WhaleCreep

Davidson Kempner Capital Management LP 13F holdings, Q3 2016

Hedge fundSEC filingsCompare with another fundHoldings as of 2016-09-30, filed 2018-08-14

Davidson Kempner Capital Management LP disclosed 142 US equity positions worth $3.6bn in its Q3 2016 13F filing. Its largest position is ITC HLDGS CORP at 10.6% of the reported book, followed by PG and LINKEDIN CORP. Versus Q2 2016 it opened 54 new positions, added to 25, reduced 32 and exited 68.

$3.6bn
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.
10.6%
Largest position
The largest single position as a share of the reported equity book.
45.7%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
30
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 2016: 54 new, 25 added, 32 reduced, 68 exited

50 of 142
ITC HLDGS CORP no ticker–10.6%$385m8.29m+25%added
PG PROCTER & GAMBLE COConsumer Defensive8.4%$306m3.41m–new
LINKEDIN CORP no ticker–6.2%$225m1.18m+37%added
ST JUDE MED INC no ticker–4.8%$173m2.16m+17%added
NVIDIA CORP no ticker–3.8%$136m40.00m0.0%held
BMCH BMC STK HLDGS INC–3.7%$133m7.91m−15%reduced
TAP MOLSON COORS BEVERAGE COConsumer Defensive2.3%$83.4m759,186+110%added
WHITEWAVE FOODS CO no ticker–2.0%$72.4m1.33m–new
MONSANTO CO NEW no ticker–2.0%$70.7m691,574+153%added
AZO AUTOZONE INCConsumer Cyclical1.9%$69.2m90,000+157%added
KLAC KLA CORPTechnology1.7%$62.5m896,527−55%reduced
TWITTER INC no ticker–1.7%$61.4m65.00m−3.0%reduced
PVH PVH CORPORATIONConsumer Cyclical1.7%$60.8m550,000+38%added
YAHOO INC no ticker–1.4%$52.4m1.22m+23%added
DELL DELL TECHNOLOGIES INCTechnology1.4%$52.1m1.09m–new
COTY COTY INCConsumer Defensive1.4%$51.3m2.18m–new
FRONTIER COMMUNICATIONS CORP no ticker–1.4%$50.2m600,000−14%reduced
BURL BURLINGTON STORES INCConsumer Cyclical1.3%$48.6m600,000−23%reduced
MEDIA GEN INC NEW no ticker–1.3%$47.1m2.55m–new
STARZ no ticker–1.3%$45.3m1.45m+79%added
IACIEUR IAC INTERACTIVECORP–1.2%$42.2m675,000+50%added
AMSGEUR AMSURG CORP–1.0%$35.2m525,000–new
RITE AID CORP no ticker–0.9%$33.6m4.37m−28%reduced
CHINA BIOLOGIC PRODS INC no ticker–0.9%$33.6m270,140+6.3%added
AAP ADVANCE AUTO PARTS INCConsumer Cyclical0.9%$33.6m225,000−46%reduced
NWL NEWELL BRANDS INCConsumer Defensive0.9%$32.9m625,000−38%reduced
TWXCHF TIME WARNER INC–0.9%$32.8m412,500+106%added
EXPE EXPEDIA GROUP INCConsumer Cyclical0.9%$32.1m275,000+1000%added
WALTER INVT MGMT CORP no ticker–0.9%$31.5m55.25m0.0%held
DOUBLE EAGLE ACQUISITION COR no ticker–0.8%$30.4m3.00m0.0%held
MDT Medtronic PlcHealthcare0.8%$30.2m350,000−18%reduced
CAPITOL ACQUISITION CORP III no ticker–0.8%$30.0m2.97m0.0%held
CEPHEID no ticker–0.8%$28.6m543,214–new
INGRAM MICRO INC no ticker–0.8%$27.9m782,005+130%added
ALLEGHENY TECHNOLOGIES INC no ticker–0.7%$26.7m19.00m+27%added
SCI SERVICE CORP INTLConsumer Cyclical0.7%$26.0m981,387+118%added
KATE SPADE & CO no ticker–0.7%$24.0m1.40m+180%added
DOORUSD MASONITE INTL CORP–0.6%$23.3m375,000−33%reduced
J2 GLOBAL INC no ticker–0.6%$23.2m20.00m+100%added
TMUS T-MOBILE US INCCommunication Services0.6%$22.8m487,500−2.5%reduced
LINEAR TECHNOLOGY CORP no ticker–0.6%$22.3m376,572–new
RACKSPACE HOSTING INC no ticker–0.6%$22.2m700,000–new
BIIB BIOGEN INCHealthcare0.6%$21.9m70,000–new
WORKDAY INC no ticker–0.6%$21.5m17.50m+46%added
TTWO TAKE-TWO INTERACTIVE SOFTWARCommunication Services0.6%$21.4m475,000+626%added
PACE HLDGS CORP no ticker–0.6%$20.6m2.00m0.0%held
BOULEVARD ACQUISITION no ticker–0.6%$20.0m2.00m0.0%held
SPECTRA ENERGY CORP no ticker–0.5%$19.6m458,000–new
ALERE INC no ticker–0.5%$19.5m450,571+145%added
INTERSIL CORP no ticker–0.5%$18.6m847,617–new

