DAVIDSON KEMPNER PARTNERS
Filing Date
Mar 31, 2023
Global Rank
#676
/ 6,871
Top Industry
Specialty Retail
12.4%
3Y Alpha vs SPY
+3.3%
Period ended 3 years ago
Filed May 15, 2023 · 3y
Clone Performance
Jun 2023–Jun 2026 · vs SPYHypothetical growth of cloning every reported 13F position and rebalancing on each filing, indexed to the same start.
Cloned portfolio
+93.5%
SPY
+78.1%
Annualised alpha
+3.4%
Max drawdown
−29.0%
Estimate. 13F holdings are quarter-lagged and long-only, so the clone rebalances about 45 days after each period end — when the filing becomes public — and excludes options and short positions. Past performance does not predict future results.
Portfolio Concentration
96 positions · as of Mar 31, 2023Top Position
15.0%
of portfolio value
Top 5
35.9%
of portfolio value
Top 10
52.1%
of portfolio value
HHI
440
Diversified
Sector Breakdown
As of Mar 31, 2023| Sector | % Portfolio | Value |
|---|---|---|
| Consumer Cyclical | 21.4% | $635,729,271 |
| Unclassified | 20.3% | $603,289,430 |
| Communication Services | 11.5% | $342,878,326 |
| Utilities | 9.3% | $277,746,189 |
| Consumer Defensive | 7.3% | $216,136,122 |
| Technology | 5.4% | $159,846,634 |
| Financial Services | 4.9% | $146,136,965 |
| Energy | 4.6% | $137,526,441 |
| Industrials | 4.4% | $129,952,099 |
| Basic Materials | 4.3% | $129,297,436 |
| Real Estate | 3.4% | $101,702,372 |
| Healthcare | 3.1% | $93,101,493 |
3 positions ·
$129,297,436 total
· Basic Materials only
· as of Mar 31, 2023
All sectors
Basic Materials
Communication Services
Consumer Cyclical
Consumer Defensive
Energy
Financial Services
Healthcare
Industrials
Real Estate
Technology
Utilities
| Ticker | Company | Type | Shares | Value (USD) | % of Portfolio | History |
|---|---|---|---|---|---|---|
| LIN |
Linde PLC
Basic Materials
|
First | 324,705 | $115,413,145 | 89.26% | |
| ASH |
Ashland Inc.
Basic Materials
|
First | 133,929 | $13,755,847 | 10.64% | |
| AMTX |
Aemetis, Inc
Basic Materials
|
First | 55,364 | $128,444 | 0.10% |