13F-HR 1 mh06-03public13f.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2003 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: M.H. Davidson & Co., L.L.C. Address: 885 Third Avenue Suite 3300 New York, NY 10022 13F File Number: 28-4666 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Thomas L. Kempner Jr. Title: Member Phone: 212-446-4060 Signature, Place, and Date of Signing: Thomas L. Kempner Jr. New York August 12, 2003 Report Type (Check only one.): [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934. Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 24 Form 13F Information Table Value Total: 297,112,000 CONFIDENTIAL INFORMATION HAS BEEN OMITTED FROM THIS FILING AND FILED SEPARATELY WITH THE COMMISSION. List of Other Included Managers: FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- ------- ARCH WIRELESS INC. CS 039392600 2951 424569 SH SOLE 424569 BANK UNITED LITIGATION RIGHTS CS 065416117 74 920200 SH SOLE 920200 BIOGEN INC CS 090597105 8218 216500 SH SOLE 216500 CARNIVAL CORP 0.0% 10/24/21 CB 143658AS1 6438 100000 SH SOLE 100000 CAROLCO PICTURES INC CS 143763100 0 50000 SH SOLE 50000 CHEVRON CS 166764100 31383 434668 SH SOLE 434668 COEUR DALENE MINES CORP CS 192108108 39 28200 SH SOLE 28200 COMDISCO HOLDING COMPANY CS 200334100 79321 828415 SH SOLE 828415 CONTINENTAL AIRLINES CL B CS 210795308 2011 134306 SH SOLE 134306 DEUTSHE TELEKOM VS (VSTR) CS 251566105 14674 965398 SH SOLE 965398 DREYERS GRAND ICE CREAM HOLDIN CS 261877104 23297 296783 SH SOLE 296783 FIRST ENERGY CORP CS 337932107 10182 264810 SH SOLE 264810 GENERAL MOTORS CS 370442105 252 7000 SH SOLE 7000 GENERAL MOTORS 5.25% 3/6/32 PS 370442733 13440 600000 SH SOLE 600000 MCLEOD PREFERRED STOCK CS 582266805 2901 402849 SH SOLE 402849 NUCO CS 629428103 284 30000 SH SOLE 30000 PFIZER CORP CS 717081103 61382 1797421 SH SOLE 1797421 PHILLIPS PETROLEUM CS 718507106 23641 431411 SH SOLE 431411 QWEST COMMUNICATIONS CS 749121109 3712 776508 SH SOLE 776508 RAYTHEON COMPANY CS 755111507 7310 222590 SH SOLE 222590 US STEEL CORP 7.0% 6/15/06 PRE PS 912909207 3584 58900 SH SOLE 58900 VIVENDI ADR CS 92851S105 1278 69305 SH SOLE 69305 WABASH NATIONAL CS 929566107 292 20805 SH SOLE 20805 XEROX CORP CS 984121103 448 42300 SH SOLE 42300 297,112