-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, FnqBKRongU18vpF4n94vwooHLc7f893v3OHCWPD1SQXnCCwrU8xfyAqyYhJNGFL5 HtFEwp4IvlW5jVNE8/7TCQ== 0000937617-06-000015.txt : 20061020 0000937617-06-000015.hdr.sgml : 20061020 20061020133749 ACCESSION NUMBER: 0000937617-06-000015 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20060930 FILED AS OF DATE: 20061020 DATE AS OF CHANGE: 20061020 EFFECTIVENESS DATE: 20061020 FILER: COMPANY DATA: COMPANY CONFORMED NAME: DAVIDSON KEMPNER CAPITAL MANAGEMENT LLC CENTRAL INDEX KEY: 0000937617 IRS NUMBER: 134021240 STATE OF INCORPORATION: NY FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-04666 FILM NUMBER: 061155094 BUSINESS ADDRESS: STREET 1: 65 EAST 55TH STREET, 19TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10022 BUSINESS PHONE: 2123713000 MAIL ADDRESS: STREET 1: 65 EAST 55TH STREET, 19TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10022 FORMER COMPANY: FORMER CONFORMED NAME: DAVIDSON M H & CO LLC /NY/ DATE OF NAME CHANGE: 19990512 FORMER COMPANY: FORMER CONFORMED NAME: DAVIDSON M H & CO INC/ DATE OF NAME CHANGE: 19950425 13F-HR 1 mh09-06public13f.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: September 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 October 19, 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: 99 Form 13F Information Table Value Total: 1,932,582,000 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 4,523.48 306,469.00 SH SOLE 306,469.00 AGREE REALTY CORP CS 008492100 5,029.34 153,100.00 SH SOLE 153,100.00 ADOLOR CORPORATION CS 00724X102 13,900.17 1,002,898.00 SH SOLE 1,002,898.00 ASSOCIATED ESTATES REALTY CP CS 045604105 2,185.91 141,300.00 SH SOLE 141,300.00 ALEXION PHARMACEUTICALS INC CS 015351109 38,222.71 1,125,853.00 SH SOLE 1,125,853.00 ADVANCED MAGNETICS CS 00753P103 13,988.09 410,208.00 SH SOLE 410,208.00 AmeriVest Properties Inc CS 03071L101 10,309.60 2,104,000.00 SH SOLE 2,104,000.00 AOC 3.5% 11/15/2012 CB 037389AT0 34,191.45 21,500,000.00 PRN SOLE 21,500,000.00 AUXILIUM PHARMACEUTICALS INC CS 05334D107 30,360.96 3,006,036.00 SH SOLE 3,006,036.00 Avigen CS 53690103 6,146.00 1,184,200.00 SH SOLE 1,184,200.00 BASIC ENERGY SERVICES CS 06985P100 611.75 25,000.00 SH SOLE 25,000.00 BRINKS CS 109696104 13,410.28 252,738.00 SH SOLE 252,738.00 BIOMARIN PHARMACEUTICAL INC. CS 09061G101 12,824.61 902,506.00 SH SOLE 902,506.00 BAUSCH & LOMB CS 071707103 25,811.38 515,300.00 SH SOLE 515,300.00 INT. SHIPPING ENTERP.-CW08 WT Y62196111 370.70 570,300.00 SH SOLE 570,300.00 CONTINENTAL AIRLINES CL B CS 210795308 4,588.87 162,151.00 SH SOLE 162,151.00 CBRL Group Inc CS 12489V106 20,950.33 518,316.00 SH SOLE 518,316.00 CBS CORP-CLASS B CS 124857202 10,253.88 364,000.00 SH SOLE 364,000.00 COMMERCIAL CAPITAL BANCORP CS 20162L105 6,543.50 410,251.00 SH SOLE 410,251.00 COMDISCO HOLDING COMPANY CS 200334100 16,941.06 946,428.00 SH SOLE 946,428.00 COEUR DALENE MINES CORP CS 