CQS Cayman Limited Partnership

CQS Cayman Limited Partnership as of Dec. 31, 2010

Portfolio Holdings for CQS Cayman Limited Partnership

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

Company (Ticker)
Portfolio Weight
Valued At
Change in Shares
Share Count
Share Price
Vale Cap Ii valep 6.75%12 19.2 $259M 2.7M 97.23
Citigroup Inc unit 6.4 $86M 632k 135.90
BHP Billiton 5.3 $72M 1.8M 39.82
Prologis debt 5.2 $70M 70M 1.00
Virgin Media Inc note 6.500%11/1 4.9 $67M 40M 1.67
Amgen Inc note 0.375% 2/0 4.2 $57M 56M 1.01
Omnicom Group Inc note 7/0 4.1 $56M 52M 1.07
L-3 Communications Corp debt 3.000% 8/0 3.7 $50M 49M 1.02
Microchip Technology Inc sdcv 2.125%12/1 2.7 $37M 30M 1.23
Nii Hldgs Inc note 3.125% 6/1 2.6 $35M 35M 0.98
National Retail Properties I note 5.125% 6/1 2.0 $28M 24M 1.16
Six Flags Entertainment (SIX) 2.0 $28M 508k 54.40
Mead Johnson Nutrition 2.0 $26M 430k 61.51
Cms Energy Corp note 5.500% 6/1 1.9 $26M 18M 1.41
General Mtrs Co jr pfd cnv srb 1.7 $23M 425k 53.96
Prologis debt 1.5 $20M 20M 1.00
Comcast Corporation 1.5 $20M 956k 20.81
Boston Propert 2.875 2/15/37c v deb 1.4 $19M 18M 1.03
Firstservice Corp sdcv 6.500%12/3 1.3 $18M 15M 1.25
Nash Finch Co frnt 1.631% 3/1 1.3 $18M 35M 0.51
Medtronic Inc note 1.625% 4/1 1.3 $18M 17M 1.01
Liberty Media Corp New deb 3.125% 3/3 1.3 $17M 15M 1.14
Silver Wheaton Corp 1.2 $17M 425k 39.05
Transocean Inc note 1.500%12/1 1.2 $16M 16M 0.98
Discovery Communications 0.9 $13M 348k 36.69
Lkd Barclays Bk Plc Ipath S&p Etn etf 0.9 $12M 180k 65.76
Mylan Inc note 1.250% 3/1 0.7 $10M 9.3M 1.07
Telephone & Data Sys Inc spl 0.7 $9.8M 312k 31.52
Unisource Energy Corp note 4.500% 3/0 0.7 $8.9M 8.3M 1.07
Health Care Reit Inc Cvt cv bnd 0.6 $8.7M 7.7M 1.13
BHP Billiton (BHP) 0.6 $8.4M 184k 45.80
Omnicare Inc note 3.750%12/1 0.6 $7.9M 7.1M 1.12
Rayonier Trs Hldgs Inc note 3.750%10/1 0.6 $7.9M 7.0M 1.13
Petroleo Brasileiro SA (PBR) 0.6 $7.8M 824k 9.46
Liberty Global 0.5 $7.3M 214k 33.89
Cameco Corporation (CCJ) 0.5 $7.1M 175k 40.38
Kinross Gold Corp (KGC) 0.5 $7.0M 372k 18.93
Uranium Energy (UEC) 0.5 $7.0M 1.1M 6.06
St Mary Ld & Expl Co note 3.500% 4/0 0.5 $6.6M 5.4M 1.23
Charles Riv Labs Intl Inc note 2.250% 6/1 0.5 $6.6M 6.6M 1.00
Molex Incorporated 0.5 $6.3M 334k 18.87
E M C Corp Mass note 1.750%12/0 0.5 $6.3M 4.2M 1.51
Iamgold Corp (IAG) 0.4 $5.8M 325k 17.79
Best Buy Inc sdcv 2.250% 1/1 0.4 $5.2M 4.9M 1.08
Cit 0.4 $5.1M 109k 47.10
Denison Mines Corp (DNN) 0.4 $5.1M 1.5M 3.42
Hatteras Financial 0.4 $5.1M 170k 30.27
Eldorado Gold Corp 0.4 $5.0M 270k 18.54
Sociedad Quimica y Minera (SQM) 0.3 $4.4M 76k 58.42
