13F-HR 1 d13fhr.txt FORM 13F /------------------------------/ / 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: 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: 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 08-07-03 ------------------------ ----------------------------- -------------- [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: 24 ------------------- Form 13F Information Table Value Total: $119,979 ------------------- (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.]

~~------------------------------------------------------------------------------------------------------------------ Name of Issuer~~ Title ~~or Class Cusip~~ Value ~~(000)~~ Shares/Prin ~~Amnt~~ Shr/Put/~~Call~~ ~~------------------------------------------------------------------------------------------------------------------~~Investment ~~AMERICAN~~Other ~~INTERNATIONAL~~Sole ~~GROUP~~Voting ~~Com~~Name ~~026874107~~of ~~526~~Issuer ~~9,100~~or SHClass ~~AMGEN~~Cusip ~~INC Com 031162100 773 16,~~(000) SHAmnt ~~ARCHSTONE~~Call ~~COMMUNITIES~~Discretion TRManagers ~~PREFERRED~~Auth ~~039583208~~AMERICAN ~~13,570~~INTERNATIONAL ~~419,000~~GROUP ~~SH AVON PRODUCTS INC~~ Com ~~054303102~~026874107 ~~625 11~~1,~~600~~683 ~~SH Chesapeake PREFERRED 165167404 3~~30,~~752~~500 ~~62,000~~ SH ~~Continental~~sole ~~Airlines~~N/A ~~CONVERT 210795PD6 2~~21,~~289~~300 ~~5,000,000~~AMYLIN ~~PRN~~PHARMACEUTICALS ~~Corning~~ CONVERT ~~219350AK1~~032346AA6 3,~~533~~364 53,~~000~~500,000 PRN ~~COSTCO~~sole ~~WHOLESALE~~N/A ~~CORP CONVERT 22160QAC6 7~~3,~~008 10~~500,000~~,000~~ ~~PRN~~ARCHSTONE ~~CUMMINS~~COMMUNITIES ~~PREFERRED~~TR ~~231029307 1,106 25,000 SH DEAN FOODS Com 242370104 1,113 30,000 SH EQUITY OFFICE PPTYS TRST~~ PREFERRED ~~294741509~~039583208 2,590 57,900 SH EQUITY RESIDENTIAL PROPS PREFERRED 29476L883 19,989 714,400 SH EQUITY RESIDENTIAL PROPS PREFERRED 29476L859 9,009 372,800 SH FOSTER WHEELER CONVERT 35024PAB8 424 2,000,000 PRN GENL GROWTH PROPERTIES PREFERRED 370021206 13,~~272~~576 ~~400~~419,000 SH ~~IndyMac~~sole ~~PREFERRED~~N/A ~~456607209 2~~419,~~183 53,~~000 SHAVON ~~Isis~~PRODUCTS ~~Pharmaceuticals~~INC ~~Inc~~ CONVERT ~~464337AA2~~05303AP7 ~~960 1~~14,~~350,000~~840 ~~PRN Isis Pharmaceuticals Inc CONVERT 464337AC8 469 650~~28,~~000 PRN IVAX CONVERT 465823AG7 1~~200,~~652 2,~~000~~,000~~ PRN ~~JOHNSON~~sole &N/A ~~JOHNSON Com 478160104 1~~28,~~568 29,~~200 ~~SH L3 communications CONVERT 502424AD6 3~~,~~385 3,~~000~~,000~~ ~~PRN~~CAP ~~LEVEL~~GEMINI ~~3 COMMUNICATIONS~~ CONVERT ~~52729NAG5~~987960IZ6 1,~~193~~751 21,~~825~~530,000 PRN ~~LSI~~sole ~~LOGIC~~N/A ~~CORP Com 502161102 144 25~~1,~~000 SH LUCENT PREFERRED 549462208 828 2~~530,000 SHCHEUNG ~~Lukoil~~KONG Com ~~2537432~~166744102 ~~1,029 16,920 SH Nortel CONVERT 656568AB8 1,719~~ 3,~~250,000~~224 ~~PRN Nortel Networks Corp. CONVERT 656568AA0 529 1~~536,000~~,000~~ ~~PRN~~SH ~~PRIMUS~~sole ~~TELECOMM~~N/A ~~GROUP CONVERT 741929AL7 463 1~~888,000~~,000~~ ~~PRN~~CITIGROUP SLGLOBAL ~~GREEN REALTY CORP~~ PREFERRED 78440X200 46,~~964~~036 ~~150~~181,000 SH ~~SOUTH~~sole ~~AFRICAN~~N/A ~~BREWERIES CONVERT 783866AA4 3~~181,~~195 3,~~000~~,000~~ ~~PRN~~Continental ~~STARWOOD~~Airlines ~~HOTELS RESORTS~~ CONVERT ~~85590AAB0~~210795PD6 53,~~753~~931 115,000,000 PRN ~~TELEFONOS~~sole ~~DE MEXICO,S.