13F-HR 1 mh09-11public13f.txt 13F PUBLIC 09/30/2011 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, 2011 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, 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: 79 Form 13F Information Table Value Total: 1,432,765 (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 Airgas Inc CS 009363102 36,271 568,325 SH SOLE 568,325 AK Steel Holding Corp CS 001547108 1,077 164,668 SH SOLE 164,668 Allied Nevada Gold Corp CS 019344100 6,013 167,212 SH SOLE 167,212 AMC Networks Inc CS 00164V103 6,836 213,955 SH SOLE 213,955 American Capital Ltd CS 02503Y103 6,686 980,299 SH SOLE 980,299 Arch Chemicals Inc CS 03937R102 4,220 89,935 SH SOLE 89,935 Ashland Inc CS 044209104 4,629 104,873 SH SOLE 104,873 Banco Bradesco SA CS 059460303 12,572 850,000 SH SOLE 850,000 BJ's Wholesale Club Inc CS 05548J106 92,412 1,803,162 SH SOLE 1,803,162 Cemex SAB de CV CS 151290889 3,413 1,080,000 SH SOLE 1,080,000 CenturyLink Inc CS 156700106 8,002 241,614 SH SOLE 241,614 Cephalon Inc CS 156708109 223,940 2,774,963 SH SOLE 2,774,963 Community Health Systems Inc CS 203668108 7,491 450,181 SH SOLE 450,181 Convergys Corp CS 212485106 6,246 665,843 SH SOLE 665,843 Covidien Ltd CS G2254F105 12,426 281,766 SH SOLE 281,766 Cemex SAB de CV CS 151290889 3,160 1,000,000 PUT SOLE 1,000,000 Cemex SAB de CV CS 151290889 1,580 500,000 CALL SOLE 500,000 Delta Air Lines Inc CS 247361702 1,694 225,884 SH SOLE 225,884 Diamond Foods Inc CS 252603105 32,806 411,100 SH SOLE 411,100 Directv CS 25490A101 11,536 273,037 SH SOLE 273,037 Dollar Thrifty Automotive Grou CS 256743105 29,611 525,954 SH SOLE 525,954 Dunkin' Brands Group Inc CS 265504100 278 10,000 SH SOLE 10,000 Eastman Kodak Co CS 277461109 878 1,125,000 SH SOLE 1,125,000 Eastman Kodak Co 7% 4/1/17 CB 277461BJ7 2,000 8,000,000 PRN SOLE 8,000,000 Ecolab Inc CS 278865100 102,669 2,100,000 SH SOLE 2,100,000 Eastman Kodak Co CS 277461109 1,092 1,400,000 PUT SOLE 1,400,000 El Paso Corp CS 28336L109 10,488 600,000 SH SOLE 600,000 EMC Corp/Massachusetts CS 268648102 26,028 1,240,000 PUT SOLE 1,240,000 EQT Corp CS 26884L109 17,491 327,800 SH SOLE 327,800 FORD MOTOR CO WT 345370134 19,890 9,000,000 SH SOLE 9,000,000 Fairpoint Communications Inc CS 305560302 246 57,267 SH SOLE 57,267 Fiserv Inc CS 337738108 6,931 136,524 SH SOLE 136,524 Beam Inc CS 349631101 12,160 224,860 SH SOLE 224,860 General Electric Co CS 369604103 9,436 620,000 SH SOLE 620,000 Genzyme Corp CS 80105N113 419 403,017 SH SOLE 403,017 Global Eagle Acquisition Corp WT 37951D110 501 835,000 SH SOLE 835,000 Global Eagle Acquisition Corp CS 37951D102 8,075 850,000 SH SOLE 850,000 Grifols SA CS 398438309 2,414 379,627 SH SOLE 379,627 Hampton Roads Bankshares Inc CS 409321502 