CQS Cayman Limited Partnership

CQS Cayman Limited Partnership as of March 31, 2011

Portfolio Holdings for CQS Cayman Limited Partnership

CQS Cayman Limited Partnership holds 140 positions in its portfolio as reported in the March 2011 quarterly 13F filing

Company (Ticker)
Portfolio Weight
Valued At
Change in Shares
Share Count
Share Price
Vale Cap Ii valep 6.75%12 16.3 $253M 2.7M 94.80
Citigroup Inc unit 5.8 $90M 710k 126.23
Virgin Media Inc note 6.500%11/1 4.4 $69M 40M 1.72
Prologis debt 4.3 $67M 66M 1.01
BHP Billiton 3.7 $58M 1.5M 39.66
Amgen Inc note 0.375% 2/0 3.2 $49M 49M 1.00
Microchip Technology Inc sdcv 2.125%12/1 2.7 $41M 30M 1.37
L-3 Communications Corp debt 3.000% 8/0 2.6 $40M 40M 1.01
Nationwide Health Properties 2.5 $39M 918k 42.53
Medtronic Inc note 1.625% 4/1 2.5 $39M 38M 1.04
Nii Hldgs Inc note 3.125% 6/1 2.4 $37M 37M 1.02
Emergency Medical Services Corporation 2.1 $33M 521k 63.59
National Retail Properties I note 5.125% 6/1 1.8 $28M 24M 1.19
American Med Sys Hldgs Inc note 4.000% 9/1 1.7 $27M 20M 1.34
Cms Energy Corp note 5.500% 6/1 1.6 $24M 16M 1.47
Smurfit-stone Container Corp 1.5 $23M 600k 38.65
Six Flags Entertainment (SIX) 1.5 $23M 319k 72.00
Firstservice Corp sdcv 6.500%12/3 1.4 $22M 15M 1.49
Prologis debt 1.3 $20M 20M 1.01
United Dominion Realty Tr In note 4.000%12/1 1.2 $19M 19M 1.02
Comcast Corporation 1.2 $19M 807k 23.22
Liberty Media Corp New deb 3.125% 3/3 1.2 $18M 15M 1.20
Nash Finch Co frnt 1.631% 3/1 1.1 $17M 35M 0.49
Transocean Inc note 1.500%12/1 1.0 $16M 16M 1.00
Boston Propert 2.875 2/15/37c v deb 1.0 $16M 16M 1.02
News Corporation 1.0 $15M 822k 18.62
Silver Wheaton Corp 1.0 $15M 350k 43.39
Omnicom Group Inc note 7/0 0.9 $14M 13M 1.12
Wimm-Bill-Dann Foods OJSC 0.8 $12M 92k 133.88
Annaly Capital Management 0.8 $12M 700k 17.45
Discovery Communications 0.8 $12M 330k 35.21
Huntsman Corporation (HUN) 0.7 $11M 657k 17.38
Telephone & Data Sys Inc spl 0.7 $11M 372k 29.52
Mead Johnson Nutrition 0.7 $11M 187k 58.09
General Mtrs Co jr pfd cnv srb 0.7 $11M 225k 48.15
Metlife Inc 5% 10/0/14 Conv Pr cv prf 0.7 $10M 120k 84.87
Hatteras Financial 0.7 $10M 355k 28.12
Liberty Global 0.6 $9.6M 239k 39.99
Iamgold Corp (IAG) 0.6 $9.5M 430k 22.00
Omnicare Inc note 3.750%12/1 0.6 $9.2M 7.1M 1.30
Mylan Inc note 1.250% 3/1 0.6 $9.0M 8.1M 1.11
American Express Company (AXP) 0.6 $9.0M 200k 45.20
Unisource Energy Corp note 4.500% 3/0 0.6 $8.8M 8.3M 1.06
Chesapeake Energy Corp note 2.750%11/1 0.6 $8.7M 7.4M 1.17
Molex Incorporated 0.6 $8.6M 416k 20.69
Zoran Corporation 0.6 $8.6M 828k 10.39
TPC 0.6 $8.5M 296k 28.87
Dana Holding Corporation (DAN) 0.5 $7.8M 450k 17.39
St Mary Ld & Expl Co note 3.500% 4/0 0.5 $7.7M 5.4M 1.43
Rayonier Trs Hldgs Inc note 3.750%10/1 0.5 $7.1M 5.9M 1.22
HEICO Corporation (HEI.A) 0.4 $6.8M 150k 44.98
Global Inds Ltd dbcv 2.750% 8/0 0.4 $6.6M 8.1M 0.82
Hornbeck Offshore Services 0.4 $6.3M 204k 30.85
American Capital Agency 0.4 $6.4M 220k 29.14
Health Care Reit Inc Cvt cv bnd 0.4 $6.3M 5.5M 1.14
E M C Corp Mass note 1.750%12/0 0.4 $6.2M 3.6M 1.71
Cameco Corporation (CCJ) 0.4 $6.0M 200k 30.06
Genzyme Corporation 0.4 $6.0M 79k 76.16
Uranium Energy (UEC) 0.4 $6.0M 1.5M 3.99
Cephalon Inc note 2.500% 5/0 0.4 $5.7M 4.7M 1.21
Joy Global 0.4 $5.8M 59k 98.81
Sociedad Quimica y Minera (SQM) 0.4 $5.5M 100k 55.26
Denison Mines Corp (DNN) 0.4 $5.6M 2.4M 2.38
