13F-HR 1 mh06-06public13f.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: June 30, 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 August 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: 105 Form 13F Information Table Value Total: 1,498,049,000 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 ABIOMED INC CS 003654100 1,657.35 127,000.00 SH SOLE 127,000.00 AGREE REALTY CORP CS 008492100 5,200.81 153,100.00 SH SOLE 153,100.00 ADC TELECOMMUNICATIONS INC CS 000886309 2,211.00 134,000.00 SH SOLE 134,000.00 ADOLOR CORPORATION CS 00724X102 6,858.50 275,000.00 SH SOLE 275,000.00 ASSOCIATED ESTATES REALTY CP CS 045604105 543.12 43,800.00 SH SOLE 43,800.00 Altus Pharmaceuticals CS 02216N105 5,592.29 303,105.00 SH SOLE 303,105.00 ALEXION PHARMACEUTICALS INC CS 015351109 12,565.00 350,000.00 SH SOLE 350,000.00 ALEXION PHARMA CS 015351109 10,770.00 300,000.00 SH SOLE 300,000.00 ALEXION PHARM 1.375 2/1/2012 CB 015351AF6 2,608.60 2,000,000.00 PRN SOLE 2,000,000.00 AmeriVest Properties Inc CS 03071L101 9,236.56 2,104,000.00 SH SOLE 2,104,000.00 AOC 3.5% 11/15/2012 CB 037389AT0 34,963.30 21,500,000.00 PRN SOLE 21,500,000.00 AUXILIUM PHARMACEUTICALS INC CS 05334D107 9,558.51 1,228,600.00 SH SOLE 1,228,600.00 Avigen CS 53690103 2,284.90 441,100.00 SH SOLE 441,100.00 ADVANCED MAGNETICS INC CS 00753P103 7,944.84 262,900.00 SH SOLE 262,900.00 BASIC ENERGY SERVICES CS 06985P100 764.25 25,000.00 SH SOLE 25,000.00 BRINKS CS 109696104 11,282.00 200,000.00 SH SOLE 200,000.00 BIOMARIN PHARMACEUTICAL INC. CS 09061G101 5,381.25 375,000.00 SH SOLE 375,000.00 CONTINENTAL AIRLINES CL B CS 210795308 4,832.10 162,151.00 SH SOLE 162,151.00 CBRL Group Inc CS 12489V106 5,728.73 162,471.00 SH SOLE 162,471.00 COMDISCO HOLDING COMPANY CS 200334100 14,489.81 946,428.00 SH SOLE 946,428.00 COEUR DALENE MINES CORP CS 192108108000 135.64 28,200.00 SH SOLE 28,200.00 CEPH 2% 06/01/2015 CB 156708AP4 17,585.00 12,500,000.00 PRN SOLE 12,500,000.00 CHARTER COMMUNICATIONS CS 16117M107 5,516.40 5,060,914.00 SH SOLE 5,060,914.00 Conseco Inc CS 208464883 762.30 33,000.00 SH SOLE 33,000.00 CABOT OIL & GAS CORP CS 127097103 8,364.30 170,700.00 SH SOLE 170,700.00 CONOR MEDSYSTEMS CS 208264101 6,971.90 252,880.00 SH SOLE 252,880.00 COMPLETE PRODUCTION SERVICES CS 20453e109 1,205.64 51,000.00 SH SOLE 51,000.00 CAROLCO PICTURES INC CS 143763100000 0.00 50,000.00 SH SOLE 50,000.00 CARRAMERICA REALTY CORP CS 144418100 16,211.75 363,900.00 SH SOLE 363,900.00 CARDIOME PHARMA CORPORATION CS 14159U202 3,528.00 400,000.00 SH SOLE 400,000.00 DRESS BARN 2.50% 12/15/2024 REG CB 261570AB1 12,500.00 5,000,000.00 PRN SOLE 5,000,000.00 DELPHI CORP CS 247126105 4,517.49 2,657,347.00 SH SOLE 