13F-HR 1 mh12-06public13f.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: December 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 February 13, 2007 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: 111 Form 13F Information Table Value Total: 2,553,935,000 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 5,113.47 362,915.00 SH SOLE 362,915.00 ACORDA THERAPEUTICS INC CS 00484M106 15,039.13 949,440.00 SH SOLE 949,440.00 AGREE REALTY CORP CS 008492100 4,173.27 121,422.00 SH SOLE 121,422.00 Affymax Inc CS 00826A109 4,941.56 146,200.00 SH SOLE 146,200.00 ARMOR HOLDINGS INC CS 042260109 14,864.35 271,000.00 SH SOLE 271,000.00 ALEXION PHARMACEUTICALS INC CS 015351109 51,619.61 1,278,346.00 SH SOLE 1,278,346.00 AMR Corp CS 001765106 4,534.50 150,000.00 SH SOLE 150,000.00 AmeriVest Properties Inc CS 03071L101 841.60 2,104,000.00 SH SOLE 2,104,000.00 AOC 3.5% 11/15/2012 CB 037389AT0 35,477.15 21,500,000.00 PRN SOLE 21,500,000.00 AUXILIUM PHARMACEUTICALS INC CS 05334D107 48,994.25 3,342,036.00 SH SOLE 3,342,036.00 Avigen CS 53690103 7,384.24 1,398,530.00 SH SOLE 1,398,530.00 AW 6.25% 03/01/08 D pfd CNVPFD 019589704 32,905.99 100,000.00 SH SOLE 100,000.00 AZTAR CORP CS 054802103 5,153.07 94,900.00 SH SOLE 94,900.00 BRINKS CS 109696104 19,894.33 311,238.00 SH SOLE 311,238.00 BGC 0.875% 11/15/2013 CB 369300AD0 2,664.00 2,500,000.00 PRN SOLE 2,500,000.00 BELLSOUTH CORP CS 079860102 486,452.05 10,269,472.00 SH SOLE 10,269,472.00 BIOMARIN PHARMACEUTICAL INC. CS 09061G101 17,624.82 1,077,312.00 SH SOLE 1,077,312.00 BAUSCH & LOMB CS 071707103 33,594.32 645,300.00 SH SOLE 645,300.00 Brookfield Properties Corp CS 112900105 983.25 25,000.00 SH SOLE 25,000.00 INT. SHIPPING ENTERP.-CW08 WT Y62196111 638.74 570,300.00 SH SOLE 570,300.00 CONTINENTAL AIRLINES CL B CS 210795308 6,688.73 162,151.00 SH SOLE 162,151.00 CBRL Group Inc CS 12489V106 24,814.46 554,513.00 SH SOLE 554,513.00 CBS CORP-CLASS B CS 124857202 11,349.52 364,000.00 SH SOLE 364,000.00 COMDISCO HOLDING COMPANY CS 200334100 10,869.85 945,204.00 SH SOLE 945,204.00 COEUR DALENE MINES CORP CS 192108108000 139.59 28,200.00 SH SOLE 28,200.00 CEPH 2% 06/01/2015 CB 156708AP4 20,536.25 12,500,000.00 PRN SOLE 12,500,000.00 Chelsea Therapeutics Internat CS 163428105 519.52 136,000.00 SH SOLE 136,000.00 CHARTER COMMUNICATIONS CS 16117M107 11,172.96 3,663,267.00 SH SOLE 3,663,267.00 COLONIAL PROPERTIES TRUST CS 195872106 6,708.53 143,100.00 SH SOLE 143,100.00 Conseco Inc. PfdB 5.5% CNVPFD 208464867 11,883.91 476,500.00 SH SOLE 476,500.00 CAPITAL ONE FINANCIAL CS 14040H105 80,501.60 1,047,925.00 SH SOLE 1,047,925.00 CABOT OIL & GAS CORP CS 127097103 18,403.51 303,438.00 SH SOLE 303,438.00 COMMVAULT SYSTEMS INC CS 204166102 499.25 25,000.00 SH SOLE 25,000.00 DOMINION RESOURCES INC/VA CS 25746U109 40,858.42 487,338.00 SH SOLE 