-----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, Wrv0N84Hv9hlC2uzoUOkSwrAJTCdX9m4bKCNCO3XX+C8AE4Lf2SJ4bH55fdqeEDi DNis83SKM/VCaiH9p+wS0w== 0000937617-09-000051.txt : 20090813 0000937617-09-000051.hdr.sgml : 20090813 20090813163127 ACCESSION NUMBER: 0000937617-09-000051 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090630 FILED AS OF DATE: 20090813 DATE AS OF CHANGE: 20090813 EFFECTIVENESS DATE: 20090813 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: 091010870 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 mh06-09public13f.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, 2009 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, 2009 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: 67 Form 13F Information Table Value Total: 701,701 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 LUCENT TECH. 2.75% 6/23 CB 549463AG2 14,175 15,000,000 PRN SOLE 15,000,000 AMGN 0.375% 2/1/13 CB 031162AQ3 13,556 15,000,000 PRN SOLE 15,000,000 AMGEN INC 0.125% 2/11 CB 031162AN0 23,750 25,000,000 PRN SOLE 25,000,000 Alternative Asset Management CS 02149U101 4,034 412,900 SH SOLE 412,900 Bank of America Corp CS 060505104 20,909 1,584,030 SH SOLE 1,584,030 BRANDYWINE OPER PRTNRSHIP 3.875% 10/26 CB 105340AH6 10,710 12,000,000 PRN SOLE 12,000,000 BROCADE COMMUNICATIONS SYSTEMS CS 111621306 4,387 561,700 SH SOLE 561,700 Boston PPTYS LTD PRTNR 2.875% 2/37 CB 10112RAK0 37,294 42,500,000 PRN SOLE 42,500,000 BEAZER HOMES 4.625% 6/15/24 CB 07556QAL9 3,150 5,000,000 PRN SOLE 5,000,000 CONTINENTAL AIRLINES CL B CS 210795308 1,437 162,151 SH SOLE 162,151 CENTURY ALUMINUM 1.75% 8/1/24 CB 156431AE8 6,758 9,350,000 PRN SOLE 9,350,000 Brink's Home Security Holdings CS 109699108 7,579 267,721 SH SOLE 267,721 COVANTA HOLDING CORP CS 22282E102 3,505 206,633 SH SOLE 206,633 CATERPILLAR INC OP 149123101 3,304 100,000 PUT SOLE 100,000 Delta Airlines CS 247361702 692 119,461 SH SOLE 119,461 DATA DOMAIN INC CS 23767P109 1,000 30,000 SH SOLE 30,000 DEUTSHE TELEKOM CS 251566105 11,392 965,398 SH SOLE 965,398 DIRECTV GROUP INC CS 25459L106 4,942 200,000 SH SOLE 200,000 DEVON ENERGY CORP OC 25179M103 5,995 110,000 CALL SOLE 110,000 E M C CORP MASS 1.75% 12/11 CB 268648AK8 10,395 10,000,000 PRN SOLE 10,000,000 Foundation Coal Holdings Inc CS 35039W100 7,353 261,595 SH SOLE 261,595 SAPPHIRE INDUSTRIALS CORP CS 80306T109 5,764 590,000 SH SOLE 590,000 GLOBAL CONSUMER ACQUISITION CS 378983100 1,992 206,200 SH SOLE 206,200 SPDR GOLD TRUST CS 78463V107 5,471 60,000 SH SOLE 60,000 SPDR GOLD TRUST OC 78463V107 3,282 36,000 CALL SOLE 36,000 GAMESTOP CORP-CLASS A CS 36467W109 2,676 121,600 SH SOLE 121,600 GENWORTH FINANCIAL INC EQUITY CS 37247D106 2,097 300,000 SH SOLE 300,000 Hess Corp