192108108000 132.26 28,200.00 SH SOLE 28,200.00 CEPH 2% 06/01/2015 CB 156708AP4 18,202.50 12,500,000.00 PRN SOLE 12,500,000.00 CHARTER COMMUNICATIONS CS 16117M107 4,921.47 3,259,250.00 SH SOLE 3,259,250.00 CABOT OIL & GAS CORP CS 127097103 18,036.04 375,438.00 SH SOLE 375,438.00 CONOR MEDSYSTEMS CS 208264101 13,207.19 560,339.00 SH SOLE 560,339.00 COMPLETE PRODUCTION SERVICES CS 20453e109 1,006.74 51,000.00 SH SOLE 51,000.00 CARDIOME PHARMA CORPORATION CS 14159U202 15,713.62 1,360,487.00 SH SOLE 1,360,487.00 COMMVAULT SYSTEMS INC CS 204166102 445.00 25,000.00 SH SOLE 25,000.00 DOMINION RESOURCES INC/VA CS 25746U109 38,176.56 499,040.00 SH SOLE 499,040.00 DRESS BARN 2.50% 12/15/2024 REG CB 261570AB1 11,026.50 5,000,000.00 PRN SOLE 5,000,000.00 DORAL FINANCIAL CORP CS 25811P100 4,713.39 715,234.00 SH SOLE 715,234.00 DEUTSHE TELEKOM CS 251566105 15,330.52 965,398.00 SH SOLE 965,398.00 Embratel Particpatos CS 29081N209 12,428.06 784,600.00 SH SOLE 784,600.00 FORD CAP TRST II 6.5% 1/15/32 PS 345395206 16,291.15 485,000.00 SH SOLE 485,000.00 Foot Locker CS 344849104 6,312.50 250,000.00 SH SOLE 250,000.00 GM 5.25% 3/06/2032 SERIES B PS 370442733 60,225.01 2,993,291.00 SH SOLE 2,993,291.00 GOLDEN WEST FINANCIAL CORP CS 381317106 260,911.72 3,377,498.00 SH SOLE 3,377,498.00 GENERAL ELECTRIC CS 369604103 363.59 10,300.00 SH SOLE 10,300.00 GENERAL MOTORS CORP CS 370442105 5,248.99 157,817.00 SH SOLE 157,817.00 GM 6.25% 7/15/33 PREF CNVPFD 370442717 56,343.11 2,452,900.00 SH SOLE 2,452,900.00 GOVERNMENT PROPERTIES TRUST CS 38374W107 4,942.69 547,970.00 SH SOLE 547,970.00 CHINA GRENTECH CORP LTD-ADR CS 16938P107 102.40 10,000.00 SH SOLE 10,000.00 HAL 3.125% 07/15/23 REG CB 406216AM3 31,558.00 20,000,000.00 PRN SOLE 20,000,000.00 Halliburton CS 406216101 711.25 25,000.00 SH SOLE 25,000.00 HCC 2% 09/01/ CB 404132AC6 18,791.30 12,154,000.00 PRN SOLE 12,154,000.00 INTERCONTINENTAL EXCHANGE CS 45865V100 375.35 5,000.00 SH SOLE 5,000.00 INDEVUS PHARMACEUTICALS CS 454072109 7,410.55 1,253,900.00 SH SOLE 1,253,900.00 INTL GAME TECH 0% 1/29/2033 CB 459902AM40B0 41,895.00 47,500,000.00 PRN SOLE 47,500,000.00 INTERPUBLIC GROUP5.375% 12/15/06PS 460690308 4,031.58 108,405.00 SH SOLE 108,405.00 Isis Pharmaceuticals Inc CS 464330109 6,287.93 876,977.00 SH SOLE 876,977.00 J CREW GROUP INC CS 46612H402 751.00 25,000.00 SH SOLE 25,000.00 JACUZZI BRANDS CS 469865109 11,063.71 1,109,700.00 SH SOLE 1,109,700.00 KEY ENERGY SERVICES INC CS 492914106 33,859.00 2,489,632.00 SH SOLE 2,489,632.00 MASTERCARD INC-CLASS A CS 57636Q104 3,517.50 50,000.00 SH SOLE 50,000.00 MERRILL LYNCH VAR 3/13/2032 CB 590188W46 44,820.37 38,595,000.00 PRN SOLE 38,595,000.00 MILLICOM INTL CELLULAR S.A. CS L6388F110 360.18 8,800.00 SH SOLE 8,800.00 MIRANT CORP CS 60467R100 80,439.23 4,248,813.00 SH SOLE 4,245,813.00 MIRANT CORP WARRANTS WT 60467R126 3,996.92 368,380.00 SH SOLE 368,380.00 ALTRIA GROUP INC CS 02209S103 11,712.15 153,000.00 