0000937617-11-000020.txt : 20110812
0000937617-11-000020.hdr.sgml : 20110812
20110812143247
ACCESSION NUMBER: 0000937617-11-000020
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110630
FILED AS OF DATE: 20110812
DATE AS OF CHANGE: 20110812
EFFECTIVENESS DATE: 20110812
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: 111030775
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
mh06-11public13f.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: June 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 August 12, 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: 101
Form 13F Information Table Value Total: 2,292,640 (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 OP 037833100 67,110 200,000 PUT SOLE 200,000
Archer-Daniels-Midland Co OC 039483102 3,015 100,000 CALL SOLE 100,000
Airgas Inc CS 009363102 39,805 568,325 SH SOLE 568,325
AK Steel Holding Corp CS 001547108 7,880 500,000 SH SOLE 500,000
Allied Nevada Gold Corp CS 019344100 9,893 280,327 SH SOLE 280,327
American Capital Ltd CS 02503Y103 18,752 1,890,299 SH SOLE 1,890,299
Apple Inc CS 037833100 76,260 227,268 SH SOLE 227,268
Ashland Inc CS 044209104 12,876 199,263 SH SOLE 199,263
BHP Billiton Ltd CS 088606108 104,292 1,102,100 SH SOLE 1,102,100
Big Lots Inc CS 089302103 746 22,499 SH SOLE 22,499
BP PLC CS 055622104 35,604 803,881 SH SOLE 803,881
Bucyrus International Inc CS 118759109 258,211 2,816,741 SH SOLE 2,816,741
Cemex SAB de CV CS 151290889 6,737 783,342 SH SOLE 783,342
CenturyLink Inc CS 156700106 5,224 129,210 SH SOLE 129,210
CIGNA Corp CS 125509109 10,277 199,824 SH SOLE 199,824
CIT Group Inc CS 125581801 22,130 500,000 SH SOLE 500,000
Citigroup Inc CS 172967424 13,571 325,903 SH SOLE 325,903
Community Health Systems Inc CS 203668108 8,736 340,181 SH SOLE 340,181
Cemex SAB de CV OP 151290889 8,600 1,000,000 PUT SOLE 1,000,000
Cemex SAB de CV OC 151290889 4,300 500,000 CALL SOLE 500,000
Covidien Ltd CS G2554F113 21,386 401,766 SH SOLE 401,766
Danvers Bancorp Inc CS 236442109 7,623 350,000 SH SOLE 350,000
Delta Air Lines Inc CS 247361702 1,931 210,602 SH SOLE 210,602
DIRECTV CS 25490A101 15,909 313,037 SH SOLE 313,037
Eastman Kodak Co CS 277461109 1,879 524,900 SH SOLE 524,900
EASTMAN KODAK CO 7% 4/1/17 CB 277461BJ7 39,091 45,000,000 PRN SOLE 45,000,000
Eastman Kodak Co OP 277461109 5,012 1,400,000 PUT SOLE 1,400,000
Eastman Kodak Co OC 277461109 3,673 1,026,100 CALL SOLE 1,026,100
El Paso Corp CS 28336L109 12,120 600,000 SH SOLE 600,000
EMC Corp/Massachusetts OP 268648102 13,775 500,000 PUT SOLE 500,000
EQT Corp CS 26884L109 1,985 37,800 SH SOLE 37,800
EXCO Resources Inc CS 269279402 16,070 910,500 SH SOLE 910,500
Express Scripts Inc CS 302182100 13,277 246,000 SH SOLE 246,000
FORD MOTOR CO WT 345370134 52,400 10,000,000 SH SOLE 10,000,000
Fairpoint Communications Inc CS 305560302 527 57,267 SH SOLE 57,267
Fiserv Inc CS 337738108 7,610 121,524 SH SOLE 121,524
Flowserve Corp CS 34354P105 14,980 136,320 SH SOLE 136,320
Gen-Probe Inc CS 36866T103 20,649 298,662 SH SOLE 298,662
General Motors Co CS 37045V100 15,180 500,000 SH SOLE 500,000
Genzyme Corp CS 80105N113 3,703 1,536,717 SH SOLE 1,536,717
GLOBAL EAGLE ACQUISITION COR WT 37951D110 638 850,000 SH SOLE 850,000
Global Eagle Acquisition Corp CS 37951D102 8,024 850,000 SH SOLE 850,000
General Motors Co OP 37045V100 15,180 500,000 PUT SOLE 500,000
Goldman Sachs Group Inc/The CS 38141G104 81,185 610,000 SH SOLE 610,000
Gen-Probe Inc OC 36866T103 1,383 20,000 CALL SOLE 20,000
Grifols SA CS 398438309 2,557 339,627 SH SOLE 339,627
Hampton Roads Bankshares Inc CS 409321502 32,723 3,305,343 SH SOLE 3,305,343
