Davidson Kempner Capital Management

Davidson Kempner Capital Management as of March 31, 2011

Portfolio Holdings for Davidson Kempner Capital Management

Davidson Kempner Capital Management holds 112 positions in its portfolio as reported in the March 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Genzyme Corporation 27.2 $769M 10M 76.15
Alcon 14.2 $400M 2.4M 165.51
BHP Billiton (BHP) 3.4 $96M 1.0M 95.88
Tyco International Ltd S hs 3.1 $87M 1.9M 44.77
Apple (AAPL) 2.9 $81M 231k 348.46
Metlife Inc 5% 10/0/14 Conv Pr cv prf 2.7 $76M 900k 84.68
United States Stl Corp New note 4.000% 5/1 2.1 $59M 33M 1.82
Ford Mtr Co Del *w exp 01/01/201 1.9 $54M 8.5M 6.38
Alberto-Culver Company 1.6 $44M 1.2M 37.27
Pos (PKX) 1.2 $34M 300k 114.29
Novell 1.2 $34M 5.7M 5.93
Anglogold Ashanti Holdings Fin pfd cv 1.2 $34M 625k 53.59
American Capital 1.2 $33M 3.4M 9.90
Hampton Roads Bankshares (HMPR) 1.2 $33M 83M 0.40
Fronteer Gold 1.1 $32M 2.1M 15.11
Tyson Foods Inc note 3.250%10/1 1.1 $32M 25M 1.30
Ivanhoe Mines 1.0 $28M 1.0M 27.46
Novartis (NVS) 1.0 $27M 503k 54.35
Airgas 0.9 $26M 394k 66.42
HSBC Holdings (HSBC) 0.9 $26M 500k 51.80
Hewlett-Packard Company 0.9 $26M 632k 40.97
Focus Media Holding 0.9 $25M 800k 30.67
Harris Corporation 0.8 $24M 483k 49.60
CapitalSource 0.8 $24M 3.4M 7.04
Warner Chilcott Plc - 0.8 $23M 1.0M 23.27
Vodafone 0.8 $23M 800k 28.74
NewAlliance Bancshares 0.8 $23M 1.5M 14.84
BHP Billiton 0.8 $22M 273k 79.60
Codexis (CDXS) 0.8 $22M 417k 51.94
WellCare Health Plans 0.7 $20M 482k 41.95
Directv 0.7 $20M 433k 46.80
Compania de Minas Buenaventura SA (BVN) 0.7 $19M 450k 42.97
Teva Pharmaceutical Industries (TEVA) 0.7 $19M 386k 50.16
Oshkosh Corporation (OSK) 0.7 $19M 545k 35.38
Archer Daniels Midland Company (ADM) 0.6 $18M 5.0k 3601.00
Visa (V) 0.6 $18M 242k 73.62
Microsoft Corporation (MSFT) 0.6 $17M 667k 25.36
Flowserve Corporation (FLS) 0.6 $17M 132k 128.80
General Motors Company (GM) 0.6 $16M 505k 31.03
Freeport-McMoRan Copper & Gold (FCX) 0.5 $15M 270k 55.55
Air Products & Chemicals (APD) 0.5 $14M 155k 90.18
Range Resources (RRC) 0.5 $13M 230k 58.46
Cemex SAB de CV (CX) 0.5 $13M 15k 893.00
EMC Corporation 0.5 $13M 5.0k 2656.00
Express Scripts 0.5 $13M 226k 55.61
Shaw 0.4 $12M 348k 35.41
Citi 0.4 $12M 2.8M 4.42
Energy Xxi 0.4 $11M 324k 34.09
Hertz Global Holdings 0.4 $11M 711k 15.63
Infosys Technologies (INFY) 0.4 $11M 150k 71.69
JPMorgan Chase & Co. (JPM) 0.4 $10M 224k 46.10
Valeant Pharmaceuticals Int 0.4 $10M 205k 49.81
W.R. Grace & Co. 0.3 $9.8M 256k 38.29
SanDisk Corporation 0.3 $10M 217k 46.10
