Davidson Kempner Capital Management Portfolio
Davidson Kempner Capital Management 13F filer (CIK 0001595082).
Q3 2022 · 519 positions · Total reported value $4.54B · Top-10 concentration 34.9%
Turnover: 57.6% · 72 new · 22 cut · 69 exited
Active Share (vs S&P 500): 91.7% · vs QQQ: 92.5% — share of the book that differs from index weights (higher = more active) · ranking
In its Q3 2022 13F filing, Davidson Kempner Capital Management disclosed 519 equity positions with a combined reported value of $4.54B. The filing implies a moderately concentrated portfolio: its ten largest positions account for 34.9% of reported value. HoldingsHub classifies the profile as Mid / High Turnover.
The largest disclosed positions as of Q3 2022 were CHNG ($271.92M), ARKO ($217.05M), SPY ($172.34M). By sector, the heaviest allocations are Consumer Discretionary 14.6%, Technology 10.3%. Versus the prior quarter, allocation shifted toward Other (+6.9pp), Consumer Staples (+1.6pp) and away from Utilities (-1.2pp), Technology (-8.8pp).
Versus the prior quarter, Davidson Kempner Capital Management opened 72 new positions, trimmed 22 and fully exited 69, a turnover rate of 57.6% of positions. The portfolio's overlap with the prior quarter was 81% of names.
Figures come from the fund's SEC Form 13F filing. 13F reports are filed within 45 days of quarter end and cover long positions of $100,000 or more; they exclude short positions and non-13F asset classes, so treat this page as a quarter-end snapshot rather than the fund's live book.
Sector Allocation
| # | Symbol | Company | Shares | Value | Weight | Change |
|---|---|---|---|---|---|---|
| 1 | CHNG | CHANGE HEALTHCARE INC | 9.89M | $271.92M | 5.99% | New |
| 2 | ARKO | ARKO CORP | 23.14M | $217.05M | 4.78% | Hold |
| 3 | SPY | STATE STR SPDR S&P 500 ETF T | 482.50K | $172.34M | 3.80% | Add |
| 4 | QQQ | INVESCO QQQ TR | 605.00K | $161.69M | 3.56% | Reduce |
| 5 | TWTR | TWITTER INC | 3.62M | $158.81M | 3.50% | New |
| 6 | VST | VISTRA CORP | 7.04M | $147.81M | 3.26% | Hold |
| 7 | JOYY | JOYY INC | 150.00M | $126.08M | 2.78% | Hold |
| 8 | AVLR | AVALARA INC | 1.34M | $122.60M | 2.70% | New |
| 9 | TMUS | T-MOBILE US INC | 876.94K | $117.65M | 2.59% | Reduce |
| 10 | AOMR | ANGEL OAK MORTGAGE REIT INC | 7.39M | $88.53M | 1.95% | Hold |
| 11 | QGEN | QIAGEN NV | 2.10M | $88.45M | 1.95% | Reduce |
| 12 | PLYA | PLAYA HOTELS & RESORTS NV | 15.14M | $88.13M | 1.94% | Hold |
| 13 | RADI | RADIUS GLOBAL INFRASTRCTRE I | 8.87M | $83.50M | 1.84% | Reduce |
| 14 | HALO | HALOZYME THERAPEUTICS INC | 79.31M | $67.12M | 1.48% | Add |
| 15 | SE | SEA LTD | 91.50M | $63.36M | 1.40% | Hold |
| 16 | ACI | ALBERTSONS COMPANIES INC | 2.47M | $61.52M | 1.36% | Add |
| 17 | BKNG | BOOKING HOLDINGS INC. | 31.65K | $52.01M | 1.15% | Reduce |
| 18 | IQ | IQIYI INC | 76.75M | $50.85M | 1.12% | Hold |
| 19 | NET | CLOUDFLARE INC | 64.00M | $49.73M | 1.10% | New |
| 20 | AKAM | AKAMAI TECHNOLOGIES INC | 51.00M | $47.46M | 1.05% | Hold |
| 21 | TTWO | TAKE-TWO INTERACTIVE SOFTWAR | 430.53K | $46.93M | 1.03% | Add |
| 22 | DBX | DROPBOX INC | 53.97M | $45.87M | 1.01% | Hold |
| 23 | LIVG | LIVENT CORP | 12.50M | $45.02M | 0.99% | Hold |
| 24 | CRC | CALIFORNIA RES CORP | 1.16M | $44.41M | 0.98% | New |
| 25 | UBER | UBER TECHNOLOGIES INC | 1.65M | $43.70M | 0.96% | Reduce |
| 26 | CEG | CONSTELLATION ENERGY CORP | 498.90K | $41.50M | 0.92% | Add |
| 27 | TJX | TJX COS INC NEW | 663.09K | $41.19M | 0.91% | Add |
| 28 | DMRA | ACORDA THERAPEUTICS INC | 52.32M | $38.19M | 0.84% | Hold |
| 29 | DG | DOLLAR GEN CORP | 138.88K | $33.31M | 0.73% | New |
| 30 | ON | ON SEMICONDUCTOR CORP | 25.00M | $32.96M | 0.73% | Hold |
| 31 | PTON | PELOTON INTERACTIVE INC | 46.16M | $30.93M | 0.68% | Hold |
| 32 | USFD | US FOODS HLDG CORP | 1.11M | $29.37M | 0.65% | Add |
| 33 | PRGS | PROGRESS SOFTWARE CORP | 30.50M | $28.61M | 0.63% | Hold |
| 34 | FSLY | FASTLY INC | 38.04M | $27.50M | 0.61% | Hold |
| 35 | HAS | HASBRO INC | 400.00K | $26.97M | 0.59% | Add |
| 36 | CNH | CNH INDL N V | 2.29M | $25.58M | 0.56% | Add |
| 37 | WBD | WARNER BROS DISCOVERY INC | 2.21M | $25.48M | 0.56% | Reduce |
| 38 | SRPT | SAREPTA THERAPEUTICS INC | 23.38M | $24.07M | 0.53% | New |
| 39 | META | META PLATFORMS INC. CLASS A | 175.00K | $23.74M | 0.52% | New |
| 40 | CNC | CENTENE CORP DEL | 302.59K | $23.54M | 0.52% | Add |
| 41 | CLDT | CHATHAM LODGING TR | 2.30M | $22.73M | 0.50% | Hold |
| 42 | CHGG | CHEGG INC | 30.00M | $22.62M | 0.50% | Reduce |
| 43 | TPB | TURNING PT BRANDS INC | 25.00M | $21.86M | 0.48% | Hold |
| 44 | PLNT | PLANET FITNESS MASTER ISSUER | 378.27K | $21.81M | 0.48% | Add |
| 45 | TMX | TERMINIX GLOBAL HOLDINGS INC | 545.36K | $20.88M | 0.46% | New |
| 46 | KPTI | KARYOPHARM THERAPEUTICS INC | 25.00M | $19.95M | 0.44% | Hold |
| 47 | ROG | ROGERS CORP | 82.05K | $19.85M | 0.44% | New |
| 48 | BL | BLACKLINE INC | 24.00M | $19.42M | 0.43% | Hold |
| 49 | HUGS | USHG ACQUISITION CORP | 1.95M | $19.17M | 0.42% | Hold |
| 50 | KRC | KILROY REALTY CORP | 454.17K | $19.12M | 0.42% | Hold |