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Tree cavities are important denning sites for many arboreal mammals. Knowledge of cavity requirements of individual species, as well as potential den overlap among species, is integral to their conservation. In Australia’s tropical savannas, development of tree cavities is enhanced by high termite activity, and, conversely, reduced by frequent fires. However, it is poorly understood how the availability of tree cavities in the tropical savannas impacts tree cavity use and selection by cavity-dependent fauna. There has been a severe decline among arboreal mammal species in northern Australia over recent decades. Investigation of their cavity requirements may illuminate why these species have declined drastically in some areas but are persisting in others. Here we examined this issue in three species of arboreal mammals (Trichosurus vulpecula, Mesembriomys gouldii, Conilurus penicillatus) on Melville Island, northern Australia. We radiotracked individuals to their den sites to evaluate whether the species differ in their den tree and tree-cavity selection. The strongest influence on den tree selection was the presence of large cavities (> 10 cm entrance diameter), with all three species using larger cavities most frequently. Conilurus penicillatus, the smallest species, differed the most from the other species: it frequently was found in smaller, dead trees and its den sites were closer to the ground, including in hollow logs. The two larger species had broader den tree use, using larger live trees and dens higher up in the canopy. Dens of C. penicillatus are likely to be more susceptible to predation and destruction by high-intensity savanna fires. This may have contributed to this species’ rapid decline, both on Melville Island and on the mainland. However, the apparent preference for larger tree cavities by all three arboreal species is concerning due to the limited availability of large trees across Australian savannas, which are subject to frequent, high-intensity fires.