Davidson Kempner Capital Management LP
Position in SPY — Spdr S&P 500 ETF Trust
CIK 1595082
New York, NY
Position in SPY
as of Mar 31, 2026
· filed May 15, 2026
Position Value
$3,599,631
+$2,224,199 QoQ
Shares Held
5,535
+174.4% QoQ
Ownership
—
of shares outstanding
% of Portfolio
0.14%
of 13F equity value
Holder Rank
—
not a current holder
Holding Since
Mar 2020
17 quarters on record
Voting authority
Sole 100.ToString("F0")%
Shared 0.ToString("F0")%
None 0.ToString("F0")%
Common Shares in SPY Over Time
Shares Held
Position Value (USD)
Derivatives in SPY
reported options exposure · as of Mar 31, 2026CallValue
$1,350,105,840
CallShares
2,076,000
PutValue
$547,911,450
PutShares
842,500
Notional value of option positions as reported on Form 13F. Calls and puts are disclosed separately and do not net against the common-share stake above.
All Filings in SPY
Export CSV
20 filing rows on record
| Report Date | Value (USD) | Shares | Type | Discretion | Filed | |
|---|---|---|---|---|---|---|
| 2026-03-31 | $1,350,105,840 | 2,076,000 | Call | Sole | 2026-05-15 | |
| 2026-03-31 | $547,911,450 | 842,500 | Put | Sole | 2026-05-15 | |
| 2026-03-31 | $3,599,631 | 5,535 | Shares | Sole | 2026-05-15 | |
| 2025-12-31 | $1,375,432 | 2,017 | Shares | Sole | 2026-02-17 | |
| 2025-12-31 | $1,067,204,800 | 1,565,000 | Put | Sole | 2026-02-17 | |
| 2025-09-30 | $1,944,579 | 2,919 | Shares | Sole | 2025-11-14 | |
| 2025-06-30 | $1,088,651 | 1,762 | Shares | Sole | 2025-08-14 | |
| 2025-03-31 | $44,471,505 | 79,500 | Put | Sole | 2025-05-15 | |
| 2024-12-31 | $72,966,960 | 124,500 | Put | Sole | 2025-02-14 | |
| 2024-09-30 | $93,522,880 | 163,000 | Put | Sole | 2024-11-14 | |
| 2024-03-31 | $494,301,150 | 945,000 | Put | Sole | 2024-05-15 | |
| 2023-12-31 | $578,927,580 | 1,218,000 | Put | Sole | 2024-02-14 | |
| 2023-09-30 | $522,380,560 | 1,222,000 | Put | Sole | 2023-11-14 | |
| 2023-06-30 | $132,984,000 | 300,000 | Put | Sole | 2023-09-12 | |
| 2023-03-31 | $447,053,880 | 1,092,000 | Put | Sole | 2023-05-15 | |
| 2022-12-31 | $152,589,570 | 399,000 | Put | Sole | 2023-02-14 | |
| 2022-09-30 | $172,339,350 | 482,500 | Put | Sole | 2022-11-14 | |
| 2022-06-30 | $97,066,425 | 257,300 | Put | Sole | 2022-08-15 | |
| 2022-03-31 | $473,544,540 | 1,048,500 | Put | Sole | 2022-05-16 | |
| 2020-03-31 | $1,288,750 | 5,000 | Shares | Sole | 2020-05-15 | |
| No filing history on record for this holder in this stock. | ||||||