0000937617-12-000002.txt : 20120214 0000937617-12-000002.hdr.sgml : 20120214 20120214165809 ACCESSION NUMBER: 0000937617-12-000002 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20111231 FILED AS OF DATE: 20120214 DATE AS OF CHANGE: 20120214 EFFECTIVENESS DATE: 20120214 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: 12612068 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 mh12-11public13f.txt 13F PUBLIC 123111 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 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 Feb 10, 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: 88 Form 13F Information Table Value Total: 1,207,225 (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 22,049 282,384 SH SOLE 282,384 AMC Networks Inc CS 00164V103 8,831 234,991 SH SOLE 234,991 American Capital Ltd CS 02503Y103 6,597 980,299 SH SOLE 980,299 American Electric Power Co Inc CS 025537101 2,066 50,000 SH SOLE 50,000 AMERIGROUP Corp CS 03073T102 5,034 85,201 SH SOLE 85,201 Apple Inc CS 037833100 10,611 26,200 SH SOLE 26,200 Ashland Inc CS 044209104 5,995 104,873 SH SOLE 104,873 Cemex SAB de CV CS 151290889 5,821 1,080,000 SH SOLE 1,080,000 CenturyLink Inc CS 156700106 8,527 229,210 SH SOLE 229,210 Colfax Corp CS 194014106 1,213 42,600 PUT SOLE 42,600 Comverse Technology Inc CS 205862402 11,663 1,700,189 SH SOLE 1,700,189 Consolidated Edison Inc CS 209115104 3,102 50,000 SH SOLE 50,000 Convergys Corp CS 212485106 6,812 533,443 SH SOLE 533,443 Covidien Ltd CS G2254F105 16,876 374,946 SH SOLE 374,946 Cemex SAB de CV CS 151290889 5,390 1,000,000 PUT SOLE 1,000,000 Delphi Automotive PLC CS G27823106 129,137 6,310,779 SH SOLE 6,310,779 Diamond Foods Inc CS 252603105 10,003 309,993 SH SOLE 309,993 DIRECTV CS 25490A101 10,606 248,037 SH SOLE 248,037 Dollar Thrifty Automotive Grou CS 256743105 34,358 489,014 SH SOLE 489,014 Dollar Thrifty Automotive Grou CS 256743105 1,089 15,500 PUT SOLE 15,500 Dominion Resources Inc/VA CS 25746U109 2,654 50,000 SH SOLE 50,000 EI du Pont de Nemours & Co CS 263534109 2,289 50,000 SH SOLE 50,000 Duke Energy Corp CS 26441C105 1,100 50,000 SH SOLE 50,000 Dunkin' Brands Group Inc CS 265504100 250 10,000 SH SOLE 10,000 Eastman Kodak Co CS 277461109 909 1,400,000 SH SOLE 1,400,000 Eastman Kodak Co CS 277461109 909 1,400,000 PUT SOLE 1,400,000 Eli Lilly & Co CS 532457108 2,078 50,000 SH SOLE 50,000 EMC Corp/Massachusetts CS 268648102 26,710 1,240,000 PUT SOLE 1,240,000 EMC Corp/Massachusetts CS 268648102 30,459 1,414,082 SH SOLE 1,414,082 Entergy Corp CS 29364G103 3,653 50,000 SH SOLE 50,000 EQT Corp CS 26884L109 27,001 492,800 SH SOLE 492,800 FORD MOTOR CO WT 345370134 24,000 10,000,000 SH SOLE 10,000,000 Fairpoint Communications Inc CS 305560302 247 57,267 SH SOLE 57,267 Global Eagle Acquisition Corp WT 37951D110 376 835,000 SH SOLE 835,000 Global Eagle Acquisition Corp CS 37951D102 8,135 850,000 SH SOLE 850,000 Grifols SA CS 398438309 4,807 870,790 SH SOLE 870,790 Hampton Roads Bankshares Inc CS 409321502 9,057 3,305,343 SH SOLE 3,305,343 Harris Corp CS 413875105 7,507 208,310 SH SOLE 208,310 Healthspring Inc CS 42224N101 167,337 3,068,152 SH SOLE 3,068,152 Hertz Global Holdings Inc