Extorre Gold Mines 0.3 $4.9M 825k 5.93
3m Co cv bnd 0.3 $4.6M 4.8M 0.96
Spansion 0.3 $4.4M 238k 18.67
Promotora De Informaciones S adr cl b conv 0.3 $4.0M 1.3M 2.98
Mountain Province Diamonds (MPVDF) 0.3 $4.1M 665k 6.14
Unisys Corp 6.25% Cv Pfd A cvp 0.3 $4.0M 45k 89.53
Hologic Inc frnt 2.000%12/1 0.2 $3.9M 4.0M 0.97
Great Panther Silver 0.2 $3.8M 900k 4.27
Goldcorp 0.2 $3.7M 75k 49.75
Visteon Corporation (VC) 0.2 $3.7M 60k 62.49
Unisys Corporation (UIS) 0.2 $3.4M 109k 31.22
Microsoft Corporation (MSFT) 0.2 $3.2M 125k 25.39
Rockwood Holdings 0.2 $3.2M 66k 49.22
Gran Tierra Energy 0.2 $3.2M 400k 8.04
Taiwan Semiconductor Mfg (TSM) 0.2 $3.0M 1.2M 2.44
Note 3.50 0.2 $2.7M 2.0M 1.35
Elements Rogers Agri Tot Ret etf 0.2 $2.7M 235k 11.33
Petrohawk Energy Corporation 0.2 $2.5M 100k 24.51
Yahoo! 0.2 $2.5M 150k 16.68
Eldorado Gold Corp 0.2 $2.4M 150k 16.23
North Amern Palladium 0.2 $2.5M 375k 6.55
Kinross Gold Corp (KGC) 0.1 $2.4M 150k 15.70
URS Corporation 0.1 $2.0M 43k 46.06
Mueller Water Products (MWA) 0.1 $1.8M 408k 4.48
Morgan Stanley China A Share Fund (CAF) 0.1 $1.8M 64k 28.73
Yingli Green Energy Hold 0.1 $1.7M 130k 12.90
New Gold Inc Cda (NGD) 0.1 $1.8M 150k 11.73
Medtronic Inc note 1.500% 4/1 0.1 $1.5M 1.5M 1.01
Via 0.1 $1.5M 32k 46.53
Intel Corporation (INTC) 0.1 $1.6M 77k 20.18
JA Solar Holdings 0.1 $1.5M 210k 7.01
Cheniere Energy (LNG) 0.1 $1.5M 160k 9.31
Natl Westminster Bk Plc Ser C 7.76% pref 0.1 $1.6M 65k 23.94
iShares MSCI Emerging Markets Indx (EEM) 0.1 $1.5M 30k 48.67
McClatchy Company 0.1 $1.4M 411k 3.40
General Motors Company (GM) 0.1 $1.4M 46k 31.04
WisdomTree India Earnings Fund (EPI) 0.1 $1.2M 48k 24.79
Uranerz Energy Corporation Cmn 0.1 $1.3M 400k 3.19
Baytex Energy Corp (BTE) 0.1 $1.2M 21k 58.20
Cummins (CMI) 0.1 $1.0M 9.5k 109.63
Shinhan Financial (SHG) 0.1 $1.0M 23k 45.29
Rowan Companies 0.1 $1.1M 25k 44.20
Rodman & Renshaw Capital 0.1 $1.0M 500k 2.05
ETFS Physical Palladium Shares 0.1 $1.1M 15k 76.00
First Majestic Silver Corp (AG) 0.1 $1.1M 50k 21.24
Omni (OMC) 0.1 $1.0M 20k 49.07
iShares MSCI Brazil Index (EWZ) 0.1 $930k 12k 77.50
Wave Systems 0.1 $990k 316k 3.13
Ur-energy (URG) 0.1 $908k 550k 1.65
Kohlberg Capital (KCAP) 0.1 $909k 110k 8.26
ReneSola 0.1 $847k 160k 5.28
MPG Office Trust 0.1 $794k 214k 3.71
Pengrowth Energy Corp 0.1 $828k 60k 13.80
Petroleo Brasileiro SA (PBR) 0.0 $606k 60k 10.10
Deere & Company (DE) 0.0 $678k 7.0k 96.86
Rio Tinto (RIO) 0.0 $561k 32k 17.75
SL Green Realty 0.0 $632k 8.4k 75.24
Rare Element Res (REEMF) 0.0 $656k 50k 13.12
National Retail Properties I note 3.950% 9/1 0.0 $560k 500k 1.12
Compania de Minas Buenaventura SA (BVN) 0.0 $455k 11k 42.92
Cnooc 0.0 $506k 200k 2.53
Amgen (AMGN) 0.0 $502k 9.4k 53.40
Key (KEY) 0.0 $444k 50k 8.88
MetLife (MET) 0.0 $537k 12k 44.75
Sasol (SSL) 0.0 $394k 6.8k 57.94
Mechel OAO 0.0 $259k 8.4k 30.83
Energy Select Sector SPDR (XLE) 0.0 $263k 3.3k 79.70
Colony Financial 0.0 $377k 20k 18.85
Market Vectors Brazil Small Cap ETF 0.0 $272k 4.8k 56.67
iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) 0.0 $245k 2.3k 106.52
InterGroup Corporation (INTG) 0.0 $327k 15k 21.23
Savient Pharmaceuticals note 0.0 $360k 300k 1.20
Infosys Technologies (INFY) 0.0 $215k 3.0k 71.67
Gafisa SA 0.0 $193k 30k 6.43
Ctrip.com International 0.0 $216k 1.3k 166.15
Grupo Financiero Galicia (GGAL) 0.0 $189k 151k 1.25
China Lodging 0.0 $103k 24k 4.36