13F-HR 1 mh12-05public13f.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: December 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 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: Chief Operating Officer Phone: 212-446-4020 Signature, Place, and Date of Signing: Timothy I. Levart New York February 14, 2006 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: 95 Form 13F Information Table Value Total: 1,543,523,910 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 BARRICK GOLD CS 067901108 10,451.25 375,000.00 SH SOLE 375,000.00 ALEXION PHARMACEUTICALS INC CS 015351109 5,479.63 270,599.00 SH SOLE 270,599.00 Alexion Pharma 1.375% CB 015351AF6 2,580.00 3,000,000.00 PRN SOLE 3,000,000.00 AMGEN INC CS 031162100 11,103.75 141,000.00 SH SOLE 141,000.00 AmeriVest Properties Inc CS 03071L101 1,342.32 321,900.00 SH SOLE 321,900.00 ANADYS PHARMACEUTICALS CS 03252Q408 450.88 51,236.00 SH SOLE 51,236.00 BANK OF AMERICA CS 060505104000 37,367.51 810,575.00 SH SOLE 810,575.00 BASIC ENERGY SERVICES CS 06985P100 498.75 25,000.00 SH SOLE 25,000.00 BRINKS CS 109696104 18,838.21 393,200.00 SH SOLE 393,200.00 BIOMARIN PHARMACEUTICAL INC. CS 09061G101 4,837.50 450,000.00 SH SOLE 450,000.00 BOB EVANS FARMS INC CS 096761101 7,507.50 325,000.00 SH SOLE 325,000.00 CONTINENTAL AIRLINES CL B CS 210795308 3,453.82 162,151.00 SH SOLE 162,151.00 C 03/06 - 50 C OC 172967101 20,625.25 4,250.00 CALL SOLE 4,250.00 COMDISCO HOLDING COMPANY CS 200334100 17,487.53 945,272.00 SH SOLE 945,272.00 COEUR DALENE MINES CORP CS 192108108000 112.80 28,200.00 SH SOLE 28,200.00 CEPH 2% 06/01/2015 CB 156708AP4 7,407.50 5,000,000.00 PRN SOLE 5,000,000.00 Cephalon Inc CS 156708109 6,465.00 100,000.00 SH SOLE 100,000.00 CHARTER COMMUNICATIONS CS 16117M107 5,357.69 4,427,844.00 SH SOLE 4,427,844.00 CONOR MEDSYSTEMS CS 208264101 4,830.00 250,000.00 SH SOLE 250,000.00 CAROLCO PICTURES INC CS 143763100000 0.00 50,000.00 SH SOLE 50,000.00 CORRECTIONS CORP OF AMERICA CS 22025Y407 3,372.75 75,000.00 SH SOLE 75,000.00 DIS JAN-06 10 PUT OP 254687106 3,590.71 1,498.00 PUT SOLE 1,498.00 DELPHI CORP CS 247126105 436.50 1,500,000.00 SH SOLE 1,500,000.00 DEUTSHE TELEKOM CS 251566105 16,054.57 965,398.00 SH SOLE 965,398.00 SPRINT CORP CS 852061100 5,350.63 229,051.00 SH SOLE 229,051.00 STEALTHGAS INC CS Y81669106 252.00 20,000.00 SH SOLE 20,000.00 GEO GROUP CS 36159R103 1,247.39 54,400.00 SH SOLE 54,400.00 HIGHWOODS PROPERTIES CS 431284108 4,267.50 150,000.00 SH SOLE 150,000.00 HUDSON UNITED BANCORP CS 444165104 13,473.73 323,266.00 SH SOLE 323,266.00 INDEVUS PHARMACEUTICALS CS 454072109 334.91 62,600.00 SH SOLE 62,600.00 INTL GAME TECH 0.0% 1/29/2033 CB 459902AL6 6,678.80 10,000,000.00 PRN SOLE 10,000,000.00 IGX 04/06 - 35 C OC 459902102 3,078.00 1,000.00 CALL SOLE 1,000.00 IGT 1/06-50 C OC 459902102 3,078.00 1,000.00 CALL SOLE 1,000.00 INTC 04/06 - 30 C OC 458140100 15,313.50 6,150.00 CALL SOLE 6,150.00 INT'L PAPER CO 0.0% 6/20/2021 CB 460146BM4 28,141.92 50,251,000.00 PRN SOLE 50,251,000.00 INTERPUBLIC GROUP5.375 12/15/06 PS 460690308 16,961.68 458,300.00 SH SOLE 458,300.00 IVAX CORP CS 465823102 188982.56 6,032,000.00 SH SOLE 6,032,000.00 JACUZZI BRANDS CS 469865109 3,998.40 476,000.00 SH SOLE 476,000.00 KEY ENERGY SERVICES INC CS 492914106 18,278.79 1,357,000.00 SH SOLE 1,357,000.00 KINROSS GOLD CORP CS 496902404 9,772.28 1,059,900.00 SH SOLE 1,059,900.00 MBNA CORP CS 55262L100 109,505.59 4,031,870.00 SH SOLE 4,031,870.00 LENNAR CORP 0.0% 4/4/21 CB 526057AF1 3,892.50 4,500,000.00 PRN SOLE 4,500,000.00 MCI INC CS 552691107 106,412.27 5,401,638.00 SH SOLE 5,395,138.00 MERRILL