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Proc-Type: 2001,MIC-CLEAR
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<SEC-DOCUMENT>0001008925-06-000002.txt : 20060213
<SEC-HEADER>0001008925-06-000002.hdr.sgml : 20060213
<ACCEPTANCE-DATETIME>20060213113104
ACCESSION NUMBER: 0001008925-06-000002
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20051231
FILED AS OF DATE: 20060213
DATE AS OF CHANGE: 20060213
EFFECTIVENESS DATE: 20060213
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: DUQUESNE CAPITAL MANAGEMENT L L C
CENTRAL INDEX KEY: 0001008925
IRS NUMBER: 251772402
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-03925
FILM NUMBER: 06601514
BUSINESS ADDRESS:
STREET 1: 2579 WASHINGTON ROAD
STREET 2: SUITE 322
CITY: PITTSBURGH
STATE: PA
ZIP: 15241
BUSINESS PHONE: 4128543112
MAIL ADDRESS:
STREET 1: 2579 WASHINGTON ROAD
STREET 2: SUITE 322
CITY: PITTSBURGH
STATE: PA
ZIP: 15241
</SEC-HEADER>
<DOCUMENT>
<TYPE>13F-HR
<SEQUENCE>1
<FILENAME>q4_2005-13f.txt
<DESCRIPTION>Q4 2005 13F
<TEXT>
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 2005
----------------
Check here if Amendment [_]; Amendment Number: N/A
-------
This Amendment ( Check only one): [_] is a restatement.
[_] adds new holdings entries
Institutional Investment Manager Filing this Report:
Name: Duquesne Capital Management, L.L.C.
----------------------------------------------
Address: 2579 Washington Road, Suite 322
----------------------------------------------
Pittsburgh, PA 15241
----------------------------------------------
Form 13F File Number: 28-03925
----------------------------------------------
The institutional investment manager filing this report and the person by whom
it is signed herby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that is understood that all required items, statements,
schedules, list, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Joseph W. Haleski
-----------------------------------------------
Title: Vice President & Managing Director
-----------------------------------------------
Phone: 412-854-3112
-----------------------------------------------
Signature, Place, and Date of Signing:
/s/ Joseph W. Haleski Pittsburgh, PA 02/13/06
- ---------------------- ------------------- ----------
[Signature] [City, State] [Date]
Report Type
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report.)
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
--------------
Form 13F Information Table Entry Total: 126
--------------
Form 13F Information Table Value Total: $ 2,281,132 (thousands)
--------------
List of Other Included Managers: NONE
<PAGE>
<TABLE> <C> <C>
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
Voting Authority
Title Value Shrs Or Sh/ Put/ Invstmt Other -------------------
Name of Issuer of Class Cusip (x$1000) Prn Amt Prn Call Dscretn Mngrs Sole Shared None
- ------------------------------ -------------- ---------- ---------- ---------- --- ---- -------- -------- ---------- ------ -----
AMR Corp COM 001765106 13,338 600,000 SH SOLE 600,000
Adolor Corp COM 00724X102 5,009 343,100 SH SOLE 343,100
Agilent Technologies Inc. COM 00846U101 1,246 37,427 SH SOLE 37,427
Alexion Pharms Inc CALL 015351909 8 1,500 SH CALL SOLE 1,500
Allegheny Energy Inc. COM 017361106 3,814 120,500 SH SOLE 120,500
Allete Inc. COM 018522300 2,200 50,000 SH SOLE 50,000
Alliant Energy Corp COM 018802108 11,286 402,500 SH SOLE 402,500
Allied Waste Inds Inc. COM PAR$.01 019589308 12,408 1,419,700 SH SOLE 1,419,700
Alltel Corp COM 020039103 3,155 50,000 SH SOLE 50,000
Altria Group Inc. COM 02209S103 11,208 150,000 SH SOLE 150,000
Altria Group Inc CALL 02209S903 1,268 5,500 SH CALL SOLE 5,500
Amerada Hess Corp CALL 023551904 3,160 4,000 SH CALL SOLE 4,000
