13F-HR 1 mh03-05public13f.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, 2005 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 (Formerly known as M. H. Davidson & Co., L.L.C.) Address: 885 Third Avenue Suite 3300 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: Secretary Phone: 212-446-4020 Signature, Place, and Date of Signing: Timothy I. Levart New York May 12, 2005 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: 84 Form 13F Information Table Value Total: 1,022,536,200 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 * $1000.00 PRN Amount PRN CALL Dscretn Mgrs Sole Shared None ALEXION PHARMACEUTICALS INC CS 015351109 1,532.87 70,966.00 SH SOLE 70,966.00 AMERICAN GREETINGS 7.0% 7/15/06 CB 026375AJ4 11,276.46 6,000,000.00 PRN SOLE 6,000,000.00 AMGEN 0% 3/1/2032 CB 031162AE0 34,800.00 48,000,000.00 PRN SOLE 48,000,000.00 BANK OF AMERICA CS 060505104000 72,812.28 1,651,072.00 SH SOLE 1,651,072.00 CONTINENTAL AIRLINES CL B CS 210795308 1,952.30 162,151.00 SH SOLE 162,151.00 CHUBB CORP CS 171232101 1,585.40 20,000.00 SH SOLE 20,000.00 CHUBB CORP 7% A 11/16/05 PS 171232309 7,412.50 250,000.00 SH SOLE 250,000.00 CCL 4/05 - 55 C OC 1436589D6118 3,108.60 600.00 CALL SOLE 600.00 COMDISCO HOLDING COMPANY CS 200334100 15,794.35 897,406.00 SH SOLE 897,406.00 COEUR DALENE MINES CORP CS 192108108000 103.49 28,200.00 SH SOLE 28,200.00 CAPITAL FIN CORP PFD 6.25% 5/05 PS 14040H204 58,476.84 1,154,300.00 SH SOLE 1,154,300.00 CAROLCO PICTURES INC CS 143763100000 0.00 50,000.00 SH SOLE 50,000.00 DIS JAN-06 10 PUT OP 25468J9M48F17 4,303.75 1,498.00 PUT SOLE 1,498.00 DOLLAR FINANCIAL CS 256664103 119.30 10,000.00 SH SOLE 10,000.00 DRYSHIPS INC CS Y2109Q101 193.90 10,000.00 SH SOLE 10,000.00 DEUTSHE TELEKOM VS (VSTR) CS 251566105 19,269.34 965,398.00 SH SOLE 965,398.00 EASTMAN KODAK CO 3.375% 10/2033 CB 277461BE8 10,669.35 8,825,000.00 PRN SOLE 8,825,000.00 FORD MOTOR CO 6.5% PFD PS 345395206 5,472.54 120,700.00 SH SOLE 120,700.00 FOUNDATION COAL HOLDINGS CS 35039W100 352.65 15,000.00 SH SOLE 15,000.00 FNM 06/05 - 80 C OC 3135869F8168 1,197.90 220.00 CALL SOLE 220.00 FPL GROUP INC CS 302571104 4,110.12 102,369.00 SH SOLE 102,369.00 GENERAL MOTORS 5.25% 3/6/32 PS 370442733 14,372.73 769,418.00 SH SOLE 769,418.00 GE 6/05 - 37 1/2 C OC 3696049F2198 796.93 221.00 CALL SOLE 221.00 GENERAL MOTORS 1/06- 10 PUT OP GMMB.PUT 7,347.50 2,500.00 PUT SOLE 2,500.00 HALLIBURTON (LSE) CS 406216101 43,496.53 1,005,700.00 SH SOLE 1,005,700.00 INTL GAME TECH. 0.0% 1/29/2033 CB 459902AL6 6,398.50 10,000,000.00 PRN SOLE 10,000,000.00 IGT 1/06-50 C OC 45954V9A2 2,663.00 1,000.00 CALL SOLE 1,000.00 INT'L PAPER CO 0.0% 6/20/2021 CB 460146BM4 27,504.23 50,351,000.00 PRN SOLE 50,351,000.00 INTERNATIONAL STEEL GROUP CS 460377104 38,848.25 983,500.00 SH SOLE 983,500.00 J.C. PENNY CS 708160106 5,192.00 100,000.00 SH SOLE 100,000.00 LENNAR CORP 0.0% 4/4/21 CB 526057AF1 3,638.25 4,500,000.00 PRN SOLE 4,500,000.00 LAS VEGAS SANDS CS 517834107 225.00 5,000.00 SH SOLE 5,000.00 MERRILL LYNCH VAR 3/13/2032 CB 590188W46 38,739.73 38,595,000.00 PRN SOLE 38,595,000.00 ALTRIA GROUP INC CS 02209S103 32,882.67 502,870.00 SH SOLE 502,870.00 MECHEL STEEL GROUP CS 583840103 240.93 9,000.00 SH SOLE 9,000.00 NABI BIO-PHARM CS 629519109 1,398.95 112,095.00 SH SOLE 112,095.00 NEIMAN MARCUS