13F-HR 1 mh3-07public13f.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, 2007 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 APRIL 30, 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: 125 Form 13F Information Table Value Total: 2,840,684,000 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 ACORDA THERAPEUTICS INC CS 00484M106 40,079.63 2,078,819.00 SH SOLE 2,078,819.00 AGREE REALTY CORP CS 008492100 4,268.25 125,022.00 SH SOLE 125,022.00 ASSOCIATED ESTATES REALTY CP CS 045604105 7,029.50 498,900.00 SH SOLE 498,900.00 Affymax Inc CS 00826A109 23,318.28 720,367.00 SH SOLE 720,367.00 ARMOR HOLDINGS INC CS 042260109 24,306.13 361,000.00 SH SOLE 361,000.00 Animal Health International CS 03525N109 121.80 10,000.00 SH SOLE 10,000.00 ALEXION PHARMACEUTICALS INC CS 015351109 77,957.15 1,804,146.00 SH SOLE 1,804,146.00 AMR Corp CS 001765106 12,180.00 400,000.00 SH SOLE 400,000.00 AUXILIUM PHARMACEUTICALS INC CS 05334D107 49,061.09 3,342,036.00 SH SOLE 3,342,036.00 Avigen CS 53690103 15,513.24 2,401,430.00 SH SOLE 2,401,430.00 BIGBAND NETWORKS INC CS 089750509 360.40 20,000.00 SH SOLE 20,000.00 BRINKS CS 109696104 19,748.05 311,238.00 SH SOLE 311,238.00 BioDelivery Sciences Intl Inc CS 09060J106 3,990.53 760,100.00 SH SOLE 760,100.00 BRISTOL-MYERS SQUIBB CS 110122108 49,968.00 1,800,000.00 SH SOLE 1,800,000.00 BURLINGTON NORTHERN SANTA FE CS 12189T104 17,895.68 222,500.00 SH SOLE 222,500.00 TD BANKNORTH INC CS 87235A101 10,415.50 323,865.00 SH SOLE 323,865.00 BAUSCH & LOMB CS 071707103 37,222.17 727,564.00 SH SOLE 727,564.00 INT. SHIPPING ENTERP.-CW08 WT Y62196111 1,413.36 588,900.00 SH SOLE 588,900.00 Cadence Pharmaceuticals Inc CS 12738T100 19,836.11 1,343,000.00 SH SOLE 1,343,000.00 CONTINENTAL AIRLINES CL B CS 210795308 5,900.67 162,151.00 SH SOLE 162,151.00 CBRL Group Inc CS 12489V106 39,588.78 855,234.00 SH SOLE 855,234.00 CBRL 0.0% 4/3/32 REG CB 12489VAB2 15,315.00 30,000,000.00 PRN SOLE 30,000,000.00 CBS CORP-CLASS B CS 124857202 16,243.29 531,000.00 SH SOLE 531,000.00 CARNIVAL CORP 0.0% 10/24/21 CB 143658AS1 5,718.80 7,250,000.00 PRN SOLE 7,250,000.00 COEUR DALENE MINES CORP CS 192108108000 115.90 28,200.00 SH SOLE 28,200.00 CEPH 2% 06/01/2015 CB 156708AP4 20,711.25 12,500,000.00 PRN SOLE 12,500,000.00 Chelsea Therapeutics Internat CS 163428105 10,714.70 2,029,300.00 SH SOLE 2,029,300.00 CHARTER COMMUNICATIONS CS 16117M107 10,147.25 3,663,267.00 SH SOLE 3,663,267.00 COLONIAL PROPERTIES TRUST CS 195872106 9,397.84 205,777.00 SH SOLE 205,777.00 CLEARWIRE CORP-CLASS A CS 185385309 1,523.25 75,000.00 SH SOLE 75,000.00 Conseco Inc. PfdB 5.5% CNVPFD 208464867 14,891.60 629,400.00 SH SOLE 629,400.00 CAPELLA EDUCATION CO CS 139594105 249.75 7,500.00 SH SOLE 7,500.00 COMMVAULT SYSTEMS INC CS 204166102 406.00 25,000.00 SH SOLE 25,000.00 CVS CORP VS. CAREMARK CS 126650100 115,436.22 3,381,260.10 SH SOLE 3,381,260.10 Dominion 2.125% 12/23 REG CB 25746UAT6 12,071.50 10,000,000.00 PRN SOLE 10,000,000.00 DOMINION RESOURCES INC/VA CS 25746U109 43,536.18 490,438.00 SH SOLE 490,438.00 DRESS BARN 2.50% 12/15/2024 REG CB 261570AB1 10,558.50 5,000,000.00 PRN SOLE 5,000,000.00 DAIMLERCHRYSLER AG-REG CS D1668R123 9,899.01 121,000.00 SH SOLE 121,000.00 