WhaleCreep

Davidson Kempner Capital Management LP 13F holdings, Q3 2015

Hedge fundSEC filingsCompare with another fundHoldings as of 2015-09-30, filed 2017-05-15

Davidson Kempner Capital Management LP disclosed 149 US equity positions worth $5.1bn in its Q3 2015 13F filing. Its largest position is PRECISION CASTPARTS CORP at 14.5% of the reported book, followed by AVGO and DOW CHEM CO. Versus Q2 2015 it opened 61 new positions, added to 33, reduced 17 and exited 74.

$5.1bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
149
Positions
Distinct securities in the equity book with a reported value above zero. Options are excluded.
14.5%
Largest position
The largest single position as a share of the reported equity book.
50.5%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
25
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 Q2 2015: 61 new, 33 added, 17 reduced, 74 exited

50 of 149
PRECISION CASTPARTS CORP no ticker–14.5%$745m3.24m–new
AVGO BROADCOM CORPTechnology5.8%$297m5.77m+46%added
DOW CHEM CO no ticker–5.6%$289m6.82m–new
TIME WARNER CABLE INC no ticker–5.1%$262m1.46m+69%added
CB CHUBB CORPFinancial Services4.0%$203m1.66m–new
SIGMA ALDRICH CORP no ticker–3.7%$192m1.38m+119%added
PRGO PERRIGO CO PLCHealthcare3.5%$179m1.14m+321%added
ALTERA CORP no ticker–3.2%$164m3.27m+183%added
CITY NATL CORP no ticker–2.7%$141m1.60m+14%added
CYTEC INDS INC no ticker–2.4%$124m1.69m–new
CIGNA CORPORATION no ticker–2.0%$105m777,245+2491%added
CVCEUR CABLEVISION SYS CORP–1.8%$93.6m2.88m–new
SOLERA HOLDINGS INC no ticker–1.7%$89.7m1.66m–new
CHARTER COMMUNICATIONS INC D no ticker–1.6%$84.0m477,649+2.2%added
TOWERS WATSON & CO no ticker–1.6%$82.2m700,000–new
FRONTIER COMMUNICATIONS CORP no ticker–1.4%$70.2m750,0000.0%held
WSM WILLIAMS SONOMA INCConsumer Cyclical1.3%$68.7m900,000+20%added
BC BRUNSWICK CORPConsumer Cyclical1.2%$62.9m1.31m+1.0%added
LIBERTY GLOBAL PLC no ticker–1.0%$50.9m1.19m+8.0%added
META META PLATFORMS INCCommunication Services1.0%$49.4m550,000+10%added
NCLH NORWEGIAN CRUISE LINE HLDGSConsumer Cyclical1.0%$49.4m862,501+138%added
PREJF PARTNERRE LTDFinancial Services0.9%$46.6m335,562+236%added
DEALERTRACK TECHNOLOGIES INC no ticker–0.9%$46.0m728,867+82%added
LULU LULULEMON ATHLETICA INCConsumer Cyclical0.9%$44.3m875,000–new
HUM HUMANA INCHealthcare0.8%$42.0m234,401+838%added
CAMERON INTERNATIONAL CORP no ticker–0.8%$40.7m664,259–new
THS TREEHOUSE FOODS INC–0.8%$40.4m519,457+51%added
MDLZ MONDELEZ INTL INCConsumer Defensive0.8%$39.7m950,0000.0%held
VFC V F CORPConsumer Cyclical0.7%$37.5m550,000+340%added
HUDSON CITY BANCORP no ticker–0.6%$33.2m3.27m+6.3%added
NVIDIA CORP no ticker–0.6%$32.9m25.00m0.0%held
ODPEUR OFFICE DEPOT INC–0.6%$30.6m4.77m–new
DOUBLE EAGLE ACQUISITION COR no ticker–0.6%$30.2m3.00m–new
J2 GLOBAL INC no ticker–0.6%$29.8m25.00m0.0%held
MCD MCDONALDS CORPConsumer Cyclical0.6%$29.7m301,430−45%reduced
GNCIQ GNC HLDGS INC–0.6%$29.5m730,300+52%added
ZTS ZOETIS INCHealthcare0.6%$29.2m708,430+91%added
WL ROSS HLDG CORP no ticker–0.6%$28.8m2.61m0.0%held
GORES HLDGS INC no ticker–0.5%$27.7m2.75m–new
TWXCHF TIME WARNER INC–0.5%$27.5m400,000+14%added
MHK MOHAWK INDS INCConsumer Cyclical0.5%$27.3m150,001–new
ARMK ARAMARKIndustrials0.5%$26.7m900,000+20%added
TYSON FOODS INC no ticker–0.5%$26.0m500,000−17%reduced
QIHOO 360 TECHNOLOGY CO LTD no ticker–0.5%$25.2m30.00m–new
VCA INC no ticker–0.5%$25.0m475,000−39%reduced
RCL ROYAL CARIBBEAN CRUISES LTDConsumer Cyclical0.5%$24.5m275,000−29%reduced
WMB WILLIAMS COS INCEnergy0.5%$24.4m662,860–new
PANERA BREAD CO no ticker–0.5%$24.2m125,000–new
AAP ADVANCE AUTO PARTS INCConsumer Cyclical0.5%$23.7m125,000−38%reduced
GNK GENCO SHIPPING & TRADING LTD–0.5%$23.5m6.01m–new

