WhaleCreep

Davidson Kempner Capital Management LP 13F holdings, Q1 2016

Hedge fundSEC filingsCompare with another fundHoldings as of 2016-03-31, filed 2017-11-14

Davidson Kempner Capital Management LP disclosed 140 US equity positions worth $4.7bn in its Q1 2016 13F filing. Its largest position is TIME WARNER CABLE INC at 13.3% of the reported book, followed by BAXALTA INC and E M C CORP MASS. Versus Q4 2015 it opened 46 new positions, added to 28, reduced 27 and exited 48.

$4.7bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
140
Positions
Distinct securities in the equity book with a reported value above zero. Options are excluded.
13.3%
Largest position
The largest single position as a share of the reported equity book.
49.8%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
26
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 Q4 2015: 46 new, 28 added, 27 reduced, 48 exited

50 of 140
TIME WARNER CABLE INC no ticker–13.3%$620m3.03m+102%added
BAXALTA INC no ticker–7.0%$327m8.09m–new
E M C CORP MASS no ticker–5.5%$257m9.64m+144%added
ALLERGAN PLC no ticker–4.8%$223m833,099+147%added
ITC HLDGS CORP no ticker–4.5%$208m4.78m–new
BMCH BMC STK HLDGS INC–3.7%$172m10.91m0.0%held
HUM HUMANA INCHealthcare3.7%$171m934,136+68%added
JAHEUR JARDEN CORP–2.8%$130m2.20m+187%added
AIRGAS INC no ticker–2.7%$125m883,428+34%added
ALERE INC no ticker–1.8%$85.0m1.68m–new
FRONTIER COMMUNICATIONS CORP no ticker–1.8%$83.0m800,000+6.7%added
SNDK SANDISK CORPTechnology1.8%$81.4m1.07m+177%added
STARWOOD HOTELS&RESORTS WRLD no ticker–1.7%$79.0m946,877+241%added
CAMERON INTERNATIONAL CORP no ticker–1.7%$77.9m1.16m+538%added
LINKEDIN CORP no ticker–1.7%$76.9m85.00m+39%added
KLAC KLA CORPTechnology1.6%$72.1m990,871+95%added
NVIDIA CORP no ticker–1.5%$71.4m40.00m+300%added
ADT THE ADT CORPORATIONIndustrials1.4%$64.4m1.56m–new
TWITTER INC no ticker–1.4%$63.2m75.00m+34%added
COLUMBIA PIPELINE GROUP INC no ticker–1.1%$49.4m1.97m–new
FAIRCHILD SEMICONDUCTOR INTL no ticker–1.0%$48.0m2.40m+654%added
BURL BURLINGTON STORES INCConsumer Cyclical1.0%$45.0m800,000+190%added
INGRAM MICRO INC no ticker–0.9%$44.0m1.22m–new
TAP MOLSON COORS BEVERAGE COConsumer Defensive0.9%$40.6m422,250+110%added
DLTR DOLLAR TREE INCConsumer Defensive0.9%$39.6m480,100–new
YOUKU TUDOU INC no ticker–0.8%$38.7m1.41m−58%reduced
DU PONT E I DE NEMOURS & CO no ticker–0.8%$38.4m605,995–new
TWXCHF TIME WARNER INC–0.8%$36.3m500,000+82%added
MICROCHIP TECHNOLOGY INC no ticker–0.7%$32.6m32.00m–new
WALTER INVT MGMT CORP no ticker–0.7%$32.0m55.25m+22%added
DOORUSD MASONITE INTL CORP–0.7%$31.1m474,108–new
ATVIEUR ACTIVISION BLIZZARD INC–0.7%$30.9m912,500−54%reduced
DOUBLE EAGLE ACQUISITION COR no ticker–0.6%$30.0m3.00m0.0%held
QIHOO 360 TECHNOLOGY CO LTD no ticker–0.6%$29.5m30.00m0.0%held
CAPITOL ACQUISITION CORP III no ticker–0.6%$29.3m2.97m0.0%held
WL ROSS HLDG CORP no ticker–0.6%$28.4m2.83m+391%added
WORKDAY INC no ticker–0.6%$28.2m25.00m+25%added
ARMK ARAMARKIndustrials0.6%$28.1m847,002−56%reduced
GORES HLDGS INC no ticker–0.6%$27.5m2.75m0.0%held
CHINA BIOLOGIC PRODS INC no ticker–0.6%$27.4m239,840+12%added
LULU LULULEMON ATHLETICA INCConsumer Cyclical0.6%$27.1m399,800−64%reduced
RITE AID CORP no ticker–0.6%$27.0m3.31m+78%added
NPO ENPRO INCIndustrials0.6%$26.2m454,797−23%reduced
YAHOO INC no ticker–0.5%$25.4m689,353+53%added
THS TREEHOUSE FOODS INC–0.5%$24.8m285,749−28%reduced
CVCEUR CABLEVISION SYS CORP–0.5%$22.2m672,462−61%reduced
J2 GLOBAL INC no ticker–0.5%$21.7m20.00m0.0%held
PVH PVH CORPORATIONConsumer Cyclical0.4%$20.3m205,103+105%added
PACE HLDGS CORP no ticker–0.4%$19.9m2.00m0.0%held
MGM MGM RESORTS INTERNATIONALConsumer Cyclical0.4%$19.8m925,000−20%reduced

