0000937617-11-000005.txt : 20110516
0000937617-11-000005.hdr.sgml : 20110516
20110516144059
ACCESSION NUMBER: 0000937617-11-000005
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110331
FILED AS OF DATE: 20110516
DATE AS OF CHANGE: 20110516
EFFECTIVENESS DATE: 20110516
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: 11845755
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
mh03-11public13f.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: March 31, 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 May 13, 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: 123
Form 13F Information Table Value Total: 3,112,569 (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
AbitibiBowater Inc CS 003687209 7,673 285,574 SH SOLE 285,574
Archer-Daniels-Midland Co CS 039483102 18,005 5,000 CALL SOLE 5,000
Air Products & Chemicals Inc CS 009158106 13,990 155,139 SH SOLE 155,139
Airgas Inc CS 009363102 26,142 393,584 SH SOLE 393,584
Alberto-Culver Co CS 013078100 44,321 1,189,195 SH SOLE 1,189,195
Alcon Inc CS H01301102 399,488 2,413,680 SH SOLE 2,413,680
Allied Nevada Gold Corp CS 019344100 8,001 225,327 SH SOLE 225,327
Alpha Natural Resources Inc CS 02076X102 9,102 153,305 SH SOLE 153,305
American Capital Ltd CS 02503Y103 33,409 3,374,599 SH SOLE 3,374,599
AOL Inc CS 00184X105 9,135 467,765 SH SOLE 467,765
Apple Inc CS 037833100 79,891 229,268 SH SOLE 229,268
Apple Inc CS 037833100 69,692 2,000 PUT SOLE 2,000
ArcelorMittal CS 03938L104 1,265 35,000 SH SOLE 35,000
ANGLOGOLD ASHANTI HLDGS 6% 9/15/13 CNVPFD 03512Q206 33,494 625,000 SH SOLE 625,000
Bank of America Corp CS 060505104 5,790 434,349 SH SOLE 434,349
BankUnited Inc CS 06652K103 247 8,600 SH SOLE 8,600
BCD Semiconductor Manufacturin CS 055347207 434 50,000 SH SOLE 50,000
BHP Billiton Ltd CS 088606108 95,880 1,000,000 SH SOLE 1,000,000
BHP Billiton PLC CS 05545E209 21,737 273,080 SH SOLE 273,080
Big Lots Inc CS 089302103 6,739 155,172 SH SOLE 155,172
BJ's Wholesale Club Inc CS 05548J106 4,882 100,000 SH SOLE 100,000
BP PLC CS 055622104 3,121 70,700 SH SOLE 70,700
CapitalSource Inc CS 14055X102 23,746 3,372,970 SH SOLE 3,372,970
Cemex SAB de CV CS 151290889 6,995 783,342 SH SOLE 783,342
Cia de Minas Buenaventura SA CS 204448104 19,337 450,000 SH SOLE 450,000
Community Health Systems Inc CS 203668108 5,992 149,831 SH SOLE 149,831
CVS Caremark Corp CS 126650100 1,662 48,428 SH SOLE 48,428
Cemex SAB de CV CS 151290889 8,930 10,000 PUT SOLE 10,000
Cemex SAB de CV CS 151290889 4,465 5,000 CALL SOLE 5,000
Citigroup Inc CS 172967101 12,195 2,759,054 SH SOLE 2,759,054
Covidien PLC CS 192005106 21,647 416,766 SH SOLE 417,766
Delta Air Lines Inc CS 247361702 2,001 204,213 SH SOLE 204,213
Dex One Corp CS 25212W100 5,946 1,228,499 SH SOLE 1,228,499
DIRECTV CS 25490A101 20,266 433,037 SH SOLE 433,037
