13F-HR 1 mh06-08public13f.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, 2008 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, 2008 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: 145 Form 13F Information Table Value Total: 3,200,724 (X 1,000) 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 PRN Amount PRN CALL Dscretn Mgrs Sole Shared None AIRTRAIN HOLDINGS INC CS 00949P108 316 155,000 SH SOLE 155,000 APPLIED BIOSYSTEMS GROUP CS 038149100 6,696 200,000 SH SOLE 200,000 AMERICAN CAPITAL STRATEGIES CS 024937104 638 26,850 SH SOLE 26,850 ACORDA THERAPEUTICS INC CS 00484M106 30,710 936,005 SH SOLE 936,005 ADC TELECOMMUNICATIONS 3.5%15 CB 000886AE1 4,005 4,000,000 PRN SOLE 4,000,000 ADC TELECOMMUNICATIONS 3.5%17 CB 000886AF8 12,014 12,000,000 PRN SOLE 12,000,000 AES CORP CS 00130H105 11,526 600,000 SH SOLE 600,000 Affymax Inc CS 00826A109 9,726 605,976 SH SOLE 605,976 AG 1.25% 12/36 CB 001084AM4 10,910 7,500,000 PRN SOLE 7,500,000 AIG 8.5% Pfd PS 026874115 32,838 550,000 SH SOLE 550,000 AK STEEL HOLDING CORP CS 001547108 6,935 100,500 SH SOLE 100,500 AMGN .125% CB 031162AN0 22,674 25,000,000 PRN SOLE 25,000,000 AMR Corp CS 001765106 666 130,000 SH SOLE 130,000 ABERCROMBIE & FITCH CO CL A CS 002896207 9,402 150,000 SH SOLE 150,000 AMERISTAR CASINOS INC CS 03070Q101 7,330 531,532 SH SOLE 531,532 ATHENAHEALTH INC CS 04685W103 307 10,000 SH SOLE 10,000 ATLAS ENERGY RESOURCES LLC CS 049303100 12,011 314,834 SH SOLE 314,834 AUXILIUM PHARMACEUTICALS INC CS 05334D107 75,750 2,253,134 SH SOLE 2,253,134 Avigen CS 53690103 7,159 2,529,705 SH SOLE 2,529,705 BAC 08/08 - 50 P OP 9EDA2G6H5 5,013 2,100 PUT SOLE 2,100 BUNGE LTD CS G16962105 26,923 250,000 SH SOLE 250,000 BGC 0.875% 11/15/2013 CB 369300AD0 30,578 22,600,000 PRN SOLE 22,600,000 General Cable Corp CS 369300108 18,170 298,600 SH SOLE 298,600 Boston Prop 2.875% 2/15/37 CB 10112RAK0 18,458 20,000,000 PRN SOLE 20,000,000 Cadence Pharmaceuticals Inc CS 12738T100 17,071 2,798,547 SH SOLE 2,798,547 Continental Airlines Class B CS 210795308 2,347 232,151 SH SOLE 232,151 CAM 2.5% 06/15/2026 CB 13342BAB1 8,440 5,000,000 PRN SOLE 5,000,000 CARNIVAL CORP 0.0% 10/24/21 CB 143658AS1 4,672 7,250,000 PRN SOLE 7,250,000 Clear Channel Communications CS 184502102 539,484 15,326,241 SH SOLE 15,326,241 CEPH 2% 06/01/2015 CB 156708AP4 40,629 26,500,000 PRN SOLE 26,500,000 CEPHALON B 0% 6/15/33 CB 156708AL3 12,381 10,000,000 PRN SOLE 10,000,000 