13F-HR 1 mh03-10public13f.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2010 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Davidson Kempner Capital Management LLC Address: 65 East 55th Street, 19th Floor New York, NY 10022 13F File Number: 28-4666 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Timothy I. Levart Title: Chief Operating Officer Phone: 212-446-4020 Signature, Place, and Date of Signing: Timothy I. Levart New York May 14, 2010 Report Type (Check only one.): [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934. Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 94 Form 13F Information Table Value Total: 1,229,766 (X 1,000) CONFIDENTIAL INFORMATION HAS BEEN OMITTED FROM THIS FILING AND FILED SEPARATELY WITH THE COMMISSION. List of Other Included Managers: FORM 13F INFORMATION TABLE Title of Value Shares/ SH/ PUT/ Invtmnt Other Voting Authority Issuer Class CUSIP * $1000 PRN Amount PRN CALL Dscretn Mgrs Sole Shared None 3Com Corp CS 885535104 20,661 2,693,724 SH SOLE 2,693,724 Aetna Inc CS 00817Y108 2,247 64,000 SH SOLE 64,000 ALCOA INC 5.25% 3/15/14 CB 013817AT8 36,084 15,650,000 PRN SOLE 15,650,000 Allergan Inc CS 018490102 4,161 63,700 SH SOLE 63,700 Allied Nevada Gold Corp CS 019344100 4,109 248,400 SH SOLE 248,400 American Capital Ltd CS 02503Y103 10,140 2,000,000 SH SOLE 2,000,000 American Eagle Outfitters Inc CS 02553E106 2,217 119,720 SH SOLE 119,720 American Italian Pasta Co CS 027070101 2,864 73,613 SH SOLE 73,613 AMGEN INC 0.125% 2/11 CB 031162AN0 34,694 35,000,000 PRN SOLE 35,000,000 Anadarko Petroleum Corp CS 032511107 5,673 77,900 SH SOLE 77,900 Annaly Capital Mgmt Inc CS 035710409 4,049 235,695 SH SOLE 235,695 AOL Inc CS 00184X105 3,286 130,000 SH SOLE 130,000 Apple Inc CS 037833100 6,383 27,170 SH SOLE 27,170 ArcelorMittalNA 5% 15/05/2014 CB 03938LAK0 27,871 17,500,000 PRN SOLE 17,500,000 Baker Hughes Inc CS 057224107 309 6,600 SH SOLE 6,600 Boston Scientific Corp CS 101137107 3,971 550,000 SH SOLE 550,000 BJ Services Co CS 055482103 68,427 3,197,500 SH SOLE 3,197,500 BRANDYWINE OPER PRTNRSHIP 3.875% 10/26 CB 105340AH6 8,978 9,000,000 PRN SOLE 9,000,000 Brink's Home Security Holdings CS 109699108 19,516 458,654 SH SOLE 458,654 Brocade Communications Systems CS 111621306 3,395 596,700 SH SOLE 596,700 Boston PPTYS LTD PRTNR 2.875% 2/37 CB 10112RAK0 32,398 32,500,000 PRN SOLE 32,500,000 Cameron International Corp CS 13342B105 4,393 102,500 SH SOLE 102,500 Cemex SAB de CV CS 151290889 4,782 468,379 SH SOLE 468,379 CF Industries Holdings Inc OC 125269100 9,118 100,000 CALL SOLE 100,000 CF Industries Holdings Inc CS 125269100 2,325 25,500 SH SOLE 25,500 CNH Global NV CS N20935206 1,784 58,000 SH SOLE 58,000 Consumer Staples Select Sector CS 81369Y308 559 20,000 SH SOLE 20,000 Continental Airlines Inc CS 210795308 3,562 162,151 SH SOLE 162,151 Cornell Cos Inc CS 219141108 284 15,500 SH SOLE 15,500 Covanta Holding Corp CS 22282E102 1,440 86,453 SH SOLE 86,453 CSX Corp CS 126408103 3,054 60,000 SH SOLE 60,000 CVS Caremark Corp CS 126650100 3,473 95,000 SH SOLE 95,000 Cemex SAB de CV OP 151290889 10,210 1,000,000 PUT SOLE 1,000,000 Deutsche Telekom AG CS 251566105 13,263 982,457 SH SOLE 982,457 Dex One Corp CS 25212W100 33,183 1,188,499 SH SOLE 1,188,499 DIRECTV CS 25490A101 15,378 454,832 SH SOLE 454,832 Devon Energy Corp OC 25179M103 4,832 75,000 CALL SOLE 75,000 Eastman Kodak Co OP 277461109 8,106 1,400,000 PUT SOLE 1,400,000 Energy XXI Bermuda Ltd CS G10082140 1,348 75,300 SH SOLE 75,300 Fiserv Inc CS 337738108 4,061 80,000 SH SOLE 80,000 Goldman