Eastman Kodak Co CS 277461109 3,318 1,027,200 SH SOLE 1,027,200
EASTMAN KODAK CO 7% 4/1/17 CB 277461BJ7 35,575 40,000,000 PRN SOLE 40,000,000
Eastman Kodak Co CS 277461109 1,615 5,000 CALL SOLE 5,000
Eastman Kodak Co CS 277461109 4,522 14,000 PUT SOLE 14,000
EMC Corp/Massachusetts CS 268648102 13,280 5,000 PUT SOLE 5,000
Energy XXI Bermuda Ltd CS G10082140 11,045 323,981 SH SOLE 323,981
Enersis SA CS 29274F104 5,097 244,800 SH SOLE 244,800
Express Scripts Inc CS 302182100 12,568 226,000 SH SOLE 226,000
FORD MOTOR CO WT 345370134 54,230 8,500,000 SH SOLE 8,500,000
Fairpoint Communications Inc CS 305560302 962 57,267 SH SOLE 57,267
Family Dollar Stores Inc CS 307000109 5,132 100,000 SH SOLE 100,000
Financial Select Sector SPDR F CS 81369Y605 2,083 127,093 SH SOLE 127,093
First Republic Bank/San Franci CS 33616C100 618 20,000 SH SOLE 20,000
Fiserv Inc CS 337738108 8,561 136,524 SH SOLE 136,524
Flowserve Corp CS 34354P105 17,043 132,320 SH SOLE 132,320
Focus Media Holding Ltd CS 34415V109 24,536 800,000 SH SOLE 800,000
Fomento Economico Mexicano SAB CS 344419106 5,694 97,000 SH SOLE 97,000
Freeport-McMoRan Copper & Gold CS 35671D857 14,979 269,654 SH SOLE 269,654
The Fresh Market. Inc. CS 35804H106 282 7,500 SH SOLE 7,500
Fronteer Gold Inc CS 359032109 32,175 2,130,000 SH SOLE 2,130,000
FXCM Inc CS 302693106 130 10,000 SH SOLE 10,000
GameStop Corp CS 36467W109 615 273 CALL SOLE 273
General Motors Co CS 37045V100 15,515 500,000 SH SOLE 500,000
General Motors Co CS 37045V100 15,515 5,000 PUT SOLE 5,000
Genzyme Corp CS 372917104 768,534 10,092,368 SH SOLE 10,092,368
Hampton Roads Bankshares Inc CS 409321106 33,053 82,633,418 SH SOLE 82,633,418
Harris Corp CS 413875105 23,936 482,590 SH SOLE 482,590
HCA Holdings Inc CS 40412C101 5,182 153,000 SH SOLE 153,000
HERCULES OFFSHORE Inc 3.375% 6/0 CB 427093AD1 471 500,000 PRN SOLE 500,000
Hertz Global Holdings Inc CS 42805T105 11,108 710,688 SH SOLE 710,688
Hewlett-Packard Co CS 428236103 25,903 632,246 SH SOLE 632,246
Horizon Lines Inc 4.25% 8/1 CB 44044KAB7 385 500,000 PRN SOLE 500,000
HSBC Holdings PLC CS 404280406 25,900 500,000 SH SOLE 500,000
Infosys Technologies Ltd CS 456788108 10,754 150,000 SH SOLE 150,000
Intel Corp CS 458140100 7,461 369,920 SH SOLE 369,920
InterXion Holding NV CS N47279109 325 25,000 SH SOLE 25,000
iShares FTSE China 25 Index Fu CS 464287184 3,009 67,000 SH SOLE 67,000
ITT Corp CS 450911102 300 5,000 SH SOLE 5,000
Ivanhoe Mines Ltd CS 46579N103 27,712 1,009,177 SH SOLE 1,009,177
JPMorgan Chase & Co CS 46625H100 10,313 223,705 SH SOLE 223,705
Kinder Morgan Inc/Delaware CS 49456B101 2,668 90,000 SH SOLE 90,000
Kinetic Concepts Inc CS 49460W208 8,163 150,000 SH SOLE 150,000
Lawson Software Inc CS 52078P102 660 54,500 SH SOLE 54,500
Liberty Media Corp CS 53071M708 6,662 85,852 SH SOLE 85,852
Louisiana-Pacific Corp CS 546347105 7,188 684,566 SH SOLE 684,566
