-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, S7hIGVvbL1Y96pcDMoRb15CJhbZ+erl8uJuSRjQmgAItORkw536xHOWsKee5BYlq Qwp1Tk25nCodDvCFRRp6EA== 0001343231-10-000006.txt : 20100513 0001343231-10-000006.hdr.sgml : 20100513 20100513084725 ACCESSION NUMBER: 0001343231-10-000006 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100331 FILED AS OF DATE: 20100513 DATE AS OF CHANGE: 20100513 EFFECTIVENESS DATE: 20100513 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Ferox Capital Management LP CENTRAL INDEX KEY: 0001343232 IRS NUMBER: 000000000 FISCAL YEAR END: 1130 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-11669 FILM NUMBER: 10826591 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 13F-HR 1 f13f-033110hr.txt 13FHR 20100331 UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for Calendar Year or Quarter Ended: 03/31/2010 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 2010 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: 60 Form 13F Information Table Value Total: $835,892,430 List of Other Included Managers: No. 13F File No Name 01 Ferox Capital Management Limited 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 - ------------------------ -------------- --------- -------- -------- --- --- ------- --- ----- ---- ---- AGCO CORP NOTE 1.750%12/3 001084AL6 24,180 14,830,000 PRN DEFINED 1 0 0 AGCO CORP NOTE 1.250%12/1 001084AM4 2,899 2,606,000 PRN DEFINED 1 0 0 AMR CORP NOTE 6.250%10/1 001765BC9 579 500,000 PRN DEFINED 1 0 0 ASM INTL NV NOTE 5.250% 5/1 00207DAE2 14,720 10,862,000 PRN DEFINED 1 0 0 ASM INTL NV NOTE 4.250%12/0 00207DAG7 11,485 9,150,000 PRN DEFINED 1 0 0 ALCOA INC NOTE 5.250% 3/1 013817AT8 3,562 1,544,000 PRN DEFINED 1 0 0 ALLIANT TECHSYSTEMS INC NOTE 2.750% 2/1 018804AH7 37,269 35,100,000 PRN DEFINED 1 0 0 ANIXTER INTL INC NOTE 7/0 035290AG0 7,232 9,999,000 PRN DEFINED 1 0 0 ANNALY CAP MGMT INC NOTE 4.000% 2/1 035710AA0 1,527 1,500,000 PRN DEFINED 1 0 0 ARCELORMITTAL SA LUXEMBOURG NOTE 5.000% 5/1 03938LAK0 6,346 4,000,000 PRN DEFINED 1 0 0 BANK OF AMERICA CORPORATION CNV PFD L ADDED 060505682 244 250,000 PRN DEFINED 1 0 0 BLACKROCK INC DBCV 2.625% 2/1 09247XAB7 26,694 12,000,000 PRN DEFINED 1 0 0 CSX CORP DBCV 10/3 126408GA5 29,307 16,200,000 PRN DEFINED 1 0 0 CAMERON INTERNATIONAL NOTE 2.500% 6/1 13342BAB1 673 500,000 PRN DEFINED 1 0 0 CEPHALON INC NOTE 6/1 156708AL3 25,564 20,980,000 PRN DEFINED 1 0 0 CEPHALON INC NOTE 2.000% 6/0 156708AP4 10,696 7,000,000 PRN DEFINED 1 0 0 CITIGROUP INC COM 172967101 505 123,755 SHS DEFINED 1 123,755 0 CONSECO INC COM NEW 208464883 100 16,000 SHS DEFINED 1 16,000 0 CORE LABORATORIES LP NOTE 0.250%10/3 