WhaleCreep

Davidson Kempner Capital Management LP 13F holdings, Q1 2017

Hedge fundSEC filingsCompare with another fundHoldings as of 2017-03-31, filed 2018-08-14

Davidson Kempner Capital Management LP disclosed 144 US equity positions worth $7.3bn in its Q1 2017 13F filing. Its largest position is NXPI at 18.5% of the reported book, followed by REYNOLDS AMERICAN INC and TWXCHF. Versus Q4 2016 it opened 53 new positions, added to 35, reduced 29 and exited 56.

$7.3bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
144
Positions
Distinct securities in the equity book with a reported value above zero. Options are excluded.
18.5%
Largest position
The largest single position as a share of the reported equity book.
60.9%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
15
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 2016: 53 new, 35 added, 29 reduced, 56 exited

50 of 144
NXPI NXP SEMICONDUCTORS N VTechnology18.5%$1.4bn13.11m+100%added
REYNOLDS AMERICAN INC no ticker–13.6%$998m15.84m+188%added
TWXCHF TIME WARNER INC–7.8%$570m5.83m+237%added
VCA INC no ticker–4.5%$331m3.61m–new
LEVEL 3 COMMUNICATIONS INC no ticker–4.2%$307m5.37m+84%added
MOBILEYE N V AMSTELVEEN no ticker–3.7%$270m4.40m+3592%added
NVIDIA CORP no ticker–2.9%$214m39.70m0.0%held
PRIVATEBANCORP INC no ticker–2.2%$164m2.76m+86%added
YAHOO INC no ticker–2.0%$146m3.15m+56%added
VALSPAR CORP no ticker–1.6%$117m1.05m–new
ALLIED WRLD ASSUR COM HLDG A no ticker–1.5%$110m2.07m+279%added
HUM HUMANA INCHealthcare1.4%$100m487,172+390%added
IACIEUR IAC INTERACTIVECORP–1.4%$99.5m1.35m+42%added
AAP ADVANCE AUTO PARTS INCConsumer Cyclical1.3%$98.2m662,500+130%added
B/E AEROSPACE INC no ticker–1.2%$91.4m1.43m+139%added
WHITEWAVE FOODS CO no ticker–1.2%$91.1m1.62m−54%reduced
TWITTER INC no ticker–1.2%$86.6m95.00m+7.3%added
MONSANTO CO NEW no ticker–1.1%$81.5m719,851+103%added
LOW LOWES COS INCConsumer Cyclical1.1%$78.1m950,000+375%added
COST COSTCO WHOLESALE CORPORATIONConsumer Defensive1.1%$77.6m462,500+164%added
WRUSD WESTAR ENERGY INC–1.0%$76.0m1.40m+1039%added
BMCH BMC STK HLDGS INC–1.0%$73.5m3.33m−48%reduced
MEAD JOHNSON NUTRITION CO no ticker–1.0%$71.9m806,839–new
INTEL CORP no ticker–1.0%$69.9m40.00m+300%added
DELL DELL TECHNOLOGIES INCTechnology0.9%$67.7m1.06m+52%added
BROCADE COMMUNICATIONS SYS I no ticker–0.7%$47.9m3.84m+429%added
ARCH1EUR ARCH COAL INC–0.6%$45.6m661,451–new
SILVER RUN ACQUISITION no ticker–0.6%$41.7m4.00m–new
TMUS T-MOBILE US INCCommunication Services0.6%$41.2m637,500−5.6%reduced
IMAX IMAX CORPCommunication Services0.5%$39.5m1.16m+145%added
FRONTIER COMMUNICATIONS CORP no ticker–0.5%$39.4m800,0000.0%held
TTWO TAKE-TWO INTERACTIVE SOFTWARCommunication Services0.5%$37.2m627,613−5.6%reduced
MSM MSC INDL DIRECT INCIndustrials0.5%$33.4m325,000+44%added
KATE SPADE & CO no ticker–0.4%$29.9m1.29m–new
PFGC PERFORMANCE FOOD GROUP COConsumer Defensive0.4%$29.8m1.25m–new
NUVASIVE INC no ticker–0.4%$27.3m20.00m–new
7SU SUMMIT MATLS INC–0.4%$26.7m1.08m+256%added
LGFEUR LIONS GATE ENTMNT CORP–0.4%$26.3m988,900+133%added
BJRI BJS RESTAURANTS INCConsumer Cyclical0.4%$26.2m650,000+122%added
MCD MCDONALDS CORPConsumer Cyclical0.4%$25.9m200,000–new
GORES HLDGS II INC no ticker–0.3%$25.4m2.47m–new
EXPE EXPEDIA GROUP INCConsumer Cyclical0.3%$25.2m200,000−44%reduced
YELP YELP INCCommunication Services0.3%$25.1m765,000–new
MSCC MICROSEMI CORP–0.3%$24.7m479,728+90%added
WORKDAY INC no ticker–0.3%$24.5m20.00m–new
BC BRUNSWICK CORPConsumer Cyclical0.3%$24.5m400,000–new
HCA HCA HEALTHCARE INCHealthcare0.3%$24.5m275,000–new
ALERE INC no ticker–0.3%$24.4m615,357−49%reduced
DOUBLE EAGLE ACQUISITION COR no ticker–0.3%$24.1m2.29m−24%reduced
CALY CALLAWAY GOLF COConsumer Cyclical0.3%$24.1m2.17m–new

