13F-HR 1 mh09-10public13f.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: September 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 November 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: 97 Form 13F Information Table Value Total: 1,648,305 (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 2,813 89,000 SH SOLE 89,000 Air Products & Chemicals Inc CS 009158106 11,181 135,000 SH SOLE 135,000 American Capital Ltd CS 02503Y103 16,560 2,850,199 SH SOLE 2,850,199 AMGEN INC 0.125% 2/11 CB 031162AN0 34,871 35,000,000 PRN SOLE 35,000,000 Anadarko Petroleum Corp CS 032511107 6,013 105,400 SH SOLE 105,400 AOL Inc CS 00184X105 4,449 179,774 SH SOLE 179,774 Apache Corp CS 037411105 20,087 205,472 SH SOLE 205,472 Apollo Group Inc CS 037604105 4,108 80,000 SH SOLE 80,000 Apple Inc CS 037833100 12,719 44,825 SH SOLE 44,825 ArcelorMittal NA 5% 15/05/2014 CB 03938LAK0 17,188 13,000,000 PRN SOLE 13,000,000 ArcSight Inc CS 039666102 2,217 50,925 SH SOLE 50,925 Baxter International Inc CS 071813109 2,386 50,000 SH SOLE 50,000 BHP Billiton Ltd CS 088606108 114,480 1,500,000 SH SOLE 1,500,000 BHP Billiton PLC CS 05545E209 44,744 700,000 SH SOLE 700,000 BRANDYWINE OPER PRTNRSHIP 3.875% 10/26 CB 105340AH6 9,000 9,000,000 PRN SOLE 9,000,000 Burger King Holdings Inc CS 121208201 18,646 780,800 SH SOLE 780,800 Boston PPTYS LTD PRTNR 2.875% 2/37 CB 10112RAK0 25,250 25,000,000 PRN SOLE 25,000,000 CapitalSource Inc CS 14055X102 6,965 1,304,400 SH SOLE 1,304,400 Caterpillar Inc CS 149123101 6,294 800,000 PUT SOLE 800,000 CBOE Holdings Inc CS 12503M108 202 10,000 SH SOLE 10,000 Cemex SAB de CV CS 151290889 2,576 303,000 SH SOLE 303,000 Cemex SAB de CV CS G2554F105 8,500 10,000,000 PUT SOLE 10,000,000 Charles River Laboratories Int CS 159864107 33,150 1,000,000 SH SOLE 1,000,000 Coca Cola Enterprise Inc. CS 191219104 20,074 647,548 SH SOLE 647,548 Codexis Inc CS 192005106 240 25,000 SH SOLE 25,000 Covidien PLC CS 192005106 8,713 216,800 SH SOLE 216,800 Continental Airlines Inc CS 210795308 4,028 162,151 SH SOLE 162,151 CVS Caremark Corp CS 126650100 5,193 165,000 SH SOLE 165,000 Dex One Corp CS 25212W100 15,086 1,228,499 SH SOLE 1,228,499 DIRECTV CS 25490A101 18,054 433,679 SH SOLE 433,679 Discovery Communications Inc CS 25470F302 13,176 345,000 SH SOLE 345,000 Eastman Kodak Co CS 277461109 62 14,800 SH SOLE 14,800 Eastman Kodak Co CS 277461109 2,100 5,000,000 CALL SOLE 5,000,000 Eastman Kodak Co CS 277461109 5,880 14,000,000 PUT SOLE 14,000,000 EMC CORP 1.75% 12/01/13 CB 268648AM4 34,473 25,000,000 PRN SOLE 25,000,000 Energy XXI Bermuda Ltd CS G10082140 8,084 349,964 SH SOLE 349,964 FORD MOTOR CO WT 345370134 36,465 8,500,000 SH SOLE 8,500,000 Fiserv Inc CS 337738108 8,660 160,975 SH SOLE 160,975 Foster Wheeler AG CS H27178104 3,873 158,724 SH SOLE 158,724 Franklin Resources Inc CS 354613101 4,276 40,000 SH SOLE 40,000 Freeport-McMoRan Copper & Gold CS 35671D857 7,258 85,000 SH SOLE 85,000 Gilead Sciences Inc CS 375558103 4,811 135,100 SH SOLE 135,100 Halliburton Co CS 406216101 3,346 101,175 SH SOLE 101,175 Hampton Roads Bankshares Inc CS 409321106 31,059 77,649,535 SH SOLE 77,649,535 Hess Corp CS 42809H107 5,517 93,326 SH SOLE 93,326 Hewitt Associates Inc CS 42822Q100 264,671 5,248,294 SH SOLE 5,248,294 Hewlett-Packard Co CS 428236103 9,802 233,000 SH SOLE 233,000 