WhaleCreep

Davidson Kempner Capital Management LP 13F holdings, Q4 2015

Hedge fundSEC filingsCompare with another fundHoldings as of 2015-12-31, filed 2017-08-14

Davidson Kempner Capital Management LP disclosed 142 US equity positions worth $5.5bn in its Q4 2015 13F filing. Its largest position is PRECISION CASTPARTS CORP at 15.7% of the reported book, followed by AVGO and TIME WARNER CABLE INC. Versus Q3 2015 it opened 49 new positions, added to 31, reduced 18 and exited 56.

$5.5bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
142
Positions
Distinct securities in the equity book with a reported value above zero. Options are excluded.
15.7%
Largest position
The largest single position as a share of the reported equity book.
50.0%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
19
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 Q3 2015: 49 new, 31 added, 18 reduced, 56 exited

50 of 142
PRECISION CASTPARTS CORP no ticker–15.7%$863m3.72m+15%added
AVGO BROADCOM CORPTechnology13.4%$735m12.71m+120%added
TIME WARNER CABLE INC no ticker–5.1%$279m1.50m+2.9%added
BMCH BMC STK HLDGS INC–3.2%$174m10.91m–new
CB CHUBB CORPFinancial Services3.1%$168m1.27m−23%reduced
KEURIG GREEN MTN INC no ticker–2.3%$129m1.43m–new
ALLERGAN PLC no ticker–1.9%$106m337,711–new
E M C CORP MASS no ticker–1.8%$101m3.94m–new
HUM HUMANA INCHealthcare1.8%$99.2m555,888+137%added
SOLERA HOLDINGS INC no ticker–1.8%$97.9m1.79m+7.5%added
AIRGAS INC no ticker–1.7%$91.4m660,863–new
YOUKU TUDOU INC no ticker–1.7%$91.1m3.36m–new
ATVIEUR ACTIVISION BLIZZARD INC–1.4%$77.4m2.00m+208%added
BC BRUNSWICK CORPConsumer Cyclical1.3%$69.5m1.38m+4.8%added
FRONTIER COMMUNICATIONS CORP no ticker–1.2%$68.3m750,0000.0%held
LINKEDIN CORP no ticker–1.2%$64.1m61.00m–new
LIBERTY GLOBAL PLC no ticker–1.1%$62.5m1.48m+24%added
ARMK ARAMARKIndustrials1.1%$62.1m1.93m+114%added
LULU LULULEMON ATHLETICA INCConsumer Cyclical1.0%$57.7m1.10m+26%added
META META PLATFORMS INCCommunication Services1.0%$57.6m550,0000.0%held
CVCEUR CABLEVISION SYS CORP–1.0%$55.0m1.72m−40%reduced
ATML ATMEL CORP–1.0%$54.3m6.31m–new
PEPCO HOLDINGS INC no ticker–1.0%$53.7m2.07m+1116%added
SYF SYNCHRONY FINANCIALFinancial Services1.0%$53.6m1.76m–new
HEALTH NET INC no ticker–1.0%$52.5m766,951–new
TWITTER INC no ticker–0.8%$46.6m56.00m–new
PANERA BREAD CO no ticker–0.8%$43.8m225,000+80%added
JAHEUR JARDEN CORP–0.8%$43.8m766,184–new
TMUS T-MOBILE US INCCommunication Services0.8%$41.6m1.06m–new
NCLH NORWEGIAN CRUISE LINE HLDGSConsumer Cyclical0.7%$41.0m700,000−19%reduced
VCA INC no ticker–0.7%$37.1m675,000+42%added
PMC-SIERRA INC no ticker–0.7%$35.9m3.09m–new
KLAC KLA CORPTechnology0.6%$35.2m507,790–new
SGI SOMNIGROUP INTERNATIONAL INCConsumer Cyclical0.6%$33.5m475,000+111%added
SOLARWINDS INC no ticker–0.6%$31.9m541,689–new
THS TREEHOUSE FOODS INC–0.6%$31.3m398,923−23%reduced
KING DIGITAL ENTMT PLC no ticker–0.6%$31.3m1.75m–new
CHINA BIOLOGIC PRODS INC no ticker–0.6%$30.6m214,840−1.2%reduced
TYSON FOODS INC no ticker–0.6%$30.3m500,0000.0%held
DOUBLE EAGLE ACQUISITION COR no ticker–0.5%$30.0m3.00m0.0%held
CAPITOL ACQUISITION CORP III no ticker–0.5%$29.6m2.97m–new
SNDK SANDISK CORPTechnology0.5%$29.4m386,823–new
WALTER INVT MGMT CORP no ticker–0.5%$29.4m45.25m+119%added
MDLZ MONDELEZ INTL INCConsumer Defensive0.5%$29.1m650,000−32%reduced
QIHOO 360 TECHNOLOGY CO LTD no ticker–0.5%$28.9m30.00m0.0%held
ACORDA THERAPEUTICS INC no ticker–0.5%$28.8m25.00m+25%added
GORES HLDGS INC no ticker–0.5%$27.5m2.75m0.0%held
BECNUSD BEACON ROOFING SUPPLY INC–0.5%$26.7m650,000+73%added
WL ROSS HLDG CORP no ticker–0.5%$26.5m2.61m0.0%held
J2 GLOBAL INC no ticker–0.5%$26.3m20.00m−20%reduced