2,657,347.00 DORAL FINANCIAL CORP CS 25811P100 7,371.50 1,150,000.00 SH SOLE 1,150,000.00 DEUTSHE TELEKOM CS 251566105 15,484.98 965,398.00 SH SOLE 965,398.00 Emisphere Technology CS 291345106 6,056.42 706,700.00 SH SOLE 706,700.00 ENERGY PARTNERS LTD CS 29270U105 15,539.00 820,000.00 SH SOLE 820,000.00 EMBARQ CORPORATION CS 29078E105 7,032.31 171,561.50 SH SOLE 171,561.50 GM 5.25% 3/06/2032 SERIES B PS 370442733 36,221.08 1,931,791.00 SH SOLE 1,931,791.00 GENERAL ELECTRIC CS 369604103 339.49 10,300.00 SH SOLE 10,300.00 GENERAL MOTORS CORP CS 370442105 5,973.40 200,517.00 SH SOLE 200,517.00 GM 6.25% 7/15/33 PREF CNVPFD 370442717 8,524.40 422,000.00 SH SOLE 422,000.00 GOVERNMENT PROPERTIES TRUST CS 38374W107 1,878.07 197,900.00 SH SOLE 197,900.00 CHINA GRENTECH CORP LTD-ADR CS 16938P107 106.60 10,000.00 SH SOLE 10,000.00 GM 4 1/2 % PREF 3/06/32 PS 370442741 21,679.40 888,500.00 SH SOLE 888,500.00 HCC 2% 09/01/ CB 404132AC6 10,410.00 7,500,000.00 PRN SOLE 7,500,000.00 SUN-TIMES MEDIA GROUP - CL A CS 86688q100 11,330.33 1,411,000.00 SH SOLE 1,411,000.00 HERITAGE PROPERTY INVESTMENT CS 42725M107 8,730.00 250,000.00 SH SOLE 250,000.00 INDEVUS PHARMACEUTICALS CS 454072109 6,858.29 1,253,800.00 SH SOLE 1,253,800.00 INTL GAME TECH 0% 1/29/2033 CB 459902AM40B0 30,213.75 37,500,000.00 PRN SOLE 37,500,000.00 INTERPUBLIC GRP 5.375% 12/15/06 PS 460690308 5,535.10 172,165.00 SH SOLE 172,165.00 J CREW GROUP INC CS 46612H402 686.25 25,000.00 SH SOLE 25,000.00 JACUZZI BRANDS CS 469865109 11,374.00 1,292,500.00 SH SOLE 1,292,500.00 Kerr-McGee Corp CS 492386107 117,912.00 1,700,000.00 SH SOLE 1,700,000.00 KEY ENERGY SERVICES INC CS 492914106 31,032.23 2,034,900.00 SH SOLE 2,034,900.00 KINROSS GOLD CORP CS 496902404 7,059.99 648,300.00 SH SOLE 648,300.00 Kinder Morgan CS 49455P101 54,480.01 545,400.00 SH SOLE 545,400.00 KKR PRIVATE EQUITY INV (144a) CS 00B13BNQ35 2,071.08 94,140.00 SH SOLE 94,140.00 MASTERCARD INC-CLASS A CS 57636Q104 2,400.00 50,000.00 SH SOLE 50,000.00 MEQ 7/06 - 30 C OC 5846999g9 932.24 344.00 CALL SOLE 344.00 MEQ 8/06 32.50 C OC MEQ+HZ 2,710.00 1,000.00 CALL SOLE 1,000.00 MERRILL LYNCH VAR 3/13/2032 CB 590188W46 42,060.83 38,595,000.00 PRN SOLE 38,595,000.00 MIRANT CORP CS 60467R100 72,026.63 2,687,561.00 SH SOLE 2,687,561.00 MIRANT CORP WARRANTS WT 60467R126 3,923.25 368,380.00 SH SOLE 368,380.00 ALTRIA GROUP INC CS 02209S103 30,907.49 420,911.00 SH SOLE 420,911.00 MITTAL STEEL CO CS 68684P101 18,523.41 607,126.00 SH SOLE 607,126.00 MICRON TECHNOLOGY INC CS 595112103 9,070.61 602,298.00 SH SOLE 602,298.00 MVK 4% 06/15/33 CB 577914AB0 2,196.80 1,000,000.00 PRN SOLE 1,000,000.00 MVK 1.875$ 11/15/25 REG CB 577914AD6 3,281.20 2,000,000.00 PRN