Davidson Kempner Capital Management

Davidson Kempner Capital Management as of Sept. 30, 2011

Portfolio Holdings for Davidson Kempner Capital Management

Davidson Kempner Capital Management holds 75 positions in its portfolio as reported in the September 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Cephalon 16.0 $224M 2.8M 80.70
Ecolab (ECL) 7.3 $103M 2.1M 48.89
BJ's Wholesale Club 6.6 $92M 1.8M 51.25
Transocean Inc note 1.500%12/1 5.5 $78M 78M 1.00
iShares Dow Jones US Real Estate (IYR) 4.5 $63M 1.3M 50.57
Metlife Inc 5% 10/0/14 Conv Pr cv prf 3.6 $51M 900k 56.60
Pioneer Nat Res Co note 2.875% 1/1 3.0 $42M 35M 1.19
Tyco International Ltd S hs 2.9 $40M 990k 40.75
Airgas 2.6 $36M 568k 63.82
Tyson Foods Inc note 3.250%10/1 2.4 $33M 28M 1.20
Diamond Foods 2.3 $33M 411k 79.80
Pfizer (PFE) 2.3 $32M 1.8M 17.68
Spdr S&p 500 Etf (SPY) 2.2 $32M 279k 113.15
United States Stl Corp New note 4.000% 5/1 2.2 $31M 30M 1.04
Dollar Thrifty Automotive 2.1 $30M 526k 56.30
EMC Corporation 1.9 $26M 1.2M 20.99
W.R. Grace & Co. 1.7 $24M 725k 33.30
Vale 1.6 $23M 1.1M 21.00
Vale (VALE) 1.6 $23M 1.0M 22.80
Ivanhoe Mines 1.5 $21M 1.5M 13.70
Harris Corporation 1.4 $20M 595k 34.17
Ford Mtr Co Del *w exp 01/01/201 1.4 $20M 9.0M 2.21
Banco Itau Holding Financeira (ITUB) 1.3 $19M 1.2M 15.52
EQT Corporation (EQT) 1.2 $18M 328k 53.36
Warner Chilcott Plc - 1.2 $17M 1.2M 14.29
Hampton Roads Bankshares Inc C 1.1 $16M 3.3M 4.70
Petroleo Brasileiro SA (PBR) 1.0 $15M 650k 22.45
Banco Bradesco SA (BBD) 0.9 $13M 850k 14.79
Covidien Ltd cs 0.9 $12M 282k 44.10
Fortune Brands 0.9 $12M 225k 54.08
Directv 0.8 $12M 273k 42.25
El Paso Corporation 0.8 $11M 600k 17.48
Petroleo Brasileiro SA (PBR.A) 0.7 $10M 500k 20.72
General Electric Company 0.7 $9.4M 620k 15.22
WellCare Health Plans 0.6 $8.9M 235k 37.98
Standard Pac Corp note 6.000%10/0 0.6 $8.1M 7.9M 1.02
NYSE Euronext 0.6 $8.2M 353k 23.24
Global Eagle Acquisition Cor 0.6 $8.1M 850k 9.50
CenturyLink 0.6 $8.0M 242k 33.12
Community Health Systems (CYH) 0.5 $7.5M 450k 16.64
Oshkosh Corporation (OSK) 0.5 $7.0M 443k 15.74
Fiserv (FI) 0.5 $6.9M 137k 50.77
Amc Networks Inc Cl A (AMCX) 0.5 $6.8M 214k 31.95
Hertz Global Holdings 0.5 $6.7M 756k 8.90
American Capital 0.5 $6.7M 980k 6.82
HSN 0.5 $6.6M 199k 33.13
Convergys Corporation 0.5 $6.2M 666k 9.38
Allied Nevada Gold 0.4 $6.0M 167k 35.96
Williams Companies (WMB) 0.4 $5.0M 206k 24.34
Cemex SAB de CV (CX) 0.3 $4.7M 1.5M 3.16
Ashland 0.3 $4.6M 105k 44.14
Arch Chemicals 0.3 $4.2M 90k 46.92
Rubicon Minerals Corp 0.3 $4.3M 1.2M 3.48
SanDisk Corporation 0.3 $3.7M 91k 40.35
Univeral Business Pmt Sol Ac unit 99/99/9999 0.2 $3.5M 599k 5.91
Cemex SAB de CV (CX) 0.2 $3.4M 1.1M 3.16
Hldgs (UAL) 0.2 $3.3M 170k 19.38
WellPoint 0.2 $3.3M 50k 65.28
Yahoo! 0.2 $3.3M 250k 13.16
Nalco Holding Company 0.2 $2.8M 79k 34.98
Radian (RDN) 0.2 $2.5M 1.1M 2.19
Grifols S A 0.2 $2.4M 380k 6.36
Barclays Bk Plc ipth s^p vix 0.1 $2.2M 41k 53.37
Eastman Kodak Co note 7.000% 4/0 0.1 $2.0M 8.0M 0.25
Kinder Morgan (KMI) 0.1 $1.9M 75k 25.89
Delta Air Lines (DAL) 0.1 $1.7M 226k 7.50
Eastman Kodak Company 0.1 $1.1M 1.4M 0.78
AK Steel Holding Corporation 0.1 $1.1M 165k 6.54
Eastman Kodak Company 0.1 $878k 1.1M 0.78
iShares S&P NA Tec. Semi. Idx (SOXX) 0.1 $735k 16k 45.94
Global Eagle Acquisition Cor *w exp 05/13/201 0.0 $501k 835k 0.60
Sanofi Aventis Wi Conval Rt 0.0 $419k 403k 1.04
Fairpoint Communications 0.0 $246k 57k 4.30
Dunkin' Brands Group 0.0 $278k 10k 27.80
Suncoke Energy (SXC) 0.0 $220k 20k 11.00