Davidson Kempner Capital Management LP

Quant stat arb Low signal CIK 1595082
League rank
#123
in Quant stat arb · #4642 overall
Long book
$2.68B
Q1 2026
Positions
181
Top-10 weight
36%
concentration
Last quarter
+10.6%
SPY +14.8%
Turnover
50%
of book per quarter

Strategy in plain words

auto-generated from filings

Davidson Kempner Capital Management LP is a quantitative fund whose holdings reflect models, not opinions, running a $2.68B US long book across 181 positions.

The portfolio is moderately concentrated (top 10 ≈ 36% of the book). Turnover is high — positions rotate quickly, so individual names matter less than the process. Current anchor positions: ECHOSTAR CORP-A, ARKO CORP, HOLOGIC INC, T-MOBILE US INC, ALCON INC.

Over the last 9 quarters its long book ran on average 0.5pp per quarter behind the S&P 500, beating the index in 3 of 9 quarters. Signal value of individual moves is limited — treat changes as weak evidence.

Implied long-book return vs S&P 500

methodology: positions priced quarterly, no shorts/options
Fund long book S&P 500
Q1 2024
-1.6%
Q2 2024
+6.9%
Q3 2024
+0.8%
Q4 2024
-6.6%
Q1 2025
+19.4%
Q2 2025
+5.3%
Q3 2025
+0.1%
Q4 2025
+1.5%
Q1 2026
+10.6%

Sector allocation

Technology
19%
Communications
17%
Industrials
15%
Other
12%
Healthcare
9%
Consumer discretionary
9%
Services media
5%
Utilities
5%

Long book by quarter

$4.97B
Q1 2024
$4.32B
Q2 2024
$2.82B
Q3 2024
$3.74B
Q4 2024
$5.18B
Q1 2025
$4.23B
Q2 2025
$4.26B
Q3 2025
$4.13B
Q4 2025
$2.68B
Q1 2026

What does Davidson Kempner own?

Q1 2026 13F
CompanySectorSharesValue% of bookChange
ECHO ECHOSTAR CORP-ACommunications1.5M$174.6M6.5%+106.1%
ARKO ARKO CORPConsumer discretionary23.1M$128.7M4.8%Held
HO1 HOLOGIC INC1.6M$122.4M4.6%+124.7%
TMUS T-MOBILE US INCCommunications484.9K$101.8M3.8%+84.9%
ALC ALCON INCHealthcare1.3M$97.9M3.7%+279.3%
NVRI ENVIRI CORPUtilities4.7M$91.6M3.4%+106.7%
NVDA NVIDIA CORPTechnology427.5K$74.6M2.8%+48.3%
ACLXGBX ARCELLX INC559.6K$64.3M2.4%New
META META PLATFORMS INC-CLASS ATechnology106.0K$60.6M2.3%+30.6%
TDS TELEPHONE AND DATA SYSTEMSCommunications1.4M$59.4M2.2%Held
B BARRICK MINING CORPMaterials1.4M$56.9M2.1%-15.9%
BA BOEING CO/THEIndustrials260.0K$51.7M1.9%-7.1%
T AT&T INCCommunications1.6M$46.5M1.7%-10.7%
FPS FORGENT POWER SOLUTIONS-CL AIndustrials1.4M$40.8M1.5%New
JCI JOHNSON CONTROLS INTERNATIONIndustrials310.0K$40.6M1.5%New
ORCL ORACLE CORPTechnology275.0K$40.5M1.5%New
STXN SEAGATE TECHNOLOGY HOLDINGS101.7K$39.8M1.5%+35.6%
SGRY SURGERY PARTNERS INCHealthcare3.3M$39.8M1.5%+40.7%
AME AMETEK INCTechnology180.0K$38.6M1.4%+44.0%
RTX RTX CORPIndustrials200.0K$38.6M1.4%+166.7%
BLCO BAUSCH + LOMB CORPHealthcare2.2M$35.0M1.3%+13.4%
CMCSA COMCAST CORP-CLASS ACommunications1.2M$33.1M1.2%+435.6%
CEG CONSTELLATION ENERGYUtilities118.4K$33.1M1.2%+32.7%
MA MASTERCARD INC - AServices media65.0K$32.5M1.2%+30.0%
BKNG BOOKING HOLDINGS INCIndustrials7.3K$30.8M1.2%+9.9%
MSFT MICROSOFT CORPTechnology83.0K$30.7M1.1%-43.0%
LIN LINDE PLCMaterials55.0K$27.3M1.0%-15.4%
ASML ASML HOLDING NV-NY REG SHSIndustrials20.0K$26.4M1.0%-20.0%
CVNA CARVANA COConsumer discretionary81.3K$25.6M1.0%-38.3%
CPRI CAPRI HOLDINGS LTDOther1.4M$25.2M0.9%+190.8%
LUNR INTUITIVE MACHINES INCTechnology1.3M$24.6M0.9%New
MIR MIRION TECHNOLOGIES INCOther1.3M$24.4M0.9%+41.6%
KOS KOSMOS ENERGY LTDEnergy8.4M$23.4M0.9%New
Q QNITY ELECTRONICS INCTechnology200.0K$23.1M0.9%New
GWW WW GRAINGER INCConsumer discretionary21.0K$22.9M0.9%New
TTWO TAKE-TWO INTERACTIVE SOFTWRETechnology115.6K$22.8M0.9%New
AMZN AMAZON.COM INCConsumer discretionary100.0K$20.8M0.8%Held
DASH DOORDASH INC - AServices media137.8K$20.7M0.8%+37.8%
UMAC UNUSUAL MACHINES INC /USTechnology1.7M$20.5M0.8%+726.0%
PH PARKER HANNIFIN CORPIndustrials22.5K$20.1M0.8%New
JHX JAMES HARDIE IND PLCIndustrials1.1M$19.9M0.7%New
SNPS SYNOPSYS INCTechnology50.0K$19.8M0.7%Held
DIS WALT DISNEY CO/THEServices media200.0K$19.3M0.7%-20.0%
CHRW C.H. ROBINSON WORLDWIDE INCIndustrials115.0K$19.1M0.7%-70.5%
RR RICHTECH ROBOTICS INC-CL BIndustrials8.5M$17.8M0.7%+142.9%
DE DEERE & COIndustrials30.0K$16.9M0.6%New
430 TERNS PHARMACEUTICALS INC311.6K$16.4M0.6%New
CRH CRH PLCIndustrials150.0K$15.8M0.6%New
AVGO BROADCOM INCTechnology50.0K$15.5M0.6%-33.3%
TMDX TRANSMEDICS GROUP INCHealthcare146.4K$14.6M0.5%Held