CS 42805T105 12,948 1,104,770 SH SOLE 1,104,770 HSN Inc CS 404303109 6,698 184,721 SH SOLE 184,721 iPATH S&P 500 VIX Short-Term F CS 06740C261 1,599 45,000 SH SOLE 45,000 Ivanhoe Mines Ltd/CA CS 46579N103 16,169 912,469 SH SOLE 912,469 Ivanhoe Mines Ltd/CA CS 46579N103 2,778 156,800 CALL SOLE 156,800 Johnson & Johnson CS 478160104 3,279 50,000 SH SOLE 50,000 Kimberly-Clark Corp CS 494368103 3,678 50,000 SH SOLE 50,000 Liberty Media Corp - Liberty C CS 530322106 14,656 188,017 SH SOLE 188,017 Lorillard Inc CS 544147101 2,850 25,000 SH SOLE 25,000 Martin Marietta Materials Inc CS 573284106 2,006 26,600 SH SOLE 26,600 Merck & Co Inc CS 58933Y105 1,885 50,000 SH SOLE 50,000 METLIFE INC CNVPFD 59156R116 61,485 1,000,000 SH SOLE 1,000,000 Northrop Grumman Corp CS 666807102 2,924 50,000 SH SOLE 50,000 Oshkosh Corp CS 688239201 3,751 175,433 SH SOLE 175,433 PepsiCo Inc/NC CS 713448108 3,318 50,000 SH SOLE 50,000 Pfizer Inc CS 717081103 39,933 1,845,321 SH SOLE 1,845,321 Pharmasset Inc CS 71715N106 36,112 282,102 SH SOLE 282,102 PPL CORPORATION CS 69351T106 1,471 50,000 SH SOLE 50,000 Public Service Enterprise Grou CS 744573106 1,651 50,000 SH SOLE 50,000 Pioneer Nat Res Co 2.875% 1/15/38 CB 723787AH0 57,512 37,500,000 PRN SOLE 37,500,000 Radian GROUP Inc 3% 11/15/17 CB 750236AK7 21,916 50,000,000 PRN SOLE 50,000,000 Radian Group Inc CS 750236101 2,387 1,020,000 SH SOLE 1,020,000 Ralcorp Holdings Inc CS 751028101 367 4,295 SH SOLE 4,295 Reynolds American Inc CS 761713106 2,071 50,000 SH SOLE 50,000 RightNow Technologies Inc CS 76657R106 2,791 65,280 SH SOLE 65,280 Rubicon Minerals Corp CS 780911103 4,073 1,072,800 SH SOLE 1,072,800 Sanofi 12/31/2020 RT 80105N113 700 603,201 SH SOLE 603,201 Sirius XM Radio Inc CS 82967N108 7,171 3,962,100 SH SOLE 3,962,100 SPDR S&P 500 ETF Trust CS 78462F103 2,610 20,800 SH SOLE 20,800 Spectra Energy Corp CS 847560109 1,538 50,000 SH SOLE 50,000 Standard Pacific Corp 6% 10/1/12 CB 853763AA8 8,051 7,932,000 PRN SOLE 7,932,000 SuccessFactors Inc CS 864596101 20,295 509,026 SH SOLE 509,026 SunCoke Energy Inc CS 86722A103 224 20,000 SH SOLE 20,000 Transatlantic Holdings Inc CS 893521104 1,720 31,428 SH SOLE 31,428 TripAdvisor Inc CS 896945201 1,006 39,899 SH SOLE 39,899 Tyson Foods Inc 3.25% 10/15/13 CB 902494AP8 36,406 27,479,000 PRN SOLE 27,479,000 Tyco International Ltd CS H89128104 32,074 686,659 SH SOLE 686,659 United Continental Holdings In CS 910047109 3,213 170,257 SH SOLE 170,257 Universal Business Payment Sol CS 913384202 3,563 598,800 SH SOLE 598,800 US Steel Corp 4% 5/15/14 CB 912909AE8 11,042 10,000,000 PRN SOLE 10,000,000 Pharmasset Inc CS 71715N106 12,801 100,000 CALL SOLE 100,000 Warner Chilcott PLC CS G94368100 9,953 658,260 SH SOLE 658,260 WellCare Health Plans Inc CS 94946T106 7,408 141,112 SH SOLE 141,112 WellPoint Inc CS 94973V107 1,988 30,000 SH SOLE 30,000 Wesco Aircraft Holdings Inc CS 950814103 7,518 537,385 SH SOLE 537,385 Williams Cos Inc/The CS 969457100 17,585 532,562 SH SOLE 532,562 WR Grace & Co CS 38388F108 27,778 604,918 SH SOLE 604,918 Wynn Resorts Ltd CS 983134107 49,721 450,000 SH SOLE 450,000 Yahoo! Inc CS 984332106 7,294 452,500 SH SOLE 452,500 1,207,225