-----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, JHE10dcJbuV0hzIkKclv0bK4tgFCnzj41b5PKd8LgY1B3YwDcR1XI6R+sl/JMbD0 37MwBDnBdQkcM7KYHOieDA== 0001343231-10-000009.txt : 20100806 0001343231-10-000009.hdr.sgml : 20100806 20100806090127 ACCESSION NUMBER: 0001343231-10-000009 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100630 FILED AS OF DATE: 20100806 DATE AS OF CHANGE: 20100806 EFFECTIVENESS DATE: 20100806 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Ferox Capital Management LP CENTRAL INDEX KEY: 0001343232 IRS NUMBER: 000000000 FISCAL YEAR END: 0331 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-11669 FILM NUMBER: 10996414 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 LLP DATE OF NAME CHANGE: 20100803 FORMER COMPANY: FORMER CONFORMED NAME: Ferox Capital Management LP DATE OF NAME CHANGE: 20051102 13F-HR 1 f13f-063010hr.txt 13FHR 06302010 UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for Calendar Year or Quarter Ended: 06/30/2010 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 August 4 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: 48 Form 13F Information Table Value Total: $754,433,872 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 - ------------------------ -------------- --------- -------- -------- --- --- ------- --- ----- ---- ---- AGCO CORP NOTE 1.750%12/3 001084AL6 22,111 17,330,000 PRN DEFINED 1 0 0 AGCO CORP NOTE 1.250%12/1 001084AM4 2,476 2,606,000 PRN DEFINED 1 0 0 ALCOA INC NOTE 5.250% 3/1 013817AT8 2,718 1,544,000 PRN DEFINED 1 0 0 ALLIANT TECHSYSTEMS INC NOTE 2.750% 2/1 018804AH7 28,850 30,100,000 PRN DEFINED 1 0 0 AMR CORP NOTE 6.250%10/1 001765BC9 487 500,000 PRN DEFINED 1 0 0 ANIXTER INTL INC NOTE 7/0 035290AG0 8,318 12,499,000 PRN DEFINED 1 0 0 ANNALY CAP MGMT INC NOTE 4.000% 2/1 035710AA0 1,541 1,500,000 PRN DEFINED 1 0 0 ARCELORMITTAL SA LUXEMBOURG NOTE 5.000% 5/1 03938LAK0 5,904 5,000,000 PRN DEFINED 1 0 0 BLACKROCK INC DBCV 2.625% 2/1 09247XAB7 18,144 12,270,000 PRN DEFINED 1 0 0 CEPHALON INC NOTE 2.000% 6/0 156708AP4 14,354 11,000,000 PRN DEFINED 1 0 0 CITIGROUP INC COM 172967101 474 123,755 SHS DEFINED 1 123,755 0 CNO FINL GROUP INC COM ADDED 12621E103 82 16,000 SHS DEFINED 1 16,000 0 CORE LABORATORIES LP NOTE 0.250%10/3 21868FAB9 30,018 18,490,000 PRN DEFINED 1 0 0 CROCS INC COM 227046109 186 16,800 SHS DEFINED 1 16,800 0 CSX CORP DBCV 10/3 126408GA5 28,939 16,200,000 PRN DEFINED 1 0 0 D R HORTON INC NOTE 2.000% 5/1 23331ABB4 2,573 2,500,000 PRN DEFINED 1 0 0 DANAHER CORP NOTE 1/2 235851AF9 159,668 144,315,000 PRN DEFINED 1 0 0 DST SYS INC DEL DBCV 8/1 233326AD9 12,394 12,136,000 PRN DEFINED 1 0 0 FLUOR CORP NEW NOTE 1.500% 2/1 343412AA0 78,457 50,611,000 PRN DEFINED 1 0 0 GENERAL ELECTRIC CO COM 369604103 146 10,000 SHS DEFINED 1 10,000 0 GILEAD SCIENCES INC NOTE 0.500% 5/0 375558AG8 8,875 8,500,000 PRN DEFINED 1 0 0 GILEAD SCIENCES INC NOTE 0.625% 5/0 375558AH6 1,676 1,500,000 PRN DEFINED 1 0 0 GLG PARTNERS INC COM 37929X107 161 37,000 SHS DEFINED 1 37,000 0 ILLUMINA INC NOTE 0.625% 2/1 452327AB5 33,329 16,499,000 PRN DEFINED 1 0 0 INFORMATICA CORP NOTE 3.000% 3/1 45666QAB8 6,372 4,990,000 PRN DEFINED 1 0 0 INGERSOLL-RAND GLOBAL HLDG NOTE 4.500% 4/1 45687AAD4 15,166 7,490,000 PRN DEFINED 1 0 0 INVITROGEN CORP NOTE 2.000% 8/0 46185RAJ9 43,264 30,387,000 PRN DEFINED 1 0 0 LABORATORY CORP AMER HLDGS NOTE 9/1 50540RAG7 51,316 49,817,000 PRN DEFINED 1 0 0 MEDICIS PHARMACEUTICAL CORP NOTE 2.500% 6/0 58470KAA2 3,400 3,400,000 PRN DEFINED 1 0 0 MICRON TECHNOLOGY INC NOTE 1.875% 6/0 595112AH6 1,785 2,000,000 PRN DEFINED 1 0 0 PROLOGIS NOTE 3.250% 3/1 743410AY8 1,366 1,500,000 PRN DEFINED 1 0 0 QWEST COMMUNICATIONS INTL NOTE 3.500%11/1 749121BY4 33,416 30,023,000 PRN DEFINED 1 0 0 ROPER INDS INC NEW FRNT 1/1 776696AA4 16,312 23,167,000 PRN DEFINED 1 0 0 SCHEIN HENRY INC NOTE 3.000% 8/1 806407AB8 22,621 18,809,000 PRN DEFINED 1 0 0 SHANDA INTERACTIVE ENTMT NOTE 2.000% 9/1 81941QAD6 2,223 1,950,000 PRN DEFINED 1 0 0 SLM CORP COM 78442P106 144 13,500 SHS DEFINED 1 13,500 0 STERLITE INDS INDIA LTD NOTE 4.000%10/3 859737AB4 5,873 6,250,000 PRN DEFINED 1 0 0 SYMANTEC CORP NOTE 0.750% 6/1 871503AD0 999 1,000,000 PRN DEFINED 1 0 0 TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 23,738 20,016,000 PRN DEFINED 1 0 0 TEXTRON INC NOTE 4.500% 5/0 883203BN0 10,339 7,000,000 PRN DEFINED 1 0 0 THORATEC CORP NOTE 1.380% 5/1 885175AB5 7,741 5,990,000 PRN DEFINED 1 0 0 TRIUMPH GROUP INC NEW NOTE 2.625%10/0 896818AB7 6,621 5,000,000 PRN DEFINED 1 0 0 UBS AG SHS NEW H89231338 352 26,189 SHS DEFINED 1 26,189 0 UNITED THERAPEUTICS CORP NOTE 0.500%10/1 91307CAD4 17,472 12,990,000 PRN DEFINED 1 0 0 VALEANT PHARMACEUTICALS NOTE 4.000%11/1 91911XAD6 8,446 5,000,000 PRN DEFINED 1 0 0 VORNADO RLTY L P DEB 3.875% 4/1 929043AC1 6,795 6,250,000 PRN DEFINED 1 0 0 WEBMD CORP NOTE 3.125% 9/0 94769MAG0 20,576 15,499,000 PRN DEFINED 1 0 0 WYNDHAM WORLDWIDE CORP NOTE 3.500% 5/0 98310WAC2 8,326 5,000,000 PRN DEFINED 1 0 0
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