CS 42809H107 1,504 27,980 SH SOLE 27,980 ISHARES TR CS 464288513 3,188 40,000 SH SOLE 40,000 JOHNSON CTLS INC 6.5% 9/30/12 CB 478366AS6 20,206 10,000,000 PRN SOLE 10,000,000 SPDR KBW BANK ETF CS 78464A797 903 50,000 SH SOLE 50,000 LIBERTY ACQUISTION HOLDINGS CS 53015Y107 3,941 435,000 SH SOLE 435,000 LIBERTY MEDIA CORP CS 53071M500 2,033 76,200 SH SOLE 76,200 LORILLARD INC CS 544147101 2,372 35,000 SH SOLE 35,000 LOUISIANA-PACIFIC CORP CS 546347105 2,999 876,936 SH SOLE 876,936 LEVEL 3 5.25% CVT 12/15/11 CB 52729NBF6 4,352 5,365,000 PRN SOLE 5,365,000 MEDTRONIC INC 1.5% 4/11 CB 585055AL0 3,875 4,000,000 PRN SOLE 4,000,000 MEDTRONIC INC 1.625% 4/13 CB 585055AM8 4,606 5,000,000 PRN SOLE 5,000,000 MEAD JOHNSON NUTRITION CO A CS 582839106 318 10,000 SH SOLE 10,000 MOTOROLA INC CS 620076109 6,661 1,004,625 SH SOLE 1,004,625 MOTOROLA INC OC 6200769j0 5,304 8,000 CALL SOLE 8,000 ARCELORMITTAL SA LUXEMBOURG 5% 5/015/14 CB 03938LAK0 13,144 10,500,000 PRN SOLE 10,500,000 MYLAN PFD 6.5% 11/15/10 PS 628530206 50,821 58,827 SH SOLE 58,827 NAVISTAR INTERNATIONAL CORP CS 63934E108 3,727 85,492 SH SOLE 85,492 NAVISTAR INTERNATIONAL CORP OC 63934E108 8,829 202,500 CALL SOLE 202,500 Nuance Communications Inc CS 67020Y100 3,198 264,490 SH SOLE 264,490 Nexen Inc CS 65334H102 4,001 184,783 SH SOLE 184,783 OIL SVC HOLDRS TR DEPOSTRY RCPT CS 678002106 4,884 50,000 SH SOLE 50,000 OSHKOSH CORP OC 688239201 6,150 423,000 CALL SOLE 423,000 PETRO-CANADA CS 71644E102 139,726 3,636,794 SH SOLE 3,636,794 QWEST COMMUNICATIONS CS 749121109 3,223 776,508 SH SOLE 776,508 TRANSOCEAN INC 1.625% 12/37 CB 893830AU3 9,575 10,000,000 PRN SOLE 10,000,000 TRANSOCEAN INC 1.5% 12/37 CB 893830AV1 82,808 90,500,000 PRN SOLE 90,500,000 TRANSOCEAN INC 1.5% 12/37 CB 893830aw9 8,875 10,000,000 PRN SOLE 10,000,000 Triplecrown Acquisition Corp CS 89677G109 7,106 740,200 SH SOLE 740,200 TERADATA CORP CS 88076W103 2,109 90,000 SH SOLE 90,000 HICKS ACQUISITION CO CS 429086309 2,877 300,000 SH SOLE 300,000 TAKE-TWO INTERACTIVE SOFTWARE CS 874054109 447 47,200 SH SOLE 47,200 TRIAN ACQUISITION CORP CS 89582E108 3,570 373,000 SH SOLE 373,000 UNITED DOM RLTY 3.625% 9/11 CB 910197AM4 10,770 12,000,000 PRN SOLE 12,000,000 UNITED REFINING ENERGY CORP CS 911360105 4,099 419,600 SH SOLE 419,600 VULCAN MATERIALS CO CS 929160109 3,047 70,700 SH SOLE 70,700 WABASH NATIONAL CS 929566107 15 20,805 SH SOLE 20,805 WATSON PHARMACEUTICALS INC 1.75% 3/23 CB 942683AC7 20,466 20,778,000 PRN SOLE 20,778,000 REIS INC CS 75936P105 3,307 847,870 SH SOLE 847,870 US STEEL CORP 4% 5/15/14 CB 912909AE8 13,099 10,000,000 PRN SOLE 10,000,000 Ishares MSCI EMERGING MKTS OC 464287234 11,967 371,300 CALL SOLE 371,300 701,701
-----END PRIVACY-ENHANCED MESSAGE-----