CS 640204202 4,575.50 50,000.00 SH SOLE 50,000.00 NEENAH PAPER CS 640079109 8,277.24 246,200.00 SH SOLE 246,200.00 NEW CORP CLASS A CS 65248E104 75,836.16 4,484,693.00 SH SOLE 4,484,693.00 POTLATCH CS 737628107 9,937.94 211,131.00 SH SOLE 211,131.00 PFIZER CORP CS 717081103 47,163.08 1,795,321.00 SH SOLE 1,795,321.00 CCL 1/06 20 PUT OP 1439139M58F19 5,181.00 1,000.00 PUT SOLE 1,000.00 F 1/06 5 PUT OP 3453739M88G6 2,266.00 2,000.00 PUT SOLE 2,000.00 QWEST COMMUNICATIONS CS 749121109 2,873.08 776,508.00 SH SOLE 776,508.00 SBC COMMUNICATIONS CS 78387G103 9,444.82 398,684.00 SH SOLE 398,684.00 SCHERING-PLOUGH 6% PFD 9/14/07 PS 806605606 12,333.76 245,204.00 SH SOLE 245,204.00 SEARS HOLDING CORP CS 812350106 84,087.67 629,493.00 SH SOLE 629,493.00 SLM CORP FLOAT - REGISTERED CB 78442PAC0 25,720.65 25,100,000.00 PRN SOLE 25,100,000.00 SPX 4/05 - 1005 P OP SPQPA.PUT 11,790.00 1,000.00 PUT SOLE 1,000.00 SPX 4/05 - 1025 P OP SPQPE.PUT 5,895.00 500.00 PUT SOLE 500.00 SPX 4/05- 1050 P OP SPXPJ.PUT 5,895.00 500.00 PUT SOLE 500.00 SPDR TRUST SERIES CS 78462F103 8,370.90 71,000.00 SH SOLE 71,000.00 SPX 09/05 - 1325 C OC SPYIE.O 17,685.00 1,500.00 CALL SOLE 1,500.00 SEMPRA ENERGY 8.50% 5/17/05 PS 816851208 4,132.50 125,000.00 SH SOLE 125,000.00 SAVVIS COMMUNICATIONS CS 805423100 2,351.11 3,731,919.00 SH SOLE 3,731,919.00 SPY 06/05 - 1300 C OC 12488Y9F0208 5,895.00 500.00 CALL SOLE 500.00 MOLSON COORS BREWING CO B CS 60871R209 617.36 8,000.00 SH SOLE 8,000.00 360 NETWORKS EQUITY CS 885575100 4,686.65 1,171,663.00 SH SOLE 1,171,663.00 UNITEDHEALTH GROUP INC CS 91324P102000 9,442.91 99,003.00 SH SOLE 99,003.00 USG CORP CS 903293405 25,359.75 765,000.00 SH SOLE 765,000.00 VIVENDI ADR CS 92851S105 2,120.73 69,305.00 SH SOLE 69,305.00 GE JAN-07 40 CALL OC 3696099A2088 948.38 263.00 CALL SOLE 263.00 IGT 1/07-40 C OC 4Y599W9A8088 2,263.55 850.00 CALL SOLE 850.00 IGT1/07-45 C OC 4Y599W9A8 892.11 335.00 CALL SOLE 335.00 ABT 1/06-45 C OC 0028289A1098 16,317.00 3,500.00 CALL SOLE 3,500.00 CSCO 1/06-30 C OC 12775V9A98C3 3,225.60 1,800.00 CALL SOLE 1,800.00 SBC 1/06 - 30 C OC 7838PC9A2068 1,776.75 750.00 CALL SOLE 750.00 GE JAN-06 35 CALL OC 3696089A4078 7,413.94 2,056.00 CALL SOLE 2,056.00 GE 01/06 - 40 C OC 3696089A4088 23,078.40 6,400.00 CALL SOLE 6,400.00 IBM 01/06 105 C OC 4592049A3018 15,534.60 1,700.00 CALL SOLE 1,700.00 IBM 1/06 110 CALL OC 4592049A3 19,171.52 2,098.00 CALL SOLE 2,098.00 IBM JAN-06 100 CALL OC 4592049A3208 274.14 30.00 CALL SOLE 30.00 NOK 1/06 - 7 1/2 P OP 6549129M8218 2,314.50 1,500.00 PUT SOLE 1,500.00 CCL JAN-06 35 PUT OP 1439139M58F19 155.43 30.00 PUT SOLE 30.00 WABASH NATIONAL CS 929566107 507.64 20,805.00 SH SOLE 20,805.00 W&T OFFSHORE CS 92922P106 311.40 15,000.00 SH SOLE 15,000.00 WMT 1/06 - 60 C OC 9311459A6128 5,011.00 1,000.00 CALL SOLE 1,000.00 XOM 1/06 - 50 C OC 30229J9A0108 11,920.00 2,000.00 CALL SOLE 2,000.00 OXY 1/06 - 60 C OC WXYAL.O 7,117.00 1,000.00 CALL SOLE 1,000.00 OXY 1/06 - 55 P OP WXYMK.PUT 7,117.00 1,000.00 PUT SOLE 1,000.00 XEROX 6.25% 7/01/06 PREFERRED PS 984121509 16,052.76 122,000.00 SH SOLE 122,000.00 ENERGY SELECT SPDR CS 81369Y506 1,685.97 39,300.00 SH SOLE 39,300.00 AMKR 1/06 - 10 C OC 03165T9A1028 663.92 1,720.00 CALL SOLE 1,720.00 LEN 01/06 - 55 CALLS OC 52605V9A1118 8,555.66 1,510.00 CALL SOLE 1,510.00 1,022,536.20