13F-HR 1 mh03-06public13f.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, 2006 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 11, 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: 90 Form 13F Information Table Value Total: 2,232,663,000 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 * $1000.00 PRN Amount PRN CALL Dscretn Mgrs Sole Shared None BARRICK GOLD CS 067901108 6,129.00 225,000.00 SH SOLE 225,000.00 AMERICAN COMMERCIAL LINES CS 025195207 235.00 5,000.00 SH SOLE 5,000.00 ADOLOR CORPORATION CS 00724X102 6,536.75 275,000.00 SH SOLE 275,000.00 Altus Pharmaceuticals CS 02216N105 7,884.83 353,105.00 SH SOLE 353,105.00 ALEXION PHARMACEUTICALS INC CS 015351109 12,386.50 350,000.00 SH SOLE 350,000.00 ALEXION PHARMA CS 015351109 10,168.33 287,322.00 SH SOLE 287,322.00 ALEXION PHARM 1.375 2/1/2012 CB ALXN1.375 5,054.40 4,000,000.00 PRN SOLE 4,000,000.00 AmeriVest Properties Inc CS 03071L101 8,840.00 2,000,000.00 SH SOLE 2,000,000.00 AOC 3.5% 11/15/2012 CB 037389AT0 33,838.00 17,500,000.00 PRN SOLE 17,500,000.00 AXILIUM PHARMACEUTICALS INC CS 05334D107 9,337.68 1,179,000.00 SH SOLE 1,179,000.00 ADVANCED MAGNETICS INC CS 00753P103 9,562.50 250,000.00 SH SOLE 250,000.00 BASIC ENERGY SERVICES CS 06985P100 745.00 25,000.00 SH SOLE 25,000.00 BRINKS CS 109696104 23,222.70 457,500.00 SH SOLE 457,500.00 BRINKS CO - DUTCH CS 109696104 12,690.00 250,000.00 SH SOLE 250,000.00 BURLINGTON RESOURCES CS 122014103 417,091.62 4,538,044.00 SH SOLE 4,538,044.00 CONTINENTAL AIRLINES CL B CS 210795308 4,361.86 162,151.00 SH SOLE 162,151.00 CBRL Group Inc CS 12489V106 19,768.50 450,000.00 SH SOLE 450,000.00 CENDANT CS 151313103 6,072.50 350,000.00 SH SOLE 350,000.00 COMDISCO HOLDING COMPANY CS 200334100 13,723.21 946,428.00 SH SOLE 946,428.00 COEUR DALENE MINES CORP CS 192108108000 185.27 28,200.00 SH SOLE 28,200.00 CEPH 2% 06/01/2015 CB 156708AP4 14,121.00 10,000,000.00 PRN SOLE 10,000,000.00 CHARTER COMMUNICATIONS CS 16117M107 4,626.37 4,283,677.00 SH SOLE 4,283,677.00 Chipotle Mexican Grill CS 169656105 276.95 5,000.00 SH SOLE 5,000.00 CONOR MEDSYSTEMS CS 208264101 7,398.55 252,080.00 SH SOLE 252,080.00 CAROLCO PICTURES INC CS 143763100000 0.00 50,000.00 SH SOLE 50,000.00 CORRECTIONS CORP OF AMERICA CS 22025Y407 2,254.00 50,000.00 SH SOLE 50,000.00 DOMINION RESOUCES CS 25746U109 6,026.32 87,300.00 SH SOLE 87,300.00 DRESS BARN 2.50% 12/15/2024 REG CB 261570AB1 11,864.50 5,000,000.00 PRN SOLE 5,000,000.00 DELPHI CORP CS 247126105 1,428.75 2,250,000.00 SH SOLE 2,250,000.00 DEUTSHE TELEKOM VS CS 251566105 16,237.99 965,398.00 SH SOLE 965,398.00 SPRINT CORP CS 852061100 5,978.11 231,351.00 SH SOLE 231,351.00 STEALTHGAS INC CS Y81669106 277.00 20,000.00 SH SOLE 20,000.00 GUIDANT CS 401698105 450,193.25 5,767,272.00 SH SOLE 5,767,272.00 CHINA GRENTECH CORP LTD-ADR CS 16938P107 171.00 10,000.00 SH SOLE 10,000.00 GM 4 1/2 % PREF 3/06/32 PS 370442741 14,645.51 631,000.00 SH SOLE 631,000.00 HCC 2% 09/01/ CB 404132AC6 12,288.00 7,500,000.00 PRN SOLE 7,500,000.00 HIGHWOODS PROPERTIES CS 431284108 5,044.50 150,000.00 SH SOLE 150,000.00 INTERCONTINENTAL EXCHANGE CS 45865V100 345.25 5,000.00 SH SOLE 5,000.00 INDEVUS PHARMACEUTICALS CS 454072109 7,735.95 1,253,800.00 SH SOLE 1,253,800.00 INTL GAME TECH 0.0% 1/29/2033 CB 459902AL6 28,125.00 37,500,000.00 PRN SOLE 37,500,000.00 INTC 04/06 - 30 C OC 4581409D4068 11,974.05 6,150.00 CALL SOLE 6,150.00 INT'L PAPER CO 0.0% 6/20/2021 CB 460146BM4 28,331.51 50,251,000.00 