WhaleCreep

Davidson Kempner Capital Management LP 13F holdings, Q2 2016

Hedge fundSEC filingsCompare with another fundHoldings as of 2016-06-30, filed 2018-08-14

Davidson Kempner Capital Management LP disclosed 156 US equity positions worth $4.1bn in its Q2 2016 13F filing. Its largest position is E M C CORP MASS at 15.8% of the reported book, followed by ITC HLDGS CORP and STARWOOD HOTELS&RESORTS WRLD. Versus Q1 2016 it opened 63 new positions, added to 28, reduced 28 and exited 47.

$4.1bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
156
Positions
Distinct securities in the equity book with a reported value above zero. Options are excluded.
15.8%
Largest position
The largest single position as a share of the reported equity book.
51.6%
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 2016: 63 new, 28 added, 28 reduced, 47 exited

50 of 156
E M C CORP MASS no ticker–15.8%$651m23.94m+148%added
ITC HLDGS CORP no ticker–7.5%$311m6.65m+39%added
STARWOOD HOTELS&RESORTS WRLD no ticker–6.4%$265m3.58m+278%added
LINKEDIN CORP no ticker–3.9%$163m858,953–new
BMCH BMC STK HLDGS INC–3.8%$158m9.31m−15%reduced
KLAC KLA CORPTechnology3.5%$146m1.99m+101%added
ST JUDE MED INC no ticker–3.5%$144m1.84m–new
MEDIVATION INC no ticker–2.6%$109m1.81m–new
NVIDIA CORP no ticker–2.3%$93.3m40.00m0.0%held
COLUMBIA PIPELINE GROUP INC no ticker–2.2%$91.2m3.58m+82%added
AAP ADVANCE AUTO PARTS INCConsumer Cyclical1.6%$66.8m413,600+727%added
FRONTIER COMMUNICATIONS CORP no ticker–1.6%$66.2m700,000−13%reduced
TWITTER INC no ticker–1.4%$59.5m67.00m−11%reduced
DLTR DOLLAR TREE INCConsumer Defensive1.4%$57.7m612,500+28%added
BURL BURLINGTON STORES INCConsumer Cyclical1.3%$51.7m775,000−3.1%reduced
ATVIEUR ACTIVISION BLIZZARD INC–1.2%$49.5m1.25m+37%added
ARMK ARAMARKIndustrials1.2%$49.3m1.48m+74%added
NWL NEWELL BRANDS INCConsumer Defensive1.2%$48.6m1.00m+233%added
RITE AID CORP no ticker–1.1%$45.4m6.06m+83%added
PVH PVH CORPORATIONConsumer Cyclical0.9%$37.7m400,000+95%added
DOORUSD MASONITE INTL CORP–0.9%$37.2m562,500+19%added
YAHOO INC no ticker–0.9%$37.2m989,300+44%added
MDT Medtronic PlcHealthcare0.9%$36.9m425,000–new
MARKETO INC no ticker–0.9%$36.5m1.05m–new
TAP MOLSON COORS BEVERAGE COConsumer Defensive0.9%$36.5m360,837−15%reduced
THS TREEHOUSE FOODS INC–0.8%$34.4m335,000+17%added
FEI CO no ticker–0.8%$31.5m294,745–new
DOUBLE EAGLE ACQUISITION COR no ticker–0.7%$29.8m3.00m0.0%held
QIHOO 360 TECHNOLOGY CO LTD no ticker–0.7%$29.1m30.00m0.0%held
CAPITOL ACQUISITION CORP III no ticker–0.7%$29.1m2.97m0.0%held
SBUX STARBUCKS CORPConsumer Cyclical0.7%$28.6m500,000–new
MONSANTO CO NEW no ticker–0.7%$28.3m273,724–new
AZO AUTOZONE INCConsumer Cyclical0.7%$27.8m35,000–new
HUM HUMANA INCHealthcare0.7%$27.5m153,068−84%reduced
GORES HLDGS INC no ticker–0.7%$27.3m2.75m0.0%held
CHINA BIOLOGIC PRODS INC no ticker–0.7%$27.0m254,140+6.0%added
BECNUSD BEACON ROOFING SUPPLY INC–0.7%$26.9m590,920+49%added
IYR ISHARES TR–0.6%$25.7m312,500–new
IACIEUR IAC INTERACTIVECORP–0.6%$25.3m450,000+125%added
STARZ no ticker–0.6%$24.2m810,000–new
LEVEL 3 COMMUNICATIONS INC no ticker–0.5%$21.9m425,000+183%added
TMUS T-MOBILE US INCCommunication Services0.5%$21.6m500,0000.0%held
WALTER INVT MGMT CORP no ticker–0.5%$21.6m55.25m0.0%held
PACE HLDGS CORP no ticker–0.5%$19.7m2.00m0.0%held
BOULEVARD ACQUISITION no ticker–0.5%$19.6m2.00m0.0%held
LIBERTY INTERACTIVE CORP no ticker–0.5%$18.7m736,900+23%added
QUINPARIO ACQUISITION CORP 2 no ticker–0.4%$17.5m1.75m0.0%held
SIXEUR SIX FLAGS ENTMT CORP NEW–0.4%$17.4m300,000–new
TERRAPIN 3 ACQUISITION CORP no ticker–0.4%$17.0m1.70m0.0%held
BLUCORA INC no ticker–0.4%$16.5m18.00m−10.0%reduced