Sachs Group Inc/The OP 38141G104 495 2,900 PUT SOLE 2,900 Goldman Sachs Group Inc/The OC 38141G104 495 2,900 CALL SOLE 2,900 Halliburton Co CS 406216101 4,537 150,575 SH SOLE 150,575 Hess Corp CS 42809H107 3,989 63,780 SH SOLE 63,780 INGERSOLL-RAND GL HLD CO 4.5% 4/15/12 CB 45687AAD4 14,964 7,500,000 PRN SOLE 7,500,000 Intel Corp CS 458140100 4,247 190,770 SH SOLE 190,770 iPATH S&P 500 VIX Short-Term F CS 06740C527 525 25,000 SH SOLE 25,000 Iridium Communications Inc CS 46269C102 2,241 275,679 SH SOLE 275,679 JPMorgan Chase & Co CS 46625H100 434 9,700 SH SOLE 9,700 Kraft Foods Inc CS 50075N104 7,560 250,000 SH SOLE 250,000 Liberty Acquisition Holdings C CS 53015Y107 14,178 1,435,000 SH SOLE 1,435,000 Liberty Media Corp CS 53071M708 1,247 22,827 SH SOLE 22,827 LOUISIANA-PACIFIC CORP CS 546347105 3,393 374,904 SH SOLE 374,904 Market Vectors - Steel Index F CS 57060U308 718 10,500 SH SOLE 10,500 Martin Marietta Materials Inc CS 573284106 11,030 132,022 SH SOLE 132,022 Mead Johnson Nutrition Co CS 582839106 3,902 75,000 SH SOLE 75,000 Monsanto Co CS 61166W101 6,071 85,000 SH SOLE 85,000 Motorola Inc CS 620076109 4,490 639,625 SH SOLE 639,625 Movado Group Inc CS 624580106 1,683 149,200 SH SOLE 149,200 NCR Corp CS 62886E108 3,522 255,201 SH SOLE 255,201 Northwest Bancshares Inc CS 667340103 8,379 714,324 SH SOLE 714,324 Oshkosh Corp CS 688239201 11,843 293,586 SH SOLE 293,586 PLAYBOY ENTERPRISES INC 3% 3/15/25 CB 728117AB8 1,929 2,250,000 PRN SOLE 2,250,000 PepsiCo Inc CS 713448108 6,755 102,096 SH SOLE 102,096 Pfizer Inc CS 717081103 35,077 2,045,321 SH SOLE 2,045,321 Pharmaceutical HOLDRs Trust CS 71712A206 995 15,000 SH SOLE 15,000 PIONEER NATURAL RESOURCE 2.875% 1/15/38 CB 723787AH0 18,828 16,457,000 PRN SOLE 16,457,000 QUALCOMM Inc CS 747525103 10,915 260,000 SH SOLE 260,000 Qwest Communications Internati CS 749121109 4,053 776,508 SH SOLE 776,508 Redwood Trust Inc CS 758075402 52,428 3,400,000 SH SOLE 3,400,000 Reis Inc CS 75936P105 4,841 847,870 SH SOLE 847,870 TRANSOCEAN INC 1.625% 12/37 CB 893830AU3 9,938 10,000,000 PRN SOLE 10,000,000 TRANSOCEAN INC 1.5% 12/37 CB 893830AV1 68,335 70,000,000 PRN SOLE 70,000,000 TRANSOCEAN INC 1.5% 12/37 CB 893830aw9 9,585 10,000,000 PRN SOLE 10,000,000 TRANSOCEAN LTD CS H8817H100 389 4,500 SH SOLE 4,500 Simpson Manufacturing Co Inc CS 829073105 1,555 56,000 SH SOLE 56,000 SLM Corp CS 78442P106 3,318 265,000 SH SOLE 265,000 SPDR S&P 500 ETF Trust CS 78462F103 122,850 1,050,000 SH SOLE 1,050,000 SPDR S&P 500 ETF Trust OP 78462F103 11,700 100,000 PUT SOLE 100,000 STANDARD PACIFIC CORP 6% 10/1/12 CB 853763AA8 7,694 7,932,000 PRN SOLE 7,932,000 Teradata Corp CS 88076W103 3,467 120,000 SH SOLE 120,000 TERADYNE INC 4.5% 3/15/14 CB 880770AE2 10,848 5,000,000 PRN SOLE 5,000,000 Terra Industries Inc CS 880915103 179,683 3,926,641 SH SOLE 3,926,641 Terra Industries Inc OC 880915103 5,697 124,500 CALL SOLE 124,500 Teva Pharmaceutical Industries CS 881624209 5,300 84,000 SH SOLE 84,000 Triumph Group Inc CS 896818101 2,944 42,000 SH SOLE 42,000 Tyco International Ltd CS H89128104 18,729 489,649 SH SOLE 489,649 UDR INC 3.625% 9/15/11 CB 910197AM4 11,955 12,000,000 PRN SOLE 12,000,000 UnitedHealth Group Inc CS 91324P102 4,035 123,500 SH SOLE 123,500 US STEEL CORP 5/15/14 CB 912909AE8 69,270 33,000,000 PRN SOLE 33,000,000 Utilities Select Sector SPDR F CS 81369Y886 593 20,000 SH SOLE 20,000 Wabash National Corp CS 929566107 146 20,805 SH SOLE 20,805 WellPoint Inc CS 94973V107 4,014 62,350 SH SOLE 62,350 Yahoo! Inc CS 984332106 5,369 325,000 SH SOLE 325,000 1,229,766