PRN SOLE 50,251,000.00 INTERPUBLIC GROUP5.375 12/15/06 PS 460690308 17,366.23 472,165.00 SH SOLE 472,165.00 JACUZZI BRANDS CS 469865109 3,440.50 350,000.00 SH SOLE 350,000.00 Jefferson-Pilot Corp CS 475070108 69,768.37 1,187,200.00 SH SOLE 1,187,200.00 KEY ENERGY SERVICES INC CS 492914106 24,773.63 1,624,500.00 SH SOLE 1,624,500.00 KINROSS GOLD CORP CS 496902404 13,565.22 1,241,100.00 SH SOLE 1,241,100.00 LAFARGE NA CS 505862102 51,592.80 614,200.00 SH SOLE 614,200.00 MERRILL LYNCH VAR 3/13/2032 CB 590188W46 44,394.94 38,595,000.00 PRN SOLE 38,595,000.00 Michaels Stores Inc. CS 594087108 22,512.00 600,000.00 SH SOLE 600,000.00 MIRANT CORP CS 60467R100 34,629.03 1,385,161.00 SH SOLE 1,385,161.00 MCCLATCHY CO-CLASS A CS 579489105 7,083.25 145,000.00 SH SOLE 145,000.00 ALTRIA GROUP INC CS 02209S103 79,785.24 1,125,956.00 SH SOLE 1,125,956.00 MVK 4% 06/15/33 CB 577914AB0 1,887.45 1,000,000.00 PRN SOLE 1,000,000.00 Maytag CS 578592107 1,546.43 72,500.00 SH SOLE 72,500.00 NTL INCORPORATED CS 62941W101 26,885.56 927,728.00 SH SOLE 927,728.00 PFIZER CORP CS 717081103 44,739.40 1,795,321.00 SH SOLE 1,795,321.00 Pozen Inc. CS 73941U102 7,705.00 460,000.00 SH SOLE 460,000.00 QWEST COMMUNICATIONS CS 749121109 5,280.25 776,508.00 SH SOLE 776,508.00 RENAL CARE GROUP INC CS 759930100 109,466.02 2,280,542.00 SH SOLE 2,280,542.00 RYANS RESTAURANT GROUP INC CS 783520109 11,434.06 789,100.00 SH SOLE 789,100.00 SCHERING-PLOUGH 6% PFD 9/14/07 PS 806605606 26,974.54 531,204.00 SH SOLE 531,204.00 SCHLUMBERGER 1.50% 6/1/23 CB 806857AC2 20,264.91 11,505,000.00 PRN SOLE 11,505,000.00 SOMAXON PHARMACEUTICALS CS 834453102 3,732.33 226,202.00 SH SOLE 226,202.00 SUNPOWER CORP- CL A CS 867652109 285.75 7,500.00 SH SOLE 7,500.00 Suntech Power Holdings CS 86800C104 1,294.65 35,000.00 SH SOLE 35,000.00 SYMS CS 871551107 2,442.37 162,933.00 SH SOLE 162,933.00 TIM HORTON INC. CS 88706M103 2,920.50 110,000.00 SH SOLE 110,000.00 THRESHOLD PHARMACEUTICALS CS 885807107 7,476.02 499,400.00 SH SOLE 499,400.00 360 NETWORKS EQUITY CS 885575100 13,019.13 2,367,114.00 SH SOLE 2,367,114.00 THERAVANCE INC CS 88338T104 7,040.44 251,714.00 SH SOLE 251,714.00 TOMMY HILFIGER CS G8915Z102 16,470.00 1,000,000.00 SH SOLE 1,000,000.00 TRIARC COMPANIES-B CS 895927309 3,651.23 209,600.00 SH SOLE 209,600.00 TRIARC COMPANIES- B CS 895927309 4,877.60 280,000.00 SH SOLE 280,000.00 USG CORP CS 903293405 185,709.28 1,955,658.00 SH SOLE 1,955,658.00 UNIVERSAL CORP/VA CS 913456109 439.80 12,000.00 SH SOLE 12,000.00 VIVENDI ADR CS 92851S105 2,370.23 69,305.00 SH SOLE 69,305.00 LU 01/07 - 5 C OC 5494659A2018 2,995.10 9,820.00 CALL SOLE 9,820.00 GE JAN-07 40 CALL OC 3696099A2088 914.71 263.00 CALL SOLE 263.00 IGT 1/07-40 C OC 4Y599W9A8088 2,993.70 850.00 CALL SOLE 850.00 IGT 1/07-45 C OC 4Y599W9A8 1,179.87 335.00 CALL SOLE 335.00 WENDY'S CS 950590109 32,351.60 521,800.00 SH SOLE 521,800.00 WABASH NATIONAL CS 929566107 410.90 20,805.00 SH SOLE 20,805.00 Western Refining CS 959319104 268.50 12,500.00 SH SOLE 12,500.00 WELLSFORD REAL PROPERTIES CS 950240200 6,706.65 847,870.00 SH SOLE 847,870.00 Western Silver Corp CS 959531104 20,731.05 883,300.00 SH SOLE 883,300.00 X Pfd 7% 6/15/06 B PS 912909207 19,370.91 100,000.00 SH SOLE 100,000.00 Exco Resources CS 269279402 137.83 11,000.00 SH SOLE 11,000.00 XEROX 6.25% 7/01/06 PREFERRED PS 984121509 23,773.11 189,775.00 SH SOLE 189,775.00 Xenoport Inc. CS 98411C100 6,827.70 301,977.00 SH SOLE 301,977.00 2,232,662.99