13F-HR 1 mh12-03public13f.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: December 31, 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 February 13, 2004 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: 27 Form 13F Information Table Value Total: 306,958,000 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 ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- ------- AMGN 0% 3/1/2032 CB 031162AEO 25565 34000000 PRN SOLE 340000 CARNIVAL CORP 0.0% 10/24/21 CB 143658AS1 12690 18000000 PRN SOLE 180000 CAROLCO PICTURES INC CS 143763100 0 50000 SH SOLE 50000 COEUR DALENE MINES CORP CS 192108108 163 28200 SH SOLE 28200 COMDISCO HOLDING COMPANY CS 200334100 34467 883780 SH SOLE 883780 CONTINENTAL AIRLINES CL B CS 210795308 2638 162151 SH SOLE 162151 DEUTSHE TELEKOM VS (VSTR) CS 251566105 17503 965398 SH SOLE 965398 EL PASO CORP CS 28336L109 1159 141500 SH SOLE 141500 EL PASO CORP 0.0% 2/28/2021 CB 28336LAC3 2790 6000000 PRN SOLE 60000 ESPERION THERAPEUTICS INC CS 29664R106 12110 350000 SH SOLE 350000 FORD MOTOR CO 6.5% PFD PS 345395206 6994 125000 SH SOLE 125000 GENERAL MOTORS 5.25% 3/6/32 PS 370442733 17597 656100 SH SOLE 656100 LENNAR CORP 0.0% 4/4/21 CB 526057AF1 26209 37000000 PRN SOLE 370000 LOWES COMPANIES .861% 10/19/21 CB 548661CG0 13250 12500000 PRN SOLE 125000 NUCO CS 629428103 383 30000 SH SOLE 30000 OVERNIGHT CORP (IPO) HOT 690322102 684 30000 SH SOLE 30000 PFIZER CORP CS 717081103 63429 1795321 SH SOLE 1795321 QWEST COMMUNICATIONS CS 749121109 3355 776508 SH SOLE 776508 SEALED AIR CORP CS 81211K100 260 4800 SH SOLE 4800 SICOR INC. CS 825846108 13495 501312 SH SOLE 501312 TITAN CORP CS 888266103 20555 942475 SH SOLE 942475 VIACOM INC CS 925524100 443 10000 SH SOLE 10000 VIACOM INC CLASS B CS 925524308 1713 38601 SH SOLE 38601 VIVENDI ADR CS 92851S105 1683 69305 SH SOLE 69305 WABASH NATIONAL CS 929566107 610 20805 SH SOLE 20805 WALT DISNEY CO 2.125% 4/15/23 CB 254687AU0 21374 20200000 PRN SOLE 202000 XEROX 6.25% 7/01/06 PREFERRED HOT 984121509 5839 45000 SH SOLE 45000 306,958