Ferox Capital Management

Ferox Capital Management as of Sept. 30, 2011

Portfolio Holdings for Ferox Capital Management

Ferox Capital Management holds 26 positions in its portfolio as reported in the September 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
On Semiconductor Corp note 4/1 8.7 $8.6M 8.5M 1.02
Oil Sts Intl Inc note 2.375% 7/0 8.5 $8.4M 5.0M 1.68
Vornado Rlty L P debt 8.4 $8.3M 8.0M 1.05
Amerigroup Corp note 2.000% 5/1 8.3 $8.2M 7.5M 1.09
E M C Corp Mass note 1.750%12/0 7.2 $7.2M 5.0M 1.43
Tech Data Corp dbcv 2.750%12/1 6.8 $6.8M 6.7M 1.01
Rayonier Trs Hldgs Inc note 3.750%10/1 6.8 $6.7M 5.9M 1.13
Sesi L L C frnt 1.500%12/1 6.3 $6.2M 6.2M 1.00
Textron Inc note 4.500% 5/0 6.2 $6.2M 4.0M 1.54
HEALTH CR REIT CONVERTIBLE security 5.8 $5.7M 5.4M 1.05
Ocwen Finl Corp note 3.250% 8/0 4.6 $4.5M 4.0M 1.13
Phh Corp note 4.000% 4/1 4.0 $4.0M 4.0M 1.00
St Mary Ld & Expl Co note 3.500% 4/0 2.5 $2.4M 1.9M 1.25
Pmc Sierra Inc Cv 2.25% 101525 cnv 2.1 $2.0M 2.0M 1.02
Borgwarner Inc note 3.500% 4/1 1.9 $1.9M 1.0M 1.88
Iconix Brand Group Inc note 1.875% 6/3 1.8 $1.8M 1.8M 0.99
Mylan Inc note 3.750% 9/1 1.5 $1.5M 1.0M 1.48
Cms Energy Corp note 5.500% 6/1 1.5 $1.5M 1.0M 1.46
Anixter Intl Inc note 1.000% 2/1 1.3 $1.2M 1.2M 1.04
Sothebys note 3.125% 6/1 1.2 $1.2M 1.0M 1.17
Old Rep Intl Corp note 8.000% 5/1 1.1 $1.0M 1.0M 1.04
General Mtrs Co jr pfd cnv srb 1.0 $1.0M 29k 35.57
Mf Global Hldgs Ltd note 1.875% 2/0 1.0 $960k 1.2M 0.80
Cemex Sab conv 0.8 $832k 1.6M 0.52
HeartWare International 0.4 $393k 6.0k 65.50
Deutsche Bank Ag-registered (DB) 0.3 $291k 8.2k 35.49