13F-HR 1 mh6-07public13f.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: June 30, 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 AUGUST 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: 136 Form 13F Information Table Value Total: 2,841,463,900 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 AECOM TECHNOLOGY CORP CS 00766T100 1,240.50 50,000.00 SH SOLE 50,000.00 ACORDA THERAPEUTICS INC CS 00484M106 35,464.65 2,078,819.00 SH SOLE 2,078,819.00 ASSOCIATED ESTATES REALTY CP CS 045604105 9,762.46 626,200.00 SH SOLE 626,200.00 Affymax Inc CS 00826A109 20,528.67 761,449.00 SH SOLE 761,449.00 ARMOR HOLDINGS INC CS 042260109 185,345.83 2,133,600.00 SH SOLE 2,133,600.00 Animal Health International CS 03525N109 144.90 10,000.00 SH SOLE 10,000.00 ALEXION PHARMACEUTICALS INC CS 015351109 72,848.91 1,616,709.00 SH SOLE 1,616,709.00 AMERIPRISE FINANCIAL INC CS 03076C106 25,428.00 400,000.00 SH SOLE 400,000.00 AMERICAN STANDARD CS 029712106 20,171.16 342,000.00 SH SOLE 342,000.00 AUXILIUM PHARMACEUTICALS INC CS 05334D107 53,272.05 3,342,036.00 SH SOLE 3,342,036.00 Avigen CS 53690103 16,200.24 2,651,430.00 SH SOLE 2,651,430.00 BIGBAND NETWORKS INC CS 089750509 261.20 20,000.00 SH SOLE 20,000.00 BRINKS CS 109696104 5,380.16 86,931.00 SH SOLE 86,931.00 BioDelivery Sciences Intl Inc CS 09060J106 4,668.76 1,070,816.00 SH SOLE 1,070,816.00 BIOMET CS 090613100 3,548.83 77,740.00 SH SOLE 77,740.00 BURLINGTON NORTHERN SANTA FE CS 12189T104 16,221.21 190,524.00 SH SOLE 190,524.00 BLACKSTONE GROUP LP CS 09253U108 2,927.00 100,000.00 SH SOLE 100,000.00 Cadence Pharmaceuticals Inc CS 12738T100 21,104.99 1,739,900.00 SH SOLE 1,739,900.00 CONTINENTAL AIRLINES CL B CS 210795308 5,492.05 162,151.00 SH SOLE 162,151.00 CAVIUM NETWORKS INC CS 14965A101 226.20 10,000.00 SH SOLE 10,000.00 CBRL Group Inc CS 12489V106 13,265.36 312,273.00 SH SOLE 312,273.00 CARNIVAL CORP 0.0% 10/24/21 CB 143658AS1 5,897.88 7,250,000.00 PRN SOLE 7,250,000.00 COEUR DALENE MINES CORP CS 192108108000 101.24 28,200.00 SH SOLE 28,200.00 CEPH 2% 06/01/2015 CB 156708AP4 22,900.00 12,500,000.00 PRN SOLE 12,500,000.00 Chelsea Therapeutics Internat CS 163428105 14,417.59 2,161,716.00 SH SOLE 2,161,716.00 CHARTER COMMUNICATIONS CS 16117M107 15,004.77 3,723,267.00 SH SOLE 3,723,267.00 CIENA CORP 0.875% 6/15/17 CB 171779AE1 8,037.00 7,500,000.00 PRN SOLE 7,500,000.00 COLONIAL PROPERTIES TRUST CS 195872106 11,459.04 314,377.00 SH SOLE 314,377.00 CLEARWIRE CORP-CLASS A CS 185385309 1,827.75 75,000.00 SH SOLE 75,000.00 COMCAST CLASS A REG CS 20030N101 232.25 8,268.00 SH