Exited since Q3 2015

56 rows
DOW CHEM CO no ticker5.6%$289m
SIGMA ALDRICH CORP no ticker3.7%$192m
PRGO PERRIGO CO PLC3.5%$179m
ALTERA CORP no ticker3.2%$164m
CITY NATL CORP no ticker2.7%$141m
CYTEC INDS INC no ticker2.4%$124m
CIGNA CORPORATION no ticker2.0%$105m
CHARTER COMMUNICATIONS INC D no ticker1.6%$84.0m
TOWERS WATSON & CO no ticker1.6%$82.2m
WSM WILLIAMS SONOMA INC1.3%$68.7m
DEALERTRACK TECHNOLOGIES INC no ticker0.9%$46.0m
VFC V F CORP0.7%$37.5m
HUDSON CITY BANCORP no ticker0.6%$33.2m
ZTS ZOETIS INC0.6%$29.2m
MHK MOHAWK INDS INC0.5%$27.3m
RCL ROYAL CARIBBEAN CRUISES LTD0.5%$24.5m
AAP ADVANCE AUTO PARTS INC0.5%$23.7m
GNK GENCO SHIPPING & TRADING LTD0.5%$23.5m
WHR WHIRLPOOL CORP0.4%$22.1m
ARCELORMITTAL SA LUXEMBOURG no ticker0.4%$20.8m
HOMEAWAY INC no ticker0.4%$19.9m
LKQ LKQ CORP0.4%$19.1m
SHW SHERWIN WILLIAMS CO0.3%$16.7m
DSW INC no ticker0.3%$16.5m
JWNUSD NORDSTROM INC0.3%$16.1m
REMY INTL INC NEW no ticker0.3%$15.8m
STANCORP FINL GROUP INC no ticker0.3%$15.0m
ANF ABERCROMBIE & FITCH CO0.3%$13.8m
TIFEUR TIFFANY & CO NEW0.3%$13.5m
ROI ACQUISITION CORP II no ticker0.2%$10.5m
NAVISTAR INTL CORP NEW no ticker0.2%$10.4m
SFM SPROUTS FMRS MKT INC0.2%$8.4m
CNC CENTENE CORP DEL0.2%$8.0m
GLPI GAMING & LEISURE P0.1%$7.0m
CAMBRIDGE CAP ACQUISITION CO no ticker0.1%$6.9m
MDCOUSD MEDICINES CO0.1%$6.5m
SYMETRA FINL CORP no ticker0.1%$5.3m
DEPOMED INC no ticker0.08%$3.9m
JOY GLOBAL INC no ticker0.06%$3.0m
BKD BROOKDALE SR LIVING INC0.04%$2.3m
VYX NCR VOYIX CORPORATION0.04%$2.3m
WILLIS GROUP HOLDINGS PUBLIC no ticker0.04%$1.9m
AMERICAN RLTY CAP PPTYS INC no ticker0.04%$1.9m
ELV ELEVANCE HEALTH INC0.04%$1.8m
MARKWEST ENERGY PARTNERS L P no ticker0.03%$1.8m
AMERICAN RLTY CAP PPTYS INC no ticker0.03%$1.8m
TEX Terex Corp0.02%$1.1m
OLN OLIN CORP0.02%$1.1m
XOOM CORP no ticker0.02%$817k
OLLI OLLIES BARGAIN OUTLET HLDGS0.02%$814k

Sector mix

  • Unclassified66.7%
  • Technology14.7%
  • Consumer Cyclical6.7%
  • Financial Services4.2%
  • Communication Services2.1%
  • Healthcare1.8%
  • Industrials1.8%
  • Consumer Defensive1.4%
  • Basic Materials0.4%
  • Energy0.3%

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