13F-HR 1 d13fhr.txt FORM 13F - HOLDINGS REPORT /------------------------------/ / OMB APPROVAL / /------------------------------/ / OMB Number: 3235-0006 / / Expires: April 30, 2000 / / Estimated average burden / / hours per response.... 23.99 / /------------------------------/ 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, 2002 -------------------- 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: CF FX, L.L.C. --------------------------------------------- Address: 30 S. Wacker Dr #2707 --------------------------------------------- Chicago, IL 60606 --------------------------------------------- --------------------------------------------- Form 13F File Number: 028-06493 ----------------- 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: John Gordon --------------------------------------------- Title: Chief Financial Officer --------------------------------------------- Phone: (312) 906-7366 --------------------------------------------- Signature, Place, and Date of Signing: /s/ John Gordon Chicago, IL 02-07-03 ------------------------ ----------------------------- -------------- [Signature] [City, State] [Date] Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: [If there are no entries in this list, omit this section.] Form 13F File Number Name 28- ------------------ ------------------------ [Repeat as necessary.] Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: None ------------------- Form 13F Information Table Entry Total: 37 ------------------- Form 13F Information Table Value Total: $130,080 ------------------- (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] No. Form 13F File Number Name 28- ---- --------------------- ---------------------- [Repeat as necessary.] 13F CFFX

------------------------------------------------------------------------------------------------------------------~~------------------~~ Name of Issuer Title ~~Cusip Value Shares/ Shr/ Investment Other Sole~~ or Class Cusip Value (000) ~~PrinAmnt~~Shares/Prin Amnt Shr/Put/Call ~~Discretion Managers Voting Auth~~ ------------------------------------------------------------------------------------------------------------------~~------------------~~ ~~ABGENIX~~AMERICAN ~~CONVERT~~INTERNATIONAL ~~00339BAA5~~GROUP ~~1,252~~Com ~~2,000,000~~026874107 ~~PRN~~526 ~~sole N/A 2~~9,~~000,000~~100 ~~AGILENT~~SH ~~CONVERT~~AMGEN ~~00846UAB7~~INC ~~411~~Com ~~500,000~~031162100 ~~PRN~~773 ~~sole N/A 500~~16,000 ~~Agilent~~SH ~~Technologies CONVERT 00846UAA9 2,878 3,500,000 PRN sole N/A 3,500,000~~ ARCHSTONE COMMUNITIES TR PREFERRED 039583208 13,~~734~~570 419,000 SH ~~sole~~AVON ~~N/A~~PRODUCTS ~~419,000~~INC BPCom ~~Finance~~054303102 ~~CONVERT~~625 ~~USG1280QAA25~~ 11,~~613~~600 ~~9,000,000~~SH ~~PRN sole N/A 9,000,000~~ Chesapeake PREFERRED 165167404 3,~~289~~752 62,000 SH sole N/A 62,000 Community Health Systems CONVERT 203668AA6 1,055 1,000,000 PRN sole N/A 1,000,000 COMPUTER ASSOCIATES CONVERT 204912AN9 6,923 8,500,000 PRN sole N/A 8,500,000 Comverse Tech CONVERT 205862AJ4 1,611 2,000,000 PRN sole N/A 2,000,000 Continental Airlines CONVERT 210795PD6 12,~~568~~289 45,~~500~~000,000 