-----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, MLwS4Vg4Rn5t9prn4Na1LhTJggkdjhQqMuLwUddCB7IWQwWFQD3YOzUKNs4amV1b KkW44xwHAT9utHcTWGkiSg== 0000937617-10-000011.txt : 20100813 0000937617-10-000011.hdr.sgml : 20100813 20100813104720 ACCESSION NUMBER: 0000937617-10-000011 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100630 FILED AS OF DATE: 20100813 DATE AS OF CHANGE: 20100813 EFFECTIVENESS DATE: 20100813 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: 101013559 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 mh06-10public13f.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, 2010 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, 2010 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: 86 Form 13F Information Table Value Total: 1,129,151 (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 Aetna Inc CS 00817Y108 2,744 104,000 SH SOLE 104,000 Air Products & Chemicals Inc CS 009158106 5,185 80,000 SH SOLE 80,000 ALCOA INC 5.25% 3/15/14 CB 013817AT8 33,995 20,050,000 PRN SOLE 20,050,000 American Capital Ltd CS 02503Y103 13,256 2,750,199 SH SOLE 2,750,199 AMGEN INC 0.125% 2/11 CB 031162AN0 34,606 35,000,000 PRN SOLE 35,000,000 AOL Inc CS 00184X105 4,035 194,074 SH SOLE 194,074 Apollo Group Inc CS 037604105 4,249 100,000 SH SOLE 100,000 Apple Inc CS 037833100 7,565 30,080 SH SOLE 30,080 ArcelorMittal NA 5% 15/05/2014 CB 03938LAK0 19,373 16,500,000 PRN SOLE 16,500,000 BANK OF AMERICA CORP WT 060505146 3,060 400,000 SH SOLE 400,000 Biovail Corp CS 09067J109 1,443 75,000 SH SOLE 75,000 BRANDYWINE OPER PRTNRSHIP 3.875% 10/26 CB 105340AH6 8,966 9,000,000 PRN SOLE 9,000,000 Boston PPTYS LTD PRTNR 2.875% 2/37 CB 10112RAK0 32,033 32,500,000 PRN SOLE 32,500,000 CBOE Holdings Inc CS 12503M108 324 10,000 SH SOLE 10,000 Cemex SAB de CV CS 151290889 4,617 477,432 SH SOLE 477,432 Cemex SAB de CV CS 151290889 9,670 1,000,000 PUT SOLE 1,000,000 CF Industries Holdings Inc CS 125269100 2,024 31,905 SH SOLE 31,905 Charles River Laboratories Int CS 159864107 34,210 1,000,000 SH SOLE 1,000,000 CNH Global NV CS N20935206 2,281 100,692 SH SOLE 100,692 Codexis Inc CS 192005106 219 25,000 SH SOLE 25,000 Compton Petroleum Corp CS 204940100 504 900,000 SH SOLE 900,000 Continental Airlines Inc CS 210795308 3,567 162,151 SH SOLE 162,151 CSX Corp CS 126408103 4,458 89,816 SH SOLE 89,816 CVS Caremark Corp CS 126650100 4,838 165,000 SH SOLE 165,000 Cybersource Corp CS 23251J106 15,309 600,100 SH SOLE 600,100 Deutsche Telekom AG CS 251566105 11,465 982,457 SH SOLE 982,457 Dex One Corp CS 25212W100 23,341 1,228,499 SH SOLE 1,228,499 DIRECTV CS 25490A101 14,537 428,679 SH SOLE 428,679 Discovery Communications Inc CS 25470F302 4,485 145,000 SH SOLE 145,000 Eastman Kodak Co CS 277461109 6,076 1,400,000 PUT SOLE 1,400,000 EMC CORP 1.75% 12/01/11 CB 268648AK8 12,131 10,000,000 PRN SOLE 10,000,000 EMC CORP 1.75% 12/01/13 CB 268648AM4 18,961 15,000,000 PRN SOLE 15,000,000 Energy XXI Bermuda Ltd CS G10082140 1,117 70,864 SH SOLE 70,864 FORD MOTOR CO WT 345370134 24,960 8,000,000 SH SOLE 8,000,000 Finish Line Inc/The CS 317923100 1,390 100,000 SH SOLE 100,000 Fiserv Inc CS 337738108 6,661 145,975 SH SOLE 145,975 Frontier Communications CS 35906A108 106 15,000 SH SOLE 15,000 Goldman Sachs Group Inc/The CS 