Funds › Davidson Kempner Capital Management LP › Q2 2017Davidson Kempner Capital Management LP 13F holdings, Q2 2017 Davidson Kempner Capital Management LP disclosed 153 US equity positions worth $7.1bn in its Q2 2017 13F filing. Its largest position is NXPI at 19.0% of the reported book, followed by REYNOLDS AMERICAN INC and TWXCHF. Versus Q1 2017 it opened 54 new positions, added to 29, reduced 42 and exited 45.
$7.1bn Reported equity book Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
153 Positions Distinct securities in the equity book with a reported value above zero. Options are excluded.
19.0% Largest position The largest single position as a share of the reported equity book.
61.9% Top 10 weight The ten largest positions together, as a share of the reported equity book.
14 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 2017: 54 new , 29 added , 42 reduced , 45 exited
50 of 153 Show all 153
Stock Sector Weight Value Shares Δ shares Action NXPI NXP SEMICONDUCTORS N V Technology 19.0% $1.3bn 12.29m −6.3% reduced REYNOLDS AMERICAN INC no ticker – 15.1% $1.1bn 16.46m +3.9% added TWXCHF TIME WARNER INC – 6.8% $485m 4.83m −17% reduced AABAUSD ALTABA INC – 5.9% $422m 7.74m – new MOBILEYE N V AMSTELVEEN no ticker – 4.8% $338m 5.38m +22% added VST VISTRA CORP Utilities 2.3% $161m 9.58m – new ALLIED WRLD ASSUR COM HLDG A no ticker – 2.3% $161m 3.04m +47% added MONSANTO CO NEW no ticker – 2.0% $141m 1.19m +66% added IACIEUR IAC INTERACTIVECORP – 1.9% $131m 1.27m −5.9% reduced BCRUSD BARD C R INC – 1.8% $131m 414,563 – new LEVEL 3 COMMUNICATIONS INC no ticker – 1.4% $97.4m 1.64m −69% reduced TWITTER INC no ticker – 1.3% $91.5m 100.00m +5.3% added ALERE INC no ticker – 1.2% $87.6m 1.74m +183% added INTEL CORP no ticker – 1.2% $82.6m 50.00m +25% added HUM HUMANA INC Healthcare 1.1% $78.8m 327,278 −33% reduced EXPE EXPEDIA GROUP INC Consumer Cyclical 1.1% $76.3m 512,500 +156% added ARCH1EUR ARCH COAL INC – 1.0% $68.3m 999,951 +51% added BMCH BMC STK HLDGS INC – 0.8% $58.0m 2.67m −20% reduced HRG GROUP INC no ticker – 0.7% $51.5m 2.91m – new TTWO TAKE-TWO INTERACTIVE SOFTWAR Communication Services 0.7% $51.4m 700,000 +12% added PANERA BREAD CO no ticker – 0.7% $50.0m 158,999 – new YUM YUM BRANDS INC Consumer Cyclical 0.7% $49.8m 675,000 +440% added WHOLE FOODS MKT INC no ticker – 0.7% $49.2m 1.17m – new TRCO TRIBUNE MEDIA CO – 0.7% $48.9m 1.20m – new SIXEUR SIX FLAGS ENTMT CORP NEW – 0.6% $44.1m 740,223 +438% added PAREXEL INTL CORP no ticker – 0.6% $43.4m 500,000 – new KATE SPADE & CO no ticker – 0.6% $40.5m 2.19m +70% added LGFEUR LIONS GATE ENTMNT CORP – 0.6% $40.2m 1.43m +44% added PFGC PERFORMANCE FOOD GROUP CO Consumer Defensive 0.6% $39.7m 1.45m +16% added TPG PACE ENERGY HLDGS CORP no ticker – 0.6% $39.6m 3.80m – new DELL DELL TECHNOLOGIES INC Technology 0.5% $37.8m 618,208 −41% reduced DLTR DOLLAR TREE INC Consumer Defensive 0.5% $35.0m 500,000 +150% added SBRA SABRA HEALTH CARE REIT INC Real Estate 0.5% $34.6m 1.44m – new WRUSD WESTAR ENERGY INC – 0.5% $34.1m 643,021 −54% reduced SILVER RUN ACQUISITION no ticker – 0.5% $32.8m 3.25m – new AMC ENTMT HLDGS INC no ticker – 0.4% $31.9m 1.40m – new 7SU SUMMIT MATLS INC – 0.4% $31.8m 1.10m +1.8% added SPIRIT RLTY CAP INC NEW no ticker – 0.4% $30.9m 4.17m – new WYNN WYNN RESORTS LTD Consumer Cyclical 0.4% $28.5m 212,500 +42% added TMUS T-MOBILE US INC Communication Services 0.4% $28.3m 466,930 −27% reduced NUVASIVE INC no ticker – 0.4% $27.6m 20.00m 0.0% held PINNACLE FOODS INC DEL no ticker – 0.4% $26.7m 450,000 – new WORKDAY INC no ticker – 0.4% $26.6m 20.00m 0.0% held TJX TJX COS INC NEW Consumer Cyclical 0.4% $25.3m 350,000 – new KMX CARMAX INC Consumer Cyclical 0.3% $23.6m 375,000 – new ADSW ADVANCED DISP SVCS INC DEL – 0.3% $23.3m 1.02m +117% added MCD MCDONALDS CORP Consumer Cyclical 0.3% $23.0m 150,000 −25% reduced GTY TECHNOLOGY HOLDINGS INC no ticker – 0.3% $22.7m 2.17m −1.1% reduced ILG INC no ticker – 0.3% $22.4m 816,601 – new J2 GLOBAL INC no ticker – 0.3% $21.9m 16.00m +60% added
Exited since Q1 2017 Sector mix Unclassified 66.4% Technology 19.5% Consumer Cyclical 5.5% Healthcare 2.3% Utilities 2.3% Communication Services 1.5% Consumer Defensive 1.3% Industrials 0.6% Real Estate 0.5% Basic Materials 0.1% Book over time Every quarter on file (50) Where Davidson Kempner Capital Management LP was early 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