Medco Health Solutions Inc CS 58405U102 7,388 131,560 SH SOLE 131,560
Microsoft Corp CS 594918104 16,904 666,564 SH SOLE 666,564
Metlife Inc CNVPFD 59156R116 76,214 900,000 SH SOLE 900,000
Molson Coors Brewing Co CS 60871R209 3,540 75,500 SH SOLE 75,500
NewAlliance Bancshares Inc CS 650203102 22,454 1,513,050 SH SOLE 1,513,050
News Corp CS 65248E203 9,310 500,000 SH SOLE 500,000
Nielsen Holdings NV CS N63218106 546 20,000 SH SOLE 20,000
Noah Holdings Ltd CS 65487X102 183 12,500 SH SOLE 12,500
Novartis AG CS 66987V109 27,041 497,537 SH SOLE 497,537
Novartis AG CS 66987V109 27,175 5,000 PUT SOLE 5,000
Novartis AG CS 66987V109 2,804 516 CALL SOLE 516
Novell Inc CS 670006105 33,917 5,719,603 SH SOLE 5,719,603
Office Depot Inc CS 676220106 7,398 1,597,856 SH SOLE 1,597,856
Oshkosh Corp CS 688239201 19,270 544,672 SH SOLE 544,672
POSCO CS 693483109 34,287 300,000 SH SOLE 300,000
Promotora de Informaciones SA CS 74343G303 7,755 650,000 SH SOLE 650,000
PIONEER NATURAL RESOURCE 2.875% 1/15/38 CB 723787AH0 57,528 32,500,000 PRN SOLE 32,500,000
Qwest Communications Intl CS 749121109 5,304 776,508 SH SOLE 776,508
Range Resources Corp CS 75281A109 13,447 230,019 SH SOLE 230,019
TRANSOCEAN INC 1.5% 12/3 CB 893830AV1 77,190 77,500,000 PRN SOLE 77,500,000
Rubicon Minerals Corp CS 780911103 1,670 322,800 SH SOLE 322,800
SanDisk Corp CS 80004C101 10,011 217,150 SH SOLE 217,150
Shaw Group Inc CS 820280105 12,338 348,421 SH SOLE 348,421
SPDR S&P 500 ETF Trust CS 78462F103 477 3,600 SH SOLE 3,600
UDR INC 3.625% 9/15/11 CB 853763AA8 8,190 7,932,000 PRN SOLE 7,932,000
SunTrust Banks Inc CS 867914103 1,009 35,000 SH SOLE 35,000
Targa Resources Corp CS 87612G101 725 20,000 SH SOLE 20,000
Teva Pharmaceutical Industries CS 881624209 19,336 385,492 SH SOLE 385,492
TYSON FOODS INC 3.25% 10/15/13 CB 902494AP8 31,916 24,479,000 PRN SOLE 24,479,000
Tyco International Ltd CS H89128104 86,787 1,938,498 SH SOLE 1,938,498
United Continental Holdings In CS 910047109 3,914 170,257 SH SOLE 170,257
UDR INC 3.625% 9/15/11 CB 910197AM4 9,090 9,000,000 PRN SOLE 9,000,000
US Bancorp CS 902973304 8,375 316,877 SH SOLE 316,877
US STEEL CORP 5/15/14 CB 912909AE8 59,274 32,500,000 PRN SOLE 32,500,000
VALEANT PHARMACEUTICALS INTL CS 91911K102 10,211 205,000 SH SOLE 205,000
Visa Inc CS 92826C839 17,821 242,074 SH SOLE 242,074
Visteon Corp/New CS 92839U206 297 4,749 SH SOLE 4,749
Vodafone Group PLC CS 92857W209 22,992 800,000 SH SOLE 800,000
Wabash National Corp CS 929566107 241 20,805 SH SOLE 20,805
Warner Chilcott PLC CS G94368100 23,374 1,004,490 SH SOLE 1,004,490
WellCare Health Plans Inc CS 94946T106 20,206 481,658 SH SOLE 481,658
Wells Fargo & Co CS 949746101 6,777 213,720 SH SOLE 213,720
Williams Cos Inc CS 969457100 7,678 246,244 SH SOLE 246,244
WR Grace & Co CS 38388F108 9,808 256,158 SH SOLE 256,158
3,112,569