13F filing history

PeriodFormFiledEntriesReported valueFlagsSource
Q1 202613F-HRMay 15, 2026233$7.33Bconfidential canonicalSEC ↗
Q4 202513F-HR/ANEW HOLDINGSMay 15, 20262$645.8M canonicalSEC ↗
Q4 202513F-HR/ANEW HOLDINGSMay 15, 20265$879.6M canonicalSEC ↗
Q4 202513F-HRFeb 17, 2026214$6.30Bconfidential canonicalSEC ↗
Q3 202513F-HR/ANEW HOLDINGSMay 15, 20262$554.9M canonicalSEC ↗
Q3 202513F-HR/ANEW HOLDINGSMay 15, 20261$53.5M canonicalSEC ↗
Q3 202513F-HR/ANEW HOLDINGSFeb 17, 20262$286.5M canonicalSEC ↗
Q3 202513F-HR/ANEW HOLDINGSFeb 17, 20264$489.5M canonicalSEC ↗
Q3 202513F-HRNov 14, 2025225$5.95Bconfidential canonicalSEC ↗
Q2 202513F-HR/ANEW HOLDINGSFeb 17, 20262$533.5M canonicalSEC ↗
Q2 202513F-HR/ANEW HOLDINGSFeb 17, 20261$268.3M canonicalSEC ↗
Q2 202513F-HR/ANEW HOLDINGSNov 14, 20251$48.5M canonicalSEC ↗
Q2 202513F-HR/ANEW HOLDINGSNov 14, 20251$32.2M canonicalSEC ↗
Q2 202513F-HR/ANEW HOLDINGSNov 14, 20251$16.3M canonicalSEC ↗
Q2 202513F-HRAug 14, 2025193$6.06Bconfidential canonicalSEC ↗
Q1 202513F-HR/ANEW HOLDINGSFeb 17, 20261$395.5M canonicalSEC ↗
Q1 202513F-HR/ANEW HOLDINGSFeb 17, 20261$349.1M canonicalSEC ↗
Q1 202513F-HR/ANEW HOLDINGSFeb 17, 20261$366.3M canonicalSEC ↗
Q1 202513F-HR/ANEW HOLDINGSNov 14, 20251$107.0M canonicalSEC ↗
Q1 202513F-HR/ANEW HOLDINGSNov 14, 20251$26.8M canonicalSEC ↗
Q1 202513F-HR/ANEW HOLDINGSAug 14, 20251$34.9M canonicalSEC ↗
Q1 202513F-HR/ANEW HOLDINGSAug 14, 20255$804.8M canonicalSEC ↗
Q1 202513F-HR/ANEW HOLDINGSAug 14, 20254$322.0M canonicalSEC ↗
Q1 202513F-HRMay 15, 2025191$4.86Bconfidential canonicalSEC ↗