SOLE 8,268.00 COHERENT INC CS 192479103 10,205.56 334,499.00 SH SOLE 334,499.00 CAPELLA EDUCATION CO CS 139594105 345.00 7,500.00 SH SOLE 7,500.00 COMMVAULT SYSTEMS INC CS 204166102 431.75 25,000.00 SH SOLE 25,000.00 DOMINION RESOURCES INC/VA CS 25746U109 13,942.34 161,538.00 SH SOLE 161,538.00 Delta Airlines CS 247361702 13,474.80 684,000.00 SH SOLE 684,000.00 DRESS BARN 2.50% 12/15/2024 REG CB 261570AB1 10,335.00 5,000,000.00 PRN SOLE 5,000,000.00 DAIMLERCHRYSLER AG-REG CS D1668R123 21,553.08 234,400.00 SH SOLE 234,400.00 SUPERIOR OFFSHORE INTERNATIO CS 86825Q104 455.00 25,000.00 SH SOLE 25,000.00 DOUGLAS EMMETT INC CS 25960P109 865.90 35,000.00 SH SOLE 35,000.00 GENENTECH CS 368710406 11,379.26 150,400.00 SH SOLE 150,400.00 DENDREON CORP CS 24823Q107 547.36 77,750.00 SH SOLE 77,750.00 DARDEN RESTAURANTS INC CS 237194105 30,133.15 685,000.00 SH SOLE 685,000.00 DEUTSHE TELEKOM CS 251566105 17,772.98 965,398.00 SH SOLE 965,398.00 EMC 1.75% 12/01/11 CB 268648AJ1 25,256.60 20,000,000.00 PRN SOLE 20,000,000.00 EXLSERVICE HOLDINGS INC CS 302081104 374.60 20,000.00 SH SOLE 20,000.00 FORD CAP TRST II 6.5% 1/15/32 PS 345395206 31,810.16 826,238.00 SH SOLE 826,238.00 FCX M 6.75% Pfd PS 35671D782 12,357.07 96,164.00 SH SOLE 96,164.00 FHN 08/07 - 40 C OC 3205179H0 1,251.90 321.00 CALL SOLE 321.00 FHN 08/07 - 45 C OC 3205179H0 1,251.90 321.00 CALL SOLE 321.00 Fortress Investment Grp-CL A CS 34958B106 4,764.00 200,000.00 SH SOLE 200,000.00 First Solar Inc CS 336433107 2,229.75 25,000.00 SH SOLE 25,000.00 GM 5.25% 3/06/2032 SERIES B PS 370442733 58,911.70 2,665,688.00 SH SOLE 2,665,688.00 GENERAL MOTORS CORP CS 370442105 76,436.02 2,022,117.00 SH SOLE 2,022,117.00 GM 6.25% 7/15/33 PREF CNVPFD 370442717 112,536.94 4,490,700.00 SH SOLE 4,490,700.00 HAL 3.125% 07/15/23 REG CB 406216AM3 64,662.50 35,000,000.00 PRN SOLE 35,000,000.00 Hasbro 2.75% 12/01/21 CB 418056AN7 22,123.60 15,200,000.00 PRN SOLE 15,200,000.00 HCC 2% 09/01/ CB 404132AC6 30,828.87 19,654,000.00 PRN SOLE 19,654,000.00 Hess Corp CS 42809H107 20,836.46 353,400.00 SH SOLE 353,400.00 HFF Inc - Class A CS 40418F108 387.75 25,000.00 SH SOLE 25,000.00 ICICI BANK LTD CS IBN.US 245.75 5,000.00 SH SOLE 5,000.00 INDEVUS PHARMACEUTICALS CS 454072109 14,342.20 2,131,085.00 SH SOLE 2,131,085.00 INFINERA CORP CS 45667G103 279.68 11,300.00 SH SOLE 11,300.00 IPSCO CS 462622101 116,284.27 731,900.00 SH SOLE 731,900.00 JA SOLAR HOLDINGS CO LTD-ADS CS 466090107 337.00 10,000.00 SH SOLE 10,000.00 KRAFT FOODS CS 50075N104 247.03 7,008.00 SH SOLE 7,008.00 Kindred Healthcare Inc CS 494580103 46,368.77 