-----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, Bz8aJGoEU8okDCNE4bZMZOebND8FcWDWVDSqENx9oy103G1wTu3p0Hx41IyrPUBf Y064gH4eOpZ6XZ+QFJ5Bdg== 0000937617-09-000053.txt : 20091112 0000937617-09-000053.hdr.sgml : 20091111 20091112094826 ACCESSION NUMBER: 0000937617-09-000053 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090930 FILED AS OF DATE: 20091112 DATE AS OF CHANGE: 20091112 EFFECTIVENESS DATE: 20091112 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: 091174727 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 mh09-09public13f.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: September 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 November 12, 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: 72 Form 13F Information Table Value Total: 1,377,721 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 ALCOA 5.25% 3/15/14 CB 013817AT8 17,907 8,150,000 PRN SOLE 8,150,000 BARRICK GOLD CORP CS 067901108 2,274 60,000 SH SOLE 60,000 American Eagle Outfitters Inc CS 02553E106 422 25,000 SH SOLE 25,000 ALLERGAN INC CS 018490102 1,726 30,400 SH SOLE 30,400 AK STEEL HOLDING CORP CS 001547108 1,776 90,000 SH SOLE 90,000 AMGEN INC 0.125% 2/11 CB 031162AN0 29,921 30,000,000 PRN SOLE 30,000,000 ANADARKO PETROLEUM CORP CS 032511107 1,882 30,000 SH SOLE 30,000 BHP-BILLITON PLC ADR CS 05545E209 1,449 26,300 SH SOLE 26,300 BRANDYWINE OPER PRTNRSHIP 3.875% 10/26 CB 105340AH6 8,641 9,000,000 PRN SOLE 9,000,000 Baker Hughes Inc CS 057224107 926 21,700 SH SOLE 21,700 BROCADE COMMUNICATIONS SYSTEMS OP 111621306 1,771 225,000 PUT SOLE 225,000 BROCADE COMMUNICATIONS SYSTEMS CS 111621306 3,083 391,700 SH SOLE 391,700 PEABODY ENERGY CORP CS 704549104 837 22,500 SH SOLE 22,500 Boston PPTYS LTD PRTNR 2.875% 2/37 CB 10112RAK0 37,128 38,500,000 PRN SOLE 38,500,000 CITIGROUP INC CS 172967101 130,454 26,953,375 SH SOLE 26,953,375 CONTINENTAL AIRLINES CL B CS 210795308 2,666 162,151 SH SOLE 162,151 Cameron International Corp CS 13342B105 5,881 155,500 SH SOLE 155,500 Brink's Home Security Holdings CS 109699108 7,082 230,021 SH SOLE 230,021 CITRIX SYSTEMS INC CS 177376100 302 7,700 SH SOLE 7,700 COVANTA HOLDING CORP CS 22282E102 3,513 206,633 SH SOLE 206,633 Corrections Corp of America CS 22025Y407 1,133 50,000 SH SOLE 50,000 DECKERS OUTDOOR CORP CS 243537107 1,303 15,353 SH SOLE 15,353 DEUTSHE TELEKOM CS 251566105 13,187 965,398 SH SOLE 965,398 DEVON ENERGY CORP OC 25179M103 10,099 150,000 CALL SOLE 150,000 ENERGY INFRASTRUCTURE CS 29269P109 7 89,041 SH SOLE 89,041 ELECTRONIC ARTS INC CS 285512109 666 35,000 SH SOLE 35,000 SAPPHIRE INDUSTRIALS CORP CS 80306T109 5,853 590,000 SH SOLE 590,000 MARKET VECTORS ETF TR GOLD MINER ETF CS 57060U100 1,585 35,000 SH SOLE 35,000 GLOBAL CONSUMER ACQUISITION CS 378983100 2,021 206,200 SH SOLE 206,200 GAMESTOP CORP-CLASS A CS 