0001343232-11-000015.txt : 20111103
0001343232-11-000015.hdr.sgml : 20111103
20111103093335
ACCESSION NUMBER: 0001343232-11-000015
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110930
FILED AS OF DATE: 20111103
DATE AS OF CHANGE: 20111103
EFFECTIVENESS DATE: 20111103
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: 111176305
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-093011hr.txt
13F HR 20110930
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for Calendar Year or Quarter Ended: 09/30/2011
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 Nov 3 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: 56
Form 13F Information Table Value Total: $902,746,230
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 180,321 142,751,000 PRN DEFINED 1 0 0
E M C CORP MASS NOTE 1.750%12/0 268648AK8 104,046 77,369,000 PRN DEFINED 1 0 0
LABORATORY CORP AMER HLDGS NOTE 9/1 50540RAG7 58,387 53,817,000 PRN DEFINED 1 0 0
CMS ENERGY CORP NOTE 2.875%12/0 125896AW0 47,748 30,502,000 PRN DEFINED 1 0 0
NATIONAL RETAIL PROPERTIES NOTE 3.950% 9/1 637417AA4 34,355 30,159,000 PRN DEFINED 1 0 0
UNITED THERAPEUTICS CORP NOTE 0.500%10/1 91307CAD4 30,014 28,990,000 PRN DEFINED 1 0 0
SALESFORCE COM INC NOTE 0.750% 1/1 79466LAB0 35,565 23,490,000 PRN DEFINED 1 0 0
CEPHALON INC NOTE 2.000% 6/0 156708AP4 38,518 21,990,000 PRN DEFINED 1 0 0
NEWMONT MINING CORP NOTE 3.000% 2/1 651639AK2 30,067 21,048,000 PRN DEFINED 1 0 0
NETAPP INC NOTE 1.750% 6/0 64110DAB0 24,595 19,990,000 PRN DEFINED 1 0 0
ACTUANT CORP SDCV 2.672%11/1 00508XAB0 21,318 19,182,000 PRN DEFINED 1 0 0
TRIUMPH GROUP INC NEW NOTE 2.625%10/0 896818AB7 30,938 16,810,000 PRN DEFINED 1 0 0
MYLAN INC NOTE 1.250% 3/1 628530AG2 16,183 16,200,000 PRN DEFINED 1 0 0
ARCELORMITTAL SA LUXEMBOURG NOTE 5.000% 5/1 03938LAK0 14,593 13,800,000 PRN DEFINED 1 0 0
HUMAN GENOME SCIENCES INC NOTE 2.250%10/1 444903AK4 12,637 12,500,000 PRN DEFINED 1 0 0
CORE LABORATORIES LP NOTE 0.250%10/3 21868FAB9 24,020 11,788,000 PRN DEFINED 1 0 0
ILLUMINA INC NOTE 0.625% 2/1 452327AB5 19,140 10,000,000 PRN DEFINED 1 0 0
UNISOURCE ENERGY CORP NOTE 4.500% 3/0 909205AB2 10,227 9,465,000 PRN DEFINED 1 0 0
FTI CONSULTING INC NOTE 3.750% 7/1 302941AB5 11,597 9,370,000 PRN DEFINED 1 0 0
ENDO PHARMACEUTICALS HLDGS NOTE 1.750% 4/1 29264FAB2 9,828 8,500,000 PRN DEFINED 1 0 0
TEVA PHARMACEUTICAL FIN DBCV 0.250% 2/0 88163VAE9 8,789 8,500,000 PRN DEFINED 1 0 0
ON SEMICONDUCTOR CORP NOTE 4/1 682189AE5 8,628 8,450,000 PRN DEFINED 1 0 0
VORNADO RLTY L P DEB 3.875% 4/1 929043AC1 8,335 7,950,000 PRN DEFINED 1 0 0
