.7m629,612−42%reduced
CHARTER COMMUNICATIONS INC D no ticker–1.4%$80.0m467,500–new
ALXN ALEXION PHARMACEUTICALS INC–1.3%$78.1m432,378–new
FAMILY DLR STORES INC no ticker–1.3%$78.0m989,389−65%reduced
FRONTIER COMMUNICATIONS CORP no ticker–1.3%$74.9m750,000–new
MYLAN NV no ticker–1.3%$74.1m1.09m+508%added
DSW INC no ticker–1.1%$67.6m2.02m+53%added
BC BRUNSWICK CORPConsumer Cyclical1.1%$66.1m1.30m+22%added
WSM WILLIAMS SONOMA INCConsumer Cyclical1.1%$61.7m750,000+200%added
LIBERTY GLOBAL PLC no ticker–1.0%$59.4m1.10m+118%added
ALTERA CORP no ticker–1.0%$59.2m1.16m+648%added
MCD MCDONALDS CORPConsumer Cyclical0.9%$52.3m550,000+340%added
PRGO PERRIGO CO PLCHealthcare0.9%$50.1m270,842–new
SBH SALLY BEAUTY HLDGS INCConsumer Cyclical0.8%$47.4m1.50m−35%reduced
POLYPORE INTL INC no ticker–0.8%$46.5m777,202–new
INFORMATICA CORP no ticker–0.8%$46.2m953,633+808%added
META META PLATFORMS INCCommunication Services0.7%$42.9m500,0000.0%held
MEADWESTVACO CORP no ticker–0.7%$42.7m905,816+1266%added
VCA INC no ticker–0.7%$42.2m775,000−10%reduced
MDLZ MONDELEZ INTL INCConsumer Defensive0.7%$39.1m950,000+8.6%added
ARCELORMITTAL SA LUXEMBOURG no ticker–0.7%$39.1m2.50m0.0%held
ANN INC no ticker–0.6%$37.6m778,498–new
BKR BAKER HUGHES INCEnergy0.6%$34.0m551,134+2.4%added
HCC INS HLDGS INC no ticker–0.6%$33.2m431,970–new
ATVIEUR ACTIVISION BLIZZARD INC–0.6%$32.7m1.35m+54%added
IACIEUR IAC INTERACTIVECORP–0.5%$31.9m400,000−5.9%reduced
AAP ADVANCE AUTO PARTS INCConsumer Cyclical0.5%$31.9m200,000−53%reduced
TYSON FOODS INC no ticker–0.5%$31.2m600,0000.0%held
TWXCHF TIME WARNER INC–0.5%$30.6m350,000+40%added
RCL ROYAL CARIBBEAN CRUISES LTDConsumer Cyclical0.5%$30.5m387,500–new
HUDSON CITY BANCORP no ticker–0.5%$30.4m3.08m−9.7%reduced
WL ROSS HLDG CORP no ticker–0.5%$29.6m2.61m−34%reduced
J2 GLOBAL INC no ticker–0.5%$29.2m25.00m0.0%held
NVIDIA CORP no ticker–0.5%$28.7m25.00m−17%reduced
THS TREEHOUSE FOODS INC–0.5%$28.0m345,000–new
DEALERTRACK TECHNOLOGIES INC no ticker–0.4%$25.2m401,282–new
ACORDA THERAPEUTICS INC no ticker–0.4%$25.2m25.00m0.0%held
JWNUSD NORDSTROM INC–0.4%$24.2m325,000+86%added
KYTHERA BIOPHARMACEUTICALS I no ticker–0.4%$23.7m315,335–new
ARMK ARAMARKIndustrials0.4%$23.2m750,000−6.3%reduced
CHINA BIOLOGIC PRODS INC no ticker–0.4%$22.9m198,866+86%added

