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DKCM

Davidson Kempner Capital Management Portfolio holdings

AUM $7.33B
1-Year Est. Return 56.47%
This Fund
S&P 500
This Quarter Est. Return
+5.22%
1 Year Est. Return
+56.47%
3 Year Est. Return
+139.87%
5 Year Est. Return
+217.47%
10 Year Est. Return
+1,125.15%
AUM
$4.07B
AUM Growth
-$192M
Cap. Flow
-$594M
Cap. Flow %
-14.61%
Top 10 Hldgs %
46.65%
Holding
226
New
63
Increased
23
Reduced
29
Closed
72

Top Buys

Rank Stock Value
1
PG icon
Procter & Gamble
PG
+$296M
2
ITC
ITC HOLDINGS CORP
ITC
+$75.8M
3
WWAV
The WhiteWave Foods Company
WWAV
+$73.2M
4
LNKD
LinkedIn Corporation
LNKD
+$61.3M
5
COTY icon
Coty
COTY
+$57.7M

Top Sells

Rank Stock Value
1
EMC
EMC CORPORATION
EMC
+$651M
2
HOT
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
+$265M
3
MDVN
MEDIVATION, INC.
MDVN
+$109M
4
CPGX
COLUMBIA PIPELINE GROUP IN COM STK (DE)
CPGX
+$91.2M
5
KLAC icon
KLA
KLAC
+$78.7M

Sector Composition

Rank Sector Weight
1 Consumer Staples 14.87%
2 Consumer Discretionary 14.43%
3 Communication Services 11.59%
4 Healthcare 8.59%
5 Technology 5.69%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
HSY icon
151
PUT
Hershey
HSY
$35.2B
– –
-75,000
Closed -$8.51M
HUM icon
152
Humana
HUM
$43.7B
– –
-153,068
Closed -$27.5M
IMAX icon
153
CALL
IMAX
IMAX
$2.8B
– –
-100,000
Closed -$2.95M
IYR icon
154
iShares US Real Estate ETF
IYR
$4.62B
– –
-312,500
Closed -$25.7M
JCI icon
155
Johnson Controls International
JCI
$89.8B
– –
-90,725
Closed -$4.21M
LKQ icon
156
LKQ Corp
LKQ
$5.92B
– –
-500,000
Closed -$15.8M
LMB icon
157
Limbach Holdings
LMB
$873M
– –
-369,998
Closed -$3.4M
ODP
158
DELISTED
ODP
ODP
– –
-67,751
Closed -$2.24M
ROST icon
159
Ross Stores
ROST
$81.1B
– –
-100,000
Closed -$5.67M
WBA
160
DELISTED
Walgreens Boots Alliance
WBA
– –
-150,000
Closed -$12.2M
XLI icon
161
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$33.4B
– –
-400,000
Closed -$22.4M
XRAY icon
162
Dentsply Sirona
XRAY
$2.85B
– –
-125,000
Closed -$7.75M
XRT icon
163
CALL
State Street SPDR S&P Retail ETF
XRT
$331M
– –
-400,000
Closed -$16.8M
YUM icon
164
Yum! Brands
YUM
$40.6B
– –
-139,100
Closed -$8.29M
QVCGA
165
DELISTED
QVC Group Inc Series A
QVCGA
– –
-15,180
Closed -$18.7M
BECN
166
DELISTED
Beacon Roofing Supply, Inc.
BECN
– –
-590,920
Closed -$26.9M
SIX
167
DELISTED
Six Flags Entertainment Corp.
SIX
– –
-300,000
Closed -$17.4M
VMW
168
DELISTED
VMware, Inc
VMW
– –
-115,000
Closed -$6.58M
VMW
169
PUT
DELISTED
VMware, Inc
VMW
– –
-50,000
Closed -$2.86M
FRGI
170
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
– –
-400,000
Closed -$8.72M
ARA
171
DELISTED
American Renal Associates Holdings, Inc
ARA
– –
-70,000
Closed -$2.03M
TACOW
172
DELISTED
Del Taco Restaurants, Inc. Warrants
TACOW
– –
-55,547
Closed -$94K
SAEX
173
DELISTED
SAExploration Holdings, Inc.
SAEX
– –
-21
Closed -$7K
ASNA
174
DELISTED
Ascena Retail Group, Inc.
ASNA
– –
-108,750
Closed -$15.2M
NYRT
175
DELISTED
New York REIT, Inc.
NYRT
– –
-50,043
Closed -$4.63M
4 5 6
7
8

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Davidson Kempner Capital Management's Q3 2016 Portfolio in Review

As of Q3 2016, Davidson Kempner Capital Management held 226 positions worth $4.07B, down 4.5% from $4.26B the previous quarter. Its ten largest holdings account for 47% of the portfolio.

Davidson Kempner Capital Management withdrew a net $594M in Q3 2016, closing 72 positions and reducing 29 holdings. Its most notable exit was EMC CORPORATION, an estimated $651M position sold in full.

By sector, the portfolio is most concentrated in Consumer Staples at 15% of assets, up from 4.9% a quarter earlier, followed by Consumer Discretionary and Communication Services.

Against the trend, Davidson Kempner Capital Management opened a new position in Procter & Gamble worth $306M.

  • Davidson Kempner Capital Management's largest Q3 2016 buy was Procter & Gamble: 3,405,016 shares worth $306M.
  • Davidson Kempner Capital Management added most to ITC HOLDINGS CORP in Q3 2016, an estimated $75.8M increase.
  • Davidson Kempner Capital Management's biggest Q3 2016 reduction was KLA, cutting an estimated $78.7M.
  • Davidson Kempner Capital Management fully exited EMC CORPORATION in Q3 2016, selling an estimated $651M.
  • Davidson Kempner Capital Management's ten largest holdings make up 47% of its $4.07B portfolio in Q3 2016.
  • Davidson Kempner Capital Management opened 63 new positions and closed 72 in Q3 2016.
  • Davidson Kempner Capital Management's portfolio value fell 4.5% quarter-over-quarter to $4.07B.

Based on Davidson Kempner Capital Management's 13F filing for Q3 2016, filed 14 Nov 2016.