Exited since Q4 2016

56 rows
ST JUDE MED INC no ticker6.3%$301m
AMERICAN CAP LTD no ticker1.9%$89.1m
HARMAN INTL INDS INC no ticker1.8%$86.5m
INTERSIL CORP no ticker1.6%$75.0m
AZO AUTOZONE INC1.4%$65.2m
MSFT MICROSOFT CORP1.2%$59.1m
TEAM HEALTH HOLDINGS INC no ticker1.0%$49.4m
INTEROIL CORP no ticker1.0%$48.9m
RITE AID CORP no ticker0.9%$42.2m
MGM MGM RESORTS INTERNATIONAL0.8%$37.5m
UNH UNITEDHEALTH GROUP INC0.7%$32.0m
CAPITOL ACQUISITION CORP III no ticker0.6%$30.6m
ROCKWELL COLLINS INC no ticker0.6%$26.1m
MEDIA GEN INC NEW no ticker0.5%$24.7m
TILE INTERFACE INC0.5%$24.4m
MGP MGM GROWTH PPTYS LLC0.5%$24.0m
WORKDAY INC no ticker0.5%$23.1m
PACE HLDGS CORP no ticker0.5%$21.5m
WBA WALGREENS BOOTS ALLIANCE INC0.4%$21.0m
PINNACLE FOODS INC DEL no ticker0.4%$18.7m
PVH PVH CORPORATION0.4%$18.0m
QUINPARIO ACQUISITION CORP 2 no ticker0.4%$17.6m
SNA SNAP ON INC0.4%$17.1m
ABX BARRICK GOLD CORP0.3%$16.0m
DG DOLLAR GEN CORP0.3%$14.8m
M Macy's, Inc0.3%$14.3m
SHOO MADDEN STEVEN LTD0.3%$14.3m
SUNPOWER CORP no ticker0.3%$14.3m
ENVISION HEALTHCARE CORP no ticker0.3%$14.2m
TAP MOLSON COORS BEVERAGE CO0.3%$13.4m
BSX BOSTON SCIENTIFIC CORP0.3%$13.0m
SHIP FINANCE INTERNATIONAL L no ticker0.3%$12.5m
ENDURANCE SPECIALTY HLDGS LT no ticker0.3%$12.4m
CONSOL ENERGY INC no ticker0.3%$12.3m
GLOBAL PARTNER ACQUISITION C no ticker0.3%$12.1m
HDSUSD HD SUPPLY HLDGS INC0.2%$10.6m
HARMONY MERGER CORP no ticker0.2%$9.5m
YANDEX NV no ticker0.2%$9.5m
GT GOODYEAR TIRE & RUBR CO0.2%$9.3m
HENNESSY CAP ACQUISITION COR no ticker0.2%$9.2m
MTCH MATCH GROUP INC0.1%$6.0m
EW EDWARDS LIFESCIENCES CORP0.1%$5.9m
ADVANCEPIERRE FOODS HLDGS IN no ticker0.1%$5.2m
MLCO MELCO RESORTS AND ENTMNT LTD0.1%$4.8m
FRTAEUR FORTERRA INC0.09%$4.3m
DHX MEDIA LTD no ticker0.09%$4.3m
BARINGTON HILCO ACQUISITION no ticker0.09%$4.1m
IXIA no ticker0.08%$3.7m
WILLIAMS CLAYTON ENERGY INC no ticker0.05%$2.5m
TTMCHF TATA MTRS LTD0.05%$2.2m

Sector mix

  • Unclassified66.9%
  • Technology19.4%
  • Consumer Cyclical4.7%
  • Communication Services2.7%
  • Healthcare2.7%
  • Consumer Defensive2.0%
  • Industrials1.4%
  • Basic Materials0.2%
  • Real Estate0.04%
  • Financial Services0.01%

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