Exited since Q1 2015

47 rows
TRW AUTOMOTIVE HLDGS CORP no ticker11.3%$503m
PHARMACYCLICS INC no ticker3.8%$167m
EXELIS INC no ticker2.8%$122m
SALIX PHARMACEUTICALS INC no ticker2.5%$112m
TALISMAN ENERGY INC no ticker2.3%$101m
RIVERBED TECHNOLOGY INC no ticker2.0%$87.8m
ALLY ALLY FINL INC1.3%$57.0m
PHH CORP no ticker1.1%$50.9m
SIG SIGNET JEWELERS LIMITED1.0%$45.6m
ACTAVIS PLC no ticker0.7%$29.9m
KOFAX LTD no ticker0.6%$28.8m
DKS DICKS SPORTING GOODS INC0.6%$28.5m
FIAT CHRYSLER AUTOMOBILES N no ticker0.6%$27.7m
AUSPEX PHARMACEUTICALS INC no ticker0.6%$27.6m
ARUBA NETWORKS INC no ticker0.6%$25.7m
LIFE TIME FITNESS INC no ticker0.5%$21.9m
CMCSA COMCAST CORP NEW0.5%$20.1m
EAGLE BULK SHIPPING INC no ticker0.4%$17.0m
DG DOLLAR GEN CORP0.4%$17.0m
INTERNATIONAL GAME TECHNOLOG no ticker0.4%$16.7m
AMAT APPLIED MATLS INC0.4%$16.7m
LORILLARD INC no ticker0.4%$15.7m
ODPEUR OFFICE DEPOT INC0.3%$14.9m
DIN DINE BRANDS GLOBAL INC0.3%$14.7m
SELECT COMFORT CORP no ticker0.3%$13.8m
MSI MOTOROLA SOLUTIONS INC0.3%$13.4m
PZZA PAPA JOHNS INTL INC0.3%$13.1m
CLUBCORP HLDGS INC no ticker0.3%$13.1m
CMG CHIPOTLE MEXICAN GRILL INC0.3%$11.4m
M Macy's, Inc0.2%$11.0m
COBALT INTL ENERGY INC no ticker0.2%$10.9m
BIDU BAIDU INC0.2%$10.5m
TSN TYSON FOODS INC0.2%$9.6m
SYY SYSCO CORP0.2%$9.5m
CAPITOL ACQUISITION CORP II no ticker0.2%$8.2m
CPRT COPART INC0.2%$7.5m
PLAY DAVE & BUSTERS ENTMT INC0.2%$6.9m
LEVY ACQUISITION CORP no ticker0.2%$6.7m
WHITEWAVE FOODS CO no ticker0.1%$6.0m
OSG OCTAVE SPECIALTY GROUP INC0.1%$5.6m
RHT1EUR RED HAT INC0.08%$3.3m
ALLE ALLEGION PLC0.05%$2.1m
GLPI GAMING & LEISURE P0.04%$1.8m
MOLYCORP INC DEL no ticker0.02%$888k
BLUE BIRD CORP no ticker0.01%$518k
CAPITOL ACQUISITION CORP II no ticker0.01%$414k
EVRYWARE GLOBAL INC no ticker0.0%$9.0k

Sector mix

  • Unclassified82.8%
  • Consumer Cyclical7.6%
  • Technology3.7%
  • Healthcare1.6%
  • Communication Services1.2%
  • Consumer Defensive1.1%
  • Industrials1.0%
  • Energy0.6%
  • Financial Services0.2%
  • Real Estate0.2%

Book over time

Every quarter on file (50)
QuarterPositionsEquity book
Q2 2026229$6.2bn
Q1 2026225$5.6bn
Q4 2025216$6.8bn
Q3 2025228$7.1bn
Q2 2025188$6.6bn
Q1 2025199$7.1bn
Q4 2024194$5.7bn
Q3 2024212$4.6bn
Q2 2024247$6.0bn
Q1 2024251$6.7bn
Q4 2023236$5.7bn
Q3 2023274$6.5bn
Q2 2023302$4.8bn
Q1 2023345$4.8bn
Q4 2022410$4.7bn
Q3 2022530$5.1bn
Q2 2022554$5.2bn
Q1 2022589$7.1bn
Q4 2021544$6.7bn
Q3 2021494$6.9bn
Q2 2021560$12.8bn
Q1 2021455$10.0bn
Q4 2020276$8.5bn
Q3 2020257$7.0bn
Q2 2020188$4.0bn
Q1 2020162$3.7bn
Q4 2019162$4.2bn
Q3 2019157$5.0bn
Q2 2019164$8.4bn
Q1 2019151$5.0bn
Q4 2018148$5.0bn
Q3 2018153$8.4bn
Q2 2018162$7.3bn
Q1 2018157$9.1bn
Q4 2017149$7.1bn
Q3 2017163$7.2bn
Q2 2017153$7.1bn
Q1 2017144$7.3bn
Q4 2016147$4.7bn
Q3 2016142$3.6bn
Q2 2016156$4.1bn
Q1 2016140$4.7bn
Q4 2015142$5.5bn
Q3 2015149$5.1bn
Q2 2015162$5.9bn
Q1 2015140$4.4bn
Q4 2014127$5.0bn
Q3 2014148$4.1bn
Q2 2014135$3.3bn
Q1 2014136$2.7bn

