0000937617-12-000006.txt : 20120515 0000937617-12-000006.hdr.sgml : 20120515 20120515140028 ACCESSION NUMBER: 0000937617-12-000006 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120331 FILED AS OF DATE: 20120515 DATE AS OF CHANGE: 20120515 EFFECTIVENESS DATE: 20120515 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: 12843177 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 mh0331-12public13f.txt 13F PUBLIC 3/31/2012 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2012 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 May 14, 2012 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: 38 Form 13F Information Table Value Total: 2,185,452 (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 American Capital Ltd CS 02503Y103 3,151 363,449 SH SOLE 363,449 Amylin Pharmaceuticals Inc CS 032346108 1,585 63,500 PUT SOLE 63,500 CenturyLink Inc CS 156700106 4,994 129,210 SH SOLE 129,210 CSX Corp CS 126408103 14,805 687,956 SH SOLE 687,956 Delphi Automotive PLC CS G27823106 185,489 6,090,777 SH SOLE 6,090,777 Dollar Thrifty Automotive Group CS 256743105 18,672 230,777 SH SOLE 230,777 FORD MOTOR CO WT 345370134 34,800 10,000,000 SH SOLE 10,000,000 Fairpoint Communications Inc CS 305560302 215 57,267 SH SOLE 57,267 Genzyme Corp cs 80105N113 404 306,156 SH SOLE 306,156 Global Eagle Acquisition Corp WT 37951D110 409 835,000 SH SOLE 835,000 Global Eagle Acquisition Corp CS 37951D102 8,237 850,000 SH SOLE 850,000 Grifols SA CS 398438309 5,935 770,790 SH SOLE 770,790 Hampton Roads Bankshares Inc CS 409321502 1,001,519 3,305,343 SH SOLE 3,305,343 Hertz Global Holdings Inc CS 42805T105 23,317 1,550,333 SH SOLE 1,550,333 Hertz Global Holdings Inc CS 42805T105 3,178 211,300 CALL SOLE 211,300 Illumina Inc CS 452327109 37,239 707,823 SH SOLE 707,823 Illumina Inc OP 452327109 17,624 335,000 PUT SOLE 335,000 Interpublic Group of Cos Inc/T CS 460690100 14,305 1,253,765 SH SOLE 1,253,765 iPATH S&P 500 VIX Short-Term F CS 06740C261 1,091 65,000 SH SOLE 65,000 Medco Health Solutions Inc CS 58405U102 416,444 5,923,806 SH SOLE 5,923,806 Melco Crown Entertainment Ltd CS 585464100 2,681 197,000 SH SOLE 197,000 METLIFE INC CNVPFD 59156R116 70,491 1,000,000 SH SOLE 1,000,000 Monster Worldwide Inc CS 611742107 2,530 259,491 SH SOLE 259,491 Novellus Systems Inc CS 670008101 13,365 267,934 SH SOLE 267,934 Pfizer Inc CS 717081103 40,655 1,795,321 SH SOLE 1,795,321 Pioneer Nat Res Co 2.875% 1/15/38 CB 723787AH0 85,852 44,500,000 PRN SOLE 44,500,000 Pioneer Natural Resources Co CS 723787107 11,159 100,000 PUT SOLE 100,000 Radian Group Inc 3% 11/15/17 CB 750236AK7 28,453 42,000,000 PRN SOLE 42,000,000 Radian Group Inc CS 750236101 4,437 1,020,000 SH SOLE 1,020,000 ROI Acquisition Corp CS 74966A203 3,600 360,000 SH SOLE 360,000 RSC Holdings Inc CS 74972L102 38,840 1,719,339 SH SOLE 1,719,339 Signet Jewelers Ltd CS G81276100 10,292 217,689 SH SOLE 217,689 STANDARD PACIFIC CORP 6% 10/1/12 CB 853763AA8 8,069 7,932,000 PRN SOLE 7,932,000 TYSON FOODS INC 3.25% 10/15/13 CB 902494AP8 44,830 36,189,000 PRN SOLE 36,189,000 United Continental Holdings In CS 910047109 3,661 170,257 SH SOLE 170,257 Universal Business Payment Sol CS 913384202 3,623 598,800 SH SOLE 598,800 Weight Watchers International CS 948626106 4,724 61,200 CALL SOLE 61,200 Yahoo! Inc CS 984332106 14,777 971,500 SH SOLE 971,500 2,185,452