AMERIGROUP CORP NOTE 2.000% 5/1 03073TAB8 8,164 7,490,000 PRN DEFINED 1 0 0
ALLIANCE DATA SYSTEMS CORP NOTE 1.750% 8/0 018581AD0 8,907 7,000,000 PRN DEFINED 1 0 0
MEDICIS PHARMACEUTICAL CORP NOTE 2.500% 6/0 58470KAA2 9,085 6,850,000 PRN DEFINED 1 0 0
TECH DATA CORP DBCV 2.750%12/1 878237AE6 6,777 6,700,000 PRN DEFINED 1 0 0
INGERSOLL-RAND GLOBAL HLDG NOTE 4.500% 4/1 45687AAD4 10,099 6,415,000 PRN DEFINED 1 0 0
SESI L L C FRNT 1.500%12/1 78412FAH7 6,238 6,234,000 PRN DEFINED 1 0 0
RAYONIER TRS HLDGS INC NOTE 3.750%10/1 75508AAB2 6,657 5,900,000 PRN DEFINED 1 0 0
HEALTH CARE REIT INC NOTE 4.750%12/0 42217KAP1 5,674 5,405,000 PRN DEFINED 1 0 0
STERLITE INDS INDIA LTD NOTE 4.000%10/3 859737AB4 4,669 5,350,000 PRN DEFINED 1 0 0
E M C CORP MASS NOTE 1.750%12/0 268648AM4 7,144 5,000,000 PRN DEFINED 1 0 0
OIL STS INTL INC NOTE 2.375% 7/0 678026AB1 8,393 4,990,000 PRN DEFINED 1 0 0
OCWEN FINL CORP NOTE 3.250% 8/0 675746AD3 4,520 4,000,000 PRN DEFINED 1 0 0
PHH CORP NOTE 4.000% 4/1 693320AH6 4,016 4,000,000 PRN DEFINED 1 0 0
TEXTRON INC NOTE 4.500% 5/0 883203BN0 6,147 4,000,000 PRN DEFINED 1 0 0
UNITED STATES STL CORP NEW NOTE 4.000% 5/1 912909AE8 2,657 2,500,000 PRN DEFINED 1 0 0
PMC-SIERRA INC NOTE 2.250%10/1 69344FAD8 2,037 2,000,000 PRN DEFINED 1 0 0
ST MARY LD & EXPL CO NOTE 3.500% 4/0 792228AD0 2,414 1,935,000 PRN DEFINED 1 0 0
ICONIX BRAND GROUP INC NOTE 1.875% 6/3 451055AB3 1,809 1,825,000 PRN DEFINED 1 0 0
CEMEX SAB DE CV NOTE 4.875% 3/1 151290AV5 828 1,600,000 PRN DEFINED 1 0 0
MF GLOBAL HLDGS LTD NOTE 1.875% 2/0 55277JAA6 962 1,200,000 PRN DEFINED 1 0 0
ANIXTER INTL INC NOTE 1.000% 2/1 035290AJ4 1,251 1,199,000 PRN DEFINED 1 0 0
ALLIANCE DATA SYSTEMS CORP NOTE 4.750% 5/1 018581AC2 2,059 1,000,000 PRN DEFINED 1 0 0
BORGWARNER INC NOTE 3.500% 4/1 099724AF3 1,882 1,000,000 PRN DEFINED 1 0 0
CMS ENERGY CORP NOTE 5.500% 6/1 125896BD1 1,458 1,000,000 PRN DEFINED 1 0 0
HERTZ GLOBAL HOLDINGS INC NOTE 5.250% 6/0 42805TAA3 1,345 1,000,000 PRN DEFINED 1 0 0
KULICKE & SOFFA INDS INC NOTE 0.875% 6/0 501242AT8 988 1,000,000 PRN DEFINED 1 0 0
MYLAN INC NOTE 3.750% 9/1 628530AJ6 1,484 1,000,000 PRN DEFINED 1 0 0
OLD REP INTL CORP NOTE 8.000% 5/1 680223AF1 1,038 1,000,000 PRN DEFINED 1 0 0
SBA COMMUNICATIONS CORP NOTE 4.000%10/0 78388JAM8 1,318 1,000,000 PRN DEFINED 1 0 0
SOTHEBYS NOTE 3.125% 6/1 835898AC1 1,166 1,000,000 PRN DEFINED 1 0 0
GENERAL MTRS CO JR PFD CNV SRB 37045V209 1,028 28,900 PRN DEFINED 1 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 291 8,200 SHS DEFINED 1 291 0
HEARTWARE INTL INC COM 422368100 393 6,000 SHS DEFINED 1 393 0