Exited since Q4 2015

48 rows
PRECISION CASTPARTS CORP no ticker15.7%$863m
AVGO BROADCOM CORP13.4%$735m
CB CHUBB CORP3.1%$168m
KEURIG GREEN MTN INC no ticker2.3%$129m
SOLERA HOLDINGS INC no ticker1.8%$97.9m
LIBERTY GLOBAL PLC no ticker1.1%$62.5m
ATML ATMEL CORP1.0%$54.3m
PEPCO HOLDINGS INC no ticker1.0%$53.7m
SYF SYNCHRONY FINANCIAL1.0%$53.6m
HEALTH NET INC no ticker1.0%$52.5m
PANERA BREAD CO no ticker0.8%$43.8m
NCLH NORWEGIAN CRUISE LINE HLDGS0.7%$41.0m
VCA INC no ticker0.7%$37.1m
PMC-SIERRA INC no ticker0.7%$35.9m
SGI SOMNIGROUP INTERNATIONAL INC0.6%$33.5m
SOLARWINDS INC no ticker0.6%$31.9m
KING DIGITAL ENTMT PLC no ticker0.6%$31.3m
TYSON FOODS INC no ticker0.6%$30.3m
MDLZ MONDELEZ INTL INC0.5%$29.1m
WL ROSS HLDG CORP no ticker0.5%$26.5m
CLECO CORP NEW no ticker0.4%$23.6m
MCD MCDONALDS CORP0.4%$21.5m
WEN The Wendy's Co0.4%$21.3m
LOW LOWES COS INC0.4%$20.0m
WMB WILLIAMS COS INC0.3%$18.7m
IMAX IMAX CORP0.3%$17.8m
GNCIQ GNC HLDGS INC0.3%$17.3m
DG DOLLAR GEN CORP0.3%$16.2m
KHC KRAFT HEINZ CO0.2%$13.2m
STARZ no ticker0.2%$12.6m
MOBILEYE N V AMSTELVEEN no ticker0.2%$10.6m
AMZN AMAZON COM INC0.2%$10.1m
FINTECH ACQUISITION CORP no ticker0.2%$9.9m
ROST ROSS STORES INC0.2%$9.4m
PREJF PARTNERRE LTD0.2%$8.4m
COMMUNICATIONS SALES&LEAS IN no ticker0.1%$6.9m
JCPCHF PENNEY J C INC0.1%$6.7m
PANDORA MEDIA INC no ticker0.1%$6.5m
MCHP MICROCHIP TECHNOLOGY INC.0.1%$6.5m
DT ASIA INVTS LTD no ticker0.1%$6.0m
DYAX CORP no ticker0.10%$5.4m
CAL CALERES INC0.07%$3.8m
DFRG DEL FRISCOS RESTAURANT GROUP0.07%$3.6m
C B PHARMA ACQUISITION CORP no ticker0.07%$3.6m
WLB1EUR WESTMORELAND COAL CO0.05%$2.8m
DLTH DULUTH HLDGS INC0.03%$1.5m
TILE INTERFACE INC0.02%$1.1m
ABILITY INC no ticker0.01%$329k

Sector mix

  • Unclassified82.5%
  • Consumer Cyclical4.4%
  • Healthcare3.7%
  • Technology3.3%
  • Industrials2.8%
  • Consumer Defensive2.2%
  • Communication Services0.8%
  • Basic Materials0.2%
  • Energy0.09%
  • Real Estate0.02%

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