CQS Cayman Limited Partnership

CQS Cayman Limited Partnership as of June 30, 2010

Portfolio Holdings for CQS Cayman Limited Partnership

CQS Cayman Limited Partnership holds 114 positions in its portfolio as reported in the June 2010 quarterly 13F filing

Company (Ticker)
Portfolio Weight
Valued At
Change in Shares
Share Count
Share Price
Vale Cap Ii valep 6.75%12 15.6 $250M 220k 1134.81
Citigroup Inc unit 9.1 $147M 330k 444.45
Holdings Inc Note 5.25 5.3 $86M 7.7M 11.10
Prologis debt 4.6 $73M 1.0M 72.46
Amgen Inc note 0.125% 2/0 4.2 $68M 855k 79.06
Ford Mtr Co Del note 4.250%11/1 4.1 $65M 5.6M 11.69
L-3 Communications Corp debt 3.000% 8/0 3.8 $61M 609k 100.21
Vornado Rlty L P dbcv 3.625%11/1 3.1 $50M 333k 149.50
Boston Propert 2.875 2/15/37c v deb 3.0 $47M 335k 141.21
BHP Billiton 2.9 $46M 1.7M 26.17
Virgin Media Inc note 6.500%11/1 2.2 $35M 1.5M 22.62
Transocean Inc note 1.500%12/1 2.1 $34M 228k 149.75
Medtronic Inc note 1.500% 4/1 2.1 $34M 611k 54.84
National Retail Properties I note 5.125% 6/1 1.9 $31M 1.1M 27.17
Cms Energy Corp note 5.500% 6/1 1.9 $30M 1.8M 16.85
Microchip Technology Inc sdcv 2.125%12/1 1.8 $29M 1.0M 29.22
Sybase 1.4 $23M 349k 64.66
Carnival Corporation (CCL) 1.3 $21M 691k 30.64
Bre Properties Inc note 4.125% 8/1 1.3 $20M 284k 71.50
Medtronic Inc note 1.625% 4/1 1.2 $19M 345k 55.13
Prologis debt 1.1 $18M 262k 68.80
Mead Johnson Nutrition 1.0 $16M 320k 50.12
Liberty Media Corp New deb 3.125% 3/3 1.0 $16M 287k 54.80
Nii Hldgs Inc note 3.125% 6/1 0.9 $15M 136k 111.64
Omnicom Group Inc debt 0.9 $15M 264k 54.97
Global Inds Ltd dbcv 2.750% 8/0 0.9 $14M 650k 21.78
Nash Finch Co frnt 1.631% 3/1 0.9 $14M 298k 46.10
Micron Technology Inc note 1.875% 6/0 0.8 $13M 1.1M 12.56
Firstservice Corp sdcv 6.500%12/3 0.8 $13M 446k 29.16
Discovery Communications 0.8 $13M 413k 30.93
Mgic Invt Corp Wis note 5.000% 5/0 0.8 $13M 1.0M 12.21
Best Buy Inc sdcv 2.250% 1/1 0.8 $12M 254k 48.37
Lkd Barclays Bk Plc Ipath S&p Etn etf 0.7 $11M 110k 98.23
United Dominion Realty Tr In note 3.625% 9/1 0.7 $11M 306k 34.78
Liberty Global 0.7 $10M 399k 25.99
Millipore Corp note 3.750% 6/0 0.6 $9.5M 89k 106.78
Symantec Corp note 1.000% 6/1 0.6 $9.0M 465k 19.41
United Dominion Realty Tr In note 4.000%12/1 0.6 $8.8M 335k 26.13
Silver Wheaton Corp 0.5 $8.5M 425k 20.04
Mylan Inc note 1.250% 3/1 0.5 $8.2M 348k 23.44
Unisource Energy Corp note 4.500% 3/0 0.5 $8.0M 229k 35.09
Dst Sys Inc Del dbcv 3.625% 8/1 0.5 $7.4M 149k 49.76
Intermune Inc bond 0.5 $7.4M 354k 20.89
Goldcorp 0.5 $7.2M 165k 43.81
Health Care Reit Inc Cvt cv bnd 0.5 $7.3M 135k 54.25
Rayonier Trs Hldgs Inc note 3.750%10/1 0.4 $6.8M 114k 59.63
Eldorado Gold Corp 0.4 $6.6M 370k 17.93
Iamgold Corp (IAG) 0.4 $6.6M 375k 17.64
Charles Riv Labs Intl Inc note 2.250% 6/1 0.4 $6.3M 135k 46.77
Covanta Hldg Corp dbcv 1.000% 2/0 0.4 $6.1M 253k 24.15
