13F-HR 1 mh12-10public13f.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: December 31, 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 February 11, 2011 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: 102 Form 13F Information Table Value Total: 1,743,341 (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 Apple Inc CS 037833100 32,248 1,000,000 PUT SOLE 1,000,000 AbitibiBowater Inc CS 003687209 23,329 985,574 SH SOLE 985,574 Archer-Daniels-Midland Co CS 039483102 15,040 5,000,000 CALL SOLE 5,000,000 Air Products & Chemicals Inc CS 009158106 25,074 275,692 SH SOLE 275,692 Allied Nevada Gold Corp CS 019344100 6,488 245,600 SH SOLE 245,600 American Capital Ltd CS 02503Y103 21,558 2,851,599 SH SOLE 2,851,599 AMGEN INC 0.125% 2/11 CB 031162AN0 34,934 35,000,000 PRN SOLE 35,000,000 AOL Inc CS 00184X105 8,056 339,774 SH SOLE 339,774 Apple Inc CS 037833100 27,838 86,325 SH SOLE 86,325 ArcelorMittal NA 5% 15/05/2014 CB 03938LAK0 22,354 15,500,000 PRN SOLE 15,500,000 ANGLOGOLD ASHANTI HLDGS 6% 9/15/13 CNVPFD 03512Q206 44,218 800,000 SH SOLE 800,000 Baldor Electric Co CS 057741100 11,225 178,069 SH SOLE 178,069 BHP Billiton Ltd CS 088606108 160,566 1,728,000 SH SOLE 1,728,000 BHP Billiton PLC CS 05545E209 35,420 440,000 SH SOLE 440,000 CapitalSource Inc CS 14055X102 13,179 1,856,196 SH SOLE 1,856,196 Capitol Federal Financial CS 14057C106 596 50,000 SH SOLE 50,000 CareFusion Corp CS 14170T101 5,859 227,978 SH SOLE 227,978 Cemex SAB de CV CS 151290889 5,165 482,300 SH SOLE 482,300 Citigroup Inc CS 172967101 11,421 2,414,577 SH SOLE 2,414,577 CommScope Inc CS 203372107 11,238 359,961 SH SOLE 359,961 CSX Corp CS 126408103 10,338 160,000 SH SOLE 160,000 Cummins Inc CS 231021106 8,251 75,000 SH SOLE 75,000 CVS Caremark Corp CS 126650100 19,993 575,000 SH SOLE 575,000 Cemex SAB de CV CS 151290889 10,710 10,000,000 PUT SOLE 10,000,000 Covidien PLC CS 192005106 19,739 432,300 SH SOLE 432,300 Delta Air Lines Inc CS 247361702 1,585 125,789 SH SOLE 125,789 Dex One Corp CS 25212W100 9,165 1,228,499 SH SOLE 1,228,499 DIRECTV CS 25490A101 19,318 483,679 SH SOLE 483,679 Discovery Communications Inc CS 25470F302 14,746 402,125 SH SOLE 402,125 E-Commerce China Dangdang Inc CS 26833A105 541 20,000 SH SOLE 20,000 Eastman Kodak Co 7% 4/1/17 CB 277461BJ7 26,079 25,000,000 PRN SOLE 25,000,000 Eastman Kodak Co CS 277461109 2,680 5,000,000 CALL SOLE 5,000,000 Eastman Kodak Co CS 277461109 8,477 15,815 PUT SOLE 15,815 Emergency Medical Services Corp CS 29100P102 1,615 25,000 SH SOLE 25,000 Energy XXI Bermuda Ltd CS G10082140 12,326 444,964 SH SOLE 444,964 ExamWorks Group Inc CS 30066A105 277 15,000 SH SOLE 15,000 FORD MOTOR CO WT 345370134 69,275 8,500,000 SH SOLE 8,500,000 Financial Select Sector SPDR F CS 81369Y605 2,027 127,093 SH SOLE 127,093 First Republic Bank/San Fran CS 33616C100 582 20,000 SH SOLE 20,000 Fiserv Inc CS 337738108 9,132 155,975 SH SOLE 155,975 Flowserve Corp CS 34354P105 22,355 187,507 SH SOLE 187,507 Freeport-McMoRan Copper & Gold CS 35671D857 16,215 135,024 SH SOLE 135,024 Fresh Market Inc CS 35804H106 309 7,500 SH SOLE 7,500 FXCM Inc CS 302693106 133 10,000 SH SOLE 10,000 General Motors Co CS 37045V100 18,430 500,000 SH SOLE 500,000 GENERAL MOTORS Co 4.75% 12/1/13 CNVPFD 37045V209 81,038 1,501,400 SH SOLE 1,501,400 Goldcorp Inc CS 380956409 68,560 1,490,449 SH SOLE 1,490,449 Hampton Roads Bankshares Inc CS 409321106 33,053 82,633,418 SH SOLE 82,633,418 Harris Corp CS 413875105 680 15,000 SH SOLE 15,000 