Davidson Kempner Capital Management

Davidson Kempner Capital Management as of June 30, 2011

Portfolio Holdings for Davidson Kempner Capital Management

Davidson Kempner Capital Management holds 98 positions in its portfolio as reported in the June 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Bucyrus International 11.7 $258M 2.8M 91.67
Pfizer (PFE) 5.4 $119M 5.8M 20.60
Microsoft Corporation (MSFT) 5.0 $111M 4.3M 25.98
BHP Billiton (BHP) 4.7 $104M 1.1M 94.63
Tyco International Ltd S hs 4.7 $104M 2.1M 49.43
Goldman Sachs (GS) 3.7 $81M 610k 133.09
Transocean Inc note 1.500%12/1 3.5 $78M 78M 1.00
Apple (AAPL) 3.5 $76M 227k 335.55
Metlife Inc 5% 10/0/14 Conv Pr cv prf 3.4 $74M 900k 82.26
Apple (AAPL) 3.0 $67M 200k 335.55
United States Stl Corp New note 4.000% 5/1 2.5 $56M 35M 1.59
Ford Mtr Co Del *w exp 01/01/201 2.4 $52M 10M 5.24
Pioneer Nat Res Co note 2.875% 1/1 2.3 $50M 33M 1.54
Tyson Foods Inc note 3.250%10/1 1.9 $42M 33M 1.29
Ivanhoe Mines 1.8 $41M 1.6M 25.30
Airgas 1.8 $40M 568k 70.04
Eastman Kodak Co note 7.000% 4/0 1.8 $39M 45M 0.87
Marshall & Ilsley Corporation 1.7 $38M 4.7M 7.97
BP (BP) 1.6 $36M 804k 44.29
Vodafone 1.5 $34M 1.3M 26.71
Hampton Roads Bankshares Inc C 1.5 $33M 3.3M 9.90
Harris Corporation 1.3 $28M 621k 45.06
Range Resources (RRC) 1.2 $27M 487k 55.50
Oracle Corporation (ORCL) 1.2 $26M 800k 32.89
Warner Chilcott Plc - 1.2 $26M 1.1M 24.13
W.R. Grace & Co. 1.1 $24M 531k 45.63
Cit 1.0 $22M 500k 44.26
Gen-Probe Incorporated 0.9 $21M 299k 69.14
American Capital 0.8 $19M 1.9M 9.92
Royal Dutch Shell 0.8 $18M 248k 71.13
EXCO Resources 0.7 $16M 911k 17.65
Directv 0.7 $16M 313k 50.82
Liberty Media 0.7 $15M 204k 75.24
General Motors Company (GM) 0.7 $15M 500k 30.36
General Motors Company (GM) 0.7 $15M 500k 30.36
WellCare Health Plans 0.7 $15M 291k 51.41
Flowserve Corporation (FLS) 0.7 $15M 136k 109.89
Oshkosh Corporation (OSK) 0.7 $15M 513k 28.94
EMC Corporation 0.6 $14M 500k 27.55
Citigroup (C) 0.6 $14M 326k 41.64
Teva Pharmaceutical Industries (TEVA) 0.6 $13M 275k 48.20
Express Scripts 0.6 $13M 246k 53.97
Ashland 0.6 $13M 199k 64.62
El Paso Corporation 0.6 $12M 600k 20.20
U.S. Bancorp (USB) 0.5 $11M 442k 25.51
SanDisk Corporation 0.5 $11M 271k 41.50
CIGNA Corporation 0.5 $10M 200k 51.43
Allied Nevada Gold 0.5 $9.9M 280k 35.29
JPMorgan Chase & Co. (JPM) 0.4 $9.2M 224k 40.94
United Dominion Realty Tr In note 3.625% 9/1 0.4 $9.0M 9.0M 1.00
Community Health Systems (CYH) 0.4 $8.7M 340k 25.68
Medco Health Solutions 0.4 $8.6M 152k 56.52
SunPower Corporation 0.4 $8.6M 443k 19.33
Cemex SAB de CV (CX) 0.4 $8.6M 1.0M 8.60
Hertz Global Holdings 0.4 $8.6M 541k 15.88
Standard Pac Corp note 6.000%10/0 0.4 $8.2M 7.9M 1.03
Williams Companies (WMB) 0.4 $8.1M 266k 30.25
AK Steel Holding Corporation 0.4 $7.9M 500k 15.76
Global Eagle Acquisition Cor 0.4 $8.0M 850k 9.44
Visa (V) 0.3 $7.6M 91k 84.27
Fiserv (FI) 0.3 $7.6M 122k 62.62
Danvers Ban (DNBK) 0.3 $7.6M 350k 21.78
Intel Corporation (INTC) 0.3 $7.3M 329k 22.14
Cemex SAB de CV (CX) 0.3 $6.7M 783k 8.60
CenturyLink 0.2 $5.2M 129k 40.43
Visa (V) 0.2 $5.4M 64k 84.27
Valeant Pharmaceuticals Int 0.2 $5.2M 100k 51.96
Eastman Kodak Company 0.2 $5.0M 1.4M 3.58
Cemex SAB de CV (CX) 0.2 $4.3M 500k 8.60
People's United Financial 0.2 $4.2M 312k 13.44
Marathon Oil Corporation (MRO) 0.2 $4.2M 79k 52.68
Eastman Kodak Company 0.2 $3.7M 1.0M 3.58
Hldgs (UAL) 0.2 $3.9M 170k 22.63
Hca Holdings (HCA) 0.2 $3.8M 115k 33.00
Sanofi Aventis Wi Conval Rt 0.2 $3.7M 1.5M 2.41
Univeral Business Pmt Sol Ac unit 99/99/9999 0.2 $3.6M 599k 6.00
Spdr S&p 500 Etf (SPY) 0.1 $3.3M 25k 131.98
Archer Daniels Midland Company (ADM) 0.1 $3.0M 100k 30.15
iShares FTSE/Xinhua China 25 Index (FXI) 0.1 $2.8M 65k 42.95
Grifols S A 0.1 $2.6M 340k 7.53
Hypercom Corporation (HYC) 0.1 $2.4M 245k 9.83
Warner Chilcott Plc - 0.1 $2.4M 100k 24.14
Kinder Morgan (KMI) 0.1 $2.2M 75k 28.73
Eastman Kodak Company 0.1 $1.9M 525k 3.58
Delta Air Lines (DAL) 0.1 $1.9M 211k 9.17
Radian (RDN) 0.1 $1.9M 450k 4.23
EQT Corporation (EQT) 0.1 $2.0M 38k 52.51
Mitsubishi UFJ Financial (MUFG) 0.1 $1.4M 300k 4.83
Gen-Probe Incorporated 0.1 $1.4M 20k 69.15
Rubicon Minerals Corp 0.1 $1.1M 323k 3.56
Radware Ltd ord (RDWR) 0.0 $903k 26k 34.84
iShares S&P NA Tec. Semi. Idx (SOXX) 0.0 $888k 16k 55.50
Barclays Bk Plc ipth s^p vix 0.0 $947k 45k 21.13
Big Lots (BIGGQ) 0.0 $746k 23k 33.16
Global Eagle Acquisition Cor *w exp 05/13/201 0.0 $638k 850k 0.75
Rock-Tenn Company 0.0 $375k 5.6k 66.38
Fairpoint Communications 0.0 $527k 57k 9.20
Renren Inc- 0.0 $111k 13k 8.88