36467W109 4,426 167,200 SH SOLE 167,200 Hess Corp CS 42809H107 961 17,980 SH SOLE 17,9800 INTEL CORP CS 458140100 1,978 101,170 SH SOLE 101,170 LIBERTY ACQUISTION HOLDINGS CS 53015Y107 4,263 435,000 SH SOLE 435,000 LIBERTY MEDIA CORP CS 53071M500 16,114 518,300 SH SOLE 518,300 LORILLARD INC CS 544147101 4,978 67,000 SH SOLE 67,000 LOUISIANA-PACIFIC CORP CS 546347105 1,824 273,404 SH SOLE 273,404 LUFKIN INDUSTRIES CS 549764108 796 15,000 SH SOLE 15,000 McGraw-Hill Cos Inc CS 580645109 1,006 40,000 SH SOLE 40,000 MARTIN MARIETTA MATERIALS CS 573284106 2,000 21,722 SH SOLE 21,722 MOTOROLA INC CS 620076109 3,304 384,625 SH SOLE 384,625 ARCELORMITTAL SA LUXEMBOURG 5% 5/015/14 CB 03938LAK0 722 500,000 PRN SOLE 500,000 MARVEL ENTERTAINMENT INC CS 57383T103 19,624 395,479 SH SOLE 395,479 MYLAN LABORATORIES CS 628530107 5,776 360,796 SH SOLE 360,796 MYLAN 6.5% PFD 11/15/10 PS 628530206 21,860 21,327 SH SOLE 21,327 NAVISTAR INTERNATIONAL CORP CS 63934E108 1,242 33,200 SH SOLE 33,200 Nuance Communications Inc CS 67020Y100 1,825 121,990 SH SOLE 121,990 Nexen Inc CS 65334H102 2,230 98,783 SH SOLE 98,783 PEPSI BOTTLING GROUP CS 713409100 1,057 29,000 SH SOLE 29,000 PFIZER INC CS 717081103 39,146 2,365,321 SH SOLE 2,365,321 PIONEER NAT RES CO NOTE 2.875% 1/1 CB 723787AH0 8,655 8,957,000 PRN SOLE 8,957,000 QWEST COMMUNICATIONS CS 749121109 2,959 776,508 SH SOLE 776,508 TRANSOCEAN INC 1.625% 12/37 CB 893830AU3 9,863 10,000,000 PRN SOLE 10,000,000 TRANSOCEAN INC 1.5% 12/37 CB 893830AV1 87,722 90,500,000 PRN SOLE 90,500,000 TRANSOCEAN INC 1.5% 12/37 CB 893830aw9 9,515 10,000,000 PRN SOLE 10,000,000 SCHERING-PLOUGH CORP CS 806605101 248,876 8,809,776 SH SOLE 8,809,776 SPDR TRUST SERIES 1 CS 78462F103 10,559 100,000 SH SOLE 100,000 SIMPSON MANUFACTURING CS 829073105 505 20,000 SH SOLE 20,000 Triplecrown Acquisition Corp CS 89677G109 7,180 740,200 SH SOLE 740,200 TERADATA CORP CS 88076W103 275 10,000 SH SOLE 10,000 TEVA PHARMACEUTICAL CS 881624209 5,825 115,200 SH SOLE 115,200 TIBCO SOFTWARE INC CS 88632Q103 565 59,500 SH SOLE 59,500 TAKE-TWO INTERACTIVE SOFTWARE CS 874054109 907 80,900 SH SOLE 80,900 TRIAN ACQUISITION CORP CS 89582E108 2,656 273,000 SH SOLE 273,000 UNITED DOM RLTY 3.625% 9/11 CB 910197AM4 11,528 12,000,000 PRN SOLE 12,000,000 UNITED REFINING ENERGY CORP CS 911360105 4,175 419,600 SH SOLE 419,600 VALE SA ADR CS 91912E105 2,313 100,000 SH SOLE 100,000 VULCAN MATERIALS CO CS 929160109 3,185 58,900 SH SOLE 58,900 WABASH NATIONAL CS 929566107 57 20,805 SH SOLE 20,805 REIS INC CS 75936P105 4,604 847,870 SH SOLE 847,870 WYETH CS 983024100 490,071 10,087,925 SH SOLE 10,087,925 US STEEL CORP 4% 5/15/14 CB 912909AE8 20,652 13,000,000 PRN SOLE 13,000,000 Ishares MSCI EMERGING MKTS OC 464287234 14,447 371,300 CALL SOLE 371,300 1,377,721
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