DOUGLAS EMMETT INC CS 25960P109 893.55 35,000.00 SH SOLE 35,000.00 DENDREON CORP CS 24823Q107 1,001.42 77,750.00 SH SOLE 77,750.00 DEUTSHE TELEKOM CS 251566105 15,958.03 965,398.00 SH SOLE 965,398.00 EMC 1.75% 12/01/11 CB 268648AJ1 21,475.00 20,000,000.00 PRN SOLE 20,000,000.00 ENERGY PARTNERS LTD CS 29270U105 2,722.50 150,000.00 SH SOLE 150,000.00 EXLSERVICE HOLDINGS INC CS 302081104 410.20 20,000.00 SH SOLE 20,000.00 FORD CAP TRST II 6.5% 1/15/32 PS 345395206 29,001.36 811,000.00 SH SOLE 811,000.00 Fortress Investment Grp-CL A CS 34958B106 5,736.00 200,000.00 SH SOLE 200,000.00 FOUR SEASONS HOTELS INC CS 35100E104 240.90 3,000.00 SH SOLE 3,000.00 First Solar Inc CS 336433107 1,298.50 25,000.00 SH SOLE 25,000.00 GM 5.25% 3/06/2032 SERIES B PS 370442733 41,900.29 2,019,291.00 SH SOLE 2,019,291.00 GENERAL MOTORS CORP CS 370442105 15,626.40 510,000.00 SH SOLE 510,000.00 GM 6.25% 7/15/33 PREF CNVPFD 370442717 90,089.49 3,968,700.00 SH SOLE 3,968,700.00 REALOGY CORP CS 75605E100 132,442.57 4,472,900.00 SH SOLE 4,472,900.00 HAL 3.125% 07/15/23 REG CB 406216AM3 59,860.50 35,000,000.00 PRN SOLE 35,000,000.00 HCC 2% 09/01/ CB 404132AC6 28,480.61 19,654,000.00 PRN SOLE 19,654,000.00 HERCULES OFFSHORE INC CS 427093109 13,110.00 500,000.00 SH SOLE 500,000.00 Hess Corp CS 42809H107 19,603.10 353,400.00 SH SOLE 353,400.00 HFF Inc - Class A CS 40418F108 375.00 25,000.00 SH SOLE 25,000.00 Hansen Medical Inc CS 411307101 16,798.82 891,184.00 SH SOLE 891,184.00 I-SHARES NASDAQ BIOTECH CS 464287556 424.37 5,600.00 SH SOLE 5,600.00 INDEVUS PHARMACEUTICALS CS 454072109 13,733.71 1,945,285.00 SH SOLE 1,945,285.00 JA SOLAR HOLDINGS CO LTD-ADS CS 466090107 181.90 10,000.00 SH SOLE 10,000.00 KBR INC CS 48242W106 4,578.75 225,000.00 SH SOLE 225,000.00 KEY ENERGY SERVICES INC CS 492914106 25,318.50 1,548,532.00 SH SOLE 1,548,532.00 KRAFT FOODS INC-A-W/I CS 50075N104 792.75 25,000.00 SH SOLE 25,000.00 Kindred Healthcare Inc CS 494580103 35,546.63 1,084,400.00 SH SOLE 1,084,400.00 NRMX 5/07 - 20 P OP 64125K8QD 4,041.44 2,680.00 PUT SOLE 2,680.00 KRONOS INC/MA CS 501052104 13,370.00 250,000.00 SH SOLE 250,000.00 LONE STAR TECHNOLOGIES INC CS 542312103 18,270.50 276,700.00 SH SOLE 276,700.00 Level 3 Communications Inc CS 52729N100 15,225.00 2,500,000.00 SH SOLE 2,500,000.00 MERRILL LYNCH VAR 3/13/2032 CB 590188W46 46,815.74 38,595,000.00 PRN SOLE 38,595,000.00 MERRILL LYNCH & CO INC CS 590188108 5,308.55 65,000.00 SH SOLE 65,000.00 MIRANT CORP CS 60467R100 67,099.39 1,658,413.00 SH SOLE 1,658,413.00 MIRANT CORP WARRANTS WT 60467R126 724.68 32,880.00 SH SOLE 32,880.00 MELLANOX TECHNOLOGIES LTD CS M51363113 145.40 10,000.00 SH SOLE 10,000.00 MOMENTA PHARMACEUTICALS INC CS 60877T100 18,679.44 1,442,428.00 SH SOLE 1,442,428.00 ALTRIA GROUP INC CS 02209S103 154,428.81 1,758,670.00 SH SOLE 1,758,670.00 MELCO PBL ENTERTAINMENT-ADR CS 585464100 805.50 50,000.00 SH SOLE 50,000.00 Mueller Water Product Inc - B CS 624758207 740.47 55,300.00 SH SOLE 55,300.00 MYL 1.25% 3/15/2012 CB 628530AG2 2,677.03 2,500,000.00 PRN SOLE 2,500,000.00 NAVISTAR INTERNATIONAL CS 63934E108 40,479.60 884,800.00 SH SOLE 884,800.00 NATIONAL CINEMEDIA INC CS 635309107 673.50 25,000.00 SH SOLE 25,000.00 NCR Corporation CS 