COUNTRYWIDE FINANCIAL CS 222372104 42,739 10,056,250 SH SOLE 10,056,250 CHK 2.75% 11/35 CB 165167BW6 26,967 15,000,000 PRN SOLE 15,000,000 Chelsea Therapeutics Internat CS 163428105 13,716 2,810,716 SH SOLE 2,810,716 CHARTER COMMUNICATIONS CS 16117M107 4,037 3,808,267 SH SOLE 3,808,267 CNINSURE INC-ADR CS 18976M103 219 15,000 SH SOLE 15,000 VALE CAPITAL LTD 5.5% PS 91912C208 21,986 325,000 SH SOLE 325,000 COMPELLENT TECHNOLOGIES INC CS 20452A108 142 12,500 SH SOLE 12,500 CHARLES RIVER 2.25% 6/15/13 CB 159864AB3 26,273 18,500,000 PRN SOLE 18,500,000 CITRIX SYSTEMS INC CS 177376100 11,810 402,521 SH SOLE 402,521 Dominion 2.125% 12/23 REG CB 25746UAT6 2,264 1,750,000 PRN SOLE 1,750,000 Delta Airlines CS 247361702 3,121 547,506 SH SOLE 547,505 DANA CORP HOLDING CS 235825205 1,723 322,114 SH SOLE 322,114 DICE HOLDINGS INC CS 253017107 103 12,500 SH SOLE 12,500 ACAS 08/08 - 35 P OP 9EDA2B9I1 1,189 500 PUT SOLE 500 DST SYSTEMS - A 4.125% 144A CB 233326AB3 28,682 23,000,000 PRN SOLE 23,000,000 DEUTSHE TELEKOM CS 251566105 15,804 965,398 SH SOLE 965,398 DYNEGY INC-CL A CS 26817G102 19,665 2,300,000 SH SOLE 2,300,000 EDS 3.875% 07/15/2023 CB 285661AF1 2,494 2,500,000 PRN SOLE 2,500,000 ENERGY INFRASTRUCTURE CS 29269P109 882 89,041 SH SOLE 89,041 ELITE PHARMACEUT INC (NEW) CLA CS 28659T200 153 289,243 SH SOLE 289,243 ELAN CORP CS 284131208 160,313 4,509,500 SH SOLE 4,509,500 EMC 1.75% 12/01/11 CB 268648AK8 11,434 10,000,000 PRN SOLE 10,000,000 EMC CORP/MASS CS 268648102 13,368 910,037 SH SOLE 910,037 EL PASO CORP CS 28336L109 13,468 619,500 SH SOLE 619,500 EPR 5.75% Pfd Series C PS 29380T402 1,457 67,850 SH SOLE 67,850 FREEPORT-MCMORAN COPPER CS 35671D857 11,719 100,000 SH SOLE 100,000 FCX M 6.75% Pfd PS 35671D782 92,933 552,780 SH SOLE 552,780 BABCOCK & BROWN AIR CS 05614P101 225 22,500 SH SOLE 22,500 GIANT INTERACTIVE GROUP-ADR CS 374511103 242 20,000 SH SOLE 20,000 SPDR GOLD TRUST CS 78463V107 2,285 25,000 SH SOLE 25,000 GENESIS LEASE LTD-ADS CS 37183T107 14,462 1,400,000 SH SOLE 1,400,000 GM 6.25% 7/15/33 PREF CNVPFD 370442717 64,959 4,891,500 SH SOLE 4,891,500 HAIN CELESTIAL GROUP INC CS 405217100 2,008 85,518.00 SH SOLE 85,518 HAL 3.125% 07/15/23 REG CB 406216AM3 69,364 24,500,000 PRN SOLE 24,500,000 Hasbro 2.75% 12/01/21 CB 418056AN7 21,133 12,700,000 PRN SOLE 12,700,000 INCYTE CORP CS 45337C102 21,700 2,851,459 SH SOLE 2,851,459 INTREPID POTASH INC CS 46121Y102 1,316 20,000 SH SOLE 20,000 