-----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, Jtjd84X2stMM63DNswQsFAplO/R0vU8LeHxOBQUcecTqRlYi9yYeBnqHS3MCl6D/ BTWN7VkR35DeOPZNprwkgg== 0001343231-10-000014.txt : 20101115 0001343231-10-000014.hdr.sgml : 20101115 20101115101750 ACCESSION NUMBER: 0001343231-10-000014 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100930 FILED AS OF DATE: 20101115 DATE AS OF CHANGE: 20101115 EFFECTIVENESS DATE: 20101115 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: 101189655 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-093010hr.txt 09302010 UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for Calendar Year or Quarter Ended: 09/30/2010 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 November 11 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: 58 Form 13F Information Table Value Total: $1,008,864,185 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 36,038 20,839,000 PRN DEFINED 1 0 0 AMR CORP NOTE 6.250%10/1 001765BC9 635 650,000 PRN DEFINED 1 0 0 ACTUANT CORP SDCV 2.000%11/1 00508XAB0 2,352 2,000,000 PRN DEFINED 1 0 0 ALLIANT TECHSYSTEMS INC NOTE 2.750% 2/1 018804AH7 38,852 38,794,000 PRN DEFINED 1 0 0 ALLIANT TECHSYSTEMS INC NOTE 2.750% 9/1 018804AN4 1,007 1,000,000 PRN DEFINED 1 0 0 AMERICREDIT CORP NOTE 0.750% 9/1 03060RAP6 1,738 1,750,000 PRN DEFINED 1 0 0 ANIXTER INTL INC NOTE 7/0 035290AG0 10,128 12,499,000 PRN DEFINED 1 0 0 ANNALY CAP MGMT INC NOTE 4.000% 2/1 035710AA0 2,053 1,900,000 PRN DEFINED 1 0 0 ARCELORMITTAL SA LUXEMBOURG NOTE 5.000% 5/1 03938LAK0 5,310 4,000,000 PRN DEFINED 1 0 0 BLACKROCK INC DBCV 2.625% 2/1 09247XAB7 25,873 14,910,000 PRN DEFINED 1 0 0 CMS ENERGY CORP NOTE 2.875%12/0 125896AW0 23,221 16,503,000 PRN DEFINED 1 0 0 CNO FINL GROUP INC COM 12621E103 87 16,000 SHS DEFINED 1 16,000 0 CSX CORP DBCV 10/3 126408GA5 31,773 16,168,000 PRN DEFINED 1 0 0 CEPHALON INC NOTE 2.000% 6/0 156708AP4 29,808 21,000,000 PRN DEFINED 1 0 0 CITIGROUP INC COM 172967101 288 72,786 SHS DEFINED 1 72,786 0 CONTINENTAL AIRLS INC NOTE 5.000% 6/1 210795PJ3 3,785 3,000,000 PRN DEFINED 1 0 0 CORE LABORATORIES LP NOTE 0.250%10/3 21868FAB9 41,627 21,840,000 PRN DEFINED 1 0 0 CROCS INC COM 227046109 218 16,800 SHS DEFINED 1 16,800 0 D R HORTON INC NOTE 2.000% 5/1 23331ABB4 1,931 1,750,000 PRN DEFINED 1 0 0 DANAHER CORP DEL NOTE 1/2 235851AF9 173,735 146,815,000 PRN DEFINED 1 0 0 E M C CORP MASS NOTE 1.750%12/0 268648AK8 25,789 19,500,000 PRN DEFINED 1 0 0 E M C CORP MASS NOTE 1.750%12/0 268648AM4 6,869 5,000,000 PRN DEFINED 1 0 0 EQUINIX INC NOTE 2.500% 4/1 29444UAF3 1,613 1,500,000 PRN DEFINED 1 0 0 FLUOR CORP NEW NOTE 1.500% 2/1 343412AA0 90,075 50,611,000 PRN DEFINED 1 0 0 GENCO SHIPPING & TRADING NOTE 5.000% 8/1 36869MAA3 1,057 1,000,000 PRN DEFINED 1 0 0 GENERAL ELECTRIC CO COM 369604103 163 10,000 SHS DEFINED 1 10,000 0 GILEAD SCIENCES INC NOTE 0.500% 5/0 375558AG8 13,863 13,400,000 PRN DEFINED 1 0 0 GILEAD SCIENCES INC NOTE 0.625% 5/0 375558AH6 1,647 1,500,000 PRN DEFINED 1 0 0 ILLUMINA INC NOTE 0.625% 2/1 452327AB5 59,755 26,499,000 PRN DEFINED 1 0 0 INFORMATICA CORP NOTE 3.000% 3/1 45666QAB8 39,961 20,740,000 PRN DEFINED 1 0 0 INGERSOLL-RAND GLOBAL HLDG NOTE 4.500% 4/1 45687AAD4 15,291 7,490,000 PRN DEFINED 1 0 0 L-3 COMMUNICATIONS CORP DEBT 3.000% 8/0 502413AW7 4,016 4,000,000 PRN DEFINED 1 0 0 LABORATORY CORP AMER HLDGS NOTE 9/1 50540RAG7 56,635 53,817,000 PRN DEFINED 1 0 0 MACROVISION CORP NOTE 2.625% 8/1 555904AB7 22,646 12,450,000 PRN DEFINED 1 0 0 MEDICIS PHARMACEUTICAL CORP NOTE 2.500% 6/0 58470KAA2 5,629 5,200,000 PRN DEFINED 1 0 0 MICRON TECHNOLOGY INC NOTE 1.875% 6/0 595112AH6 3,025 3,400,000 PRN DEFINED 1 0 0 NETAPP INC NOTE 1.750% 6/0 64110DAB0 24,940 15,500,000 PRN DEFINED 1 0 0 PROLOGIS NOTE 3.250% 3/1 743410AY8 895 900,000 PRN DEFINED 1 0 0 QWEST COMMUNICATIONS INTL NOTE 3.500%11/1 749121BY4 42,216 32,023,000 PRN DEFINED 1 0 0 ROPER INDS INC NEW FRNT 1/1 776696AA4 23,206 28,453,000 PRN DEFINED 1 0 0 SLM CORP COM 78442P106 157 13,500 SHS DEFINED 1 13,500 0 SVB FINL GROUP NOTE 3.875% 4/1 78486QAB7 1,023 1,000,000 PRN DEFINED 1 0 0 SANDISK CORP NOTE 1.500% 8/1 80004CAD3 1,857 2,000,000 PRN DEFINED 1 0 0 SHANDA INTERACTIVE ENTMT NOTE 2.000% 9/1 81941QAD6 2,077 1,850,000 PRN DEFINED 1 0 0 SOTHEBYS NOTE 3.125% 6/1 835898AC1 1,562 1,250,000 PRN DEFINED 1 0 0 STERLITE INDS INDIA LTD NOTE 4.000%10/3 859737AB4 5,903 6,050,000 PRN DEFINED 1 0 0 SYMANTEC CORP NOTE 0.750% 6/1 871503AD0 5,375 5,250,000 PRN DEFINED 1 0 0 TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 10,237 8,450,000 PRN DEFINED 1 0 0 TEXTRON INC NOTE 4.500% 5/0 883203BN0 3,388 2,000,000 PRN DEFINED 1 0 0 THORATEC CORP NOTE 1.380% 5/1 885175AB5 8,927 8,202,000 PRN DEFINED 1 0 0 TRIUMPH GROUP INC NEW NOTE 2.625%10/0 896818AB7 7,079 5,000,000 PRN DEFINED 1 0 0 UAL CORP NOTE 4.500% 6/3 902549AH7 1,014 1,000,000 PRN DEFINED 1 0 0 UNITED THERAPEUTICS CORP NOTE 0.500%10/1 91307CAD4 35,938 23,490,000 PRN DEFINED 1 0 0 VALEANT PHARMACEUTICALS NOTE 4.000%11/1 91911XAD6 9,681 4,990,000 PRN DEFINED 1 0 0 VORNADO RLTY L P DEB 3.875% 4/1 929043AC1 6,308 5,500,000 PRN DEFINED 1 0 0 WEBMD CORP NOTE 3.125% 9/0 94769MAG0 24,827 17,599,000 PRN DEFINED 1 0 0 WYNDHAM WORLDWIDE CORP NOTE 3.500% 5/0 98310WAC2 13,322 5,990,000 PRN DEFINED 1 0 0 UBS AG SHS NEW H89231338 437 26,189 SHS DEFINED 1 26,189
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