Harris Corp CS 413875105 27,991 621,190 SH SOLE 621,190
HCA Holdings Inc CS 40412C101 3,795 115,000 SH SOLE 115,000
Hertz Global Holdings Inc CS 42805T105 8,586 540,688 SH SOLE 540,688
Hypercom Corp CS 44913M105 2,411 245,302 SH SOLE 245,302
Intel Corp CS 458140100 7,282 328,920 SH SOLE 328,920
iPATH S&P 500 VIX Short-Term F CS 06740C261 947 44,816 SH SOLE 44,816
iShares FTSE China 25 Index Fu CS 464287184 2,809 65,400 SH SOLE 65,400
iShares PHLX SOX Semiconductor CS 464287523 888 16,000 SH SOLE 16,000
Ivanhoe Mines Ltd/CA CS 46579N103 40,636 1,606,169 SH SOLE 1,606,169
JPMorgan Chase & Co CS 46625H100 9,158 223,705 SH SOLE 223,705
Kinder Morgan Inc/Delaware CS 49456B101 2,155 75,000 SH SOLE 75,000
Liberty Media Corp - Starz CS 53071M708 15,367 204,245 SH SOLE 204,245
Marathon Oil Corp CS 565849106 4,162 79,000 SH SOLE 79,000
Marshall & Ilsley Corp CS 571837103 37,642 4,723,000 SH SOLE 4,723,000
Medco Health Solutions Inc CS 58405U102 8,566 151,560 SH SOLE 151,560
Microsoft Corp CS 594918104 111,178 4,279,364 SH SOLE 4,279,364
Mitsubishi UFJ Financial Group CS 606822104 1,449 300,000 SH SOLE 300,000
METLIFE INC CNVPFD 59156R116 74,030 900,000 SH SOLE 900,000
Oracle Corp CS 68389X105 26,312 800,000 SH SOLE 800,000
Oshkosh Corp CS 688239201 14,833 512,537 SH SOLE 512,537
People's United Financial Inc CS 712704105 4,198 312,325 SH SOLE 312,325
Pfizer Inc CS 717081103 119,384 5,795,321 SH SOLE 5,795,321
Pioneer Nat Res Co 2.875% 1/15/38 CB 723787AH0 50,186 32,500,000 PRN SOLE 32,500,000
Radian GROUP INC 3% 11/15/17 CB 750236AK7 35,673 50,000,000 PRN SOLE 50,000,000
Radian Group Inc CS 750236101 1,904 450,000 SH SOLE 450,000
RADWARE Ltd CS M81873107 903 25,916 SH SOLE 25,916
Range Resources Corp CS 75281A109 27,049 487,369 SH SOLE 487,369
Renren Inc CS 759892102 111 12,500 SH SOLE 12,500
TRANSOCEAN INC 1.5% 12/3 CB 893830AV1 77,221 77,500,000 PRN SOLE 77,500,000
Rock-Tenn Co CS 772739207 375 5,649 SH SOLE 5,649
Royal Dutch Shell PLC CS 780259206 17,654 248,200 SH SOLE 248,200
Rubicon Minerals Corp CS 780911103 1,149 322,800 SH SOLE 322,800
SanDisk Corp CS 80004C101 11,226 270,500 SH SOLE 270,500
SPDR S&P 500 ETF Trust CS 78462F103 3,339 25,300 SH SOLE 25,300
STANDARD PACIFIC CORP 6% 10/1/12 CB 853763AA8 8,170 7,932,000 PRN SOLE 7,932,000
SRA Intl Inc CS 78464R105 30,928 1,000,273 SH SOLE 1,000,273
SunPower Corp CS 867652109 8,565 443,107 SH SOLE 443,107
Teva Pharmaceutical Industries CS 881624209 13,255 274,992 SH SOLE 274,992
TYSON FOODS INC 3.25% 10/15/13 CB 902494AP8 41,800 32,479,000 PRN SOLE 32,479,000
Tyco International Ltd CS H89128104 104,030 2,104,598 SH SOLE 2,104,598
United Continental Holdings In CS 910047109 3,853 170,257 SH SOLE 170,257
UDR INC 3.625% 9/15/11 CB 910197AM4 9,042 9,000,000 PRN SOLE 9,000,000
Universal Business Payment Sol CS 913384202 3,593 598,800 SH SOLE 598,800
US Bancorp CS 902973304 11,272 441,877 SH SOLE 441,877
US STEEL CORP 5/15/14 CB 912909AE8 55,635 35,000,000 PRN SOLE 35,000,000
Visa Inc OC 92826C839 5,393 64,000 CALL SOLE 64,000
VALEANT PHARMACEUTICALS INTE CS 91911K102 5,196 100,000 SH SOLE 100,000
Visa Inc CS 92826C839 7,626 90,500 SH SOLE 90,500
Vodafone Group PLC CS 92857W209 33,887 1,268,700 SH SOLE 1,268,700
Warner Chilcott PLC CS G94368100 25,691 1,064,694 SH SOLE 1,064,694
Warner Chilcott PLC OC G94368100 2,414 100,000 CALL SOLE 100,000
WellCare Health Plans Inc CS 94946T106 14,968 291,158 SH SOLE 291,158
Williams Cos Inc/The CS 969457100 8,054 266,244 SH SOLE 266,244
WR Grace & Co CS 38388F108 24,210 530,562 SH SOLE 530,562
2,292,640