62886E108 14,331.00 300,000.00 SH SOLE 300,000.00 NEXTWAVE WIRELESS INC CS 65337Y102 8,212.54 822,076.00 SH SOLE 822,076.00 NORFOLK SOUTHERN CORP CS 655844108 28,083.00 555,000.00 SH SOLE 555,000.00 NYSE EURONEXT CS 629491101 9,617.53 102,587.00 SH SOLE 102,587.00 Omnicare Inc 3.25% 12/15/35 CB 681904AL2 4,372.30 5,000,000.00 PRN SOLE 5,000,000.00 OIH 4/07 - 120 P OP 6780029p3 5,100.20 350.00 PUT SOLE 350.00 ONE LIBERTY PROPERTIES INC CS 682406103 13,971.13 612,500.00 SH SOLE 612,500.00 GRUPO AEROPORTUARIO DEL-ADR CS 400501102 406.50 15,000.00 SH SOLE 15,000.00 ONYX PHARMACEUTICALS CS 683399109 35,565.44 1,431,781.00 SH SOLE 1,431,781.00 OPNEXT INC CS 68375V105 237.12 16,000.00 SH SOLE 16,000.00 PFIZER CORP CS 717081103 45,349.81 1,795,321.00 SH SOLE 1,795,321.00 CLAYMONT STEEL HOLDINGS INC CS 18382P104 201.80 10,000.00 SH SOLE 10,000.00 Portland General Electric CS 736508847 895.65 30,673.00 SH SOLE 30,673.00 QUALCOMM INC CS 747525103 59,466.52 1,395,600.00 SH SOLE 1,395,600.00 QWEST COMMUNICATIONS CS 749121109 6,980.81 776,508.00 SH SOLE 776,508.00 REGENERON PHARMACEUTICALS CS 75886F107 40,935.59 1,895,166.00 SH SOLE 1,895,166.00 RETAIL VENTURES INC CS 76128Y102 32,320.17 1,535,400.00 SH SOLE 1,535,400.00 RYI 3.5% 11/1/2024 REG CB 78375PAD9 9,470.10 5,000,000.00 PRN SOLE 5,000,000.00 SCHLUMBERGER 1.50% 6/1/23 CB 806857AC2 74,620.47 39,005,000.00 PRN SOLE 39,005,000.00 SOLARFUN POWER HOLDINGS CS 83415U108 313.50 25,000.00 SH SOLE 25,000.00 SPIRIT AEROSYSTEMS CL A CS 848574109 637.00 20,000.00 SH SOLE 20,000.00 SPY CS 78462f103 25,133.72 176,998.00 SH SOLE 176,998.00 SUN-TIMES MEDIA GROUP - CL A CS 86688q100 10,597.52 2,136,596.00 SH SOLE 2,136,596.00 SPX O6/07 -1375P OP 12488Y9R4 70,645.00 4,975.00 PUT SOLE 4,975.00 SPX 06/07 - 1450 C OC 12486Q9F9 1,746.60 123.00 CALL SOLE 123.00 SPX 6/07-1475 C OC SXZ+FO 4,032.80 284.00 CALL SOLE 284.00 TEMPLE- INLAND INC CS 879868107 111,295.62 1,863,000.00 SH SOLE 1,863,000.00 TRUBION PHARMACEUTICALS INC CS 89778N102 28,278.99 1,447,236.00 SH SOLE 1,447,236.00 TRINA SOLAR LTD-SPON ADR CS 89628E104 2,204.00 50,000.00 SH SOLE 50,000.00 TIME WARNER CABLE INC CS 88732J108 161,980.35 5,031,229.00 SH SOLE 5,031,229.00 Tyco International LTD CS 902124106 4,732.50 150,000.00 SH SOLE 150,000.00 UNITED AIRLINES CS 902549807 11,786.33 308,947.00 SH SOLE 308,947.00 DOMTAR CS 257559104 19,746.94 2,121,046.00 SH SOLE 2,121,046.00 VIRGIN MEDIA INC CS 92769L101 45,592.86 1,808,523.00 SH SOLE 1,808,523.00 VANDA PHARMACEUTICALS INC CS 921659108 47,176.75 1,947,039.00 SH SOLE 1,947,039.00 VNO 3.875% 4/15/2025 CB 929043AC1 13,811.00 10,000,000.00 PRN SOLE 10,000,000.00 YHOO 1/09 - 40 C OC VTH+AH 7,822.50 2,500.00 CALL SOLE 2,500.00 NEXTWAVE WIRELESS INC CS 65337Y102 15,334.65 1,535,000.00 SH SOLE 1,535,000.00 WABASH NATIONAL CS 929566107 320.81 20,805.00 SH SOLE 20,805.00 WRE 3.875% 09/15/26 CB 939653AK7 4,946.00 5,000,000.00 PRN SOLE 5,000,000.00 WELLSFORD REAL PROPERTIES CS 950240200 6,638.82 847,870.00 SH SOLE 847,870.00 WEYERHAEUSER CO CS 962166104 92,475.95 1,237,302.00 SH SOLE 1,237,302.00 XOM 04/07 - 60 P OP 30231G8PL 22,635.00 3,000.00 PUT SOLE 3,000.00 XTENT INC CS 984141101 16,465.75 1,415,800.00 SH SOLE 1,415,800.00 2,840,684.87