JASO 4.5% CNV CB 466090AA5 1,771 2,000,000 PRN SOLE 2,000,000 JA SOLAR ADR CS 466090107 277 16,400 SH SOLE 16,400 Kindred Healthcare Inc CS 494580103 27,182 945,138 SH SOLE 945,138 US AIRWAYS GROUP INC CS 90341W108 350 140,000 SH SOLE 140,000 LONGS DRUG STORES CORP CS 543162101 5,895 140,000 SH SOLE 140,000 LONGTOP FINANCIAL TECHNO-ADR CS 54318P108 166 10,000 SH SOLE 10,000 LODGIAN INC CS 54021P403 10,236 1,307,228 SH SOLE 1,307,228 LM 7.0% Pfd PS 524901303 8,408 200,000 SH SOLE 200,000 LORILLARD INC CS 544147101 9,610 138,951 SH SOLE 138,951 LOUISIANA-PACIFIC CORP CS 546347105 6,639 782,000 SH SOLE 782,000 LULULEMON ATHLETICA INC CS 550021109 728 25,000 SH SOLE 25,000 Level 3 Communications Inc CS 52729N100 4,707 1,595,648 SH SOLE 1,595,648 MASIMO CORPORATION CS 574795100 101,449 2,953,404 SH SOLE 2,953,404 MDT 1.5% 04/15/11 REG CB 585055AL0 4,243 4,000,000 PRN SOLE 4,000,000 MEDTRONIC 1.625% B CB 585055AM8 5,335 5,000,000 PRN SOLE 5,000,000 MERRILL 0% 3/13/32 CB 590188W46 10,241 10,000,000 PRN SOLE 10,000,000 ALTRIA GROUP INC NEW CS 02209S103 12,154 591,136 SH SOLE 591,136 MYLAN 6.5% PFD 11/15/10 PS 628530206 21,728 24,704 SH SOLE 24,704 NATIONAL CITY CORP CS 635405103 2,385 500,000 SH SOLE 500,000 NATIONAL OILWELL VARCO INC CS 637071101 330 3,720 SH SOLE 3,720 NRG 5.75% 3/09 Pfd PS 629377870 4,147 11,353 SH SOLE 11,353 NRG ENERGY INC CS 629377508 11,592 270,200 SH SOLE 270,200 NAVTEQ CORP CS 63936L100 441,733 5,736,794 SH SOLE 5,736,794 Northwest Airlines CS 667280408 6,144 922,522 SH SOLE 922,522 NETEZZA CORP CS 64111N101 115 10,000 SH SOLE 10,000 GRUPO AEROPORTUARIO DEL-ADR CS 400501102 248 15,000 SH SOLE 15,000 METROPCS CS 591708102 349 19,700 SH SOLE 19,700 PFIZER CORP CS 717081103 31,364 1,795,321 SH SOLE 1,795,321 PHILIP MORRIS INTERNATIONAL CS 718172109 10,193 206,370 SH SOLE 206,370 PHARMERICA CORP CS 71714F104 17,200 761,398 SH SOLE 761,398 DELTEK INC CS 24784L105 380 50,000 SH SOLE 50,000 QUALCOMM INC CS 747525103 4,875 109,864 SH SOLE 109,864 QWEST COMMUNICATIONS CS 749121109 3,052 776,508 SH SOLE 776,508 RALCORP HOLDINGS INC CS 751028101 24,720 500,000 SH SOLE 500,000 RIG BOND 12/20/10 - SERIES A CB 893830AU3 11,286 10,000,000 PRN SOLE 10,000,000 RIG BOND 12/20/11 - SERIES B CB 893830AV1 45,164 40,000,000 PRN SOLE 40,000,000 RIG BOND 12/20/12 - SERIES C CB 893830aw9 22,771 20,000,000 PRN SOLE 20,000,000 RISKMETRICS GROUP INC CS 767735103 196 10,000.00 SH SOLE 10,000 SYCAMORE