Hess Corp CS 42809H107 7,143 93,326 SH SOLE 93,326 Hewlett-Packard Co CS 428236103 20,755 493,000 SH SOLE 493,000 Intel Corp CS 458140100 4,746 225,570 SH SOLE 225,570 Ivanhoe Mines Ltd CS 46579N103 20,698 903,069 SH SOLE 903,069 JPMorgan Chase & Co CS 46625H100 7,254 171,000 SH SOLE 171,000 King Pharmaceuticals Inc CS 495582108 37,599 2,676,093 SH SOLE 2,676,093 Lawson Software Inc CS 52078P102 7,446 805,000 SH SOLE 805,000 Le Gaga Holdings Ltd CS 521168104 406 50,000 SH SOLE 50,000 Liberty Media Corp CS 53071M708 8,195 123,271 SH SOLE 123,271 Louisiana-Pacific Corp CS 546347105 9,857 1,041,966 SH SOLE 1,041,966 Lufkin Industries Inc CS 549764108 8,670 138,959 SH SOLE 138,959 Mecox Lane Ltd CS 58403M102 185 25,000 SH SOLE 25,000 Medco Health Solutions Inc CS 58405U102 7,659 125,000 SH SOLE 125,000 Microsoft Corp CS 594918104 17,220 617,200 SH SOLE 617,200 Molson Coors Brewing Co CS 60871R209 3,789 75,500 SH SOLE 75,500 Motorola Solutions Inc CS 620076109 19,087 2,104,413 SH SOLE 2,104,413 Navios Maritime Holdings Inc CS Y62196103 2,801 530,495 SH SOLE 530,495 Noah Holdings Ltd CS 65487X102 244 12,500 SH SOLE 12,500 Novartis AG CS 66987V109 60,636 10,286,000 PUT SOLE 10,286,000 Oshkosh Corp CS 688239201 24,315 689,995 SH SOLE 689,995 Oshkosh Corp CS 688239201 7,859 2,230,000 CALL SOLE 2,230,000 PLAYBOY ENTERPRISES INC 3% 3/15/25 CB 728117AB8 12,089 12,500,000 PRN SOLE 12,500,000 Pfizer Inc CS 717081103 31,436 1,795,321 SH SOLE 1,795,321 PIONEER NATURAL RESOURCE 2.875% 1/15/38 CB 723787AH0 49,119 32,500,000 PRN SOLE 32,500,000 Qwest Communications Intl CS 749121109 5,909 776,508 SH SOLE 776,508 Radware Ltd CS M81869107 2,217 59,117 SH SOLE 59,117 Reliance Steel & Aluminum Co CS 759509102 8,798 172,167 SH SOLE 172,167 TRANSOCEAN INC 1.5% 12/3 CB 893830AV1 76,194 77,500,000 PRN SOLE 77,500,000 Sabra Healthcare REIT Inc CS 78573L106 3,016 164,066 SH SOLE 164,066 SanDisk Corp CS 80004C101 10,831 217,150 SH SOLE 217,150 ShangPharma Corp CS 81943P104 863 75,000 SH SOLE 75,000 Smurfit-Stone Container Corp CS 83272A104 454 17,717 SH SOLE 17,717 SPDR S&P 500 ETF Trust CS 78462F103 453 3,600 SH SOLE 3,600 STANDARD PACIFIC CORP 6% 10/1/12 CB 853763AA8 8,091 7,932,000 PRN SOLE 7,932,000 Sun Healthcare Group Inc CS 86677E100 1,803 142,666 SH SOLE 142,666 Syniverse Holdings Inc CS 87163F106 8,635 279,906 SH SOLE 279,906 TAL Education Group CS 874080104 322 20,000 SH SOLE 20,000 Targa Resources Corp CS 87612G101 536 20,000 SH SOLE 20,000 Teradata Corp CS 88076W103 10,764 261,512 SH SOLE 261,512 Teva Pharmaceutical Industries CS 881624209 10,424 200,000 SH SOLE 200,000 TYSON FOODS INC 3.25% 10/15/13 CB 902494AP8 36,692 30,000,000 PRN SOLE 30,000,000 Tyco International Ltd CS H89128104 46,210 1,115,100 SH SOLE 1,115,100 United Continental Holdings Inc CS 910047109 4,056 170,257 SH SOLE 170,257 UDR INC 3.625% 9/15/11 CB 910197AM4 9,066 9,000,000 PRN SOLE 9,000,000 US Bancorp CS 902973304 8,576 318,000 SH SOLE 318,000 US STEEL CORP 5/15/14 CB 912909AE8 63,318 32,500,000 PRN SOLE 32,500,000 VALEANT PHARMACEUTICALS INTL CS 91911K102 1,150 40,636 SH SOLE 40,636 Visa Inc CS 92826C839 11,261 160,000 SH SOLE 160,000 Wabash National Corp CS 929566107 247 20,805 SH SOLE 20,805 Warner Chilcott PLC CS G94368100 23,085 1,023,719 SH SOLE 1,023,719 Webster Financial Corp CS 947890109 281 14,262 SH SOLE 14,262 WellCare Health Plans Inc CS 94946T106 14,409 476,795 SH SOLE 476,795 Wells Fargo & Co CS 949746101 3,037 98,000 SH SOLE 98,000 1,743,341