LYNCH VAR 3/13/2032 CB 590188W46 40,773.76 38,595,000.00 PRN SOLE 38,595,000.00 ALTRIA GROUP INC CS 02209S103 67,827.53 907,756.00 SH SOLE 907,756.00 MYOGEN INC CS 62856E104 9,021.00 300,000.00 SH SOLE 300,000.00 NUVELO INC CS 67072M301 4,055.00 500,000.00 SH SOLE 500,000.00 PANACOS PHARMACEUTICALS CS 69811Q106 218.99 31,600.00 SH SOLE 31,600.00 PLACER DOME CS 725906101 116,709.11 5,089,800.00 SH SOLE 5,089,800.00 PFIZER CORP CS 717081103 41,866.89 1,795,321.00 SH SOLE 1,795,321.00 Pozen Inc. CS 73941U102 2,119.15 222,600.00 SH SOLE 222,600.00 CCL 1/06 20 PUT OP 143658300 5,347.00 1,000.00 PUT SOLE 1,000.00 F 1/06 5 PUT OP 345370860 1,544.00 2,000.00 PUT SOLE 2,000.00 QWEST COMMUNICATIONS CS 749121109 4,387.27 776,508.00 SH SOLE 776,508.00 REEBOK INTERNATIONAL CS 758110100 83,956.01 1,441,800.00 SH SOLE 1,441,800.00 SCHERING-PLOUGH 6% PFD 9/14/07 PS 806605606 27,363.19 508,704.00 SH SOLE 508,704.00 SCHLUMBERGER 1.50% 6/1/23 CB 806857AC2 10,326.75 7,500,000.00 PRN SOLE 7,500,000.00 SLM CORP FLOAT - REGISTERED CB 78442PAC0 25,755.11 25,100,000.00 PRN SOLE 25,100,000.00 SONUS PHARMACEUTICALS CS 835692104 2,027.59 401,502.00 SH SOLE 401,502.00 Suntech Power Holdings CS 86800C104 953.75 35,000.00 SH SOLE 35,000.00 SAVIENT PHARMACEUTICALS CS 80517Q100 1,302.00 350,000.00 SH SOLE 350,000.00 SAVVIS COMMUNICATIONS CS 805423100 223.91 298,540.00 SH SOLE 298,540.00 SYMS CS 871551107 2,207.49 152,873.00 SH SOLE 152,873.00 THRESHOLD PHARMACEUTICALS CS 885807107 2,085.72 144,842.00 SH SOLE 144,842.00 360 NETWORKS EQUITY CS 885575100 9,468.46 2,367,114.00 SH SOLE 2,367,114.00 THERAVANCE INC CS 88338T104 3,362.61 149,649.00 SH SOLE 149,649.00 TIME WARNER CS 887317105 2,964.80 170,000.00 SH SOLE 170,000.00 USG CORP CS 903293405 85,192.77 1,310,658.00 SH SOLE 1,310,658.00 UNITED THERAPEUTICS CORP CS 91307C102 4,838.40 70,000.00 SH SOLE 70,000.00 VIVENDI ADR CS 92851S105 2,178.26 69,305.00 SH SOLE 69,305.00 LU 01/07 - 5 C OC 549463107 2,612.12 9,820.00 CALL SOLE 9,820.00 GE JAN-07 40 CALL OC 369604103 921.82 263.00 CALL SOLE 263.00 IGT 1/07-40 C OC 459902102 2,616.30 850.00 CALL SOLE 850.00 IGT1/07-45 C OC 459902102 1,031.13 335.00 CALL SOLE 335.00 VINTAGE PETROLEUM CS 927460105 59,910.92 1,123,400.00 SH SOLE 1,123,400.00 ABT 1/06-45 C OC 002824100 13,800.50 3,500.00 CALL SOLE 3,500.00 CSCO 1/06-30 C OC 17275R102 3,076.20 1,800.00 CALL SOLE 1,800.00 WENDY'S CS 950590109 8,289.00 150,000.00 SH SOLE 150,000.00 SBC 1/06 - 30 C OC 78387G103 1,836.75 750.00 CALL SOLE 750.00 GE JAN-06 35 CALL OC 369604103 7,206.28 2,056.00 CALL SOLE 2,056.00 GE 01/06 - 40 C OC 369604103 22,432.00 6,400.00 CALL SOLE 6,400.00 IBM 01/06 105 C OC 459200101 13,974.00 1,700.00 CALL SOLE 1,700.00 IBM 1/06 110 CALL OC 459200101 17,245.56 2,098.00 CALL SOLE 2,098.00 IBM JAN-06 100 CALL OC 459200101 246.60 30.00 CALL SOLE 30.00 NOK 1/06 - 7 1/2 P OP 654902204 2,745.00 1,500.00 PUT SOLE 1,500.00 WABASH NATIONAL CS 929566107 396.34 20,805.00 SH SOLE 20,805.00 WELLSFORD REAL PROPERTIES CS 950240200 5,044.83 847,870.00 SH SOLE 847,870.00 XOM 1/06 - 50 C OC 30231G102 11,234.00 2,000.00 CALL SOLE 2,000.00 OXY 1/06 - 60 C OC 674599105 7,988.00 1,000.00 CALL SOLE 1,000.00 OXY 1/06 - 55 P OP 674599105 7,988.00 1,000.00 PUT SOLE 1,000.00 X Pfd 7% 6/15/06 B PS 912909207 15,531.79 100,000.00 SH SOLE 100,000.00 XEROX 6.25% 7/01/06 PREFERRED PS 984121509 32,399.28 264,700.00 SH SOLE 264,700.00 AMGN 1/06 - 70 P OP 031162100 8,071.88 1,025.00 PUT SOLE 1,025.00 AMKR 1/06 - 10 C OC 031652100 963.20 1,720.00 CALL SOLE 1,720.00 LEN 01/06 - 55 CALLS OC 526057104 9,214.02 1,510.00 CALL SOLE 1,510.00 1,543,523.91