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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
ITC
1
DELISTED
ITC HOLDINGS CORP
ITC
$385M 9.46%
8,286,860
+1,637,889
+25% +$75.8M
PG icon
2
PUT
Procter & Gamble
PG
$342B
$314M 7.72%
+3,500,000
New +$304M
PG icon
3
Procter & Gamble
PG
$342B
$306M 7.51%
+3,405,016
New +$296M
LNKD
4
DELISTED
LinkedIn Corporation
LNKD
$225M 5.53%
1,178,610
+319,657
+37% +$61.3M
STJ
5
DELISTED
St Jude Medical
STJ
$173M 4.24%
2,163,605
+319,945
+17% +$25.8M
BMCH
6
DELISTED
BMC Stock Holdings, Inc
BMCH
$133M 3.27%
7,913,983
-1,400,000
-15% -$27.3M
TAP icon
7
Molson Coors Class B
TAP
$7.53B
$83.4M 2.05%
759,186
+398,349
+110% +$40.5M
WWAV
8
DELISTED
The WhiteWave Foods Company
WWAV
$72.4M 1.78%
+1,329,780
New +$73.2M
MON
9
DELISTED
Monsanto Co
MON
$70.7M 1.74%
691,574
+417,850
+153% +$43.8M
AZO icon
10
AutoZone
AZO
$48.1B
$69.2M 1.7%
90,000
+55,000
+157% +$42.8M
KLAC icon
11
KLA
KLAC
$281B
$62.5M 1.54%
8,965,270
-10,936,740
-55% -$78.7M
PVH icon
12
PVH
PVH
$3.59B
$60.8M 1.49%
550,000
+150,000
+38% +$15.5M
YHOO
13
DELISTED
Yahoo Inc
YHOO
$52.4M 1.29%
1,216,901
+227,601
+23% +$9.33M
DELL icon
14
Dell
DELL
$287B
$52.1M 1.28%
+3,885,690
New +$52.8M
COTY icon
15
Coty
COTY
$2.23B
$51.3M 1.26%
+2,182,883
New +$57.7M
FTRPR
16
DELISTED
Frontier Communications Corporation 11.125% Series A Mandatory Convertible Preferred Stock
FTRPR
$50.2M 1.23%
600,000
-100,000
-14% -$9.25M
BURL icon
17
Burlington
BURL
$21.7B
$48.6M 1.19%
600,000
-175,000
-23% -$13.5M
MEG
18
DELISTED
Media General, Inc
MEG
$47.1M 1.16%
+2,554,272
New +$45.3M
STRZA
19
DELISTED
Starz - Series A
STRZA
$45.3M 1.11%
1,453,537
+643,537
+79% +$19.8M
PPLI
20
People Inc
PPLI
$3.13B
$42.2M 1.04%
3,776,900
+1,258,967
+50% +$13.3M
AMSG
21
DELISTED
Amsurg Corp
AMSG
$35.2M 0.86%
+525,000
New +$36.7M
RAD
22
DELISTED
Rite Aid Corporation
RAD
$33.6M 0.83%
218,740
-84,384
-28% -$12.6M
CBPO
23
DELISTED
China Biologic Products Holdings, Inc.
CBPO
$33.6M 0.83%
270,140
+16,000
+6% +$1.89M
AAP icon
24
PUT
Advance Auto Parts
AAP
$3.27B
$33.6M 0.83%
+225,300
New +$36M
AAP icon
25
Advance Auto Parts
AAP
$3.27B
$33.6M 0.82%
225,000
-188,600
-46% -$30.1M
1
2 3 4 5

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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.