1,509,400.00 SH SOLE 1,509,400.00 NRMX 8/07 - 10 P OP 6410019TB 1,266.83 1,905.00 PUT SOLE 1,905.00 NRMX 8/07 - 15 P OP 6410019TC 665.00 1,000.00 PUT SOLE 1,000.00 NRMX 8/07 - 12.5 P OP 6410019TV 691.60 1,040.00 PUT SOLE 1,040.00 LODGIAN INC CS 54021P403 11,870.69 789,800.00 SH SOLE 789,800.00 Level 3 Communications Inc CS 52729N100 17,806.74 3,049,100.00 SH SOLE 3,049,100.00 LYONDELL CHEMICAL CO CS 552078107 39,844.61 1,073,400.00 SH SOLE 1,073,400.00 MERRILL LYNCH VAR 3/13/2032 CB 590188W46 59,660.08 48,595,000.00 PRN SOLE 48,595,000.00 MERRILL LYNCH & CO INC CS 590188108 18,738.64 224,200.00 SH SOLE 224,200.00 MIRANT CORP CS 60467R100 66,466.31 1,558,413.00 SH SOLE 1,558,413.00 MIRANT CORP WARRANTS WT 60467R126 799.64 32,880.00 SH SOLE 32,880.00 MELLANOX TECHNOLOGIES LTD CS M51363113 207.00 10,000.00 SH SOLE 10,000.00 MOMENTA PHARMACEUTICALS INC CS 60877T100 20,120.00 2,000,000.00 SH SOLE 2,000,000.00 ALTRIA GROUP INC CS 02209S103 37,901.55 540,370.00 SH SOLE 540,370.00 MELCO PBL ENTERTAINMENT-ADR CS 585464100 627.50 50,000.00 SH SOLE 50,000.00 MAGUIRE PROPERTIES INC CS 559775101 7,556.03 220,100.00 SH SOLE 220,100.00 Micron Tech 1.875% 6/1/14 144A CB 595112AH6 13,235.00 12,500,000.00 PRN SOLE 12,500,000.00 Mueller Water Product Inc - B CS 624758207 1,728.00 115,200.00 SH SOLE 115,200.00 NATIONAL CINEMEDIA INC CS 635309107 700.00 25,000.00 SH SOLE 25,000.00 NCR Corporation CS 62886E108 25,812.90 491,300.00 SH SOLE 491,300.00 NEXTWAVE WIRELESS INC CS 65337Y102 6,864.33 822,076.00 SH SOLE 822,076.00 NALCO HOLDING CO CS 62985Q101 15,921.00 580,000.00 SH SOLE 580,000.00 NORFOLK SOUTHERN CORP CS 655844108 76,732.49 1,459,625.00 SH SOLE 1,459,625.00 ONE LIBERTY PROPERTIES INC CS 682406103 4,538.34 199,400.00 SH SOLE 199,400.00 GRUPO AEROPORTUARIO DEL-ADR CS 400501102 411.75 15,000.00 SH SOLE 15,000.00 OPNEXT INC CS 68375V105 211.84 16,000.00 SH SOLE 16,000.00 METROPCS CS 591708102 650.89 19,700.00 SH SOLE 19,700.00 PRIDE INTERNATIONAL INC CS 74153Q102 12,552.85 335,100.00 SH SOLE 335,100.00 PFIZER CORP CS 717081103 45,906.36 1,795,321.00 SH SOLE 1,795,321.00 CLAYMONT STEEL HOLDINGS INC CS 18382P104 213.80 10,000.00 SH SOLE 10,000.00 QUALCOMM INC CS 747525103 44,026.26 1,015,600.00 SH SOLE 1,015,600.00 QWEST COMMUNICATIONS CS 749121109 7,532.13 776,508.00 SH SOLE 776,508.00 RINKER GROUP CS 76687M101 16,620.48 208,800.00 SH SOLE 208,800.00 REPUBLIC PROPERTY TRUST CS 760737106 12,425.18 1,014,300.00 SH SOLE 1,014,300.00 RTI INTERNATIONAL METALS CS 74973W107 12,850.59 170,500.00 SH SOLE 170,500.00 RETAIL VENTURES INC CS 76128Y102 