CQS Cayman Limited Partnership

CQS Cayman Limited Partnership as of Sept. 30, 2010

Portfolio Holdings for CQS Cayman Limited Partnership

CQS Cayman Limited Partnership holds 109 positions in its portfolio as reported in the September 2010 quarterly 13F filing

Company (Ticker)
Portfolio Weight
Valued At
Change in Shares
Share Count
Share Price
Vale Cap Ii valep 6.75%12 18.5 $291M 3.2k 90574.98
Holdings Inc Note 5.25 5.2 $81M 55k 1487.36
Ford Mtr Co Del note 4.250%11/1 5.0 $79M 53k 1508.90
Omnicom Group Inc note 7/0 4.7 $75M 75k 996.99
Prologis debt 4.7 $74M 76k 980.26
Citigroup Inc unit 4.7 $74M 632.00 117401.90
BHP Billiton 4.3 $69M 2.2M 31.81
Virgin Media Inc note 6.500%11/1 3.7 $58M 39k 1498.51
Six Flags Entertainment (SIX) 3.2 $50M 1.3M 39.56
L-3 Communications Corp debt 3.000% 8/0 3.2 $50M 49k 1011.80
Cms Energy Corp note 5.500% 6/1 2.4 $37M 27k 1359.78
Microchip Technology Inc sdcv 2.125%12/1 2.1 $34M 30k 1130.57
Nii Hldgs Inc note 3.125% 6/1 2.0 $32M 32k 979.94
Boston Propert 2.875 2/15/37c v deb 1.9 $31M 30k 1012.77
National Retail Properties I note 5.125% 6/1 1.9 $30M 26k 1146.19
Mead Johnson Nutrition 1.4 $22M 380k 56.57
Hologic Inc frnt 2.000%12/1 1.2 $20M 21k 936.62
Prologis debt 1.2 $19M 20k 958.50
Nash Finch Co frnt 1.631% 3/1 1.1 $17M 35k 496.89
Mgic Invt Corp Wis note 5.000% 5/0 1.1 $17M 16k 1108.71
Liberty Media Corp New deb 3.125% 3/3 1.1 $17M 15k 1105.00
Comcast Corporation 1.1 $17M 973k 17.01
Transocean Inc note 1.500%12/1 1.0 $16M 16k 980.69
Lkd Barclays Bk Plc Ipath S&p Etn etf 1.0 $16M 180k 86.68
Global Inds Ltd dbcv 2.750% 8/0 0.9 $15M 21k 712.02
Pactiv Corporation 0.9 $14M 423k 32.98
Firstservice Corp sdcv 6.500%12/3 0.9 $14M 13k 1109.52
Micron Technology Inc note 1.875% 6/0 0.9 $14M 15k 899.53
Best Buy Inc sdcv 2.250% 1/1 0.8 $13M 12k 1100.68
Amgen Inc note 0.375% 2/0 0.8 $13M 13k 993.59
Discovery Communications 0.8 $13M 329k 38.19
Silver Wheaton Corp 0.7 $11M 425k 26.59
United Dominion Realty Tr In note 3.625% 9/1 0.7 $11M 11k 1013.55
Telephone & Data Sys Inc spl 0.7 $10M 365k 28.35
Kinross Gold Corp (KGC) 0.7 $10M 550k 18.75
Amgen Inc note 0.125% 2/0 0.6 $10M 10k 997.00
Mylan Inc note 1.250% 3/1 0.6 $9.4M 9.1k 1040.55
United Dominion Realty Tr In note 4.000%12/1 0.6 $8.9M 8.7k 1028.64
Unisource Energy Corp note 4.500% 3/0 0.5 $8.4M 8.3k 1008.55
Rayonier Trs Hldgs Inc note 3.750%10/1 0.5 $7.6M 7.0k 1098.42
Health Care Reit Inc Cvt cv bnd 0.5 $7.5M 6.7k 1120.30
Iamgold Corp (IAG) 0.4 $6.6M 375k 17.70
Charles Riv Labs Intl Inc note 2.250% 6/1 0.4 $6.5M 6.6k 991.06
Cephalon Inc note 2.500% 5/0 0.4 $6.5M 5.7k 1142.28
Covanta Hldg Corp dbcv 1.000% 2/0 0.4 $6.3M 6.5k 964.46
Sterlite Inds India Ltd note 4.000%10/3 0.4 $5.9M 6.0k 990.33
E M C Corp Mass note 1.750%12/0 0.4 $5.7M 4.2k 1385.54
Symantec Corp note 1.000% 6/1 0.4 $5.7M 5.3k 1082.08