PRN ~~sole N/A 4,500,000~~ Corning CONVERT 219350AK1 23,~~761~~533 5,000,000 PRN ~~sole N/A 5,000,000 CORNING INC CONVERT 219350AJ4 1,079 2,500,000 PRN sole N/A 2,500,000~~ COSTCO WHOLESALE CORP CONVERT 22160QAC6 97,~~493~~008 1210,~~500~~000,000 PRN ~~sole~~CUMMINS ~~N/A~~PREFERRED ~~12,500,000~~231029307 ~~ECHOSTAR COMMUNICATIONS CONVERT 278762AD1 2~~1,~~293~~106 325,000~~,000~~ ~~PRN~~SH ~~sole~~DEAN ~~N/A~~FOODS ~~3,000,000~~Com ~~ELAN~~242370104 ~~FINANCE CORP LTD CONVERT 284129AC7 2~~1,~~663~~113 930,000~~,000~~ ~~PRN~~SH ~~sole N/A 9,000,000~~ EQUITY OFFICE PPTYS TRST PREFERRED 294741509 42,~~667~~590 ~~107~~57,900 SH ~~sole N/A 107,900~~ EQUITY RESIDENTIAL PROPS PREFERRED 29476L883 19,~~506~~989 714,400 SH ~~sole N/A 714,400~~ EQUITY RESIDENTIAL PROPS PREFERRED 29476L859 89,~~659~~009 372,800 SH ~~sole N/A 372,800~~ FOSTER WHEELER CONVERT 35024PAB8 ~~465~~424 2,000,000 PRN ~~sole~~GENL ~~N/A~~GROWTH 2PROPERTIES PREFERRED 370021206 13,~~000~~272 400,000 ~~GAP~~SH ~~STORES~~IndyMac ~~CONVERT~~PREFERRED ~~364760AH1~~456607209 2,~~955~~183 353,000~~,000~~ ~~PRN~~SH ~~sole~~Isis ~~N/A~~Pharmaceuticals 3Inc CONVERT 464337AA2 960 1,~~000~~350,000 ~~GAP~~PRN ~~STORES~~Isis Pharmaceuticals Inc CONVERT ~~364760AJ7~~464337AC8 ~~1,478~~469 1650,~~500,~~000 PRN ~~sole~~IVAX ~~N/A~~CONVERT 465823AG7 1,~~500~~652 2,000,000 ~~GENL~~PRN ~~GROWTH~~JOHNSON ~~PROPERTIES~~& ~~PREFERRED~~JOHNSON ~~370021206~~Com 12478160104 1,~~133~~568 ~~370~~29,~~500~~200 SH ~~sole~~L3 ~~N/A~~communications ~~370,500 HOLCIM~~ CONVERT ~~XS0147612922~~502424AD6 23,~~603~~385 53,000,000 PRN ~~sole~~LEVEL ~~N/A~~3 5COMMUNICATIONS CONVERT 52729NAG5 1,~~000~~193 2,825,000 ~~HOST~~PRN ~~MARRIOTT~~LSI ~~FIN~~LOGIC ~~TRUST~~CORP ~~PREFERRED~~Com ~~441079407~~502161102 ~~5,435~~144 ~~150~~25,000 SH ~~sole~~LUCENT ~~N/A 150,000 IndyMac~~ PREFERRED ~~456607209~~549462208 828 2,~~177 53,~~000 SH ~~sole~~Lukoil ~~N/A~~Com 532537432 1,~~000~~029 ~~Isis~~16,920 ~~Pharmaceuticals~~SH ~~Inc~~Nortel CONVERT ~~464337AA2~~656568AB8 21,~~045~~719 23,~~350~~250,000 PRN ~~sole~~Nortel ~~N/A~~Networks ~~2,350,000~~Corp. ~~Isis Pharmaceuticals Inc~~ CONVERT ~~464337AC8~~656568AA0 ~~564~~529 ~~650~~1,000,000 PRN ~~sole~~PRIMUS ~~N/A~~TELECOMM ~~650,000~~GROUP ~~IVAX~~ CONVERT ~~465823AG7~~741929AL7 ~~5,810~~463 71,~~500~~000,000 PRN ~~sole~~SL ~~N/A~~GREEN 7REALTY CORP PREFERRED 78440X200 4,~~500~~964 150,000 ~~KOREA~~SH ~~TELECOM~~SOUTH AFRICAN BREWERIES CONVERT ~~USY49920AA23~~783866AA4 43,~~330~~195 43,000,000 PRN ~~sole~~STARWOOD ~~N/A~~HOTELS ~~4,000,000~~RESORTS ~~L3 communications~~ CONVERT ~~502424AD6~~85590AAB0 65,~~938~~753 511,~~750~~000,000 PRN ~~sole~~TELEFONOS ~~N/A~~DE 5MEXICO,~~750,000~~S.A. ~~L-3 Communications~~ CONVERT ~~502424AC8~~879403AD5 35,~~016~~984 25,~~500~~000,000 PRN ~~sole~~Teva ~~N/A~~Pharmaceuticals ~~2,500,000 Lear Corp~~ CONVERT ~~521865AG0~~88164MAA6 17,~~091~~301 26,~~500~~850,000 PRN ~~sole~~UAL ~~N/A~~CORP 2Com 902549500 29 20,~~500,~~000 ~~LEVEL~~SH 3UAL ~~COMMUNICATIONS~~CORP ~~CONVERT~~Com ~~52729NAG5~~902549500 ~~830~~28 219,~~825,000~~700 ~~PRN~~Put ~~sole~~UAL ~~N/A~~CORP 2Com 