Davidson Kempner Capital Management’s State Street SPDR S&P 500 ETF Trust SPY Stock Holding History

Davidson Kempner Capital Management’s Portfolio SPY Stock Details SPY Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2026 Q2	$518M	Sell	693,500 -149,000	-18%	-$108M	6.15%	3
2026 Q1	$548M	Sell	842,500 -722,500	-46%	-$491M	6.59%	3
2025 Q4	$1.07B	Buy	+1,565,000	New	+$1.06B	12.48%	1
2025 Q2	–	Sell	-79,500	Closed	-$44.5M	–	229
2025 Q1	$44.5M	Sell	79,500 -45,000	-36%	-$26.4M	0.61%	43
2024 Q4	$73M	Sell	124,500 -38,500	-24%	-$22.7M	1.22%	20
2024 Q3	$93.5M	Buy	+163,000	New	+$90.1M	1.95%	15
2024 Q2	–	Sell	-945,000	Closed	-$494M	–	299
2024 Q1	$494M	Sell	945,000 -273,000	-22%	-$136M	6.51%	3
2023 Q4	$579M	Sell	1,218,000 -4,000	-0.3%	-$1.78M	8.82%	2
2023 Q3	$522M	Buy	1,222,000 +922,000	+307%	+$410M	6.85%	2
2023 Q2	$133M	Sell	300,000 -792,000	-73%	-$332M	2.56%	8
2023 Q1	$447M	Buy	1,092,000 +693,000	+174%	+$276M	7.44%	2
2022 Q4	$153M	Sell	399,000 -83,500	-17%	-$32.1M	2.89%	4
2022 Q3	$172M	Buy	482,500 +225,200	+88%	+$89.4M	3.04%	3
2022 Q2	$97.1M	Sell	257,300 -791,200	-75%	-$324M	1.65%	12
2022 Q1	$474M	Buy	+1,048,500	New	+$467M	6.08%	1
2018 Q3	–	Sell	-350,000	Closed	-$94.9M	–	217
2018 Q2	$94.9M	Buy	+350,000	New	+$94.5M	1.11%	17
2017 Q4	–	Sell	-200,000	Closed	-$50.2M	–	190
2017 Q3	$50.2M	Buy	+200,000	New	+$49.3M	0.67%	22
2015 Q4	–	Sell	-130,000	Closed	-$24.9M	–	181
2015 Q3	$24.9M	Buy	+130,000	New	+$26.4M	0.44%	50
2015 Q2	–	Sell	-175,000	Closed	-$36.1M	–	196
2015 Q1	$36.1M	Sell	175,000 -250,000	-59%	-$51.6M	0.76%	28
2014 Q4	$87.4M	Buy	+425,000	New	+$85.4M	1.63%	14

Other funds holding SPY

JP Morgan Chase New York $1.81T AUM 41.13% 1-Year Est. Return

Jane Street New York $1.21T AUM 78.12% 1-Year Est. Return

Morgan Stanley New York $1.89T AUM 35.08% 1-Year Est. Return

Goldman Sachs New York $1.15T AUM 47.82% 1-Year Est. Return

Bank of America Charlotte, North Carolina $1.55T AUM 33.47% 1-Year Est. Return

Susquehanna International Group Bala Cynwyd, Pennsylvania $1.28T AUM 58.89% 1-Year Est. Return

D.E. Shaw & Co New York $210B AUM 57.28% 1-Year Est. Return

Northern Trust Chicago, Illinois $860B AUM 41.15% 1-Year Est. Return

UBS Group Zurich, Switzerland $786B AUM 40.34% 1-Year Est. Return

Wells Fargo San Francisco, California $617B AUM 30.33% 1-Year Est. Return

Davidson Kempner Capital Management's SPY Position: Q2 2026 in Review

Davidson Kempner Capital Management reduced its State Street SPDR S&P 500 ETF Trust (SPY) stake by 24% in Q2 2026, selling an estimated $970K and leaving 4,197 shares worth $3.13M. The position accounts for 0.04% of the portfolio, ranked #171.

Davidson Kempner Capital Management first reported a position in SPY in Q2 2018 and has held it in 7 quarters since. The position peaked at $5.97M in Q2 2018. 4,647 funds tracked by Wall St. Rank hold SPY as of Q2 2026.

Davidson Kempner Capital Management held 4,197 shares of State Street SPDR S&P 500 ETF Trust worth $3.13M as of Q2 2026.
Davidson Kempner Capital Management sold 1,338 State Street SPDR S&P 500 ETF Trust shares in Q2 2026, an estimated $970K.
State Street SPDR S&P 500 ETF Trust made up 0.04% of Davidson Kempner Capital Management's portfolio in Q2 2026, its #171 holding.
Davidson Kempner Capital Management first reported a position in State Street SPDR S&P 500 ETF Trust in Q2 2018 and has held it in 7 quarters since.
Davidson Kempner Capital Management's State Street SPDR S&P 500 ETF Trust position peaked at $5.97M in Q2 2018.
4,647 funds tracked by Wall St. Rank held State Street SPDR S&P 500 ETF Trust as of Q2 2026.

Based on Davidson Kempner Capital Management's 13F filing for Q2 2026, filed 14 Aug 2026.