Exited since Q2 2016

68 rows
E M C CORP MASS no ticker15.8%$651m
STARWOOD HOTELS&RESORTS WRLD no ticker6.4%$265m
MEDIVATION INC no ticker2.6%$109m
COLUMBIA PIPELINE GROUP INC no ticker2.2%$91.2m
DLTR DOLLAR TREE INC1.4%$57.7m
MARKETO INC no ticker0.9%$36.5m
FEI CO no ticker0.8%$31.5m
QIHOO 360 TECHNOLOGY CO LTD no ticker0.7%$29.1m
HUM HUMANA INC0.7%$27.5m
GORES HLDGS INC no ticker0.7%$27.3m
BECNUSD BEACON ROOFING SUPPLY INC0.7%$26.9m
IYR ISHARES TR0.6%$25.7m
LEVEL 3 COMMUNICATIONS INC no ticker0.5%$21.9m
LIBERTY INTERACTIVE CORP no ticker0.5%$18.7m
SIXEUR SIX FLAGS ENTMT CORP NEW0.4%$17.4m
TERRAPIN 3 ACQUISITION CORP no ticker0.4%$17.0m
LKQ LKQ CORP0.4%$15.8m
INCONTACT INC no ticker0.4%$15.2m
ASNAEUR ASCENA RETAIL GROUP INC0.4%$15.2m
DWREEUR DEMANDWARE INC0.4%$15.0m
FMC TECHNOLOGIES INC no ticker0.3%$14.3m
BETREUR AMPLIFY SNACK BRANDS0.3%$13.6m
WBA WALGREENS BOOTS ALLIANCE INC0.3%$12.5m
LINKEDIN CORP no ticker0.2%$9.9m
CELATOR PHARMACEUTICALS INC no ticker0.2%$9.8m
TYCO INTL PLC no ticker0.2%$9.8m
MEAD JOHNSON NUTRITION CO no ticker0.2%$9.1m
FRGIUSD FIESTA RESTAURANT GROUP INC0.2%$8.7m
BUFFALO WILD WINGS INC no ticker0.2%$8.7m
YUM YUM BRANDS INC0.2%$8.3m
WINTHROP RLTY TR no ticker0.2%$8.0m
NORTEL NETWORKS CORP NEW no ticker0.2%$7.8m
XRAY DENTSPLY SIRONA INC0.2%$7.8m
FAIRCHILD SEMICONDUCTOR INTL no ticker0.2%$7.2m
MATTRESS FIRM HLDG CORP no ticker0.2%$7.2m
GMS1EUR GMS INC0.2%$6.7m
VMWEUR VMWARE INC0.2%$6.6m
FINTECH ACQUISITION CORP no ticker0.2%$6.3m
FFIV F5 INC0.1%$5.9m
ROST ROSS STORES INC0.1%$5.7m
ENVESTNET INC no ticker0.1%$5.4m
NEW YORK REIT INC no ticker0.1%$4.6m
CHTR CHARTER COMMUNICATIONS INC0.1%$4.6m
AXIALL CORP no ticker0.1%$4.3m
JOHNSON CTLS INC no ticker0.1%$4.2m
1347 CAP CORP no ticker0.08%$3.4m
QIHOO 360 TECHNOLOGY CO LTD no ticker0.08%$3.3m
ELV ELEVANCE HEALTH INC0.08%$3.3m
AR CAP ACQUISITION CORP no ticker0.06%$2.5m
COCA-COLA EUROPACIFIC PARTNE no ticker0.06%$2.4m

Sector mix

  • Unclassified67.3%
  • Consumer Defensive13.5%
  • Consumer Cyclical11.2%
  • Technology3.5%
  • Healthcare2.2%
  • Communication Services1.5%
  • Industrials0.8%

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