Davidson Kempner Capital Management

Davidson Kempner Capital Management as of Sept. 30, 2012

Portfolio Holdings for Davidson Kempner Capital Management

Davidson Kempner Capital Management holds 52 positions in its portfolio as reported in the September 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Suno 23.1 $195M 4.2M 46.83
Tyco International Ltd S hs 10.7 $90M 1.6M 56.26
Gilead Sciences conv 9.9 $83M 55M 1.51
Metlife Inc 5% 10/0/14 Conv Pr cv prf 7.4 $62M 900k 69.09
Kraft Foods 6.2 $52M 1.3M 41.35
Pfizer (PFE) 5.3 $45M 1.8M 24.85
Radian Group Inc note 3.000%11/1 3.5 $30M 40M 0.74
Dryships Inc. note 5.000%12/0 3.0 $25M 31M 0.82
Micron Technology (MU) 2.6 $22M 3.6M 5.98
Onyx Pharmaceuticals Inc note 4.000% 8/1 2.4 $20M 9.0M 2.25
Phh Corp cnv 2.3 $19M 11M 1.82
Tyson Foods Inc note 3.250%10/1 2.1 $17M 16M 1.11
CSX Corporation (CSX) 1.8 $15M 734k 20.75
Interpublic Group of Companies (IPG) 1.7 $15M 1.3M 11.12
Procter & Gamble Company (PG) 1.5 $13M 181k 69.36
Geo 1.4 $12M 439k 27.67
Par Pharmaceutical Companies 1.4 $12M 241k 49.98
Ford Mtr Co Del *w exp 01/01/201 1.2 $10M 10M 1.03
Google 1.0 $8.6M 11k 754.36
Global Eagle Acquisition Cor 1.0 $8.4M 850k 9.83
Standard Pac Corp note 6.000%10/0 0.9 $7.9M 7.9M 1.00
Hudson City Ban 0.9 $7.4M 926k 7.94
Signet Jewelers (SIG) 0.7 $5.5M 114k 48.76
Standard Pacific Corp cnv 0.7 $5.5M 5.0M 1.10
CenturyLink 0.6 $5.2M 129k 40.40
Hampton Roads Bankshares Inc C 0.6 $5.0M 3.3M 1.50
Radian (RDN) 0.5 $4.0M 920k 4.34
Hyde Pk Acquisition Corp Ii 0.4 $3.7M 370k 10.11
ROI ACQUISITION Corp unit 99/99/9999 0.4 $3.6M 360k 10.05
Best Buy (BBY) 0.4 $3.3M 193k 17.20
Hldgs (UAL) 0.4 $3.3M 170k 19.50
Grifols S A Sponsored Adr R (GRFS) 0.4 $3.3M 144k 22.83
Infinity Cross Border Acquisition unit 0.4 $3.0M 370k 8.13
Trio Merget Corp Com Stk 0.3 $3.0M 300k 9.86
Melco Crown Entertainment (MLCO) 0.3 $2.8M 211k 13.46
Energy Transfer Partners 0.3 $2.6M 60k 42.57
Andina Acquisition 0.3 $2.1M 215k 9.98
Aol 0.2 $1.9M 55k 35.23
China Uni 0.2 $1.9M 119k 16.31
Univeral Business Pmt Sol Ac unit 99/99/9999 0.2 $1.8M 299k 6.15
Universal Business Pmt Sol A 0.2 $1.8M 299k 6.02
CVR Energy (CVI) 0.2 $1.7M 46k 36.78
MGIC Investment (MTG) 0.2 $1.6M 1.1M 1.53
Spdr S&p 500 Etf (SPY) 0.2 $1.5M 11k 143.94
Yahoo! 0.1 $1.2M 77k 15.97
Ancestry 0.1 $1.2M 41k 30.08
AuthenTec 0.1 $812k 101k 8.01
Forum Energy Technolo 0.1 $608k 25k 24.32
Fairpoint Communications 0.1 $432k 57k 7.54
Industries N shs - a - (LYB) 0.0 $234k 4.5k 51.72
Global Eagle Acquisition Cor *w exp 05/13/201 0.0 $209k 835k 0.25
Universal Business Pmt Sol A *w exp 05/09/201 0.0 $51k 299k 0.17