0001343232-11-000001.txt : 20110513 0001343232-11-000001.hdr.sgml : 20110513 20110513083637 ACCESSION NUMBER: 0001343232-11-000001 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110331 FILED AS OF DATE: 20110513 DATE AS OF CHANGE: 20110513 EFFECTIVENESS DATE: 20110513 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Ferox Capital LLP CENTRAL INDEX KEY: 0001343231 IRS NUMBER: 000000000 FISCAL YEAR END: 1130 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-11670 FILM NUMBER: 11837889 BUSINESS ADDRESS: STREET 1: 66 ST JAMES'S STREET CITY: LONDON STATE: X0 ZIP: SW1A 1NE BUSINESS PHONE: 44(0) 207947 0000 MAIL ADDRESS: STREET 1: 66 ST JAMES'S STREET CITY: LONDON STATE: X0 ZIP: SW1A 1NE FORMER COMPANY: FORMER CONFORMED NAME: Ferox Capital Management LTD DATE OF NAME CHANGE: 20051102 13F-HR 1 f13f-033111hr.txt COVER 20110331 UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for Calendar Year or Quarter Ended: 03/31/2011 Check here if Amendment: Amendment Number This amendment is (check only one) 1. is a restatement 2. adds new holding entities Institutional Investment Manager filing report Name: Ferox Capital Management LP Address: 66 St James`s Street London SW1A 1NE UK Form 13F File Number: 28-11669 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 the report on behalf of Reporting Manager: Name: Nicholas Curtis Title: CFO Phone: 44 0 207 947 0000 Signature, Place Date of Signing Nicholas Curtis London, UK May 12 2011 Report Type (check only one) (X) 13F Holdings Report ( ) 13F Notice ( ) 13F Combination Report FORM 13F SUMMARY PAGE Report summary: Number of Other Included Managers: 1 Form 13F Information Table Entry Total: 54 Form 13F Information Table Value Total: $978,022,313 List of Other Included Managers: No. 13F File No Name 01 Ferox Capital Management LP FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVESTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE ------------------------ -------------- --------- -------- -------- --- --- ------- --- ----- ---- ---- DANAHER CORP DEL NOTE 1/2 235851AF9 220,554 145,815,000 PRN DEFINED 1 0 0 LABORATORY CORP AMER HLDGS NOTE 9/1 50540RAG7 66,346 53,817,000 PRN DEFINED 1 0 0 E M C CORP MASS NOTE 1.750%12/0 268648AK8 58,632 35,149,000 PRN DEFINED 1 0 0 CMS ENERGY CORP NOTE 2.875%12/0 125896AW0 45,070 29,502,000 PRN DEFINED 1 0 0 GILEAD SCIENCES INC NOTE 0.500% 5/0 375558AG8 29,182 26,400,000 PRN DEFINED 1 0 0 L-3 COMMUNICATIONS CORP DEBT 3.000% 8/0 502413AW7 25,229 25,000,000 PRN DEFINED 1 0 0 UNITED THERAPEUTICS CORP NOTE 0.500%10/1 91307CAD4 38,966 21,990,000 PRN DEFINED 1 0 0 CEPHALON INC NOTE 2.000% 6/0 156708AP4 34,858 21,000,000 PRN DEFINED 1 0 0 AGCO CORP NOTE 1.750%12/3 001084AL6 51,666 20,839,000 PRN DEFINED 1 0 0 ILLUMINA INC NOTE 0.625% 2/1 452327AB5 63,756 20,000,000 PRN DEFINED 1 0 0 NETAPP INC NOTE 1.750% 6/0 64110DAB0 31,609 20,000,000 PRN DEFINED 1 0 0 FLUOR CORP NEW NOTE 1.500% 2/1 343412AA0 48,331 17,927,700 PRN DEFINED 1 0 0 BLACKROCK INC DBCV 2.625% 2/1 09247XAB7 30,610 14,910,000 PRN DEFINED 1 0 0 TRIUMPH GROUP INC NEW NOTE 2.625%10/0 896818AB7 24,411 