HSBC Holdings PLC CS 404280406 35,413 700,000 SH SOLE 700,000 Intel Corp CS 458140100 3,396 176,770 SH SOLE 176,770 Iridium Communications Inc CS 46269C102 134 15,679 SH SOLE 15,679 Lawson Software Inc CS 52078P102 2,535 300,000 SH SOLE 300,000 Liberty Acquisition Holdings Co CS 53015Y107 7,430 722,769 SH SOLE 722,769 Liberty Media Corp CS 53071M708 2,768 42,664 SH SOLE 42,664 Louisiana-Pacific Corp CS 546347105 8,356 1,103,866 SH SOLE 1,103,866 Lufkin Industries Inc CS 549764108 10,278 234,279 SH SOLE 234,279 Mariner Energy Inc CS 56845T305 32,887 1,357,290 SH SOLE 1,357,290 Martin Marietta Materials Inc CS 573284106 4,889 63,522 SH SOLE 63,522 MetLife Inc CS 59156R108 9,613 250,000 SH SOLE 250,000 Microsoft Corp CS 594918104 4,214 172,200 SH SOLE 172,200 Molson Coors Brewing Co CS 60871R209 2,692 57,000 SH SOLE 57,000 Movado Group Inc CS 624580106 5,004 459,937 SH SOLE 459,937 Navios Maritime Holdings Inc CS Y62196103 6,915 1,178,045 SH SOLE 1,178,045 NCR Corp CS 62886E108 1,783 130,801 SH SOLE 130,801 Northwest Bancshares Inc CS 667340103 7,952 711,312 SH SOLE 711,312 Oasis Petroleum Inc CS 674215108 194 10,000 SH SOLE 10,000 Oshkosh Corp CS 688239201 15,972 580,795 SH SOLE 580,795 Oshkosh Corp CS 688239201 7,651 2,782,000 CALL SOLE 2,782,000 PLAYBOY ENTERPRISES INC 3% 3/15/25 CB 728117AB8 12,048 12,500,000 PRN SOLE 12,500,000 Pfizer Inc CS 717081103 36,386 2,119,151 SH SOLE 2,119,151 PIONEER NATURAL RESOURCE 2.875% 1/15/38 CB 723787AH0 31,243 25,000,000 PRN SOLE 25,000,000 Potash Corp of Saskatchewan Inc CS 73755L107 163,932 1,138,100 SH SOLE 1,138,100 QLIK Technologies Inc CS 74733T105 552 25,000 SH SOLE 25,000 Qwest Communications Internati CS 749121109 4,869 776,508 SH SOLE 776,508 Redwood Trust Inc CS 758075402 49,164 3,400,000 SH SOLE 3,400,000 Reliance Steel & Aluminum Co CS 759509102 12,088 291,066 SH SOLE 291,066 TRANSOCEAN INC 1.5% 12/3 CB 893830AV1 75,803 77,500,000 PRN SOLE 77,500,000 SanDisk Corp CS 80004C101 5,597 152,750 SH SOLE 152,750 Skechers U.S.A. Inc CS 830566105 4,719 200,900 SH SOLE 200,900 Smurfit-Stone Container Corp CS 83272A104 325 17,717 SH SOLE 17,717 SPDR S&P 500 ETF Trust CS 78462F103 411 3,600 SH SOLE 3,600 SPDR S&P 500 ETF Trust CS 78462F103 741 65,000 PUT SOLE 65,000 STANDARD PACIFIC CORP 6% 10/1/12 CB 853763AA8 7,991 7,932,000 PRN SOLE 7,932,000 Symantec Corp CS 871503108 4,551 3,000,000 CALL SOLE 3,000,000 Teradata Corp CS 88076W103 11,434 296,512 SH SOLE 296,512 Teva Pharmaceutical Industries CS 881624209 5,079 96,281 SH SOLE 96,281 Triumph Group Inc CS 896818101 5,199 69,697 SH SOLE 69,697 TYSON FOODS INC 3.25% 10/15/13 CB 902494AP8 23,680 20,000,000 PRN SOLE 20,000,000 Tyco International Ltd CS H89128104 20,701 563,600 SH SOLE 563,600 UDR INC 3.625% 9/15/11 CB 910197AM4 9,076 9,000,000 PRN SOLE 9,000,000 United States Steel Corp CS 912909108 3,854 87,900 SH SOLE 87,900 UnitedHealth Group Inc CS 91324P102 2,932 83,500 SH SOLE 83,500 US STEEL CORP 5/15/14 CB 912909AE8 38,710 25,000,000 PRN SOLE 25,000,000 Valeant Pharmaceutical CS 91911K102 4,868 194,322 SH SOLE 194,322 Wabash National Corp CS 929566107 168 20,805 SH SOLE 20,805 Warner Chilcott PLC CS G94368100 12,803 570,527 SH SOLE 570,527 WellCare Health Plans Inc CS 94946T106 5,624 194,195 SH SOLE 194,195 WellPoint Inc CS 94973V107 4,381 77,350 SH SOLE 77,350 1,648,305