Exited since Q1 2016

47 rows
TIME WARNER CABLE INC no ticker13.3%$620m
BAXALTA INC no ticker7.0%$327m
ALLERGAN PLC no ticker4.8%$223m
JAHEUR JARDEN CORP2.8%$130m
AIRGAS INC no ticker2.7%$125m
SNDK SANDISK CORP1.8%$81.4m
CAMERON INTERNATIONAL CORP no ticker1.7%$77.9m
ADT THE ADT CORPORATION1.4%$64.4m
YOUKU TUDOU INC no ticker0.8%$38.7m
DU PONT E I DE NEMOURS & CO no ticker0.8%$38.4m
MICROCHIP TECHNOLOGY INC no ticker0.7%$32.6m
WL ROSS HLDG CORP no ticker0.6%$28.4m
LULU LULULEMON ATHLETICA INC0.6%$27.1m
NPO ENPRO INC0.6%$26.2m
CVCEUR CABLEVISION SYS CORP0.5%$22.2m
ANF ABERCROMBIE & FITCH CO0.4%$17.9m
LIONS GATE ENTMNT CORP no ticker0.4%$17.5m
META META PLATFORMS INC0.4%$17.1m
HORIZON PHARMA INVT LTD no ticker0.4%$17.1m
VERINT SYS INC no ticker0.4%$16.4m
LVS LAS VEGAS SANDS CORP0.3%$14.2m
INTEGRATED DEVICE TECHNOLOGY no ticker0.3%$13.9m
GP INVTS ACQUISITION COR no ticker0.3%$13.7m
ATLAS AIR WORLDWIDE HLDGS IN no ticker0.3%$12.8m
INTERDIGITAL INC no ticker0.2%$10.2m
RYAM RAYONIER ADVANCED MATLS INC0.2%$9.8m
HENNESSY CAP ACQUISITION COR no ticker0.2%$9.7m
STZ CONSTELLATION BRANDS INC0.2%$9.4m
EASTERLY ACQUISITION CORP no ticker0.2%$8.7m
WHITEWAVE FOODS CO no ticker0.2%$8.1m
DT ASIA INVTS LTD no ticker0.1%$6.0m
WING WINGSTOP INC0.1%$5.1m
EBAY EBAY INC.0.1%$4.8m
BKR BAKER HUGHES INC0.09%$4.0m
SLGN SILGAN HLDGS INC0.08%$3.7m
1347 CAP CORP no ticker0.08%$3.7m
C B PHARMA ACQUISITION CORP no ticker0.08%$3.5m
ELBIT IMAGING LTD no ticker0.07%$3.3m
STKL SUNOPTA INC0.05%$2.2m
COACH INC no ticker0.04%$2.0m
STAPLES INC no ticker0.03%$1.6m
WL ROSS HLDG CORP no ticker0.03%$1.6m
GLPI GAMING & LEISURE P0.02%$1.1m
AFFYMETRIX INC no ticker0.01%$498k
JASNQ JASON INDS INC0.01%$269k
C B PHARMA ACQUISITION CORP no ticker0.0%$30.0k
C B PHARMA ACQUISITION CORP no ticker0.0%$23.0k

Sector mix

  • Unclassified80.8%
  • Consumer Cyclical7.0%
  • Technology3.8%
  • Consumer Defensive3.6%
  • Healthcare2.4%
  • Industrials1.4%
  • Communication Services1.1%

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