14,829,000 PRN DEFINED 1 0 0 NATIONAL RETAIL PROPERTIES NOTE 3.950% 9/1 637417AA4 16,356 14,500,000 PRN DEFINED 1 0 0 ACTUANT CORP SDCV 2.000%11/1 00508XAB0 21,133 14,250,000 PRN DEFINED 1 0 0 ANIXTER INTL INC NOTE 7/0 035290AG0 13,959 12,499,000 PRN DEFINED 1 0 0 CAMERON INTERNATIONAL CORP NOTE 2.500% 6/1 13342BAB1 19,521 12,050,000 PRN DEFINED 1 0 0 ALLERGAN INC NOTE 1.500% 4/0 018490AL6 10,635 9,542,000 PRN DEFINED 1 0 0 THORATEC CORP FRNT 1.380% 5/1 885175AB5 6,219 8,202,000 PRN DEFINED 1 0 0 MEDICIS PHARMACEUTICAL NOTE 2.500% 6/0 58470KAA2 8,698 7,550,000 PRN DEFINED 1 0 0 MACROVISION CORP NOTE 2.625% 8/1 555904AB7 14,253 7,500,000 PRN DEFINED 1 0 0 SYMANTEC CORP NOTE 0.750% 6/1 871503AD0 7,225 7,000,000 PRN DEFINED 1 0 0 SVB FINL GROUP NOTE 3.875% 4/1 78486QAB7 6,265 6,000,000 PRN DEFINED 1 0 0 ICONIX BRAND GROUP INC NOTE 1.875% 6/3 451055AB3 5,138 5,075,000 PRN DEFINED 1 0 0 AMERIGROUP CORP NOTE 2.000% 5/1 03073TAB8 7,548 5,000,000 PRN DEFINED 1 0 0 E M C CORP MASS NOTE 1.750%12/0 268648AM4 8,600 5,000,000 PRN DEFINED 1 0 0 NEWMONT MINING CORP NOTE 3.000% 2/1 651639AK2 6,301 5,000,000 PRN DEFINED 1 0 0 ENDO PHARMACEUTICALS HLDGS NOTE 1.750% 4/1 29264FAB2 5,600 4,000,000 PRN DEFINED 1 0 0 TEXTRON INC NOTE 4.500% 5/0 883203BN0 8,507 4,000,000 PRN DEFINED 1 0 0 OLD REP INTL CORP NOTE 3.750% 3/1 680223AH7 3,004 3,000,000 PRN DEFINED 1 0 0 ON SEMICONDUCTOR CORP NOTE 4/1 682189AE5 2,821 2,500,000 PRN DEFINED 1 0 0 BARNES GROUP INC NOTE 3.750% 8/0 067806AB5 2,400 2,400,000 PRN DEFINED 1 0 0 CHARLES RIV LABS INTL INC NOTE 2.250% 6/1 159864AB3 2,086 2,000,000 PRN DEFINED 1 0 0 HEALTH CARE REIT INC NOTE 4.750% 7/1 42217KAQ9 2,262 2,000,000 PRN DEFINED 1 0 0 MF GLOBAL HLDGS LTD NOTE 1.875% 2/0 55277JAA6 2,025 2,000,000 PRN DEFINED 1 0 0 OIL STS INTL INC NOTE 2.375% 7/0 678026AB1 4,804 2,000,000 PRN DEFINED 1 0 0 D R HORTON INC NOTE 2.000% 5/1 23331ABB4 1,970 1,750,000 PRN DEFINED 1 0 0 GILEAD SCIENCES INC NOTE 0.625% 5/0 375558AH6 1,836 1,500,000 PRN DEFINED 1 0 0 3M CO NOTE 11/2 88579YAB7 1,429 1,500,000 PRN DEFINED 1 0 0 VORNADO RLTY L P DEB 3.875% 4/1 929043AC1 1,669 1,500,000 PRN DEFINED 1 0 0 WORLD ACCEP CORPORATION NOTE 3.000%10/0 981417AB4 1,652 1,500,000 PRN DEFINED 1 0 0 SANDISK CORP NOTE 1.500% 8/1 80004CAD3 1,575 1,400,000 PRN DEFINED 1 0 0 ANIXTER INTL INC NOTE 1.000% 2/1 035290AJ4 1,499 1,199,000 PRN DEFINED 1 0 0 BEST BUY INC SDCV 2.250% 1/1 086516AF8 1,026 1,000,000 PRN DEFINED 1 0 0 EQUINIX INC NOTE 2.500% 4/1 29444UAF3 1,043 1,000,000 PRN DEFINED 1 0 0 MYLAN INC NOTE 3.750% 9/1 628530AJ6 1,830 1,000,000 PRN DEFINED 1 0 0 SBA COMMUNICATIONS CORP NOTE 4.000%10/0 78388JAM8 1,464 1,000,000 PRN DEFINED 1 0 0 UAL CORP NOTE 4.500% 6/3 902549AH7 1,017 1,000,000 PRN DEFINED 1 0 0 UNISOURCE ENERGY CORP NOTE 4.500% 3/0 909205AB2 1,061 1,000,000 PRN DEFINED 1 0 0 AGCO CORP NOTE 1.250%12/1 001084AM4 1,245 839,000 PRN DEFINED 1 0 0 ANNALY CAP MGMT INC NOTE 4.000% 2/1 035710AA0 870 750,000 PRN DEFINED 1 0 0 HEALTH CARE REIT INC NOTE 4.750%12/0 42217KAP1 857 750,000 PRN DEFINED 1 0 0 GENERAL MTRS CO JR PFD CNV SRB 37045V209 1,395 28,900 PRN DEFINED 1 0 0