Ferox Capital Management

Ferox Capital Management as of June 30, 2011

Portfolio Holdings for Ferox Capital Management

Ferox Capital Management holds 43 positions in its portfolio as reported in the June 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
E M C Corp Mass note 1.750%12/0 10.7 $60M 35M 1.71
Core Laboratories Lp note 0.250%10/3 9.5 $53M 22M 2.44
Illumina Inc note 0.625% 2/1 9.2 $52M 15M 3.45
Cms Energy Corp note 2.875%12/0 8.4 $47M 31M 1.54
Agco Corp debt 8.2 $46M 21M 2.20
Salesforce Com Inc note 0.750% 1/1 7.6 $43M 24M 1.82
Cephalon Inc note 2.000% 6/0 6.8 $38M 22M 1.74
Netapp Inc note 1.750% 6/0 6.0 $33M 20M 1.67
Triumph Group Inc New note 2.625%10/0 5.6 $31M 17M 1.85
ACTUANT CORP CONVERTIBLE security 4.7 $26M 19M 1.37
Oil Sts Intl Inc note 2.375% 7/0 2.2 $13M 5.0M 2.50
Amerigroup Corp note 2.000% 5/1 1.9 $11M 6.5M 1.68
Iconix Brand Group Inc note 1.875% 6/3 1.8 $10M 9.6M 1.05
E M C Corp Mass note 1.750%12/0 1.6 $8.7M 5.0M 1.74
Textron Inc note 4.500% 5/0 1.3 $7.5M 4.0M 1.88
Best Buy Inc sdcv 2.250% 1/1 1.2 $6.6M 6.5M 1.01
Newmont Mining Corp note 3.000% 2/1 1.1 $6.3M 5.0M 1.25
Anixter Intl Inc note 7/0 1.0 $5.3M 5.0M 1.07
Unisource Energy Corp note 4.500% 3/0 0.9 $5.0M 4.6M 1.09
Rayonier Trs Hldgs Inc note 3.750%10/1 0.9 $5.0M 4.0M 1.24
Saks Inc note 2.000% 3/1 0.8 $4.7M 4.5M 1.05
HEALTH CR REIT CONVERTIBLE security 0.8 $4.5M 4.0M 1.13
Fti Consulting Inc bond 0.7 $3.7M 2.9M 1.29
Amgen Inc note 0.375% 2/0 0.5 $3.0M 3.0M 1.00
Itron Inc note 2.500% 8/0 0.5 $3.0M 3.0M 1.02
Old Republic Intl Corp note 0.5 $3.0M 3.0M 0.99
On Semiconductor Corp note 4/1 0.5 $2.9M 2.5M 1.16
St Mary Ld & Expl Co note 3.500% 4/0 0.5 $2.7M 1.9M 1.41
Tech Data Corp dbcv 2.750%12/1 0.5 $2.6M 2.5M 1.04
Borgwarner Inc note 3.500% 4/1 0.4 $2.5M 1.0M 2.48
Mylan Inc note 3.750% 9/1 0.3 $2.0M 1.0M 1.98
Mf Global Hldgs Ltd note 1.875% 2/0 0.3 $2.0M 2.0M 0.98
Gilead Sciences Inc note 0.625% 5/0 0.3 $1.8M 1.5M 1.20
Vornado Rlty L P debt 0.3 $1.7M 1.5M 1.13
Greatbatch Inc sdcv 2.250% 6/1 0.3 $1.6M 1.6M 1.00
3m Co cv bnd 0.3 $1.5M 1.5M 0.99
Anixter Intl Inc note 1.000% 2/1 0.3 $1.4M 1.2M 1.20
Sandisk Corp note 1.500% 8/1 0.3 $1.5M 1.4M 1.06
Sothebys note 3.125% 6/1 0.2 $1.4M 1.0M 1.42
General Mtrs Co jr pfd cnv srb 0.2 $1.4M 29k 48.72
Rovi Corp conv 0.2 $1.4M 1.0M 1.36
Agco Corp note 1.250%12/1 0.2 $1.1M 839k 1.34
Sesi L L C frnt 1.500%12/1 0.2 $1.0M 1.0M 1.03