21868FAB9 23,570 16,500,000 PRN DEFINED 1 0 0 CROCS INC COM 227046109 149 16,800 SHS DEFINED 1 16,800 0 D R HORTON INC NOTE 2.000% 5/1 23331ABB4 2,908 2,500,000 PRN DEFINED 1 0 0 DST SYS INC DEL DBCV 8/1 233326AD9 18,019 17,362,000 PRN DEFINED 1 0 0 DANAHER CORP DEL NOTE 1/2 235851AF9 167,269 144,315,000 PRN DEFINED 1 0 0 FLUOR CORP NEW NOTE 1.500% 2/1 343412AA0 91,006 53,811,000 PRN DEFINED 1 0 0 GENERAL ELECTRIC CO COM 369604103 183 10,000 SHS DEFINED 1 10,000 0 GILEAD SCIENCES INC NOTE 0.500% 5/0 375558AG8 6,075 5,000,000 PRN DEFINED 1 0 0 GILEAD SCIENCES INC NOTE 0.625% 5/0 375558AH6 3,175 2,500,000 PRN DEFINED 1 0 0 GLG PARTNERS INC COM 37929X107 112 37,000 SHS DEFINED 1 37,000 0 HASBRO INC DBCV 2.750%12/0 418056AN7 34,633 19,500,000 PRN DEFINED 1 0 0 ILLUMINA INC NOTE 0.625% 2/1 452327AB5 18,218 9,999,000 PRN DEFINED 1 0 0 INGERSOLL-RAND GLOBAL NOTE 4.500% 4/1 45687AAD4 4,010 2,000,000 PRN DEFINED 1 0 0 INVITROGEN CORP NOTE 2.000% 8/0 46185RAJ9 42,022 27,187,000 PRN DEFINED 1 0 0 LABORATORY CORP AMER NOTE 9/1 50540RAG7 50,868 49,817,000 PRN DEFINED 1 0 0 MEDICIS PHARMACEUTICAL NOTE 2.500% 6/0 58470KAA2 3,486 3,400,000 PRN DEFINED 1 0 0 MICRON TECHNOLOGY INC NOTE 1.875% 6/0 595112AH6 973 1,000,000 PRN DEFINED 1 0 0 PROLOGIS NOTE 3.250% 3/1 743410AY8 2,036 2,000,000 PRN DEFINED 1 0 0 QWEST COMMUNICATIONS INTL NOTE 3.500%11/1 749121BY4 8,979 8,023,000 PRN DEFINED 1 0 0 ROPER INDS INC NEW NOTE 1/1 776696AA4 16,657 23,167,000 PRN DEFINED 1 0 0 SLM CORP COM 78442P106 170 13,500 SHS DEFINED 1 13,500 0 SCHEIN HENRY INC NOTE 3.000% 8/1 806407AB8 18,394 14,235,000 PRN DEFINED 1 0 0 SHANDA INTERACTIVE ENTMT NOTE 2.000% 9/1 81941QAD6 7,941 6,000,000 PRN DEFINED 1 0 0 SOTHEBYS COM 835898107 201 6,400 SHS DEFINED 1 6,400 0 STERLITE INDS INDIA LTD NOTE 4.000%10/3 859737AB4 6,190 6,000,000 PRN DEFINED 1 0 0 SYBASE INC NOTE 1.750% 2/2 871130AB6 24,951 13,399,994 PRN DEFINED 1 0 0 TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 23,738 17,517,000 PRN DEFINED 1 0 0 THORATEC CORP NOTE 1.380% 5/1 885175AB5 6,170 6,000,000 PRN DEFINED 1 0 0 UAL CORP NOTE 4.500% 6/3 902549AH7 497 500,000 PRN DEFINED 1 0 0 UNITED THERAPEUTICS CORP NOTE 0.500%10/1 91307CAD4 16,065 10,500,000 PRN DEFINED 1 0 0 VORNADO RLTY L P DEB 3.875% 4/1 929043AC1 6,818 6,250,000 PRN DEFINED 1 0 0 WEBMD CORP NOTE 1.750% 6/1 94769MAE5 10,635 8,000,000 PRN DEFINED 1 0 0 WEBMD CORP NOTE 3.125% 9/0 94769MAG0 10,569 7,999,000 PRN DEFINED 1 0 0 WYNDHAM WORLDWIDE CORP NOTE 3.500% 5/0 98310WAC2 5,199 2,500,000 PRN DEFINED 1 0 0 UBS AG SHS NEW H89231338 426 26,189 SHS DEFINED 1 26,189 0
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