Davidson Kempner Capital Management

Davidson Kempner Capital Management as of Dec. 31, 2011

Portfolio Holdings for Davidson Kempner Capital Management

Davidson Kempner Capital Management holds 83 positions in its portfolio as reported in the December 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
HealthSpring 14.1 $167M 3.1M 54.54
Delphi Automotive 10.9 $129M 6.3M 20.46
Metlife Inc 5% 10/0/14 Conv Pr cv prf 5.2 $62M 1.0M 61.48
Pioneer Nat Res Co note 2.875% 1/1 4.8 $57M 38M 1.53
EMC Corporation 4.8 $57M 2.7M 21.54
Wynn Resorts (WYNN) 4.2 $50M 450k 110.49
Pfizer (PFE) 3.4 $40M 1.8M 21.64
Tyson Foods Inc note 3.250%10/1 3.1 $36M 28M 1.32
Pharmasset 3.0 $36M 282k 128.01
Dollar Thrifty Automotive 3.0 $35M 505k 70.26
Tyco International Ltd S hs 2.7 $32M 687k 46.71
W.R. Grace & Co. 2.3 $28M 605k 45.92
EQT Corporation (EQT) 2.3 $27M 493k 54.79
Ford Mtr Co Del *w exp 01/01/201 2.0 $24M 10M 2.40
Airgas 1.9 $22M 282k 78.08
SuccessFactors 1.7 $20M 509k 39.87
Ivanhoe Mines 1.6 $19M 1.1M 17.72
Williams Companies (WMB) 1.5 $18M 533k 33.02
Covidien Ltd cs 1.4 $17M 375k 45.01
Liberty Media Corp lcpad 1.2 $15M 188k 77.95
Hertz Global Holdings 1.1 $13M 1.1M 11.72
Pharmasset 1.1 $13M 100k 128.01
Comverse Technology 1.0 $12M 1.7M 6.86
United States Stl Corp New note 4.000% 5/1 0.9 $11M 10M 1.10
Apple (AAPL) 0.9 $11M 26k 405.00
Directv 0.9 $11M 248k 42.76
Warner Chilcott Plc - 0.8 $10M 658k 15.12
Diamond Foods 0.8 $10M 310k 32.27
Hampton Roads Bankshares Inc C 0.8 $9.1M 3.3M 2.74
Amc Networks Inc Cl A (AMCX) 0.8 $8.8M 235k 37.58
CenturyLink 0.7 $8.5M 229k 37.20
Global Eagle Acquisition Cor 0.7 $8.1M 850k 9.57
Standard Pac Corp note 6.000%10/0 0.7 $8.1M 7.9M 1.02
Harris Corporation 0.6 $7.5M 208k 36.04
WellCare Health Plans 0.6 $7.4M 141k 52.50
Wesco Aircraft Holdings 0.6 $7.5M 537k 13.99
Yahoo! 0.6 $7.3M 453k 16.12
Sirius XM Radio 0.6 $7.2M 4.0M 1.81
HSN 0.6 $6.7M 185k 36.26
Convergys Corporation 0.6 $6.8M 533k 12.77
American Capital 0.6 $6.6M 980k 6.73
Ashland 0.5 $6.0M 105k 57.16
Cemex SAB de CV (CX) 0.5 $5.8M 1.1M 5.39
Cemex SAB de CV (CX) 0.5 $5.4M 1.0M 5.39
AMERIGROUP Corporation 0.4 $5.0M 85k 59.08
Grifols S A 0.4 $4.8M 871k 5.52
Rubicon Minerals Corp 0.3 $4.1M 1.1M 3.80
Oshkosh Corporation (OSK) 0.3 $3.8M 175k 21.38
Kimberly-Clark Corporation (KMB) 0.3 $3.7M 50k 73.56
Entergy Corporation (ETR) 0.3 $3.7M 50k 73.06
Univeral Business Pmt Sol Ac unit 99/99/9999 0.3 $3.6M 599k 5.95
Johnson & Johnson (JNJ) 0.3 $3.3M 50k 65.58
Pepsi (PEP) 0.3 $3.3M 50k 66.36
Hldgs (UAL) 0.3 $3.2M 170k 18.87
Consolidated Edison (ED) 0.3 $3.1M 50k 62.04
Northrop Grumman Corporation (NOC) 0.2 $2.9M 50k 58.48
Lorillard 0.2 $2.9M 25k 114.00
RightNow Technologies 0.2 $2.8M 65k 42.75
Dominion Resources (D) 0.2 $2.7M 50k 53.08
Spdr S&p 500 Etf (SPY) 0.2 $2.6M 21k 125.48
Radian (RDN) 0.2 $2.4M 1.0M 2.34
E.I. du Pont de Nemours & Company 0.2 $2.3M 50k 45.78
Eli Lilly & Co. (LLY) 0.2 $2.1M 50k 41.56
Martin Marietta Materials (MLM) 0.2 $2.0M 27k 75.41
Reynolds American 0.2 $2.1M 50k 41.42
WellPoint 0.2 $2.0M 30k 66.27
American Electric Power Company (AEP) 0.2 $2.1M 50k 41.32
Merck & Co (MRK) 0.2 $1.9M 50k 37.70
Eastman Kodak Company 0.1 $1.8M 2.8M 0.65
Transatlantic Holdings 0.1 $1.7M 31k 54.73
Public Service Enterprise (PEG) 0.1 $1.7M 50k 33.02
Spectra Energy 0.1 $1.5M 50k 30.76
Barclays Bk Plc ipth s^p vix 0.1 $1.6M 45k 35.53
PPL Corporation (PPL) 0.1 $1.5M 50k 29.42
Colfax Corporation 0.1 $1.2M 43k 28.47
Duke Energy Corporation 0.1 $1.1M 50k 22.00
Tripadvisor (TRIP) 0.1 $1.0M 40k 25.21
Sanofi Aventis Wi Conval Rt 0.1 $700k 603k 1.16
Ralcorp Holdings 0.0 $367k 4.3k 85.45
Global Eagle Acquisition Cor *w exp 05/13/201 0.0 $376k 835k 0.45
Fairpoint Communications 0.0 $247k 57k 4.31
Dunkin' Brands Group 0.0 $250k 10k 25.00
Suncoke Energy (SXC) 0.0 $224k 20k 11.20