Cephalon Inc note 2.500% 5/0 0.4 $5.8M 79k 72.97
Allergan 0.3 $5.6M 97k 58.26
Sterlite Inds India Ltd note 4.000%10/3 0.3 $5.6M 257k 21.74
Telephone & Data Sys Inc spl 0.3 $5.4M 203k 26.54
Comcast Corporation 0.3 $5.3M 325k 16.43
E M C Corp Mass note 1.750%12/0 0.3 $4.9M 243k 20.36
St Mary Ld & Expl Co note 3.500% 4/0 0.3 $4.9M 85k 57.47
Maxtor Corp note 2.375% 8/1 0.3 $4.8M 285k 16.66
Loews Corporation (L) 0.3 $4.5M 135k 33.31
Prologis debt 0.3 $4.5M 62k 73.30
3m Co cv bnd 0.3 $4.3M 45k 95.52
Deere & Company (DE) 0.3 $4.2M 75k 55.68
American Med Sys Hldgs Inc note 4.000% 9/1 0.2 $4.0M 155k 25.81
Molex Incorporated 0.2 $4.1M 263k 15.45
United States Stl Corp New note 4.000% 5/1 0.2 $3.5M 78k 44.73
Taiwan Semiconductor Mfg (TSM) 0.2 $3.3M 1.7M 1.95
Savvis Inc note 3.000% 5/1 0.1 $1.9M 28k 65.98
Amgen Inc note 0.375% 2/0 0.1 $2.0M 25k 78.89
China Life Insurance Company 0.1 $1.9M 443k 4.35
Gran Tierra Energy 0.1 $2.0M 400k 4.99
North Amern Palladium 0.1 $1.9M 600k 3.12
Barrick Gold Corp (GOLD) 0.1 $1.8M 40k 45.40
Petrohawk Energy Corporation 0.1 $1.7M 100k 16.95
Pan American Silver Corp Can (PAAS) 0.1 $1.8M 70k 25.29
HEICO Corporation (HEI.A) 0.1 $1.7M 63k 26.95
New Gold Inc Cda (NGD) 0.1 $1.5M 250k 6.19
Glg Partners 0.1 $1.6M 368k 4.38
Uranium Energy (UEC) 0.1 $1.7M 708k 2.36
Wave Systems 0.1 $1.6M 500k 3.24
Elements Rogers Agri Tot Ret etf 0.1 $1.6M 235k 6.99
Cameco Corporation (CCJ) 0.1 $1.4M 65k 21.28
Celldex Therapeutics 0.1 $1.4M 300k 4.56
Microsoft Corporation (MSFT) 0.1 $1.2M 52k 23.01
Keegan Res 0.1 $1.3M 250k 5.31
Natl Westminster Bk Plc Ser C 7.76% pref 0.1 $1.2M 65k 18.75
Health Care Reit Inc pfd g cnv 7.5% 0.1 $1.3M 1.2k 1058.49
Mountain Province Diamonds (MPVDF) 0.1 $1.2M 466k 2.52
Via 0.1 $1.0M 32k 31.37
China Petroleum & Chemical 0.1 $800k 1.0M 0.80
Exeter Res Corp 0.1 $796k 128k 6.24
Ctrip.com International 0.0 $601k 4.0k 150.25
Baytex Energy Trust 0.0 $612k 21k 29.85
Unisys Corporation (UIS) 0.0 $621k 34k 18.49
ReneSola 0.0 $522k 175k 2.98
Vimpel 0.0 $405k 25k 16.20
Power Integrations (POWI) 0.0 $483k 15k 32.20
Rio Tinto (RIO) 0.0 $443k 40k 11.08
Solutia 0.0 $485k 37k 13.11
TELUS Corporation 0.0 $557k 15k 36.17
A.F.P Provida SA 0.0 $520k 185k 2.82
Pengrowth Energy Tr 0.0 $548k 60k 9.13
iShares MSCI South Korea Index Fund (EWY) 0.0 $402k 9.0k 44.67
Enerplus Resources Fund 0.0 $537k 25k 21.48
Banro Corp 0.0 $470k 250k 1.88
National Retail Properties I note 3.950% 9/1 0.0 $527k 21k 25.20
iShares FTSE/Xinhua China 25 Index (FXI) 0.0 $399k 10k 39.12
Teva Pharmaceutical Industries (TEVA) 0.0 $385k 7.4k 52.03
SandRidge Energy 0.0 $292k 50k 5.84
Concho Resources 0.0 $332k 6.0k 55.33
Wimm-Bill-Dann Foods OJSC 0.0 $390k 5.5k 71.23
EnergySolutions 0.0 $153k 30k 5.10
BioSante Pharmaceuticals 0.0 $176k 100k 1.76
CEL-SCI Corporation 0.0 $221k 450k 0.49
Fresenius Kabi Pharma. Holding (APCVZ) 0.0 $1.0k 10k 0.10