487,338.00 DRESS BARN 2.50% 12/15/2024 REG CB 261570AB1 11,702.00 5,000,000.00 PRN SOLE 5,000,000.00 DOUGLAS EMMETT INC CS 25960P109 930.65 35,000.00 SH SOLE 35,000.00 DORAL FINANCIAL CORP CS 25811P100 2,052.72 715,234.00 SH SOLE 715,234.00 DEUTSHE TELEKOM CS 251566105 17,570.24 965,398.00 SH SOLE 965,398.00 EMC 1.75% 12/01/11 CB 268648AJ1 20,717.06 20,000,000.00 PRN SOLE 20,000,000.00 EOP 4.0% 7/15/26 144a CB 268766CF7 20,739.25 17,500,000.00 PRN SOLE 17,500,000.00 EXLSERVICE HOLDINGS INC CS 302081104 419.00 20,000.00 SH SOLE 20,000.00 FORD CAP TRST II 6.5% 1/15/32 PS 345395206 18,673.20 546,000.00 SH SOLE 546,000.00 FIRST DATA CORP CS 319963104 16,200.10 634,800.00 SH SOLE 634,800.00 First Solar Inc CS 336433107 741.75 25,000.00 SH SOLE 25,000.00 GM 5.25% 3/06/2032 SERIES B PS 370442733 53,383.78 2,519,291.00 SH SOLE 2,519,291.00 GENERAL ELECTRIC CS 369604103 383.26 10,300.00 SH SOLE 10,300.00 GIANT INDUSTRIES INC CS 374508109 9,886.95 131,914.00 SH SOLE 131,914.00 GOLD KIST INC CS 380614107 4,005.33 190,730.00 SH SOLE 190,730.00 GM 6.25% 7/15/33 PREF CNVPFD 370442717 90,509.66 3,983,700.00 SH SOLE 3,983,700.00 HAL 3.125% 07/15/23 REG CB 406216AM3 33,790.00 20,000,000.00 PRN SOLE 20,000,000.00 HCC 2% 09/01/ CB 404132AC6 29,612.68 19,654,000.00 PRN SOLE 19,654,000.00 HOME INNS & HOTELS MANAG-ADR CS 43713W107 1,313.90 35,000.00 SH SOLE 35,000.00 Hansen Medical Inc CS 411307101 7,959.28 695,134.00 SH SOLE 695,134.00 INDEVUS PHARMACEUTICALS CS 454072109 10,512.28 1,484,785.00 SH SOLE 1,484,785.00 J CREW GROUP INC CS 46612H402 963.75 25,000.00 SH SOLE 25,000.00 JACUZZI BRANDS CS 469865109 4,699.78 378,100.00 SH SOLE 378,100.00 KBR INC CS 48242W106 2,616.00 100,000.00 SH SOLE 100,000.00 KEY ENERGY SERVICES INC CS 492914106 38,962.74 2,489,632.00 SH SOLE 2,489,632.00 Essex Corp CS 296744105 6,382.79 267,286.00 SH SOLE 267,286.00 Level 3 Communications Inc CS 52729N100 8,400.00 1,500,000.00 SH SOLE 1,500,000.00 MDT 1.5% 04/15/11 REG CB 585055AL0 5,300.00 5,000,000.00 PRN SOLE 5,000,000.00 MERRILL LYNCH VAR 3/13/2032 CB 590188W46 51,007.15 38,595,000.00 PRN SOLE 38,595,000.00 MIRANT CORP CS 60467R100 94,183.35 2,983,413.00 SH SOLE 2,983,413.00 MIRANT CORP WARRANTS WT 60467R126 5,183.11 368,380.00 SH SOLE 368,380.00 ALTRIA GROUP INC CS 02209S103 50,227.87 585,270.00 SH SOLE 585,270.00 MELCO PBL ENTERTAINMENT-ADR CS 585464100 1,058.00 50,000.00 SH SOLE 50,000.00 NAVISTAR INTERNATIONAL CS 63934E108 9,758.22 291,900.00 SH SOLE 291,900.00 NYMEX Holdings Inc CS 62948N104 3,720.30 30,000.00 SH SOLE 30,000.00 NTL INC CS 62941w101 45,665.21 1,808,523.00 SH SOLE 1,808,523.00 ONEBEACON INSURANCE GROUP CS G67742109 840.00 30,000.00 SH SOLE 30,000.00 OWENS CORNING INC CS 690742101 23,920.00 800,000.00 SH SOLE 800,000.00 ONE LIBERTY PROPERTIES INC CS 682406103 15,570.55 619,600.00 SH SOLE 619,600.00 