SH SOLE 153,000.00 MEDICIS PHARMACEUTICAL-CL A CS 584690309 26,368.49 815,100.00 SH SOLE 815,100.00 MVK 4% 06/15/33 CB 577914AB0 2,211.00 1,000,000.00 PRN SOLE 1,000,000.00 MAVERICK TUBE CORP CS 577914104 53,329.16 822,600.00 SH SOLE 822,600.00 MUELLER WATER PRODUCTS INC-A CS 624758108 233.60 16,000.00 SH SOLE 16,000.00 MYOGEN INC CS 62856E104 30,088.98 858,214.00 SH SOLE 858,214.00 NIHD 3.5% 09/15/2033 CB 62913FAD4 3,029.57 645,000.00 PRN SOLE 645,000.00 NTL INC CS 62941w101 28,241.92 1,111,449.00 SH SOLE 1,111,449.00 ONE LIBERTY PROPERTIES INC CS 682406103 9,784.32 436,800.00 SH SOLE 436,800.00 PFIZER CORP CS 717081103 50,915.30 1,795,321.00 SH SOLE 1,795,321.00 PIONEER NATURAL RESOURCES CO CS 723787107 8,692.46 222,200.00 SH SOLE 222,200.00 QWEST COMMUNICATIONS CS 749121109 6,771.15 776,508.00 SH SOLE 776,508.00 REGENERON PHARMACEUTICALS CS 75886F107 20,350.95 1,299,550.00 SH SOLE 1,299,550.00 RETAIL VENTURES INC CS 76128Y102 9,318.43 604,700.00 SH SOLE 604,700.00 SCT 4.5% 12/01/2022 CB 81013RAC9 8,775.00 9,000,000.00 PRN SOLE 9,000,000.00 SCHERING-PLOUGH CORP CS 806605101 4,416.00 200,000.00 SH SOLE 200,000.00 SCHERING-PLOUGH 6% PFD 9/14/07 PS 806605606 25,682.80 462,004.00 SH SOLE 462,004.00 SCHLUMBERGER 1.50% 6/1/23 CB 806857AC2 37,397.20 21,505,000.00 PRN SOLE 21,505,000.00 SPY CS 78462f103 58,819.70 440,498.00 SH SOLE 440,498.00 SUN-TIMES MEDIA GROUP - CL A CS 86688q100 8,916.20 1,348,896.00 SH SOLE 1,348,896.00 SPX 03/07 - 1300 P OP 12488Y9O1 8,812.98 660.00 PUT SOLE 660.00 SPX 03/07 -1275 P OP 7839819O3 8,812.98 660.00 PUT SOLE 660.00 SPX 3/07 - 1280 P OP 7839819O3 9,280.34 695.00 PUT SOLE 695.00 TRIBUNE CO CS 896047107 33,875.44 1,036,263.00 SH SOLE 1,036,263.00 TRIARC COMPANIES-B CS 895927309 151.10 10,000.00 SH SOLE 10,000.00 Trizec Properties Inc. CS 89687P107 54,141.58 1,872,763.00 SH SOLE 1,872,763.00 TIME WARNER CS 887317105 6,958.22 381,900.00 SH SOLE 381,900.00 TRIZEC CANADA INC CS 896874104 4,637.17 150,000.00 SH SOLE 150,000.00 USG CORP CS 903293405 62,737.34 1,333,702.00 SH SOLE 1,333,702.00 UNITED THERAPEUTICS CORP CS 91307C102 5,294.02 100,800.00 SH SOLE 100,800.00 LU 01/07 - 5 C OC 5494639A7 2,297.88 9,820.00 CALL SOLE 9,820.00 GE JAN-07 40 CALL OC 3696049a3 928.39 263.00 CALL SOLE 263.00 IGT 1/07-40 C OC 4e599w9a2 3,524.10 850.00 CALL SOLE 850.00 IGT1/07-45 C OC 4E599W9A2 1,388.91 335.00 CALL SOLE 335.00 VERASUN ENERGY CORP CS 92336G106 161.00 10,000.00 SH SOLE 10,000.00 WENDY'S CS 950590109 121,114.54 1,809,300.00 SH SOLE 1,809,300.00 WENDYS INTERNATIONAL IN-W/I CS 950590125 4,039.10 130,000.00 SH SOLE 130,000.00 WABASH NATIONAL CS 929566107 284.82 20,805.00 SH SOLE 20,805.00 WELLSFORD REAL PROPERTIES CS 950240200 6,240.32 847,870.00 SH SOLE 847,870.00 WEYERHAEUSER CO CS 962166104 17,437.60 283,400.00 SH SOLE 283,400.00 Xenoport Inc. CS 98411C100 14,781.48 727,077.00 SH SOLE 727,077.00 1,932,581.56
-----END PRIVACY-ENHANCED MESSAGE-----