0000937617-12-000025.txt : 20121115
0000937617-12-000025.hdr.sgml : 20121115
20121114185935
ACCESSION NUMBER: 0000937617-12-000025
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120930
FILED AS OF DATE: 20121115
DATE AS OF CHANGE: 20121114
EFFECTIVENESS DATE: 20121115
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: 121206202
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
mh0930-12public13f.txt
13F 9.30.12
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, 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 November 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: 56
Form 13F Information Table Value Total: 893,982 (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
Ancestry.com Inc CS 032803108 1,219 40,523 SH SOLE 40,523
Andina Acquisition Corp UNIT G0440W118 2,146 215,000 SH SOLE 215,000
AOL Inc CS 00184X105 1,950 55,344 SH SOLE 55,344
AuthenTec Inc CS 052660107 812 101,357 SH SOLE 101,357
Best Buy Co Inc CS 086516101 3,315 192,750 SH SOLE 192,750
CenturyLink Inc CS 156700106 5,220 129,210 SH SOLE 129,210
China Unicom Hong Kong Ltd ADR 16945R104 1,941 119,000 SH SOLE 119,000
CSX Corp CS 126408103 15,220 733,482 SH SOLE 733,482
CVR Energy Inc CS 12662P108 331 9,000 CALL SOLE 9,000
CVR Energy Inc CS 12662P108 1,351 36,757 SH SOLE 36,757
DRYSHIPS INC 5% 12/1/2014 CB 262498AB4 25,023 30,650,000 PRN SOLE 30,650,000
Energy Transfer Partners LP UNIT 29273R109 2,567 60,300 PUT SOLE 60,300
Fairpoint Communications Inc CS 305560302 432 57,267 SH SOLE 57,267
FORD MOTOR CO WT 345370134 10,300 10,000,000 SH SOLE 10,000,000
Forum Energy Technologies Inc CS 34984V100 608 25,000 SH SOLE 25,000
Geo Group Inc/The CS 36159R103 5,313 192,000 CALL SOLE 192,000
Geo Group Inc/The CS 36159R103 6,839 247,147 SH SOLE 247,147
GILEAD SCIENCES INC 1% 05/01/2014 CB 375558AN3 82,794 55,000,000 PRN SOLE 55,000,000
GLOBAL EAGLE ACQUISITION COR WT 37951D110 209 835,000 SH SOLE 835,000
Global Eagle Acquisition Corp CS 37951D102 8,356 850,000 SH SOLE 850,000
Google Inc CS 38259P508 8,608 11,411 SH SOLE 11,411
Grifols SA ADR 398438408 3,285 143,897 SH SOLE 143,897
Hampton Roads Bankshares Inc CS 409321502 4,958 3,305,343 SH SOLE 3,305,343
Hudson City Bancorp Inc CS 443683107 7,352 926,000 SH SOLE 926,000
Hyde Park Acquisition Corp II CS 448640102 3,741 370,000 SH SOLE 370,000
Infinity Cross Border Acquisit UNIT G4772R127 3,008 370,000 SH SOLE 370,000
Interpublic Group of Cos Inc/T CS 460690100 14,467 1,300,961 SH SOLE 1,300,961
LyondellBasell Industries NV CS N53745100 234 4,524 SH SOLE 4,524
Kraft Foods Inc CS 50075N104 51,936 1,256,008 SH SOLE 1,256,008
Melco Crown Entertainment Ltd ADR 585464100 2,835 210,595 SH SOLE 210,595
MGIC Investment Corp CS 552848103 1,617 1,056,700 SH SOLE 1,056,700
METLIFE INC CNVPFD 59156R116 62,177 900,000 SH SOLE 900,000
Micron Technology Inc CS 595112103 6,590 1,102,000 SH SOLE 1,102,000
Micron Technology Inc CS 595112103 14,950 2,500,000 PUT SOLE 2,500,000
ONYX PHARMACEUTICALS INC 4% 08./15/16 CB 683399AB5 20,231 9,000,000 PRN SOLE 9,000,000
Par Pharmaceutical Cos Inc CS 69888P106 12,064 241,384 SH SOLE 241,384
Pfizer Inc CS 717081103 44,614 1,795,321 SH SOLE 1,795,321
PHH CORP CB 693320AQ6 19,058 10,500,000 PRN SOLE 10,500,000
Procter & Gamble Co/The CS 742718109 12,576 181,310 SH SOLE 181,310
PIONEER NATURAL RESOURCE 2.875% 1/15/38 CB 723787AH0 53,022 30,500,000 PRN SOLE 30,500,000
RADIAN GROUP INC 3% CVT 11/15/17 CB 750236AK7 29,566 40,000,000 PRN SOLE 40,000,000
Radian Group Inc CS 750236101 3,993 920,000 SH SOLE 920,000
ROI Acquisition Corp UNIT 74966A203 3,618 360,000 SH SOLE 360,000
Signet Jewelers Ltd CS G81276100 5,543 113,688 SH SOLE 113,688
SPDR S&P 500 ETF Trust TR UNIT 78462F103 1,545 10,734 SH SOLE 10,734
STANDARD PACIFIC CORP 1.25% 8/1/32 CB 85375CBC4 5,518 5,000,000 PRN SOLE 5,000,000
STANDARD PACIFIC CORP 6% 10/1/12 CB 853763AA8 7,937 7,932,000 PRN SOLE 7,932,000
Sunoco Inc CS 86764P109 194,704 4,157,686 SH SOLE 4,157,686
Trio Merger Corp CS 896697109 2,958 300,000 SH SOLE 300,000
TYSON FOODS INC 3.25% 10/15/13 CB 902494AP8 17,352 15,629,000 PRN SOLE 15,629,000
Tyco International Ltd CS H89128104 89,735 1,595,000 SH SOLE 1,595,000
United Continental Holdings In CS 910047109 3,320 170,257 SH SOLE 170,257
Universal Business Payment Sol UNIT 913384202 1,841 299,399 SH SOLE 299,399
Universal Business Payment Sol CS 913384103 1,802 299,401 SH SOLE 299,401
Universal Business Payment Sol WT 913384111 51 299,401 SH SOLE 299,401
Yahoo! Inc CS 984332106 1,230 77,000 SH SOLE 77,000
893,982