16,515.51 1,023,900.00 SH SOLE 1,023,900.00 RYI 3.5% 11/1/2024 REG CB 78375PAD9 9,017.50 5,000,000.00 PRN SOLE 5,000,000.00 SYCAMORE NETWORKS INC CS 871206108 12,160.50 3,025,000.00 SH SOLE 3,025,000.00 SPIRIT FINANCE CORP CS 848568309 15,507.59 1,065,082.00 SH SOLE 1,065,082.00 SKILLED HEALTHCARE GROUP - A CS 83066R107 387.75 25,000.00 SH SOLE 25,000.00 SOLARFUN POWER HOLDINGS CS 83415U108 253.25 25,000.00 SH SOLE 25,000.00 SPIRIT AEROSYSTEMS CL A CS 848574109 721.00 20,000.00 SH SOLE 20,000.00 SUN-TIMES MEDIA GROUP - CL A CS 86688Q100 20,641.29 3,931,675.00 SH SOLE 3,931,675.00 SPX 7/07 - 1530 P OP 12488U9S0 3,008.60 200.00 PUT SOLE 200.00 SPX 07/07 - 1500 P OP 12488u9s0 64,684.90 4,300.00 PUT SOLE 4,300.00 SPX 9/07 - 1525 P OP 12488U9U5 9,777.95 650.00 PUT SOLE 650.00 SPX 9/07 - 1535 P OP 12488u9u5 18,051.60 1,200.00 PUT SOLE 1,200.00 SPX 12/07 - 1450 P OP 12486q9x0 18,051.60 1,200.00 PUT SOLE 1,200.00 TEMPLE- INLAND INC CS 879868107 108,440.47 1,762,400.00 SH SOLE 1,762,400.00 TRUBION PHARMACEUTICALS INC CS 89778N102 33,112.13 1,586,590.00 SH SOLE 1,586,590.00 TRIAD HOSPITALS INC CS 89579K109 134,916.10 2,509,600.00 SH SOLE 2,509,600.00 TECH TARGET CS 87874R100 192.75 15,000.00 SH SOLE 15,000.00 TOMOTHERAPY INC CS 890088107 218.90 10,000.00 SH SOLE 10,000.00 TIME WARNER CABLE INC CS 88732J108 179,027.81 4,575,206.00 SH SOLE 4,575,206.00 TYCO INTERNATIONAL LTD - W/I CS TYC.W 13,785.02 256,800.00 SH SOLE 256,800.00 DNDN 8/07 - 10 P OP 2480009TB 5,695.36 8,090.00 PUT SOLE 8,090.00 VANDA PHARMACEUTICALS INC CS 921659108 40,113.96 1,984,857.00 SH SOLE 1,984,857.00 VNO 2.85% 3/15/2027 CB 929042AC3 9,271.00 10,000,000.00 PRN SOLE 10,000,000.00 VNO 3.875% 4/15/2025 CB 929043AC1 12,850.00 10,000,000.00 PRN SOLE 10,000,000.00 Wal-Mart 6/09 - 60 C OC VWT+AL 10,824.75 2,250.00 CALL SOLE 2,250.00 YHOO 1/09 - 40 C OC VYH+AH 14,927.00 5,500.00 CALL SOLE 5,500.00 NEXTWAVE WIRELESS INC CS 65337Y102 23,178.43 2,775,860.00 SH SOLE 2,775,860.00 GM 01/08 - 50 C OC 9EQ1SL1M6 10,066.14 2,663.00 CALL SOLE 2,663.00 GM 01/08 - 50 C OC 9EQ1SL1M6 10,062.36 2,662.00 CALL SOLE 2,662.00 GM 1/08 55 C OC 9EQ1SL1O2 1,890.00 500.00 CALL SOLE 500.00 GM 1/08 - 55 C OC 9EQ1SL1O2 1,890.00 500.00 CALL SOLE 500.00 WABASH NATIONAL CS 929566107 304.38 20,805.00 SH SOLE 20,805.00 WRE 3.875% 09/15/26 CB 939653AK7 4,745.00 5,000,000.00 PRN SOLE 5,000,000.00 REIS INC CS 75936P105 7,698.66 847,870.00 SH SOLE 847,870.00 WEYERHAEUSER CO CS 962166104 57,411.87 727,377.00 SH SOLE 727,377.00 XTENT INC CS 984141101 19,960.00 2,000,000.00 SH SOLE 2,000,000.00 2,841,463.90