News Corporation 0.3 $9.3M 500k 18.62
Aol 0.3 $9.1M 468k 19.53
United Dominion Realty Tr In note 3.625% 9/1 0.3 $9.1M 9.0M 1.01
Alpha Natural Resources 0.3 $9.1M 153k 59.37
U.S. Bancorp (USB) 0.3 $8.4M 317k 26.43
Fiserv (FI) 0.3 $8.6M 137k 62.71
Standard Pac Corp note 6.000%10/0 0.3 $8.2M 7.9M 1.03
Kinetic Concepts 0.3 $8.2M 150k 54.42
Allied Nevada Gold 0.3 $8.0M 225k 35.51
Williams Companies (WMB) 0.3 $7.7M 246k 31.18
AbitibiBowater 0.3 $7.7M 286k 26.87
Promotora De Informaciones S adr cl b conv 0.3 $7.8M 650k 11.93
Medco Health Solutions 0.3 $7.4M 132k 56.16
Intel Corporation (INTC) 0.3 $7.5M 370k 20.17
Office Depot 0.3 $7.4M 1.6M 4.63
Cemex SAB de CV (CX) 0.2 $7.0M 783k 8.93
Louisiana-Pacific Corporation (LPX) 0.2 $7.2M 685k 10.50
Liberty Media 0.2 $6.7M 86k 77.60
Wells Fargo & Company (WFC) 0.2 $6.8M 214k 31.71
Big Lots (BIGGQ) 0.2 $6.7M 155k 43.43
Bank of America Corporation (BAC) 0.2 $5.8M 434k 13.33
Community Health Systems (CYH) 0.2 $6.0M 150k 39.99
Dex One Corporation 0.2 $5.9M 1.2M 4.84
Fomento Economico Mexicano SAB (FMX) 0.2 $5.7M 97k 58.70
Qwest Communications International 0.2 $5.3M 777k 6.83
Family Dollar Stores 0.2 $5.1M 100k 51.32
Enersis 0.2 $5.1M 245k 20.82
Hca Holdings (HCA) 0.2 $5.2M 153k 33.87
BJ's Wholesale Club 0.2 $4.9M 100k 48.82
Hldgs (UAL) 0.1 $3.9M 170k 22.99
Molson Coors Brewing Company (TAP) 0.1 $3.5M 76k 46.89
Eastman Kodak Company 0.1 $3.4M 1.0M 3.23
BP (BP) 0.1 $3.1M 71k 44.14
iShares FTSE/Xinhua China 25 Index (FXI) 0.1 $3.0M 67k 44.91
Kinder Morgan (KMI) 0.1 $2.7M 90k 29.64
Delta Air Lines (DAL) 0.1 $2.0M 204k 9.80
Financial Select Sector SPDR (XLF) 0.1 $2.1M 127k 16.39
CVS Caremark Corporation (CVS) 0.1 $1.7M 48k 34.32
Rubicon Minerals Corp 0.1 $1.7M 323k 5.17
Suntrust Banks Inc $1.00 Par Cmn 0.0 $1.0M 35k 28.83
ArcelorMittal 0.0 $1.3M 35k 36.14
Targa Res Corp (TRGP) 0.0 $725k 20k 36.25
Fairpoint Communications 0.0 $962k 57k 16.80
Hercules Offshore Inc note 3.375% 6/0 0.0 $470k 500k 0.94
Spdr S&p 500 Etf (SPY) 0.0 $477k 3.6k 132.50
Lawson Software 0.0 $660k 55k 12.11
GameStop (GME) 0.0 $615k 273.00 2252.75
First Republic Bank/san F (FRCB) 0.0 $618k 20k 30.90
Nielsen Holdings Nv 0.0 $546k 20k 27.30
Bcd Semiconductor Mfg 0.0 $434k 50k 8.68
Horizon Lines Inc note 4.250% 8/1 0.0 $385k 500k 0.77
Wabash National Corporation (WNC) 0.0 $241k 21k 11.58
ITT Corporation 0.0 $300k 5.0k 60.00
Fresh Market 0.0 $282k 7.5k 37.60
Noah Holdings (NOAH) 0.0 $183k 13k 14.64
Visteon Corporation (VC) 0.0 $297k 4.7k 62.54
Bankunited (BKU) 0.0 $247k 8.6k 28.72
Interxion Holding 0.0 $325k 25k 13.00