SOLE 2,000,000.00 MUELLER WATER PRODUCTS INC-A CS 624758108 278.56 16,000.00 SH SOLE 16,000.00 MYOGEN INC CS 62856E104 6,386.60 220,000.00 SH SOLE 220,000.00 NTL INCORPORATED CS 62941W101 15,630.43 627,728.00 SH SOLE 627,728.00 NYSE GROUP INC CS 62949W103 10,387.46 151,686.00 SH SOLE 151,686.00 ONE LIBERTY PROPERTIES INC CS 682406103 8,299.20 436,800.00 SH SOLE 436,800.00 PANAMSAT HOLDING CORP CS 69831Y105 23,284.98 932,145.00 SH SOLE 932,145.00 PANACOS PHARMACEUTICALS CS 69811Q106 1,671.00 300,000.00 SH SOLE 300,000.00 PFIZER CORP CS 717081103 42,136.18 1,795,321.00 SH SOLE 1,795,321.00 PIONEER NATURAL RESOURCES CO CS 723787107 10,312.30 222,200.00 SH SOLE 222,200.00 QWEST COMMUNICATIONS CS 749121109 6,281.95 776,508.00 SH SOLE 776,508.00 REGENERON PHARMACEUTICALS CS 75886F107 5,773.50 450,000.00 SH SOLE 450,000.00 ROLTA INDIA- REG S SPONS GDR CS 775790207 112.00 20,000.00 SH SOLE 20,000.00 RETAIL VENTURES INC CS 76128Y102 8,785.26 493,000.00 SH SOLE 493,000.00 RYANS RESTAURANT GROUP INC CS 783520109 8,302.00 700,000.00 SH SOLE 700,000.00 SCHERING-PLOUGH 6% PFD 9/14/07 PS 806605606 26,639.88 531,204.00 SH SOLE 531,204.00 SCHLUMBERGER 1.50% 6/1/23 CB 806857AC2 38,958.46 21,505,000.00 PRN SOLE 21,505,000.00 SOMAXON PHARMACEUTICALS CS 834453102 3,483.51 226,202.00 SH SOLE 226,202.00 Supervalu Inc CS 868536103 15,293.45 498,158.00 SH SOLE 498,158.00 THRESHOLD PHARMACEUTICALS CS 885807107 1,476.91 424,400.00 SH SOLE 424,400.00 360 NETWORKS EQUITY CS 885575100 15,386.24 2,367,114.00 SH SOLE 2,367,114.00 TRIBUNE CO CS 896047107 115,360.00 3,557,200.00 SH SOLE 3,557,200.00 TRIARC COMPANIES-B CS 895927309 154.80 10,000.00 SH SOLE 10,000.00 USG CORP CS 903293405 111,611.84 1,541,332.00 SH SOLE 1,541,332.00 LU 01/07 - 5 C OC 5494639A7 2,376.44 9,820.00 CALL SOLE 9,820.00 GE JAN-07 40 CALL OC 3696049a3 866.85 263.00 CALL SOLE 263.00 IGT 1/07-40 C OC 4e599w9a2 3,224.90 850.00 CALL SOLE 850.00 IGT1/07-45 C OC 4E599W9A2 1,270.99 335.00 CALL SOLE 335.00 VERASUN ENERGY CORP CS 92336G106 288.75 10,000.00 SH SOLE 10,000.00 VIVUS INC CS 928551100 3,688.13 965,480.00 SH SOLE 965,480.00 WENDY'S CS 950590109 104,076.80 1,785,500.00 SH SOLE 1,782,900.00 Whirlpool Corp CS 963320106 710.79 8,600.00 SH SOLE 8,600.00 WARNER MUSIC GROUP CORP CS 934550104 6,176.06 209,500.00 SH SOLE 209,500.00 WABASH NATIONAL CS 929566107 319.56 20,805.00 SH SOLE 20,805.00 WELLSFORD REAL PROPERTIES CS 950240200 5,994.44 847,870.00 SH SOLE 847,870.00 UNITED STATES STEEL CORP CS 912909108 22,387.70 319,277.00 SH SOLE 319,277.00 XEROX 6.25% 7/01/06 PREFERRED PS 984121509 21,353.48 189,755.00 SH SOLE 189,755.00 Xenoport Inc. CS 98411C100 5,603.83 311,055.00 SH SOLE 311,055.00 1,498,048.71