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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
+5.5%
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
$4.94B
AUM Growth
+$867M
(+21%)
Cap. Flow
+$293M
Cap. Flow
% of AUM
5.92%
Top 10 Holdings %
Top 10 Hldgs %
46.25%
Holding
226
New
69
Increased
34
Reduced
17
Closed
66
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
NXP Semiconductors
NXPI
|
+$647M |
| 2 |
RAI
Reynolds American Inc
RAI
|
+$292M |
| 3 |
LVLT
Level 3 Communications Inc
LVLT
|
+$154M |
| 4 |
STJ
St Jude Medical
STJ
|
+$126M |
| 5 |
WWAV
The WhiteWave Foods Company
WWAV
|
+$119M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
ITC
ITC HOLDINGS CORP
ITC
|
+$385M |
| 2 |
Procter & Gamble
PG
|
+$306M |
| 3 |
LNKD
LinkedIn Corporation
LNKD
|
+$225M |
| 4 |
Molson Coors Class B
TAP
|
+$63.4M |
| 5 |
KLA
KLAC
|
+$62.5M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 19.22% |
| 2 | Consumer Staples | 12.25% |
| 3 | Healthcare | 12.05% |
| 4 | Communication Services | 9.15% |
| 5 | Consumer Discretionary | 8.85% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
NXP Semiconductors
NXPI
$70.4B
| $642M | 13% |
6,548,840
+6,513,840
| +18,611% | +$647M |
|
|
RAI
2
DELISTED
Reynolds American Inc
RAI
| $308M | 6.25% |
+5,501,918
| New | +$292M |
|
|
STJ
3
DELISTED
St Jude Medical
STJ
| $301M | 6.09% |
3,750,204
+1,586,599
| +73% | +$126M |
|
|
WWAV
4
DELISTED
The WhiteWave Foods Company
WWAV
| $195M | 3.95% |
3,506,066
+2,176,286
| +164% | +$119M |
|
|
TWX
5
DELISTED
Time Warner Inc
TWX
| $167M | 3.38% |
1,731,030
+1,318,530
| +320% | +$117M |
|
|
LVLT
6
DELISTED
Level 3 Communications Inc
LVLT
| $165M | 3.33% |
+2,921,111
| New | +$154M |
|
|
BMCH
7
DELISTED
BMC Stock Holdings, Inc
BMCH
| $119M | 2.4% |
6,413,983
-1,500,000
| -19% | -$27.2M |
|
|
ACAS
8
DELISTED
American Capital Ltd
ACAS
| $89.1M | 1.8% |
4,969,702
+4,238,982
| +580% | +$73M |
|
9
PUT
iShares Russell 2000 ETF
IWM
$81.6B
| $87.7M | 1.78% |
+650,000
| New | +$83.1M |
|
|
HAR
10
DELISTED
Harman International Industries
HAR
| $86.5M | 1.75% |
+777,976
| New | +$75.1M |
|
|
PVTB
11
DELISTED
PrivateBancorp Inc
PVTB
| $80.4M | 1.63% |
+1,484,231
| New | +$71.5M |
|
|
YHOO
12
DELISTED
Yahoo Inc
YHOO
| $78.3M | 1.59% |
2,023,888
+806,987
| +66% | +$33.1M |
|
|
ISIL
13
DELISTED
Intersil Corp
ISIL
| $75M | 1.52% |
3,364,131
+2,516,514
| +297% | +$55.7M |
|
14
AutoZone
AZO
$48.5B
| $65.2M | 1.32% |
82,500
-7,500
| -8% | -$5.77M |
|
|
PPLI
15
People Inc
PPLI
$3.23B
| $61.6M | 1.25% |
5,315,637
+1,538,737
| +41% | +$18M |
|
16
Microsoft
MSFT
$2.9T
| $59.1M | 1.2% |
+951,500
| New | +$57.2M |
|
|
FTRPR
17
DELISTED
Frontier Communications Corporation 11.125% Series A Mandatory Convertible Preferred Stock
FTRPR
| $56.6M | 1.15% |
800,000
+200,000
| +33% | +$15.3M |
|
|
TMH
18
DELISTED
Team Health Holdings Inc
TMH
| $49.4M | 1% |
+1,136,152
| New | +$46.9M |
|
|
IOC
19
DELISTED
Interoil Corporation
IOC
| $48.9M | 0.99% |
+1,028,552
| New | +$50.2M |
|
20
Advance Auto Parts
AAP
$3.35B
| $48.6M | 0.98% |
287,500
+62,500
| +28% | +$9.83M |
|
|
ALR
21
DELISTED
Alere Inc
ALR
| $46.7M | 0.95% |
1,197,568
+746,997
| +166% | +$30.2M |
|
|
RAD
22
DELISTED
Rite Aid Corporation
RAD
| $42.2M | 0.86% |
256,213
+37,473
| +17% | +$5.66M |
|
23
Expedia Group
EXPE
$31.3B
| $40.3M | 0.82% |
355,360
+80,360
| +29% | +$9.8M |
|
|
CAB
24
DELISTED
Cabela's Inc
CAB
| $38.9M | 0.79% |
664,481
+556,971
| +518% | +$34.6M |
|
25
T-Mobile US
TMUS
$207B
| $38.8M | 0.79% |
675,000
+187,500
| +38% | +$9.81M |
|
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Davidson Kempner Capital Management's Q4 2016 Portfolio in Review
As of Q4 2016, Davidson Kempner Capital Management held 226 positions worth $4.94B, up 21% from $4.07B the previous quarter. Its ten largest holdings account for 46% of the portfolio.
Davidson Kempner Capital Management deployed $293M of net new capital in Q4 2016, opening 69 new positions and adding to 34 existing holdings. Its largest new stake was Reynolds American Inc: 5,501,918 shares worth $308M.
By sector, the portfolio is most concentrated in Technology at 19% of assets, up from 5.7% a quarter earlier, followed by Consumer Staples and Healthcare.
On the sell side, the largest reduction was Molson Coors Class B, an estimated $63.4M trimmed.
- Davidson Kempner Capital Management's largest Q4 2016 buy was Reynolds American Inc: 5,501,918 shares worth $308M.
- Davidson Kempner Capital Management added most to NXP Semiconductors in Q4 2016, an estimated $647M increase.
- Davidson Kempner Capital Management's biggest Q4 2016 reduction was Molson Coors Class B, cutting an estimated $63.4M.
- Davidson Kempner Capital Management fully exited ITC HOLDINGS CORP in Q4 2016, selling an estimated $385M.
- Davidson Kempner Capital Management's ten largest holdings make up 46% of its $4.94B portfolio in Q4 2016.
- Davidson Kempner Capital Management opened 69 new positions and closed 66 in Q4 2016.
- Davidson Kempner Capital Management's portfolio value rose 21% quarter-over-quarter to $4.94B.
Based on Davidson Kempner Capital Management's 13F filing for Q4 2016, filed 14 Feb 2017.