902549500 129 90,~~825,~~000 ~~LSI~~Put ~~LOGIC~~US CELLULAR CORP CONVERT ~~502161AF9~~911684AA6 36,~~747~~995 520,000,000 PRN ~~sole~~----------------------------------------------------------------------------------------- ~~N/A~~Name ~~5,000,000~~of ~~LUCENT~~Issuer ~~PREFERRED~~Investment ~~549462208~~Discretion ~~704~~Other ~~3,050~~Managers SHSole Voting Auth ----------------------------------------------------------------------------------------- AMERICAN INTERNATIONAL GROUP sole N/A 39,~~050~~100 ~~National~~AMGEN ~~Australia~~INC ~~Bank~~sole ~~PREFERRED~~N/A ~~632525309 1~~16,~~623 50,~~000 SHARCHSTONE COMMUNITIES TR sole N/A 50419,000 ~~Nortel~~AVON ~~CONVERT~~PRODUCTS ~~656568AB8~~INC ~~606~~sole 2N/A 11,~~000,000~~600 ~~PRN~~Chesapeake sole N/A 262,000~~,000~~ ~~Nortel~~Continental ~~Networks~~Airlines ~~Corp.~~sole ~~CONVERT~~N/A ~~656568AA0 1,514~~ 5,000,000 ~~PRN~~Corning sole N/A 5,000,000 ~~PRIMUS~~COSTCO ~~TELECOMM~~WHOLESALE ~~GROUP~~CORP ~~CONVERT~~sole ~~741929AL7~~N/A ~~334 1~~10,000,000 ~~PRN~~CUMMINS sole N/A 125,000~~,000~~ ~~Roche~~DEAN ~~CONVERT~~FOODS ~~USU75000AG15~~sole ~~3,126~~N/A 630,000~~,000~~ ~~PRN~~EQUITY OFFICE PPTYS TRST sole N/A 657,~~000,000~~900 ~~SEALED~~EQUITY ~~AIR~~RESIDENTIAL ~~CORP~~PROPS ~~(NEW)~~sole ~~PREFERRED~~N/A ~~81211K209 2~~714,~~200~~400 ~~100,000~~EQUITY SHRESIDENTIAL PROPS sole N/A ~~100~~372,~~000~~800 SLFOSTER ~~GREEN~~WHEELER ~~REALTY~~sole ~~CORP~~N/A ~~PREFERRED 78440X200 4~~2,~~820 150~~000,000 SHGENL GROWTH PROPERTIES sole N/A ~~150~~400,000 ~~SOUTH~~IndyMac ~~AFRICAN~~sole ~~BREWERIES~~N/A ~~CONVERT 783866AA4 3~~53,~~132 3,~~000~~,000~~ ~~PRN~~Isis Pharmaceuticals Inc sole N/A 31,~~000~~350,000 ~~STARWOOD~~Isis ~~HOTELS~~Pharmaceuticals ~~RESORTS~~Inc ~~CONVERT~~sole ~~85590AAB0~~N/A 10650,~~658 21,300,~~000 ~~PRN~~IVAX sole N/A 212,~~300~~000,000 ~~STMICROELECTRONICS~~JOHNSON NV& ~~CONVERT~~JOHNSON ~~861012AB8~~sole ~~3,163~~N/A 429,~~000,000~~200 ~~PRN~~L3 communications sole N/A 43,000,000 ~~Swiss~~LEVEL RE3 ~~CONVERT~~COMMUNICATIONS ~~XS0138467401~~sole N/A 2,~~440 3~~825,000~~,000~~ ~~PRN~~LSI LOGIC CORP sole N/A 325,000~~,000~~ ~~TELEFONOS~~LUCENT DEsole ~~MEXICO,S.~~N/A. ~~CONVERT~~2,000 ~~879403AD5~~Lukoil ~~5,527~~sole 5N/A 16,~~000,000~~920 ~~PRN~~Nortel sole N/A 53,~~000~~250,000 USNortel ~~CELLULAR~~Networks ~~CORP~~Corp. ~~CONVERT~~sole ~~911684AA6~~N/A 71,~~283 20,~~000,000 ~~PRN~~PRIMUS TELECOMM GROUP sole N/A 201,000,000 ~~Wellpoint~~SL ~~Health~~GREEN ~~Networks~~REALTY ~~CONVERT~~CORP ~~94973HAA6~~sole ~~19,965~~N/A 20150,000~~,000~~ ~~PRN~~SOUTH AFRICAN BREWERIES sole N/A 203,000,000 ~~Yokong~~STARWOOD ~~CONVERT~~HOTELS ~~997242QK1~~RESORTS ~~4,160~~sole 4N/A 11,000,000 ~~PRN~~TELEFONOS DE MEXICO,S.A. sole N/A 45,000,000 ~~Taiwan~~Teva ~~Semiconductor~~Pharmaceuticals ~~PREFERRED~~sole ~~874039100~~N/A 26,~~477 390~~850,000 SHUAL CORP sole N/A ~~390~~20,000 ~~Cummins,~~UAL ~~Inc~~CORP ~~Com 231021106 170 7,200 SH~~ sole N/A 719,~~200~~700 ~~Hasbro~~UAL ~~Com~~CORP ~~418056107~~sole 54N/A 590,000 SHUS CELLULAR CORP sole N/A 520,000,000

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