13F-HR 1 mh12-04public13f.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, 2004 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: Timothy I. Levart Title: Secretary Phone: 212-446-4020 Signature, Place, and Date of Signing: Timothy I. Levart New York February 14, 2005 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: 68 Form 13F Information Table Value Total: 895,537,390 CONFIDENTIAL INFORMATION HAS BEEN OMITTED FROM THIS FILING AND FILED SEPARATELY WITH THE COMMISSION. List of Other Included Managers: FORM 13F INFORMATION TABLE Title of Value Shares/ SH/ PUT/ Invtmnt Other Voting Authority Issuer Class CUSIP *$1000.00 PRN Amount PRN CALL Dscretn Mgrs Sole Shared None AMGEN 0% 3/1/2032 CB 031162AE0 35,580.00 48,000,000.00 PRN SOLE 48,000.00 ARM HOLDINGS ADR CS 042068106 1,158.19 187,410.00 SH SOLE 187,410.00 BANK OF AMERICA CS 060505104000 77,534.34 1,651,072.00 SH SOLE 1,651,072.00 CONTINENTAL AIRLINES CL B CS 210795308 2,184.17 162,151.00 SH SOLE 162,151.00 CCL 4/05 - 55 C OC 1436589D6118 3,457.80 600.00 CALL SOLE 600.00 COMDISCO HOLDING COMPANY CS 200334100 19,957.23 894,943.00 SH SOLE 894,943.00 COEUR DALENE MINES CORP CS 192108108000 110.54 28,200.00 SH SOLE 28,200.00 CAPITAL FIN CORP PFD 6.25% 5/05 PS 14040H204 30,781.80 545,100.00 SH SOLE 545,100.00 CAROLCO PICTURES INC CS 143763100000 0.00 50,000.00 SH SOLE 50,000.00 DIS JAN-06 10 PUT OP 25468J9M48F17 4,164.44 1,498.00 PUT SOLE 1,498.00 DEUTSHE TELEKOM VS (VSTR) CS 251566105 21,885.57 965,398.00 SH SOLE 965,398.00 FORD MOTOR CO 6.5% PFD PS 345395206 6,371.75 120,700.00 SH SOLE 120,700.00 FOUNDATION COAL HOLDINGS CS 35039W100 345.90 15,000.00 SH SOLE 15,000.00 FNM 06/05 - 80 C OC 3135869F8168 1,566.62 220.00 CALL SOLE 220.00 GENERAL MOTORS 5.25% 3/6/32 PS 370442733 11,162.90 483,661.00 SH SOLE 483,661.00 GE 3/05- 37.50 CALL OC 3696049C9198 16,012.55 4,387.00 CALL SOLE 4,387.00 GE 6/05 - 37 1/2 C OC 3696049F2198 806.65 221.00 CALL SOLE 221.00 GNNERAL MOTORS 1/06- 10 PUT OP GMMB.PUT 10,015.00 2,500.00 PUT SOLE 2,500.00 GENERAL MOTORS 1/05- 10 PUT OP 3704429M9 3,112.66 777.00 PUT SOLE 777.00 HALLIBURTON (LSE) CS 406216101 39,220.00 1,000,000.00 SH SOLE 1,000,000.00 HARTFORD FINANCIAL SVCS GROUP CS 416515104 1,212.93 17,500.00 SH SOLE 17,500.00 INTL GAME TECH 0.0% 1/29/2033 CB 459902AL6 7,618.60 10,000,000.00 PRN SOLE 10,000,000.00 IGT 1/06-50 C OC 45954V9A2 3,438.00 1,000.00 CALL SOLE 1,000.00 INT'L PAPER CO 0.0% 6/20/2021 CB 460146BM4 27,559.45 50,000,000.00 PRN SOLE 50,000,000.00 LENNAR CORP 0.0% 4/4/21 CB 526057AF1 3,636.56 4,500,000.00 PRN SOLE 4,500,000.00 LAS VEGAS SANDS CS 517834107 239.95 5,000.00 SH SOLE 5,000.00 MCLEOD WARRANTS WT 582266110 187.46 892,668.00 SH SOLE 892,668.00 MERRILL LYNCH VAR 3/13/2032 CB 590188W46 39,656.36 38,595,000.00 PRN SOLE 38,595,000.00 ALTRIA