Analog Devices Inc. COM 032654105 897 25,000 SH SOLE 25,000
Aquila Inc. COM 03840P102 360 100,000 SH SOLE 100,000
Avnet, Inc. COM 053807103 1,197 50,000 SH SOLE 50,000
Baker Hughes Inc COM 057224107 56,489 929,400 SH SOLE 929,400
Biogen Idec Inc PUT 09062X953 640 2,000 SH PUT SOLE 2,000
Brocade Comms Syst Inc. COM 111621108 5,291 1,300,000 SH SOLE 1,300,000
CMS Energy Corp COM 125896100 7,255 500,000 SH SOLE 500,000
CV Therapeutics Inc. NOTE 2.75% 5/1 126667AF1 1,494 1,000,000 PRN SOLE 1,000,000
CV Therapeutics Inc. NOTE 3.25% 8/1 126667AG9 1,665 1,500,000 PRN SOLE 1,500,000
Cheniere Energy, Inc. COM 16411R208 100,327 2,695,500 SH SOLE 2,695,500
Chicago Bridge & Iron Co NV NY REGISTRY SH 167250109 2,521 100,000 SH SOLE 100,000
China Mobile (Hong Kong) Ltd ADR 16941M109 2,404 100,000 SH SOLE 100,000
Choicepoint Inc. COM 170388102 4,406 99,000 SH SOLE 99,000
CIENA Corp COM 171779101 1,782 600,000 SH SOLE 600,000
CIENA Corp NOTE 3.75% 2/0 171779AA9 5,081 5,500,000 PRN SOLE 5,500,000
Companhia Energetica de Minas ADR N-V PFD 204409601 15,050 408,300 SH SOLE 408,300
Companhia Vale do Rio Doce ADR 204412209 3,086 75,000 SH SOLE 75,000
Companhia de Saneamento Basi ADR 20441A102 1,434 85,000 SH SOLE 85,000
Conor Medsystems Inc. COM 208264101 542 28,000 SH SOLE 28,000
Constellation Energy Group COM 210371100 11,750 204,000 SH SOLE 204,000
Coventry Health Care Inc. COM 222862104 24,208 425,000 SH SOLE 425,000
Crystallex Int'l Corp COM 22942F101 1,371 634,600 SH SOLE 634,600
DPL Inc. COM 233293109 25,677 987,200 SH SOLE 987,200
Diamond Offshore Drilling Inc.COM 25271C102 73,038 1,050,000 SH SOLE 1,050,000
Diamond Offshore Drilling Inc.PUT 25271C952 8,000 10,000 SH PUT SOLE 10,000
Duke Energy Corp COM 264399106 13,725 500,000 SH SOLE 500,000
Dynegy Inc. CL A 26816Q101 968 200,000 SH SOLE 200,000
EMC Corp COM 268648102 1,362 100,000 SH SOLE 100,000
EchoStar Comms Corp CL A 278762109 1,631 60,000 SH SOLE 60,000
Edison International COM 281020107 46,514 1,066,600 SH SOLE 1,066,600
Energy East Corp COM 29266M109 6,270 275,000 SH SOLE 275,000
Entergy Corp COM 29364G103 50,849 740,700 SH SOLE 740,700
Exelon Corp COM 30161N101 158,065 2,974,500 SH SOLE 2,974,500
Exelon Corp CALL 30161N901 545 2,500 SH CALL SOLE 2,500
Fairchild Semi Int'l Inc. COM 303726103 1,801 106,500 SH SOLE 106,500
First Data Corp COM 319963104 20,430 475,000 SH SOLE 475,000
Fluor Corp COM 343412102 78,141 1,011,400 SH SOLE 1,011,400
Gen-Probe Inc COM 36866T103 24,395 500,000 SH SOLE 500,000
General Motors Corp DEB SR CONV B 370442733 7,500 505,000 PRN SOLE 505,000
General Motors Corp CALL 370442905 240 6,000 SH CALL SOLE 6,000
General Motors Corp PUT 370442955 45,448 66,000 SH PUT SOLE 66,000
Google Inc. CL A 38259P508 26,053 62,800 SH SOLE 62,800
Grant Prideco Inc. COM 38821G101 32,375 733,800 SH SOLE 733,800
GTECH Holdings Corp COM 400518106 3,174 100,000 SH SOLE 100,000
GTECH Holdings Corp CALL 400518906 2,327 45,690 SH CALL SOLE 45,690
Halliburton Company COM 406216101 2,478 40,000 SH SOLE 40,000
Health Net Inc. COM 42222G108 139,623 2,708,500 SH SOLE 2,708,500
Health Net Inc. CALL 42222G908 665 3,500 SH CALL SOLE 3,500
Hologic Inc. COM 436440101 3,034 80,000 SH SOLE 80,000
ICICI Bank Limited ADR 45104G104 4,320 150,000 SH SOLE 150,000
IDACORP Inc. COM 451107106 2,051 70,000 SH SOLE 70,000
Integrated Device Tech, Inc. COM 458118106 2,966 225,000 SH SOLE 225,000
InterMune Inc. COM 45884X103 15,080 897,600 SH SOLE 897,600
Ishares MSCI Japan Index Fund MSCI JAPAN 464286848 40,560 3,000,000 SH SOLE 3,000,000
Jetblue Airways Corp PUT 477143951 210 4,000 SH PUT SOLE 4,000
Jetblue Airways Corp DBCV 3.75% 3/1 477143AC5 13,290 12,000,000 PRN SOLE 12,000,000
KeySpan Corp COM 49337W100 13,120 367,600 SH SOLE 367,600
Kookmin Bank ADR 50049M109 7,845 105,000 SH SOLE 105,000