15,535 3,305,343 SH SOLE 3,305,343 Harris Corp CS 413875105 20,344 595,390 SH SOLE 595,390 Hertz Global Holdings Inc CS 42805T105 6,726 755,688 SH SOLE 755,688 HSN Inc CS 404303109 6,582 198,664 SH SOLE 198,664 iPATH S&P 500 VIX Short-Term F CS 06740C261 2,173 40,716 SH SOLE 40,716 iShares PHLX SOX Semiconductor CS 464287523 735 16,000 SH SOLE 16,000 Itau Unibanco Holding SA CS 465562106 18,624 1,200,000 SH SOLE 1,200,000 Ivanhoe Mines Ltd CS 46579N103 17,303 1,262,969 SH SOLE 1,262,969 Ivanhoe Mines Ltd CS 46579N103 3,213 234,500 CALL SOLE 234,500 iShares Dow Jones US Real Esta CS 464287739 63,213 1,250,000 PUT SOLE 1,250,000 Kinder Morgan Inc/Delaware CS 49456B101 1,942 75,000 SH SOLE 75,000 Metlife Inc 5% CNVPFD 59156R116 50,938 900,000 SH SOLE 900,000 Nalco Holding Co CS 62985Q101 2,774 79,300 SH SOLE 79,300 NYSE Euronext CS 629491101 8,192 352,477 SH SOLE 352,477 Oshkosh Corp CS 688239201 6,966 442,537 SH SOLE 442,537 Petroleo Brasileiro SA SPONSORED ADR CS 71654V408 14,593 650,000 SH SOLE 650,000 Petroleo Brasileiro SA SP ADR NON VTG CS 71654V101 10,360 500,000 SH SOLE 500,000 Pfizer Inc CS 717081103 31,741 1,795,321 SH SOLE 1,795,321 Pioneer Nat Res Co 2.875% 1/15/38 CB 723787AH0 41,601 35,000,000 PRN SOLE 35,000,000 Radian GROUP Inc 3% 11/15/17 CB 750236AK7 29,550 60,000,000 PRN SOLE 60,000,000 Radian Group Inc CS 750236101 2,453 1,120,000 SH SOLE 1,120,000 Rubicon Minerals Corp CS 780911103 4,255 1,222,800 SH SOLE 1,222,800 SanDisk Corp CS 80004C101 3,685 91,317 SH SOLE 91,317 SPDR S&P 500 ETF Trust CS 78462F103 3,847 34,000 SH SOLE 34,000 SPDR S&P 500 ETF Trust CS 78462F103 27,699 244,800 PUT SOLE 244,800 Standard Pacific Corp 6% 10/1/12 CB 853763AA8 8,051 7,932,000 PRN SOLE 7,932,000 SunCoke Energy Inc CS 86722A103 220 20,000 SH SOLE 20,000 Transocean Inc 1.5% 12/15/37 CB 893830AV1 77,306 77,500,000 PRN SOLE 77,500,000 Tyson Foods Inc 3.25% 10/15/13 CB 902494AP8 33,085 27,479,000 PRN SOLE 27,479,000 Tyco International Ltd CS H89128104 40,326 989,598 SH SOLE 989,598 United Continental Holdings In CS 910047109 3,300 170,257 SH SOLE 170,257 Universal Business Payment Sol CS 913384202 3,539 598,800 SH SOLE 598,800 US Steel Corp 4% 5/15/14 CB 912909AE8 31,191 30,000,000 PRN SOLE 30,000,000 Vale SA ADR CS 91912E105 22,800 1,000,000 SH SOLE 1,000,000 Vale SA ADR PFD PS 91912E204 23,100 1,100,000 SH SOLE 1,100,000 Warner Chilcott PLC CS G94368100 16,555 1,158,494 SH SOLE 1,158,494 WellCare Health Plans Inc CS 94946T106 8,911 234,612 SH SOLE 234,612 WellPoint Inc CS 94973V107 3,264 50,000 SH SOLE 50,000 Williams Cos Inc/The CS 969457100 5,020 206,244 SH SOLE 206,244 WR Grace & Co CS 38388F108 24,146 725,118 SH SOLE 725,118 Yahoo! Inc CS 984332106 3,290 250,000 SH SOLE 250,000 1,432,765