DAVIDSON KEMPNER CAPITAL MANAGEMENT LP
Q3 2022 13F-HR Holdings
Net value change ($000)
-247,103
(-4.7%)
New positions
36
Sold out positions
51
Turnover %
47.7%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q2 2022
Methodology:
sector metrics are equities-only;
instrument mix chart is ex-options;
options exposure is shown separately.
Why this matters.
Top Adds (Value $000, Stocks/ETFs)
| Change Healthcare Inc. | 271,919 | NEW |
| TWTR | 132,509 | NEW |
| AVALARA, INC. | 122,599 | NEW |
| CRC | 44,415 | NEW |
| DG | 33,312 | NEW |
| ACI | 29,182 | 90.2% |
| ARKO | 28,462 | 15.1% |
| CEG | 26,656 | 179.5% |
| META | 23,744 | NEW |
| TERMINIX GLOBAL HOLDINGS INC | 20,882 | NEW |
Top Reduces (Value $000, Stocks/ETFs)
| MSFT | -93,014 | -100.0% |
| PANW | -89,643 | -87.5% |
| VONAGE HOLDINGS CORP | -78,648 | -100.0% |
| RADIUS GLOBAL INFRASTRUCTURE INC | -55,709 | -40.0% |
| FTNT | -45,778 | -100.0% |
| BKNG | -37,604 | -42.0% |
| CRWD | -35,153 | -100.0% |
| GTM | -33,785 | -100.0% |
| ADP | -29,971 | -100.0% |
| V | -27,878 | -100.0% |
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000):
542,547
(10.8% of total reported value)
How this table is calculated:
SEC
VALUE ($000) is used as reported.
For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received.
Column % is bucket-based:
non-options share is calculated inside non-option total, options share is calculated inside options total.
Details.
Filter:
Instrument:
| Issuer Name | Ticker | Sector | Industry | Class | History | Value ($000) | % | Shares | Shares Δ | Shares Δ% | Value Δ ($000) | Value Δ% | Principal | Option Type |
|---|