Exited since Q2 2015

74 rows
DIRECTV no ticker12.1%$713m
CATAMARAN CORP no ticker10.0%$589m
HOSPIRA INC no ticker9.0%$527m
DRCEUR DRESSER-RAND GROUP INC5.4%$318m
OMNICARE INC no ticker5.0%$293m
PALL CORP no ticker4.5%$262m
ALXN ALEXION PHARMACEUTICALS INC1.3%$78.1m
FAMILY DLR STORES INC no ticker1.3%$78.0m
MYLAN NV no ticker1.3%$74.1m
SBH SALLY BEAUTY HLDGS INC0.8%$47.4m
POLYPORE INTL INC no ticker0.8%$46.5m
INFORMATICA CORP no ticker0.8%$46.2m
MEADWESTVACO CORP no ticker0.7%$42.7m
ANN INC no ticker0.6%$37.6m
BKR BAKER HUGHES INC0.6%$34.0m
HCC INS HLDGS INC no ticker0.6%$33.2m
IACIEUR IAC INTERACTIVECORP0.5%$31.9m
KYTHERA BIOPHARMACEUTICALS I no ticker0.4%$23.7m
FIVE FIVE BELOW INC0.4%$22.2m
MENS WEARHOUSE INC no ticker0.3%$20.6m
PINNACLE ENTMT INC no ticker0.3%$17.3m
BOOT BOOT BARN HLDGS INC0.3%$16.9m
FINISH LINE INC no ticker0.3%$16.0m
OPLN OPENLANE INC0.3%$15.0m
SOUTHWESTERN ENERGY CO no ticker0.3%$14.9m
NWL NEWELL BRANDS INC0.2%$14.4m
EXPRESS INC no ticker0.2%$13.1m
SIRI SIRIUS XM HOLDINGS INC0.2%$13.1m
HST HOST HOTELS & RESORTS INC0.2%$12.4m
OM GROUP INC no ticker0.2%$11.8m
ROSETTA RESOURCES INC no ticker0.2%$11.6m
LINKEDIN CORP no ticker0.2%$11.4m
PVH PVH CORPORATION0.2%$11.3m
WEN The Wendy's Co0.2%$11.3m
ROI ACQUISITION CORP II no ticker0.2%$10.8m
PRTY1EUR PARTY CITY HOLDCO INC0.2%$10.1m
ZBH ZIMMER BIOMET HOLDINGS INC0.2%$10.1m
DIAMOND FOODS INC no ticker0.2%$9.4m
TEVA TEVA PHARMACEUTICAL INDS LTD0.2%$9.3m
CEDAR FAIR L P no ticker0.2%$8.9m
AANUSD AARONS INC0.1%$8.6m
ORBITZ WORLDWIDE INC no ticker0.1%$8.4m
ENR ENERGIZER HLDGS INC NEW0.1%$8.3m
CRM SALESFORCE INC0.1%$8.2m
CYBERONICS INC no ticker0.1%$6.8m
BOULEVARD ACQUISITION CORP no ticker0.09%$5.6m
VC VISTEON CORP0.09%$5.4m
5TC TRUECAR INC0.09%$5.2m
KRAFT FOODS GROUP INC no ticker0.09%$5.2m
BURL BURLINGTON STORES INC0.09%$5.1m

Sector mix

  • Unclassified70.5%
  • Consumer Cyclical9.2%
  • Technology5.8%
  • Healthcare5.1%
  • Financial Services4.9%
  • Consumer Defensive1.2%
  • Industrials1.2%
  • Communication Services1.1%
  • Energy0.5%
  • Basic Materials0.5%
  • Real Estate0.1%

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