~~N/A. ~~CONVERT 879403AD5~~ 5,~~984 5~~500,000~~,000~~ ~~PRN~~Corning ~~Teva Pharmaceuticals~~ CONVERT ~~88164MAA6~~219350AK1 71,~~301~~616 61,~~850~~500,000 PRN ~~UAL~~sole ~~CORP~~N/A ~~Com 902549500 29 20~~1,~~000 SH UAL CORP Com 902549500 28 19~~500,~~700 Put UAL CORP Com 902549500 129 90,~~000 ~~Put~~ELECTRONIC USDATA ~~CELLULAR~~SYSTEMS CORP CONVERT ~~911684AA6~~285661AE4 64,~~995~~618 204,~~000~~500,000 PRN ----------------------------------------------------------------------------------------- Name of Issuer Investment Discretion Other Managers Sole Voting Auth ----------------------------------------------------------------------------------------- AMERICAN INTERNATIONAL GROUP sole N/A 94,~~100 AMGEN INC sole N/A 16~~500,000 ~~ARCHSTONE~~EQUITY ~~COMMUNITIES~~RESIDENTIAL TRPROPS ~~sole~~PREFERRED ~~N/A~~29476L883 ~~419~~20,~~000~~672 ~~AVON~~715,900 ~~PRODUCTS~~SH ~~INC~~ sole N/A 11714,~~600~~400 ~~Chesapeake~~EQUITY ~~sole~~RESIDENTIAL ~~N/A~~PROPS ~~62,000~~PREFERRED ~~Continental~~29476L859 ~~Airlines~~7,290 ~~sole N/A 5~~286,000~~,000~~ ~~Corning~~SH sole N/A 5266,000~~,000~~ ~~COSTCO~~Finmeccanica ~~WHOLESALE~~SpA ~~CORP~~Com ~~sole~~993900SP5 ~~N/A~~472 10735,~~000,000~~770 ~~CUMMINS~~SH sole N/A 255,~~000 DEAN FOODS sole N/A 30~~635,~~000~~770 ~~EQUITY~~JUNIPER ~~OFFICE~~NETWORKS ~~PPTYS~~CONVERT ~~TRST~~48203RAB0 ~~sole N/A 57~~2,~~900~~767 ~~EQUITY RESIDENTIAL PROPS sole N/A 714~~3,~~400 EQUITY RESIDENTIAL PROPS sole N/A 372~~000,~~800~~000 ~~FOSTER~~PRN ~~WHEELER~~ sole N/A 23,000,000 ~~GENL~~L3 ~~GROWTH~~communications ~~PROPERTIES~~CONVERT ~~sole~~502424AD6 ~~N/A 400~~1,~~000~~562 ~~IndyMac sole N/A 53~~1,500,000 ~~Isis~~PRN ~~Pharmaceuticals Inc~~ sole N/A 1,~~350~~500,000 ~~Isis~~Nortel ~~Pharmaceuticals~~CONVERT ~~Inc~~656568AB8 ~~sole~~1,053 ~~N/A 650~~1,250,000 ~~IVAX~~PRN sole N/A 2250,000~~,000~~ ~~JOHNSON~~SEALED &AIR ~~JOHNSON~~CORP. ~~sole~~CONVERT ~~N/A~~81211KAG5 292,~~200~~987 ~~L3 communications sole N/A~~ 3,000,000 ~~LEVEL~~PRN ~~3 COMMUNICATIONS~~ sole N/A 23,~~825~~000,000 ~~LSI~~SL ~~LOGIC~~GREEN REALTY CORP ~~sole~~PREFERRED ~~N/A~~78440X200 256,027 175,000 ~~LUCENT~~SH sole N/A 2125,000 ~~Lukoil~~STARWOOD ~~sole~~HOTELS ~~N/A~~RESORTS ~~16,920~~CONVERT ~~Nortel~~85590AAB0 ~~sole~~4,696 ~~N/A 3~~8,~~250~~500,000 ~~Nortel~~PRN ~~Networks Corp.~~ sole N/A 18,~~000~~500,000 ~~PRIMUS~~SWIRE ~~TELECOMM~~PACIFIC ~~GROUP~~LTD ~~sole N/~~'A' ~~1,000,000~~Com SLY83310105 ~~GREEN~~831 ~~REALTY~~190,000 ~~CORP~~SH sole N/A ~~150~~190,000 ~~SOUTH~~TELEFONOS ~~AFRICAN~~MEXICO ~~BREWERIES~~CONVERT ~~sole~~879403AD5 ~~N/A~~5,594 35,000,000 ~~STARWOOD~~PRN ~~HOTELS RESORTS~~ sole N/A 115,000,000 ~~TELEFONOS~~Teva DEPharmaceuticals ~~MEXICO,S.A.~~CONVERT ~~sole~~88164MAA6 ~~N/A~~6,725 5,000,000 ~~Teva~~PRN ~~Pharmaceuticals~~ sole N/A 6,~~850~~000,000 UAL CORP ~~sole~~com ~~N/A~~902549500 2076 90,000 ~~UAL~~Put ~~CORP~~ sole N/A 1990,~~700~~000 ~~UAL~~US ~~CORP~~Cellular ~~sole~~Corp. ~~N/A~~CONVERT 90911684AA6 4,588 10,000,000 USPRN ~~CELLULAR CORP~~ sole N/A 2010,000,000

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