Where Davidson Kempner Capital Management LP was early

33 rows
ALLY ALLY FINL INCQ2 201420 of 2153.4%3.4%6Exited by Q4 2021+114%
IPG INTERPUBLIC GROUP COS INCQ3 201410 of 1290.08%5.2%4Exited by Q3 2025+34%
BABA ALIBABA GROUP HLDG LTDQ3 201429 of 3771.2%1.3%7Exited by Q4 2022−10.0%
TSN TYSON FOODS INCQ4 201413 of 1240.2%4.0%6Exited by Q1 2020+127%
WSM WILLIAMS SONOMA INCQ1 20156 of 1430.4%1.3%3Exited by Q4 2015−4.2%
BURL BURLINGTON STORES INCQ2 20158 of 1710.09%1.3%12Exited by Q1 2025+457%
PVH PVH CORPQ2 201512 of 1410.2%1.7%12Exited by Q3 2019−18%
AVGO BROADCOM INCQ2 201517 of 3233.5%13.4%8Exited by Q2 2026+2228%
LULU LULULEMON ATHLETICA INCQ3 20159 of 2060.9%1.0%7Exited by Q2 2024+671%
CB CHUBB CORPQ3 201513 of 1614.0%4.0%2Exited by Q1 2016+13%
BMCH BMC STK HLDGS INCQ4 20152 of 833.2%3.8%8Exited by Q4 2017+91%
KLAC KLA-TENCOR CORPQ4 201510 of 2020.6%3.5%4Exited by Q4 2016+0.5%
SNDK SANDISK CORPQ4 201522 of 2330.5%1.8%3Exited by Q4 2025–
DLTR DOLLAR TREE INCQ1 201617 of 1860.9%1.6%14Exited by Q1 2024+72%
DELL DELL TECHNOLOGIES INCQ3 201612 of 2741.4%4.8%15Exited by Q4 2024+784%
COST COSTCO WHSL CORP NEWQ4 201618 of 1770.6%1.1%2Exited by Q2 2017+4.7%
NVAX NOVAVAX INCQ1 20174 of 1170.2%1.4%16Exited by Q1 2021+336%
VST VISTRA CORPQ2 20178 of 2802.3%7.1%25Exited by Q3 2023+56%
THC TENET HEALTHCARE CORPQ2 201719 of 1820.3%2.8%17Held at last filing, Q2 2026+867%
SWK STANLEY BLACK & DECKER INCQ3 20177 of 1420.5%1.2%3Exited by Q3 2018−12%
ELAN ELANCO ANIMAL HEALTH INCQ3 201815 of 1630.2%1.0%18Exited by Q4 2024−58%
KDP KEURIG DR PEPPER INCQ4 201811 of 1480.3%1.2%4Exited by Q3 2023+22%
IHRT IHEARTMEDIA INCQ3 20199 of 970.8%1.1%7Exited by Q2 2021+21%
EVRG EVERGY INCQ2 20206 of 1320.2%1.1%3Exited by Q1 2021−6.4%
ACI ALBERTSONS COS INCQ2 202012 of 1770.10%1.5%11Exited by Q3 2024+25%
JAZZ JAZZ PHARMACEUTICALS PLCQ2 202016 of 1611.3%1.9%5Exited by Q3 2021+61%
ARKO ARKO CORPQ4 20202 of 632.4%4.3%23Held at last filing, Q2 2026−11%
VTRS VIATRIS INCQ4 202012 of 1541.4%1.4%4Exited by Q4 2021−28%
ZIM ZIM INTEGRATED SHIPPING SERVQ1 20216 of 1140.3%1.6%6Exited by Q3 2022+94%
AOMR ANGEL OAK MORTGAGE REIT INCQ2 20212 of 241.0%1.9%21Held at last filing, Q2 2026−49%
BROS DUTCH BROS INCQ3 20216 of 1240.04%1.1%5Exited by Q3 2024−4.4%
CEG CONSTELLATION ENERGY CORPQ1 202222 of 2370.1%1.8%16Held at last filing, Q2 2026+342%
KVUE KENVUE INCQ2 202319 of 2030.5%1.9%7Exited by Q3 2025−21%

Concentration and tenure

11.8%
Median largest position, all quarters
The largest single position as a share of the reported equity book.
45.7%
Median top 10 weight, all quarters
The ten largest positions together, as a share of the reported equity book.
Concentrated
Style, by median largest position
2
Median completed holding, quarters