Huntsman Corporation (HUN) 0.3 $4.3M 275k 15.61
Mountain Province Diamonds (MPVDF) 0.3 $4.3M 665k 6.44
Hologic Inc frnt 2.000%12/1 0.3 $3.8M 4.0M 0.95
Ryanair Holdings 0.3 $3.8M 617k 6.20
Goldcorp 0.3 $3.4M 75k 45.92
Dana Holding Corporation (DAN) 0.3 $3.4M 200k 17.21
Taiwan Semiconductor Mfg (TSM) 0.2 $3.4M 1.3M 2.51
Gran Tierra Energy 0.2 $3.2M 400k 8.02
HEICO Corporation (HEI.A) 0.2 $3.2M 86k 37.32
Microsoft Corporation (MSFT) 0.2 $2.9M 105k 27.91
Symantec Corporation 0.2 $2.8M 165k 16.74
Elements Rogers Agri Tot Ret etf 0.2 $2.5M 235k 10.72
Yahoo! 0.2 $2.5M 150k 16.63
Tata Motors 0.2 $2.2M 76k 29.34
Wave Systems 0.1 $2.0M 500k 3.94
Intel Corporation (INTC) 0.1 $1.6M 77k 21.04
Morgan Stanley China A Share Fund (CAF) 0.1 $1.6M 59k 27.34
China Mobile 0.1 $1.5M 150k 9.93
New Gold Inc Cda (NGD) 0.1 $1.5M 150k 9.71
Unisys Corporation (UIS) 0.1 $1.5M 59k 25.89
Ur-energy (URG) 0.1 $1.5M 500k 2.99
Promotora De Informaciones S adr cl b conv 0.1 $1.4M 600k 2.38
Via 0.1 $1.3M 32k 39.61
China Life Insurance Company 0.1 $1.3M 321k 4.08
North Amern Palladium 0.1 $1.4M 200k 6.90
Natl Westminster Bk Plc Ser C 7.76% pref 0.1 $1.4M 65k 21.71
LG Display (LPL) 0.1 $1.2M 33k 35.51
Cummins (CMI) 0.1 $1.2M 11k 110.00
News Corporation 0.1 $1.2M 75k 16.42
Advanced Energy Industries (AEIS) 0.1 $1.2M 85k 13.64
Uranerz Energy Corporation Cmn 0.1 $1.2M 300k 3.99
iShares MSCI Hong Kong Index Fund (EWH) 0.1 $1.1M 60k 18.92
Cemex SAB de CV (CX) 0.1 $899k 840k 1.07
KT Corporation (KT) 0.1 $926k 22k 41.62
Mueller Water Products (MWA) 0.1 $955k 229k 4.17
AU Optronics 0.1 $845k 81k 10.42
Infosys Technologies (INFY) 0.1 $806k 11k 76.04
Shinhan Financial (SHG) 0.1 $826k 18k 46.93
Rare Element Res (REEMF) 0.1 $797k 50k 15.94
ICICI Bank (IBN) 0.1 $608k 12k 50.67
McClatchy Company 0.1 $673k 144k 4.67
Golden Star Cad 0.1 $686k 150k 4.57
ReneSola 0.0 $533k 122k 4.37
Rio Tinto (RIO) 0.0 $567k 32k 17.94
Great Basin Gold Ltdcom Stk 0.0 $567k 192k 2.95
MPG Office Trust 0.0 $550k 200k 2.75
Chemtura Corporation 0.0 $536k 34k 15.97
Promotora De Informaciones Adr adr cl a 0.0 $600k 300k 2.00
National Retail Properties I note 3.950% 9/1 0.0 $580k 500k 1.16
Banco Santander (BSBR) 0.0 $408k 30k 13.60
Deere & Company (DE) 0.0 $399k 4.8k 83.12
Sasol (SSL) 0.0 $422k 8.1k 52.10
Cnooc 0.0 $262k 110k 2.38
AngloGold Ashanti 0.0 $222k 4.5k 49.33
Vornado Realty Trust (VNO) 0.0 $208k 2.5k 83.20
Energy Select Sector SPDR (XLE) 0.0 $246k 3.6k 68.33
Corporate Office Properties Trust (CDP) 0.0 $280k 8.0k 35.00
iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) 0.0 $246k 2.3k 106.96
Gafisa SA 0.0 $73k 10k 7.30
A.F.P Provida SA 0.0 $104k 20k 5.33