Ligand Pharms Inc. NOTE 6.0% 11/1 53220KAB4 10,777 6,000,000 PRN SOLE 6,000,000
MGI Pharma, Inc. COM 552880106 35,521 2,070,000 SH SOLE 2,070,000
McDermott Int'l Inc. COM 580037109 6,692 150,000 SH SOLE 150,000
Mediacom Comms Corp. CL A 58446K105 9,808 1,786,434 SH SOLE 1,786,434
Medimmune Inc. COM 584699102 83,698 2,390,000 SH SOLE 2,390,000
Mindspeed Tech Inc. COM 602682106 940 400,000 SH SOLE 400,000
Monsanto Company COM 61166W101 48,014 619,300 SH SOLE 619,300
Myogen Inc. COM 62856E104 3,982 132,300 SH SOLE 132,300
National Oilwell Varco Inc. COM 637071101 1,254 20,000 SH SOLE 20,000
Nokia Corp ADR 654902204 9,150 500,000 SH SOLE 500,000
Nortel Networks NOTE 4.25% 9/0 656568AB8 1,868 2,000,000 PRN SOLE 2,000,000
Northeast Utilities COM 664397106 4,257 216,200 SH SOLE 216,200
ON Semiconductor COM 682189105 553 100,000 SH SOLE 100,000
PG&E Corp COM 69331C108 35,337 951,977 SH SOLE 951,977
Pentair, Inc. COM 709631105 3,438 99,600 SH SOLE 99,600
Penwest Pharms Co. COM 709754105 5,856 300,000 SH SOLE 300,000
Pike Electric Corp COM 721283109 1,622 100,000 SH SOLE 100,000
Power Integrations Inc. COM 739276103 1,191 50,000 SH SOLE 50,000
Questar Corp COM 748356102 3,785 50,000 SH SOLE 50,000
Qwest Comms Int'l Inc. NOTE 3.5% 11/1 749121BY4 2,315 2,000,000 PRN SOLE 2,000,000
R.H. Donnelley Corp COM 74955W307 2,323 37,700 SH SOLE 37,700
Range Resources Corp COM 75281A109 1,580 60,000 SH SOLE 60,000
Retail HOLDRs Trust PUT 76127U951 345 3,000 SH PUT SOLE 3,000
Rowan Companies Inc. COM 779382100 891 25,000 SH SOLE 25,000
SK Telecom Co. Ltd. ADR 78440P108 5,073 250,000 SH SOLE 250,000
SPDR Trust Series 1 PUT 78462F953 1,720 11,500 SH PUT SOLE 11,500
Schlumberger Ltd. COM 806857108 140,042 1,441,500 SH SOLE 1,441,500
Sepracor Inc CALL 817315904 62 12,330 SH CALL SOLE 12,330
Sepracor Inc PUT 817315954 3,460 8,000 SH PUT SOLE 8,000
Southwest Gas Corp COM 844895102 528 20,000 SH SOLE 20,000
Sprint Nextel Corp COM FON 852061100 61,086 2,615,000 SH SOLE 2,615,000
Sunoco Inc. COM 86764P109 1,019 13,000 SH SOLE 13,000
TXU Corp. COM 873168108 14,645 291,800 SH SOLE 291,800
Telewest Global Inc. COM 87956T107 11,908 499,900 SH SOLE 499,900
Threshold Pharms Inc. COM 885807107 12,031 832,600 SH SOLE 832,600
Time Warner Inc. COM 887317105 4,330 248,300 SH SOLE 248,300
UIL Holdings Corp COM 902748102 9,198 200,000 SH SOLE 200,000
Union Drilling Inc. COM 90653P105 11,624 800,000 SH SOLE 800,000
Unisource Energy Corp COM 909205106 18,508 593,200 SH SOLE 593,200
United States Steel Corp CALL 912909908 1,470 7,000 SH CALL SOLE 7,000
UnitedHealth Group Inc. COM 91324P102 55,615 895,000 SH SOLE 895,000
Valeant Pharms Int'l COM 91911X104 3,616 200,000 SH SOLE 200,000
Valeant Pharms Int'l CALL 91911X904 354 2,025 SH CALL SOLE 2,025
Valero Energy Corp COM 91913Y100 3,096 60,000 SH SOLE 60,000
Vectren Corp COM 92240G101 2,037 75,000 SH SOLE 75,000
Viacom Inc. Class B CL B 92553P201 6,520 200,000 SH SOLE 200,000
Vitesse Semiconductor Corp COM 928497106 1,440 750,000 SH SOLE 750,000
Wellpoint Health Networks Inc.COM 94973V107 109,312 1,370,000 SH SOLE 1,370,000
Williams Companies Inc. COM 969457100 3,939 170,000 SH SOLE 170,000
Wisconsin Energy Corp COM 976657106 949 24,300 SH SOLE 24,300
Wyeth Inc. COM 983024100 15,203 330,000 SH SOLE 330,000
Xcel Energy, Inc. COM 98389B100 2,769 150,000 SH SOLE 150,000
Foster Wheeler Ltd. SHS G36535139 42,738 1,162,000 SH SOLE 1,162,000
GlobalSantaFe Corp SHS G3930E101 69,427 1,441,900 SH SOLE 1,441,900
Transocean Inc. ORD G90078109 197,683 2,836,600 SH SOLE 2,836,600
Copa Holdings SA CL A P31076105 3,413 125,000 SH SOLE 125,000
Grand Total 2,281,132
</TABLE>
</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>
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