Davidson Kempner Capital Management

Davidson Kempner Capital Management as of March 31, 2012

Portfolio Holdings for Davidson Kempner Capital Management

Davidson Kempner Capital Management holds 36 positions in its portfolio as reported in the March 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Medco Health Solutions 34.9 $416M 5.9M 70.30
Delphi Automotive 15.5 $186M 6.1M 30.45
Pioneer Nat Res Co note 2.875% 1/1 7.2 $86M 45M 1.93
Metlife Inc 5% 10/0/14 Conv Pr cv prf 5.9 $71M 1.0M 70.49
Illumina (ILMN) 4.6 $55M 1.0M 52.61
Tyson Foods Inc note 3.250%10/1 3.8 $45M 36M 1.24
Pfizer (PFE) 3.4 $41M 1.8M 22.64
RSC Holdings 3.2 $39M 1.7M 22.59
Ford Mtr Co Del *w exp 01/01/201 2.9 $35M 10M 3.48
Radian Group Inc note 3.000%11/1 2.4 $29M 42M 0.68
Hertz Global Holdings 2.2 $27M 1.8M 15.04
Dollar Thrifty Automotive 1.6 $19M 231k 80.91
CSX Corporation (CSX) 1.2 $15M 688k 21.52
Yahoo! 1.2 $15M 972k 15.21
Interpublic Group of Companies (IPG) 1.2 $14M 1.3M 11.41
Novellus Systems 1.1 $13M 268k 49.88
Pioneer Natural Resources 0.9 $11M 100k 111.59
Signet Jewelers (SIG) 0.9 $10M 218k 47.28
Hampton Roads Bankshares Inc C 0.8 $10M 3.3M 3.03
Global Eagle Acquisition Cor 0.7 $8.2M 850k 9.69
Standard Pac Corp note 6.000%10/0 0.7 $8.1M 7.9M 1.02
Grifols S A 0.5 $5.9M 771k 7.70
CenturyLink 0.4 $5.0M 129k 38.65
Weight Watchers International 0.4 $4.7M 61k 77.19
Radian (RDN) 0.4 $4.4M 1.0M 4.35
Hldgs (UAL) 0.3 $3.7M 170k 21.50
Univeral Business Pmt Sol Ac unit 99/99/9999 0.3 $3.6M 599k 6.05
ROI ACQUISITION Corp unit 99/99/9999 0.3 $3.6M 360k 10.00
American Capital 0.3 $3.2M 363k 8.67
Melco Crown Entertainment (MLCO) 0.2 $2.7M 197k 13.61
Monster Worldwide 0.2 $2.5M 260k 9.75
Amylin Pharmaceuticals 0.1 $1.6M 64k 24.96
Barclays Bk Plc ipth s^p vix 0.1 $1.1M 65k 16.78
Sanofi Aventis Wi Conval Rt 0.0 $404k 306k 1.32
Global Eagle Acquisition Cor *w exp 05/13/201 0.0 $409k 835k 0.49
Fairpoint Communications 0.0 $215k 57k 3.75