Glg Partners 0.4 $5.6M 1.2M 4.50
Carnival Corporation (CCL) 0.3 $5.2M 136k 38.04
Molex Incorporated 0.3 $5.1M 289k 17.48
Eldorado Gold Corp 0.3 $5.0M 270k 18.47
St Mary Ld & Expl Co note 3.500% 4/0 0.3 $4.9M 4.7k 1055.91
Cameco Corporation (CCJ) 0.3 $4.9M 175k 27.79
Hatteras Financial 0.3 $4.8M 170k 28.47
JPMorgan Chase & Co. (JPM) 0.3 $4.8M 125k 38.06
Prologis debt 0.3 $4.8M 5.0k 952.00
3m Co cv bnd 0.3 $4.4M 45k 97.24
Smurfit-stone Container Corp 0.3 $4.1M 221k 18.37
American Med Sys Hldgs Inc note 4.000% 9/1 0.2 $3.8M 3.0k 1253.00
Petroleo Brasileiro SA (PBR) 0.2 $3.6M 397k 9.07
Goldcorp 0.2 $3.7M 85k 43.44
Gran Tierra Energy 0.2 $3.1M 400k 7.68
Ryanair Holdings 0.2 $2.9M 470k 6.20
HEICO Corporation (HEI.A) 0.2 $2.7M 80k 34.07
Taiwan Semiconductor Mfg (TSM) 0.2 $2.5M 1.3M 2.03
EMC Corporation 0.2 $2.5M 125k 20.31
Uranium Energy (UEC) 0.1 $2.3M 708k 3.28
North Amern Palladium 0.1 $2.1M 500k 4.12
Elements Rogers Agri Tot Ret etf 0.1 $2.1M 235k 8.74
Mountain Province Diamonds (MPVDF) 0.1 $1.9M 418k 4.51
New Gold Inc Cda (NGD) 0.1 $1.7M 250k 6.69
Medtronic Inc note 1.500% 4/1 0.1 $1.5M 1.5k 1010.00
Petrohawk Energy Corporation 0.1 $1.6M 100k 16.14
Morgan Stanley China A Share Fund (CAF) 0.1 $1.5M 55k 27.61
Natl Westminster Bk Plc Ser C 7.76% pref 0.1 $1.5M 65k 23.83
Freeport-McMoRan Copper & Gold (FCX) 0.1 $1.5M 17k 85.41
Ashland 0.1 $1.5M 30k 48.77
TELUS Corporation 0.1 $1.4M 32k 42.48
Rio Tinto (RIO) 0.1 $1.3M 88k 14.64
Unisys Corporation (UIS) 0.1 $1.2M 44k 27.90
Via 0.1 $1.2M 32k 36.19
Alberto-Culver Company 0.1 $1.1M 30k 37.67
iShares MSCI South Korea Index Fund (EWY) 0.1 $1.0M 19k 53.47
Wave Systems 0.1 $1.1M 500k 2.24
iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) 0.1 $1.2M 11k 111.33
Genco Shipping & Trading Ltd note 5.000% 8/1 0.1 $1.1M 1.0k 1073.00
LG Display (LPL) 0.1 $738k 21k 34.89
Power Integrations (POWI) 0.1 $795k 25k 31.80
Baytex Energy Trust 0.1 $742k 21k 36.20
Cummins (CMI) 0.0 $571k 6.3k 90.63
Solutia 0.0 $641k 40k 16.02
Energy Select Sector SPDR (XLE) 0.0 $605k 11k 56.02
Key Energy Services 0.0 $570k 60k 9.50
Pengrowth Energy Tr 0.0 $661k 60k 11.02
Market Vector Russia ETF Trust 0.0 $683k 21k 32.52
Enerplus Resources Fund 0.0 $644k 25k 25.76
National Retail Properties I note 3.950% 9/1 0.0 $563k 500.00 1126.00
AngloGold Ashanti 0.0 $408k 9.0k 45.33
W&T Offshore (WTI) 0.0 $423k 40k 10.58
Denison Mines Corp (DNN) 0.0 $489k 300k 1.63
iShares MSCI Brazil Index (EWZ) 0.0 $462k 6.0k 77.00
SPDR S&P China (GXC) 0.0 $457k 6.0k 76.17
Teva Pharmaceutical Industries (TEVA) 0.0 $390k 7.4k 52.70
China Life Insurance Company 0.0 $381k 96k 3.97
United Microelectronics (UMC) 0.0 $276k 492k 0.56
A.F.P Provida SA 0.0 $82k 20k 4.21
CEL-SCI Corporation 0.0 $150k 235k 0.64
Fresenius Kabi Pharma. Holding (APCVZ) 0.0 $0 10k 0.00