NETWORKS INC CS 871206108 12,211 3,792,204 SH SOLE 3,792,204 SANDRIDGE ENERGY INC CS 80007P307 3,229 50,000 SH SOLE 50,000 SCHERING-PLOUGH CORP CS 806605101 18,802 954,900 SH SOLE 954,900 SHAW GROUP INC CS 820280105 30,782 498,169 SH SOLE 498,169 SIRIUS SATELLITE RADIO INC CS 82966U103 4,691 2,443,222 SH SOLE 2,443,222 SEQUENOM INC CS 817337405 59,952 3,765,809 SH SOLE 3,765,809 SOUTHERN UNION CO CS 844030106 12,357 457,324 SH SOLE 457,324 SUN-TIMES MEDIA GROUP - CL A CS 86688Q100 2,380 4,858,073 SH SOLE 4,858,073 SPX 09/08 - 1325 P OP 9EQ1YC8F7 91,136 712 PUT SOLE 712 TERADATA CORP CS 88076W103 18,275 789,738 SH SOLE 789,738 THOMAS & BETTS CORP CS 884315102 15,144 400,100 SH SOLE 400,100 TRUBION PHARMACEUTICALS INC CS 89778N102 5,767 1,313,608 SH SOLE 1,313,608 TIME WARNER CS 887317105 20,720 1,400,000 SH SOLE 1,400,000 UNITED AIRLINES CS 902549807 418 80,000 SH SOLE 80,000 BMY 1/09 - 40 C OC VBM+AH 10,265 5,000 CALL SOLE 5,000 ELN 01/09 - 25 C OC 9edacded1 3,555 1,000 CALL SOLE 1,000 VIX 7/08 - 19 C OC 9EDAAA5W7 719 300 CALL SOLE 300 VIX Aug08 25 C OC 9EDA1F0O9 4,790 2,000 CALL SOLE 2,000 VIRGIN MOBILE USA INC-A CS 92769R108 138 50,000 SH SOLE 50,000 VMWARE INC - CLASS A CS 928563402 52,948 983,063 SH SOLE 983,063 VNO 2.85% 4/1/27 CB 929042AC3 1,321 1,500,000 PRN SOLE 1,500,000 VNO 3.875% 4/15/2025 CB 929043AC1 11,327 10,000,000 PRN SOLE 10,000,000 PHARMASSET INC CS 71715N106 12,366 654,624 SH SOLE 654,624 Wal-Mart 1/09 - 60 C OC VWT+AL 12,645 2,250 CALL SOLE 2,250 WASHINGTON MUTUAL 7.75% PFD CNVPFD 939322814 1,567 2,693 SH SOLE 2,693 NEXTWAVE WIRELESS INC CS 65337Y102 29,526 7,308,370 SH SOLE 7,308,370 WENDYS INTERNATIONAL INC CS 950590109 544 20,000 SH SOLE 20,000 WFC 7/08 - 35 P OP 9EDA0LA57 3,040 1,280 PUT SOLE 1,280 WFC 07/08 - 37.5 P OP 9EDA0FT43 1,069 450 PUT SOLE 450 WASHINGTON MUTUAL CS 939322103 939 190,508 SH SOLE 190,508 WRIGHT 2.625% 12/1/14 REG CB 98235TAA5 4,206 4,000,000 PRN SOLE 4,000,000 WABASH NATIONAL CS 929566107 157 20,805 SH SOLE 20,805 WRI 3.95% Registered CB 948741AF0 18,385 20,000,000 PRN SOLE 20,000,000 REIS INC CS 75936P105 4,621 847,870 SH SOLE 847,870 WYETH CS 983024100 47,973 1,000,268 SH SOLE 1,000,268 XM SATELLITE RADIO CS 983759101 35,552 4,552,057 SH SOLE 4,552,057 XTENT INC CS 984141101 4,699 1,879,500 SH SOLE 1,879,500 EEM 1/10 160 C OC 9EDAJ1G71 33,895 2,500 CALL SOLE 2,500 I-SHARES MSCI 1/10 180 - C OC 9EDAJ1GC0 27,116 2,000 CALL SOLE 2,000 3,200,724