GRUPO AEROPORTUARIO DEL-ADR CS 400501102 333.00 15,000.00 SH SOLE 15,000.00 ONYX PHARMACEUTICALS CS 683399109 18,813.50 1,781,581.00 SH SOLE 1,781,581.00 PFIZER CORP CS 717081103 46,498.81 1,795,321.00 SH SOLE 1,795,321.00 CLAYMONT STEEL HOLDINGS INC CS 18382P104 183.80 10,000.00 SH SOLE 10,000.00 QWEST COMMUNICATIONS CS 749121109 6,499.37 776,508.00 SH SOLE 776,508.00 Reckson Associates CS 75621K106 61,030.54 1,338,389.00 SH SOLE 1,338,389.00 REDBACK NETWORKS INC CS 757209507 43,610.00 1,750,000.00 SH SOLE 1,750,000.00 REGENERON PHARMACEUTICALS CS 75886F107 36,376.96 1,819,758.00 SH SOLE 1,819,758.00 Aramark Corp CL B CS 038521100 120,774.14 3,610,587.00 SH SOLE 3,610,587.00 RETAIL VENTURES INC CS 76128Y102 29,234.02 1,535,400.00 SH SOLE 1,535,400.00 SCHLUMBERGER 1.50% 6/1/23 CB 806857AC2 37,943.42 21,505,000.00 PRN SOLE 21,505,000.00 SOLARFUN POWER HOLDINGS CS 83415U108 290.00 25,000.00 SH SOLE 25,000.00 SPIRIT AEROSYSTEMS CL A CS 848574109 669.40 20,000.00 SH SOLE 20,000.00 SPY CS 78462f103 20,828.15 146,998.00 SH SOLE 146,998.00 SUSSER HOLDINGS CORP CS 869233106 1,378.49 76,540.00 SH SOLE 76,540.00 SUN-TIMES MEDIA GROUP - CL A CS 86688q100 4,588.87 934,596.00 SH SOLE 934,596.00 STANLEY INC CS 854532108 422.75 25,000.00 SH SOLE 25,000.00 SPX O6/07 -1375P OP 12488Y9R4 28,338.00 2,000.00 PUT SOLE 2,000.00 SPX 06/07 - 1450 C OC 12486Q9F9 1,742.79 123.00 CALL SOLE 123.00 SPX 6/07-1475 C OC SXZ+FO 4,024.00 284.00 CALL SOLE 284.00 TEMPLE- INLAND INC CS 879868107 20,713.50 450,000.00 SH SOLE 450,000.00 TRIBUNE CO CS 896047107 21,024.68 683,063.00 SH SOLE 683,063.00 TRUBION PHARMACEUTICALS INC CS 89778N102 21,971.90 1,220,661.00 SH SOLE 1,220,661.00 TRINA SOLAR LTD-SPON ADR CS 89628E104 945.00 50,000.00 SH SOLE 50,000.00 TIME WARNER CS 887317105 22,808.02 1,047,200.00 SH SOLE 1,047,200.00 UNITED AIRLINES CS 902549807 10,289.32 234,487.80 SH SOLE 234,487.80 UAUA N383 UA CBIs CS UAUA.N383 6,600.00 6,600,000.00 SH SOLE 6,600,000.00 United Rentals Inc CS 911363109 11,735.95 461,500.00 SH SOLE 461,500.00 USG CORP CS 903293405 67,606.87 1,233,702.00 SH SOLE 1,233,702.00 IGT 1/07-40 C OC 4e599w9a2 3,927.00 850.00 CALL SOLE 850.00 VANDA PHARMACEUTICALS INC CS 921659108 41,942.94 1,701,539.00 SH SOLE 1,701,539.00 VNO 3.875% 4/15/2025 CB 929043AC1 13,885.00 10,000,000.00 PRN SOLE 10,000,000.00 VERASUN ENERGY CORP CS 92336G106 197.50 10,000.00 SH SOLE 10,000.00 YHOO 1/09 - 40 C OC VTH+AH 6,375.00 2,500.00 CALL SOLE 2,500.00 WABASH NATIONAL CS 929566107 314.16 20,805.00 SH SOLE 20,805.00 WELLSFORD REAL PROPERTIES CS 950240200 6,375.98 847,870.00 SH SOLE 847,870.00 WEYERHAEUSER CO CS 962166104 52,599.42 744,507.00 SH SOLE 744,507.00 XL 6.5% 5/15/07 PFD CNVPFD EP0112714 2,363.00 100,000.00 SH SOLE 100,000.00 Xenoport Inc. CS 98411C100 21,275.22 868,022.00 SH SOLE 868,022.00 2,553,935.15