GROUP INC CS 02209S103 34,060.26 557,999.00 SH SOLE 557,999.00 MECHEL STEEL GROUP CS 583840103 201.15 9,000.00 SH SOLE 9,000.00 NEW CORP CLASS A CS 65248E104 10,932.89 585,900.00 SH SOLE 585,900.00 POTLATCH CS 737628107 10,264.93 203,266.00 SH SOLE 203,266.00 PFIZER CORP CS 717081103 48,276.18 1,795,321.00 SH SOLE 1,795,321.00 PEOPLESOFT CS 712713106 131,237.90 4,956,114.00 SH SOLE 4,956,114.00 CCL 1/06 20 PUT OP 1439139M58F1907 5,763.00 1,000.00 PUT SOLE 1,000.00 F 1/06 5 PUT OP 3453739M88G6624 2,928.00 2,000.00 PUT SOLE 2,000.00 QWEST COMMUNICATIONS CS 749121109 3,439.93 776,508.00 SH SOLE 776,508.00 SCHERING-PLOUGH 6% PFD 9/14/07 PS 806605606 23,001.00 410,000.00 SH SOLE 410,000.00 SLM CORP FLOAT - REGISTERED CB 78442PAC0 26,023.68 25,100,000.00 PRN SOLE 25,100,000.00 SAVVIS COMMUNICATIONS CS 805423100 4,366.35 3,731,919.00 SH SOLE 3,731,919.00 SPY 06/05 - 1300 C OC 12488Y9F0208 24,174.00 2,000.00 CALL SOLE 2,000.00 SPX 3/05 - 1275 C OC 739819C9158 6,043.50 500.00 CALL SOLE 500.00 TELESP CELULAR PARTICIPA CS 87952L108 1,167.47 171,687.00 SH SOLE 171,687.00 360 NETWORKS EQUITY CS 885575100 505.46 168,488.00 SH SOLE 168,488.00 TEMPLE- INLAND INC CS 879868107 10,271.34 150,100.00 SH SOLE 150,100.00 TK 01/05 - 30 PUT OP Y8564W9M7 1,684.40 400.00 PUT SOLE 400.00 UNITEDHEALTH GROUP INC CS 91324P102000 8,715.23 99,003.00 SH SOLE 99,003.00 USG CORP CS 903293405 34,153.98 843,100.00 SH SOLE 843,100.00 VIVENDI ADR CS 92851S105 2,222.61 69,305.00 SH SOLE 69,305.00 GE JAN-07 40 CALL OC 3696099A2088 959.95 263.00 CALL SOLE 263.00 IGT 1/07-40 C OC 4Y599W9A8088 2,922.30 850.00 CALL SOLE 850.00 IGT1/07-45 C OC 4Y599W9A8 1,151.73 335.00 CALL SOLE 335.00 AMGN 1/06 - 70 C OC 03116U9A8148 5,561.81 867.00 CALL SOLE 867.00 ABT 1/06-45 C OC 0028289A1098 16,327.50 3,500.00 CALL SOLE 3,500.00 CSCO 1/06-30 C OC 12775V9A98C3 3,477.60 1,800.00 CALL SOLE 1,800.00 SBC 1/06 - 30 C OC 7838PC9A2068 1,932.75 750.00 CALL SOLE 750.00 GE JAN-06 35 CALL OC 3696089A4078 7,504.40 2,056.00 CALL SOLE 2,056.00 IBM 01/06 105 C OC 4592049A3018 16,758.60 1,700.00 CALL SOLE 1,700.00 IBM JAN-06 95 CALL OC 4592049A3198 20,682.08 2,098.00 CALL SOLE 2,098.00 IBM JAN-06 100 CALL OC 4592049A3208 295.74 30.00 CALL SOLE 30.00 WABASH NATIONAL CS 929566107 559.86 20,805.00 SH SOLE 20,805.00 WMT 1/06 - 60 C OC 9311459A6128 5,282.00 1,000.00 CALL SOLE 1,000.00 XOM 1/06 - 50 C OC 30229J9A0108 10,252.00 2,000.00 CALL SOLE 2,000.00 XEROX 6.25% 7/01/06 PREFERRED PS 984121509 16,800.25 113,900.00 SH SOLE 113,900.00 LEN 01/06 - 55 CALLS OC 52605V9A1118 8,558.68 1,510.00 CALL SOLE 1,510.00 GE JAN-05 37 1/2 CALL OC 3696049A3 14,600.00 4,000.00 CALL SOLE 4,000.00 AMKR 1/06 - 10 C OC 0316579A1028 1,148.96 1,720.00 CALL SOLE 1,720.00 NOK 1/06 - 7 1/2 P OP 6549129M8218 2,350.50 1,500.00 PUT SOLE 1,500.00 895,537.39