38141G104 381 2,900 PUT SOLE 2,900 Goldman Sachs Group Inc/The OC 38141G104 381 2,900 CALL SOLE 2,900 Halliburton Co CS 406216101 9,022 367,475 SH SOLE 367,475 Hess Corp CS 42809H107 4,698 93,326 SH SOLE 93,326 INGERSOLL-RAND GL HLD CO 4.5% 4/15/12 CB 45687AAD4 14,732 7,500,000 PRN SOLE 7,500,000 Intel Corp CS 458140100 3,436 176,770 SH SOLE 176,770 Iridium Communications Inc CS 46269C102 2,768 275,679 SH SOLE 275,679 Liberty Acquisition Holdings Co CS 53015Y107 9,816 992,494 SH SOLE 992,494 Liberty Media Corp CS 53071M708 1,432 27,664 SH SOLE 27,664 Louisiana-Pacific Corp CS 546347105 4,941 738,566 SH SOLE 738,566 Martin Marietta Materials Inc CS 573284106 7,898 93,122 SH SOLE 93,122 Microsoft Corp CS 594918104 3,616 157,203 SH SOLE 157,203 Millipore Corp CS 601073109 177,224 1,661,733 SH SOLE 1,661,733 Movado Group Inc CS 624580106 1,352 126,600 SH SOLE 126,600 Navios Maritime Holdings Inc CS Y62196103 2,328 498,500 SH SOLE 498,500 NCR Corp CS 62886E108 3,901 321,901 SH SOLE 321,901 Northwest Bancshares Inc CS 667340103 8,159 711,312 SH SOLE 711,312 Oshkosh Corp CS 688239201 10,931 350,795 SH SOLE 350,795 PLAYBOY ENTERPRISES INC 3% 3/15/25 CB 728117AB8 11,422 12,500,000 PRN SOLE 12,500,000 Pfizer Inc CS 717081103 30,575 2,144,151 SH SOLE 2,144,15 Popular Inc CS 733174106 2,804 1,050,000 SH SOLE 1,050,000 PIONEER NATURAL RESOURCE 2.875% 1/15/38 CB 723787AH0 28,202 25,000,000 PRN SOLE 25,000,000 QUALCOMM Inc CS 747525103 7,713 235,000 SH SOLE 235,000 Qwest Communications Internati CS 749121109 4,077 776,508 SH SOLE 776,508 Redwood Trust Inc CS 758075402 49,776 3,400,000 SH SOLE 3,400,000 Reliance Steel & Aluminum Co CS 759509102 4,698 129,966 SH SOLE 129,966 TRANSOCEAN INC 1.5% 12/37 CB 893830AW9 29,138 35,000,000 PRN SOLE 35,000,000 TRANSOCEAN INC 1.5% 12/3 CB 893830AV1 77,919 87,500,000 PRN SOLE 87,500,000 Skechers U.S.A. Inc CS 830566105 3,630 99,400 SH SOLE 99,400 SLM Corp CS 78442P106 2,807 270,207 SH SOLE 270,207 SPDR S&P 500 ETF Trust CS 78462F103 2,498 24,200 PUT SOLE 24,200 STANDARD PACIFIC CORP 6% 10/1/12 CB 853763AA8 7,297 7,932,000 PRN SOLE 7,932,000 Sybase Inc CS 871130100 69,726 1,078,354 SH SOLE 1,078,354 Symantec Corp CS 871503108 5,968 430,000 SH SOLE 430,000 Teradata Corp CS 88076W103 6,248 205,000 SH SOLE 205,000 TERADYNE INC 4.5% 3/15/14 CB 880770AE2 9,517 5,000,000 PRN SOLE 5,000,000 Texas Industries Inc CS 882491103 3,665 124,064 SH SOLE 124,064 Triumph Group Inc CS 896818101 2,329 34,961 SH SOLE 34,961 TYSON FOODS INC 3.25% 10/15/13 CB 902494AP8 23,233 20,000,000 PRN SOLE 20,000,000 Tyco International Ltd CS H89128104 21,441 608,600 SH SOLE 608,600 UDR INC 3.625% 9/15/11 CB 910197AM4 8,994 9,000,000 PRN SOLE 9,000,000 United States Steel Corp CS 912909108 3,774 97,900 SH SOLE 97,900 UnitedHealth Group Inc CS 91324P102 2,939 103,500 SH SOLE 103,500 US STEEL CORP 5/15/14 CB 912909AE8 48,638 35,000,000 PRN SOLE 35,000,000 Vivo Participacoes SA CS 92855S200 2,821 108,853 SH SOLE 108,853 Wabash National Corp CS 929566107 148 20,805 SH SOLE 20,805 WellCare Health Plans Inc CS 94946T106 1,704 71,770 SH SOLE 71,770 WellPoint Inc CS 94973V107 4,519 92,350 SH SOLE 92,350 Yahoo! Inc CS 984332106 6,154 445,000 SH SOLE 445,000 1,129,151
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